相关论文: On the characteristic function of the asymmetric S…
Some special functions are particularly relevant in applied probability and statistics. For example, the incomplete beta function is the cumulative central beta distribution. In this paper, we consider the inversion of the central…
New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…
This note presents a simple proof of the characteristic function of Student's $t$-distribution. The method of proof, which involves finding a differential equation satisfied by the characteristic function, is applicable to many other…
In this note, we derive the closed form formulae for moments of Student's t-distribution in the one dimensional case as well as in higher dimensions through a unified probability framework. Interestingly, the closed form expressions for the…
The purpose of the present paper is to give unified expressions to the characteristic functions of all elliptical and related distributions. Those distributions including the multivariate elliptical symmetric distributions and some…
In this study, we discuss the convergence and divergence of generalized integrals,\int_{0}^{+\infty}\frac{sin^{b}x}{x^{a}}dx(a\epsilon R^{+},b\epsilon N^{+}), and use the transformation method, the partial integration method, the…
This paper studies the properties of the probability density function $p_{\alpha,\nu, n}(\mathbf{x})$ of the $n$-variate generalized Linnik distribution whose characteristic function $\varphi_{\alpha,\nu,n}(\boldsymbol{t})$ is given by…
In our recent publications we have introduced the incomplete cosine expansion of the sinc function for efficient application in sampling [Abrarov & Quine, Appl. Math. Comput., 258 (2015) 425-435; Abrarov & Quine, J. Math. Research, 7 (2)…
We consider the distribution of $\arg\zeta(\sigma+it)$ on fixed lines $\sigma > \frac12$, and in particular the density \[d(\sigma) = \lim_{T \rightarrow +\infty} \frac{1}{2T} |\{t \in [-T,+T]: |\arg\zeta(\sigma+it)| > \pi/2\}|\,,\] and the…
We obtain the asymptotic expansion for large integer $n$ of a generalised sine-integral \[\int_0^\infty\left(\frac{\sin\,x}{x}\right)^{n}dx\] by utilising the saddle-point method. This expansion is shown to agree with recent results of J.…
We prove that the tau-function of the integrable discrete sine-Gordon model apart from the "standard" bilinar identities obeys a number of "non-standard" ones. They can be combined into a bivector 3-dimensional difference equation which is…
Different types of sinc integrals are investigated when the standard sine function is replaced by the generalised $\sin_{p,q}$ in two parameters. A striking generalisation of the improper Dirichlet integral is achieved. A second surprising…
We introduce a new class of multivariate elliptically symmetric distributions including elliptically symmetric logistic distributions and Kotz type distributions. We investigate the various probabilistic properties including marginal…
The main purpose of this paper is to derive the closed form solution the sequence $(g_n)_{n\in \mathbb{N}}$ of integro-difference equations that is defined recursively as follows: \begin{align*} g_1(x) & = \chi_{(-1/2, 1/2)} (x), g_{n+1}(x)…
A new family of integer-valued Cauchy-type distributions is introduced, the {\it Cauchy-Cacoullos family}. The characteristic function is evaluated, showing some interesting distributional properties, similar to the ordinary (continuous)…
Let $\{X_i\}_{i\geq1}$ be an i.i.d. sequence of random variables and define, for $n\geq2$, \[T_n=\cases{n^{-1/2}\hat{\sigma}_n^{-1}S_n,\quad \hat{\sigma}_n>0,\cr 0,\quad \hat{\sigma}_n=0,}with S_n=\sum_{i=1}^nX_i,…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
In this article, we give a formula for the generalization of the binomial coefficient to the complex numbers as a linear combination of $\sinc$ functions. We then give a general formula to compute the integral on the real line of the…
We present a proof for the existence and uniqueness of weak solutions for a cut-off and non cut-off model of non-linear diffusion equation in finite-dimensional space RD useful for modelling flows on porous medium with saturation, turbulent…
Let $X_1,\,X_2,\,\ldots,\,X_N$, $N\in\mathbb{N}$ be independent but not necessarily identically distributed discrete and integer-valued random variables. Assume that $X_1\geqslant m_1$, $X_2\geqslant m_2$, $\ldots$, $X_N\geqslant m_N$…