相关论文: Characterization of Sine- Skewed von Mises Distrib…

Graphical models are a key class of probabilistic models for studying the conditional independence structure of a set of random variables. Circular variables are special variables, characterized by periodicity, arising in several contexts…

The statistical distribution of the ratio of two normal random variables is characterized by its heavy-tailed nature and absence of finite moments. The shape of its density function is highly variable, capable of exhibiting unimodal or…

A new inequality between some functional of probability distribution functions is given. The inequality is based on strict convexity of a function used in functional definition. Equality sign in the inequality gives a characteristic…

Because of its mathematical tractability, the Gaussian mixture model holds a special place in the literature for clustering and classification. For all its benefits, however, the Gaussian mixture model poses problems when the data is skewed…

Let $F_N$ and $F$ be the empirical and limiting spectral distributions of an $N\times N$ Wigner matrix. The Cram\'{e}r-von Mises (CvM) statistic is a classical goodness-of-fit statistic that characterizes the distance between $F_N$ and $F$…

The new Sine Skewed Cardioid (ssc) distribution been just introduced and characterized by Ahsanullah (2018). Here, we study the asymptotic properties of its tails by determining its extreme value domain, the characteristic function, the…

As the most fundamental problem in statistics, robust location estimation has many prominent solutions, such as the trimmed mean, Winsorized mean, Hodges Lehmann estimator, Huber M estimator, and median of means. Recent studies suggest that…

Pyrosequencing is emerging as one of the important next-generation sequencing technologies. We derive the statistical distributions of this technique in terms of nucleotide probabilities of the target sequences. We give exact distributions…

A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of…

The shortcomings of the traditional univariate distributions in the past greatly encouraged mathematical statisticians to develop new generalizations of distributions. The New Generalized Fisk distribution, a unique distribution presented…

Hypothesis testing problems for circular data are formulated, where observations take values on the unit circle and may contain a hidden, phase-coherent structure. Under the null, the data are independent uniform on the unit circle; under…

A new distribution is introduced, which we call the twin-t distribution. This distribution is heavy-tailed like the t distribution, but closer to normality in the central part of the curve. Its properties are described, e.g. the pdf, the…

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…

In a smooth semi-parametric model, the marginal posterior distribution for a finite dimensional parameter of interest is expected to be asymptotically equivalent to the sampling distribution of any efficient point-estimator. The assertion…

In this paper, we propose to obtain the skewed version of a unimodal symmetric density using a skewing mechanism that is not based on a cumulative distribution function. Then we disturb the unimodality of the resulting skewed density. In…

Discrete and continuous standard windowing are revisited and a a new taper is introduced, which is derived from the normal circular distribution by von Mises. Both the continuous-time and the discrete-time windows are considered, and their…

We give two new simple characterizations of the Cauchy distribution by using the M\"obius and Mellin transforms. They also yield characterizations of the circular Cauchy distribution and the mixture Cauchy model.

The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

Distributions of strictly positive numbers are common and can be characterized by standard statistical measures such as mean, standard deviation, and skewness. We demonstrate that for these distributions the skewness $D_3$ is bounded from…