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This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum…
Unfolding problems often arise in the context of statistical data analysis. Such problematics occur when the probability distribution of a physical quantity is to be measured, but it is randomized (smeared) by some well understood process,…
In this paper the elicitation of probabilities from human experts is considered as a measurement process, which may be disturbed by random 'measurement noise'. Using Bayesian concepts a second order probability distribution is derived…
We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…
By using stochastic analysis, two probability versions of Li-Yau type inequalities are established for diffusion semigroups on a manifold possibly with (non-convex) boundary. The inequalities are explicitly given by the Bakry-Emery…
The familiar second derivative test for convexity, combined with resolvent calculus, is shown to yield a useful tool for the study of convex matrix-valued functions. We demonstrate the applicability of this approach on a number of theorems…
The goal of this research is to derive an approach to assess uncertainty in an arbitrary volume conditioned by sampling data, without using geostatistical simulation. We have accomplished this goal by deriving an numerical tool suitable for…
We propose a likelihood ratio statistic for forming hypothesis tests and confidence intervals for a nonparametrically estimated univariate regression function, based on the shape restriction of concavity (alternatively, convexity). Dealing…
Isotropic $\alpha$-stable distributions are central in the theory of heavy-tailed distributions and play a role similar to that of the Gaussian density among finite second-moment laws. Given a sequence of $n$ observations, we are interested…
Existing results for the estimation of the L\'evy measure are mostly limited to the onedimensional setting. We apply the spectral method to multidimensional L\'evy processes in order to construct a nonparametric estimator for the…
Consider $d+2$ i.i.d. random points $X_1,\ldots, X_{d+2}$ in $\mathbb R^d$. In this note, we compute the probability that their convex hull is a simplex focusing on three specific distributional settings: (i) the distribution of $X_1$ is…
A lower bound on the minimum error probability for multihypothesis testing is established. The bound, which is expressed in terms of the cumulative distribution function of the tilted posterior hypothesis distribution given the observation…
For $n$ equidistant observations of a L\'evy process at time distance $\Delta_n$ we consider the problem of testing hypotheses on the volatility, the jump measure and its Blumenthal-Getoor index in a non- or semiparametric manner.…
We generalize the convex duality symmetry in Gibbs' statistical ensemble formulation, between Massieu's free entropy $\Phi_{V,N} (\beta)$ and the Gibbs entropy $\varphi_{V,N}(u)$ as a function of mean internal energy $u$. The duality tells…
We propose an estimator of a concave cumulative distribution function under the measurement error model, where the non-negative variables of interest are perturbed by additive independent random noise. The estimator is defined as the least…
We consider fluctuations of error terms $\Delta(x)$ appearing in the asymptotic formula for a summatory function of coefficients of the Dirichlet series. These are quantified via $\Omega$ and $\Omega_{\pm}$ estimates. We obtain $\Omega$…
Using some extensions of a theorem of Heppes on finitely supported discrete probability measures, we address the problems of classification and testing based on projections. In particular, when the support of the distributions is known in…
The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…
In this paper a randomized version of the Beverton-Holt type discrete model is proposed. Its solution stochastic process and the random steady state are determined. Its first probability density function and second probability density…
In the asymptotic theory of quantum hypothesis testing, the minimal error probability of the first kind jumps sharply from zero to one when the error exponent of the second kind passes by the point of the relative entropy of the two states…