Related papers: Computation of the Generalized F Distribution
Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…
The generalized lambda distribution (GLD) is a flexible four parameter distribution with many practical applications. L-moments of the GLD can be expressed in closed form and are good alternatives for the central moments. The L-moments of…
We consider a random variable expressed as the Euclidean distance between an arbitrary point and a random variable uniformly distributed in a closed and bounded set of a three-dimensional Euclidean space. Four cases are considered for this…
Huber loss, its asymmetric variants and their associated functionals (here named Huber functionals) are studied in the context of point forecasting and forecast evaluation. The Huber functional of a distribution is the set of minimizers of…
In this study, we develop nonparametric analysis of deviance tools for generalized partially linear models based on local polynomial fitting. Assuming a canonical link, we propose expressions for both local and global analysis of deviance,…
The sum of correlated gamma random variables appears in the analysis of many wireless communications systems, e.g. in systems under Nakagami-m fading. In this Letter we obtain exact expressions for the probability density function (PDF) and…
By discussing several examples, the theory of generalized functional models is shown to be very natural for modeling some situations of reasoning under uncertainty. A generalized functional model is a pair (f, P) where f is a function…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…
Let $\phi(n)$denote Euler's phi function. We study the distribution of the numbers $gcd(n,\phi(n))$ and their divisors. Our results generalize previous results of Erd\H{o}s and Pollack.
In this paper, we study the value distribution of the derivative of a Dirichlet $L$-function $L'(s,\chi)$ at the $a$-points $\rho_{a,\chi}=\beta_{a,\chi}+i\gamma_{a,\chi}$ of $L(s,\chi).$ We give an asymptotic formula for the sum…
This paper focuses on the analysis of average Gaussian error probabilities in certain fading channels, i.e. we are interested in E[Q((p {\gamma})^(1/2))] where Q(.) is the Gaussian Q-function, p is a positive real number and {\gamma} is a…
Properties satisfied by the moments of the partial non-central chi-square distribution function, also known as Nuttall Q-functions, and methods for computing these moments are discussed in this paper. The Nuttall Q-function is involved in…
In this paper, we apply empirical likelihood method to inference for the regression parameters in the partial functional linear regression models based on B spline. We prove that the empirical log likelihood ratio for the regression…
We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function…
Normal variance mixtures are a class of multivariate distributions that generalize the multivariate normal by randomizing (or mixing) the covariance matrix via multiplication by a non-negative random variable W. The multivariate t…
In the stochastic frontier model, the composed error term consists of the measurement error and the inefficiency term. A general assumption is that the inefficiency term follows a truncated normal or exponential distribution. In a wide…
The statistical parameters of five generalizations of the Lindley distribution, such as the average, variance and moments, are reviewed. A new double truncated Lindley distribution with three parameters is derived. The new distributions are…
By considering a least squares approximation of a given square integrable function f:[0,1]^n --> R by a shifted L-statistic function (a shifted linear combination of order statistics), we define an index which measures the global influence…
This paper proposes to unify fading distributions by modeling the magnitude-squared of the instantaneous channel gain as an infinitely divisible random variable. A random variable is said to be infinitely divisible, if it can be written as…
In the present work, we provide the general expression of the normalized centered moments of the Fr\'echet extreme-value distribution. In order to try to represent a set of data corresponding to rare events by a Fr\'echet distribution, it…