Related papers: Characterizations of exponential distribution via …
The article is devoted to the study of exponential statistical structures of type B, which constitute a subclass of exponential families of probability distributions. This class is characterized by a number of analytical and probabilistic…
We characterize those ex-ante restrictions on the random utility model which lead to identification. We first identify a simple class of perturbations which transfer mass from a suitable pair of preferences to the pair formed by swapping…
This paper develops a new framework for indirect statistical inference with guaranteed necessity and sufficiency, applicable to continuous random variables. We prove that when comparing exponentially transformed order statistics from an…
Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…
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…
In this paper, we introduce a novel method to generate interpretable regression function estimators. The idea is based on called data-dependent coverings. The aim is to extract from the data a covering of the feature space instead of a…
We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inverse distribution admits a simple closed form. An application…
Elicitability is a property of $\mathbb{R}^k$-valued functionals defined on a set of distribution functions. These functionals represent statistical properties of a distribution, for instance its mean, variance, or median. They are called…
Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…
Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…
The main aim of this article is to characterize and investigate the three parameter exponentiated exponential Poisson probability distribution ${\rm EEP}(\alpha, \beta, \lambda)$ by giving explicit closed form expressions for its…
We establish explicit exponential convergence estimates for the renewal theorem, in terms of a uniform component of the inter arrival distribution, of its Laplace transform which is assumed finite on a positive interval, and of the Laplace…
In the context of this paper, a record is an entry in a sequence of random variables (RV's) that is larger or smaller than all previous entries. After a brief review of the classic theory of records, which is largely restricted to sequences…
In this work, we give a novel general approach for distribution testing. We describe two techniques: our first technique gives sample-optimal testers, while our second technique gives matching sample lower bounds. As a consequence, we…
In data analysis problems where we are not able to rely on distributional assumptions, what types of inference guarantees can still be obtained? Many popular methods, such as holdout methods, cross-validation methods, and conformal…
For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…
In this paper three new characterizing theorems of exponential distribution are presented. They are based on equidistribution of some functions of order statistics. All of them include the median of sample of size three.
Data analyses typically rely upon assumptions about missingness mechanisms that lead to observed versus missing data. When the data are missing not at random, direct assumptions about the missingness mechanism, and indirect assumptions…
In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…
The normal distribution has the unique property that the cumulant generating function has only two terms, namely those involving the mean and the variance. This property is used to construct a simple by using the log of the modulus of the…