Related papers: Moments Calculation For the Doubly Truncated Multi…
Recently, authors have studied weighted version of Kerridge inaccuracy measure for truncated distributions. In the present communication we introduce the notion of weighted interval inaccuracy measure for two-sided truncated random…
We propose a new distribution, called the soft tMVN distribution, which provides a smooth approximation to the truncated multivariate normal (tMVN) distribution with linear constraints. An efficient blocked Gibbs sampler is developed to…
We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.
This paper develops an analytical method of truncating inequality constrained Gaussian distributed variables where the constraints are themselves described by Gaussian distributions. Existing truncation methods either assume hard…
We present a new version of the truncated harmonic mean estimator (THAMES) for univariate or multivariate mixture models. The estimator computes the marginal likelihood from Markov chain Monte Carlo (MCMC) samples, is consistent,…
The negative multinomial distribution appears in many areas of applications such as polarimetric image processing and the analysis of longitudinal count data. In previous studies, Mosimann (1963) derived general formulas for the falling…
In this paper we show an alternative approach to the concentration of truncated variation for stochastic processes on a real line. Our method is based on the moments control and can be used to generalize the results to the case of processes…
Recently, there has been growing attention to study uncertainty measures for doubly truncated random variables. In this paper, the concept of varextropy for doubly truncated random variables is introduced. The changes of this measure under…
Doubly truncated data arise in many areas such as astronomy, econometrics, and medical studies. For the regression analysis with doubly truncated response variables, the existence of double truncation may bring bias for estimation as well…
The sectional curvature of a compact Riemannian manifold M can be seen as a random variable on the Grassmann bundle of 2-planes in TM endowed with the Fubini-Study volume density. In this article we calculate the moments of this random…
We show that lower-dimensional marginal densities of dependent zero-mean normal distributions truncated to the positive orthant exhibit a mass-shifting phenomenon. Despite the truncated multivariate normal density having a mode at the…
We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few…
This paper provides a framework for estimating the mean and variance of a high-dimensional normal density. The main setting considered is a fixed number of vector following a high-dimensional normal distribution with unknown mean and…
Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on statistics taking the form of a ratio over (some power of) the…
In this paper, we present and prove a new truncated $\mathcal{V}$-fractional Taylor's formula using the truncated $\mathcal{V}$-fractional variation of constants formula. In this sense, we present the truncated $\mathcal{V}$-fractional…
This paper adopts a Bayesian nonparametric mixture model where the mixing distribution belongs to the wide class of normalized homogeneous completely random measures. We propose a truncation method for the mixing distribution by discarding…
When the algebraic variety associated with a truncated moment sequence is finite, solving the moment problem follows a well-defined procedure. However, moment problems involving infinite algebraic varieties are more complex and less…
The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…
We define truncated Mellin moments of parton distributions by restricting the integration range over the Bjorken variable to the experimentally accessible subset x_0 < x < 1 of the allowed kinematic range 0 < x < 1. We derive the evolution…
We present a characterization of the null moments of the Complex Multivariate Normal Distribution with non-singular covariance matrix and we give closed-forms expressions for its non-null moments.