相关论文: On the cumulative distribution function of the var…
We demonstrate that certain astrophysical distributions can be modelled with the truncated Weibull distribution, which can lead to some insights: in particular, we report the average value, the $r$th moment, the variance, the median, the…
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…
The hypergeometric distribution is a popular distribution, whose properties have been extensively investigated. Generating functions of this distribution, such as the probability-generating function, the moment-generating function, and the…
We collect well known and less known facts about the bivariate normal distribution and translate them into copula language. In addition, we prove a very general formula for the bivariate normal copula, we compute Gini's gamma, and we…
Obvious view of distribution function of Markovian random evolution is found in terms of Bessel functions of n+1-th order.
We apply the zero bias transformation to deduce a recursive asymptotic expansion formula for expectation of functions of sum of independent random variables in terms of normal expectations and we discuss the remainder term estimations.
We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the corresponding additive functionals have same distributions…
An inequality for the variance of an additive function defined on random decomposable structures, called assemblies, is established. The result generalizes estimates obtained earlier in the cases of permutations and mappings of a finite set…
We review the cumulant decomposition (a way of decomposing the expectation of a product of random variables (e.g. $\mathbb{E}[XYZ]$) into a sum of terms corresponding to partitions of these variables.) and the Wick decomposition (a way of…
The generalized Marcum functions appear in problems of technical and scientific areas such as, for example, radar detection and communications. In mathematical statistics and probability theory these functions are called the noncentral…
In this work we study the estimation of the density of a totally positive random vector. Total positivity of the distribution of a random vector implies a strong form of positive dependence between its coordinates and, in particular, it…
We study the rescaled probability distribution of the critical depinning force of an elastic system in a random medium. We put in evidence the underlying connection between the critical properties of the depinning transition and the extreme…
We derive a simple and precise approximation to probability density functions in sampling distributions based on the Fourier cosine series. After clarifying the required conditions, we illustrate the approximation on two examples: the…
Varying domains and biased datasets can lead to differences between the training and the target distributions, known as covariate shift. Current approaches for alleviating this often rely on estimating the ratio of training and target…
This paper explores the possibility of establishing an analytic form of the distribution of the order parameter fluctuations in a two-dimensional critical spin wave model, or width fluctuations of a two dimensional Edwards-Wilkinson…
Let $ k >0 $ be an integer and $ Y $ a standard Gamma$(k)$ distributed random variable. Let $ X $ be an independent positive random variable with a density that is hyperbolically monotone (HM) of order $ k.$ Then $Y\cdot X$ and $Y/X $ both…
This paper is concerned with the distribution of normalized zero-sets of random entire functions. The normalization of the zero-set is performed in the same way as that of the counting function for an entire function in Nevanlinna theory.…
The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…
In two recent articles we have examined a generalization of the binomial distribution associated with a sequence of positive numbers, involving asymmetric expressions of probabilities that break the symmetry {\it win-loss}. We present in…
We give the cumulative distribution function of $M_n$, the maximum of a sequence of $n$ observations from an ARMA(1, 1) process. Solutions are first given in terms of repeated integrals and then for the case, where the underlying random…