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Suppose $n$ independent random variables $X_1, X_2, \dots, X_n$ have zero mean and equal variance. We prove that if the average of $\chi^2$ distances between these variables and the normal distribution is bounded by a sufficiently small…

Probability · Mathematics 2025-03-28 Vytas Zacharovas

The paper provides an estimate of the total variation distance between distributions of polynomials defined on a space equipped with a logarithmically concave measure in terms of the $L^2$-distance between these polynomials.

Probability · Mathematics 2018-12-07 Egor Kosov

In this paper we study bounds for the total variation distance between two second degree polynomials in normal random variables provided that they essentially depend on at least three variables.

Probability · Mathematics 2021-05-11 Egor Kosov

The main purpose of the paper is to investigate the possibility of applying Chen-Stein approach to estimate the $\chi^2$ distance between Poisson distribution and a sum of independent indicators. Earlier results concerning $\chi^2$ distance…

Probability · Mathematics 2021-09-13 Vytas Zacharovas

We examine a generalization of the binomial distribution associated with a strictly increasing sequence of numbers and we prove its Poisson-like limit. Such generalizations might be found in quantum optics with imperfect detection. We…

Mathematical Physics · Physics 2015-05-28 E. M. F. Curado , J. P. Gazeau , Ligia M. C. S. Rodrigues

The paper gives a wide range, uniform, local approximation of symmetric binomial distribution. The result clearly shows how one has to modify the the classical de Moivre--Laplace normal approximation in order to give an estimate at the tail…

Probability · Mathematics 2025-06-25 Tamás Szabados

We give a simple polynomial-time approximation algorithm for the total variation distance between two product distributions.

Data Structures and Algorithms · Computer Science 2024-02-14 Weiming Feng , Heng Guo , Mark Jerrum , Jiaheng Wang

Approximate distributions for sum and difference of linearly correlated $\chi^{2}$ distributed random variables are derived. It is shown that they can be reduced to conveniently parametrized gamma and Variance-Gamma distributions,…

Methodology · Statistics 2019-06-25 Alberto Ferrari

Estimating mutual information (MI) is a fundamental yet challenging task in data science and machine learning. This work proposes a new estimator for mutual information. Our main discovery is that a preliminary estimate of the data…

Machine Learning · Computer Science 2024-08-20 Yanzhi Chen , Zijing Ou , Adrian Weller , Yingzhen Li

We are interested in the estimation of the distance in total variation $$ \Delta := \|P_{f(X)} - P_{g(X)}\|_{\mathrm var} $$ between distributions of random variables $f(X)$ and $g(X)$ in terms of proximity of $f$ and $g.$ We propose a…

Probability · Mathematics 2017-06-21 Youri Davydov

Given a random variable $X$ and considered a family of its possible distortions, we define two new measures of distance between $X$ and each its distortion. For these distance measures, which are extensions of the Gini's mean difference,…

Probability · Mathematics 2023-10-09 Marco Capaldo , Antonio Di Crescenzo , Franco Pellerey

We examine the $\chi^2$ test for binned, Gaussian samples, including effects due to the fact that the experimentally available sample standard deviation and the unavailable true standard deviation have different statistical properties. For…

Data Analysis, Statistics and Probability · Physics 2019-08-27 Nicholas R. Hutzler

We examine the integrated squared difference, also known as the L2 distance (L2D), between two probability densities. Such a distance metric allows for comparison of differences between pairs of distributions or changes in a distribution…

Methodology · Statistics 2019-06-03 George Shan , Mark J. van der Laan

We examine the efficiency of the mean deviation and Gini's mean difference (the mean of all pairwise distances). Our findings support the viewpoint that Gini's mean difference combines the advantages of the mean deviation and the standard…

Statistics Theory · Mathematics 2022-04-12 Carina Gerstenberger , Daniel Vogel

The measurement of distance between two objects is generalized to the case where the objects are no longer points but are one-dimensional. Additional concepts such as non-extensibility, curvature constraints, and non-crossing become central…

Soft Condensed Matter · Physics 2008-03-04 Steven S. Plotkin

For testing goodness of fit it is very popular to use either the chi square statistic or G statistics (information divergence). Asymptotically both are chi square distributed so an obvious question is which of the two statistics that has a…

Statistics Theory · Mathematics 2012-06-19 Peter Harremoës , Gábor Tusnády

We define generalized bivariate polynomials, from which upon specification of initial conditions the bivariate Fibonacci and Lucas polynomials are obtained. Using essentially a matrix approach we derive identities and inequalities that in…

Combinatorics · Mathematics 2007-05-23 Mario Catalani

Measuring distances in a multidimensional setting is a challenging problem, which appears in many fields of science and engineering. In this paper, to measure the distance between two multivariate distributions, we introduce a new measure…

Methodology · Statistics 2024-11-05 Gennaro Auricchio , Giovanni Brigati , Paolo Giudici , Giuseppe Toscani

In two recent articles we have examined a generalization of the binomial distribution associated with a sequence of positive numbers, involving asymmetric expressions of probabilities that break the symmetry {\it win-loss}. We present in…

Mathematical Physics · Physics 2015-06-17 H. Bergeron , E. M. F. Curado , J. P. Gazeau , Ligia M. C. S. Rodrigues

Categorical random variables are a common staple in machine learning methods and other applications across disciplines. Many times, correlation within categorical predictors exists, and has been noted to have an effect on various algorithm…

Probability · Mathematics 2017-01-25 Rachel Traylor
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