Related papers: On sampling and parametrization of discrete freque…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…
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…
In statistical physics lately a specific kind of average, called the q-expectation value, has been extensively used in the context of q-generalized statistics dealing with distributions following power-laws. In this context q-expectation…
Parametric distributions are an important part of statistics. There is now a voluminous literature on different fascinating formulations of flexible distributions. We present a selective and brief overview of a small subset of these…
The method is described and tested for analysis of statistical parameters of reduced neutron widths distributions accounting for possibility of coexistence of superposition of some functions with non-zero mean values of neutron amplitude…
An important problem in the analysis of experimental data showing fractal properties, is that such samples are composed by a set of points limited by an upper and a lower cut off. We study how finite size effect due to the discreteness of…
In this paper, we consider the sublinear expectation on bounded random variables. With the notion of uncorrelatedness for random variables under the sublinear expectation, a weak law of large numbers is obtained. With the notion of…
Estimating the probability distribution 'q' governing the behaviour of a certain variable by sampling its value a finite number of times most typically involves an error. Successive measurements allow the construction of a histogram, or…
Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…
This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed…
We examine the extent to which random samplings from the values of a random set, determine the distribution of the random set itself. We also comment on how, given the statistics of the sampling, to detect the distribution. Several methods…
In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…
The distribution of price returns for a class of uncorrelated diffusive dynamics is considered. The basic assumptions are (1) that there is a "consensus" value associated with a stock, and (2) that the rate of diffusion depends on the…
In this paper, a new statistic feature of the discrete short-time amplitude spectrum is discovered by experiments for the signals of unvoiced pronunciation. For the random-varying short-time spectrum, this feature reveals the relationship…
Statistical models that include random effects are commonly used to analyze longitudinal and correlated data, often with strong and parametric assumptions about the random effects distribution. There is marked disagreement in the literature…
We introduce methods to bound the mean of a discrete distribution (or finite population) based on sample data, for random variables with a known set of possible values. In particular, the methods can be applied to categorical data with…
In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…
Calculation of the distribution of the average value of a Gaussian random field in a finite domain is carried out for different cases. The results of the calculation demonstrate a strong dependence of the width of the distribution on the…