On some sequences derived from the Poisson distribution.
On some shift invariant integral operators, univariate case
In recent papers the authors studied global smoothness preservation by certain univariate and multivariate linear operators over compact domains. Here the domain is ℝ. A very general positive linear integral type operator is introduced through a convolution-like iteration of another general positive linear operator with a scaling type function. For it sufficient conditions are given for shift invariance, preservation of global smoothness, convergence to the unit with rates, shape preserving and...
On standard normal convergence of the multivariate Student -statistic for symmetric random vectors.
On sums of dependent uniformly distributed random variables.
We study and solve several functional equations which yield necessary and sufficient conditions for the sum of two uniformly distributed random variables to be uniformly distributed.
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups.
On the Class of ...Semigroups of Probability Distribution Functions.
On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
Min-stable multivariate exponential (MSMVE) distributions constitute an important family of distributions, among others due to their relation to extreme-value distributions. Being true multivariate exponential models, they also represent a natural choicewhen modeling default times in credit portfolios. Despite being well-studied on an abstract level, the number of known parametric families is small. Furthermore, for most families only implicit stochastic representations are known. The present paper...
On the continuity of invariant statistics
The aim of this paper is to establish theorems on the absolute continuity of translation as well as scale invariant statistics in general, from which the related results by Hodges-Lehmann and Puri-Sen follow. The continuity relations between the joint cdf of a random vector and its marginal cdf's are also considered.
On the convergence of the Bhattacharyya bounds in the multiparametric case
Shanbhag (1972, 1979) showed that the diagonality of the Bhattacharyya matrix characterizes the set of normal, Poisson, binomial, negative binomial, gamma or Meixner hypergeometric distributions. In this note, using Shanbhag's techniques, we show that if a certain generalized version of the Bhattacharyya matrix is diagonal, then the bivariate distribution is either normal, Poisson, binomial, negative binomial, gamma or Meixner hypergeometric. Bartoszewicz (1980) extended the result of Blight and...
On the Derivation of Expected Value and Variance of Ratios without the Use of Infinite Series Expansions.
On the distribution of products of independent beta variables
On the dominance relation between ordinal sums of conjunctors
This contribution deals with the dominance relation on the class of conjunctors, containing as particular cases the subclasses of quasi-copulas, copulas and t-norms. The main results pertain to the summand-wise nature of the dominance relation, when applied to ordinal sum conjunctors, and to the relationship between the idempotent elements of two conjunctors involved in a dominance relationship. The results are illustrated on some well-known parametric families of t-norms and copulas.
On the Entropy and Inaccuracy of Similarly and Oppositely Ordered Discrete Probability Distributions (I).
On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.
On the Exponential Law.
On the generalization of the STER distribution applied to generalized hypergeometric parents
On the generalized logistic and log-logistic distributions
On the infinite divisibility of scale mixtures of symmetric α-stable distributions, α ∈ (0,1]
The paper contains a new and elementary proof of the fact that if α ∈ (0,1] then every scale mixture of a symmetric α-stable probability measure is infinitely divisible. This property is known to be a consequence of Kelker's result for the Cauchy distribution and some nontrivial properties of completely monotone functions. It is known that this property does not hold for α = 2. The problem discussed in the paper is still open for α ∈ (1,2).
On the iteration of entire functions
On the k-gamma q-distribution
We provide combinatorial as well as probabilistic interpretations for the q-analogue of the Pochhammer k-symbol introduced by Díaz and Teruel. We introduce q-analogues of the Mellin transform in order to study the q-analogue of the k-gamma distribution.