Related papers: Some properties of skew-symmetric distributions
The aim of this paper is to study the mixture of the Riesz distribution on symmetric matrices with respect to the multivariate Poisson distribution. We show, in particular, that this distribution is related to the modified Bessel function…
We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied,…
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…
Identifiability of statistical models is a fundamental and essential condition that is required to prove the consistency of maximum likelihood estimators. The identifiability of the skew families of distributions on the circle and cylinder…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
We introduce squared families, which are families of probability densities obtained by squaring a linear transformation of a statistic. Squared families are singular, however their singularity can easily be handled so that they form regular…
Many generalised distributions exist for modelling data with vastly diverse characteristics. However, very few of these generalisations of the normal distribution have shape parameters with clear roles that determine, for instance, skewness…
In this paper, we will discuss the concept of an array variate random variable and introduce a class of skew normal array densities that are obtained through a selection model that uses the array variate normal density as the kernel and the…
In this paper we have introduced a generalized version of alpha beta skew normal distribution in the same line of Sharafi et al. (2017) and investigated some of its basic properties. The extensions of the proposed distribution have also…
We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…
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…
The assumption of normality in data has been considered in the field of statistical analysis for a long time. However, in many practical situations, this assumption is clearly unrealistic. It has recently been suggested that the use of…
Random graph models are used to describe the complex structure of real-world networks in diverse fields of knowledge. Studying their behavior and fitting properties are still critical challenges, that in general, require model specific…
In this paper, we prove a sufficient and necessary condition for the transition probability distribution of a general, time-inhomogeneous linear SDE to possess a density function and study the differentiability of the density function and…
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…
We derive a simple and precise approximation to probability density functions in sampling distributions based on the Fourier cosine series. After clarifying the required conditions, we illustrate the approximation on two examples: the…
We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…
A new distribution is introduced, which we call the twin-t distribution. This distribution is heavy-tailed like the t distribution, but closer to normality in the central part of the curve. Its properties are described, e.g. the pdf, the…
Skew density matrices can be diagonalized to yield probability interpretation. The power-counting prediction of perturbative QCD is found consistent with recent CEBAF data on $F_2(Q^2)/F_1(Q^2)$
Through viewing out the literature, many generated distributions took a new special form of probability density function (PDF) in which it is written as a linear combination of n other distributions. Therefore, we define in this paper a new…