Related papers: A quantile-based probabilistic mean value theorem
In this paper we propose a new lifetime model, called the odd generalized exponential gompertz distribution, We obtain some of its mathematical properties. Some structural properties of the new distribution are studied. The method of…
Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…
In this paper, we develop a quantile functional regression modeling framework that models the distribution of a set of common repeated observations from a subject through the quantile function, which is regressed on a set of covariates to…
In this paper, we introduce a new model of selection behavior under risk that describes an essential cognitive process for comparing values of objects and making a selection decision. This model is constructed by the quantum-like approach…
Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model based on the combination of a set of elementary nearest…
Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…
The outcome of continuously measuring a quantum system is a string of data whose intricate correlation properties reflect the underlying quantum dynamics. In this paper we study the role of these correlation in reconstructing the…
Originally, quantum probability theory was developed to analyze statistical phenomena in quantum systems, where classical probability theory does not apply, because the lattice of measurable sets is not necessarily distributive. On the…
A distributional route to Gaussianity, associated with the concept of Conservative Mixing Transformations in ensembles of random vector-valued variables, is proposed. This route is completely different from the additive mechanism…
The notion of the H\"older convolution is introduced. The main result is that, under general conditions on functions L_1, ..., L_n, the function inverse to the Legendre--Fenchel transform of the H\"older convolution of L_1, ..., L_n…
Classical probability theory supports probability measures, assigning a fixed positive real value to each event, these measures are far from satisfactory in formulating real-life occurrences. The main innovation of this paper is the…
We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…
We give the cumulative distribution functions, the expected values, and the moments of weighted lattice polynomials when regarded as real functions of independent random variables. Since weighted lattice polynomial functions include…
Random utility theory models an agent's preferences on alternatives by drawing a real-valued score on each alternative (typically independently) from a parameterized distribution, and then ranking the alternatives according to scores. A…
In this paper, we proposed a new lifetime distribution namely generalized weighted Lindley (GLW) distribution. The GLW distribution is a useful generalization of the weighted Lindley distribution, which accommodates increasing, decreasing,…
We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…
Although complete randomization ensures covariate balance on average, the chance for observing significant differences between treatment and control covariate distributions increases with many covariates. Rerandomization discards…
This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…
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…
In this paper we study the volatility and its probability distribution function for the cumulative production based on the experience curve hypothesis. This work presents a generalization of the study of volatility in [1], which addressed…