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Density ratio estimation in high dimensions can be reframed as integrating a certain quantity, the time score, over probability paths which interpolate between the two densities. In practice, the time score has to be estimated based on…

Machine Learning · Computer Science 2025-06-13 Hanlin Yu , Arto Klami , Aapo Hyvärinen , Anna Korba , Omar Chehab

The modes of a statistical population are high frequency points around which most of the probability mass is accumulated. For the particular case of circular densities, we address the problem of testing if, given an observed sample of a…

Methodology · Statistics 2025-01-07 Diego Bolón , Rosa M. Crujeiras , Alberto Rodríguez-Casal

In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…

Methodology · Statistics 2022-04-05 Bowen Liu , Malwane M. A. Ananda

The Gumbel model is a very popular statistical model due to its wide applicability for instance in the course of certain survival, environmental, financial or reliability studies. In this work, we have introduced a bimodal generalization of…

Methodology · Statistics 2021-06-22 Cira E. G. Otiniano , Roberto Vila , Pedro C. Brom , Marcelo Bourguignon

A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these…

Probability · Mathematics 2015-02-10 Lev B. Klebanov , Svetlozar T. Rachev

In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…

Applications · Statistics 2018-07-04 Abhimanyu Singh Yadav , Hassan S. Bakouch , Sanjay Kumar Singh , Umesh Singh

This paper provides a characterization of all possible dependency structures between two stochastically ordered random variables. The answer is given in terms of copulas that are compatible with the stochastic order and the marginal…

Probability · Mathematics 2019-12-16 Sebastian Arnold , Ilya Molchanov , Johanna F. Ziegel

The presence of a phase transition in a finite system can be deduced, together with its order, from the shape of the distribution of the order parameter. This issue has been extensively studied in multifragmentation experiments, with…

Nuclear Theory · Physics 2008-11-26 F. Gulminelli

We have observed a bimodal behaviour of the distribution of the asymmetry between the charges of the two heaviest products resulting from the decay of the quasi-projectile released in binary Xe+Sn and Au+Au collisions from 60 to 100 MeV/u.…

Nuclear Experiment · Physics 2008-11-26 M. Pichon , B. Tamain , R. Bougault , F. Gulminelli , O. Lopez

We present new sampling methods in finite population that allow to control the joint inclusion probabilities of units and especially the spreading of sampled units in the population. They are based on the use of renewal chains and…

Methodology · Statistics 2017-04-12 Yves Tillé , Lionel Qualité , Matthieu Wilhelm

A new distribution on (0, 1), generalized Log-Lindley distribution, is proposed by extending the Log-Lindley distribution. This new distribution is shown to be a weighted Log-Lindley distribution. Important probabilistic and statistical…

Statistics Theory · Mathematics 2020-02-07 S. Chakraborty , S. H. Ong , C. M. Ng

The tails of the distribution of a mean zero, variance $\sigma^2$ random variable $Y$ satisfy concentration of measure inequalities of the form $\mathbb{P}(Y \ge t) \le \exp(-B(t))$ for $$ B(t)=\frac{t^2}{2( \sigma^2 + ct)} \quad \mbox{for…

Probability · Mathematics 2014-11-26 Larry Goldstein , Umit Islak

We provide conditions for the stochastic dominance comparisons of a risk $X$ and an associated risk $X+Z$, where $Z$ represents the uncertainty due to the environment and where $X$ and $Z$ can be dependent. The comparisons depend on both…

Statistics Theory · Mathematics 2025-03-10 Jorge Navarro , José M. Zapata

In this paper, we introduce a new distribution generated by Lindley random variable which offers a more flexible model for modelling lifetime data. Various statistical properties like distribution function, survival function, moments,…

Applications · Statistics 2016-11-25 Deepesh Bhati , Mohd. Aamir Malik

We propose a general new method, the conditional permutation test, for testing the conditional independence of variables $X$ and $Y$ given a potentially high-dimensional random vector $Z$ that may contain confounding factors. The proposed…

Methodology · Statistics 2019-05-08 Thomas B. Berrett , Yi Wang , Rina Foygel Barber , Richard J. Samworth

The two-parameter Birnbaum-Saunders distribution has been used succesfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data…

Methodology · Statistics 2011-11-22 Artur J. Lemonte , Silvia L. P. Ferrari

In clinical studies with paired organs, binary outcomes often exhibit intra-subject correlation and may include a mixture of unilateral and bilateral observations. Under Donner's constant correlation model, we develop three likelihood-based…

Methodology · Statistics 2025-10-22 Jia Zhou , Chang-Xing Ma

We offer a new perspective on risk aggregation with FGM copulas. Along the way, we discover new results and revisit existing ones, providing simpler formulas than one can find in the existing literature. This paper builds on two novel…

Statistics Theory · Mathematics 2022-08-01 Christopher Blier-Wong , Hélène Cossette , Etienne Marceau

Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the…

Statistics Theory · Mathematics 2010-10-11 Michael V. Boutsikas , Eutichia Vaggelatou

In this paper, we introduce a bivariate exponentaited generalized Weibull-Gompertz distribution. The model introduced here is of Marshall-Olkin type. Several properties are studied such as bivariate probability density function and it is…

Statistics Theory · Mathematics 2015-01-19 M. A. EL-Damcese , Abdelfattah Mustafa , M. S. Eliwa
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