Displaying similar documents to “Some inferences on the distribution of the Demmel condition number of complex Wishart matrices”

Characterizations of the distribution of the Demmel condition number of real Wishart matrices

M. Shakil, M. Ahsanullah (2016)

Special Matrices

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The Demmel condition number is an indicator of the matrix condition, and its properties have recently found applications in many practical problems, such as in MIMO communication systems, in the analytical prediction of level-crossing and fade duration statistics of Rayleigh channels, and in spectrum sensing for cognitive radio systems, among others. As the characterizations of a probability distribution play an important role in probability and statistics, in this paper we study the...

The Lukacs-Olkin-Rubin theorem without invariance of the "quotient"

Konstancja Bobecka, Jacek Wesołowski (2002)

Studia Mathematica

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The Lukacs theorem is one of the most brilliant results in the area of characterizations of probability distributions. First, because it gives a deep insight into the nature of independence properties of the gamma distribution; second, because it uses beautiful and non-trivial mathematics. Originally it was proved for probability distributions concentrated on (0,∞). In 1962 Olkin and Rubin extended it to matrix variate distributions. Since that time it has been believed that the fundamental...

Compound geometric and Poisson models

Nooshin Hakamipour, Sadegh Rezaei, Saralees Nadarajah (2015)

Kybernetika

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Many lifetime distributions are motivated only by mathematical interest. Here, eight new families of distributions are introduced. These distributions are motivated as models for the stress of a system consisting of components working in parallel/series and each component has a fixed number of sub-components working in parallel/series. Mathematical properties and estimation procedures are derived for one of the families of distributions. A real data application shows superior performance...

Construction of multivariate distributions: a review of some recent results.

José María Sarabia, Emilio Gómez-Déniz (2008)

SORT

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The construction of multivariate distributions is an active field of research in theoretical and applied statistics. In this paper some recent developments in this field are reviewed. Specifically, we study and review the following set of methods: (a) Construction of multivariate distributions based on order statistics, (b) Methods based on mixtures, (c) Conditionally specified distributions, (d) Multivariate skew distributions, (e) Distributions based on the method of the variables...

Moments of order statistics of the Generalized T Distribution

Ali İ. Genç (2015)

Discussiones Mathematicae Probability and Statistics

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We derive an explicit expression for the single moments of order statistics from the generalized t (GT) distribution. We also derive an expression for the product moment of any two order statistics from the same distribution. Then the location-scale estimating problem of a real data set is solved alternatively by the best linear unbiased estimates which are based on the moments of order statistics.

Some properties and applications of probability distributions based on MacDonald function

Oldřich Kropáč (1982)

Aplikace matematiky

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In the paper the basic analytical properties of the MacDonald function (the modified Bessel function of the second kind) are summarized and the properties of some subclasses of distribution functions based on MacDonald function, especially of the types x n K n ( x ) , x ≥ 0 , x n K n ( x x ) , x ∈ 𝐑 and x n + 1 K n ( x ) , x ≥ 0 are discussed. The distribution functions mentioned are useful for analytical modelling of composed (mixed) distributions, especially for products of random variables having distributions of the exponential type. Extensive and...