Related papers: A Simple Expression for Mill's Ratio of the Studen…
This note presents a simple proof of the characteristic function of Student's $t$-distribution. The method of proof, which involves finding a differential equation satisfied by the characteristic function, is applicable to many other…
In this note, we derive the closed form formulae for moments of Student's t-distribution in the one dimensional case as well as in higher dimensions through a unified probability framework. Interestingly, the closed form expressions for the…
Utilizing regression properties of order statistics, we characterize a family of distributions introduced by Akhundov, Balakrishnan, and Nevzorov (2004), that includes the t-distribution with two degrees of freedom as one of its members.…
Possibilities are considered to simplify the computation of several statistical functions used to test statistical hypotheses when processing observations: the inverse normal distribution, the Student's t-distribution, and the criterion for…
In this paper reference and probability-matching priors are derived for the univariate Student $t$-distribution. These priors generally lead to procedures with properties frequentists can relate to while still retaining Bayes validity. The…
This note contains sufficient conditions for the probability density function of an arbitrary continuous univariate distribution, supported on $(0,\infty),$ such that the corresponding Mills ratio to be reciprocally convex (concave). To…
The author states an exact expression of the distribution of primes.
The linear combination of Student's $t$ random variables (RVs) appears in many statistical applications. Unfortunately, the Student's $t$ distribution is not closed under convolution, thus, deriving an exact and general distribution for the…
Let $T$ be the Student one- or two-sample $t$-, $F$-, or Welch statistic. Now release the underlying assumptions of normality, independence and identical distribution and consider a more general case where one only assumes that the vector…
Student's theorem is an important result in statistics which states that for normal population, the sample variance is independent from the sample mean and has a chi-square distribution. The existing proofs of this theorem either overly…
This paper deals with Student t-processes as studied in (Cufaro Petroni N 2007 J. Phys. A, Math. Theor. 40(10), 2227-2250). We prove and extend some conjectures expressed by Cufaro Petroni about the asymptotical behavior of a Student…
In this paper, we investigate the Mill's ratio estimation problem and get two new inequalities. Compared to the well known results obtained by Gordon, they becomes tighter. Furthermore, we also discuss the inverse Q-function approximation…
We show that, for sufficiently large integers $m$ and $X$, for almost all $a =1, ..., m$ the ratios $a/x$ and the products $ax$, where $|x|\le X$, are very uniformly distributed in the residue ring modulo $m$. This extends some recent…
In this note, we propose a robustified analogue of the conventional Student $t$-test statistic. The proposed statistic is easy to implement and thus practically useful. We also show that it is a pivotal quantity and converges to a standard…
Triangular distributions are a well-known class of distributions that are often used as an elementary example of a probability model. Maximum likelihood estimation of the mode parameter of the triangular distribution over the unit interval…
Many inverse problems focus on recovering a quantity of interest that is a priori known to exhibit either discontinuous or smooth behavior. Within the Bayesian approach to inverse problems, such structural information can be encoded using…
We show that the evaluation of an integral considered by Boros and Moll is a special case of a convolution result about Student t-densities obtained by the authors in 2008.
The purpose of this paper is to prove directly, by an elementary method, the Poisson probability law. This proof is offered as an alternative to the more usual derivation from binomial distribution in the limit of small probabilities. The…
This paper introduces inter-order formulas for partial and complete moments of a Student $t$ distribution with $n$ degrees of freedom. We show how the partial moment of order $n - j$ about any real value $m$ can be expressed in terms of the…
We study a continuous-time diffusion approximation of policy gradient for $k$-armed stochastic bandits. We prove that with a learning rate $\eta = O(\Delta^2/\log(n))$ the regret is $O(k \log(k) \log(n) / \eta)$ where $n$ is the horizon and…