Related papers: $\nu$-Generalized Hyperbolic Distributions
We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.
There is a difficulty in finding an estimate of variance of the profile likelihood estimator in the joint model of longitudinal and survival data. We solve the difficulty by introducing the ``statistical generalized derivative''. The…
In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…
This note provides new closed forms evaluations of a few classes of exponential sums associated with elliptic curves and hyperelliptic curves.
We investigate the extreme value statistics connected with the dilute Random Energy Model with integer couplings. New universality class is found.
A theoretical framework is developed to describe the transformation that distributes probability density functions uniformly over space. In one dimension, the cumulative distribution can be used, but does not generalize to higher…
In this paper we study a broad class of distribution functions which is defined by means of reflected generalized beta distribution. This class includes that of Beta-generated distribution as a special case. In particular, we use this class…
We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…
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…
Algebras of generalized functions offer possibilities beyond the purely distributional approach in modelling singular quantities in non-smooth differential geometry. This article presents an introductory survey of recent developments in…
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…
In this paper, we introduce the generalized Gompertz-power series class of distributions which is obtained by compounding generalized Gompertz and power series distributions. This compounding procedure follows same way that was previously…
The lognormal distribution describing, e.g., exponentials of Gaussian random variables is one of the most common statistical distributions in physics. It can exhibit features of broad distributions that imply qualitative departure from the…
Normalisation in probability theory turns a subdistribution into a proper distribution. It is a partial operation, since it is undefined for the zero subdistribution. This partiality makes it hard to reason equationally about normalisation.…
Let $ k >0 $ be an integer and $ Y $ a standard Gamma$(k)$ distributed random variable. Let $ X $ be an independent positive random variable with a density that is hyperbolically monotone (HM) of order $ k.$ Then $Y\cdot X$ and $Y/X $ both…
In this paper, a new class of distributions, called Odds xgamma-G (OXG-G) family of distribu- tions is proposed for modeling lifetime data. A comprehensive account of the mathematical proper- ties of the new class including estimation issue…
In this paper, we introduce the Birnbaum-Saunders power series class of distributions which is obtained by compounding Birnbaum-Saunders and power series distributions. The new class of distributions has as a particular case the…
This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to…
We start to develop the quantization formalism in a hyperbolic Hilbert space. Generalizing Born's probability interpretation, we found that unitary transformations in such a Hilbert space represent a new class of transformations of…
The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…