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In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the important Frechet bounds the dependence structure…

Probability · Mathematics 2011-07-26 Walter Schneider

Meta-analyses are regarded as the highest level in the hierarchy of evidence, yet standard models traditionally concentrated on estimating the mean effect size, often under restrictive assumptions about the underlying distribution, such as…

Other Statistics · Statistics 2026-04-02 Yefeng Yang , Shinichi Nakagawa

Standard nonlinear regression is commonly used when modeling indifference points due to its ability to closely follow observed data, resulting in a good model fit. However, standard nonlinear regression currently lacks a reasonable…

Methodology · Statistics 2024-06-07 Mingang Kim , Mikhail N. Koffarnus , Christopher T Franck

We provide new characterizations of two-points and some related distributions. We use properties of independence and/or identity of the distributions of suitable linear forms of random variables. Keywords: characterization of a…

Statistics Theory · Mathematics 2019-08-07 Lev Klebanov

We discuss without proof some recent advances in the theory of distributional boundary values, and give an example to show that the condition that a piecewise smooth domain has generic corners is necessary for the existence of boundary…

Complex Variables · Mathematics 2015-11-05 Debraj Chakrabarti , Rasul Shafikov

A large branch of explainable machine learning is grounded in cooperative game theory. However, research indicates that game-theoretic explanations may mislead or be hard to interpret. We argue that often there is a critical mismatch…

Machine Learning · Computer Science 2024-10-28 Luca Franceschi , Michele Donini , Cédric Archambeau , Matthias Seeger

Data valuation is a class of techniques for quantitatively assessing the value of data for applications like pricing in data marketplaces. Existing data valuation methods define a value for a discrete dataset. However, in many use cases,…

Machine Learning · Computer Science 2024-10-08 Xinyi Xu , Shuaiqi Wang , Chuan-Sheng Foo , Bryan Kian Hsiang Low , Giulia Fanti

This paper introduces a new distribution to improve tail risk modeling. Based on the classical normal distribution, we define a new distribution by a series of heat equations. Then, we use market data to verify our model.

Statistics Theory · Mathematics 2013-04-08 Xiaolin Gong , Shuzhen Yang

A cellular automata model that describes as limit cases of his parameters the spread of contagious diseases modeled by systems of ordinary or partial differential equations is developed. Periodic features of the behavior of human settlement…

Cellular Automata and Lattice Gases · Physics 2007-05-23 Ricardo Mansilla , Jose L. Gutierrez

The degree distribution, referred to as the delta-sequence of a network is studied. Using the non-normalized Lorenz curve, we apply a generalized form of the classical majorization partial order. Next, we introduce a new class of small…

General Mathematics · Mathematics 2024-03-28 Leo Egghe

We study the value-distribution of the Riemann zeta-function and related functions on and near the critical line. Amongst others, we focus on the following: The critical line is a natural boundary of the Voronin-type universality property…

Number Theory · Mathematics 2014-05-08 Thomas Christ

It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…

Statistics Theory · Mathematics 2021-04-23 Graeme Auld , Ioannis Papastathopoulos

We introduce the notion of symmetric covariation, which is a new measure of dependence between two components of a symmetric $\alpha$-stable random vector, where the stability parameter $\alpha$ measures the heavy-tailedness of its…

Statistics Theory · Mathematics 2021-05-20 Yujia Ding , Qidi Peng

We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of…

Machine Learning · Statistics 2019-05-16 Hao Song , Tom Diethe , Meelis Kull , Peter Flach

The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…

Methodology · Statistics 2017-01-18 Hien D Nguyen , Geoffrey J McLachlan

Calculation of the distribution of the average value of a Gaussian random field in a finite domain is carried out for different cases. The results of the calculation demonstrate a strong dependence of the width of the distribution on the…

Disordered Systems and Neural Networks · Physics 2015-05-13 S. V. Novikov , M. Van der Auweraer

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…

Statistical Mechanics · Physics 2014-01-08 Florian Angeletti , Eric Bertin , Patrice Abry

Finding the underlying probability distributions of a set of observed sequences under the constraint that each sequence is generated i.i.d by a distinct distribution is considered. The number of distributions, and hence the number of…

Information Theory · Computer Science 2018-10-16 Sara Shahi , Daniela Tuninetti , Natasha Devroye

Symbolic Data Analysis works with variables for which each unit or class of units takes a finite set of values/categories, an interval or a distribution (an histogram, for instance). When to each observation corresponds an empirical…

Methodology · Statistics 2013-05-01 Sónia Dias , Paula Brito

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…

Statistics Theory · Mathematics 2019-10-22 Sricharan Shah , Subrata Chakraborty , Partha Jyoti Hazarika , M. Masoom Ali