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We give a detailed description of a dynamical system which enjoys a Poisson-Lie symmetry with two non-isomorphic dual groups. The system is obtained by taking the $q\to\infty$ limit of the q-deformed WZW model and the understanding of its…

Mathematical Physics · Physics 2008-12-19 Ctirad Klimcik

In this paper, we have developed a new class of sampling schemes for estimating parameters of binomial and Poisson distributions. Without any information of the unknown parameters, our sampling schemes rigorously guarantee prescribed levels…

Statistics Theory · Mathematics 2009-10-11 Xinjia Chen

We prove the Simons-Johnson theorem for the sums $S_n$ of $m$-dependent random variables, with exponential weights and limiting compound Poisson distribution $\CP(s,\lambda)$. More precisely, we give sufficient conditions for…

Statistics Theory · Mathematics 2014-02-04 V. Cekanavicius , P. Vellaisamy

In the analysis of count data often the equidispersion assumption is not suitable, hence the Poisson regression model is inappropriate. As a generalization of the Poisson distribution, the COM-Poisson distribution can deal with under-,…

The current Poisson factor models often assume that the factors are unknown, which overlooks the explanatory potential of certain observable covariates. This study focuses on high dimensional settings, where the number of the count response…

Methodology · Statistics 2024-02-26 Wei Liu , Qingzhi Zhong

A new two-parameter discrete distribution, namely the PoiG distribution is derived by the convolution of a Poisson variate and an independently distributed geometric random variable. This distribution generalizes both the Poisson and…

Methodology · Statistics 2024-07-11 Anupama Nandi , Subrata Chakraborty , Aniket Biswas

Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the fractional Poisson distribution (fPd), and the standard…

Probability · Mathematics 2021-01-12 Dexter Cahoy , Elvira Di Nardo , Federico Polito

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…

Statistics Theory · Mathematics 2009-10-05 Yaming Yu

In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…

Statistics Theory · Mathematics 2020-05-12 Laba Handique , Subrata Chakraborty

An asymptotic expansion for inverse moments of positive binomial and Poisson distributions is derived. The expansion coefficients of the asymptotic series are given by the positive central moments of the distribution. Compared to previous…

Statistics Theory · Mathematics 2009-01-16 Marko Znidaric

In this paper, a new mixed Poisson distribution is introduced. This new distribution is obtained by utilizing mixing process, with Poisson distribution as mixed distribution and Transmuted Exponential distribution as mixing distribution.…

Methodology · Statistics 2016-10-05 Deepesh Bhati , Pooja Kumawat , E. Gómez Déniz

In this paper, a connection between bi-free probability and the asymptotics of random quantum channels and tensor products of random matrices is established. Using bi-free matrix models, it is demonstrated that the spectral distribution of…

Operator Algebras · Mathematics 2024-05-30 Paul Skoufranis

This paper proposes a computationally efficient Bayesian factor model for multiple grouped count data. Adopting the link function approach, the proposed model can capture the association within and between the at-risk probabilities and…

Methodology · Statistics 2024-05-13 Genya Kobayashi , Yuta Yamauchi

Capital distribution curve is defined as log-log plot of normalized stock capitalizations ranked in descending order. The curve displays remarkable stability over periods of time. Theory of exchangeable distributions on set partitions,…

Mathematical Finance · Quantitative Finance 2015-07-09 Sergey Sosnovskiy

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…

Statistics Theory · Mathematics 2012-11-06 Serguei Dachian , Ilia Negri

The binomial and Poisson distributions have interesting relationships with the beta and gamma distributions, respectively, which involve their cumulative distribution functions and the use of conjugate priors in Bayesian statistics. We…

Statistics Theory · Mathematics 2016-10-25 Peter Peskun

In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…

Probability · Mathematics 2017-05-17 Takahiro Hasebe , Hao-Wei Huang , Jiun-Chau Wang

Consider the random quadratic form $T_n=\sum_{1 \leq u < v \leq n} a_{uv} X_u X_v$, where $((a_{uv}))_{1 \leq u, v \leq n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal, and $X_1,$ $X_2, \ldots, X_n$ are i.i.d.…

Probability · Mathematics 2019-12-30 Bhaswar B. Bhattacharya , Somabha Mukherjee , Sumit Mukherjee

We generalize the Poisson limit theorem to binary functions of random objects whose law is invariant under the action of an amenable group. Examples include stationary random fields, exchangeable sequences, and exchangeable graphs. A…

Probability · Mathematics 2024-01-19 Haoyu Ye , Peter Orbanz , Morgane Austern

There is given a characterization of the geometric distribution by the independence of linear forms with random coefficients. The result is a discrete analog of the corresponding theorem on exponential distribution. The property of linear…

Probability · Mathematics 2022-10-05 Lev Klebanov