Conditional value-at-risk (CVaR) and value-at-risk, also called the superquantile and quantile, are frequently used to characterize the tails of probability distributions and are popular measures of risk in applications where the distribution represents the magnitude of a potenti…
The history of mathematical statistics in the United States prior to 1885 is reviewed, with emphasis upon the works of Robert Adrain, Benjamin and Charles Peirce, Simon Newcomb, and Erastus De Forest. While the period before 1850 produced little of substance, the years from 1850…
Deconvolution problems arise in a variety of situations in statistics. An interesting problem is to estimate the density $f$ of a random variable $X$ based on $n$ i.i.d. observations from $Y = X + \varepsilon$, where $\varepsilon$ is a measurement error with a known distribution.…
This book is a concise presentation of the normal distribution on the real line and its counterparts on more abstract spaces, which we shall call the Gaussian distributions. The material is selected towards presenting characteristic properties, or characterizations, of the normal…
The behaviour of building occupants in the first stage of an evacuation can dramatically impact the time required to evacuate buildings. This behaviour has been widely investigated by scholars with a macroscopic approach fitting random distributions to represent the pre-evacuatio…
We introduce the Box-Cox symmetric class of distributions, which is useful for modeling positively skewed, possibly heavy-tailed, data. The new class of distributions includes the Box-Cox t, Box-Cox Cole-Gree, Box-Cox power exponential distributions,...
We derive one-loop matching relations for the Ioffe-time distributions related to the pion distribution amplitude (DA) and generalized parton distributions (GPDs). They are obtained from a universal expression for the one-loop correction in an operat...
We describe the approach to lattice extraction of Generalized Parton Distributions (GPDs) that is based on the use of the double distributions (DDs) formalism within the pseudo-distribution framework. The advantage of using DDs is that GPDs obtained...
This is the guest editors' general introduction to a Special Issue of the Journal of Statistical Planning and Inference, dedicated to confidence distributions and related themes. Confidence distributions (CDs) are distributions for parameters of inte...
This paper offers a novel homotopical characterization of strongly contextual simplicial distributions with binary outcomes, specifically those defined on the cone of a 1-dimensional space. In the sheaf-theoretic framework, such distributions corresp...
We present an argument about the origin of escort distributions used in conjunction with the q-entropy in non-additive thermo-statistics. The origin of the escort distributions is ascribed to the fact that the effective statistical description of the...
We present a study of the results obtained combining LO partonic matrix elements with either LO or NLO partons distributions. These are compared to the best prediction using NLO for both matrix elements and parton distributions. The aim is to deter...
We present our recent study of cross sections and angular distributions of projectile fragments from heavy-ion reactions at beam energy of 15 MeV/nucleon. We studied the production cross sections and the angular distributions of neutron-rich nuclides...
Statistical models of economic distributions lead to Boltzmann distributions rather than a Pareto power law. This result is supported by two facts: 1. the distributions of income, car sales, marriages or jobs are a matter of chances and luck and no...
We summarise the Topical Workshop on Top Quark Differential Distributions 2014, which took place in Cannes immediately before the annual Top2014 conference. The workshop was motivated by the availability of top quark differential distributions at NNL...
Probability distributions is included in the JEL classification codes as JEL: C16 Wikimedia Commons has media related to Probability distributions.
The class of subweibull distributions has recently been shown to generalize the important properties of subexponential and subgaussian random variables. We describe alternative characterizations of subweibull distributions and detail the conditions u...
PHP implementation of statistical probability distributions: normal distribution, beta distribution, gamma distribution and more. (⭐ 58)
Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the mismatch between...
The special relativistic generalization of isotropic regularized kappa distributions is derived and compared to that of the original Olbertian (or standard) kappa distributions. It is demonstrated that for the latter the kappa parameter is even stron...