相关论文: Distributional transformations, orthogonal polynom…
In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…
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…
Stochastic ordering of distributions of random variables may be defined by the relative convexity of the tail functions. This has been extended to higher order stochastic orderings, by iteratively reassigning tail-weights. The actual…
A new approach to group classification problems and more general investigations on transformational properties of classes of differential equations is proposed. It is based on mappings between classes of differential equations, generated by…
In this paper, we investigate the zero distributions of $q$-shift difference-differential polynomials of meromorphic functions with zero-order that extends and generalizes the classical Hayman results of the zeros of differential…
Probability density function estimation with weighted samples is the main foundation of all adaptive importance sampling algorithms. Classically, a target distribution is approximated either by a non-parametric model or within a parametric…
The properties of the square bias transformation are studied, in particular, the precise moment-type estimate for the $L_1$-metric between the transformed and the original distributions is proved, a relation between their characteristic…
We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…
Knowing a sequence of moments of a given, infinitely supported, distribution we obtain quickly: coefficients of the power series expansion of monic polynomials $\left\{ p_{n}\right\} _{n\geq 0}$ that are orthogonal with respect to this…
We study a generalized family of stochastic orders, semiparametrized by a distortion function H, namely H-distorted stochastic dominance, which may determine a continuum of dominance relations from the first- to the second-order stochastic…
We give the distribution functions, the expected values, and the moments of linear combinations of lattice polynomials from the uniform distribution. Linear combinations of lattice polynomials, which include weighted sums, linear…
The infinite random size-biased order with arbitrary positive size parameters is introduced in terms of independent exponential random variables. We collect basic properties and constructions of the order, some of which belong to the…
A new notion of independence relation is given and associated to it, the class of flat theories, a subclass of strong stable theories including the superstable ones is introduced. More precisely, after introducing this independence…
A novel development is given of the theory of Gaussian quadrature, not relying on the theory of orthogonal polynomials. A method is given for computing the nodes and weights that is manifestly independent of choice of basis in the space of…
The behaviour of statistical relational representations across differently sized domains has become a focal area of research from both a modelling and a complexity viewpoint.Recently, projectivity of a family of distributions emerged as a…
Many biological, ecological and economic systems are best described by weighted networks, as the nodes interact with each other with varying strength. However, most network models studied so far are binary, the link strength being either 0…
In (exploratory) factor analysis, the loading matrix is identified only up to orthogonal rotation. For identifiability, one thus often takes the loading matrix to be lower triangular with positive diagonal entries. In Bayesian inference, a…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…
Many existing approaches for estimating parameters in settings with distributional shifts operate under an invariance assumption. For example, under covariate shift, it is assumed that $p(y|x)$ remains invariant. We refer to such…
We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.