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A generalization of a distribution increases the flexibility particularly in studying of a phenomenon and its properties. Many generalizations of continuous univariate distributions are available in literature. In this study, an…

Applications · Statistics 2024-08-30 Brijesh P. Singh , Sandeep Singh , Utpal Dhar Das

Models for learning probability distributions such as generative models and density estimators behave quite differently from models for learning functions. One example is found in the memorization phenomenon, namely the ultimate convergence…

Machine Learning · Statistics 2021-03-03 Hongkang Yang , Weinan E

In this paper the generalization of the Poisson distribution is derived for the case when each consecutive event changes event rate. A simple formula for the probability of observing of a given number of events for the selected period of…

Data Analysis, Statistics and Probability · Physics 2014-01-06 E. A. Kushnirenko

Assuming an exponential power distribution is one way to deal with outliers in regression and clustering, which can increase the robustness of the analysis. Gaussian distribution is a special case of an exponential distribution. And an…

Methodology · Statistics 2020-12-22 Xiao Chen

The gamma difference distribution is defined as the difference of two gamma distributions, with in general different shape and rate parameters. Starting with knowledge of the corresponding characteristic function, a second order linear…

Statistics Theory · Mathematics 2023-09-26 Peter J. Forrester

In this paper we propose an objective Bayesian estimation approach for the parameters of the generalized gamma distribution. Various reference priors are obtained, but showing that they lead to improper posterior distributions. We overcome…

Methodology · Statistics 2014-12-19 Pedro L. Ramos , Francisco Louzada

We develop a general method for computing logarithmic and log-gamma expectations of distributions. As a result, we derive series expansions and integral representations of the entropy for several fundamental distributions, including the…

Information Theory · Computer Science 2018-07-24 Mahdi Cheraghchi

We describe positive generalized functionals in Gaussian Analysis. We focus on distribution spaces larger than the space of Hida Distributions. It is shown that a positive distribution is represented by a measure with specific growth of its…

Functional Analysis · Mathematics 2007-05-23 Yuri G. Kondratiev , Ludwig Streit , Werner Westerkamp

We study the probability that one beta-distributed random variable exceeds the maximum of two others, allowing all three to have general parameters. This amounts to studying Euler transforms of products of two incomplete beta functions. We…

Classical Analysis and ODEs · Mathematics 2021-11-04 Stephen B. Connor , Christopher J. Fewster

This work performs a non-asymptotic analysis of the generalized Lasso under the assumption of sub-exponential data. Our main results continue recent research on the benchmark case of (sub-)Gaussian sample distributions and thereby explore…

Statistics Theory · Mathematics 2023-01-18 Martin Genzel , Christian Kipp

By using the matrix formulation of the two-step approach to the distributions of runs, a recursive relation and an explicit expression are derived for the generating function of the joint distribution of rises and falls for multivariate…

Combinatorics · Mathematics 2024-05-06 Yong Kong

Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I is derived. Also the singular values and eigenvalues…

Statistics Theory · Mathematics 2015-06-25 Jose A. Diaz-Garcia , Ramon Gutierrez-Sanchez

The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…

Probability · Mathematics 2020-12-16 George P. Yanev

In this paper, we introduce a new generalization of geometric distribution which can also viewed as discrete analogue of weighted exponential distribution introduced by Gupta and Kundu(2009). We study some basic distributional properties…

Methodology · Statistics 2016-02-08 Deepesh Bhati , Savitri Joshi

Hierarchical beta process has found interesting applications in recent years. In this paper we present a modified hierarchical beta process prior with applications to hierarchical modeling of multiple data sources. The novel use of the…

Machine Learning · Computer Science 2012-10-19 Sunil Kumar Gupta , Dinh Q. Phung , Svetha Venkatesh

Systems with a long-term stationary state that possess as a spatio-temporally fluctuation quantity $\beta$ can be described by a superposition of several statistics, a "super statistics". We consider first, the Gamma, log-normal and…

Statistical Mechanics · Physics 2015-06-05 O. Obregón , A. Gil-Villegas

In recent years, a rich variety of shrinkage priors have been proposed that have great promise in addressing massive regression problems. In general, these new priors can be expressed as scale mixtures of normals, but have more complex…

Methodology · Statistics 2012-03-15 Artin Armagan , David B. Dunson , Merlise Clyde

In this paper, we introduce a new three-parameter distribution based on the combination of re-parametrization of the so-called EGNB2 and transmuted exponential distributions. This combination aims to modify the transmuted exponential…

Statistics Theory · Mathematics 2020-02-11 Christophe Chesneau , Hassan S. Bakouch , Muhammad Nauman Khan

In this paper we develop a bivariate discrete generalized exponential distribution, whose marginals are discrete generalized exponential distribution as proposed by Nekoukhou, Alamatsaz and Bidram ("Discrete generalized exponential…

Methodology · Statistics 2017-01-16 Vahid Nekoukhou , Debasis Kundu

This short report details the mathematical properties of the stretched exponential function and some of its applications in materials science. G(tau) distributions for different values of the stretching parameter beta are provided.

Disordered Systems and Neural Networks · Physics 2018-08-03 Daniel C. Elton