Related papers: Representation for the Gauss-Laplace Transmutation
The scattering properties of randomly layered optical media with ${\cal PT}$-symmetric index of refraction are studied using the transfer-matrix method. We find that the transmitance decays exponentially as a function of the system size,…
A random variable $\xi$ has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (\lambda \xi) <\infty$ for some $\lambda >0$, and has a {\it heavy-tailed} distribution (is…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
Let $X$ be a random variable with finite second moment. We investigate the inequality: $P\{|X-E[X]|\le \sqrt{{\rm Var}(X)}\}\ge P\{|Z|\le 1\}$, where $Z$ is a standard normal random variable. We prove that this inequality holds for many…
The variance-gamma (VG) distributions form a four-parameter family which includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous applications include financial modelling and distributional…
The statistical distribution of the ratio of two normal random variables is characterized by its heavy-tailed nature and absence of finite moments. The shape of its density function is highly variable, capable of exhibiting unimodal or…
We introduce a class of random graphs that we argue meets many of the desiderata one would demand of a model to serve as the foundation for a statistical analysis of real-world networks. The class of random graphs is defined by a…
We use a probabilistic approach to describe the behavior as $n -> \infty$ of the Laplace transforms of $P^n$, where $P$ a fixed complex polynomial. As a consequence we obtain a new elementary proof of an result of Gillis-Ismail-Offer in the…
This paper considers statistical estimation problems where the probability distribution of the observed random variable is invariant with respect to actions of a finite topological group. It is shown that any such distribution must satisfy…
The distribution of the spacing, or the difference between consecutive order statistics, is known only for uniform and exponential random variates. We add here logistic and Gumbel variates, and present an estimator for distributions with a…
In order to better fit real-world datasets, studying asymmetric distribution is of great interest. In this work, we derive several mathematical properties of a general class of asymmetric distributions with positive support which shows up…
We introduce and study the writhe of a permutation, a circular variant of the well-known inversion number. This simple permutation statistics has several interpretations, which lead to some interesting properties. For a permutation sampled…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
This article aims to introduced a new distribution named as extended xgamma (EXg) distribution. This generalization is derived from xgamma distribution (Xg), a special finite mixture of exponential and gamma distributions [see, Sen et al.…
We consider the k-th order statistic from unit exponential distribution and show that it can be represented as a sum of independent exponential random variables. Our proof is simple and different. It readily proves that the standardized…
We construct symmetric representations of distributions over two-dimensional plane with given mean values as convex combinations of distributions with supports containing not more than three points and with the same mean values.
In this paper we introduce a new class of multivariate unimodal distributions, motivated by Khintchine's representation. We start by proposing a univariate model, whose support covers all the unimodal distributions on the real line. The…
We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariate t and skew-t distributions are…
Motivated by previous work on moment varieties for Gaussian distributions and their mixtures, we study moment varieties for two other statistically important two-parameter distributions: the inverse Gaussian and gamma distributions. In…
We construct the general permutation invariant Gaussian 2-matrix model for matrices of arbitrary size $D$. The parameters of the model are given in terms of variables defined using the representation theory of the symmetric group $S_D$. A…