Related papers: Bandwidth of Gamma-Distribution-Shaped Functions v…
We derive a fully analytical, one-line closed-form expression for the cumulative distribution function (CDF) of the product of two correlated zero-mean normal random variables, avoiding any series representation. This result complements the…
For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…
Herein we propose a new numerical technique for solving field theories: the large momentum frame (LMF). This technique combines several advantages of lattice gauge theory with the simplicity of front form quantisation. We apply the LMF on…
In this paper we study the integral of type \[_{\delta,a}\Gamma_{\rho,b}(x) =\Gamma(\delta,a;\rho,b)(x)=\int_{0}^{\infty}t^{x-1}e^{-\frac{t^{\delta}}{a}-\frac{t^{-\rho}}{b}}dt.\] Different authors called this integral by different names…
The gamma distribution is a useful model for small area prediction of a skewed response variable. We study the use of the gamma distribution for small area prediction. We emphasize a model, called the gamma-gamma model, in which the area…
We study probability density functions that are log-concave. Despite the space of all such densities being infinite-dimensional, the maximum likelihood estimate is the exponential of a piecewise linear function determined by finitely many…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
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…
This paper investigates probability density functions (PDFs) that are continuous everywhere, nearly uniform around the mode of distribution, and adaptable to a variety of distribution shapes ranging from bell-shaped to rectangular. From the…
The statistical characterization of the sum of random variables (RVs) are useful for investigating the performance of wireless communication systems. We derive exact closed-form expressions for the probability density function (PDF) and…
The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…
The applications of the recent results obtained in the theory of generalized Lambert functions, to the mean field theory of ferromagnetism are presented. As a consequence, all the predictions of the Weiss theory of ferromagnetism can be…
Let F be a family of Borel measurable functions on a complete separable metric space. The gap (or fat-shattering) dimension of F is a combinatorial quantity that measures the extent to which functions f in F can separate finite sets of…
The Beta Rank Function (BRF) $x(u) =A(1-u)^b/u^a$, where $u$ is the normalized and continuous rank of an observation $x$, has wide applications in fitting real-world data from social science to biological phenomena. The underlying…
We present analytic results for ground-state properties of Hubbard-type models in terms of the Gutzwiller variational wave function with non-zero values of the magnetization m. In dimension D=1 approximation-free evaluations are made…
A density functional theory (DFT) of lattice fermion models is presented, which uses the single-particle density matrix gamma_{ij} as basic variable. A simple, explicit approximation to the interaction-energy functional W[gamma] of the…
The probability density function (PDF) of some global average quantity plays a fundamental role in critical and highly correlated systems. We explicitly compute this quantity as a function of the magnetization for the two dimensional XY…
For any beta-shift $(X_\beta,\sigma)$ on two symbols, i.e., the symbolic coding of the beta-map for $1<\beta\leq2$, we give an exact formula for the Hausdorff dimension $\dim_{H} \Lambda_{\alpha(t)}$ as a function of $t\in\mathbb{R}$, where…
The gamma difference distribution is defined as the difference of two gamma distributions, with in general different shape and rate parameters. Starting with knowledge of the corresponding characteristic function, a second order linear…
We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…