Related papers: Moments Calculation For the Doubly Truncated Multi…
The truncated moment problem asks to characterize finite sequences of real numbers that are the moments of a positive Borel measure on Rn. Its tracial analog is obtained by integrating traces of symmetric matrices and is the main topic of…
The aim of this paper is to introduce truncated degenerate Bell polynomials and numbers and to investigate some of their properties. In more detail, we obtain explicit expressions, identities involving other special polynomials, integral…
The Maxwell-Boltzmann (MB) distribution for velocities in ideal gases is usually defined between zero and infinity. A double truncated MB distribution is here introduced and the probability density function, the distribution function, the…
We propose a new finite sample corrected variance estimator for the linear generalized method of moments (GMM) including the one-step, two-step, and iterated estimators. Our formula additionally corrects for the over-identification bias in…
In truncated partial-wave analysis, one fits observables that are bilinear in the amplitudes rather than the amplitudes themselves. Truncation is therefore not merely a restriction of the amplitude basis, but of the bilinear interference…
In clinical and epidemiological research doubly truncated data often appear. This is the case, for instance, when the data registry is formed by interval sampling. Double truncation generally induces a sampling bias on the target variable,…
In this paper we introduce the theory of derivatives of moments and (moment) functionals to represent moment functionals by Gaussian mixtures, characteristic functions of polytopes, and simple functions of polytopes. We study, among other…
An exact upper bound on the Winsorised-tilted mean of a symmetric random variable in terms of its second moment is given. Such results are used in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics.
The statistical parameters of five generalizations of the Lindley distribution, such as the average, variance and moments, are reviewed. A new double truncated Lindley distribution with three parameters is derived. The new distributions are…
A basic result is that the sample variance for i.i.d. observations is an unbiased estimator of the variance of the underlying distribution (see for instance Casella and Berger (2002)). But what happens if the observations are neither…
This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components are one-sided truncated then this family is not full. The…
The present paper concentrates on the analogues of Rosenthal's inequalities for ordinary and decoupled bilinear forms in symmetric random variables. More specifically, we prove the exact moment inequalities for these objects in terms of…
We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…
We consider the problem of finding a (non-negative) measure $\mu$ on $\mathfrak{B}(\mathbb{C}^n)$ such that $\int_{\mathbb{C}^n} \mathbf{z}^{\mathbf{k}} d\mu(\mathbf{z}) = s_{\mathbf{k}}$, $\forall \mathbf{k}\in\mathcal{K}$. Here…
We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of problems manifests itself when a random variable Y has a…
This paper establishes the optimal sub-Gaussian variance proxy for truncated Gaussian and truncated exponential random variables. The proofs rely on first characterizing the optimal variance proxy as the unique solution to a set of two…
It is proved that the sum of n independent but non-identically distributed doubly truncated Normal distributions converges in distribution to a Normal distribution. It is also shown how the result can be applied in estimating a constrained…
The (classical) truncated moment problem, extensively studied by Curto and Fialkow, asks to characterize when a finite sequence of real numbers indexes by words in commuting variables can be represented with moments of a positive Borel…
This paper deals with the filtering problem for a class of discrete time stochastic volatility models in which the disturbances have rational probability density functions. This includes the Cauchy distributions and Student t-distributions…
Motivated by previous work on moment varieties for Gaussian distributions and their mixtures, we study moment varieties for two other statistically important two-parameter distributions: the inverse Gaussian and gamma distributions. In…