Displaying similar documents to “Characterizations of continuous distributions through inequalities involving the expected values of selected functions”

Premium evaluation for different loss distributions using utility theory

Harman Preet Singh Kapoor, Kanchan Jain (2011)

Discussiones Mathematicae Probability and Statistics

Similarity:

For any insurance contract to be mutually advantageous to the insurer and the insured, premium setting is an important task for an actuary. The maximum premium ( P m a x ) that an insured is willing to pay can be determined using utility theory. The main focus of this paper is to determine P m a x by considering different forms of the utility function. The loss random variable is assumed to follow different Statistical distributions viz Gamma, Beta, Exponential, Pareto, Weibull, Lognormal and Burr....

Global approximations for the γ-order Lognormal distribution

Thomas L. Toulias (2013)

Discussiones Mathematicae Probability and Statistics

Similarity:

A generalized form of the usual Lognormal distribution, denoted with γ , is introduced through the γ-order Normal distribution γ , with its p.d.f. defined into (0,+∞). The study of the c.d.f. of γ is focused on a heuristic method that provides global approximations with two anchor points, at zero and at infinity. Also evaluations are provided while certain bounds are obtained.

On asymmetric distributions of copula related random variables which includes the skew-normal ones

Ayyub Sheikhi, Fereshteh Arad, Radko Mesiar (2022)

Kybernetika

Similarity:

Assuming that C X , Y is the copula function of X and Y with marginal distribution functions F X ( x ) and F Y ( y ) , in this work we study the selection distribution Z = d ( X | Y T ) . We present some special cases of our proposed distribution, among them, skew-normal distribution as well as normal distribution. Some properties such as moments and moment generating function are investigated. Also, some numerical analysis is presented for illustration.

Gap universality of generalized Wigner and β -ensembles

László Erdős, Horng-Tzer Yau (2015)

Journal of the European Mathematical Society

Similarity:

We consider generalized Wigner ensembles and general β -ensembles with analytic potentials for any β 1 . The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum are universal in the sense that they coincide with those of the corresponding Gaussian β -ensembles. In this article, we show that local averaging is not necessary for this result, i.e. we prove that the single gap distributions in the bulk are universal....

A depth-based modification of the k-nearest neighbour method

Ondřej Vencálek, Daniel Hlubinka (2021)

Kybernetika

Similarity:

We propose a new nonparametric procedure to solve the problem of classifying objects represented by d -dimensional vectors into K 2 groups. The newly proposed classifier was inspired by the k nearest neighbour (kNN) method. It is based on the idea of a depth-based distributional neighbourhood and is called k nearest depth neighbours (kNDN) classifier. The kNDN classifier has several desirable properties: in contrast to the classical kNN, it can utilize global properties of the considered...

Geometrically strictly semistable laws as the limit laws

Marek T. Malinowski (2007)

Discussiones Mathematicae Probability and Statistics

Similarity:

A random variable X is geometrically infinitely divisible iff for every p ∈ (0,1) there exists random variable X p such that X = d k = 1 T ( p ) X p , k , where X p , k ’s are i.i.d. copies of X p , and random variable T(p) independent of X p , 1 , X p , 2 , . . . has geometric distribution with the parameter p. In the paper we give some new characterization of geometrically infinitely divisible distribution. The main results concern geometrically strictly semistable distributions which form a subset of geometrically infinitely divisible distributions....

The right tail exponent of the Tracy–Widom β distribution

Laure Dumaz, Bálint Virág (2013)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

The Tracy–Widom β distribution is the large dimensional limit of the top eigenvalue of β random matrix ensembles. We use the stochastic Airy operator representation to show that as a the tail of the Tracy–Widom distribution satisfies P ( 𝑇𝑊 β g t ; a ) = a - ( 3 / 4 ) β + o ( 1 ) exp - 2 3 β a 3 / 2 .

Inequalities for Taylor series involving the divisor function

Horst Alzer, Man Kam Kwong (2022)

Czechoslovak Mathematical Journal

Similarity:

Let T ( q ) = k = 1 d ( k ) q k , | q | < 1 , where d ( k ) denotes the number of positive divisors of the natural number k . We present monotonicity properties of functions defined in terms of T . More specifically, we prove that H ( q ) = T ( q ) - log ( 1 - q ) log ( q ) is strictly increasing on ( 0 , 1 ) , while F ( q ) = 1 - q q H ( q ) is strictly decreasing on ( 0 , 1 ) . These results are then applied to obtain various inequalities, one of which states that the double inequality α q 1 - q + log ( 1 - q ) log ( q ) < T ( q ) < β q 1 - q + log ( 1 - q ) log ( q ) , 0 < q < 1 , holds with the best possible constant factors α = γ and β = 1 . Here, γ denotes Euler’s constant. This refines a result of Salem, who...

Local equivalence of some maximally symmetric ( 2 , 3 , 5 ) -distributions II

Matthew Randall (2025)

Archivum Mathematicum

Similarity:

We show the change of coordinates that maps the maximally symmetric ( 2 , 3 , 5 ) -distribution given by solutions to the k = 2 3 and k = 3 2 generalised Chazy equation to the flat Cartan distribution. This establishes the local equivalence between the maximally symmetric k = 2 3 and k = 3 2 generalised Chazy distribution and the flat Cartan or Hilbert-Cartan distribution. We give the set of vector fields parametrised by solutions to the k = 2 3 and k = 3 2 generalised Chazy equation and the corresponding Ricci-flat conformal scale...

Order relations in the set of probability distribution functions and their applications in queueing theory

Tomasz Rolski

Similarity:

CONTENTSIntroduction......................................................................................................................................... 51. n-Monotonic functions on (— ∞, ∞)........................................................................................... 62. Order relations in the set of probability distribution functions....................................................... 12 2.1. Preliminary concepts...............................................................................................................

On the divisor function over Piatetski-Shapiro sequences

Hui Wang, Yu Zhang (2023)

Czechoslovak Mathematical Journal

Similarity:

Let [ x ] be an integer part of x and d ( n ) be the number of positive divisor of n . Inspired by some results of M. Jutila (1987), we prove that for 1 < c < 6 5 , n x d ( [ n c ] ) = c x log x + ( 2 γ - c ) x + O x log x , where γ is the Euler constant and [ n c ] is the Piatetski-Shapiro sequence. This gives an improvement upon the classical result of this problem.

Scale-free percolation

Maria Deijfen, Remco van der Hofstad, Gerard Hooghiemstra (2013)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We formulate and study a model for inhomogeneous long-range percolation on d . Each vertex x d is assigned a non-negative weight W x , where ( W x ) x d are i.i.d. random variables. Conditionally on the weights, and given two parameters α , λ g t ; 0 , the edges are independent and the probability that there is an edge between x and y is given by p x y = 1 - exp { - λ W x W y / | x - y | α } . The parameter λ is the percolation parameter, while α describes the long-range nature of the model. We focus on the degree distribution in the resulting graph, on whether...

On sum-product representations in q

Mei-Chu Chang (2006)

Journal of the European Mathematical Society

Similarity:

The purpose of this paper is to investigate efficient representations of the residue classes modulo q , by performing sum and product set operations starting from a given subset A of q . We consider the case of very small sets A and composite q for which not much seemed known (nontrivial results were recently obtained when q is prime or when log | A | log q ). Roughly speaking we show that all residue classes are obtained from a k -fold sum of an r -fold product set of A , where r log q and log k log q , provided the...

On the computation of moments of the partial non-central χ -square distribution function

Gil, Amparo, Segura, Javier, Temme, Nico C.

Similarity:

Properties satisfied by the moments of the partial non-central χ -square distribution function, also known as Nuttall Q-functions, and methods for computing these moments are discussed in this paper. The Nuttall Q-function is involved in the study of a variety of problems in different fields, as for example digital communications.