Related papers: Mean skewness measures
We provide a fully statistical analysis of the results of a Bell test beyond mean values. This is possible in a practical scheme where all the observables involved in the test are simultaneously measured at the expense of unavoidably…
Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the…
Metric adjusted skew information, induced from quantum Fisher information, is a well-known family of resource measures in the resource theory of asymmetry. However, its asymptotic rates are not valid asymmetry monotone since it has an…
Choice consistency with utility maximization, as a key assumption in economics, has been extensively used to evaluate decision quality of individuals and to predict real-world outcomes across different contexts. Here we investigate the…
Often it is not easy to choose between estimators, based on the estimated MSE and bias using simulation studies. Normality in small samples and a variance of the estimator, which is correct and easy to calculate using a single sample, give…
This paper introduces a new version of the smoothly trimmed mean with a more general version of weights, which can be used as an alternative to the classical trimmed mean. We derive its asymptotic variance and to further investigate its…
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-analysis is the aggregation of data from multiple studies to find patterns across a broad range relating to a particular subject. It is becoming increasingly useful to apply meta-analysis to summarize these studies being done across…
Collapsibility deals with the conditions under which a conditional (on a covariate W) measure of association between two random variables X and Y equals the marginal measure of association, under the assumption of homogeneity over the…
A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of…
Accurate density estimation methodologies play an integral role in a variety of scientific disciplines, with applications including simulation models, decision support tools, and exploratory data analysis. In the past, histograms and kernel…
A large class of problems in sciences and engineering can be formulated as the general problem of constructing random intervals with pre-specified coverage probabilities for the mean. Wee propose a general approach for statistical inference…
We investigate the average coherence with respect to a complete set of complementary measurements. By using a Wigner-Yanase skew information-based coherence measure introduced in [Phys. Rev. A \textbf{96}, 022130, 2017], we evaluate the…
The era of big data is coming, and evidence-based medicine is attracting increasing attention to improve decision making in medical practice via integrating evidence from well designed and conducted clinical research. Meta-analysis is a…
In this paper, we consider the nonasymptotic sequential estimation of means of random variables bounded in between zero and one. We have rigorously demonstrated that, in order to guarantee prescribed relative precision and confidence level,…
Weighting methods are widely used to adjust for covariates in observational studies, sample surveys, and regression settings. In this paper, we study a class of recently proposed weighting methods which find the weights of minimum…
Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…
In this paper, by minimizing the coherence quantifiers over all states in an $\epsilon$ ball around a given state, we define a generalized smooth quantifier, called the $\epsilon$-smooth measure of coherence. We use it to estimate the…
In this paper we propose a method to construct probability measures on the space of convex bodies with a given pushforward distribution. Concretely we show that there is a measure on the metric space of centrally symmetric convex bodies,…
This paper examines eight measures of skewness and Mardia measure of kurtosis for skew-elliptical distributions. Multivariate measures of skewness considered include Mardia, Malkovich-Afifi, Isogai, Song, Balakrishnan-Brito-Quiroz,…