Related papers: Efficient Evaluation of the Probability Density Fu…
The distribution of the sum of r-th power of standard normal random variables is a generalization of the chi-squared distribution. In this paper, we represent the probability density function of the random variable by an one-dimensional…
In a recent article a generalization of the binomial distribution associated with a sequence of positive numbers was examined. The analysis of the nonnegativeness of the formal expressions was a key-point to allow to give them a statistical…
The empirical probability density function for the conditional distribution of the true value of Poisson distribution parameter on one measurement is constructed by computer experiment. The analysis of the obtained distributions confirms…
We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…
This paper develops recurrence relations for integrals that relate the density of multivariate extended skew-normal (ESN) distribution, including the well-known skew-normal (SN) distribution introduced by Azzalini and Dalla-Valle (1996) and…
The problem of finding an explicit formula for the probability density function of two zero mean correlated normal random variables dates back to 1936. Perhaps surprisingly, this problem was not resolved until 2016. This is all the more…
We determine the inner product on the Hilbert space of wavefunctions of the universe by imposing the Hermiticity of the quantum Hamiltonian in the context of the minisuperspace model. The corresponding quantum probability density reproduces…
The probability distribution function (PDF) of the mass surface density is an essential characteristic of the structure of molecular clouds or the interstellar medium in general. Observations of the PDF of molecular clouds indicate a…
The theory of normal variance mixture distributions is used to provide elementary derivations of closed-form expressions for the definite integrals $\int_0^\infty x^{-2\nu}\cos(bx)\gamma(\nu,\alpha x^2)\,\mathrm{d}x$ (for $\nu>1/2$, $b>0$…
The joint probability distribution function (PDF) of the density within multiple concentric spherical cells is considered. It is shown how its cumulant generating function can be obtained at tree order in perturbation theory as the Legendre…
Obtaining general relations between macroscopic properties of random assemblies, such as density, and the microscopic properties of their constituent particles, such as shape, is a foundational challenge in the study of amorphous materials.…
We derive the probability distribution of product of two independent random variables, each distributed according the one-dimensional stable law. We represent the density by its power series and its asymptotic expansions. As Fox's…
Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…
Condensation is the phenomenon whereby one of a sum of random variables contributes a finite fraction to the sum. It is manifested as an aggregation phenomenon in diverse physical systems such as coalescence in granular media, jamming in…
The most efficient way to pack equally sized spheres isotropically in 3D is known as the random close packed state, which provides a starting point for many approximations in physics and engineering. However, the particle size distribution…
In this paper a relative number density parameter, called the neighborhood function, is introduced so that the crowded nature of the neighborhood of individual sources can be described. With this parameter one can determine the probability…
This article deals with the hypothesis test for the extremely heavy-tailed distributions with infinite mean or variance by using a truncated sample mean. We obtain three necessary and sufficient conditions under which the asymptotic…
In Astronomy, Survival Analysis and Epidemiology, among many other fields, doubly truncated data often appear. Double truncation generally induces a sampling bias, so ordinary estimators may be inconsistent. In this paper, smoothing spline…
This brief paper develops a probability density that models processes for which the physical mechanism is unknown. It has desirable properties which are not realized by densities derived from Gaussian process or other classic methods. In…
We provide an efficient algorithm for the classical problem, going back to Galton, Pearson, and Fisher, of estimating, with arbitrary accuracy the parameters of a multivariate normal distribution from truncated samples. Truncated samples…