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This paper is devoted to the mathematical study of some divergences based on the mutual information well-suited to categorical random vectors. These divergences are generalizations of the "entropy distance" and "information distance". Their…

Statistics Theory · Mathematics 2016-08-16 Jean-François Coeurjolly , Rémy Drouilhet , Jean-François Robineau

Asymptotic estimates of the hitting distribution of a long segment on the real axis for two dimensional random walks on ${\bf Z}^2$ of zero mean and finite variances are obtained: some are general and exhibit its apparent similarity to the…

Probability · Mathematics 2015-07-13 Kôhei Uchiyama

We determine the average number of distinct subsequences in a random binary string, and derive an estimate for the average number of distinct subsequences of a particular length.

Combinatorics · Mathematics 2013-10-29 Michael J. Collins

Two-sample inference for the difference of population means typically relies upon a Central Limit Theorem approximation. When data are drawn from a Negative Binomial distribution, previous work of Shilane et al. (2010) showed that a Normal…

Methodology · Statistics 2012-03-06 David Shilane , Derek Bean

The beta distribution is a basic distribution serving several purposes. It is used to model data, and also, as a more flexible version of the uniform distribution, it serves as a prior distribution for a binomial probability. The bivariate…

Methodology · Statistics 2014-09-17 Ingram Olkin , Thomas A. Trikalinos

We derive the Bayes estimator for the parameters of a multinomial distribution under two loss functions ($1-B$ and $1-B^2$) that are based on the Bhattacharyya coefficient $B(\vec{p},\vec{q}) = \sum{\sqrt{p_kq_k}}$. We formulate a…

Statistics Theory · Mathematics 2016-12-26 Christopher Ferrie , Robin Blume-Kohout

For an unknown continuous distribution on a real line, we consider the approximate estimation by the discretization. There are two methods for the discretization. First method is to divide the real line into several intervals before taking…

Statistics Theory · Mathematics 2017-10-12 Yo Sheena

In this paper, we propose an estimator of the generalized maximum mean discrepancy between several distributions, constructed by modifying a naive estimator. Asymptotic normality is obtained for this estimator both under equality of these…

Statistics Theory · Mathematics 2020-03-13 Armando Sosthene Kali Balogoun , Guy Martial Nkiet , Carlos Ogouyandjou

This paper proposes representing finite-energy signals observed within a given bandwidth as parameters of a probability distribution and employing the information-geometric framework to compute the Fisher-Rao distance between these signals,…

Information Theory · Computer Science 2025-11-07 Franck Florin

We suggest a dependence coefficient between a categorical variable and some general variable taking values in a metric space. We derive important theoretical properties and study the large sample behaviour of our suggested estimator.…

Statistics Theory · Mathematics 2025-10-03 Siegfried Hörmann , Daniel Strenger-Galvis

In this paper we consider one parameter generalizations of some non - symmetric divergence measures. Measures are \textit{relative information}, $\chi ^2 - $\textit{divergence}, \textit{relative J-divergence}, \textit{relative…

Statistics Theory · Mathematics 2007-06-13 Inder Jeet Taneja , Pranesh Kumar

We describe efficient algorithms to search for cases in which binomial coefficients are equal or almost equal, give a conjecturally complete list of all cases where two binomial coefficients differ by 1, and give some identities for…

Number Theory · Mathematics 2017-10-16 Aart Blokhuis , Andries Brouwer , Benne de Weger

We report closed-form formula for calculating the Chi square and higher-order Chi distances between statistical distributions belonging to the same exponential family with affine natural space, and instantiate those formula for the Poisson…

Information Theory · Computer Science 2015-06-17 Frank Nielsen , Richard Nock

A general formula is presented for any order derivative of Chebyshev polynomials instead of the existing recursive relationship. Hence, the Chebyshev finite difference method is made applicable not only to second order problems but also to…

Numerical Analysis · Mathematics 2016-09-15 Soner Aydinlik , Ahmet Kiris

This paper is concerned with the study of a circular random distribution called geodesic Normal distribution recently proposed for general manifolds. This distribution, parameterized by two real numbers associated to some specific location…

Statistics Theory · Mathematics 2012-02-27 Jean-François Coeurjolly , Nicolas Le Bihan

This note provides the Stein equation for weighted sums of independent $\chi^{2}$ distributions.

Probability · Mathematics 2020-02-25 Xiaohui Chen , Partha Dey

By combining a bound on the absolute value of the difference of mutual information between two joint probablity distributions with a fixed variational distance, and a bound on the probability of a maximal deviation in variational distance…

Information Theory · Computer Science 2013-01-29 A. G. Stefani , J. B. Huber , C. Jardin , H. Sticht

We provide a representation of the maximal difference between a standard Brownian bridge and its concave majorant on the unit interval, from which we deduce expressions for the distribution and density functions and moments of this…

Statistics Theory · Mathematics 2009-10-05 Fadoua Balabdaoui , Jim Pitman

The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…

Statistical Finance · Quantitative Finance 2008-12-02 Federico Bassetti

In many robotics applications, it is necessary to compute not only the distance between the robot and the environment, but also its derivative - for example, when using control barrier functions. However, since the traditional Euclidean…

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