Related papers: On arbitrarily underdispersed Conway-Maxwell-Poiss…
In this paper, a multivariate count distribution with Conway-Maxwell (COM)-Poisson marginals is proposed. To do this, we develop a modification of the Sarmanov method for constructing multivariate distributions. Our multivariate COM-Poisson…
Despite the remarkable empirical success of score-based diffusion models, their statistical guarantees remain underdeveloped. Existing analyses often provide pessimistic convergence rates that do not reflect the intrinsic low-dimensional…
In this article we survey properties of mixed Poisson distributions and probabilistic aspects of the Stirling transform: given a non-negative random variable $X$ with moment sequence $(\mu_s)_{s\in\mathbb{N}}$ we determine a discrete random…
Real count data time series often show the phenomenon of the underdispersion and overdispersion. In this paper, we develop two extensions of the first-order integer-valued autoregressive process with Poisson innovations, based on binomial…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our main result is a proof that for sufficiently small values of the rate parameter $\lambda$,…
Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…
We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…
Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…
We extend a recently established asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The new results show that the maximum likelihood estimators of all model parameters have asymptotically…
In this paper, we study compound bi-free Poisson distributions for {\sl two-faced families of random variables}. We prove a Poisson limit theorem for compound bi-free Poisson distributions. Furthermore, a bi-free infinitely divisible…
Statistical inference on the mean of a Poisson distribution is a fundamentally important problem with modern applications in, e.g., particle physics. The discreteness of the Poisson distribution makes this problem surprisingly challenging,…
The histogram estimator of a discrete probability mass function often exhibits undesirable properties related to zero probability estimation both within the observed range of counts and outside into the tails of the distribution. To…
There are some real life issues that are exists in nature which has early failure. This type of problems can be modelled either by a complex distribution having more than one parameter or by finite mixture of some distribution. In this…
Non-Gaussian outcomes are often modeled using members of the so-called exponential family. Notorious members are the Bernoulli model for binary data, leading to logistic regression, and the Poisson model for count data, leading to Poisson…
The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…
Let $X$ have a Generalized Poisson distribution with mean $kb$, where $b$ is a known constant in the unit interval and $k$ is a discrete, non-negative parameter. We show that if an uninformative uniform prior for $k$ is assumed, then the…
We revisit the problem of Gaussian mean testing in a distributed, communication constrained setting, where each of $n$ users independently observes samples from an unknown $d$-dimensional spherical Gaussian distribution…
To a higher Landau Level corresponds a generalization of the Poisson distribution arising from generalized coherent states. In this paper, we write down the atomic decomposition of this probability measure and expressed its weights through…
We introduce methods to bound the mean of a discrete distribution (or finite population) based on sample data, for random variables with a known set of possible values. In particular, the methods can be applied to categorical data with…