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A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…

Statistics Theory · Mathematics 2026-04-21 Nils Lid Hjort

When modeling the distribution of a set of data by a mixture of Gaussians, there are two possibilities: i) the classical one is using a set of parameters which are the proportions, the means and the variances; ii) the second is to consider…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Ali Mohammad-Djafari

We construct symmetric representations of distributions over two-dimensional plane with given mean values as convex combinations of distributions with supports containing not more than three points and with the same mean values.

Probability · Mathematics 2011-03-02 Victor Domansky

In the analysis of count data often the equidispersion assumption is not suitable, hence the Poisson regression model is inappropriate. As a generalization of the Poisson distribution, the COM-Poisson distribution can deal with under-,…

A method is introduced for the verification of nonclassicality in terms of moments of nonclassicality quasiprobability distributions. The latter are easily obtained from experimental data and will be denoted as nonclassicality moments.…

Quantum Physics · Physics 2012-06-06 Saleh Rahimi-Keshari , Thomas Kiesel , Werner Vogel

The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in…

Probability · Mathematics 2009-02-06 Sanda N. Socoll , A. D. Barbour

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 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

Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…

Methodology · Statistics 2017-12-27 Xin Chen , Xuejun Ma , Wang Zhou

Exact expressions are given for the distribution function of the ratio of a weighted sum of independent chi-squared variables to a single chi-square variable, scaled appropriately. This distribution is the generalization of the classical F…

Classical Analysis and ODEs · Mathematics 2011-03-30 Charles F. Dunkl , Donald E. Ramirez

Consider the random quadratic form $T_n=\sum_{1 \leq u < v \leq n} a_{uv} X_u X_v$, where $((a_{uv}))_{1 \leq u, v \leq n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal, and $X_1,$ $X_2, \ldots, X_n$ are i.i.d.…

Probability · Mathematics 2019-12-30 Bhaswar B. Bhattacharya , Somabha Mukherjee , Sumit Mukherjee

We use the exact calculation of the quantum mechanical, temporal characteristic function $\chi(\eta)$ and the degree of second-order coherence $g^{(2)}(\tau)$ for a single-mode, degenerate parametric amplifier for a system in the Gaussian…

Quantum Physics · Physics 2016-11-23 Moorad Alexanian

The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsallis entropy under suitable constraints. This paper shows that…

Probability · Mathematics 2015-05-14 Marjorie G. Hahn , Xinxin Jiang , Sabir Umarov

The Mallows distribution is a non-uniform distribution, first introduced over permutations to study non-ranked data, in which permutations are weighted according to their length. It can be generalized to any Coxeter group, and we study the…

Combinatorics · Mathematics 2024-06-13 Maxwell Sun

Overdispersed count data are modelled with likelihood and non-likelihood approaches. Likelihood approaches include the Poisson mixtures with three distributions, the gamma, the lognormal, and the inverse Gaussian distributions.…

Methodology · Statistics 2008-09-08 Stanley Xu , Gary Grunwald , Richard Jones

Applying the standard weighted mean formula, [sum_i {n_i sigma^{-2}_i}] / [sum_i {sigma^{-2}_i}], to determine the weighted mean of data, n_i, drawn from a Poisson distribution, will, on average, underestimate the true mean by ~1 for all…

Astrophysics · Physics 2009-10-31 Kenneth J. Mighell

We investigate a model of random spatial permutations on two-dimensional tori, and establish that the joint distribution of large cycles is asymptotically given by the Poisson--Dirichlet distribution with parameter one. The asymmetry of the…

Probability · Mathematics 2024-06-18 Alan Hammond , Tyler Helmuth

We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…

Methodology · Statistics 2019-09-17 Ali Esmaieeli Sikaroudi , Chiwoo Park

Capital distribution curve is defined as log-log plot of normalized stock capitalizations ranked in descending order. The curve displays remarkable stability over periods of time. Theory of exchangeable distributions on set partitions,…

Mathematical Finance · Quantitative Finance 2015-07-09 Sergey Sosnovskiy

We use a functional analogue of the quantile function for probability measures on $\mathbb{R}^d$ to characterize a novel limit Poisson point process for radially recentred and rescaled random vectors under a radial-directional…

Methodology · Statistics 2025-01-31 Ioannis Papastathopoulos , Lambert de Monte , Ryan Campbell , Haavard Rue
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