Related papers: On the gamma difference distribution
This article provides a general expression for infinitely divisible multivariate gamma distributions defined by their Laplace transforms, as well as the conditional Laplace transform of infinitely divisible multivariate gamma…
In this article we show the relationship between the Pareto distribution and the gamma distribution. This shows that the second one, appropriately extended, explains some anomalies that arise in the practical use of extreme value theory.…
Expression for probability distribution is got taking into account a presence and removal of degeneracy on the microstates. Its application allows to describe the process of melting of solids, as saltatory phase transition of the first kind…
We present a definition of the distance between probability distributions. Our definition is based on the $L_1$ norm on space of probability measures. We compare our distance with the well-known Kullback-Leibler divergence and with the…
This paper discusses certain properties of heterogeneous hypergeometric functions with two matrix arguments. These functions are newly defined but have already appeared in statistical literature and are useful when dealing with the…
Divergence functions are measures of distance or dissimilarity between probability distributions that serve various purposes in statistics and applications. We propose decompositions of Wasserstein and Cram\'er distances$-$which compare two…
We develop a rigorous and general framework for constructing information-theoretic divergences that subsume both $f$-divergences and integral probability metrics (IPMs), such as the $1$-Wasserstein distance. We prove under which assumptions…
For one-mode light described by the Wigner function of generic Gaussian form the photon distribution function is obtained explicitly and expressed in terms of Hermite polynomials of two variables.The mean values and dispersions of photon…
Gamma-ray bursts (GRBs) are divided into two classes according to their durations. We investigate if the softness of bursts plays a role in the conventional classification of the objects. We employ the BATSE (Burst and Transient Source…
We derive general discrimination of quantum states chosen from a certain set, given initial $M$ copies of each state, and obtain the matrix inequality, which describe the bound between the maximum probability of correctly determining and…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
To what extent can we distinguish one probability distribution from another? Are there quantitative measures of distinguishability? The goal of this tutorial is to approach such questions by introducing the notion of the "distance" between…
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…
The $\mathcal{G}^0$ distribution is widely used for monopolarized SAR image modeling because it can characterize regions with different degree of texture accurately. It is indexed by three parameters: the number of looks (which can be…
Let $Y$ be a standard Gamma(k) distributed random variable, $k>0$, and let $X$ be an independent positive random variable. We prove that if $X$ has a hyperbolically monotone density of order $k$ ($HM_k$), then the distributions of $Y\cdot…
We build on the formalism developed in [arXiv:1906.08372v1] to propose new representations of solutions to Stein equations. We provide new uniform and non uniform bounds on these solutions (a.k.a.\ Stein factors). We use these…
In this paper we propose a bimodal gamma distribution using a quadratic transformation based on the alpha-skew-normal model. We discuss several properties of this distribution such as mean, variance, moments, hazard rate and entropy…
We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation for the…
This article gives a formal definition of a lognormal family of probability distributions on the set of symmetric positive definite (PD) matrices, seen as a matrix-variate extension of the univariate lognormal family of distributions. Two…
In a recent paper (Asci \textit{et al.}, 2008) it has been shown that certain random continued fractions have a density which is a product of a beta density and a hypergeometric function $_{2}F_{1}$. In the present paper we fully exploit a…