arXiv subjects

Fidel Djongreba Ndikwa

Publications and source records attributed to Fidel Djongreba Ndikwa.

3 recordsLinked to original sources

arXiv2026

Property Of The Beta Modified Weibull Distribution With Six Parameters

The aim of this article is to determine a new six-parameter Beta Weibull distribution and its various associated functions, namely the cumulative distribution, survival, probability density and hazard functions. Next, we determine the sub-distributions of the new distribution and show that the latter generalizes those of the literature. Finally, numerical simulations were performed and show that the shapes of the density function of the new distribution cover all those in the literature, and the shapes of hazard functions (constant, increasing, decreasing, $\bigcup$-shaped and $\bigcap$-shaped) are represented in the new distribution and encompass all existing distributions.

math.ST↗

arXiv2021

Perturbations of copulas and Mixing properties

This paper explores the impact of perturbations of copulas on the dependence properties of the Markov chains they generate. We consider Markov chains generated by perturbed copulas. Results are provided for the mixing coefficients $β_n$, $ψ_n$ and $ϕ_n$. Several results are provided on mixing for the considered perturbations. New copula functions are provided in connection with perturbations of variables that induce other types of perturbation of copulas not considered in the literature.

math.PR↗

arXiv2021

Dependence and mixing for perturbations of copula-based Markov chains

This paper explores the impact of perturbations of copulas on dependence properties of the Markov chains they generate. We use an observation that is valid for convex combinations of copulas to establish sufficient conditions for the mixing coefficients $ρ_n$, $α_n$ and some other measures of association. New copula families are derived based on perturbations of copulas and their multivariate analogs for $n$-copulas are provided in general. Several families of copulas can be constructed from the provided framework.

math.ST↗