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We offer a new perspective on risk aggregation with FGM copulas. Along the way, we discover new results and revisit existing ones, providing simpler formulas than one can find in the existing literature. This paper builds on two novel…

Statistics Theory · Mathematics 2022-08-01 Christopher Blier-Wong , Hélène Cossette , Etienne Marceau

Transportation of measure provides a versatile approach for modeling complex probability distributions, with applications in density estimation, Bayesian inference, generative modeling, and beyond. Monotone triangular transport…

Machine Learning · Statistics 2024-02-27 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

This work provides a survey of the general class of distributions generated from the mixture of the beta random variables. We provide an extensive review of the literature, concerning generating new distributions via the inverse CDF…

Methodology · Statistics 2020-05-12 Palash Sharma

We report an innovative model for predicting entanglement distribution between end parties of a quantum network using our in-house simulation algorithm. Our implementation is based on stochastic methods that are built upon a unique global…

Quantum Physics · Physics 2025-09-11 Tasmi R. Ahmed , Fares Nada , Amber Hussain , Connor Kupchak

This study introduces and evaluates the Quantile Regressor Tree (QRT), a novel methodology merging the robust characteristics of quantile regression with the versatility of decision trees. The quantile regressor tree introduces…

Applications · Statistics 2024-07-30 Jaachinma Okafor , Lateefah Isegen , Ark Ifeanyi

We give a bijection between a quotient space of the parameters and the space of moments for any $A$-hypergeometric distribution. An algorithmic method to compute the inverse image of the map is proposed utilizing the holonomic gradient…

Classical Analysis and ODEs · Mathematics 2015-11-13 Nobuki Takayama , Satoshi Kuriki , Akimichi Takemura

The alternative to the standard formulation of QPM in the infinite momentum frame is suggested. The proposed approach does not require any extra assumptions in addition, consistently takes into account the parton transversal momenta and…

High Energy Physics - Phenomenology · Physics 2016-08-24 P. Zavada

Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…

Information Theory · Computer Science 2022-12-12 Yue Yu , Pavel Loskot

A new multiplicity distribution with multifractal properties which can be used in high-energy physics and quantum optics is proposed. It may be considered as a generalization of the negative-binomial distribution. We find the structure of…

High Energy Physics - Phenomenology · Physics 2008-11-26 S. V. Chekanov , V. I. Kuvshinov

In this paper, the quantile based flattened logistic distribution introduced by Gilchrist has been studied. Some classical and quantile based properties of the distribution have been obtained. Closed form expression of L-moments and…

Methodology · Statistics 2016-12-19 Dreamlee Sharma

The windowed quadratic phase Fourier transform (WQPFT) combines the localization capabilities of windowed transforms with the phase modulation structure of the quadratic phase Fourier transform (QPFT). This paper investigates fundamental…

Functional Analysis · Mathematics 2025-07-09 Sarga Varghese , Manab Kundu

In this article, we proposed an inverse Lindley distribution and studied its fundamental properties such as quantiles, mode, stochastic ordering and entropy measure. The proposed distribution is observed to be a heavy-tailed distribution…

Applications · Statistics 2014-05-27 Vikas Kumar Sharma , Sanjay Kumar Singh , Umesh Singh , Varun Agiwal

We construct "stochastic mappings" between power law probability distributions (PD's) and Gaussian ones. To a given vector $N$, Gaussian distributed (respectively $Z$, exponentially distributed), one can associate a vector $X$, "power law…

Statistical Mechanics · Physics 2007-05-23 C. Vignat , A. Plastino

In this paper we propose a Farlie-Gumbel-Morgenstern (FGM) family of bivariate linear exponential distributions generated from given marginal's. Therefore, properties of FGM are analogous to properties of bivariate distributions. We study…

Methodology · Statistics 2015-01-23 M. A. El-Damcese , Dina. A. Ramadan

The analysis of samples of random objects that do not lie in a vector space is gaining increasing attention in statistics. An important class of such object data is univariate probability measures defined on the real line. Adopting the…

Methodology · Statistics 2021-07-07 Yaqing Chen , Zhenhua Lin , Hans-Georg Müller

We explore some probabilistic applications arising in connections with $K$-theoretic symmetric functions. For instance, we determine certain corner distributions of random lozenge tilings and plane partitions. We also introduce some…

Combinatorics · Mathematics 2021-03-05 Damir Yeliussizov

We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…

Probability · Mathematics 2019-05-08 Benjamin Tsou

This paper first surveys the connection of integrable systems of the Painleve type to various distribution functions appearing in Wigner-Dyson random matrix theory. A short discussion is then given of the appearance of these same…

solv-int · Physics 2007-05-23 Craig A. Tracy , Harold Widom

Recently, as demonstrated by an antiferromagnetic spin-lattice application, we have successfully extended the coupled-cluster method (CCM) to a variational formalism in which two sets of distribution functions are introduced to evaluate…

Strongly Correlated Electrons · Physics 2009-11-11 Y. Xian

Let K be a random variable following a truncated exponential distribution. Such distributions are described by a single parameter here denoted by $\gamma$. The determination of $\gamma$ by Maximum Likelihood methods leads to a…

Probability · Mathematics 2015-01-13 Grant Keady