Related papers: Mixture representations of noncentral distribution…
Sine-skewed circular distributions are identifiable and have easily-computable trigonometric moments and a simple random number generation algorithm, whereas they are known to have relatively low levels of asymmetry. This study proposes a…
We consider the estimation of the mixing distribution of a normal distribution where both the shift and scale are unobserved random variables. We argue that in general, the model is not identifiable. We give an elegant non-constructive…
The paper deals with planar segment processes given by a density with respect to the Poisson process. Parametric models involve reference distributions of directions and/or lengths of segments. These distributions generally do not coincide…
We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…
We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
In this paper we obtain the limit distribution for partial sums with a random number of terms following a class of mixed Poisson distributions. The resulting weak limit is a mixing between a normal distribution and an exponential family,…
We attempt to explain the ubiquity of tableaux and of Pieri and Cauchy formulae for combinatorially defined families of symmetric functions. We show that such formulae are to be expected from symmetric functions arising from representations…
In this paper, two parametric probability distributions capable to describe the statistics of X-ray photon detection by a CCD are presented. They are formulated from simple models that account for the pile-up phenomenon, in which two or…
A family of consistent tests, derived from a characterization of the probability generating function, is proposed for assessing Poissonity against a wide class of count distributions, which includes some of the most frequently adopted…
This paper presents properties and approximations of a random variable based on the zero-order modified Bessel function that results from the compounding of a zero-mean Gaussian with a $\chi^2_1$-distributed variance. This family of…
We propose a non-parametric method to cluster mixed data containing both continuous and discrete random variables. The product space of continuous and categorical sample spaces is approximated locally by analyzing neighborhoods with cluster…
This paper derives the exact transition density and cumulative distribution function of a linear combination of two independent Cox-Ingersoll-Ross (CIR) processes. By combining the Poisson Gamma mixture representation of the noncentral…
It is well-known that each statistic in the family of power divergence statistics, across $n$ trials and $r$ classifications with index parameter $\lambda\in\mathbb{R}$ (the Pearson, likelihood ratio and Freeman-Tukey statistics correspond…
We consider statistics on permutations chosen uniformly at random from fixed parabolic double cosets of the symmetric group. We show that the distribution of fixed points is asymptotically Poisson and establish central limit theorems for…
We use representation theory of the symmetric group S_n to prove Poisson limit theorems for the distribution of fixed points for three types of non-uniform permutations. First, we give results for the commutator of g and x where g and x are…
In the recent years, the notion of mixability has been developed with applications to optimal transportation, quantitative finance and operations research. An $n$-tuple of distributions is said to be jointly mixable if there exist $n$…
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…
We consider the problem of estimating the parameters in a pairwise graphical model in which the distribution of each node, conditioned on the others, may have a different parametric form. In particular, we assume that each node's…
The asymptotic distribution of the likelihood-ratio statistic for testing parameters on the boundary is well known to be a chi-squared mixture. The mixture weights have been shown to correspond to the intrinsic volumes of an associated…