Related papers: Background driving distribution functions and seri…
For a given discrete decomposable graphical model, we identify several alternative parametrizations, and construct the corresponding reference priors for suitable groupings of the parameters. Specifically, assuming that the cliques of the…
In this paper, we introduce the degenerate gamma random variables which are connected with the degenerate gamma functions and the degenerate exponential functions, and deduce the expectation and variance of those random variables.
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the product $XY$ is derived. Some basic distributional properties are also derived, including…
The information geometry of the 2-manifold of gamma probability density functions provides a framework in which pseudorandom number generators may be evaluated using a neighbourhood of the curve of exponential density functions. The process…
We introduce a general approach to characterize composite fading models based on inverse gamma (IG) shadowing. We first determine to what extent the IG distribution is an adequate choice for modeling shadow fading, by means of a…
In this paper we introduce a new probability distribution on (0,1), associated with the I-function, namely, the I-function distribution. This distribution generalizes several known distributions with positive support. It is also shown that…
The copula representations for conditionally independent random variables and the distribution properties of order statistics of these random variables are studied.
A new generator of univariate continuous distributions, with two additional parameters, called the Log-Lindley generated family is introduced. Some special distributions in the new family are presented. Some mathematical properties of the…
We propose a new class of models for random permutations, which we call log-linear models, by the analogy with log-linear models used in the analysis of contingency tables. As a special case, we study the family of all Luce-decomposable…
This work is devoted to the formulation and derivation of the $\eta{-}\mu{/}$gamma and $\lambda{-}\mu{/}$gamma distributions which correspond to physical fading models. These distributions are composite and are based on the $\eta-\mu$ and…
Sine-skewed circular distributions are identifiable and have easily-computable trigonometric moments and a simple random number generation algorithm, whereas they are known to have relatively low levels of asymmetry. This study proposes a…
To study gap acceptance behaviour one needs the distribution (or probability density function) of gaps in the opposing stream. Further, in these times of widespread availability of large computing powers, traffic simulation has emerged as a…
In a recent article a generalization of the binomial distribution associated with a sequence of positive numbers was examined. The analysis of the nonnegativeness of the formal expressions was a key-point to allow to give them a statistical…
A rigorous connection between large deviations theory and Gamma-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable maps, a large deviations principle for…
It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are…
Given a domain G, a reflection vector field d(.) on the boundary of G, and drift and dispersion coefficients b(.) and \sigma(.), let L be the usual second-order elliptic operator associated with b(.) and \sigma(.). Under suitable…
In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…
Lognormal random variables appear naturally in many engineering disciplines, including wireless communications, reliability theory, and finance. So, too, does the sum of (correlated) lognormal random variables. Unfortunately, no closed form…
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…
The notion of random self-decomposability is generalized here. Its relation to self-decomposability, Harris infinite divisibility and its connection with a stationary first order generalized autoregressive model are presented. The notion is…