Related papers: Conway--Maxwell multivariate Bernoulli distributio…

As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…

Investigation of the reversibility of the directional hierarchy in the interdependency among the notions of conditional independence, conditional mean independence, and zero conditional covariance, for two random variables X and Y given a…

In this paper we consider two statistical hypotheses for the families of Wishart type distributions. These distributions are analogs of the Wishart distributions defined and parametrized over a Lorentz cone. We test these hypotheses by…

We introduce new method for generating correlated or uncorrelated Bernoulli random variables by using the binary expansion of a continuous random variable with support on the unit interval. We show that when this variable has a symmetric…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

We analyze the stability of Maxwell equations in bounded domains taking into account electric and magnetization effects. Well-posedness of the model is obtained by means of semigroup theory. A passitivity assumption guarantees the…

A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…

We study the problem of predicting numeric labels that are constrained to the integers or to a subrange of the integers. For example, the number of up-votes on social media posts, or the number of bicycles available at a public rental…

For the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number of properties are already known, but many others are not, even some basic ones. The present…

The beta distribution is a two-parameter family of probability distributions whose distribution function is the (regularised) incomplete beta function. In this paper, the inverse incomplete beta function is studied analytically as…

Birnbaum-Saunders models have been widely used to model positively skewed data. In this paper, we introduce a bivariate Birnbaum-Saunders distribution which has the means as parameters. We present some properties of the univariate and…

One can consider $\mu$-Martin-L\"of randomness for a probability measure $\mu$ on $2^{\omega}$, such as the Bernoulli measure $\mu_p$ given $p \in (0, 1)$. We study Bernoulli randomness of sequences in $n^{\omega}$ with parameters $p_0,…

All nonlinear extensions of the source-free Maxwell equations preserving both SO(2) electromagnetic duality invariance and conformal invariance are found, and shown to be limits of a one-parameter generalisation of Born-Infeld…

Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…

We consider $N$ Bernoulli random variables, which are independent conditional on a common random factor determining their probability distribution. We show that certain expected functionals of the proportion $L_N$ of variables in a given…

The tail-dependence compatibility problem is introduced. It raises the question whether a given $d\times d$-matrix of entries in the unit interval is the matrix of pairwise tail-dependence coefficients of a $d$-dimensional random vector.…

For the distributions of finitely many binary random variables, we study the interaction of restrictions of the supports with conditional independence constraints. We prove a generalization of the Hammersley-Clifford theorem for…

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…

We propose a new class of models for random permutations, which we call log-linear models, by the analogy with log-linear models used in the analysis of contingency tables. As a special case, we study the family of all Luce-decomposable…

In this article, we develop a new class of multivariate distributions adapted for count data, called Tree P\'olya Splitting. This class results from the combination of a univariate distribution and singular multivariate distributions along…