Related papers: On the gamma difference distribution
Here I present the analytic form of two common distance metrics, the symmetrised Kullback-Leibler Divergence and the Kolmogorov-Smirnov statistic, as well as an extension of the Kolmogorov-Smirnov statistic for comparing theoretical gamma…
In this paper, we propose two new flexible Gini indices (extended lower and upper) defined via differences between the $i$-th observation, the smallest order statistic, and the largest order statistic, for any $1 \leqslant i \leqslant m$.…
One of the most important task of the Gamma-Ray Burst field is the classification of the bursts. Many researches have proven the existence of the third kind (intermediate duration) of GRBs in the BATSE data. Recent works have analyzed…
Calculation of the distribution of the average value of a Gaussian random field in a finite domain is carried out for different cases. The results of the calculation demonstrate a strong dependence of the width of the distribution on the…
We propose an approach for testing the hypothesis that two realizations of the random variables in the form of histograms are taken from the same statistical population (i.e. that two histograms are drawn from the same distribution). The…
Asmussen and Lehtomaa [Distinguishing log-concavity from heavy tails. Risks 5(10), 2017] introduced an interesting function $g$ which is able to distinguish between log-convex and log-concave tail behaviour of distributions, and proposed a…
The normal distribution is well-known for several results that it is the only to fulfil. The aim of the present paper is to show that many of these characterizations actually follow from the fact that the derivative of the log-density of…
Partitioning a set of elements into subsets of a priori unknown sizes is essential in many applications. These subset sizes are rarely explicitly learned - be it the cluster sizes in clustering applications or the number of shared versus…
The Gaussian function (GF) is widely used to explain the behavior or statistical distribution of many natural phenomena as well as industrial processes in different disciplines of engineering and applied science. For example, the GF can be…
For a given data set the problem of selecting either Lindley or xgamma distribution with unknown parameter is investigated in this article. Both these distributions can be used quite effectively for analyzing skewed non-negative data and in…
A new inequality between some functional of probability distribution functions is given. The inequality is based on strict convexity of a function used in functional definition. Equality sign in the inequality gives a characteristic…
This article aims to introduced a new lifetime distribution named as exponentiated xgamma distribution (EXGD). The new generalization obtained from xgamma distribution, a special finite mixture of exponential and gamma distributions. The…
We consider the set of power functions defined on the set of positive real number, and their linear combinations. After recalling some properties of the gamma function, we give two general definitions of derivatives of positive and negative…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
We consider a generalization of the variance-gamma (generalized asymmetric Laplace) distribution, defined as a normal mean - variance mixture with a gamma mixing distribution. While this model is typically studied in the univariate setting,…
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research…
The low energy spectra of some gamma-ray bursts' show excess components beside the power-law dependence. The consequences of such a feature allows to estimate the gamma photometric redshift of the long gamma-ray bursts in the BATSE Catalog.…
In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…
We consider Gibbs distributions, which are families of probability distributions over a discrete space $\Omega$ with probability mass function of the form $\mu^\Omega_\beta(\omega) \propto e^{\beta H(\omega)}$ for $\beta$ in an interval…