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On the connection between cherry-tree copulas and truncated R-vine copulas

Edith Kovács, Tamás Szántai (2017)

Kybernetika

Vine copulas are a flexible way for modeling dependences using only pair-copulas as building blocks. However if the number of variables grows the problem gets fastly intractable. For dealing with this problem Brechmann at al. proposed the truncated R-vine copulas. The truncated R-vine copula has the very useful property that it can be constructed by using only pair-copulas and a lower number of conditional pair-copulas. In our earlier papers we introduced the concept of cherry-tree copulas. In this...

On the joint entropy of d -wise-independent variables

Dmitry Gavinsky, Pavel Pudlák (2016)

Commentationes Mathematicae Universitatis Carolinae

How low can the joint entropy of n d -wise independent (for d 2 ) discrete random variables be, subject to given constraints on the individual distributions (say, no value may be taken by a variable with probability greater than p , for p < 1 )? This question has been posed and partially answered in a recent work of Babai [Entropy versus pairwise independence (preliminary version),...

On the Newcomb-Benford law in models of statistical data.

Tomás Hobza, Igor Vajda (2001)

Revista Matemática Complutense

We consider positive real valued random data X with the decadic representation X = Σi=∞∞Di 10i and the first significant digit D = D(X) in {1,2,...,9} of X defined by the condition D = Di ≥ 1, Di+1 = Di+2 = ... = 0. The data X are said to satisfy the Newcomb-Benford law if P{D=d} = log10(d+1 / d) for all d in {1,2,...,9}. This law holds for example for the data with log10X uniformly distributed on an interval (m,n) where m and n are integers. We show that if log10X has a distribution function...

On the number of word occurrences in a semi-Markov sequence of letters

Margarita Karaliopoulou (2009)

ESAIM: Probability and Statistics

Let a finite alphabet Ω. We consider a sequence of letters from Ω generated by a discrete time semi-Markov process { Z γ ; γ } . We derive the probability of a word occurrence in the sequence. We also obtain results for the mean and variance of the number of overlapping occurrences of a word in a finite discrete time semi-Markov sequence of letters under certain conditions.

On useful schema in survival analysis after heart attack

Czesław Stępniak (2014)

Discussiones Mathematicae Probability and Statistics

Recent model of lifetime after a heart attack involves some integer coefficients. Our goal is to get these coefficients in simple way and transparent form. To this aim we construct a schema according to a rule which combines the ideas used in the Pascal triangle and the generalized Fibonacci and Lucas numbers

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