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Order statistics theory is applied in this paper to probabilistic robust control theory to compute the minimum sample size needed to come up with a reliable estimate of an uncertain quantity under continuity assumption of the related…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou

Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…

Applications · Statistics 2014-12-31 Alexis Bienvenüe , Christian Y. Robert

This paper considers a family of distributions constructed by a stochastic mixture of the order statistics of a sample of size two. Various properties of the proposed model are studied. We apply the model to extend the exponential and…

Statistics Theory · Mathematics 2019-04-10 S. M. Mirhoseini , A. Dolati , M. Amini

Parameter estimation is one of the most important tasks in statistics, and is key to helping people understand the distribution behind a sample of observations. Traditionally parameter estimation is done either by closed-form solutions…

Machine Learning · Computer Science 2024-03-04 Xiaoxin Yin , David S. Yin

We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function…

Computation · Statistics 2018-12-24 Jonathan von Schroeder , Thorsten Dickhaus

We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…

Statistics Theory · Mathematics 2013-11-05 Zhengjia Chen , Xinjia Chen

We present an algorithmic approach to estimate the value distributions of random variables of probabilistic loops whose statistical moments are (partially) known. Based on these moments, we apply two statistical methods, Maximum Entropy and…

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

Multivariate circular observations, i.e. points on a torus are nowadays very common. Multivariate wrapped models are often appropriate to describe data points scattered on p-dimensional torus. However, statistical inference based on this…

Computation · Statistics 2018-11-16 Anahita Nodehi , Mousa Golalizadeh , Mehdi Maadooliat , Claudio Agostinelli

In this paper we are interested in the joint distribution of two order statistics from overlapping samples. We give an explicit formula for the distribution of such a pair of random variables under the assumption that the parent…

Probability · Mathematics 2019-03-20 Fernando López-Blázquez , Nan-Cheng Su , Jacek Wesołowski

In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…

Methodology · Statistics 2018-05-22 Debasis Kundu

The modes of a statistical population are high frequency points around which most of the probability mass is accumulated. For the particular case of circular densities, we address the problem of testing if, given an observed sample of a…

Methodology · Statistics 2025-01-07 Diego Bolón , Rosa M. Crujeiras , Alberto Rodríguez-Casal

When estimating a proportion and only a sample of triplets is given, dependencies within the triplets are to be accounted for. Without assuming a distribution for the success count of the triplet, together with the proportion, as second and…

Methodology · Statistics 2022-03-11 Rafael Weissbach , Eric Scholz

A discrete version of the Gumbel (Type I) extreme value distribution has been derived by using the general approach of discretization of a continuous distribution. Important distributional and reliability properties have been explored. It…

Statistics Theory · Mathematics 2014-10-29 Subrata Chakraborty , Dhrubajyoti Chakravarty

In this paper, we discuss some theoretical results and properties of a discrete version of the Birnbaum-Saunders distribution. We present a proof of the unimodality of this model. Moreover, results on moments, quantile function, reliability…

Methodology · Statistics 2022-03-08 Filidor Vilca , Roberto Vila , Helton Saulo , Luis Sánchez , Jeremias Leão

In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…

Machine Learning · Statistics 2024-04-02 Agniva Chowdhury , Pradeep Ramuhalli

Consider bivariate observations $(X_1,Y_1), \ldots, (X_n,Y_n) \in \mathbb{R}\times \mathbb{R}$ with unknown conditional distributions $Q_x$ of $Y$, given that $X = x$. The goal is to estimate these distributions under the sole assumption…

Statistics Theory · Mathematics 2025-01-31 Alexandre Mösching , Lutz Duembgen

Statistical distribution of the primes in an arithmetic progression is considered. The estimation of prime numbers is given and combinatorial methods are used to calculate the twin primes on the available interval. The distribution and…

General Mathematics · Mathematics 2019-02-28 Nurlan N. Tashatov , Alua S. Turginbayeva , Serik A. Altynbek

The standard method for the propagation of errors, based on a Taylor series expansion, is approximate and frequently inadequate for realistic problems. A simple and generic technique is described in which the likelihood is constructed…

High Energy Physics - Experiment · Physics 2015-06-25 J. Swain , L. Taylor

Organisms and algorithms learn probability distributions from previous observations, either over evolutionary time or on the fly. In the absence of regularities, estimating the underlying distribution from data would require observing each…

Statistical Mechanics · Physics 2024-12-10 William Bialek , Stephanie E. Palmer , David J. Schwab