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Inference in models where the parameter is defined by moment inequalities is of interest in many areas of economics. This paper develops a new method for improving the performance of generalized moment selection (GMS) testing procedures in…

Econometrics · Economics 2020-08-26 Rami V. Tabri , Christopher D. Walker

The computation of two Bayesian predictive distributions which are discrete mixtures of incomplete beta functions is considered. The number of iterations can easily become large for these distributions and thus, the accuracy of the result…

Statistics Theory · Mathematics 2007-06-13 Jacques Poitevineau , Bruno Lecoutre

The Poisson-Kingman distributions, $\mathrm{PK}(\rho)$, on the infinite simplex, can be constructed from a Poisson point process having intensity density $\rho$ or by taking the ranked jumps up till a specified time of a subordinator with…

Probability · Mathematics 2018-02-09 Yuguang Fan Ipsen , Ross A. Maller

We present a class of positive discrete random variables extending the Conway--Maxwell-Poisson distribution. This class emerges in a natural way from an application in queueing theory and contains distributions exhibiting quite different…

Probability · Mathematics 2025-07-15 G. D'Onofrio , F. Polito , Z. Tomovski

We propose two-stage and sequential procedures to estimate the unknown parameter N of a binomial distribution with unknown parameter p, when we reinforce data with an independent sample of a negative-binomial experiment having the same p.

Methodology · Statistics 2022-04-14 Yaakov Malinovsky , Shelemyahu Zacks

Two multivariate committee distributions are shown to belong to Berg's family of factorial series distributions and Kemp's family of generalized hypergeometric factorial moment distributions. Exact moment formulas, upper and lower bounds,…

Combinatorics · Mathematics 2019-08-15 Jonathan Burns

We study the convergence of probability measures in terms of moments by applying operators to their Bessel generating functions. We consider a general setting of applying operators such as the Dunkl operator to formal power series that are…

Probability · Mathematics 2025-08-14 Andrew Yao

We calculate, for a branching random walk $X_n(l)$ to a leaf $l$ at depth $n$ on a binary tree, the positive integer moments of the random variable $\frac{1}{2^{n}}\sum_{l=1}^{2^n}e^{2\beta X_n(l)}$, for $\beta\in\mathbb{R}$. We obtain…

Mathematical Physics · Physics 2021-01-15 E. C. Bailey , J. P. Keating

For delta operator $aD-bD^{p+1}$ we find the corresponding polynomial sequence of binomial type and relations with Fuss numbers. In the case $D-\frac{1}{2}D^2$ we show that the corresponding Bessel-Carlitz polynomials are moments of the…

Probability · Mathematics 2015-08-04 Wojciech Młotkowski , Anna Romanowicz

We introduce a certain discrete probability distribution $P_{n,m,k,l;q}$ having non-negative integer parameters $n,m,k,l$ and quantum parameter $q$ which arises from a zonal spherical function of the Grassmannian over the finite field…

Representation Theory · Mathematics 2025-11-18 Masahito Hayashi , Akihito Hora , Shintarou Yanagida

We consider the number distribution of topological defects resulting from the finite-time crossing of a continuous phase transition and identify signatures of universality beyond the mean value, predicted by the Kibble-Zurek mechanism.…

Statistical Mechanics · Physics 2020-06-24 Fernando J. Gómez-Ruiz , Jack J. Mayo , Adolfo del Campo

We investigate the KNO scaling function of the modified negative binomial distribution (MNBD), because this MNBD can explain the oscillating behaviors of the cumulant moment observed in $e^+e^-$ annihilations and in hadronic collisions. By…

High Energy Physics - Phenomenology · Physics 2007-05-23 N. Nakajima , M. Biyajima , N. Suzuki

We study probability distributions of convergent random series of a special structure, called perpetuities. By giving a new argument, we prove that such distributions are of pure type: degenerate, absolutely continuous, or continuously…

Probability · Mathematics 2008-03-27 Gerold Alsmeyer , Alex Iksanov , Uwe Roesler

We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…

Methodology · Statistics 2010-08-17 Wagner Barreto-Souza , Alessandro H. S. Santos , Gauss M. Cordeiro

The estimation of a probability p from repeated Bernoulli trials is considered in this paper. A sequential approach is followed, using a simple stopping rule. A closed-form expression and an upper bound are obtained for the mean absolute…

Statistics Theory · Mathematics 2018-12-19 Luis Mendo

We consider a number $\nu_n$ of components in a random graph $G(n,p)$ with $n$ vertices, where the probability of an edge is equal to $p$. By operating with special generating functions we shows the next asymptotic relation for factorial…

Probability · Mathematics 2019-04-03 Nikolay Kazimirow

Consider $n$ iid real-valued random vectors of size $k$ having iid coordinates with a general distribution function $F$. A vector is a maximum if and only if there is no other vector in the sample which weakly dominates it in all…

Probability · Mathematics 2023-02-20 Royi Jacobovic , Or Zuk

In this paper, we define and discuss $\mathcal{R}(p,q)$- deformations of basic univariate discrete distributions of the probability theory. We mainly focus on binomial, Euler, P\'olya and inverse P\'olya distributions. We discuss relevant…

Probability · Mathematics 2019-10-29 Mahouton Norbert Hounkonnou , Fridolin Melong

The absolute moments of probability distributions are much more complicated than conventional ones. By using a direct and simpler approach, we retreat P. L. Hsu's (1951, J. Chinese Math. Soc., Vol. 1, pp. 257-280) formulas in terms of the…

Probability · Mathematics 2019-01-01 Gwo Dong Lin , Chin-Yuan Hu

Negative binomial regression is essential for analyzing over-dispersed count data in in comparative studies, but parameter estimation becomes computationally challenging in large screens requiring millions of comparisons. We investigate…

Machine Learning · Statistics 2025-08-07 Valentine Svensson
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