相关论文: Estimators, escort probabilities, and phi-exponent…
A class of probability distributions is characterized via equalities in law between two order statistics shifted by independent exponential variables. An explicit formula for the quintile function of the identified family of distributions…
Equilibrium statistical physics is considered from the point of view of statistical estimation theory. This involves the notions of statistical model, of estimators, and of exponential family. A useful property of the latter is the…
We extend results of Damanik and Tcheremchantsev on estimating transport exponents to initial states supported on more than one site. These general results for upper and lower bounds are then applied to several classes of models, including…
This paper introduces two families of probability distributions for Bayesian analysis of hypertoroidal data. The first family consists of symmetric distributions derived from the projection of multivariate normal distributions under…
This article considers exponential families of truncated multivariate normal distributions with one-sided truncation for some or all coordinates. We observe that if all components are one-sided truncated then this family is not full. The…
The notion of generalised exponential family is considered in the restricted context of nonextensive statistical physics. Examples are given of models belonging to this family. In particular, the q-Gaussians are discussed and it is shown…
The {\lambda}-exponential family has recently been proposed to generalize the exponential family. While the exponential family is well-understood and widely used, this it not the case of the {\lambda}-exponential family. However, many…
The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…
We consider parametric exponential families of dimension $K$ on the real line. We study a variant of \textit{boundary crossing probabilities} coming from the multi-armed bandit literature, in the case when the real-valued distributions form…
This note shows that the matrix forms of several one-parameter distribution families satisfy a hierarchical low-rank structure. Such families of distributions include binomial, Poisson, and $\chi^2$ distributions. The proof is based on a…
This work studies the large sample properties of the posterior-based inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment…
We first observe that the (co)domains of the q-deformed functions are some subsets of the (co)domains of their ordinary counterparts, thereby deeming the deformed functions to be incomplete. In order to obtain a complete definition of…
We consider natural and general exponential families $(Q_m)_{m\in M}$ on $\mathbb{R}^d$ parametrized by the means. We study the submodels $(Q_{\theta m_1+(1-\theta)m_2})_{\theta\in[0,1]}$ parametrized by a segment in the means domain,…
As well known, cumulant expansion is an alternative way to moment expansion to fully characterize probability distributions provided all the moments exist. If this is not the case, the so called escort mean values (or q-moments) have been…
The exponential family is well known in machine learning and statistical physics as the maximum entropy distribution subject to a set of observed constraints, while the geometric mixture path is common in MCMC methods such as annealed…
Using the technique developed in approximation theory, we construct examples of exponential families of infinitely divisible laws which can be viewed as deformations of the normal, gamma, and Poisson exponential families. Replacing the…
A proof of the Cram\'er-Rao inequality for prediction is presented under conditions of $L^2$-differentiability of the family of distributions of the model. The assumptions and the proof differ from those of Miyata (2001) who also proved…
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…
It is well-known that each statistic in the family of power divergence statistics, across $n$ trials and $r$ classifications with index parameter $\lambda\in\mathbb{R}$ (the Pearson, likelihood ratio and Freeman-Tukey statistics correspond…
Francis Castro, et al [2] computed the exact divisibility of families of exponential sums associated to binomials $F(X) = aX^{d_1} + bX^{d_2}$ over $\mathbb{F}_p$, and a conjecture is presented for related work. Here we study this question.