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In this paper the generalization of the Poisson distribution is derived for the case when each consecutive event changes event rate. A simple formula for the probability of observing of a given number of events for the selected period of…

Data Analysis, Statistics and Probability · Physics 2014-01-06 E. A. Kushnirenko

We suggest how to construct joint confidence distributions for several parameters and apply these ideas to an autoregressive process of general order. The implied non informative prior for the parameters, i.e. the ratio between the…

Methodology · Statistics 2025-03-11 Rolf Larsson

Although Poisson-Voronoi diagrams have interesting mathematical properties, there is still much to discover about the geometrical properties of its grains. Through simulations, many authors were able to obtain numerical approximations of…

Applications · Statistics 2017-05-19 Martina Vittorietti , Geurt Jongbloed , Piet J. J. Kok , Jilt Sietsma

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

Data Analysis, Statistics and Probability · Physics 2019-02-25 Glen Cowan

A first systematic study of the effects of the choice of the input scale in global determinations of parton distributions and QCD parameters is presented. It is shown that, although in principle the results should not depend on these…

High Energy Physics - Phenomenology · Physics 2014-05-23 Pedro Jimenez-Delgado

The estimation of signal frequency count in the presence of background noise has had much discussion in the recent physics literature, and Mandelkern [1] brings the central issues to the statistical community, leading in turn to extensive…

Data Analysis, Statistics and Probability · Physics 2009-11-10 D. A. S. Fraser , N. Reid , A. C. M. Wong

The Poisson distribution is the probability distribution of the number of independent events in a given period of time. Although the Poisson distribution appears ubiquitously in various stochastic dynamics of gene expression, both as…

Statistical Mechanics · Physics 2024-10-02 Julian Lee

The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, $\alpha$ and…

Probability · Mathematics 2009-06-15 Shui Feng , Fuqing Gao

The main aim of this article is to characterize and investigate the three parameter exponentiated exponential Poisson probability distribution ${\rm EEP}(\alpha, \beta, \lambda)$ by giving explicit closed form expressions for its…

Statistics Theory · Mathematics 2014-02-04 Tibor K Pogány

Consider a linear regression model with independent and identically normally distributed random errors. Suppose that the parameter of interest is a specified linear combination of the regression parameters. We prove that the usual…

Statistics Theory · Mathematics 2017-10-18 Paul Kabaila , Khageswor Giri , Hannes Leeb

In ref [math.ST/0411462] the notion of statistically dual distributions is introduced. The reconstruction of confidence density [AIP Conference Proceedings 803 (2005) 398] for the location parameter for several pairs of statistically dual…

Data Analysis, Statistics and Probability · Physics 2013-11-26 S. Bityukov , N. Krasnikov , V. Smirnova , V. Taperechkina

Confidence intervals are an established means of portraying uncertainty about an inferred parameter and can be generated through the use of confidence distributions. For a confidence distribution to be ideal, it must maintain frequentist…

Methodology · Statistics 2022-06-16 Alexander Wimbush , Nicholas Gray , Scott Ferson

A confidence distribution is a complete tool for making frequentist inference for a parameter of interest $\psi$ based on an assumed parametric model. Indeed, it allows to reach point estimates, to assess their precision, to set up tests…

Methodology · Statistics 2022-12-20 Elena Bortolato , Laura Ventura

In this paper we explore the influence of the shape parameter in the gaussian function on error estimates and present a set of criteria for its optimal choice.

Numerical Analysis · Mathematics 2010-06-14 Lin-Tian Luh

The paper deals with planar segment processes given by a density with respect to the Poisson process. Parametric models involve reference distributions of directions and/or lengths of segments. These distributions generally do not coincide…

Statistics Theory · Mathematics 2017-08-30 Viktor Benes , Jakub Vecera , Milan Pultar

The problem of parameter estimation by observations of inhomogeneous Poisson processes is considered. The method of moments estimator is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the…

Statistics Theory · Mathematics 2020-10-16 O. V. Chernoyarov , A. S. Dabye , F. N. Diop , Yu. A. Kutoyants

The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…

Methodology · Statistics 2012-11-05 Cun-Hui Zhang , Stephanie S. Zhang

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

The gamma distribution arises frequently in Bayesian models, but there is not an easy-to-use conjugate prior for the shape parameter of a gamma. This inconvenience is usually dealt with by using either Metropolis-Hastings moves, rejection…

Computation · Statistics 2018-08-01 Jeffrey W. Miller

This paper presents and examines computationally convenient goodness-of-fit tests for the family of generalized Poisson distributions, which encompasses notable distributions such as the Compound Poisson and the Katz distributions. The…

Methodology · Statistics 2024-11-21 A. Batsidis , B. Milošević , M. D. Jiménez-Gamero