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We propose a simple yet powerful test statistic to quantify the discrepancy between two conditional distributions. The new statistic avoids the explicit estimation of the underlying distributions in highdimensional space and it operates on…

Machine Learning · Computer Science 2021-01-01 Shujian Yu , Ammar Shaker , Francesco Alesiani , Jose C. Principe

Nonprobability (convenience) samples are increasingly sought to stabilize estimations for one or more population variables of interest that are performed using a randomized survey (reference) sample by increasing the effective sample size.…

In some applications, an experimental unit is composed of two distinct but related subunits. The response from such a unit is $(X_{1}, X_{2})$ but we observe only $Y_1 = \min\{X_{1},X_{2}\}$ and $Y_2 = \max\{X_{1},X_{2}\}$, i.e., the…

Statistics Theory · Mathematics 2019-05-07 Jiahua Chen , Pengfei Li , Jing Qin , Tao Yu

This paper introduces an extension to the normal distribution through the polar method to capture bimodality and asymmetry, which are often observed characteristics of empirical data. The later two features are entirely controlled by a…

Statistics Theory · Mathematics 2020-08-31 Masoud Faridi , Majid Jafari Khaledi

We derive expressions for the probability distribution of the ratio of two consecutive level spacings for the classical ensembles of random matrices. This ratio distribution was recently introduced to study spectral properties of many-body…

Mathematical Physics · Physics 2013-02-27 Y. Y. Atas , E. Bogomolny , O. Giraud , G. Roux

Given random variables $X$ and $Y$ having finite moments of all orders, their uncorrelatedness set is defined as the set of all pairs $(j,k)\in{\mathbb N}^2,$ for which $X^j$ and $Y^k$ are uncorrelated. It is known that, broadly put, any…

Probability · Mathematics 2018-11-27 Mehmet Turan , Sofiya Ostrovska , Ahmet Yaşar Özban

We establish the rate of convergence of distributions of sums of independent identically distributed random variables to the Gaussian distribution in terms of truncated pseudomoments by implementing the idea of Yu. Studnyev for getting…

Probability · Mathematics 2015-08-13 Yuliya Mishura , Yevheniya Munchak , Petro Slyusarchuk

Birnbaum and Saunders introduced a two-parameter lifetime distribution to model fatigue life of a metal, subject to cyclic stress. Since then, extensive work has been done on this model providing different interpretations, constructions,…

Methodology · Statistics 2018-05-18 N. Balakrishnan , D. Kundu

Binary density ratio estimation (DRE), the problem of estimating the ratio $p_1/p_2$ given their empirical samples, provides the foundation for many state-of-the-art machine learning algorithms such as contrastive representation learning…

Machine Learning · Computer Science 2021-12-08 Lantao Yu , Yujia Jin , Stefano Ermon

We propose a new approach for deriving probabilistic inequalities based on bounding likelihood ratios. We demonstrate that this approach is more general and powerful than the classical method frequently used for deriving concentration…

Probability · Mathematics 2013-11-21 Xinjia Chen

The beta distribution is a basic distribution serving several purposes. It is used to model data, and also, as a more flexible version of the uniform distribution, it serves as a prior distribution for a binomial probability. The bivariate…

Methodology · Statistics 2014-09-17 Ingram Olkin , Thomas A. Trikalinos

Over the last 80 years there has been much interest in the problem of finding an explicit formula for the probability density function of two zero mean correlated normal random variables. Motivated by this historical interest, we use a…

Statistics Theory · Mathematics 2021-04-13 Robert E. Gaunt

We employ distribution regression (DR) to estimate the joint distribution of two outcome variables conditional on chosen covariates. While Bivariate Distribution Regression (BDR) is useful in a variety of settings, it is particularly…

The paper by Leiva et al. (2010) introduced a skewed version of the sinh-normal distribution, discussed some of its properties and characterized an extension of the Birnbaum-Saunders distribution associated with this distribution. In this…

Methodology · Statistics 2011-11-22 Artur J. Lemonte

In this paper an attempt is made to develop a new bimodal alpha skew logistic distribution under Balakrishnan (2002) mechanism. Some of its distributional as well as moments properties are studied. Some extensions of this new distribution…

Statistics Theory · Mathematics 2019-06-11 S. Shah , S. Chakraborty , P. J. Hazarika

This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…

Methodology · Statistics 2024-05-21 Alok Kumar Pandey , Alam Ali , Ashok Kumar Pathak

A new distribution named intensive natural distribution is introduced with the intent of consolidating statistics and empirical data. Based on the probability derived from the Bernoulli distribution, this method extended also Poisson…

Statistics Theory · Mathematics 2011-05-05 Alessandro Felluga , Stefano Tiziani

We present some new and explicit error bounds for the approximation of distributions. The approximation error is quantified by the maximal density ratio of the distribution $Q$ to be approximated and its proxy $P$. This non-symmetric…

Statistics Theory · Mathematics 2022-09-02 Lutz Duembgen , Richard Samworth , Jon Wellner

We study the shape of the probability mass function of the Markov binomial distribution, and give necessary and sufficient conditions for the probability mass function to be unimodal, bimodal or trimodal. These are useful to analyze the…

Probability · Mathematics 2019-07-10 Michel Dekking , Derong Kong

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas
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