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A new class of general exponential ranking models is introduced which we label angle-based models for ranking data. A consensus score vector is assumed, which assigns scores to a set of items, where the scores reflect a consensus view of…

Methodology · Statistics 2017-12-27 Hang Xu , Mayer Alvo , Philip L. H. Yu

This note contains sufficient conditions for the probability density function of an arbitrary continuous univariate distribution, supported on $(0,\infty),$ such that the corresponding Mills ratio to be reciprocally convex (concave). To…

Classical Analysis and ODEs · Mathematics 2013-05-06 Árpád Baricz

The metalog distributions represent a convenient way to approach many practical applications. Their distinctive feature is simple closed-form expressions for quantile functions. This paper contributes to further development of the metalog…

Risk Management · Quantitative Finance 2021-02-23 Valentyn Khokhlov

In this paper, the study of bivariate generalised beta type I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type…

Statistics Theory · Mathematics 2009-06-08 Jose A. Diaz-Garcia , Ramon Gutierrez-Jaimez

This paper proposes a generalized binomial distribution with four parameters, which is derived from the finite capacity queueing system with state-dependent service and arrival rates. This distribution is also generated from the conditional…

Statistics Theory · Mathematics 2016-10-18 Imoto Tomoaki , Ng Choung Min , Ong Seng Huat , Subrata Chakraborty

We consider component-wise equivariant estimation of order restricted location/scale parameters of a general bivariate distribution under quite general conditions on underlying distributions and the loss function. This paper unifies various…

Statistics Theory · Mathematics 2022-07-05 Naresh Garg , Neeraj Misra

Hidden regular variation defines a subfamily of distributions satisfying multivariate regular variation on $\mathbb{E} = [0, \infty]^d \backslash \{(0,0, ..., 0) \} $ and models another regular variation on the sub-cone $\mathbb{E}^{(2)} =…

Probability · Mathematics 2010-09-07 Abhimanyu Mitra , Sidney I. Resnick

This paper provides a systematic yet accessible presentation of the Contextuality-by-Default theory. The consideration is confined to finite systems of categorical random variables, which allows us to focus on the basics of the theory…

Probability · Mathematics 2016-05-30 Ehtibar N. Dzhafarov , Janne V. Kujala

Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…

Probability · Mathematics 2012-05-07 Amarjit Budhiraja , Arka P. Ghosh

A new method is presented for assigning distributional curvature, in an invariant manner, to a space-time of low differentiability, using the techniques of Colombeau's `new generalised functions'. The method is applied to show that…

General Relativity and Quantum Cosmology · Physics 2009-10-28 C J S Clarke , J A Vickers , J P Wilson

This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…

Optimization and Control · Mathematics 2021-02-26 Seungjoon Lee , Hyungbo Shim

This paper proposes another constant that can be associated with Fibonacci sequence. In this work, we look at the probability distributions generated by the linear convolution of Fibonacci sequence with itself, and the linear convolution of…

Probability · Mathematics 2010-05-10 Arulalan Rajan , Jamadagni , Vittal Rao , Ashok Rao

Spectral analysis of convex processes has led to many results in the analysis of differential inclusions with a convex process. In particular the characterization of eigenvalues with eigenvectors in a given cone has led to results on…

Optimization and Control · Mathematics 2022-03-31 Jaap Eising , M. Kanat Camlibel

We establish the unimodality and the asymptotic strong unimodality of the ordinary multinomials and give their smallest mode leading to the expression of the maximal probability of convolution powers of the discrete uniform distribution. We…

Probability · Mathematics 2007-08-20 Hacene Belbachir

This paper investigates the identification of quantiles and quantile regression parameters when observations are set valued. We define the identification set of quantiles of random sets in a way that extends the definition of quantiles for…

Methodology · Statistics 2020-04-10 Arie Beresteanu , Yuya Sasaki

Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…

Optimization and Control · Mathematics 2019-11-05 Vyacheslav Kungurtsev

We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions,…

Probability · Mathematics 2022-03-25 Mikołaj J. Kasprzak , Giovanni Peccati

The univariate quantile-quantile (Q-Q) plot is a well-known graphical tool for examining whether two data sets are generated from the same distribution or not. It is also used to determine how well a specified probability distribution fits…

Statistics Theory · Mathematics 2014-07-07 Subhra Sankar Dhar , Biman Chakraborty , Probal Chaudhuri

We extend the univariate quantile based reliability concepts to the bivariate case using quantile curves. We propose quantile curves based bivariate hazard rate and bivariate mean residual life function and establish a relationship between…

Methodology · Statistics 2018-03-14 Sreelakshmi N

This survey provides a self-contained account of $M$-estimation of multivariate scatter. In particular, we present new proofs for existence of the underlying $M$-functionals and discuss their weak continuity and differentiability. This is…

Statistics Theory · Mathematics 2015-03-20 Lutz Duembgen , Markus Pauly , Thomas Schweizer
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