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The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, $\alpha$ and…

Probability · Mathematics 2009-06-15 Shui Feng , Fuqing Gao

A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…

Methodology · Statistics 2018-03-01 Rose Baker

We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…

Data Analysis, Statistics and Probability · Physics 2007-07-17 D. Sornette

In this study an attempt has been made to propose a way to develop new distribution. For this purpose, we need only idea about distribution function. Some important statistical properties of the new distribution like moments, cumulants,…

Methodology · Statistics 2024-08-30 Brijesh P. Singh , Utpal Dhar Das

By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and $\mu$ is a probability measure on $\Theta$.…

Statistics Theory · Mathematics 2016-08-16 François Roueff , Tobias Rydén

Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly…

Probability · Mathematics 2011-08-10 Youri Davydov , Ilya Molchanov , Sergei Zuyev

In the present paper new light is shed on the non-central extensions of the Dirichlet distribution. Due to several probabilistic and inferential properties and to the easiness of parameter interpretation, the Dirichlet distribution proves…

Statistics Theory · Mathematics 2021-08-02 Carlo Orsi

The privacy loss distribution (PLD) provides a tight characterization of the privacy loss of a mechanism in the context of differential privacy (DP). Recent work has shown that PLD-based accounting allows for tighter $(\varepsilon,…

Data Structures and Algorithms · Computer Science 2022-07-12 Vadym Doroshenko , Badih Ghazi , Pritish Kamath , Ravi Kumar , Pasin Manurangsi

The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…

Combinatorics · Mathematics 2024-06-21 Folkmar Bornemann

Constructing \Levy-driven Ornstein-Uhlenbeck processes is a task closely related to the notion of self-decomposability. In particular, their transition laws are linked to the properties of what will be hereafter called the \emph{a-reminder}…

Probability · Mathematics 2020-11-19 Nicola Cufaro Petroni , Piergiacomo Sabino

Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the fractional Poisson distribution (fPd), and the standard…

Probability · Mathematics 2021-01-12 Dexter Cahoy , Elvira Di Nardo , Federico Polito

Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Alexandros E. Tzikas , Arec Jamgochian , Nazim Kemal Ure , Mykel J. Kochenderfer , Stephen P. Boyd

We propose a family of four-parameter distributions that contain the K-distribution as special case. The family is derived as a mixture distribution that uses the three-parameter reflected Gamma distribution as parental and the…

Statistics Theory · Mathematics 2021-07-09 Stylianos E. Trevlakis , Nestor D. Chatzidiamantis , George K. Karagiannidis

We examine a generalization of the binomial distribution associated with a strictly increasing sequence of numbers and we prove its Poisson-like limit. Such generalizations might be found in quantum optics with imperfect detection. We…

Mathematical Physics · Physics 2015-05-28 E. M. F. Curado , J. P. Gazeau , Ligia M. C. S. Rodrigues

A novel over-dispersed discrete distribution, namely the PoiTG distribution is derived by the convolution of a Poisson variate and an independently distributed transmuted geometric random variable. This distribution generalizes the…

Statistics Theory · Mathematics 2024-08-02 Anupama Nandi , Subrata Chakraborty , Aniket Biswas

This work was motivated by a twin study with the goal of assessing the genetic control of immune traits. We propose a mixture bivariate distribution to model twin data where the underlying order within a pair is unclear. Though estimation…

Methodology · Statistics 2025-07-21 Zonghui Hu , Pengfei Li , Dean Follmann , Jing Qin

We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…

Probability · Mathematics 2017-04-25 Oliver Johnson

In this paper, we study the class of tempered distributions whose Fourier transform is a translation bounded measure and show that each such distribution in $\mathbb{R}^d$ has order at most $2d$. We show the existence of the generalized…

Functional Analysis · Mathematics 2021-05-10 Timo Spindeler , Nicolae Strungaru

This is an expository article on the Poisson binomial distribution. We review lesser known results and recent progress on this topic, including geometry of polynomials and distribution learning. We also provide examples to illustrate the…

Probability · Mathematics 2019-08-28 Wenpin Tang , Fengmin Tang

Statistical laws describe regular patterns observed in diverse scientific domains, ranging from the magnitude of earthquakes (Gutenberg-Richter law) and metabolic rates in organisms (Kleiber's law), to the frequency distribution of words in…

Physics and Society · Physics 2025-02-14 Eduardo G. Altmann