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Related papers: Discrete multivariate distributions

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A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…

Methodology · Statistics 2018-03-01 Rose Baker

In this paper, we introduce a new class of bivariate distributions called the bivariate exponentiated extended Weibull distributions. The model introduced here is of Marshall-Olkin type. This new class of bivariate distributions contains…

Methodology · Statistics 2015-07-28 Rasool Roozegar , Ali Akbar Jafari

The Poisson distribution is the default choice of likelihood for probabilistic models of count data. However, due to the equidispersion contraint of the Poisson, such models may have predictive uncertainty that is artificially inflated.…

Methodology · Statistics 2025-07-15 Jimmy Lederman , Aaron Schein

The collective risk model differentiates usually between claims frequencies (and their distribution) and claim sizes (and their distribution). For the claims frequencies typically classical discrete distributions are considered, such as…

Risk Management · Quantitative Finance 2023-09-12 Dietmar Pfeifer

Here we introduce some new classes of discrete stable random variables, which are useful for understanding of a new general notion of stability of random variables called us as casual stability. There are given some examples of casual and…

Probability · Mathematics 2014-06-17 Lev B. Klebanov , Lenka Slámová

A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…

Risk Management · Quantitative Finance 2016-07-19 Jianxi Su , Edward Furman

Discrete distributions derived from renewal processes, ie distributions of the number of events by some time t are beginning to be used in econometrics and health sciences. A new fast method is presented for computation of the probabilities…

Methodology · Statistics 2016-10-20 Rose Baker , Tarak Kharrat

We formulate the statistics of the discrete multicomponent fragmentation event using a methodology borrowed from statistical mechanics. We generate the ensemble of all feasible distributions that can be formed when a single integer…

Statistical Mechanics · Physics 2020-07-03 Themis Matsoukas

Non-uniform estimates are obtained for Poisson, compound Poisson, translated Poisson, negative binomial and binomial approximations to sums of of m-dependent integer-valued random variables. Estimates for Wasserstein metric also follow…

Probability · Mathematics 2014-08-19 P. Vellaisamy , V. Cekanavicius

The beta distribution is a basic distribution serving several purposes. It is used to model data, and also, as a more flexible version of the uniform distribution, it serves as a prior distribution for a binomial probability. The bivariate…

Methodology · Statistics 2014-09-17 Ingram Olkin , Thomas A. Trikalinos

We introduce a new class of multivariate heavy-tailed distributions that are convolutions of heterogeneous multivariate t-distributions. Unlike commonly used heavy-tailed distributions, the multivariate convolution-t distributions embody…

Econometrics · Economics 2024-04-02 Peter Reinhard Hansen , Chen Tong

In the present paper we demonstrate the results of a statistical analysis of some characteristics of precipitation events and propose a kind of a theoretical explanation of the proposed models in terms of mixed Poisson and mixed exponential…

Probability · Mathematics 2018-06-28 V. Yu. Korolev , A. K. Gorshenin , S. K. Gulev , K. P. Belyaev , A. A. Grusho

This paper proposes a unified approach to enable the study of diverse distributions in the real, complex, quaternion and octonion cases, simultaneously. In particular, the central, nonsingular matricvariate and matrix multivariate Pearson…

Statistics Theory · Mathematics 2010-11-24 Jose A. Diaz-Garcia , Ramon Gutierrez-Jaimez

In this paper, an alternative Discrete skew Logistic distribution is proposed, which is derived by using the general approach of discretizing a continuous distribution while retaining its survival function. The properties of the…

Methodology · Statistics 2016-04-07 Deepesh Bhati , Subrata Chakraborty , Snober Gowhar Lateef

A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's…

Probability · Mathematics 2007-05-23 Larry Goldstein , Gesine Reinert

A new method is developed to represent probabilistic relations on multiple random events. Where previously knowledge bases containing probabilistic rules were used for this purpose, here a probability distribution over the relations is…

Artificial Intelligence · Computer Science 2013-02-08 Manfred Jaeger

In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…

Methodology · Statistics 2022-07-05 Martin Bladt , Clara Brimnes Gardner

Delaunay triangulation can be considered as a type of complex networks. For complex networks, the degree distribution is one of the most important inherent characteristics. In this paper, we first consider the two- and three-dimensional…

Physics and Society · Physics 2018-05-22 Gang Mei , Nengxiong Xu , Salvatore Cuomo

In this work, we derive some novel properties of the bimodal normal distribution. Some of its mathematical properties are examined. We provide a formal proof for the bimodality and assess identifiability. We then discuss the maximum…

Statistics Theory · Mathematics 2021-06-02 Roberto Vila , Helton Saulo , Jamer Roldan

The use of continuous probability distributions has been widespread in problems with purely discrete nature. In general, such distributions are not appropriate in this scenario. In this paper, we introduce a class of discrete and asymmetric…

Methodology · Statistics 2020-05-21 Helton Saulo , Roberto Vila , Leonardo Paiva , Narayanaswamy Balakrishnan