相关论文: Some More Results on Characterization of the Expon…
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…
In this paper, we focus on statistical region-based active contour models where image features (e.g. intensity) are random variables whose distribution belongs to some parametric family (e.g. exponential) rather than confining ourselves to…
We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation for the…
In this paper we consider the statistical inference of the unknown parameter of an exponential distribution based on the time truncated data. The time truncated data occurs quite often in the reliability analysis for type-I or hybrid…
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…
Arnold and Villasenor (2013) obtain a series of characterizations of the exponential distribution based on random samples of size two. These results were already applied in constructing goodness-of-fit tests. Extending the techniques from…
In this paper non-asymptotic exact exponential estimates are derived for the tail of maximum distribution of random field in the terms of majoring measures or, equally, generic chaining.
A $\phi$-exponential distribution is a generalization of an exponential distribution associated to functions $\phi$ in an appropriate class, and the space of $\phi$-exponential distributions has a dually flat structure. We study features of…
We consider a static linear panel model with both correlated and uncorrelated random coefficients, where the former can depend arbitrarily on observable regressors while the latter are independent of them. We provide sufficient conditions…
There is an increasing interest to understand the dependence structure of a random vector not only in the center of its distribution but also in the tails. Extreme-value theory tackles the problem of modelling the joint tail of a…
We propose a criterion of equidistribution by the differentiability of certain arithmetic invariants. Combined with the slope method and the asymptotic measures, this criterion gives a new "conceptual" proof to equidistribution results…
In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…
Loynes' distribution, which characterizes the one dimensional marginal of the stationary solution to Lindley's recursion, possesses an ultimately exponential tail for a large class of increment processes. If one can observe increments but…
We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are…
We examine the extent to which random samplings from the values of a random set, determine the distribution of the random set itself. We also comment on how, given the statistics of the sampling, to detect the distribution. Several methods…
In this article, I introduce a group-theoretical method to prove positivity of certain linear combinations (with coefficients generally lying in $\mathbb{C}$) of exponential functions under a set of semidefinite linear constraints. The…
We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…
In this paper, we introduce a new probability distribution, the Lasso distribution. We derive several fundamental properties of the distribution, including closed-form expressions for its moments and moment-generating function.…
We consider the challenging problem of statistical inference for exponential-family random graph models based on a single observation of a random graph with complex dependence. To facilitate statistical inference, we consider random graphs…
The class of subweibull distributions has recently been shown to generalize the important properties of subexponential and subgaussian random variables. We describe alternative characterizations of subweibull distributions and detail the…