相关论文: Exact Distribution of the Noncentral Complex Roy's…
In this brief note, we formulate Principal Component Analysis (PCA) over datasets consisting not of points but of distributions, characterized by their location and covariance. Just like the usual PCA on points can be equivalently derived…
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…
The exact expression is derived for the expected value, $< {p_i}> $, for the parameter for any bin $i$ of a histogram following a multinomial distribution derived by sorting $N$ observations into bins of $B$ classes, if $n_i$ of the…
An important family of codes for data storage systems, cryptography, consumer electronics, and network coding for error control in digital communications are the so-called cyclic codes. This kind of linear codes are also important due to…
With any symmetric distribution $\mu$ on the real line we may associate a parametric family of noncentral distributions as the distributions of $(X+\delta)^2$, $\delta\not=0$, where $X$ is a random variable with distribution $\mu$. The…
The distributions of the number of occurrences of words (the distributions of words for short) play key roles in information theory, statistics, probability theory, ergodic theory, computer science, and DNA analysis. Bassino et al. 2010 and…
We study the number of real roots of a Kostlan random polynomial of degree $d$ in one variable. More generally, we are interested in the distribution of the counting measure of the set of real roots of such a polynomial. We compute the…
In this article, we consider the estimation of the marginal distributions for pairs of data are recorded, with unobserved order in each pair. New estimators are proposed and their asymptotic properties are established, by proving a…
The r largest order statistics approach is widely used in extreme value analysis because it may use more information from the data than just the block maxima. In practice, the choice of r is critical. If r is too large, bias can occur; if…
We introduce the coverage correlation coefficient, a novel nonparametric measure of statistical association designed to quantifies the extent to which two random variables have a joint distribution concentrated on a singular subset with…
Many statistics of roots of random polynomials have been studied in the literature, but not much is known on the concentration aspect. In this note we present a systematic study of this question, aiming towards nearly optimal bounds to some…
The analysis of seasonal or annual block maxima is of interest in fields such as hydrology, climatology or meteorology. In connection with the celebrated method of block maxima, we study several tests that can be used to assess whether the…
A new characterization of the exponential distribution is obtained. It is based on an equation involving randomly shifted (translated) order statistics. No specific distribution is assumed for the shift random variables. The proof uses a…
Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on statistics taking the form of a ratio over (some power of) the…
We prove anti-concentration results for polynomials of independent random variables with arbitrary degree. Our results extend the classical Littlewood-Offord result for linear polynomials, and improve several earlier estimates. We discuss…
Multivariate analysis of variance (MANOVA) is a powerful and versatile method to infer and quantify main and interaction effects in metric multivariate multi-factor data. It is, however, neither robust against change in units nor a…
In this work exact expressions for the distribution function of the accumulated area swept by reunions and meanders of $N$ vicious Brownian particles up to time $T$ are derived. The results are expressed in terms of a generalised Airy…
We study monic univariate polynomials whose coefficients are analytic functions of a real variable and whose roots lie in a specified analytic curve. These include characteristic polynomials of unitary and hermitian matrices whose entries…
We give a new proof that the empirical measures of the roots of Eulerian polynomials converge to a certain log-Cauchy distribution. To do so, we show that each moment of the roots of a related family of polynomials not only converge, but in…
We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value…