Related papers: The Shape of the Noncentral Chi-square Density
In this paper we consider the probability density function (PDF) of the non-central $\chi^2$ distribution with arbitrary number of degrees of freedom and non-centrality. For this function we find the approximate location of the maximum and…
Two--sided bounds are constructed for a probability density function of a weighted sum of chi-square variables. Both cases of central and non-central chi-square variables are considered. The upper and lower bounds have the same dependence…
We propose a method for estimating a log-concave density on $\mathbb R^d$ from samples, under the assumption that there exists an orthogonal transformation that makes the components of the random vector independent. While log-concave…
Reduced chi-squared is a very popular method for model assessment, model comparison, convergence diagnostic, and error estimation in astronomy. In this manuscript, we discuss the pitfalls involved in using reduced chi-squared. There are two…
The cumulants and moments of the log of the non-central chi-square distribution are derived. For example, the expected log of a chi-square random variable with v degrees of freedom is log(2) + psi(v/2). Applications to modeling probability…
The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…
We give a necessary and sufficient condition for non-local functionals on vector-valued Lebesgue spaces to be weakly sequentially lower semi-continuous. Here a non-local functional shall have the form of a double integral of a density which…
Shape-constrained density estimation is an important topic in mathematical statistics. We focus on densities on $\mathbb{R}^d$ that are log-concave, and we study geometric properties of the maximum likelihood estimator (MLE) for weighted…
We show the following result: Assume B is an infinite Boolean Algebra and lambda=d(B). Then s(B*B)$, i.e. s(uf(B)xuf(B))>= lambda$ (if lambda limit - obtained)
Let f be an L^2-normalized Hecke--Maass cuspidal newform of level N and Laplace eigenvalue \lambda. It is shown that |f|_\infty <<_{\lambda, \epsilon} N^{-1/12 + \epsilon} for any \epsilon>0. The exponent is further improved in the case…
We investigate the suitability of the local compressibility chi(z) as a measure of the solvophobicity or hydrophobicity of a substrate. Defining the local compressibility as the derivative of the local one-body density w.r.t. the chemical…
We represent the product of two correlated normal random variables, and more generally the sum of independent copies of such random variables, as a difference of two independent noncentral chi-square random variables (which we refer to as…
We study scaling behavior of the geometric tensor $\chi_{\alpha,\beta}(\lambda_1,\lambda_2)$ and the fidelity susceptibility $(\chi_{\rm F})$ in the vicinity of a quantum multicritical point (MCP) using the example of a transverse XY model.…
It is well-known that measures whose density is the form $e^{-V}$ where $V$ is a uniformly convex potential on $\RR^n$ attain strong concentration properties. In search of a notion of log-concavity on the discrete hypercube, we consider…
We provide necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives of chi-squared test for testing of hypothesis of homogeneity. The number of cells of chi-squared test increases with sample size…
In this paper, we prove a local limit theorem for the chi-square distribution with $r > 0$ degrees of freedom and noncentrality parameter $\lambda \geq 0$. We use it to develop refined normal approximations for the survival function. Our…
We introduce a new test procedure of independence in the framework of parametric copulas with unknown marginals. The method is based essentially on the dual representation of $\chi^2$-divergence on signed finite measures. The asymptotic…
The transition probability of a Cox-Ingersoll-Ross process can be represented by a non-central chi-square density. First we prove a new representation for the central chi-square density based on sums of powers of generalized Gaussian random…
Dynamically significant magnetic fields are routinely observed in molecular clouds, with mass-to-flux ratio lambda = (2 pi sqrt{G}) (Sigma/B) ~ 1 (here Sigma is the total column density and B is the field strength). It is widely believed…
Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to…