Related papers: Characterizations of Two-Points and Other Related …
We are interested in comparing probability distributions defined on Riemannian manifold. The traditional approach to study a distribution relies on locating its mean point and finding the dispersion about that point. On a general manifold…
We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…
This paper introduces some new characterizations of COM-Poisson random variables. First, it extends Moran-Chatterji characterization and generalizes Rao-Rubin characterization of Poisson distribution to COM-Poisson distribution. Then, it…
A novel approach towards construction of absolutely continuous distributions over the unit interval is proposed. Considering two absolutely continuous random variables with positive support, this method conditions on their convolution to…
This letter reports two moment extensions of the entropy of a distribution. By understanding the traditional entropy as the average of the original distribution up to a random variable transformation, the traditional moments equation become…
We study a class of one-dimensional full branch maps admitting two indifferent fixed points as well as critical points and/or unbounded derivative. Under some mild assumptions we prove the existence of a unique invariant mixing absolutely…
The zeros of complex Gaussian random polynomials, with coefficients such that the density in the underlying complex space is uniform, are known to have the same statistical properties as the zeros of the coherent state representation of…
We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.
This article provides some characterizations of extended COM-Poisson distribution: conditional distribution given the sum, functional operator characterization (Stein identity). We also give some conditions such that the extended…
The standard estimator for the two-point function of a homogeneous and isotropic random field is a special case of a larger class of least squares estimators that interpolate the function values. Using a different interpolation scheme,…
Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…
This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range dependence. The distribution of this data is assumed to be…
Application of the exact statistical inference frequently leads to a non-standard probability distributions of the considered estimators or test statistics. The exact distributions of many estimators and test statistics can be specified by…
In this article, we define the matricization of a tensor and we present some properties of the matricization. After that, we define the determinant of a tensor and we present some properties of the determinant. We define the covariance…
In this article, the exponentiated discrete Lindley distribution is presented and studied. Some important distributional properties are discussed. Using the maximum likelihood method, estimation of the model parameters is investigated.…
Data uniformity is a concept associated with several semantic data characteristics such as lack of features, correlation and sample bias. This article introduces a novel measure to assess data uniformity and detect uniform pointsets on…
In this study an attempt has been made to propose a way to develop new distribution. For this purpose, we need only idea about distribution function. Some important statistical properties of the new distribution like moments, cumulants,…
The effect of a stochastic displacement field on a statistically independent point process is analyzed. Stochastic displacement fields can be divided into two large classes: spatially correlated and uncorrelated. For both cases exact…
We consider the problem of detecting distributional changes in a sequence of high dimensional data. Our approach combines two separate statistics stemming from $L_p$ norms whose behavior is similar under $H_0$ but potentially different…
Determining information ratios of access structures is an important problem in secret sharing. Information inequalities and linear rank inequalities play an important role for proving bounds. Characteristic-dependent linear rank…