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Categorical data are often observed as counts resulting from a fixed number of trials in which each trial consists of making one selection from a prespecified set of categories. The multinomial distribution serves as a standard model for…

Methodology · Statistics 2024-01-19 Darcy Steeg Morris , Andrew M. Raim , Kimberly F. Sellers

In Bayesian statistics, a continuity property of the posterior distribution with respect to the observable variable is crucial as it expresses well-posedness, i.e., stability with respect to errors in the measurement of data. Essentially,…

Probability · Mathematics 2023-05-17 Emanuele Dolera , Edoardo Mainini

In this paper, a new mixed Poisson distribution is introduced. This new distribution is obtained by utilizing mixing process, with Poisson distribution as mixed distribution and Transmuted Exponential distribution as mixing distribution.…

Methodology · Statistics 2016-10-05 Deepesh Bhati , Pooja Kumawat , E. Gómez Déniz

In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains some new sub-models such as the bivariate generalized…

Computation · Statistics 2015-08-04 Ali Akbar Jafari , Rasool Roozegar

In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stochastic order. We introduce a new class of distributions that…

Probability · Mathematics 2025-05-06 Yuyu Chen , Taizhong Hu , Seva Shneer , Zhenfeng Zou

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

Probability · Mathematics 2007-05-23 Liqun Wang , Klaus Pötzelberger

The Bernoulli convolution with parameter $\lambda\in(0,1)$ is the measure on $\bf R$ that is the distribution of the random power series $\sum\pm\lambda^n$, where $\pm$ are independent fair coin-tosses. This paper surveys recent progress on…

Classical Analysis and ODEs · Mathematics 2016-08-16 Péter P. Varjú

Using the LePage representation, a strictly stable random element in a Banach space with $\alpha\in(0,2)$ can be represented as a sum of points of a Poisson process. This point process is union-stable, i.e. the union of its two independent…

Probability · Mathematics 2007-05-23 Youri Davydov , Ilya Molchanov , Sergei Zuyev

In this work we consider the two-dimensional percolation model arising from the majority dynamics process at a given time $t\in\mathbb{R}_+$. We show the emergence of a sharp threshold phenomenon for the box crossing event at the critical…

Probability · Mathematics 2022-10-11 Caio Alves , Rangel Baldasso

A new three parameter natural extension of the Conway-Maxwell-Poisson (COM-Poisson) distribution is proposed. This distribution includes the recently proposed COM-Poisson type negative binomial (COM-NB) distribution [Chakraborty, S. and…

Statistics Theory · Mathematics 2015-09-02 Subrata Chakraborty , Tomoaki Imoto

Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.…

Combinatorics · Mathematics 2013-03-20 Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…

Combinatorics · Mathematics 2025-12-05 Quentin François

A general random effects model is proposed that allows for continuous as well as discrete distributions of the responses. Responses can be unrestricted continuous, bounded continuous, binary, ordered categorical or given in the form of…

Methodology · Statistics 2024-04-30 Gerhard Tutz

Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…

Methodology · Statistics 2025-03-20 Indranil Ghosh , Mina Norouzirad , Filipe J. Marques

Unifying the generalized Marshall-Olkin (GMO) and Poisson-G (P-G) a new family of distribution is proposed. Density and the survival function are expressed as infinite mixtures of P-G family. The quantile function, asymptotes, shapes,…

Statistics Theory · Mathematics 2020-06-11 Laba Handique , Farrukh Jamal , Subrata Chakraborty

We consider parametric exponential families of dimension $K$ on the real line. We study a variant of \textit{boundary crossing probabilities} coming from the multi-armed bandit literature, in the case when the real-valued distributions form…

Machine Learning · Statistics 2017-05-25 Odalric-Ambrym Maillard

In a geometric inhomogeneous random graph vertices are given by the points of a Poisson process and are equipped with independent weights following a heavy tailed distribution. Any pair of distinct vertices is independently forming an edge…

Probability · Mathematics 2025-09-30 Emmanuel Jacob , Céline Kerriou , Amitai Linker , Peter Mörters

In this paper we develop a new approach for studying overlapping iterated function systems. This approach is inspired by a famous result due to Khintchine from Diophantine approximation. This result shows that for a family of limsup sets,…

Dynamical Systems · Mathematics 2020-10-20 Simon Baker

We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…

Data Analysis, Statistics and Probability · Physics 2007-05-23 M. Hisakado , K. Kitsukawa , S. Mori

This work investigates the optimal selection of the $m$th last success in a sequence of $n$ independent Bernoulli trials. We propose a threshold strategy that is $\varepsilon$-optimal under minimal assumptions about the monotonicity of the…

Probability · Mathematics 2024-11-13 Zakaria Derbazi
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