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Related papers: Statistics for the Luria-Delbr\"uck distribution

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The statistical distribution of the ratio of two normal random variables is characterized by its heavy-tailed nature and absence of finite moments. The shape of its density function is highly variable, capable of exhibiting unimodal or…

Probability · Mathematics 2023-11-07 Sheng Yang , Zhengtao Gui

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire

We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…

Statistical Finance · Quantitative Finance 2013-05-14 Jongwook Kim , Gabjin Oh

In this note, we establish the convergence in distribution of the maxima of i.i.d. random variables to the Gumbel distribution with the associated normalizing sequences for several examples that are related to the normal distribution.…

Probability · Mathematics 2021-03-29 Markus Bibinger

In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…

Applications · Statistics 2016-11-25 Deepesh Bhati , Mohd. Aamir Malik

Due to the complexity of order statistics, the finite sample behaviour of robust statistics is generally not analytically solvable. While the Monte Carlo method can provide approximate solutions, its convergence rate is typically very slow,…

Methodology · Statistics 2024-09-12 Li Tuobang

The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…

Methodology · Statistics 2016-12-19 Rose Baker

Muller's ratchet is a paradigmatic model for the accumulation of deleterious mutations in a population of finite size. A click of the ratchet occurs when all individuals with the least number of deleterious mutations are lost irreversibly…

Populations and Evolution · Quantitative Biology 2013-11-20 Jakob J. Metzger , Stephan Eule

This article proposes a new class of Real Elliptically Skewed (RESK) distributions and associated clustering algorithms that allow for integrating robustness and skewness into a single unified cluster analysis framework. Non-symmetrically…

Signal Processing · Electrical Eng. & Systems 2021-07-05 Christian A. Schroth , Michael Muma

In the study of heavy tail data, several models have been introduced. If the interest is in the tail of the distribution, block maxima or excess over thresholds are the typical approaches, wasting relevant information in the bulk of the…

Methodology · Statistics 2026-02-10 Luis E. Nieto-Barajas

In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…

Probability · Mathematics 2019-12-05 Victor Korolev , Alexander Zeifman

The study of loss function distributions is critical to characterize a model's behaviour on a given machine learning problem. For example, while the quality of a model is commonly determined by the average loss assessed on a testing set,…

Machine Learning · Computer Science 2023-06-06 Etrit Haxholli , Marco Lorenzi

Motivated by the problem of testing for the existence of a signal of known parametric structure and unknown ``location'' (as explained below) against a noisy background, we obtain for the maximum of a centered, smooth random field an…

Statistics Theory · Mathematics 2008-06-27 Yuval Nardi , David O. Siegmund , Benjamin Yakir

We study the length of cycles of random permutations drawn from the Mallows distribution. Under this distribution, the probability of a permutation $\pi \in \mathbb{S}_n$ is proportional to $q^{\textrm{inv}(\pi)}$ where $0<q\le 1$ and…

Probability · Mathematics 2017-09-12 Alexey Gladkich , Ron Peled

In proliferating cell populations, adaptive changes to biochemical reactions can change a cell's division time, which in turn can change the population size. However, biochemical reactions are subject to noise, and therefore the conditions…

Biological Physics · Physics 2026-05-06 Krishna P. Ramachandran , Motasem ElGamel , Farshid Jafarpour , Andrew Mugler

Let $P_N$ be a uniform random $N\times N$ permutation matrix and let $\chi_N(z)=\det(zI_N- P_N)$ denote its characteristic polynomial. We prove a law of large numbers for the maximum modulus of $\chi_N$ on the unit circle, specifically, \[…

Probability · Mathematics 2018-06-21 Nicholas Cook , Ofer Zeitouni

A number of discrete time, finite population size models in genetics describing the dynamics of allele frequencies are known to converge (subject to suitable scaling) to a diffusion process in the infinite population limit, termed the…

Probability · Mathematics 2021-09-14 Jaromir Sant , Paul A. Jenkins , Jere Koskela , Dario Spano

Unifying the generalized Marshall-Olkin (GMO) and Poisson-G (P-G) a new family of distribution is proposed. Density and the survival function are expressed as infinite mixtures of P-G family. The quantile function, asymptotes, shapes,…

Statistics Theory · Mathematics 2020-06-11 Laba Handique , Farrukh Jamal , Subrata Chakraborty

Analysis of matrix-variate data is becoming increasingly common in the literature, particularly in the field of clustering and classification. It is well-known that real data, including real matrix-variate data, often exhibit high levels of…

Methodology · Statistics 2024-07-30 Abbas Mahdavi , Narayanaswamy Balakrishnan , Ahad Jamalizadeh

We study the almost surely finite random variable $S$ defined by the distributional fixed-point equation \[ S \stackrel{d}{=} 1 + \max\{US', (1-U)S''\}, \qquad U \sim \mathrm{Unif}(0,1), \] where $S'$ and $S''$ are independent copies of…

Probability · Mathematics 2026-04-16 Witold Płecha