相关论文: When the Cramer-Rao Inequality provides no informa…
Comparison of two univariate distributions based on independent samples from them is a fundamental problem in statistics, with applications in a wide variety of scientific disciplines. In many situations, we might hypothesize that the two…
In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…
The assignment problem is one of the most well-studied settings in social choice, matching, and discrete allocation. We consider the problem with the additional feature that agents' preferences involve uncertainty. The setting with…
The Pareto probability distribution is widely applied in different fields such us finance, physics, hydrology, geology and astronomy. This note deals with an application of the Pareto distribution to astrophysics and more precisely to the…
Skew-symmetric densities recently received much attention in the literature, giving rise to increasingly general families of univariate and multivariate skewed densities. Most of those families, however, suffer from the inferential drawback…
A computational model for the distribution of wealth among the members of an ideal society is presented. It is determined that a realistic distribution of wealth depends upon two mechanisms: an asymmetric flux of wealth in trading…
This brief paper develops a probability density that models processes for which the physical mechanism is unknown. It has desirable properties which are not realized by densities derived from Gaussian process or other classic methods. In…
In this paper, we introduce a new approach to generate flexible parametric families of distributions. These models arise on competitive and complementary risks scenario, in which the lifetime associated with a particular risk is not…
Pareto distributions are widely used models in economics, finance and actuarial sciences. As a result, a number of goodness-of-fit tests have been proposed for these distributions in the literature. We provide an overview of the existing…
Consider a random matrix $\mathbf{A}\in\mathbb{C}^{m\times n}$ ($m \geq n$) containing independent complex Gaussian entries with zero mean and unit variance, and let $0<\lambda_1\leq \lambda_{2}\leq ...\leq \lambda_n<\infty$ denote the…
In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…
We introduce a family of coefficients based on U-statistics that generalize the notion of correlation and explore their properties in the large dimensional multivariate case, showing that in the null case of uncorrelated variables, the…
We revisit a shape inversion formula derived by Panaretos in the context of a particle density estimation problem with unknown rotation of the particle. A distribution is presented which imitates, or 'fakes', the uniformity or Haar…
Power-law distributions are essential in computational and statistical investigations of extreme events and complex systems. The usual technique to generate power-law distributed data is to first infer the scale exponent $\alpha$ using the…
This paper introduces some new characterizations of COM-Poisson random variables. First, it extends Moran-Chatterji characterization and generalizes Rao-Rubin characterization of Poisson distribution to COM-Poisson distribution. Then, it…
A model of distribution of the wealth in a society based on the properties of complex networks has been proposed. The wealth is interpreted as a consequence of communication possibilities and proportional to the number of connections…
We study the properties of false discovery rate (FDR) thresholding, viewed as a classification procedure. The "0"-class (null) is assumed to have a known density while the "1"-class (alternative) is obtained from the "0"-class either by…
We propose the density ratio permutation test, a hypothesis test that assesses whether the ratio between two densities is proportional to a known function based on independent samples from each distribution. The test uses an efficient…
The family of skew-symmetric distributions is a wide set of probability density functions obtained by combining in a suitable form a few components which are selectable quite freely provided some simple requirements are satisfied. Intense…
The classical Erd\H os-Ko-Rado (EKR) Theorem states that if we choose a family of subsets, each of size (k), from a fixed set of size (n (n > 2k)), then the largest possible pairwise intersecting family has size (t ={n-1\choose k-1}). We…