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Explicit formulas for the mean and variance of linear stochastic differential equations are derived in terms of an exponential matrix. This result improved a previous one by means of which the mean and variance are expressed in terms of a…

最优化与控制 · 数学 2013-12-18 Juan Carlos Jimenez

In this paper, we gave some properties of binomial coefficient.

组合数学 · 数学 2017-01-24 Daniel Yaqubi , Madjid Mirzavaziri

Consider a random sample $X_1 , X_2 , ..., X_n$ drawn independently and identically distributed from some known sampling distribution $P_X$. Let $X_{(1)} \le X_{(2)} \le ... \le X_{(n)}$ represent the order statistics of the sample. The…

信息论 · 计算机科学 2020-09-28 Alex Dytso , Martina Cardone , Cynthia Rush

For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…

统计方法学 · 统计学 2021-10-19 Rafael Weißbach , Dominik Wied

Categorical random variables are a common staple in machine learning methods and other applications across disciplines. Many times, correlation within categorical predictors exists, and has been noted to have an effect on various algorithm…

概率论 · 数学 2017-01-25 Rachel Traylor

We show that a concavity property of the exponential function is a direct consequence of the convexity of the continued Erlang loss function.

综合数学 · 数学 2007-05-23 Hans J. H. Tuenter

In this second part of our survey on the social and natural distributions, we investigate some models, which intend to explain the statistical regularity of the natural and social distributions. There is a large variety of models and in…

物理与社会 · 物理学 2016-07-05 L. Benguigui , M. Marinov

Using a probabilistic approach, we derive some interesting combinatorial identities involving gamma and beta functions. These results generalize certain well-known combinatorial identities involving binomial coefficients and special…

概率论 · 数学 2026-05-15 Palaniappan Vellaisamy , Puja Pandey

For a multivariate normal distribution, the sparsity of the covariance and precision matrices encodes complete information about independence and conditional independence properties. For general distributions, the covariance and precision…

统计理论 · 数学 2021-09-22 Rebecca E Morrison , Ricardo Baptista , Estelle L Basor

The statistics of records in sequences of independent, identically distributed random variables is a classic subject of study. One of the earliest results concerns the stochastic independence of record events. Recently, records statistics…

统计力学 · 物理学 2011-09-26 Gregor Wergen , Jasper Franke , Joachim Krug

Frequentist-style large-sample properties of Bayesian posterior distributions, such as consistency and convergence rates, are important considerations in nonparametric problems. In this paper we give an analysis of Bayesian asymptotics…

统计理论 · 数学 2012-10-02 Ryan Martin , Liang Hong

The main aim of this article is to characterize and investigate the three parameter exponentiated exponential Poisson probability distribution ${\rm EEP}(\alpha, \beta, \lambda)$ by giving explicit closed form expressions for its…

统计理论 · 数学 2014-02-04 Tibor K Pogány

A statistical model of quantization based on an exponential distribution of infinitesimal action is proposed. Trajectory which does not extremize the action along an infinitesimal short segment of path is allowed to occur with a very small…

量子物理 · 物理学 2012-09-11 Agung Budiyono

This article is a survey of the exponential polynomials (also called single-variable Bell polynomials) from the point of view of Analysis. Some new properties are included and several Analysis-related applications are mentioned.

经典分析与常微分方程 · 数学 2016-10-10 Khristo N. Boyadzhiev

The divisibility of truncated binomial series by their exponent n is analyzed. Divisibility is shown to depends on the divisibility characteristics of the integers constituting the binomials. Series division by the highest possible powers…

综合数学 · 数学 2014-06-03 Anatoly Grinberg

It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are…

概率论 · 数学 2013-06-25 Inés Armendáriz , Michail Loulakis

We introduce a novel perspective by linking ordered probabilistic choice to copula theory, a mathematical framework for modeling dependencies in multivariate distributions. Each representation of ordered probabilistic choice behavior can be…

理论经济学 · 经济学 2025-07-10 Christopher P. Chambers , Yusufcan Masatlioglu , Kemal Yildiz

The likelihood function is central to both frequentist and Bayesian formulations of parametric statistical inference, and large-sample approximations to the sampling distributions of estimators and test statistics, and to posterior…

统计方法学 · 统计学 2022-04-05 Anthony C. Davison , Nancy Reid

We consider a rectangular grid induced by the south-west records from the planar Poisson point process in $R^2_+$. A random symmetry property of the matrix whose entries are the areas of tiles of the grid implies cute multivariate…

概率论 · 数学 2012-06-07 Alexander Gnedin , Alexander Marynych

Recently, the characterization based approach for the construction of goodness of fit tests has become popular. Most of the proposed tests have been designed for complete i.i.d. samples. Here we present the adaptation of the recently…

统计方法学 · 统计学 2021-08-11 Marija Cuparić , Bojana Milošević