Related papers: Moments Calculation For the Doubly Truncated Multi…
The randomized quantum marginal problem asks about the joint distribution of the partial traces ("marginals") of a uniform random Hermitian operator with fixed spectrum acting on a space of tensors. We introduce a new approach to this…
Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…
We characterize the existence of the $L^1$ solutions of the truncated moments problem in several real variables on unbounded supports by the existence of the maximum of certain concave Lagrangian functions. A natural regularity assumption…
This paper mainly addresses the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable. Through an ingenious approximation mechanism, one transforms the maximization problem into a sequence of minimization problems, which…
We study the problem of estimating the parameters of a Boolean product distribution in $d$ dimensions, when the samples are truncated by a set $S \subset \{0, 1\}^d$ accessible through a membership oracle. This is the first time that the…
Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…
We construct a density estimator in the bivariate uniform deconvolution model. For this model we derive four inversion formulas to express the bivariate density that we want to estimate in terms of the bivariate density of the observations.…
We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…
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…
In prevalent cohort studies with follow-up, the time-to-event outcome is subject to left truncation leading to selection bias. For estimation of the distribution of time-to-event, conventional methods adjusting for left truncation tend to…
It is shown that the ratio of factorial cumulant moments to factorial moments for a multiplicity distribution truncated in the tail reveals oscillations in sign similar to those observed in experimental data. It is suggested that this…
In this paper we study the truncated power moment problem with an odd number of prescribed moments. A Nevanlinna-type formula is derived for this moment problem in the case when the moment problem has more than one solution (the…
We employ positivity of Riesz functionals to establish representing measures (or approximate representing measures) for truncated multivariate moment sequences. For a truncated moment sequence $y$, we show that $y$ lies in the closure of…
We find necessary and sufficient conditions for the existence of a probability measure on $\mathbb{N}_0$, the nonnegative integers, whose first $n$ moments are a given $n$-tuple of nonnegative real numbers. The results, based on finding an…
Various methods have been proposed to approximate a solution to the truncated Hausdorff moment problem. In this paper, we establish a method of comparison for the performance of the approximations. Three ways of producing random moment…
We show that if a permutation statistic can be written as a linear combination of bivincular patterns, then its moments can be expressed as a linear combination of factorials with constant coefficients. This generalizes a result of…
In this paper, we generalise the formula for the fourth moment of a random determinant to account for entries with asymmetric distribution. We also derive the second moment of a random Gram determinant.
We present an analytic method for computing the moments of a sum of independent and identically distributed random variables. The limiting behavior of these sums is very important to statistical theory, and the moment expressions that we…
The method of truncated Mellin moments in a solving QCD evolution equations of the nonsinglet structure functions $F_2^{NS}(x,Q^2)$ and $g_1^{NS}(x,Q^2)$ is presented. All calculations are performed within double logarithmic $ln^2x$…
The study of higher-order moments of a distribution and its cumulants constitute a sensitive tool to investigate the correlations between the particle produced in high energy interactions. In our previous work we have used the Tsallis $q$…