Related papers: On the Truncated Pareto Distribution with applicat…
The statistical state for the empirical Pareto's 80/20 rule has been found to correspond to a normal or Gaussian distribution with a standard deviation that is twice the mean. This finding represents large characteristic variations in our…
We estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional $\alpha$-stable distributions in terms of functions of the parameters of these distributions. In particular, for values of $\alpha$ close to $2$…
The goal of multi-objective optimisation is to identify the Pareto front surface which is the set obtained by connecting the best trade-off points. Typically this surface is computed by evaluating the objectives at different points and then…
We briefly recall the main physical features of the parton distributions in the quantum statistical picture of the nucleon. Some predictions from a next-to-leading order QCD analysis are successfully compared to recent unpolarized and…
The family of stable distributions received extensive applications in many fields of studies since it incorporates both the skewness and heavy tails. In this paper, we introduce a package written in the R language called alphastable. The…
Pyrosequencing is emerging as one of the important next-generation sequencing technologies. We derive the statistical distributions of this technique in terms of nucleotide probabilities of the target sequences. We give exact distributions…
Examples are presented for appearance of geometric symmetry in the shape of various astronomical objects and phenomena. Usage of these symmetries in astrophysical and extragalactic research is also discussed.
The Maxwell-Boltzmann (MB) distribution for velocities in ideal gases is usually defined between zero and infinity. A double truncated MB distribution is here introduced and the probability density function, the distribution function, the…
We provide in this paper simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with restricted parameter space for any covariance…
We propose new classes of tests for the Pareto type I distribution using the empirical characteristic function. These tests are $U$ and $V$ statistics based on a characterisation of the Pareto distribution involving the distribution of the…
We discuss the generalisation of the so-called traditional approximation, well known in geophysics, to general relativity. We show that the approximation is applicable for rotating relativistic stars provided that one focuses on relatively…
This note corrects a technical error in Guardiola (2020, Journal of Statistical Distributions and Applications), presents updated derivations, and offers an extended discussion of the properties of the spherical Dirichlet distribution.…
A potential scattering theory from deterministic and random $\mathcal{PT}$ collections of particles with gain and loss is introduced and the forms of their structure and pair-structure factors are elucidated. An example relating to light…
Physical and mathematical applications of fractional Poisson probability distribution have been presented. As a physical application, a new family of quantum coherent states has been introduced and studied. As mathematical applications, we…
Deep probabilistic forecasting is gaining attention in numerous applications ranging from weather prognosis, through electricity consumption estimation, to autonomous vehicle trajectory prediction. However, existing approaches focus on…
We discuss the applications of Random Matrix Theory in the context of financial markets and econometric models, a topic about which a considerable number of papers have been devoted to in the last decade. This mini-review is intended to…
In this paper, we pay our attention to geometric parameters and their applications in economics and finance. We discuss the multiplicative models in which a geometric mean and a geometric standard deviation are more natural than arithmetic…
This paper summarizes a presentation for a panel discussion on "The Future of Astrostatistics" held at the Statistical Challenges in Modern Astronomy V conference at Pennsylvania State University in June 2011. I argue that the emerging…
We introduce the discrete distribution of a Wiener process range. Rather than finding some basic distributional properties including hazard rate function, moments, Stress-strength parameter and order statistics of this distribution, this…
Since the turn of the century, there has been increased interest in the application of heavy-tailed distributions, particularly stable distributions, to problems in physics and finance. Although, the tails of stable distributions provide a…