Related papers: Generalized Beta Prime Distribution Applied to Fin…
In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…
In this paper, we investigate the approximation properties of solutions to the Ginzburg-Landau equation (GLE) in finite element spaces. Special attention is given to how the errors are influenced by coupling the mesh size $h$ and the…
Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…
This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous-discrete distribution with…
We generalise the known fact that for binomial $X_{n,k} \sim \mathrm{Bin}(n, k/n)$ one has $\inf_{k>1,n} \mathrm{P}(X_{n,k} \geq k) \geq \lim_{k \to 1+}\mathrm{P}(X_{2,k} \geq k) = 1/4$ to cover probabilities of exceeding a constant shift…
Split conformal prediction provides finite-sample marginal coverage under exchangeability, but this guarantee averages over the random calibration sample. We study instead the law of the calibration-conditional coverage induced by a…
Let $G$ be a finite group, let $p$ be a prime and let ${\rm Pr}_p(G)$ be the probability that two random $p$-elements of $G$ commute. In this paper we prove that ${\rm Pr}_p(G) > (p^2+p-1)/p^3$ if and only if $G$ has a normal and abelian…
Over the past two decades, shrinkage priors have become increasingly popular, and many proposals can be found in the literature. These priors aim to shrink small effects to zero while maintaining true large effects. Horseshoe-type priors…
We revisit classic balancing problems for linear extensions of a partially ordered set $P$, proving results that go far beyond many of the best earlier results on this topic. For example, with $p(x\prec y)$ the probability that $x$ precedes…
In this paper we have introduced a generalized version of alpha beta skew normal distribution in the same line of Sharafi et al. (2017) and investigated some of its basic properties. The extensions of the proposed distribution have also…
In Bayesian analysis, the selection of a prior distribution is typically done by considering each parameter in the model. While this can be convenient, in many scenarios it may be desirable to place a prior on a summary measure of the model…
Prime numbers seem to distribute among the natural numbers with no other law than that of chance, however its global distribution presents a quite remarkable smoothness. Such interplay between randomness and regularity has motivated sci-…
This paper is devoted to the complete convergence study of the finite-element approximation of Maxwell's equations in the case where the magnetic permeability is constant. Standard linear finite elements for the space discretization are…
We consider finite element approximations of ill-posed elliptic problems with conditional stability. The notion of {\emph{optimal error estimates}} is defined including both convergence with respect to mesh parameter and perturbations in…
We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…
We provide a comprehensive analysis of the two-parameter Beta distributions seen from the perspective of second-order stochastic dominance. By changing its parameters through a bijective mapping, we work with a bounded subset D instead of…
Pitman~(1999) describes a duality relationship between fragmentation and coagulation operators. An explicit relationship is described for the two-parameter Poisson-Dirichlet laws, with parameters {\footnotesize $(\alpha,\theta)$} and…
We establish the rate of convergence in the strong law of large numbers of discrete Fourier Transform of the identically distributed random variables with finite moment of order p, where 1<p<2.
In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…
We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…