Related papers: Conditional Probabilities of Multivariate Poisson …
The ratio $P(S_n=x)/P(Z_n=x)$ is investigated for three cases: (a) when $S_n$ is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and $Z_n$ is Poisson rv; (b) when $S_n$ is a…
We develop uniformly fast random variate generators for the Pearson IV distribution that can be used over the entire range of both shape parameters and highlight some applications in a Bayesian setting.
We study a stochastic linear discrete metapolulation model to understand the effect of risk spreading by dispersion. We calculate analytically the stable distribution of populations that live in different habitats. The result shows that the…
In this paper we introduce and study the class of multivariate strong and strongly subexponential distributions. Some first properties are verified, as for example a type of multivariate analogue of Kesten's inequality, the closure property…
Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…
A new distribution named intensive natural distribution is introduced with the intent of consolidating statistics and empirical data. Based on the probability derived from the Bernoulli distribution, this method extended also Poisson…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
This paper presents and examines computationally convenient goodness-of-fit tests for the family of generalized Poisson distributions, which encompasses notable distributions such as the Compound Poisson and the Katz distributions. The…
The ability to estimate joint, conditional and marginal probability distributions over some set of variables is of great utility for many common machine learning tasks. However, estimating these distributions can be challenging,…
This paper is devoted to the multivariate estimation of a vector of Poisson means. A novel loss function that penalises bad estimates of each of the parameters and the sum (or equivalently the mean) of the parameters is introduced. Under…
The univariate distorted distribution were introduced in risk theory to represent changes (distortions) in the expected distributions of some risks. Later they were also applied to represent distributions of order statistics, coherent…
Based on the probability generating function of stuttering Poisson distribution (SPD), this paper considers some equivalent propositions of SPD. From this, we show that some distributions in the application of non-life insurance actuarial…
We develop a new class of dynamic multivariate Poisson count models that allow for fast online updating and we refer to these models as multivariate Poisson-scaled beta (MPSB). The MPSB model allows for serial dependence in the counts as…
We study certain polyadicly continuous sequences from point of view the probability theory.
We consider probability distributions with constant rate on partially ordered sets, generalizing distributions in the usual reliability setting that have constant failure rate. In spite of the minimal algebraic structure, there is a…
We study a well-known problem concerning a random variable $Z$ uniformly distributed between two independent random variables. Two different extensions, conditionally directed power distribution and conditionally undirected power…
In probability and statistics, copulas play important roles theoretically as well as to address a wide range of problems in various application areas. We introduce the concept of multivariate discrete copulas, discuss their equivalence to…
Multivariate generalized Pareto distributions arise as the limit distributions of exceedances over multivariate thresholds of random vectors in the domain of attraction of a max-stable distribution. These distributions can be parametrized…
The evolution of skyline and ranking queries has created new archetypes like flexible skylines, which have proven to be an efficient method to select relevant data from large datasets using multi objective optimization. This paper aims to…
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…