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This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…

统计理论 · 数学 2025-02-24 Huiming Zhang , Song Xi Chen

For the first time, we introduce "Scaling invariable Benford distance" and "Benford cyclic graph", which can be used to analyze any data set. Using the quantity and the graph, we analyze some date sets with common distributions, such as…

数据分析、统计与概率 · 物理学 2018-03-07 Peiyan Luo , Yongqing Li

This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…

星系天体物理 · 物理学 2015-06-03 Jorge Peñarrubia

The aggregation of particles in the free molecular regime is determined approximately for situations with a high degree of translational energy equilibration. The mean particle sizes develop linearly in time. Scaling relations are used to…

原子与分子团簇 · 物理学 2024-01-10 Klavs Hansen

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

概率论 · 数学 2007-05-23 Aubrey Wulfsohn

This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…

最优化与控制 · 数学 2016-09-01 Yinan Li , Jun Liu

Consider observation of a phenomenon of interest subject to selective sampling due to a censoring mechanism regulated by some other variable. In this context, an extensive literature exists linked to the so-called Heckman selection model. A…

统计方法学 · 统计学 2016-09-14 Adelchi Azzalini , Hyoung-Moon Kim , Hea-Jung Kim

Clinical prediction models are estimated using a sample of limited size from the target population, leading to uncertainty in predictions, even when the model is correctly specified. Generally, not all patient profiles are observed…

统计方法学 · 统计学 2024-02-09 Doranne Thomassen , Saskia le Cessie , Hans van Houwelingen , Ewout Steyerberg

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

应用统计 · 统计学 2015-12-10 Timothy B. Armstrong , Hock Peng Chan

In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical…

概率论 · 数学 2019-11-28 Anna Dembińska , Agnieszka Goroncy

The moments of random variables are fundamental statistical measures for characterizing the shape of a probability distribution, encompassing metrics such as mean, variance, skewness, and kurtosis. Additionally, the product moments,…

统计方法学 · 统计学 2025-05-09 Yuta Kawakami , Jin Tian

Random models of evolution are instrumental in extracting rates of microscopic evolutionary mechanisms from empirical observations on genetic variation in genome sequences. In this context it is necessary to know the statistical properties…

生物物理 · 物理学 2009-11-07 A. Eriksson , B. Haubold , B. Mehlig

A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to…

统计理论 · 数学 2013-02-11 Jerrad Hampton , Manuel E. Lladser

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

统计方法学 · 统计学 2020-07-14 Fernand A. Quintana , Peter Mueller , Alejandro Jara , Steven N. MacEachern

We study the number of random permutations needed to invariably generate the symmetric group, $S_n$, when the distribution of cycle counts has the strong $\alpha$-logarithmic property. The canonical example is the Ewens sampling formula,…

概率论 · 数学 2016-10-18 Gerandy Brito , Christopher Fowler , Matthew Junge , Avi Levy

Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…

动力系统 · 数学 2009-01-06 Tomas Caraballo , Jinqiao Duan , Kening Lu , Bjorn Schmalfuss

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…

统计力学 · 物理学 2015-05-13 N. R. Moloney , J. Davidsen

Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…

统计方法学 · 统计学 2014-09-24 Bo Jiang , Jun S. Liu

Linear rate equations are used to describe the cascading decay of an initial heavy cluster into fragments. We consider moments of arbitrary orders of the mass multiplicity spectrum and derive scaling properties pertaining to their time…

核理论 · 物理学 2008-11-26 B. G. Giraud , R. Peschanski

We show that the number of cycles in a random permutation chosen according to generalized Ewens measure is normally distributed and compute asymptotic estimates for the mean and variance.

概率论 · 数学 2013-08-16 Kenneth Maples , Ashkan Nikeghbali , Dirk Zeindler