In this work, we model speech samples with a two-sided generalized Gamma distribution and evaluate its efficiency for voice activity detection. Using a computationally inexpensive maximum likelihood approach, we employ the Bayesian Information Criterion for identifying the phoneme boundaries in noisy speech.

It is well-known that maximum likelihood (ML) estimators of the two parameters in a Gamma distribution do not have closed forms. This poses difficulties in some applications such as real-time signal processing using low-grade processors. The Gamma distribution is a special case of a generalized Gamma distribution. Surprisingly, two out of the three likelihood equations of the generalized Gamma ...

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 ...

Exact Statistical Inferences for Functions of Parameters of the Log-Gamma Distribution by Joseph McDonald Malwane Ananda, Examination Committee Chair Professor of Mathematical Sciences University of Nevada, Las Vegas The log-gamma model has been used extensively for flood frequency analysis and is an important distribution in reliability, medical and other areas of lifetime testing. Conventiona...

The asymptotic distribution of maximum likelihood estimators is derived for a class of exponential generalized autoregressive conditional heteroskedasticity (EGARCH) models. The result carries over to models for duration and realised volatility that use an exponential link function. A key feature of the model formulation is that the dynamics are driven by the score. Keywords: Duration models; g...

We show that all negative powers β a,b of the Beta distribution are infinitely divisible. The case b ≤ 1 follows by complete monotonicity, the case b > 1, s ≥ 1 by hyperbolically complete monotonicity and the case b > 1, s < 1 by a Lévy perpetuity argument involving the hypergeometric series. We also observe that β a,b is self-decomposable if and only if 2a + b + s + bs ≥ 1, and that in this ca...