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This letter reports two moment extensions of the entropy of a distribution. By understanding the traditional entropy as the average of the original distribution up to a random variable transformation, the traditional moments equation become…

Statistical Mechanics · Physics 2008-03-25 Luciano da Fontoura Costa

Exponential distribution is ubiquitous in the framework of multi-agent systems. An alternative approach with an economic motivation to derive the exponential distribution in the framework of iterations in the space of distributions is…

General Finance · Quantitative Finance 2010-11-15 Ricardo Lopez-Ruiz

In this paper we derive the maximum entropy characteristics of a particular rank order distribution, namely the discrete generalized beta distribution, which has recently been observed to be extremely useful in modelling many several…

Physics and Society · Physics 2019-09-30 Abhik Ghosh , Preety Shreya , Banasri Basu

This paper describes the Elliptical Quartic Exponential distribution in $\mathbb{R}^D$, obtained via a maximum entropy construction by imposing second and fourth moment constraints. I discuss relationships to related work, analytical…

Methodology · Statistics 2022-10-11 Christopher K I Williams

Starting from the geometrical interpretation of the R\'enyi entropy, we introduce further extensive generalizations and study their properties. In particular, we found the probability distribution function obtained by the MaxEnt principle…

Statistical Mechanics · Physics 2015-06-17 Giorgio Sonnino , György Steinbrecher

There are given characterizations of the exponential distribution by the properties of the independence of linear forms with random coefficients. Related results based on the constancy of regression of one statistic on a linear form are…

Statistics Theory · Mathematics 2019-11-27 Lev B. Klebanov , Zeev E. Vol'kovich

We approach the Generalized Beta (GB) family of distributions using a mean-reverting stochastic differential equation (SDE) for a power of the variable, whose steady-state (stationary) probability density function (PDF) is a modified GB…

Statistical Finance · Quantitative Finance 2023-07-10 Jiong Liu , R. A. Serota

We propose a deep generative factor analysis model with beta process prior that can approximate complex non-factorial distributions over the latent codes. We outline a stochastic EM algorithm for scalable inference in a specific…

Machine Learning · Statistics 2020-11-11 Arunesh Mittal , Paul Sajda , John Paisley

In this paper, we explicitly derive unbiased estimators for various functions of the rate parameter of the exponential distribution in the absence of a location parameter, including powers of the rate parameter, the $q$th quantile, the…

Statistics Theory · Mathematics 2025-07-28 Roberto Vila , Eduardo Yoshio Nakano

A new three-parameter cumulative distribution function defined on $(\alpha,\infty)$, for some $\alpha\geq0$, with asymmetric probability density function and showing exponential decays at its both tails, is introduced. The new distribution…

Statistics Theory · Mathematics 2017-03-28 Meitner Cadena

We introduce beta diffusion, a novel generative modeling method that integrates demasking and denoising to generate data within bounded ranges. Using scaled and shifted beta distributions, beta diffusion utilizes multiplicative transitions…

Machine Learning · Computer Science 2023-12-27 Mingyuan Zhou , Tianqi Chen , Zhendong Wang , Huangjie Zheng

We present formulas for the (raw and central) moments and absolute moments of the normal distribution. We note that these results are not new, yet many textbooks miss out on at least some of them. Hence, we believe that it is worthwhile to…

Statistics Theory · Mathematics 2014-07-18 Andreas Winkelbauer

We use Generalized Beta Prime distribution, also known as GB2, for fitting response time distributions. This distribution, characterized by one scale and three shape parameters, is incredibly flexible in that it can mimic behavior of many…

Neurons and Cognition · Quantitative Biology 2024-04-15 M. Dashti Moghaddam , Jiong Liu , John G. Holden , R. A. Serota

A stochastic model, the product of a circulant matrix and a random normal vector, is shown to produce an evolutive long memory time series with a power law spectral density. The distribution of the time series, a beta location scale family…

General Mathematics · Mathematics 2026-02-26 Robert Kimberk

In this paper, we address the problem of bounding conditional expectations when moment information of the underlying distribution and the random event conditioned upon are given. To this end, we propose an adapted version of the generalized…

Optimization and Control · Mathematics 2024-01-02 Wouter J. E. C. van Eekelen

Given a probability distribution $\mu$ in $\mathbb{R}^d$ represented by data, we study in this paper the generative modeling of the corresponding conditional probability distributions on the level-sets of a collective variable…

Machine Learning · Statistics 2026-03-30 Fatima-Zahrae Akhyar , Wei Zhang , Gabriel Stoltz , Christof Schütte

The concept of moment differentiation is extended to the class of moment summable functions, giving rise to moment differential properties. The main result leans on accurate upper estimates for the integral representation of the moment…

Complex Variables · Mathematics 2020-07-20 Alberto Lastra , Slawomir Michalik , Maria Suwinska

This paper provides a mixture modeling framework using the bivariate generalized exponential distribution. We study different properties of this mixture distribution. Hierarchical EM algorithm is developed for finding the estimates of the…

Computation · Statistics 2018-04-03 Arabin Kumar Dey , Debasis Kundu , Tumati Kiran Kumar

In this article, we present a new two-dimensional generalization of the gamma function based on the product of the one-dimensional generalized beta function and the one-dimensional generalized gamma function. As will become clear later,…

General Mathematics · Mathematics 2024-03-18 Artem M. Ponomarenko

A five-parameter distribution called the McDonald normal distribution is defined and studied. The new distribution contains, as special cases, several important distributions discussed in the literature, such as the normal, skew-normal,…

Methodology · Statistics 2022-06-03 G. M. Cordeiro , R. J. Cintra , L. C. Rêgo