Related papers: Choquet random sup-measures with aggregations
A composite likelihood is an inference function derived by multiplying a set of likelihood components. This approach provides a flexible framework for drawing inference when the likelihood function of a statistical model is computationally…
In this paper relations among some kinds of cumulative entropies and moments of order statistics are presented. By using some characterizations and the symmetry of a non negative and absolutely continuous random variable X, lower and upper…
Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…
We present a new approach for random sampling of contingency tables of any size and constraints based on a recently introduced $\textit{probabilistic divide-and-conquer}$ technique. A simple exact sampling algorithm is presented for…
We initiate a systematic investigation of distribution testing in the framework of algorithmic replicability. Specifically, given independent samples from a collection of probability distributions, the goal is to characterize the sample…
Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…
We propose the finite mixture of skewed sub-Gaussian stable distributions. The maximum likelihood estimator for the parameters of proposed finite mixture model is computed through the expectation-maximization algorithm. The proposed model…
Many automatic sequences, such as the Thue-Morse sequence or the Rudin-Shapiro sequence, have some desirable features of pseudorandomness such as a large linear complexity and a small well-distribution measure. However, they also have some…
We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…
In finite probability theory, events are subsets of the outcome set. Subsets can be represented by 1-dimensional column vectors. By extending the representation of events to two dimensional matrices, we can introduce "superposition events."…
The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…
Multivariate extreme-value analysis is concerned with the extremes in a multivariate random sample, that is, points of which at least some components have exceptionally large values. Mathematical theory suggests the use of max-stable models…
For nonstationary, strongly mixing sequences of random variables taking their values in a finite-dimensional Euclidean space, with the partial sums being normalized via matrix multiplication, with certain standard conditions being met, the…
Empirical likelihood is a popular nonparametric or semi-parametric statistical method with many nice statistical properties. Yet when the sample size is small, or the dimension of the accompanying estimating function is high, the…
The push-sum algorithm allows distributed computing of the average on a directed graph, and is particularly relevant when one is restricted to one-way and/or asynchronous communications. We investigate its behavior in the presence of…
We formulate the statistics of the discrete multicomponent fragmentation event using a methodology borrowed from statistical mechanics. We generate the ensemble of all feasible distributions that can be formed when a single integer…
Adaptive experiments use preliminary analyses of the data to inform further course of action and are commonly used in many disciplines including medical and social sciences. Because the null hypothesis and experimental design are…
A new method to simulate probability distributions in regions where the events are VERY unlikely (e.g. p ~ 10^{-40}) is presented. The basic idea is to represent the underlying probability space by the phase space of a physical system. The…
We consider a stationary random field indexed by an increasing sequence of subsets of $\mathbb{Z}^d$ obeying a very broad geometrical assumption on how the sequence expands. Under certain mixing and local conditions, we show how the tail…
We provide the analytic forms of the distributions for the sum of ordered spacings. We do this both for the case where the boundaries are included in the calculation of the spacings and the case where they are excluded. Both the probability…