相关论文: Characterizations of Two-Points and Other Related …

There is given a characterization of hyperbolic secant distribution by the independence of linear forms with random coefficients. We provide a characterization by the identic distribution property. Keywords: hyperbolic secant distribution;…

There is given a characterization of the geometric distribution by the independence of linear forms with random coefficients. The result is a discrete analog of the corresponding theorem on exponential distribution. The property of linear…

There are given characterizations of the exponential distribution by the properties of the independence of linear forms with random coefficients. Related results based on the constancy of regression of one statistic on a linear form are…

The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate…

The problem of characterization of Gibbs random fields is considered. Various Gibbsianness criteria are obtained using the earlier developed one-point framework which in particular allows to describe random fields by means of either…

We study how the two-point density correlation properties of a point particle distribution are modified when each particle is divided, by a stochastic process, into an equal number of identical "daughter" particles. We consider generically…

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…

The paper presents some distributional properties of logistic order statistics subject to independent exponential one-sided and two-sided shifts. Utilizing these properties, we extend several known results and obtain some new…

Let X be a locally compact Abelian group. We consider linear forms of independent random variables with values in X. In doing so, one of the coefficients of the linear forms is a random variable with a Bernoulli distribution. For some…

In this paper we present a flexible bivariate distribution specified by a quantile function. The distribution contains as special cases new bivariate exponential, Pareto I, Pareto II, beta, power, log logistic and uniform distributions and…

Two concepts of symmetry for the distributions of positive random variables $Y$ are log-symmetry (symmetry of the distribution of $\log Y$) and R-symmetry [7]. In this paper, we characterise the distributions that have both properties,…

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…

It is known that few characterization results of the logistic distribution were available before, although it is similar in shape to the normal one whose characteristic properties have been well investigated. Fortunately, in the last…

It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…

In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The…

Available in the literature are properties which characterize the gamma distribution via independence of two appropriately chosen statistics. Well-known is the classical result when one of the statistics is the sample mean and the other one…

A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…

We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…

In this paper, we propose a new distribution with unitary support which can be characterized as a ratio of the type $W=X_1/(X_1+X_2)$, where $(X_1, X_2)^\top$ follows a bivariate extreme distribution with Fr\'echet margins, that is, $X_1$…

The full moments expansion of the joint probability distribution of an isotropic random field, its gradient and invariants of the Hessian is presented in 2 and 3D. It allows for explicit expression for the Euler characteristic in ND and…