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The paper considers probability distribution, density, conditional distribution and density and conditional moments as well as their kernel estimators in spaces of generalized functions. This approach does not require restrictions on…

Statistics Theory · Mathematics 2013-03-07 Victoria Zinde-Walsh

Theoretical results for importance sampling rely on the existence of certain moments of the importance weights, which are the ratios between the proposal and target densities. In particular, a finite variance ensures square root convergence…

Methodology · Statistics 2013-07-31 Michael K. Pitt , Minh-Ngoc Tran , Marcel Scharth , Robert Kohn

This paper presents the probability distribution function (p.d.f.) and cumulative distribution function (c.d.f.) of the weighted sum of central independent chi-squared random variables with non-zero weighs based on a method using moment…

Information Theory · Computer Science 2022-03-24 Ayse Unsal , Raymond Knopp

The normal or Gaussian distribution plays a prominent role in almost all fields of science. However, it is well known that the Gauss (or Euler--Poisson) integral over a finite boundary, as it is necessary for instance for the error function…

Numerical Analysis · Mathematics 2022-06-14 Dmitri Martila , Stefan Groote

We propose a revised definition of quasi-distributions within the framework of large-momentum effective theory (LaMET) that improves convergence towards the large-momentum limit. Since the definition of quasi-distributions is not unique,…

High Energy Physics - Phenomenology · Physics 2019-05-13 Tomomi Ishikawa , Luchang Jin , Huey-Wen Lin , Andreas Schäfer , Yi-Bo Yang , Jian-Hui Zhang , Yong Zhao

As a step towards a more accurate modelling of redshift-space distortions in galaxy surveys, we develop a general description of the probability distribution function of galaxy pairwise velocities within the framework of the so-called…

Cosmology and Nongalactic Astrophysics · Physics 2015-02-04 Davide Bianchi , Matteo Chiesa , Luigi Guzzo

q-Gaussian distribution appear in many science areas where we can find systems that could be described within a nonextensive framework. Usually, a way to assert that these systems belongs to nonextensive framework is by means of numerical…

Data Analysis, Statistics and Probability · Physics 2017-03-21 Wagner S. de Lima , Emerson L. de Santa Helena

In Bayesian theory, calculating a posterior probability distribution is highly important but usually difficult. Therefore, some methods have been put forward to deal with such problem, among which, the most popular one is the asymptotic…

Methodology · Statistics 2012-07-20 Zai-Ying Zhou

An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…

Statistics Theory · Mathematics 2014-04-17 Piero Barone

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David H. Wolpert , David R. Wolf

In this paper we study the distribution of a product of two continuous random variables. We derive formulas for the probability density functions and moments of the products of the Gaussian, log-normal, Student's t and Pareto random…

Probability · Mathematics 2021-11-29 Julia Adamska , Łukasz Bielak , Joanna Janczura , Agnieszka Wyłomańska

The probability distribution for vacuum fluctuations of the energy flux in two dimensions will be constructed, along with the joint distribution of energy flux and energy density. Our approach will be based on previous work on probability…

High Energy Physics - Theory · Physics 2025-04-11 Christopher J. Fewster , L. H. Ford

For a system consisting of several Dirac fields and a particle, we study the Cauchy problem with random initial data. We assume that the initial measure has zero mean value, a finite mean charge density, a translation-invariant covariance…

Mathematical Physics · Physics 2025-04-23 T. V. Dudnikova

A Gaussian Cox process is a popular model for point process data, in which the intensity function is a transformation of a Gaussian process. Posterior inference of this intensity function involves an intractable integral (i.e., the…

Methodology · Statistics 2024-07-01 Bingjing Tang , Julia Palacios

We consider the signed density of the extremal points of (two-dimensional) scalar fields with a Gaussian distribution. We assign a positive unit charge to the maxima and minima of the function and a negative one to its saddles. At first, we…

Mathematical Physics · Physics 2008-11-26 Georg Foltin

We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…

Computation · Statistics 2019-11-27 Ben Mansour Dia

Given a decision process based on the approximate probability density function returned by a data assimilation algorithm, an interaction level between the decision making level and the data assimilation level is designed to incorporate the…

Computation · Statistics 2015-03-19 Gabriel Terejanu , Puneet Singla , Tarunraj Singh , Peter D. Scott

We calculate the higher order moments in a sequence of models where the initial density fluctuations are drawn from a chi^2_nu distribution with a power-law power spectrum. For large values of nu the distribution is approximately gaussian,…

Astrophysics · Physics 2009-10-31 Martin White

We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…

Econometrics · Economics 2025-04-22 Richard Spady , Sami Stouli

In this paper, we introduce a new probability distribution, the Lasso distribution. We derive several fundamental properties of the distribution, including closed-form expressions for its moments and moment-generating function.…