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Characterizing the wind speed distribution properly is essential for the satisfactory production of potential energy in wind farms, being the mixture models usually employed in the description of such data. However, some mixture models…

Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

We obtain exact formulas for the cumulative distribution function of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind and the modified Lommel function of the first kind. From…

Probability · Mathematics 2024-11-20 Robert E. Gaunt

The theory of Barnes beta probability distributions is advanced and related to the Riemann xi function. The scaling invariance, multiplication formula, and Shintani factorization of Barnes multiple gamma functions are reviewed using the…

Probability · Mathematics 2016-02-09 Dmitry Ostrovsky

The Unit Weibull distribution with parameters $\alpha$ and $\beta$ is considered to study in the context of dual generalized order statistics. For the analysis purpose, Bayes estimators based on symmetric and asymmetric loss functions are…

Methodology · Statistics 2025-02-06 Qazi J. Azhad , Abdul Nasir Khan , Bhagwati Devi , Jahangir Sabbir Khan , Ayush Tripathi

We propose a novel distributional regression model for a multivariate response vector based on a copula process over the covariate space. It uses the implicit copula of a Gaussian multivariate regression, which we call a ``regression…

Methodology · Statistics 2024-03-06 Nadja Klein , Michael Stanley Smith , David Nott , Ryan Chisholm

We give the exact distribution of the average of n independent beta random variables weighted by the selected cuts of (0, 1) by the order statistics of a random sample of size n-1 from the uniform distribution U(0,1), for each n. A new…

Statistics Theory · Mathematics 2015-08-10 Rasool Roozegar

We study an inverse scattering problem for a generic hyperbolic system of equations with an unknown coefficient called the reflectivity. The solution of the system models waves (sound, electromagnetic or elastic), and the reflectivity…

Numerical Analysis · Mathematics 2020-02-03 Liliana Borcea , Vladimir Druskin , Alexander V. Mamonov , Mikhail Zaslavsky , Jörn Zimmerling

Diffusion models generate samples by incrementally reversing a process that turns data into noise. We show that when the step size goes to zero, the reversed process is invariant to the distribution of these increments. This reveals a…

Machine Learning · Computer Science 2024-12-12 Henry Li

We approach the Generalized Beta (GB) family of distributions using a mean-reverting stochastic differential equation (SDE) for a power of the variable, whose steady-state (stationary) probability density function (PDF) is a modified GB…

Statistical Finance · Quantitative Finance 2023-07-10 Jiong Liu , R. A. Serota

Since the idea of fiducial inference was put forward by Fisher, researchers have been attempting to place it within a rigorous and well motivated framework. It is fair to say that a general definition has remained elusive. In this paper we…

Methodology · Statistics 2025-09-19 Pier Giovanni Bissiri , Chris Holmes , Stephen Walker

Meta-analyses are regarded as the highest level in the hierarchy of evidence, yet standard models traditionally concentrated on estimating the mean effect size, often under restrictive assumptions about the underlying distribution, such as…

Other Statistics · Statistics 2026-04-02 Yefeng Yang , Shinichi Nakagawa

The convex transform order is one way to make precise comparison between the skewness of probability distributions on the real line. We establish a simple and complete characterisation of when one Beta distribution is smaller than another…

Probability · Mathematics 2021-01-01 Idir Arab , Paulo Eduardo Oliveira , Tilo Wiklund

Many practical problems are related to the pointwise estimation of dis- tribution functions when data contains measurement errors. Motivation for these problems comes from diverse fields such as astronomy, reliability, quality control,…

Methodology · Statistics 2012-02-21 I. Dattner , B. Reiser

In this paper, we introduce a new distribution called Burr III-Weibull(BW) distribution using the concept of competing risk. We derive moments, conditional moments, mean deviation and quantiles of the proposed distribution. Also the Renyi's…

Statistics Theory · Mathematics 2021-03-08 G S Deepthy , Nicy Sebastian , Reshma Rison

This paper proposes new linear regression models to deal with overdispersed binomial datasets. These new models, called tilted beta binomial regression models, are defined from the tilted beta binomial distribution, proposed assuming that…

Methodology · Statistics 2019-11-26 María Victoria Cifuentes-Amado , Edilberto Cepeda-Cuervo

In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…

Methodology · Statistics 2022-04-05 Bowen Liu , Malwane M. A. Ananda

It is shown that the exponential is the only distribution which satisfies a certain regression equation. This characterization equation involves the conditional expectation (regression function) of a record value given a pair of record…

Probability · Mathematics 2017-02-22 George P. Yanev

This paper presents a new class of probability distributions generated from the gamma distribution. For the new class proposed, we present several statistical properties, such as the risk function, the density expansions, Moment-generating…

Statistics Theory · Mathematics 2021-08-16 Cícero Carlos Ramos de Brito , Leandro Chaves Rêgo , Wilson Rosa de Oliveira

The most well known probability distribution of probabilities is the Beta distribution. If we have observed $r$ `successes', each having a probability $\theta$, and $n-r$ `failures', each having a probability $1-\theta$. In this paper we…

Methodology · Statistics 2015-03-04 H. R. N. van Erp , R. O. Linger , P. H. A. J. M. van Gelder
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