Related papers: On the structure of the Poisson trinomial distribu…
We study sequences of partitions of the unit interval into subintervals, starting from the trivial partition, in which each partition is obtained from the one before by splitting its subintervals in two, according to a given rule, and then…
Triangular distributions are a well-known class of distributions that are often used as an elementary example of a probability model. Maximum likelihood estimation of the mode parameter of the triangular distribution over the unit interval…
Let $b(x)$ be the probability that a sum of independent Bernoulli random variables with parameters $p_1, p_2, p_3, \ldots \in [0,1)$ equals $x$, where $\lambda := p_1 + p_2 + p_3 + \cdots$ is finite. We prove two inequalities for the…
Consider the random quadratic form $T_n=\sum_{1 \leq u < v \leq n} a_{uv} X_u X_v$, where $((a_{uv}))_{1 \leq u, v \leq n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal, and $X_1,$ $X_2, \ldots, X_n$ are i.i.d.…
Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…
Given a probability distribution $\mu$ a set $\Lambda (\mu)$ of positive real numbers is introduced, so that $\Lambda (\mu)$ measures the "divisibility" of $\mu$. The basic properties of $\Lambda (\mu)$ are described and examples of…
We investigate the sample complexity of mutual information and conditional mutual information testing. For conditional mutual information testing, given access to independent samples of a triple of random variables $(A, B, C)$ with unknown…
Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained for the total variation, local and Wasserstein norms. In a…
Let $f(x)=x^n+a_{n-1}x^{n-1}+\dots+a_0$ be an irreducible polynomial with integer coefficients. For a prime $p$ for which $f(x)$ is fully splitting modulo $ p$, we consider $n$ roots $r_i$ of $f(x)\equiv 0\bmod p$ with $0 \le r_1\le\dots\le…
From the distributional characterizations that lie at the heart of Stein's method we derive explicit formulae for the mass functions of discrete probability laws that identify those distributions. These identities are applied to develop…
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 zero-truncated Poisson distributions are certain discrete probability distributions whose supports are the set of positive integers, which are also known as the conditional Poisson distributions or the positive Poisson distributions. In…
Certain monotonicity properties of the Poisson approximation to the binomial distribution are established. As a natural application of these results, exact (rather than approximate) tests of hypotheses on an unknown value of the parameter…
We study large partial sums, localized with respect to the sums of variances, of a sequence of centered random variables. An application is given to the distribution of prime factors of typical integers.
We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…
The study of sums of possibly associated Bernoulli random variables has been hampered by an asymmetry between positive correlation and negative correlation. The Conway-Maxwell Binomial (COMB) distribution and its multivariate extension, the…
Bivariate partial information decompositions (PIDs) characterize how the information in a "message" random variable is decomposed between two "constituent" random variables in terms of unique, redundant and synergistic information…
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…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. Its mean and variance are known, but results for its median and mode are difficult to obtain, although a few cases have been solved and upper/lower…
We generalise the known fact that for binomial $X_{n,k} \sim \mathrm{Bin}(n, k/n)$ one has $\inf_{k>1,n} \mathrm{P}(X_{n,k} \geq k) \geq \lim_{k \to 1+}\mathrm{P}(X_{2,k} \geq k) = 1/4$ to cover probabilities of exceeding a constant shift…