相关论文: Moments of the multivariate Beta distribution
We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…
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…
Recently the identity method was proposed to calculate second moments of the multiplicity distributions from event-by-event measurements in the presence of the effects of incomplete particle identification. In this paper the method is…
New formulas for the moments about zero of the Non-central Chi-Squared and the Non-central Beta distributions are achieved by means of novel approaches. The mixture representation of the former model and a new expansion of the ascending…
We generalize the Farey-Brocot partition to a twodimensional continued fraction algorithm and generalized Farey-Brocot nets. We give an asymptotic formula for the moments of order \beta.
The beta model is the most important distribution for fitting data with the unit interval. However, the beta distribution is not suitable to model bimodal unit interval data. In this paper, we propose a bimodal beta distribution constructed…
The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…
In this paper, we extend the study of bivariate generalised beta type I and II distributions to the matrix variate case.
This paper considers the issue of modeling fractional data observed in the interval [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model…
In this article, a generalized version of Negative binomial-beta exponential distribution with five parameters have been introduced. Some interesting submodels have been derived from it. A comprehensive mathematical treatment of proposed…
We present a characterization of the null moments of the Complex Multivariate Normal Distribution with non-singular covariance matrix and we give closed-forms expressions for its non-null moments.
Motivated by a probabilistic analysis of a simple game (itself inspired by a problem in computational learning theory) we introduce the \emph{moment zeta function} of a probability distribution, and study in depth some asymptotic properties…
This paper illustrates how to calculate the moments and cumulants of the two-stage Mann-Whitney statistic. These results may be used to calculate the asymptotic critical values of the two-stage Mann-Whitney test. In this paper, a large…
Correlated proportions appear in many real-world applications and present a unique challenge in terms of finding an appropriate probabilistic model due to their constrained nature. The bivariate beta is a natural extension of the well-known…
We derive the joint probability distribution of the first two spectral moments for the G$\beta$E random matrix ensembles in N dimensions for any N. This is achieved by making use of two complementary invariants of the domain in…
Taking $t$ at random, uniformly from $[0,T]$, we consider the $k$th moment, with respect to $t$, of the random variable corresponding to the $2\beta$th moment of $\zeta(1/2+ix)$ over the interval $x\in(t, t+1]$, where $\zeta(s)$ is the…
For $\alpha>\beta-1>0$, we obtain two sided inequalities for the moment integral $I(\alpha,\beta)= \int_{\mathbb{R}} |x|^{-\beta}|\sin x|^{\alpha}dx$. These are then used to give the exact asymptotic behavior of the integral as $\alpha \to…
We determine the asymptotic distribution of Manin's iterated integrals of length at most 2. For all lengths we compute all the asymptotic moments. We show that if the length is at least 3 these moments do in general not determine a unique…
Using distribution theory we present the moment asymptotic expansion of continuous wavelet transform in different distributional spaces for large and small values of dilation parameter $a$. We also obtain asymptotic expansions for certain…
The beta distribution is a basic distribution serving several purposes. It is used to model data, and also, as a more flexible version of the uniform distribution, it serves as a prior distribution for a binomial probability. The bivariate…