Related papers: Logarithmic concavity of the inverse incomplete be…

This is an expository note on useful expressions for the density function of a product of independent random variables where each variable has a Beta distribution.

For real $a>0$, let $X_a$ denote a random variable with the gamma distribution with parameters $a$ and $1$. Then $\mathsf P(X_a-a>c)$ is increasing in $a$ for each real $c\ge0$; non-increasing in $a$ for each real $c\le-1/3$; and…

In this paper we study the dynamics and ergodic theory of certain economic models which are implicitly defined. We consider 1-dimensional and 2-dimensional overlapping generations models, a cash-in-advance model, heterogeneous markets and a…

In this paper, we discuss the ambiguous chance constrained based portfolio optimization problems, in which the perturbations associated with the input parameters are stochastic in nature, but their distributions are not known precisely. We…

We study the one-dimensional Levy stable density distributions g(alpha, beta; x) for -infty < x < infty, for rational values of index alpha and the asymmetry parameter beta: alpha = l/k and beta = (l - 2r)/k, where l, k and r are positive…

The paper by R. Garrappa, S. Rogosin, and F. Mainardi, entitled {\em On a generalized three-parameter Wright function of the Le Roy type} and published in [Fract. Calc. Appl. Anal. {\bf 20} (2017) 1196-1215], ends up leaving the open…

We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…

Using the Bernstein theorem we give a simple proof of the complete monotonicity of the three parameter generalized Mittag-Leffler function $E_{\alpha, \beta}^{\gamma}(-x)$ for $x \geq 0$ and suitably adjusted parameters $\alpha$, $\beta$…

In this note we study the monotonicity of the function $x\mapsto \psi(1 +bx)^a/\psi(1 + ax)^b$. We also give the several inequalities involving the psi function, whic is the logarithmic derivative of the gamma function.

We provide a comprehensive analysis of the two-parameter Beta distributions seen from the perspective of second-order stochastic dominance. By changing its parameters through a bijective mapping, we work with a bounded subset D instead of…

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

Given a gamma population with known shape parameter $\alpha$, we develop a general theory for estimating a function $g(\cdot)$ of the scale parameter $\beta$ with bounded variance. We begin by defining a sequential sampling procedure with…

In this paper considering the transformation $X=\frac{Y}{1+Y}$, where $Y \sim\text{Lindley}(\theta)$, we propose the unit-Lindley distribution and investigate some of its mathematical properties. A important fact associated with this new…

We study the sequential testing problem of two alternative hypotheses regarding an unknown parameter in an exponential family when observations are costly. In a Bayesian setting, the problem can be embedded in a Markovian framework. Using…

We propose an estimator of a concave cumulative distribution function under the measurement error model, where the non-negative variables of interest are perturbed by additive independent random noise. The estimator is defined as the least…

The f-invariant is an injective homomorphism from the 2-line of the Adams-Novikov spectral sequence to a group which is closely related to divided congruences of elliptic modular forms. We compute the f-invariant for two infinite families…

Using a probabilistic approach, we derive some interesting combinatorial identities involving gamma and beta functions. These results generalize certain well-known combinatorial identities involving binomial coefficients and special…

The generalized Marcum functions $Q_{\mu}(x,y)$ and $P_{\mu}(x,y)$ have as particular cases the non-central $\chi^2$ and gamma cumulative distributions, which become central distributions (incomplete gamma function ratios) when the…

In this paper, we determine the density functions of nonsymmetrised doubly noncentral matrix variate beta type I and II distributions. The nonsymetrised density functions of doubly noncentral and noncentral bimatrix variate generalised beta…

Building on the work of Arizmendi and Celestino (2021), we derive the $*$-distributions of polynomials in monotone independent and infinitesimally monotone independent elements. For non-zero complex numbers $\alpha$ and $\beta$, we derive…