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The Wishart probability distribution on symmetricmatrices has been initially defined by mean of the multivariateGaussian distribution as an of the chi-square distribution. A moregeneral definition is given using results for harmonic…

概率论 · 数学 2017-12-19 Abdelhamid Hassairi

Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I is derived. Also the singular values and eigenvalues…

统计理论 · 数学 2015-06-25 Jose A. Diaz-Garcia , Ramon Gutierrez-Sanchez

In this paper, a new mixed Poisson distribution is introduced. This new distribution is obtained by utilizing mixing process, with Poisson distribution as mixed distribution and Transmuted Exponential distribution as mixing distribution.…

统计方法学 · 统计学 2016-10-05 Deepesh Bhati , Pooja Kumawat , E. Gómez Déniz

In this note we discuss additional properties of mixed Poisson distributions. We discuss the convergence of mixed Poisson distributions to its mixing distribution for the scaling parameter tending to infinity. Moreover, we obtain a central…

概率论 · 数学 2025-02-13 Markus Kuba

The purpose of this paper is to explore some mixtures of Kies distributions -- discrete and continuous. The last ones are also known as compound distributions. Some conditions for convergence are established. We study the probabilistic…

概率论 · 数学 2024-06-25 Tsvetelin Zaevski , Nikolay Kyurkchiev

In this article we survey properties of mixed Poisson distributions and probabilistic aspects of the Stirling transform: given a non-negative random variable $X$ with moment sequence $(\mu_s)_{s\in\mathbb{N}}$ we determine a discrete random…

组合数学 · 数学 2014-09-12 Markus Kuba , Alois Panholzer

This paper presents properties and approximations of a random variable based on the zero-order modified Bessel function that results from the compounding of a zero-mean Gaussian with a $\chi^2_1$-distributed variance. This family of…

统计方法学 · 统计学 2025-07-30 Massimiliano Bonamente

This paper proposes a generalisation of the Pearson type II distribution, which shall termed Pearson Type II-Riesz distribution, based in the Kotz-Riesz distribution. Specifically, the central nonsingular matricvariate generalised Pearson…

统计理论 · 数学 2015-06-17 Jose A. Diaz-Garcia , Francisco J. Caro-Lopera

We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…

概率论 · 数学 2019-05-08 Benjamin Tsou

An expanded family of mixtures of multivariate power exponential distributions is introduced. While fitting heavy-tails and skewness has received much attention in the model-based clustering literature recently, we investigate the use of a…

统计方法学 · 统计学 2015-06-15 Utkarsh J. Dang , Ryan P. Browne , Paul D. McNicholas

In this paper, an alternative mixed Poisson distribution is proposed by amalgamating Poisson distribution and a modification of the Quasi Lindley distribution. Some fundamental structural properties of the new distribution, namely the shape…

统计方法学 · 统计学 2021-10-26 Ramajeyam Tharshan , Pushpakanthie Wijekoon

A tempered version of the discrete Linnik distribution is introduced in order to obtain integer-valued distribution families connected to stable laws. The proposal constitutes a generalization of the well-known Poisson-Tweedie law, which is…

统计理论 · 数学 2016-05-10 Lucio Barabesi , Carolina Becatti , Marzia Marcheselli

In this article, we define a matrix multinomial distribution. We prove some properties of the matrix multinomial distribution. We prove that the matrix Poisson distribution can be used as an approximation to the matrix multinomial…

概率论 · 数学 2021-04-30 Yuriy Yurchenko

Matrix-form Poisson probability distributions were recently introduced as one matrix generalization of Panjer distributions. We show in this paper that under the constraint that their representation is to be nonnegative, they have a…

概率论 · 数学 2012-11-15 Sophie Hautphenne , Guy Latouche , Giang Nguyen

Supposing Kotz-Riesz type I and II distributions and their corresponding independent univariate Riesz distributions the associated generalised matrix multivariate T distributions, termed matrix multivariate T-Riesz distributions are…

统计理论 · 数学 2015-06-17 Jose A. Diaz-Garcia , Ramon Gutierrez-Sanchez

This article derives several properties of the Riesz distributions, such as their corresponding Bartlett decompositions, the inverse Riesz distributions and the distribution of the generalised variance for real normed division algebras. In…

统计理论 · 数学 2015-06-17 José A. Diaz-Garcia

Parametric distributions are an important part of statistics. There is now a voluminous literature on different fascinating formulations of flexible distributions. We present a selective and brief overview of a small subset of these…

统计理论 · 数学 2020-05-15 Sharon X. Lee , Geoffrey J. McLachlan

This article derives the distribution of random matrix $\mathbf{X}$ associated with the transformation $\mathbf{Y} = \mathbf{X}^{*}\mathbf{X}$, such that $\mathbf{Y}$ has a Riesz distribution for real normed division algebras. Two versions…

统计理论 · 数学 2015-06-17 Jose A. Diaz-Garcia

This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to…

机器学习 · 统计学 2015-03-29 Conrado S. Miranda , Fernando J. Von Zuben

The Riesz distribution for real normed division algebras is derived in this work. Then two versions of these distributions are proposed and some of their properties are studied.

统计理论 · 数学 2015-06-02 Jose A. Diaz-Garcia
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