Matrix variate Kummer-Dirichlet distributions.
Matrix-variate beta distribution.
Matrix-Variate Statistical Distributions and Fractional Calculus
MSC 2010: 15A15, 15A52, 33C60, 33E12, 44A20, 62E15 Dedicated to Professor R. Gorenflo on the occasion of his 80th birthdayA connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results on matrix-variate statistical densities and their connections to fractional calculus will be established. When considering solutions of fractional...
Maximizing the Bregman divergence from a Bregman family
The problem to maximize the information divergence from an exponential family is generalized to the setting of Bregman divergences and suitably defined Bregman families.
Misclassified size-biased modified power series distribution and its applications
A misclassified size-biased modified power series distribution (MSBMPSD) where some of the observations corresponding to are misclassified as with probability , is defined. We obtain its recurrence relations among ordinary, central and factorial moments and also for some of its particular cases like the size-biased generalized negative binomial (SBGNB) and the size-biased generalized Poisson (SBGP) distributions. We also discuss the effect of the misclassification on the variance for MSBMPSD...
Moment (In-)Equalities for Differences of Order Statistics with Different Sample Sizes.
Muliere and Scarsini's bivariate Pareto distribution: sums, products and ratios.
We derive the exact distributions of R = X + Y, P = X Y and W = X / (X + Y) and the corresponding moment properties when X and Y follow Muliere and Scarsini's bivariate Pareto distribution. The expressions turn out to involve special functions. We also provide extensive tabulations of the percentage points associated with the distributions. These tables -obtained using intensive computer power- will be of use to the practitioners of the bivariate Pareto distribution.