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We study the properties of several likelihood-based statistics commonly used in testing for the presence of a known signal under a mixture model with known background, but unknown signal fraction. Under the null hypothesis of no signal, all…

Data Analysis, Statistics and Probability · Physics 2018-12-26 Igor Volobouev , A. Alexandre Trindade

In 1972 H. L. Montgomery announced a remarkable connection between the distribution of the zeros of the Riemann zeta-function and the distribution of eigenvalues of large random Hermitian matrices. Since then a number of startling…

Number Theory · Mathematics 2009-09-25 J. Brian Conrey

We investigate a two-parameter entropy introduced by Schw\"{a}mmle and Tsallis and obtain its probability distribution in the canonical ensemble. The probability distribution is given in terms of the Lambert W-function which has been used…

Statistical Mechanics · Physics 2008-09-09 Somayeh Asgarani , Behrouz Mirza

The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the…

Statistics Theory · Mathematics 2025-01-08 Yunxiao Chen , Irini Moustaki , Haoran Zhang

We introduce a class of logarithmic Lambert W random variables for a specific family of distributions. In particular, we characterize the log-Lambert W random variables for chi-squared distributions which naturally appear in the likelihood…

Statistics Theory · Mathematics 2014-10-22 Viktor Witkovský , Gejza Wimmer , Tomy Duby

Based on a Problem and its solution published on the pages of SIAM Review, we give an interesting integral representation for the Lambert $W$ function in this short note. In particular, our result yields a new integral representation for…

Classical Analysis and ODEs · Mathematics 2021-09-13 István Mező

In this paper we introduce the $p$-adic analogue of the Lambert $W$ function, and study its main properties.

Classical Analysis and ODEs · Mathematics 2018-01-03 István Mező

Imagine that you could calculate of posttest probabilities, i.e. Bayes theorem with simple addition. This is possible if we stop thinking of probabilities as ranging from 0 to 1.0. There is a naturally occurring linear probability space…

Other Statistics · Statistics 2019-04-03 Christopher M Rembold

Generalized likelihood ratio statistics have been proposed in Fan, Zhang and Zhang [Ann. Statist. 29 (2001) 153-193] as a generally applicable method for testing nonparametric hypotheses about nonparametric functions. The likelihood ratio…

Statistics Theory · Mathematics 2007-06-13 Jianqing Fan , Jian Zhang

In the present work, we introduce the Lambert-Tsallis Wq function. It is a generalization of the Lambert W function, that solves the equation Wq(x)expq(Wq(x)) = x, where expq(x) is the q-exponential used by Tsallis in nonextensive…

Statistical Mechanics · Physics 2019-05-01 G. B. da Silva , R. V. Ramos

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,…

Statistics Theory · Mathematics 2016-07-20 P. L. Ramos , F. Louzada

Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…

Applications · Statistics 2014-05-09 Georg Hofmann

This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…

Number Theory · Mathematics 2013-11-20 D. A. Hejhal

The applications of the recent results obtained in the theory of generalized Lambert functions, to the mean field theory of ferromagnetism are presented. As a consequence, all the predictions of the Weiss theory of ferromagnetism can be…

Statistical Mechanics · Physics 2017-04-10 Victor Barsan

The Lambert W function gives the solutions of a simple exponential polynomial. The generalized Lambert W function was defined by Mez\"{o} and Baricz, and has found applications in delay differential equations and physics. In this article we…

Classical Analysis and ODEs · Mathematics 2018-01-31 Paul Castle

In general, while obtaining the probability density function of sums and products of shifted random variables, ordinary analytical methods such as Fourier and Mellin transforms tend to provide integrals which cannot be expressed in terms of…

Complex Variables · Mathematics 2013-02-14 Pushpa N. rathie , Arjun K. Rathie , Luan C. de S. M. Ozelim

This paper investigates the generalized convexity properties of the Lambert $W$ function, defined as the solution to $W(z)e^{W(z)}=z$. Focusing on $H_{p,q}$-convexity and concavity with respect to H\"older means, we derive necessary and…

Classical Analysis and ODEs · Mathematics 2025-08-26 Gendi Wang

In classical physics, calculating the slack of a hanging chain is a problem that has attracted interest. This study aims to solve this problem through experiment and theory. When the length and distance of both the ends of a hanging chain…

Classical Physics · Physics 2019-01-23 Masato Ito

The translated logarithmic Lambert function is defined and basic analytic properties of the function are obtained including the derivative, integral, Taylor series expansion, real branches and asymptotic approximation of the function.…

Combinatorics · Mathematics 2021-03-26 Cristina B. Corcino , Roberto B. Corcino

The function $y = g(x) = \mathrm{log}\big(W(e^x)\big)$, where $W()$ denotes the Lambert W function, is the solution to the equation $y + e^y = x$. It appears in various problem situations, for instance the calculation of current-voltage…

Numerical Analysis · Mathematics 2015-04-09 Ken Roberts