相关论文: Characterizations of probability distributions via…
Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum\limits_{k=1}^{n}X_k a_k$ according to the…
We consider nonparametric regression under covariate shift, where we observe samples from both the target distribution and a related but distinct source distribution. We introduce a novel object, the transfer function, and show that…
In the setting of dominated statistical models, we provide conditions yielding strong continuity of the posterior distribution with respect to the observed data. We show some applications, with special focus on exponential models.
Using a probabilistic approach, we derive some interesting combinatorial identities involving gamma and beta functions. These results generalize certain well-known combinatorial identities involving binomial coefficients and special…
This paper discusses and analyzes various models of binary correlated sources, which may be relevant in several distributed communication scenarios. These models are statistically characterized in terms of joint Probability Mass Function…
A new two-parameter discrete distribution, namely the PoiG distribution is derived by the convolution of a Poisson variate and an independently distributed geometric random variable. This distribution generalizes both the Poisson and…
We consider the asymptotic behavior of posterior distributions and Bayes estimators based on observations which are required to be neither independent nor identically distributed. We give general results on the rate of convergence of the…
We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…
We study the closure properties of the class of Bivariate Regular Variation, symbolically BRV , in standard and nonstandard cases, with respect to the randomly weighted sums. However, we take into consideration a weak dependence structure…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…
The probabilistic investigation on record values and record times of a sequence of random variables defined on the same probability space has received much attention from 1952 to now. A great deal of such theory focused on \textit{iid} or…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is esablished. A set of combinations of expectation values whose value does not in general depend…
Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…
We obtain asymptotic approximations for the probability density function of the product of two correlated normal random variables with non-zero means and arbitrary variances. As a consequence, we deduce asymptotic approximations for the…
We study the existence, strong consistency and asymptotic normality of estimators obtained from estimating functions, that are p-dimensional martingale transforms. The problem is motivated by the analysis of evolutionary clustered data,…
The article is devoted to the study of exponential statistical structures of type B, which constitute a subclass of exponential families of probability distributions. This class is characterized by a number of analytical and probabilistic…
This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…
We consider the problem of calculating distance correlation coefficients between random vectors whose joint distributions belong to the class of Lancaster distributions. We derive under mild convergence conditions a general series…
Expectations of multivariate functions with missing labels occur in various fields such as transfer learning and average treatment effects. Although non-parametric estimators based on nearest-neighbour matching are frequently used in this…
Consider two batches of independent or interdependent exponentiated location-scale distributed heterogeneous random variables. This article investigates ordering results for the second-order statistics from these batches when a vector of…