Zobrazeno 1 - 10
of 88
pro vyhledávání: '"Papadatos, Nickos"'
Autor:
Papadatos, Nickos
Let $S_n=I_1+\cdots+I_n$ be a sum of independent indicators $I_i$, with $p_i=\Pr(I_i=1)=1-\Pr(I_i=0)$, $i=1,\ldots,n$. It is well-known that the total variation distance between $S_n$ and $Z_\lambda$, where $Z_\lambda$ has a Poisson distribution with
Externí odkaz:
http://arxiv.org/abs/2304.10314
Autor:
Papadatos, Nickos
George R. Terrell (1983, {Ann. Probab., vol. 11(3), pp. 823--826) showed that the Pearson coefficient of correlation of an ordered pair from a random sample of size two is at most one-half, and the equality is attained only for rectangular (uniform o
Externí odkaz:
http://arxiv.org/abs/2205.14360
Autor:
Papadatos, Nickos
The Laplace transform is a useful and powerful analytic tool with applications to several areas of applied mathematics, including differential equations, probability and statistics. Similarly to the inversion of the Fourier transform, inversion formu
Externí odkaz:
http://arxiv.org/abs/2205.10810
Autor:
Papadatos, Nickos
Let $X_1,\ldots,X_n$ be a random sample from the Gamma distribution with density $f(x)=\lambda^{\alpha}x^{\alpha-1}e^{-\lambda x}/\Gamma(\alpha)$, $x>0$, where both $\alpha>0$ (the shape parameter) and $\lambda>0$ (the reciprocal scale parameter) are
Externí odkaz:
http://arxiv.org/abs/2205.10799
Autor:
Papadatos, Nickos
Let $(X_1,\ldots,X_n)$ be an exchangeable random vector with distribution function $F$, and denote by $Y_1\leq \cdots\leq Y_n$ the corresponding order statistics. We show that the conditional distribution of $(X_1,\ldots,X_n)$ given $(Y_1,\ldots,Y_n)
Externí odkaz:
http://arxiv.org/abs/2206.00044
Autor:
Cheliotis, Dimitris, Papadatos, Nickos
We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inverse distribution admits a simple closed form. An application to ruin p
Externí odkaz:
http://arxiv.org/abs/1906.09377
Autor:
Papadatos, Nickos
We investigate conditions in order to decide whether a given sequence of real numbers represents expected record values arising from an independent, identically distributed, sequence of random variables. The main result provides a necessary and suffi
Externí odkaz:
http://arxiv.org/abs/1905.11464
Autor:
Papadatos, Nickos
A new family of integer-valued Cauchy-type distributions is introduced, the {\it Cauchy-Cacoullos family}. The characteristic function is evaluated, showing some interesting distributional properties, similar to the ordinary (continuous) Cauchy scale
Externí odkaz:
http://arxiv.org/abs/1809.09443
Autor:
Papadatos, Nickos
We obtain the best possible upper bounds for the moments of a single order statistic from independent, non-negative random variables, in terms of the population mean. The main result covers the independent identically distributed case. Furthermore, t
Externí odkaz:
http://arxiv.org/abs/1806.05095
We investigate the limiting behavior of sample central moments, examining the special cases where the limiting (as the sample size tends to infinity) distribution is degenerate. Parent (non-degenerate) distributions with this property are called \emp
Externí odkaz:
http://arxiv.org/abs/1806.02314