Related papers: Discrete multivariate distributions
We introduce the notion of a bivariate random discrete copula on an equidistant mesh and explore its stochastic properties. A random discrete copula is a discrete random field, hence, its value at a given point on the mesh is a random…
Multivariate Poisson distributions have numerous applications. Fast computation of these distributions, holding constant a fixed set of linear combinations of these variables, has been explored by Sontag and Zeilberger. This elaborates on…
A well-known challenge in the semantics of programming languages is how to combine non-determinism and probability. At a technical level, the problem arises from the fact that there is a no distributive law between the powerset monad and…
A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…
Several probability distributions have been proposed in the literature, especially with the aim of obtaining models that are more flexible relative to the behaviors of the density and hazard rate functions. Recently, a new generalization of…
Recent results in QCD on multiplicity distributions are briefly reviewed. QCD is able to predict very tiny features of multiplicity distributions which demonstrate that the negative binomial distribution (and, more generally, any infinitely…
We study the question of testing structured properties (classes) of discrete distributions. Specifically, given sample access to an arbitrary distribution $D$ over $[n]$ and a property $\mathcal{P}$, the goal is to distinguish between…
A new characterization of the multivariate so-called "quasi-Gaussian distribution" (the authors dared to coin a new term) by means of independence their Cartesian and polar coordinates proposed. The authors try to show that these…
Our contribution is to widen the scope of extreme value analysis applied to discrete-valued data. Extreme values of a random variable $X$ are commonly modeled using the generalized Pareto distribution, a method that often gives good results…
In two recent articles we have examined a generalization of the binomial distribution associated with a sequence of positive numbers, involving asymmetric expressions of probabilities that break the symmetry {\it win-loss}. We present in…
We present a class of positive discrete random variables extending the Conway--Maxwell-Poisson distribution. This class emerges in a natural way from an application in queueing theory and contains distributions exhibiting quite different…
Bimodal truncated count distributions are frequently observed in aggregate survey data and in user ratings when respondents are mixed in their opinion. They also arise in censored count data, where the highest category might create an…
It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are…
The univariate distorted distribution were introduced in risk theory to represent changes (distortions) in the expected distributions of some risks. Later they were also applied to represent distributions of order statistics, coherent…
Two closely related discrete probability distributions are introduced. In each case the support is a set of vectors in $\mathbb{R}^n$ obtained from the partitions of the fixed positive integer $n$. These distributions arise naturally when…
In computational social choice, the distortion of a voting rule quantifies the degree to which the rule overcomes limited preference information to select a socially desirable outcome. This concept has been investigated extensively, but…
The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate…
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.
We consider a weighted sum of a series of independent Poisson random variables and show that it results in a new compound Poisson distribution which includes the Poisson distribution and Poisson distribution of order k. An explicit…
Mixed Poisson distributions provide a flexible approach to the analysis of count data with overdispersion, zero inflation, or heavy tails. Since the Poisson mean must be nonnegative, the mixing distribution is typically assumed to have…