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A random phenomenon may have two sources of random variation: an unstable identity and a set of external variation-generating factors. When only a single source is active, two mutually exclusive extreme scenarios may ensue that result in…

统计理论 · 数学 2015-07-28 Haim Shore

Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables (not necessarily identically distributed), and $\eta$ be a counting random variable independent of this sequence. We obtain sufficient conditions on…

概率论 · 数学 2016-04-07 Svetlana Danilenko , Simona Paškauskaitė , Jonas Šiaulys

The XGamma distribution is a generated distribution from a mixture of Exponential and Gamma distributions. It is found that in many cases the XGamma has more flexibility than the Exponential distribution. In this paper we consider the sum…

统计理论 · 数学 2025-04-22 Therrar Kadri , Rahil Omairi , Khaled Smaili , Seifedine Kadry

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

无序系统与神经网络 · 物理学 2008-02-03 Giorgio Parisi

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

概率论 · 数学 2015-11-11 Kristina Schubert , Martin Venker

Across the sciences, the statistical analysis of networks is central to the production of knowledge on relational phenomena. Because of their ability to model the structural generation of networks, exponential random graph models are a…

数据分析、统计与概率 · 物理学 2015-05-27 Bruce A. Desmarais , Skyler J. Cranmer

Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…

历史与综述 · 数学 2018-03-23 Cecilia Chirenti , M. Coleman Miller

Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…

统计方法学 · 统计学 2015-04-23 Werner Brannath , Martin Scharpenberg

In the context of stability of the extremes of a random variable X with respect to a positive integer valued random variable N we discuss the cases (i) X is exponential (ii) non-geometric laws for N (iii) identifying N for the stability of…

概率论 · 数学 2007-06-13 S. Satheesh , N. U. Nair

Considered two linear regression models of a given response variable with some predictor set and its subset. It is shown that there is a linear relationship between coefficients of these models. Some corollaries of the proved theorem is…

统计理论 · 数学 2011-09-15 V. G. Panov

Some practical results are derived for population inference based on a sample, under the two qualitative conditions of 'ignorability' and exchangeability. These are the 'Histogram Theorem', for predicting the outcome of a non-sampled member…

统计理论 · 数学 2015-11-12 Jonathan Rougier

Observed clusters should be modelled by considering the distribution function to be a random variable that quantifies the degree of excitation of the system's normal modes. A system of canonical coordinates for the space of DFs is…

星系天体物理 · 物理学 2021-08-11 Jun Yan Lau , James Binney

We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inverse distribution admits a simple closed form. An application…

概率论 · 数学 2019-06-25 Dimitris Cheliotis , Nickos Papadatos

We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…

统计方法学 · 统计学 2010-08-17 Wagner Barreto-Souza , Alessandro H. S. Santos , Gauss M. Cordeiro

We obtain an almost sure bound for oscillation rates of empirical distribution functions for stationary causal processes. For short-range dependent processes, the oscillation rate is shown to be optimal in the sense that it is as sharp as…

概率论 · 数学 2007-05-23 Wei Biao Wu

The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…

统计方法学 · 统计学 2017-01-18 Hien D Nguyen , Geoffrey J McLachlan

The behaviour of elastic structures undergoing large deformations is the result of the competition between confining conditions, self-avoidance and elasticity. This combination of multiple phenomena creates a geometrical frustration that…

软凝聚态物质 · 物理学 2015-05-19 Mokhtar Adda-Bedia , Arezki Boudaoud , Laurent Boué , Stephanie Deboeuf

This paper describes the Elliptical Quartic Exponential distribution in $\mathbb{R}^D$, obtained via a maximum entropy construction by imposing second and fourth moment constraints. I discuss relationships to related work, analytical…

统计方法学 · 统计学 2022-10-11 Christopher K I Williams

Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…

概率论 · 数学 2025-05-27 Robert E. Gaunt , Zixin Ye

We prove large (and moderate) deviations for a class of linear combinations of spacings generated by i.i.d. exponentially distributed random variables. We allow a wide class of coefficients which can be expressed in terms of continuous…

概率论 · 数学 2021-09-07 Camilla Calì , Maria Longobardi , Claudio Macci , Barbara Pacchiarotti