Results 11 to 20 of about 168,667 (308)
Learning Sums of Independent Integer Random Variables [PDF]
2013 IEEE 54th Annual Symposium on Foundations of Computer Science, 2013 Let S = X1+···+Xn be a sum of n independent integer random variables Xi, where each Xi is supported on {0, 1, ..., k - 1} but otherwise may have an arbitrary distribution (in particular the Xi's need not be identically distributed). How many samples are required to learn the distribution S to high accuracy?
Constantinos Daskalakis +4 more
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A Novel Method for Increasing the Entropy of a Sequence of Independent, Discrete Random Variables
Entropy, 2015 In this paper, we propose a novel method for increasing the entropy of a sequence of independent, discrete random variables with arbitrary distributions.
Mieczyslaw Jessa
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New bounds on Poisson approximation to the distribution of a sum of negative binomial random variables [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2018 The Stein-Chen method is usedto give new bounds, non-uniform bounds, for the distances between the distribution of a sum of independent negative binomial random variables and a Poisson distribution with mean, where ri and pi = 1-qi are parameters of ...
Kanint Teerapabolarn
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On The Equidistribution of Sums of Independent Random Variables [PDF]
Proceedings of the American Mathematical Society, 1953 Let X1, X2, ⋯ be a sequence of independent, real-valued random variables with a common distribution function \( F\left( x \right) = \Pr \left[ {{X_n}\underline \leqslant x} \right] \), and let \( {S_n} = {X_1} + \ldots + {X_n} \). We are going to show in an elementary manner that the sequence {S n } is “equi- distributed” on the line –∞
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An Estimate of the Probability Density Function of the Sum of a Random Number N of Independent Random Variables [PDF]
, 2015 A new estimate of the probability density function (PDF) of the sum of a random number of independent and identically distributed (IID) random variables is shown. The sum PDF is represented as a sum of normal PDFs weighted according to the PDF.
MIGLIACCIO, Maurizio +3 more
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On the rate of convergence of Lp norms in the CLT for Poisson random sum
Lietuvos Matematikos Rinkinys, 2009 In the paper, we present the upper bound of Lp norm \deltaλ,p of the order λ-δ/2 for all 1 \leq p \leq ∞, in the central limit theorem for a standardized random sum (SNλ - ESNλ)/DSNλ , where SNλ = X1 + ··· + XNλ is the random sum of independent ...
Jonas Kazys Sunklodas
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On a Sum and Difference of Two Lindley Distributions
Revstat Statistical Journal, 2020 This paper investigates theoretical and practical aspects of two basic random variables constructed from Lindley distribution. The first one is defined as the sum of two independent random variables following the Lindley distribution (with the same ...
Christophe Chesneau +2 more
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Randomly stopped sums with consistently varying distributions
Modern Stochastics: Theory and Applications, 2016 Let $\{\xi _{1},\xi _{2},\dots \}$ be a sequence of independent random variables, and η be a counting random variable independent of this sequence. We consider conditions for $\{\xi _{1},\xi _{2},\dots \}$ and η under which the distribution function of ...
Edita Kizinevič +2 more
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A Global Limit Theorem for the Sum of N-Markov Bernoulli Random Variables [PDF]
The Egyptian Statistical Journal, 1991 A limit theorem is proved, in the Lp space, for the sum of n-Markov Bernoulli random variables. This result is a generalization of Gharib and Yehia [3], the integral limit theorem of a sequence of chain dependent trials [4], and the Berry-Essen theorem ...
Gharib M, Abdel Fattah M.
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Strong Approximations of Randomly Stopped Processes [PDF]
The Egyptian Statistical Journal, 1999 We study the limiting behavior of some important stochastic processes in weighted metrics based on independent identically distributed random variables when the sample size is random.
Abd-Elnaser Abd-Rabou
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