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We explore the class of exchangeable Bernoulli distributions building on their geometrical structure. Exchangeable Bernoulli probability mass functions are points in a convex polytope and we have found analytical expressions for their…

Statistics Theory · Mathematics 2021-01-20 Roberto Fontana , Patrizia Semeraro

The key result of this paper is to characterize all the multivariate symmetric Bernoulli distributions whose sum is minimal under convex order. In doing so, we automatically characterize extremal negative dependence among Bernoulli random…

Statistics Theory · Mathematics 2025-06-19 Alessandro Mutti , Patrizia Semeraro

The main contribution of this paper is to find a representation of the class $\mathcal{F}_d(p)$ of multivariate Bernoulli distributions with the same mean $p$ that allows us to find its generators analytically in any dimension. We map…

Statistics Theory · Mathematics 2022-05-26 Roberto Fontana , Patrizia Semeraro

Extended geometric distribution is defined and its mixture is characterized by the property of having completely monotone probability sequence. Also, convolution equations and probability generating functions are used to characterize…

Statistics Theory · Mathematics 2007-06-13 E Sandhya , S Sherly , M K Jos , N Raju

Graphical models are a key class of probabilistic models for studying the conditional independence structure of a set of random variables. Circular variables are special variables, characterized by periodicity, arising in several contexts…

Methodology · Statistics 2021-04-08 Anna Gottard , Agnese Panzera

Building on the one-to-one relationship between generalized FGM copulas and multivariate Bernoulli distributions, we prove that the class of multivariate distributions with generalized FGM copulas is a convex polytope. Therefore, we find…

Mathematical Finance · Quantitative Finance 2024-10-10 Hélène Cossette , Etienne Marceau , Alessandro Mutti , Patrizia Semeraro

Let X be a locally compact Abelian group. We consider linear forms of independent random variables with values in X. In doing so, one of the coefficients of the linear forms is a random variable with a Bernoulli distribution. For some…

Probability · Mathematics 2025-10-06 Gennadiy Feldman

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

The paper deals with three generalized dependent setups arising from a sequence of Bernoulli trials. Various distributional properties, such as probability generating function, probability mass function and moments are discussed for these…

Probability · Mathematics 2020-07-16 A. N. Kumar , N. S. Upadhye

We introduce and study a subclass of joint Bernoulli distributions which has the palindromic property. For such distributions the vector of joint probabilities is unchanged when the order of the elements is reversed. We prove for binary…

Methodology · Statistics 2016-05-06 Giovanni M. Marchetti , Nanny Wermuth

Any discrete distribution with support on $\{0,\ldots, d\}$ can be constructed as the distribution of sums of Bernoulli variables. We prove that the class of $d$-dimensional Bernoulli variables $\boldsymbol{X}=(X_1,\ldots, X_d)$ whose sums…

Probability · Mathematics 2024-10-21 Roberto Fontana , Patrizia Semeraro

In this paper we will analyze discrete probability distributions in which probabilities of particular outcomes of some experiment (microstates) can be represented by the ratio of natural numbers (in other words, probabilities are…

Information Theory · Computer Science 2009-09-29 Marko V. Jankovic

The paper is devoted to infinite Bernoulli convolutions generated by positive multigeometric series and to probability distributions of random variables whose digits in an even integer base-$s$ expansion with two redundant digits form a…

Probability · Mathematics 2026-03-13 Mykola Pratsiovytyi , Dmytro Karvatskyi , Oleg Makarchuk

Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…

Information Theory · Computer Science 2022-12-12 Yue Yu , Pavel Loskot

The geometric sum plays a significant role in risk theory and reliability theory \cite{Kala97} and a prototypical example of the geometric sum is R\'enyi's theorem~\cite{Renyi56} saying a sequence of suitably parameterised geometric sums…

Probability · Mathematics 2021-10-19 Qingwei Liu , Aihua Xia

Copulas are a powerful tool to model dependence between the components of a random vector. One well-known class of copulas when working in two dimensions is the Farlie-GumbelMorgenstern (FGM) copula since their simple analytic shape enables…

Statistics Theory · Mathematics 2022-05-24 Christopher Blier-Wong , Hélène Cossette , Etienne Marceau

The Bernoulli sieve is a random allocation scheme obtained by placing independent points with the uniform [0,1] law into the intervals made up by successive positions of a multiplicative random walk with factors taking values in the…

Probability · Mathematics 2013-04-17 Alexander Iksanov , Alexander Marynych , Vladimir Vatutin

We find particular relations which we call "Bernoulli-type" in some noncommutative polynomial ring with a single nontrivial relation. More precisely, our ring is isomorphic to the universal enveloping algebra of a two-dimensional…

Rings and Algebras · Mathematics 2009-12-10 Shunsuke Murata

Random geometric graphs (RGGs) are commonly used to model networked systems that depend on the underlying spatial embedding. We concern ourselves with the probability distribution of an RGG, which is crucial for studying its random…

Information Theory · Computer Science 2018-01-16 Mihai-Alin Badiu , Justin P. Coon

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
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