Related papers: Density Function of Weighted Sum of Chi-Square Var…
In this paper, we develop a non-asymptotic local normal approximation for multinomial probabilities. First, we use it to find non-asymptotic total variation bounds between the measures induced by uniformly jittered multinomials and the…
Linear combinations of chi square random variables occur in a wide range of fields. Unfortunately, a closed, analytic expression for the pdf is not yet known. As a first result of this work, an explicit analytic expression for the density…
We derive the exact probability density function of the product of $N$ independent variance-gamma random variables with zero location parameter. We then apply this formula to derive formulas for the cumulative distribution function and…
The cumulative distribution function of the non-central chi-square distribution $\chi_\nu'^2(\lambda),\, \nu\in\mathbb{R}^+$ possesses an integral representation in terms of a generalized Marcum $Q$-function. Regarding some already known…
For testing goodness of fit it is very popular to use either the chi square statistic or G statistics (information divergence). Asymptotically both are chi square distributed so an obvious question is which of the two statistics that has a…
This paper discusses the approximate distributions of eigenvalues of a singular Wishart matrix. We give the approximate joint density of eigenvalues by Laplace approximation for the hyper-geometric functions of matrix arguments.…
We derive a simple and precise approximation to probability density functions in sampling distributions based on the Fourier cosine series. After clarifying the required conditions, we illustrate the approximation on two examples: the…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…
The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original…
We investigate the density of square-free values of polynomials with large coefficients over the rational function field $\mathbb{F}_q[t]$. Some interesting questions answered as special cases of our results include the density of…
We consider the problem of numerically evaluating the expected value of a smooth bounded function of a chi-distributed random variable, divided by the square root of the number of degrees of freedom. This problem arises in the contexts of…
Given f in Z[x_1,...,x_n], we compute the density of x in Z^n such that f(x) is squarefree, assuming the abc conjecture. Given f,g in Z[x_1,...,x_n], we compute unconditionally the density of x in Z^n such that gcd(f(x),g(x))=1. Function…
This study focuses on statistical inference for compound models of the form $X=\xi_1+\ldots+\xi_N$, where $N$ is a random variable denoting the count of summands, which are independent and identically distributed (i.i.d.) random variables…
In this paper we obtain the density function and the distribution function of the distance between two uniformly and independently distributed random points in any right-angled triangle. The density function is derived from the chord length…
We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on $\mathbb{R}^n$. We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by…
Let $X,X_1,...,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum_{k=1}^{n}a_k X_k$ according to the arithmetic…
The determination of weight distribution of cyclic codes involves evaluation of Gauss sums and exponential sums. Despite of some cases where a neat expression is available, the computation is generally rather complicated. In this note, we…
We present four new mathematical methods, two exact and two approximate, along with open-source software, to compute the cdf, pdf and inverse cdf of the generalized chi-square distribution. Some methods are geared for speed, while others…
On the basis of the Kac formula of the characteristic function of the random variable defined by values of the quadratic functional $J_T [w]$ on trajectories of the standard Wiener process $\{w\}$, the method of its distribution density is…
Given $n$ independent random marked $d$-vectors (points) $X_i$ distributed with a common density, define the measure $\nu_n=\sum_i\xi_i$, where $\xi_i$ is a measure (not necessarily a point measure) which stabilizes; this means that $\xi_i$…