Results 21 to 30 of about 41,863 (267)
Sharp concentration results for heavy-tailed distributions
Information and Inference: A Journal of the IMA, 2023 Abstract We obtain concentration and large deviation for the sums of independent and identically distributed random variables with heavy-tailed distributions. Our concentration results are concerned with random variables whose distributions satisfy $P(X>t) \leq{\text{ e}}^{- I(t)}$, where $I: \mathbb{R} \rightarrow \mathbb{R}$ is ...
Bakhshizadeh, Milad +2 more
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Entropy, 2021 In the paper, we begin with introducing a novel scale mixture of normal distribution such that its leptokurticity and fat-tailedness are only local, with this “locality” being separately controlled by two censoring parameters.
Łukasz Lenart +2 more
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A New Family of Modified Slash Distributions with Applications
Mathematics, 2023 This article presents a new family of symmetric heavy-tailed distributions. This model is based on the ratio of two independent random variables; one with a normal distribution in the numerator and another with a Birnbaum–Saunders distribution in the ...
Jimmy Reyes, Yuri A. Iriarte
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Behavior of Goal Programming with Heavy Tailed Distribution
Journal of Basic and Applied Research in Biomedicine, 2022 Goal programming (GP) is an extension of linear programming (LP). The GP is an important technique for decision makers. Goal programming technique has a useful advantage in minimize the unwanted deviations between the achievement of goals and their ...
Lobna AL-Tyeb
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Rare Events Simulation for Heavy-Tailed Distributions [PDF]
Bernoulli, 2000 The authors consider the problem of simulation of rare events. The family \(\{ A(x)\}\) of events defined on a probability space \(\{ \Omega, F,P\}\) are rare in the sense that \(z(x)=P(A(x))\to 0\), as \(x\to\infty.\) An estimator for \(z(x)\) is a random variable \(Z(x)\) such that \(z(x)=E Z(x).\) The simulation is performed by producing \(N ...
Søren Asmussen +4 more
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Genetics Selection Evolution, 2010 Background The distribution of residual effects in linear mixed models in animal breeding applications is typically assumed normal, which makes inferences vulnerable to outlier observations.
Garrick Dorian J +4 more
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Characterizing Heavy-Tailed Distributions Induced by Retransmissions [PDF]
Advances in Applied Probability, 2013 Consider a generic data unit of random sizeLthat needs to be transmitted over a channel of unit capacity. The channel availability dynamic is modeled as an independent and identically distributed sequence {A,Ai}i≥1that is independent ofL. During each period of time that the channel becomes available, sayAi, we attempt to transmit the data unit.
Jelenković, Predrag R., Tan, Jian
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Heavy tailed distributions in closing auctions [PDF]
Physica A: Statistical Mechanics and its Applications, 2020 We study the tails of closing auction return distributions for a sample of liquid European stocks. We use the stochastic call auction model of Derksen et al. (2020a), to derive a relation between tail exponents of limit order placement distributions and tail exponents of the resulting closing auction return distribution and we verify this relation ...
M. Derksen, B. Kleijn, R. de Vilder
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The Arcsine Exponentiated-X Family: Validation and Insurance Application
Complexity, 2020 In this paper, we propose a family of heavy tailed distributions, by incorporating a trigonometric function called the arcsine exponentiated-X family of distributions.
Wenjing He +3 more
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Journal of Hydrology: Regional Studies, 2021 Study region: We investigate samples from two Italian regions, i.e. Lazio and Sicily, located in central and south Italy, respectively, and characterized by two diverse climates.
Benedetta Moccia +4 more
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