The main purpose of this paper is to estimate the volatility in global fertilizer prices. The endogenous structural breakpoint unit root test and alternative volatility models, including the generalized autoregressive conditional heteroskedasticity (GARCH) model, Exponential GARCH (EGARCH) model, and GJR model are estimated for six global fertilizer prices and the crude oil price. Weekly data f...

In this paper, we introduce the Morgenstern type bivariate generalized exponential distribution. This distribution is an extension of Morgenstern type bivariate exponential distribution and the marginal distributions are generalized exponential distribution. We study some properties of this bivariate distribution. Also, some distributional properties of concomitants of order statistics as well ...

Cascade reliability model is a special type of Stress Strength model. The n Cascade system is a h ierarch ical standby redundancy system, where the standby component taking the place of failed component with decreased value of stress and independently distributed strength. This paper deals with the generalized exponential distribution with cascade system.

Let X be a non-negative random variable (r.v.) with cumulative distribution function (cdf) F. Suppose X(r, n,m, k), (r = 1, 2, . . . , n), m is a real number and k ≥ 1, is the rth smallest generalized order statistic. Several distributional properties of the generalized order statistics from exponential distribution are given. Some characterizations of the exponential distribution based on the ...

This paper introduces a new probability model that is the modified generalized inverted exponential distribution. This new probability model is a generalization of the well-known inverted exponential distribution as a special case. Statistical and reliability properties of the modified version are derived. Shapes for the probability density function, reliability function and failure rate functi...

Generalized exponential distribution has received some attention in the last few years. Recently Kundu and Gupta (2011) and Shoaee and Khorram (2012) introduced an absolute continuous bivariate generalized exponential distribution. In this paper we propose an absolute continuous multivariate generalized exponential distribution. The proposed distribution is very flexible, and the joint probabil...

This paper considers the simple step-stress model from the Marshall-Olkin generalized exponential distribution when there is time constraint on the duration of the experiment. The maximum likelihood equations for estimating the parameters assuming a cumulative exposure model with lifetimes as the distributed Marshall Olkin generalized exponential are derived. The likelihood equations do not lea...