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In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

In the present paper we demonstrate the results of a statistical analysis of some characteristics of precipitation events and propose a kind of a theoretical explanation of the proposed models in terms of mixed Poisson and mixed exponential…

Probability · Mathematics 2018-06-28 V. Yu. Korolev , A. K. Gorshenin , S. K. Gulev , K. P. Belyaev , A. A. Grusho

A discretization of the peakons lattice is introduced, belonging to the same hierarchy as the continuous--time system. The construction examplifies the general scheme for integrable discretization of systems on Lie algebras with $r$--matrix…

solv-int · Physics 2009-10-28 Yuri B. Suris

In this paper we establish lower bounds on information divergence of a distribution on the integers from a Poisson distribution. These lower bounds are tight and in the cases where a rate of convergence in the Law of Thin Numbers can be…

Probability · Mathematics 2016-01-19 Peter Harremoës , Oliver Johnson , Ioannis Kontoyiannis

In this article, we introduce mixture representations for likelihood ratio ordered distributions. Essentially, the ratio of two probability densities, or mass functions, is monotone if and only if one can be expressed as a mixture of…

Methodology · Statistics 2023-10-30 Michael Jauch , Andrés F. Barrientos , Víctor Peña , David S. Matteson

In the present paper a generalization of Gurland distribution [3] is obtained as a beta mixture of the generalized Poisson distribution (GPD) of Consul and Jain [2]. The first two moments of the distribution and a recurrence relation among…

Statistics Theory · Mathematics 2008-12-18 Yashwant Singh

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

This article presents a concise proof of the famous Benford's law when the distribution has a Riemann integrable probability density function and provides a criterion to judge whether a distribution obeys the law. The proof is intuitive and…

Statistics Theory · Mathematics 2024-08-07 Luohan Wang , Bo-Qiang Ma

The prediction of the variance-covariance matrix of the multivariate normal distribution is important in the multivariate analysis. We investigated Bayesian predictive distributions for Wishart distributions under the Kullback-Leibler…

Statistics Theory · Mathematics 2022-09-26 Hidemasa Oda , Fumiyasu Komaki

We consider arbitrary discrete probability laws on the real line. We obtain a criterion of their belonging to a new class of quasi-infinitely divisible laws, which is a wide natural extension of the class of well known infinitely divisible…

Probability · Mathematics 2021-12-07 A. A. Khartov

In this paper, we introduce a new class of bivariate distributions called the bivariate exponentiated extended Weibull distributions. The model introduced here is of Marshall-Olkin type. This new class of bivariate distributions contains…

Methodology · Statistics 2015-07-28 Rasool Roozegar , Ali Akbar Jafari

We present a new modelling approach for longitudinal count data that is motivated by the increasing availability of longitudinal RNA-sequencing experiments. The distribution of RNA-seq counts typically exhibits overdispersion,…

Methodology · Statistics 2020-08-27 Mirko Signorelli , Pietro Spitali , Roula Tsonaka

In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…

Probability · Mathematics 2013-05-15 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

Stein's method provides a way of bounding the distance of a probability distribution to a target distribution $\mu$. Here we develop Stein's method for the class of discrete Gibbs measures with a density $e^V$, where $V$ is the energy…

Probability · Mathematics 2008-08-22 Peter Eichelsbacher , Gesine Reinert

We adapt the formalism of the statistical theory of 2D turbulence in the case where the Casimir constraints are replaced by the specification of a prior vorticity distribution. A new relaxation equation is obtained for the evolution of the…

Fluid Dynamics · Physics 2007-05-23 P. H. Chavanis

The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…

Probability · Mathematics 2024-04-29 Vsevolod K. Malinovskii

Power laws pervade statistical physics and complex systems, but, traditionally, researchers in these fields have paid little attention to properly fit these distributions. Who has not seen (or even shown) a log-log plot of a completely…

Applications · Statistics 2012-09-07 Alvaro Corral , Anna Deluca , Ramon Ferrer-i-Cancho

In this paper we introduce a new lifetime distribution by compounding exponential and Poisson-Lindley distributions, named exponential Poisson-Lindley distribution. Several properties are derived, such as density, failure rate, mean…

Methodology · Statistics 2013-02-20 Wagner Barreto-Souza , Hassan S. Bakouch

In this paper, we study limiting laws and consistent estimation criteria for the extreme eigenvalues in a spiked covariance model of dimension $p$. Firstly, for fixed $p$, we propose a generalized estimation criterion that can consistently…

Statistics Theory · Mathematics 2026-03-26 Jianwei Hu , Jingfei Zhang , Jianhua Guo , Ji Zhu

In this article, we define a matrix multinomial distribution. We prove some properties of the matrix multinomial distribution. We prove that the matrix Poisson distribution can be used as an approximation to the matrix multinomial…

Probability · Mathematics 2021-04-30 Yuriy Yurchenko
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