Related papers: Method of Moments Histograms
Hierarchical models allow for heterogeneous behaviours in a population while simultaneously borrowing estimation strength across all subpopulations. Unfortunately, existing likelihood-based methods for fitting hierarchical models have high…
Skewness measures can be used to measure the level of asymmetry of a distribution. Given the prevalence of statistical methods that assume underlying symmetry, and also the desire for symmetry in order to make meaningful judgements for…
Birnbaum-Saunders models have been widely used to model positively skewed data. In this paper, we introduce a bivariate Birnbaum-Saunders distribution which has the means as parameters. We present some properties of the univariate and…
The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regression. A standard approach reduces the problem to a finite…
Accurate reconstruction of probability density functions (PDFs) from data is essential in engineering applications. Classical global moment-based polynomial approximations often suffer from oscillations, instability in the tails, and…
Suppose $k$ centers are fit to $m$ points by heuristically minimizing the $k$-means cost; what is the corresponding fit over the source distribution? This question is resolved here for distributions with $p\geq 4$ bounded moments; in…
Predictions are often probabilities; e.g., a prediction could be for precipitation tomorrow, but with only a 30% chance. Given such probabilistic predictions together with the actual outcomes, "reliability diagrams" help detect and diagnose…
Meta-analyses are commonly used to provide solid evidence across numerous studies. Traditional moment methods, such as the DerSimonian-Laird method, remain popular in spite of the availability of more accurate alternatives. While moment…
Various methods have been proposed to approximate a solution to the truncated Hausdorff moment problem. In this paper, we establish a method of comparison for the performance of the approximations. Three ways of producing random moment…
Meta distributions (MDs) are refined performance metrics in wireless networks modeled using point processes. While there is no known method to directly calculate MDs, the moments of the underlying conditional distributions (given the point…
Periodically occurring accumulations of events or measured values are present in many time-dependent datasets and can be of interest for analyses. The frequency of such periodic behavior is often not known in advance, making it difficult to…
The uncertainty or the variability of the data may be treated by considering, rather than a single value for each data, the interval of values in which it may fall. This paper studies the derivation of basic description statistics for…
Estimating frequency moments of data streams is a very well studied problem and tight bounds are known on the amount of space that is necessary and sufficient when the stream is adversarially ordered. Recently, motivated by various…
The Median Based Unit Weibull is a new 2 parameter unit Weibull distribution defined on the unit interval (0,1). Estimation of the parameters using MLE encountered some problems like large variance. Using generalized method of moments…
We describe various moment-based ensemble interpretation models for the construction of probabilistic temperature forecasts from ensembles. We apply the methods to one year of medium range ensemble forecasts and perform in and out of sample…
A common problem in physics is to fit regression data by a parametric class of functions, and to decide whether a certain functional form allows for a good fit of the data. Common goodness of fit methods are based on the calculation of the…
With recent advances in sequencing technologies, large amounts of epigenomic data have become available and computational methods are contributing significantly to the progress of epigenetic research. As an orthogonal approach to methods…
In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical…
Spherical symmetry arguments are used to produce a general device to convert identities and inequalities for the $p$th absolute moments of real-valued random variables into the corresponding identities and inequalities for the $p$th moments…
We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…