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We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

We develop a simple and unified approach to investigate several aspects of the cluster statistics of random expansive (multi-)sets. In particular, we determine the limiting distribution of the size of the smallest and largest clusters, we…

We consider three new classes of exponential dispersion models of discrete probability distributions which are defined by specifying their variance functions in their mean value parameterization. In a previous paper (Bar-Lev and Ridder,…

A classical result of MacMahon states that inversion number and major index have the same distribution over permutations of a given multiset. In this work we prove a strengthening of this theorem originally conjectured by Haglund. Our…

In this paper, we provide some new results for the Weibull-R family of distributions (Alzaghal, Ghosh and Alzaatreh (2016)). We derive some new structural properties of the Weibull-R family of distributions. We provide various…

This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.

Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables (not necessarily identically distributed), and $\eta$ be a counting random variable independent of this sequence. We obtain sufficient conditions on…

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,…

We prove that the exponential distribution is the only one which satisfies a regression identity. This identity involves conditional expectation of the sample mean of record values given two record values outside of the sample.

Let $X_1, \ldots , X_n$ be mutually independent exponential random variables with distinct hazard rates $\lambda_1, \ldots , \lambda_n > 0$ and let $Y_1, \ldots, Y_n$ be a random sample from the exponential distribution with hazard rate…

Based on the probability distribution observed in complex systems and an assumption that the probability distributions of complex systems satisfy a new generalized multiplication, it is proved that the statistical theory of complex systems…

There are a number of mathematical formalisms of the term "outlier" in statistics, though there is no consensus on what the right notion ought to be. Accordingly, we try to give a consistent and robust definition for a specific type of…

In this paper, a link between monotonicity of deterministic dynamical systems and propagation of order by Markov processes is established. The order propagation has received considerable attention in the literature, however, this notion is…

The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…

We axiomatize the first-order theories of exponential integer parts of real-closed exponential fields in a language with $2^x$, in a language with a predicate for powers of 2, and in the basic language of ordered rings. In particular, the…

This note describes non-asymptotic variance and tail bounds for order statistics of samples of independent identically distributed random variables. Those bounds are checked to be asymptotically tight when the sampling distribution belongs…

We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…

Fix a base B and let zeta have the standard exponential distribution; the distribution of digits of zeta base B is known to be very close to Benford's Law. If there exists a C such that the distribution of digits of C times the elements of…

In this paper, we focus on stochastic comparisons of extreme order statistics stemming from multiple-outlier scale models with dependence. Archimedean copula is used to model dependence structure among nonnegative random variables.…

The exponential family of models is defined in a general setting, not relying on probability theory. Some results of information geometry are shown to remain valid. Exponential families both of classical and of quantum mechanical…