相关论文: The Bivariate Lack-of-Memory Distributions

We investigate under which conditions a single simulation of joint default times at a final time horizon can be decomposed into a set of simulations of joint defaults on subsequent adjacent sub-periods leading to that final horizon. Besides…

We obtain exact formulas for the cumulative distribution function of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind and the modified Lommel function of the first kind. From…

In a missing-data setting, we have a sample in which a vector of explanatory variables x_i is observed for every subject i, while scalar outcomes y_i are missing by happenstance on some individuals. In this work we propose robust estimates…

The statistical study of human memory requires large-scale experiments, involving many stimuli conditions and test subjects. While this approach has proven to be quite fruitful for meaningless material such as random lists of words,…

This paper provides two different novel approaches of slice sampling to estimate the parameters of absolute continuous Marshall-Olkin bivariate Pareto distribution with location and scale parameters. We carry out the bayesian analysis…

Diffusion models have shown remarkable performance on many generative tasks. Despite recent success, most diffusion models are restricted in that they only allow linear transformation of the data distribution. In contrast, broader family of…

For EBSD ab-initio indexing, a new method that adopts several methods originally invented for powder indexing, is reported. Distribution rules of systematic absence and error-stable Bravais lattice determination are used to eliminate…

Nowadays insurers have to account for potentially complex dependence between risks. In the field of loss reserving, there are many parametric and non-parametric models attempting to capture dependence between business lines. One common…

This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…

Log-symmetric regression models are particularly useful when the response variable is continuous, strictly positive and asymmetric. In this paper, we proposed a class of log-symmetric regression models in the context of correlated errors.…

Several topological and analytical notions of continuity and fading memory for causal and time-invariant filters are introduced, and the relations between them are analyzed. A significant generalization of the convolution theorem that…

In this paper, we focus on the COM-type negative binomial distribution with three parameters, which belongs to COM-type $(a,b,0)$ class distributions and family of equilibrium distributions of arbitrary birth-death process. Besides, we show…

We present theoretical predictions for a few phenomenologically interesting distributions in the semileptonic b->u decays which are affected by Fermi motion. The perturbative effects are incorporated at the one-loop level and appear to be…

The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…

We investigate minimax results for the anisotropic functional deconvolution model when observations are affected by the presence of long-memory. Under specific conditions about the covariance matrices of the errors, we follow a standard…

I find that exactly two stages can be seen directly in sequential free recall distributions. These distributions show that the first three recalls come from the emptying of working memory, recalls 6 and above come from a second stage and…

In this paper we consider the problem of uniformity testing with limited memory. We observe a sequence of independent identically distributed random variables drawn from a distribution $p$ over $[n]$, which is either uniform or is…

Recently, Lee and Cha (2015, `On two generalized classes of discrete bivariate distributions', {\it American Statistician}, 221 - 230) proposed two general classes of discrete bivariate distributions. They have discussed some general…

In distributional reinforcement learning not only expected returns but the complete return distributions of a policy are taken into account. The return distribution for a fixed policy is given as the solution of an associated distributional…

Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…