相关论文: High moments Jarque-Bera tests for arbitrary distr…
General conditions on smooth real valued random fields are given that ensure the finiteness of the moments of the measure of their level sets. As a by product a new generalized Kac-Rice formula (KRF) for the expectation of the measure of…
The moment problem in probability theory asks for criteria for when there exists a unique measure with a given tuple of moments. We study a variant of this problem for random objects in a category, where a moment is given by the average…
Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the…
Recent work has suggested that in highly correlated systems, such as sandpiles, turbulent fluids, ignited trees in forest fires and magnetization in a ferromagnet close to a critical point, the probability distribution of a global quantity…
Pure-jump processes have been increasingly popular in modeling high-frequency financial data, partially due to their versatility and flexibility. In the meantime, several statistical tests have been proposed in the literature to check the…
A Chebyshev-type quadrature for a probability measure sigma is a distribution which is uniform on n points and has the same first k moments as sigma. We give an upper bound for the minimal n required to achieve a given degree k, for sigma…
In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared volume of random simplices of dimension k. This theory is…
The two-dimensional $J$-$J^\prime$ dimerized quantum Heisenberg model is studied on the square lattice by means of (stochastic series expansion) quantum Monte Carlo simulations as a function of the coupling ratio \hbox{$\alpha=J^\prime/J$}.…
Measured moments of the multiplicity distribution for a given sort of particles are used in the literature for the determination of the phase transition parameters of hot QCD matter in ultrarelativistic heavy-ion collisions. We argue that…
We establish unconditional $\Omega$-results for all weighted even moments of primes in arithmetic progressions. We also study the moments of these moments and establish lower bounds under GRH. Finally, under GRH and LI we prove an…
We provide novel characterizations of multivariate normality that incorporate both the characteristic function and the moment generating function, and we employ these results to construct a class of affine invariant, consistent and…
The Kirkwood-Dirac (KD) distribution has recently emerged as a powerful quasiprobability framework with wide-ranging applications in quantum information processing tasks. In this work, we introduce an experimentally motivated criterion for…
This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The…
We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses…
The negative binomial distribution NB$(k,r)$ of Type I is the probability distribution for a sequence of independent Bernoulli trials (with success parameter $p\in(0,1)$) with $r$ nonoverlapping success runs of length $\ge k$. We present a…
The classical and quantum evolution of a generic probability distribution is analyzed. To that end, a formalism based on the decomposition of the distribution in terms of its statistical moments is used, which makes explicit the differences…
Stable distribution is one of the attractive models that well describes fat-tail behaviors and scaling phenomena in various scientific fields. The approach based upon the method of moments yields a simple procedure for estimating stable law…
We show how to achieve the notion of "multicalibration" from H\'ebert-Johnson et al. [2018] not just for means, but also for variances and other higher moments. Informally, it means that we can find regression functions which, given a data…
Goodness--of--fit tests for the distribution of the composed error term in a Stochastic Frontier Model (SFM) are suggested. The focus is on the case of a normal/gamma SFM and the heavy--tailed stable/gamma SFM. In the first case the moment…
We use bias-reduced estimators of high quantiles, of heavy-tailed distributions, to introduce a new estimator of the mean in the case of infinite second moment. The asymptotic normality of the proposed estimator is established and checked,…