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It is well known that the ratio of two independent standard Gaussian random variables follows a Cauchy distribution. Any convex combination of independent standard Cauchy random variables also follows a Cauchy distribution. In a recent…

Statistics Theory · Mathematics 2016-03-04 Natesh S. Pillai

To a higher Landau Level corresponds a generalization of the Poisson distribution arising from generalized coherent states. In this paper, we write down the atomic decomposition of this probability measure and expressed its weights through…

Probability · Mathematics 2015-02-18 Nizar Demni , Zouhair Mouayn

The ratio $P(S_n=x)/P(Z_n=x)$ is investigated for three cases: (a) when $S_n$ is a sum of 1-dependent non-negative integer-valued random variables (rvs), satisfying some moment conditions, and $Z_n$ is Poisson rv; (b) when $S_n$ is a…

Statistics Theory · Mathematics 2019-01-14 Vydas Čekanavičius , Palaniappan Vellaisamy

Poisson regression is a popular tool for modeling count data and is applied in a vast array of applications from the social to the physical sciences and beyond. Real data, however, are often over- or under-dispersed and, thus, not conducive…

Applications · Statistics 2010-11-10 Kimberly F. Sellers , Galit Shmueli

We characterize the subexponential densities on $(0,\infty)$ for compound Poisson distributions on $[0,\infty)$ with absolutely continuous L\'evy measures. As a corollary, we show that the class of all subexponential probability density…

Probability · Mathematics 2020-01-31 Takaaki Shimura , Toshiro Watanabe

The statistical distribution of the ratio of two normal random variables is characterized by its heavy-tailed nature and absence of finite moments. The shape of its density function is highly variable, capable of exhibiting unimodal or…

Probability · Mathematics 2023-11-07 Sheng Yang , Zhengtao Gui

This paper considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random…

Information Theory · Computer Science 2016-11-17 Igal Sason

In this paper, we introduce the degenerate zero-truncated Poisson random variables whose probability mass functions are a natural extension of the zero-truncated Poisson distributions, and investigate various properties of those random…

Probability · Mathematics 2019-12-02 Taekyun Kim , Dae San Kim

The distribution of the sum of r-th power of standard normal random variables is a generalization of the chi-squared distribution. In this paper, we represent the probability density function of the random variable by an one-dimensional…

Classical Analysis and ODEs · Mathematics 2018-06-25 Tamio Koyama

The paper extends the analysis of the entropies of the Poisson distribution with parameter $\lambda$. It demonstrates that the Tsallis and Sharma-Mittal entropies exhibit monotonic behavior with respect to $\lambda$, whereas two generalized…

Probability · Mathematics 2024-11-27 Dmitri Finkelshtein , Anatoliy Malyarenko , Yuliya Mishura , Kostiantyn Ralchenko

Bairamov et al. (Aust N Z J Stat 47:543-547, 2005) characterize the exponential distribution in terms of the regression of a function of a record value with its adjacent record values as covariates. We extend these results to the case of…

Probability · Mathematics 2007-07-30 George P. Yanev , M. Ahsanullah , M. I. Beg

Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a…

Statistics Theory · Mathematics 2010-11-29 V. Čekanavičius , P. Vellaisamy

Non-uniform estimates are obtained for Poisson, compound Poisson, translated Poisson, negative binomial and binomial approximations to sums of of m-dependent integer-valued random variables. Estimates for Wasserstein metric also follow…

Probability · Mathematics 2014-08-19 P. Vellaisamy , V. Cekanavicius

The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…

Probability · Mathematics 2020-12-16 George P. Yanev

We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Yaming Yu

In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…

Statistical Mechanics · Physics 2007-12-16 Silvio M. Duarte Queiros , Constantino Tsallis

In this paper, we focus on the COM-type negative binomial distribution with three parameters, which belongs to COM-type $(a,b,0)$ class distributions and family of equilibrium distributions of arbitrary birth-death process. Besides, we show…

Statistics Theory · Mathematics 2018-07-11 Huiming Zhang , Kai Tan , Bo Li

We consider the statistical properties of the gravitational field F in an infinite one-dimensional homogeneous Poisson distribution of particles, using an exponential cut-off of the pair interaction to control and study the divergences…

Statistical Mechanics · Physics 2015-05-14 Andrea Gabrielli , Michael Joyce

Certain monotonicity properties of the Poisson approximation to the binomial distribution are established. As a natural application of these results, exact (rather than approximate) tests of hypotheses on an unknown value of the parameter…

Probability · Mathematics 2020-08-05 Iosif Pinelis

The statistical characterization of the sum of random variables (RVs) are useful for investigating the performance of wireless communication systems. We derive exact closed-form expressions for the probability density function (PDF) and…

Information Theory · Computer Science 2019-10-24 Hongyang Du , Jiayi Zhang , Julian Cheng , Bo Ai