Related papers: Non-Gaussian distributions under scrutiny
The Wishart distribution and its generalizations are among the most prominent probability distributions in multivariate statistical analysis, arising naturally in applied research and as a basis for theoretical models. In this paper, we…
The Grouped Horseshoe distribution arises from hierarchical structures in the recent Bayesian methodological literature aimed at selection of groups of regression coefficients. We isolate this distribution and study its properties…
In this note, we obtain a Gaussian concentration inequality for a class of non-Lipschitz functions. In the one-dimensional case, our results supplement those established by Paouris and Valettas in [8].
Non-Gaussian statistics in the distribution of large scale structure, and in temperature fluctuations of the cosmic microwave background, can be used to constrain inflationary models. Data on the cosmic microwave background from Planck…
The theory and methodology is developed to compute the bispectrum in warm inflation, leading to results for the non-linearity parameter and the shape of the bispectrum. Particular attention is paid to the study of the bispectrum in the…
q-Gaussians are probability distributions having their origin in the framework of Tsallis statistics. A continuous real parameter q is characterizing them so that, in the range 1 < q < 3, the q-functions pass from the usual Gaussian form,…
This paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival…
In a recent letter [PRL 95, 140601 (2005)], P. Grassberger addresses the very interesting issue of the applicability of q-statistics to the renowned Feigenbaum attractor. However several points are not in line with our current knowledge,…
We examine the multi--point velocity field for non--Gaussian models as a probe of non--Gaussian behavior. The two--point velocity correlation is not a useful indicator of a non--Gaussian density field, since it depends only on the power…
Estimation of the covariance matrix has attracted a lot of attention of the statistical research community over the years, partially due to important applications such as Principal Component Analysis. However, frequently used empirical…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…
We use the local curvature to investigate the possible existence of non-Gaussianity/asymmetry in the WMAP data. Considering the full sky we find results which are consistent with the Gaussian assumption. However, strong non-Gaussian…
The paper deals with the generalization of both Boltzmann entropy and distribution in the light of most-probable interpretation of statistical equilibrium. The statistical analysis of the generalized entropy and distribution leads to some…
The family of q-Gaussian and q-exponential probability densities fit the statistical behavior of diverse complex self-similar non-equilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained…
The authors study the distribution of psi(x+h)-psi(x)-h and compare it with numerical data.
It is shown by simple and straightforward considerations that discreteness of basic physical variables is, at least, essential for generalized statistical mechanics with non-logarithmic entropy to be thermodynamically applicable to…
We propose a construction of frequentist confidence intervals that is effective near unphysical regions and unifies the treatment of two-sided and upper limit intervals. It is rigorous, has coverage, is computationally simple and avoids the…
Consider observation of a phenomenon of interest subject to selective sampling due to a censoring mechanism regulated by some other variable. In this context, an extensive literature exists linked to the so-called Heckman selection model. A…
The Poisson probability distribution is frequently encountered in physical science measurements. In spite of the simplicity and familiarity of this distribution, there is considerable confusion among physicists concerning the description of…
Many of you reading these words will have been attracted by the discussion paper [McShane and Wyner (2011)], in which case, this may be the first, but hopefully not the last, time you will have read anything in a statistics journal. I would…