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Any reliable biomarker has to be specific, generalizable, and reproducible across individuals and contexts. The exact values of such a biomarker must represent similar health states in different individuals and at different times within the…
A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…
With the help of the methods developed in our previous article [Schmitz, to appear in "Annales de l'I.H.P. Prob. & Stat.], we highlight condition (T) as a source of new examples of 'ballistic' diffusions in a random environment when d>1…
Undirected graphical models, or Markov networks, are a popular class of statistical models, used in a wide variety of applications. Popular instances of this class include Gaussian graphical models and Ising models. In many settings,…
The univariate Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this article, we define a skewed version of the Birnbaum-Saunders…
We review the properties of six families of orthogonal polynomials that form the main bulk of the collection called the Askey--Wilson scheme of polynomials. We give connection coefficients between them as well as the so-called linearization…
A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…
Based on the generalized Boltzmann equation and the reverse function of the distribution function, we investigate the two-parameter generalized statistics and get an expression between the two parameters (k,r) and the physical quantities…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
We study properties of compactly supported, 4 parameter \newline $(\rho _{12},\rho _{23},\rho _{13},q)\in (-1,1)^{\times 4}$ family of continuous type 3 dimensional distributions, that have the property that for $q\rightarrow 1^{-}$ this…
We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied,…
Fern\'andez-Dur\'an and Gregorio-Dom\'inguez (2014) defined a family of probability distributions for a vector of circular random variables by considering multiple nonnegative trigonometric sums. These distributions are highly flexible and…
The complex Gaussian distribution has been widely used as a fundamental spectral and noise model in signal processing and communication. However, its Gaussian structure often limits its ability to represent the diverse amplitude…
The analysis of samples of random objects that do not lie in a vector space is gaining increasing attention in statistics. An important class of such object data is univariate probability measures defined on the real line. Adopting the…
A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce…
The logarithmic-normal (lognormal) distribution is one of the most frequently observed distributions in nature and describes a large number of physical, biological and even sociological phenomena. The origin of this distribution is…
Exponential families comprise a broad class of statistical models and parametric families like normal distributions, binomial distributions, gamma distributions or exponential distributions. Thereby the formal representation of its…
Over the last decades, the distribution of income and wealth has been deteriorating in many countries, leading to increased inequalities within and between societies. This tendency has revived the interest in the subject greatly, yet it…
Azzalini & Dalla Valle (1996) have recently discussed the multivariate skew-normal distribution which extends the class of normal distributions by the addition of a shape parameter. The first part of the present paper examines further…
We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…