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This paper introduces a new discrete distribution suggested by curtailed sampling rules common in early-stage clinical trials. We derive the distribution of the smallest number of independent Bernoulli(p) trials needed in order to observe…

Statistics Theory · Mathematics 2018-02-16 Michelle DeVeaux , Michael J. Kane , Daniel Zelterman

It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are…

Probability · Mathematics 2013-06-25 Inés Armendáriz , Michail Loulakis

We prove that the distribution of the product of two correlated normal random variables with arbitrary means and arbitrary variances is infinitely divisible. We also obtain exact formulas for the probability density function of the sum of…

Probability · Mathematics 2025-06-10 Robert E. Gaunt , Saralees Nadarajah , Tibor K. Pogány

Sums of of 1-dependent integer-valued random variables are approximated by compound Poisson, negative binomial and Binomial distributions and signed compound Poisson measures. Estimates are obtained for total variation and local metrics.…

Statistics Theory · Mathematics 2015-11-05 V. Čekanavičius , P. Vellaisamy

This paper will be devoted to study weighted (deformed) free Poisson random variables from the viewpoint of orthogonal polynomials and statistics of non-crossing partitions. A family of weighted (deformed) free Poisson random variables will…

Probability · Mathematics 2025-09-03 Nobuhiro Asai , Hiroaki Yoshida

We present a unified framework to study threshold functions for the existence of solutions to linear systems of equations in random sets which includes arithmetic progressions, sum-free sets, $B_{h}[g]$-sets and Hilbert cubes. In…

Combinatorics · Mathematics 2019-02-05 Juanjo Rué , Christoph Spiegel , Ana Zumalacárregui

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Computation · Statistics 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

Sampling from a random discrete distribution induced by a `stick-breaking' process is considered. Under a moment condition, it is shown that the asymptotics of the sequence of occupancy numbers, and of the small-parts counts (singletons,…

Probability · Mathematics 2008-04-21 Alexander Gnedin , Alex Iksanov , Uwe Roesler

In Moral, Campos (1991) and Cano, Moral, Verdegay-Lopez (1991) a new method of conditioning convex sets of probabilities has been proposed. The result of it is a convex set of non-necessarily normalized probability distributions. The…

Artificial Intelligence · Computer Science 2013-03-25 Serafin Moral

We propose new goodness-of-fit tests for the Poisson distribution. The testing procedure entails fitting a weighted Poisson distribution, which has the Poisson as a special case, to observed data. Based on sample data, we calculate an…

Methodology · Statistics 2024-02-21 Winnie Kirui , Elzanie Bothma , Marius Smuts , Anke Steyn , Jaco Visagie

Compression of integer sets and sequences has been extensively studied for settings where elements follow a uniform probability distribution. In addition, methods exist that exploit clustering of elements in order to achieve higher…

Information Theory · Computer Science 2014-02-11 N. Jesper Larsson

We survey results on the distribution of zeros of random polynomials and of random holomorphic sections of line bundles, especially for large classes of probability measures on the spaces of holomorphic sections. We provide furthermore some…

Complex Variables · Mathematics 2020-11-09 Turgay Bayraktar , Dan Coman , Hendrik Herrmann , George Marinescu

Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…

Probability · Mathematics 2013-09-06 Stefano Favaro , Antonio Lijoi , Igor Prünster

Probability distributions produced by the cross-entropy loss for ordinal classification problems can possess undesired properties. We propose a straightforward technique to constrain discrete ordinal probability distributions to be unimodal…

Machine Learning · Statistics 2017-06-23 Christopher Beckham , Christopher Pal

Let $S$ and $X$ be independent random variables, assuming values in the set of non-negative integers, and suppose further that both $\mathbb{E}(S)$ and $\mathbb{E}(X)$ are integers satisfying $\mathbb{E}(S)\ge \mathbb{E}(X)$. We establish a…

Probability · Mathematics 2021-03-31 Robbert Fokkink , Symeon Papavassiliou , Christos Pelekis

In two recent articles we have examined a generalization of the binomial distribution associated with a sequence of positive numbers, involving asymmetric expressions of probabilities that break the symmetry {\it win-loss}. We present in…

Mathematical Physics · Physics 2015-06-17 H. Bergeron , E. M. F. Curado , J. P. Gazeau , Ligia M. C. S. Rodrigues

Over the past decades, various methods for comparing the means of two log-normal have been proposed. Some of them are differing in terms of how the statistic test adjust to accept or to reject the null hypothesis. In this study, a new…

Statistics Theory · Mathematics 2014-05-20 Kamel Abdollahnezhad , M. Babanezhad , Ali Akbar Jafari

We investigate stochastic comparisons between exponential family distributions and their mixtures with respect to the usual stochastic order, the hazard rate order, the reversed hazard rate order, and the likelihood ratio order. A general…

Statistics Theory · Mathematics 2009-10-05 Yaming Yu

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Probability · Mathematics 2013-08-16 Richard Arratia , Simon Tavare

For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…

Methodology · Statistics 2021-10-19 Rafael Weißbach , Dominik Wied