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Shift and stretch invariance lead to the exponential-Boltzmann probability distribution. Rotational invariance generates the Gaussian distribution. Particular scaling relations transform the canonical exponential and Gaussian patterns into…

Probability · Mathematics 2016-05-24 Steven A. Frank

This paper studies fundamental aspects of modelling data using multivariate Watson distributions. Although these distributions are natural for modelling axially symmetric data (i.e., unit vectors where $\pm \x$ are equivalent), for…

Computation · Statistics 2012-05-28 Suvrit Sra , Dmitrii Karp

In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…

Methodology · Statistics 2026-03-03 Kiran Prajapat , Sharmishtha Mitra , Debasis Kundu

We propose an elementary but effective approach to studying a general class of Poissonized tenable and balanced urns on two colors. We characterize the asymptotic behavior of the process via a partial differential equation that governs the…

Probability · Mathematics 2018-09-05 Chen Chen , Panpan Zhang

We propose a generalisation of Gibbs' statistical mechanics into the domain of non-negligible phase space correlations. Derived are the probability distribution and entropy as a generalised ensemble average, replacing…

Statistical Mechanics · Physics 2014-09-10 R. A. Treumann , W. Baumjohann

P{\'o}lya urns are urns where at each unit of time a ball is drawn and is replaced with some other balls according to its colour. We introduce a more general model: The replacement rule depends on the colour of the drawn ball and the value…

Discrete Mathematics · Computer Science 2018-06-22 Cyril Banderier , Philippe Marchal , Michael Wallner

Alternative definitions are given of basic concepts of generalized thermostatistics. In particular, generalizations of Shannon's entropy, of the Boltzmann-Gibbs distribution, and of relative entropy are considered. Particular choices made…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

We demonstrate that the most probable state of a conserved system with a limited number of entities or molecules is the state where non-Gaussian and non-chi-square distributions govern. We have conducted a thought experiment using a…

Mathematical Physics · Physics 2023-04-20 Jae Wan Shim

In this paper, we consider Bayesian inference on a class of multivariate median and the multivariate quantile functionals of a joint distribution using a Dirichlet process prior. Since, unlike univariate quantiles, the exact posterior…

Statistics Theory · Mathematics 2021-06-03 Indrabati Bhattacharya , Subhashis Ghosal

We derive Bose-Einstein statistics and Fermi-Dirac statistics by Principle of Maximum Entropy applied to two families of entropy functions different from the Boltzmann-Gibbs-Shannon entropy. These entropy functions are identified with…

Mathematical Physics · Physics 2016-05-02 Jian Zhou

We trace a conceptual genealogy from Abraham de Moivre's derivation of the normal curve (1733) to the modern distributional approach to statistics. De Moivre's Approximatio ad Summam Terminorum Binomii gave the first systematic derivation…

History and Overview · Mathematics 2026-05-26 R. Labouriau

Motivated by the need, in some Bayesian likelihood free inference problems, of imputing a multivariate counting distribution based on its vector of means and variance-covariance matrix, we define a generic multivariate discrete…

Applications · Statistics 2011-03-28 Marcos Capistrán , J. Andrés Christen

Bayesian hierarchical models are used to share information between related samples and obtain more accurate estimates of sample-level parameters, common structure, and variation between samples. When the parameter of interest is the…

Methodology · Statistics 2019-06-18 Jonathan Christensen , Li Ma

Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…

Statistical Mechanics · Physics 2009-11-13 Stefan Thurner , Rudolf Hanel

In this work we propose a completely new way to obtain statistics distributions from fluctuations balance. By dimensionless fluctuation analysis we obtain Boltzmann, Planck, Fermi-Dirac, Bose-Einstein and Schr\"odinger Distributions using…

Statistical Mechanics · Physics 2022-09-21 Marceliano Oliveira , George Valadares , Francisco Rodrigues , Márcio Freire

A new five-parameter continuous distribution which generalizes the Kumaraswamy and the beta distributions as well as some other well-known distributions is proposed and studied. The model has as special cases new four- and three-parameter…

Methodology · Statistics 2010-04-07 Jalmar M. F. Carrasco , Silvia L. P. Ferrari , Gauss M. Cordeiro

Concentration results and probabilistic analysis for combinatorial problems like the TSP, MWST, graph coloring have received much attention, but generally, for i.i.d. samples (i.i.d. points in the unit square for the TSP, for example).…

Probability · Mathematics 2010-05-24 Ravindran Kannan

A new class of bivariate distributions is introduced that extends the Generalized Marshall-Olkin distributions of Li and Pellerey (2011). Their dependence structure is studied through the analysis of the copula functions that they induce.…

Mathematical Finance · Quantitative Finance 2017-02-13 Sabrina Mulinacci

Liouville's theorem, based on the Hamiltonian flow (micro-canonical ensemble) for a many particle system, indicates that the (stationary) equilibrium probability distribution is a function of the Hamiltonian. A canonical ensemble…

Statistical Mechanics · Physics 2012-11-21 A. Bhattacharyay

One may consider three types of statistical inference: Bayesian, frequentist, and group invariance-based. The focus here is on the last method. We consider the Poisson and binomial distributions in detail to illustrate a group invariance…

Probability · Mathematics 2007-06-13 B. Heller , M. Wang
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