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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

We study the connection between probability distributions satisfying certain conditional independence (CI) constraints, and point and line arrangements in incidence geometry. To a family of CI statements, we associate a polynomial ideal…

Commutative Algebra · Mathematics 2021-04-01 Oliver Clarke , Fatemeh Mohammadi , Harshit J. Motwani

It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…

Statistics Theory · Mathematics 2021-12-14 Chin-Yuan Hu , Gwo Dong Lin

In this work some advances in the theory of curvature of two-dimensional probability manifolds corresponding to families of distributions are proposed. It is proved that location-scale distributions are hyperbolic in the Information…

Statistics Theory · Mathematics 2024-01-24 Giuseppe Giacopelli , Andrea De Gaetano

We obtain a Stein characterisation of the distribution of the product of two correlated normal random variables with non-zero means, and more generally the distribution of the sum of independent copies of such random variables. Our Stein…

Probability · Mathematics 2024-09-11 Robert E. Gaunt , Siqi Li , Heather L. Sutcliffe

The sum of independent, but not necessary identically distributed, exponential random variables follows hypoexponential distribution. We focus on a particular case when all, but one rate parameters of the exponential variables are…

Probability · Mathematics 2023-04-04 George Yanev

Recently Sasane defined a notion of evaluating a distribution at a point using delta sequences. In this paper, we explore the relationship between generalizations of his definition and the standard definition of distributional point values.…

Functional Analysis · Mathematics 2021-03-01 Ricardo Estrada , Kevin Kellinsky-Gonzalez

We consider fluctuations in the distribution of critical points - saddle points, minima and maxima - of random gaussian fields. We calculate the asymptotic limits of the two point correlation function for various critical point densities,…

Disordered Systems and Neural Networks · Physics 2011-12-12 Avraham Klein , Oded Agam

According to the Heyde theorem the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. We prove an analogue of this…

Probability · Mathematics 2019-12-03 G. M. Feldman

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

We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied,…

Probability · Mathematics 2018-10-26 Chuancun Yin , Xiuyan Sha

We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…

Methodology · Statistics 2019-04-17 Kaijie Xue , Fang Yao

The product of two zero mean correlated normal random variables, and more generally the sum of independent copies of such random variables, has received much attention in the statistics literature and appears in many application areas.…

Statistics Theory · Mathematics 2022-03-07 Robert E. Gaunt

We formalise and generalise the definition of the family of univariate double two--piece distributions, obtained by using a density--based transformation of unimodal symmetric continuous distributions with a shape parameter. The resulting…

Methodology · Statistics 2015-08-07 F. J. Rubio , M. F. J. Steel

The two-parameter Poisson--Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences with sum 1 and hence considered to govern masses of a random discrete distribution. A characterization of the…

Probability · Mathematics 2010-01-12 Kenji Handa

We study the distribution regression problem assuming the distribution of distributions has a doubling measure larger than one. First, we explore the geometry of any distributions that has doubling measure larger than one and build a small…

Machine Learning · Computer Science 2022-03-02 Ilqar Ramazanli

Hyperbolicity and dominated splitting are two of the most important concepts in the global analysis of differentiable dynamics. In this paper we give several equivalent characterizations of the dominated splitting and in particular we show…

Dynamical Systems · Mathematics 2012-09-26 Chun Fang , Mats Gyllenberg , Shitao Liu

A class of probability distributions is characterized via equalities in law between two order statistics shifted by independent exponential variables. An explicit formula for the quintile function of the identified family of distributions…

Probability · Mathematics 2011-07-26 M. Ahsanullah , V. B. Nevzorov , George P. Yanev

We consider the testing and estimation of change-points -- locations where the distribution abruptly changes -- in a data sequence. A new approach, based on scan statistics utilizing graphs representing the similarity between observations,…

Methodology · Statistics 2015-02-18 Hao Chen , Nancy Zhang

A function of the empirical characteristic function,exists for the stable distribution, which leads to a linear regression and can be used to estimate the parameters. Two approaches are often used, one to find optimal values of t, but these…

Computation · Statistics 2018-11-06 J. Martin van Zyl