Related papers: The medians for exponential families and the norma…
We consider parametric exponential families of dimension $K$ on the real line. We study a variant of \textit{boundary crossing probabilities} coming from the multi-armed bandit literature, in the case when the real-valued distributions form…
For $\left(C(t)\right)_{t\in\mathbb R}$ being a cosine family on a unital normed algebra, we show that the estimate $\limsup_{t\to\infty^{+}}\|C(t) - I\| <2$ implies that $C(t)=I$ for all $t\in\mathbb R$. This generalizes the result that…
We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…
We show that there exists a family of groups $G_n$ and nontrivial irreducible representations $\rho_n$ such that, for any constant $t$, the average of $\rho_n$ over $t$ uniformly random elements $g_1, \ldots, g_t \in G_n$ has operator norm…
A polynomial family $\{p_n(x)\}$ is Appell if it is given by $\frac{e^{xt}}{g(t)} = \sum_{n=0}^\infty p_n(x)t^n$ or, equivalently, $p_n'(x) = p_{n-1}(x)$. If $g(t)$ is an entire function, $g(0)\neq 0$, with at least one zero, the…
We study holonomic gradient decent for maximum likelihood estimation of exponential-polynomial distribution, whose density is the exponential function of a polynomial in the random variable. We first consider the case that the support of…
It is well known that, under standard regularity conditions, the maximum likelihood estimator (MLE) satisfies a central limit theorem and converges in distribution to a Gaussian random variable as the sample size grows. This paper…
Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
In this note we prove the dual representation formula of the divergence between two distributions in a parametric model. Resulting estimators for the divergence as for the parameter are derived. These estimators do not make use of any…
We define a family {$\gamma(P)$} of generalized Euler constants indexed by finite sets of primes $P$ and study their distribution. These arise from partial sums of reciprocals of integers not divisible by any prime in $P$. An apparent…
For $N \in \mathbb{N}$, let $T_{N}$ be the Chebyshev polynomial of the first kind. Expressions for the sequence of numbers $p_{\ell}^{(N)}$, defined as the coefficients in the expansion of $1/T_{N}(1/z)$, are provided. These coefficients…
Best possible bounds are established for families without s pairwise disjoint members and the more general problem for several families. The results are shown to apply several classical results.
It is proved that any family of analytic functions with spherical derivative uniformly bounded away from zero ist normal.
The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Generalized Extreme-Value (GEV) distribution to a sample of block maxima. Despite claims to the contrary, the asymptotic normality of the maximum…
Many common probability distributions in statistics like the Gaussian, multinomial, Beta or Gamma distributions can be studied under the unified framework of exponential families. In this paper, we prove that both R\'enyi and Tsallis…
We provide a general condition under which e-variables in the form of a simple-vs.-simple likelihood ratio exist when the null hypothesis is a composite, multivariate exponential family. Such `simple' e-variables are easy to compute and…
With any symmetric distribution $\mu$ on the real line we may associate a parametric family of noncentral distributions as the distributions of $(X+\delta)^2$, $\delta\not=0$, where $X$ is a random variable with distribution $\mu$. The…
We study shrinkage estimation of the mean parameters of a class of multivariate distributions for which the diagonal entries of the corresponding covariance matrix are certain quadratic functions of the mean parameter. This class of…