Methods: Using daily exchange rates for 7 years (January 1, 2008, to April 30, 2015), this study attempted to model dynamics following generalized autoregressive conditional heteroscedastic (GARCH), asymmetric power ARCH (APARCH), exponential generalized autoregressive conditional heteroscedstic (EGARCH), threshold generalized autoregressive conditional heteroscedstic (TGARCH), and integrated g...

This paper is concerned with the estimators problems of the generalized Weibull distribution based on Type-I hybrid progressive censoring scheme (Type-I PHCS) in the presence of competing risks when the cause of failure of each item is known. Maximum likelihood estimates and the corresponding Fisher information matrix are obtained. We generalized Kundu and Joarder [7] results in the case of the...

The gamma and Weibull distributions are commonly used for analyzing any lifetime data or skewed data. Recently a new family of generalized exponential (GE) distributions was introduced and studied quite extensively by Gupta and Kundu in series of papers. In this talk we show that many properties of this new family are quite similar to those of a gamma family. Since the GE distribution function ...