Related papers: A Note on the Sum of Non-Identically Distributed D…

For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…

We adapt the improved duality estimates for bounded coefficients derived by Canizo et al. to the framework of cross diffusion. Since the estimates can not be directly applied we need to derive a time discrete version of their results and…

In this paper we revisited the classical problem of max-sum equivalence of randomly weighted sums in two dimensions. In opposite to the most papers in literature, we consider that there exists some interdependence between the primary random…

Standard random-effects meta-analysis relies heavily on the assumption that the underlying true effects are normally distributed. In the social sciences, where evidence synthesis increasingly involves large, highly heterogeneous datasets,…

We provide non-asymptotic bounds and asymptotic limits for convex transport costs between the distribution of partial sums of independent and identically distributed square integrable and centered random variables and the normal…

We derive asymptotic formulas for central extended binomial coefficients, which are generalizations of binomial coefficients. To do so, we relate the exact distribution of the sum of independent discrete uniform random variables to the…

In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

We conjecture that the distribution of the edge-disjoint union of two random regular graphs on the same vertex set is asymptotically equivalent to a random regular graph of the combined degree, provided it grows as the number of vertices…

Edge-exchangeable probabilistic network models generate edges as an i.i.d.~sequence from a discrete measure, providing a simple means for statistical inference of latent network properties. The measure is often constructed using the…

In the context of the Dragulescu-Yakovenko (2000) model, we show that empirical income distribution with truncated datasets, cannot be properly modeled by the one-parameter exponential distribution. However, a truncated version…

In the present article we derive an explicit expression for the trun- cated mean and variance for the multivariate normal distribution with ar- bitrary rectangular double truncation. We use the moment generating ap- proach of Tallis (1961)…

We provide a unified, probabilistic approach using renewal theory to derive some novel limits of sums for the normalized binomial coefficients and for the normalized Eulerian numbers. We also investigate some corresponding results for their…

The article addresses the problem whether indefinite double sums involving a generic sequence can be simplified in terms of indefinite single sums. Depending on the structure of the double sum, the proposed summation machinery may provide…

Applied Difference-in-Differences studies often involve outcomes that are discrete, mixed, censored, or otherwise non-continuously distributed, while policy questions frequently concern distributional effects rather than mean effects alone.…

In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…

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…

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

We study odd numbers through a straightforward indexing. We focus in particular on odd prime and composite numbers and their distribution. With a counting argument, we calculate the limit of two sums and compare their convergence rate.

We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. The main result is the…