相关论文: Holonomic gradient method for distribution functio…
Approximate distributions for sum and difference of linearly correlated $\chi^{2}$ distributed random variables are derived. It is shown that they can be reduced to conveniently parametrized gamma and Variance-Gamma distributions,…
The Fisher-Bingham system is a system of linear partial differential equations satisfied by the Fisher-Bingham integral for the $n$-dimensional sphere $S^n$. The system is given in [Nakayama et al. (2011), Theorem 2] and it is shown that it…
We provide formulas for the moments of the real and complex noncentral Wishart distributions of general degrees. The obtained formulas for the real and complex cases are described in terms of the undirected and directed graphs,…
In this paper, we develop a non-asymptotic local normal approximation for multinomial probabilities. First, we use it to find non-asymptotic total variation bounds between the measures induced by uniformly jittered multinomials and the…
In the present paper new insights into the study of the Non-central Dirichlet distribution are provided. This latter is the analogue of the Dirichlet distribution obtained by replacing the Chi-Squared random variables involved in its…
This note provides the Stein equation for weighted sums of independent $\chi^{2}$ distributions.
We give a bijection between a quotient space of the parameters and the space of moments for any $A$-hypergeometric distribution. An algorithmic method to compute the inverse image of the map is proposed utilizing the holonomic gradient…
We develop a general method to quantify the uncertainties of parton distribution functions and their physical predictions, with emphasis on incorporating all relevant experimental constraints. The method uses the Hessian formalism to study…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…
In this paper, a novel Bayesian nonparametric test for assessing multivariate normal models is presented. While there are extensive frequentist and graphical methods for testing multivariate normality, it is challenging to find Bayesian…
Estimation is the computational task of recovering a hidden parameter $x$ associated with a distribution $D_x$, given a measurement $y$ sampled from the distribution. High dimensional estimation problems arise naturally in statistics,…
We study the moments and the distribution of the discrete Choquet integral when regarded as a real function of a random sample drawn from a continuous distribution. Since the discrete Choquet integral includes weighted arithmetic means,…
A (p-1)-variate integral representation is given for the cumulative distribution function of the general p-variate non-central gamma distribution with a non-centrality matrix of any admissible rank. The real part of products of well known…
Applying the standard weighted mean formula, [sum_i {n_i sigma^{-2}_i}] / [sum_i {sigma^{-2}_i}], to determine the weighted mean of data, n_i, drawn from a Poisson distribution, will, on average, underestimate the true mean by ~1 for all…
We develop a pivotal test to assess the statistical significance of the feature variables in a single-layer feedforward neural network regression model. We propose a gradient-based test statistic and study its asymptotics using…
This article addresses an equidistribution problem concerning the zeros of systems of random holomorphic sections of positive line bundles on compact K\"{a}hler manifolds and random polynomials on $\mathbb{C}^{m}$ in the setting of the…
Weighted histograms in Monte Carlo simulations are often used for the estimation of probability density functions. They are obtained as a result of random experiments with random events that have weights. In this paper, the bin contents of…
We present four new mathematical methods, two exact and two approximate, along with open-source software, to compute the cdf, pdf and inverse cdf of the generalized chi-square distribution. Some methods are geared for speed, while others…
We describe a short, reproducible workflow for applying finite differences on nonuniform grids determined by a positive weight function g. The grid is obtained by equidistribution, mapping uniform computational coordinates $\xi\in[0,1]$ to…