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Statistical model checking estimates probabilities and expectations of interest in probabilistic system models by using random simulations. Its results come with statistical guarantees. However, many tools use unsound statistical methods…

Logic in Computer Science · Computer Science 2025-09-15 Carlos E. Budde , Arnd Hartmanns , Tobias Meggendorfer , Maximilian Weininger , Patrick Wienhöft

Multivariate generalized Pareto distributions arise as the limit distributions of exceedances over multivariate thresholds of random vectors in the domain of attraction of a max-stable distribution. These distributions can be parametrized…

Statistics Theory · Mathematics 2017-05-24 Holger Rootzén , Johan Segers , Jennifer L. Wadsworth

In quantitative finance, it is often necessary to analyze the distribution of the sum of specific functions of observed values at discrete points of an underlying process. Examples include the probability density function, the hedging…

Statistical Finance · Quantitative Finance 2019-08-15 Jong Jun Park , Kyungsub Lee

The distribution function of the sum of i.i.d. random variables of the special form is considered. Such sum describes messages posterior probabilities for random coding in binary symmetric channel. Close non-asymptotic lower and upper…

Information Theory · Computer Science 2025-01-17 M. V. Burnashev

Recent works have shown that the family of probability distributions with moments given by the Fuss-Catalan numbers permit a simple parameterized form for their density. We extend this result to the Raney distribution which by definition…

Mathematical Physics · Physics 2015-06-19 Peter J. Forrester , Dang-Zheng Liu

An approach featuring $s$-parametrized quasiprobability distribution functions is developed for situations where a circular topology is observed. For such an approach, a suitable set of angle-angular momentum coherent states must be…

Quantum Physics · Physics 2009-11-13 M. Ruzzi , M. A. Marchiolli , E. C. Silva , D. Galetti

This paper introduces a five-parameter lifetime model with increasing, decreasing, upside -down bathtub and bathtub shaped failure rate called as the McDonald Gompertz (McG) distribution. This new distribution extend the Gompertz,…

Methodology · Statistics 2015-05-07 Rasool Roozegar , Saeid Tahmasebi , Ali Akbar Jafari

Concept of entangled probability distribution of several random variables is introduced. These probability distributions describe multimode quantum states in probability representation of quantum mechanics. Example of entangled probability…

Quantum Physics · Physics 2023-02-28 Vladimir N. Chernega , Olga V. Man'ko , Vladimir I. Man'ko

We examine the distribution and popularity of different parameters (such as the number of descents, runs, valleys, peaks, right-to-left minima, and more) on the sets of increasing and flattened permutations. For each parameter, we provide…

Combinatorics · Mathematics 2024-10-22 Jean-Luc Baril , José L. Ramírez

We derive conditions on the products of stochastic matrices guaranteeing the existence of a unique limit invariant distribution. Belying our approach is the hereby defined notion of restricted triangulated Laman graphs. The main idea is the…

Optimization and Control · Mathematics 2020-11-03 Mohamed Ali Belabbas , Xudong Chen

We show that both aspect ratios of randomly oriented triaxial ellipsoids (representing isosurfaces of an isotropic 3D random field) can be determined from a single 2D cross-section of their sample using the probability distribution of the…

Fluid Dynamics · Physics 2014-11-17 Irina Makarenko , Andrew Fletcher , Anvar Shukurov

We compute the full probability distribution of the spectral form factor in the self-dual kicked Ising model by providing an exact lower bound for each moment and verifying numerically that the latter is saturated. We show that at large…

Chaotic Dynamics · Physics 2021-01-04 Ana Flack , Bruno Bertini , Tomaz Prosen

This paper presents a tractable analytical framework for the exact calculation of probability of node isolation and minimum node degree distribution when $N$ sensor nodes are independently and uniformly distributed inside a finite square…

Information Theory · Computer Science 2015-07-09 Zubair Khalid , Salman Durrani , Jing Guo

The univariate Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this article, we define a skewed version of the Birnbaum-Saunders…

Methodology · Statistics 2012-04-30 Artur J. Lemonte , Guillermo Martínez-Florez , Germán Moreno-Arenas

The modeling and analysis of lifetimes is an important aspect of statistical work in a wide variety of scientific and technological fields. For the first time, the called Kumaraswamy Pareto distribution is introduced and studied. The new…

Methodology · Statistics 2012-12-05 Marcelo B. Pereira , Rodrigo B. Silva , Luz M. Zea , Gauss M. Cordeiro

A new distribution is introduced, which we call the twin-t distribution. This distribution is heavy-tailed like the t distribution, but closer to normality in the central part of the curve. Its properties are described, e.g. the pdf, the…

Methodology · Statistics 2014-08-15 Rose Baker , Dan Jackson

Parametric unfolding of a true distribution distorted due to finite resolution and limited efficiency for the registration of individual events is discussed. Details of the computational algorithm of the unfolding procedure are presented.

Data Analysis, Statistics and Probability · Physics 2020-07-08 Nikolay Gagunashvili

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

We report some properties of heavy-tailed Sibuya-like distributions related to thinning, self-decomposability and branching processes. Extension of the thinning operation of on-negative integer-valued random variables to scaling by…

Probability · Mathematics 2022-05-03 Lev B. Klebanov , Michal Šumbera

Probability distributions can be read as simple expressions of information. Each continuous probability distribution describes how information changes with magnitude. Once one learns to read a probability distribution as a measurement scale…

Other Statistics · Statistics 2016-03-01 Steven A. Frank
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