Related papers: Degenerate zero-truncated Poisson random variables
The aim of this paper is to further study some properties and identities on the degenerate Fubini and the degenerate Bell polynomials which are degenerate versions of the Fubini and the Bell polynomials, respectively. Especially, we find…
The main aim of this paper is to define and investigate a new class of the degenerate poly-Frobenius-Genocchi polynomials with the help of the polyexponential functions. In this paper, we define the degenerate poly-Frobenius-Genocchi…
Let Y be a random variable such that the moment generating function of Y exists in a neighborhood of the origin. The aim of this paper is to study probabilistic versions of the derangement polynomials, the derangement polynomials of type 2…
We provide in this paper simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with restricted parameter space for any covariance…
In this paper, we study the degenerate Eulerian polynomials and numbers and give some new and interesting identities associated with several special numbers and polynomials.
The degenerate Stirling numbers of the second kind and of the first kind, which are respectively degenerate versions of the Stirling numbers of the second kind and of the first kind, appear frequently when we study various degenerate…
In the recent development in a various disciplines of physics, it is noted the need for including the deformed versions of the exponential functions. In this paper, we consider the deformations which have two purposes: to have them like…
The authors study in detail new types of varieties with degenerate Gauss maps: varieties with multiple foci and their particular case, the so-called twisted cones. They prove an existence theorem for twisted cones and describe their…
In this note, we proved that weak limits, of sums of independent positive identically distributed random variables which are re-normalized by a non-linear shrinking transform $\max(0, x-r)$, are either degenerate or (some) compound Poisson…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
This paper introduces and characterizes a new family of continuous probability distributions applicable to norm distributions in three-dimensional random spaces, specifically for the Euclidean norm of three random Gaussian variables with…
We study sums of independent random variables that take values $0$, $1/2$, or $1$. We show that the probability mass function of the sum splits into two interleaved parts: one supported on the integers and the other supported on the…
In this paper, we introduce the degenerate Laplace transform and degenerate gamma function and investigate some properties of the degenerate Laplace transform and degenerate gamma function. From our investigation, we derive some interesting…
Matrix-form Poisson probability distributions were recently introduced as one matrix generalization of Panjer distributions. We show in this paper that under the constraint that their representation is to be nonnegative, they have a…
This paper proposes a new generalized linear model with the fractional binomial distribution. Zero-inflated Poisson/negative binomial distributions are used for count data with many zeros. To analyze the association of such a count variable…
We consider three new classes of exponential dispersion models of discrete probability distributions which are defined by specifying their variance functions in their mean value parameterization. In a previous paper (Bar-Lev and Ridder,…
In this paper, we develop a general theory on the coverage probability of random intervals defined in terms of discrete random variables with continuous parameter spaces. The theory shows that the minimum coverage probabilities of random…
From the distributional characterizations that lie at the heart of Stein's method we derive explicit formulae for the mass functions of discrete probability laws that identify those distributions. These identities are applied to develop…
In this note we present a series expansion of inverse moments of a non-negative discrete random variate in terms of its factorial cumulants, based on the Poisson-Charlier expansion of a discrete distribution. We apply the general method to…
A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's…