Related papers: Testing exponentiality using extropy of upper reco…
To efficiently evaluate system reliability based on Monte Carlo simulation, importance sampling is used widely. The optimal importance sampling density was derived in 1950s for the deterministic simulation model, which maps an input to an…
We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional mathematical programs and a…
The method of maximum entropy is quite a powerful tool to solve the generalized moment problem, which consists of determining the probability density of a random variable X from the knowledge of the expected values of a few functions of the…
The $k$-of-$n$ testing problem involves performing $n$ independent tests sequentially, in order to determine whether/not at least $k$ tests pass. The objective is to minimize the expected cost of testing. This is a fundamental and…
Let $P=(x_1,\ldots,x_n)$ be a population consisting of $n\ge 2$ real numbers whose sum is zero, and let $k <n$ be a positive integer. We sample $k$ elements from $P$ without replacement and denote by $X_P$ the sum of the elements in our…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
Learning of continuous exponential family distributions with unbounded support remains an important area of research for both theory and applications in high-dimensional statistics. In recent years, score matching has become a widely used…
In outlier hypothesis testing, one aims to detect outlying sequences among a given set of sequences, where most sequences are generated i.i.d. from a nominal distribution while outlying sequences (outliers) are generated i.i.d. from a…
The extropy is a measure of information introduced by Lad et al. (2015) as dual to entropy. As the entropy, it is a shift-independent information measure. We introduce here the notion of weighted extropy, a shift-dependent information…
When the target parameter for inference is a real-valued, continuous function of probabilities in the $k$-sample multinomial problem, variance estimation may be challenging. In small samples or when the function is nondifferentiable at the…
We study the problem of comparing ageing patterns of the lifetime of k-out-of-n systems. Mathematically, this reduces to being able to decide about a stochastic ordering relationship between different order statistics. We discuss such…
We combine the finite size scaling method with the meshfree spectral method to calculate quantum critical parameters for a given Hamiltonian. The basic idea is to expand the exact wave function in a finite exponential basis set and…
We introduce several infinite families of new critical exponents for the random-cluster model and present scaling arguments relating them to the k-arm exponents. We then present Monte Carlo simulations confirming these predictions. These…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…
An updated review [1] of nonextensive statistical mechanics and thermodynamics is colloquially presented. Quite naturally the possibility emerges for using the value of q-1 (entropic nonextensivity) as a simple and efficient manner to…
In nonstandard testing environments, researchers often derive ad hoc tests with correct (asymptotic) size, but their optimality properties are typically unknown a priori and difficult to assess. This paper develops a numerical framework for…
Recently, a new measure of information called extropy has been introduced by Lad, Sanfilippo and Agr\`o as the dual version of Shannon entropy. In the literature, Tsallis introduced a measure for a discrete random variable, named Tsallis…
We show that the variance of the Monte Carlo estimator that is importance sampled from an exponential family is a convex function of the natural parameter of the distribution. With this insight, we propose an adaptive importance sampling…
We give an upper bound for the exponential $\sum_{m=1}^M \exp( 2i\pi f (m))$ in terms of $M$ and $\lambda$, where $\lambda$ is a small positive number which denotes the size of the fourth derivative of the real valued function $f$. The…
The present paper considers modified extension of the exponential distribution with three parameters. We study the main properties of this new distribution, with special emphasis on its median, mode and moments function and some…