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Related papers: On Some Properties of the Beta Normal Distribution

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A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

In this paper, we extend Beta distribution to 2 by 2 matrix and give the analytical formula for its moments. Our analytical formula can be used to analyze the asymptotic behavior of Beta distribution for 2 by 2 matrix.

Applications · Statistics 2020-09-15 Feng Zhao

In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…

Statistics Theory · Mathematics 2025-10-07 Henrik Kaiser

This article gives a formula for associated Stirling numbers of the second kind based on the moment of a sum of independent random variables having a beta distribution. From this formula we deduce, using probabilistic approaches, lower and…

Probability · Mathematics 2026-01-14 Jakub Gismatullin , Patrick Tardivel

Extended geometric distribution is defined and its mixture is characterized by the property of having completely monotone probability sequence. Also, convolution equations and probability generating functions are used to characterize…

Statistics Theory · Mathematics 2007-06-13 E Sandhya , S Sherly , M K Jos , N Raju

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

Statistical Mechanics · Physics 2007-05-23 James P. Crutchfield , David P. Feldman

A new family of distributions on the circle is introduced which are a generalization of the Cardioid distributions. The elementary properties such as mean, variance and the characteristic function are computed. The distribution is either…

Probability · Mathematics 2020-01-03 Erfan Salavati

The Conway-Maxwell-Poisson (CMP) distribution is a natural two-parameter generalisation of the Poisson distribution which has received some attention in the statistics literature in recent years by offering flexible generalisations of some…

Probability · Mathematics 2017-03-17 Fraser Daly , Robert E. Gaunt

We introduce a binary relation on the finite discrete probability distributions which generalizes notions of majorization that have been studied in quantum information theory. Motivated by questions in thermodynamics, our relation describes…

Information Theory · Computer Science 2016-04-12 Markus P. Mueller , Michele Pastena

We derive out naturally some important distributions such as high order normal distributions and high order exponent distributions and the Gamma distribution from a geometrical way. Further, we obtain the exact mean-values of integral form…

Probability · Mathematics 2017-05-04 Cheng-shi Liu

Similar to the generalized extreme value (GEV) family, the generalized extreme value distributions under power normalization are introduced by Roudsari (1999) and Barakat et al. (2013). In this article, we study the asymptotic behavior of…

Applications · Statistics 2017-12-01 Ali Saeb

The break-by-one gamma distribution has a probability density function resembling the Schechter function, but with the small-argument behavior modified so it is normalizable in commonly arising cases where the Schechter function is not. Its…

Cosmology and Nongalactic Astrophysics · Physics 2020-07-31 Thomas J. Loredo

We show that beta ensembles in Random Matrix Theory with generic real analytic potential have the asymptotic equipartition property. In addition, we prove a Central Limit Theorem for the density of the eigenvalues of these ensembles.

Probability · Mathematics 2015-06-12 Alexander Bufetov , Sevak Mkrtchyan , Maria Shcherbina , Alexander Soshnikov

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…

Statistics Theory · Mathematics 2024-08-30 Brijesh P. Singh , Utpal Dhar Das , Sandeep Singh

From the distributional characterizations that lie at the heart of Stein's method we derive explicit formulae for the mass functions of discrete probability laws that identify those distributions. These identities are applied to develop…

Methodology · Statistics 2022-02-16 Steffen Betsch , Bruno Ebner , Franz Nestmann

We quantify a social organization's potentiality, that is its ability to attain different configurations. The organization is represented as a network in which nodes correspond to individuals and (multi-)edges to their multiple…

Physics and Society · Physics 2019-09-18 Christian Zingg , Giona Casiraghi , Giacomo Vaccario , Frank Schweitzer

We construct the generalized entropy optimized by a given arbitrary statistical distribution with a finite linear expectation value of a random quantity of interest. This offers, via the maximum entropy principle, a unified basis for a…

Statistical Mechanics · Physics 2009-11-07 Sumiyoshi Abe

Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Prasad Tetali

Motivated by a probabilistic analysis of a simple game (itself inspired by a problem in computational learning theory) we introduce the \emph{moment zeta function} of a probability distribution, and study in depth some asymptotic properties…

Number Theory · Mathematics 2007-05-23 Igor Rivin

An important issue in survival analysis is the investigation and the modeling of hazard rates. Within a Bayesian nonparametric framework, a natural and popular approach is to model hazard rates as kernel mixtures with respect to a…

Statistics Theory · Mathematics 2009-08-14 Pierpaolo De Blasi , Giovanni Peccati , Igor Prünster