scholarly journals Approximation of the difference of two Poisson-like counts by Skellam

2018 ◽  
Vol 55 (2) ◽  
pp. 416-430 ◽  
Author(s):  
H. L. Gan ◽  
Eric D. Kolaczyk
Keyword(s):  
Image Processing ◽  
Network Analysis ◽  
Data Processing ◽  
Count Data ◽  
Random Variables ◽  
Random Variable ◽  
Weak Dependence ◽  
Potential Impact ◽  
The Difference ◽  
Skellam Distribution

AbstractPoisson-like behavior for event count data is ubiquitous in nature. At the same time, differencing of such counts arises in the course of data processing in a variety of areas of application. As a result, the Skellam distribution – defined as the distribution of the difference of two independent Poisson random variables – is a natural candidate for approximating the difference of Poisson-like event counts. However, in many contexts strict independence, whether between counts or among events within counts, is not a tenable assumption. Here we characterize the accuracy in approximating the difference of Poisson-like counts by a Skellam random variable. Our results fully generalize existing, more limited, results in this direction and, at the same time, our derivations are significantly more concise and elegant. We illustrate the potential impact of these results in the context of problems from network analysis and image processing, where various forms of weak dependence can be expected.

scholarly journals Stochastic Comparisons of Some Distances between Random Variables

Mathematics ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 981
Author(s):  
Patricia Ortega-Jiménez ◽  
Miguel A. Sordo ◽  
Alfonso Suárez-Llorens
Keyword(s):  
Financial Risk ◽  
Sufficient Conditions ◽  
Random Variables ◽  
Stochastic Ordering ◽  
Random Variable ◽  
Distribution Functions ◽  
Stochastic Comparisons ◽  
Stochastic Orderings ◽  
Absolute Value ◽  
The Difference

The aim of this paper is twofold. First, we show that the expectation of the absolute value of the difference between two copies, not necessarily independent, of a random variable is a measure of its variability in the sense of Bickel and Lehmann (1979). Moreover, if the two copies are negatively dependent through stochastic ordering, this measure is subadditive. The second purpose of this paper is to provide sufficient conditions for comparing several distances between pairs of random variables (with possibly different distribution functions) in terms of various stochastic orderings. Applications in actuarial and financial risk management are given.

scholarly journals Large deviations for weighted random sums

2013 ◽  
Vol 18 (2) ◽  
pp. 129-142 ◽  
Author(s):  
Aurelija Kasparavičiūtė ◽  
Leonas Saulis
Keyword(s):  
Large Deviations ◽  
Normal Approximation ◽  
Random Variables ◽  
Main Idea ◽  
Random Variable ◽  
Tail Probability ◽  
Random Sums ◽  
Exponential Inequalities ◽  
The Difference ◽  
Independent Identically Distributed

In the present paper we consider weighted random sums ZN = ∑j=1NajXj, where 0 ≤ aj < ∞, N denotes a non-negative integer-valued random variable, and {X, Xj , j = 1, 2,...} is a family of independent identically distributed random variables with mean EX = µ and variance DX = σ2 > 0. Throughout this paper N is independent of {X, Xj , j = 1, 2,...} and, for definiteness, it is assumed Z0 = 0. The main idea of the paper is to present results on theorems of large deviations both in the Cramér and power Linnik zones for a sum ~ZN = (ZN − EZN )(DZN )−1/2 , exponential inequalities for a tail probability P(~ZN > x) in two cases: µ = 0 and µ ≠ 0 pointing out the difference between them. Only normal approximation is considered. It should be noted that large deviations when µ ≠ 0 have been already considered in our papers [1,2].

scholarly journals Possibility of using CMS Maple to study laws of distribution of random variables

Radiotekhnika ◽  
2021 ◽  
pp. 128-134
Author(s):  
I. Moshchenko ◽  
O. Nikitenko ◽  
Yu.V. Kozlov
Keyword(s):  
Data Processing ◽  
Random Variables ◽  
Random Variable ◽  
Large Set ◽  
Practical Applications ◽  
Symbolic Calculations ◽  
Variable Distribution ◽  
Topic Distribution ◽  
Distribution Laws ◽  
Independent Work

The use of CMS Maple for students' practical and independent work is described. The study of random variable distribution laws is actual. Statistical calculations without computer are difficult and require many functional and quintiles tables of standard distributions. This does not contribute to feeling the element of novelty in the material being studied, to be able to arbitrarily change the conditions of tasks, etc., it takes a lot of time in solving applied production problems, which is inappropriate Thus to determine and research random variable distribution laws both in practical applications and in studying we must use special mathematical packages. The most extended of them are Mathcad, MatLab, Mathematica, Maple. Specialized statistical packages (SAS, SPSS, STATISTIKA, STATGRAPHICS) are not relevant to study. Their use for studying requires very high education level in mathematical statistics. Most of the existing math packages allow users to operate at random variables, including the Computer Mathematics System (CMS) Maple. Thus, the purpose of this article is a description of the studying possibilities of the random variables distribution laws with CMS Maple and the application of the acquired skills to the independent work of students. The Maple Statistics Library has a large set of commands for analyzing data, computing various numerical characteristics of random variables, graphing their distribution laws, and for statistical data processing. Thanks to a powerful set of statistical tools, the possibility of symbolic calculations and data processing of CMS Maple, wide possibilities of graphical interpretation of the results obtained not only in a static but also in a dynamic form, it is advisable to use it when studying the topic "Distribution Laws of Random Variables" in students' practical and independent work to use their acquired skills in solving applied problems of science and technology.

BIVARIATE EXTENSIONS OF SKELLAM'S DISTRIBUTION

2014 ◽  
Vol 28 (3) ◽  
pp. 401-417 ◽  
Author(s):  
Christian Genest ◽  
Mhamed Mesfioui
Keyword(s):  
Closed Form ◽  
Method Of Moments ◽  
Random Variables ◽  
Closure Property ◽  
Negative Dependence ◽  
Kendall’S Tau ◽  
Common Shock ◽  
The Difference ◽  
Probabilistic Construction ◽  
Skellam Distribution

Skellam's name is traditionally attached to the distribution of the difference of two independent Poisson random variables. Many bivariate extensions of this distribution are possible, e.g., through copulas. In this paper, the authors focus on a probabilistic construction in which two Skellam random variables are affected by a common shock. Two different bivariate extensions of the Skellam distribution stem from this construction, depending on whether the shock follows a Poisson or a Skellam distribution. The models are nested, easy to interpret, and yield positive quadrant-dependent distributions, which share the convolution closure property of the univariate Skellam distribution. The models can also be adapted readily to account for negative dependence. Closed form expressions for Pearson's correlation between the components make it simple to estimate the para-meters via the method of moments. More complex formulas for Kendall's tau and Spearman's rho are also provided.

Conditional Association

2012 ◽  
Vol 24 (7) ◽  
pp. 1882-1905 ◽  
Author(s):  
Sohan Seth ◽  
José C. Príncipe
Keyword(s):  
Metric Spaces ◽  
Random Variables ◽  
Random Variable ◽  
Surrogate Data ◽  
Computationally Efficient ◽  
Conditional Dependence ◽  
Novel Approach ◽  
Conditional Association ◽  
Finite Set ◽  
The Difference

Estimating conditional dependence between two random variables given the knowledge of a third random variable is essential in neuroscientific applications to understand the causal architecture of a distributed network. However, existing methods of assessing conditional dependence, such as the conditional mutual information, are computationally expensive, involve free parameters, and are difficult to understand in the context of realizations. In this letter, we discuss a novel approach to this problem and develop a computationally simple and parameter-free estimator. The difference between the proposed approach and the existing ones is that the former expresses conditional dependence in terms of a finite set of realizations, whereas the latter use random variables, which are not available in practice. We call this approach conditional association, since it is based on a generalization of the concept of association to arbitrary metric spaces. We also discuss a novel and computationally efficient approach of generating surrogate data for evaluating the significance of the acquired association value.

Implementasi Sistem Informasi Monitoring Pengolahan Data Inventory Gudang Pada PT.Talaga Mulya Indah

2020 ◽  
Vol 6 (2) ◽  
pp. 187-197
Author(s):  
Nurlaila Suci Rahayu Rais ◽  
Dedeh Apriyani ◽  
Gito Gardjito
Keyword(s):  
Data Processing ◽  
Integrated Control ◽  
Unified Modeling Language ◽  
Review Literature ◽  
Analysis Method ◽  
Inventory Data ◽  
Literature Study ◽  
Unified Modeling ◽  
The Difference ◽  
The Right

Monitoring of warehouse inventory data processing is an important thing for companies. PT Talaga mulya indah is still manual using paper media, causing problems that have an effect on existing information, namely: problems with data processing of incoming and outgoing goods. And the difference between data on the amount of stock of goods available with physical data, often occurs inputting data more than once for the same item, searching for available data, and making reports so that it impedes companies in monitoring inventory of existing stock of goods. Which aims to create a system that can provide updated information to facilitate the warehouse admin in making inventory reports, and reduce errors in input by means of integrated control. In this study, the authors used the data collection method used in this analysis using the method of observation, interviews, and literature review (literature study). For analysis using the PIECES analysis method. Furthermore, the system design used is UML (Unified Modeling Language). The results of this study are expected to produce the right data in the process of monitoring inventory data processing, also can provide the right information and make it easier to control the overall availability of goods.

scholarly journals A New Mixed Functional-probabilistic Approach for Finite Element Accuracy

2020 ◽  
Vol 20 (4) ◽  
pp. 799-813
Author(s):  
Joël Chaskalovic ◽  
Franck Assous
Keyword(s):  
Finite Element ◽  
Finite Elements ◽  
Asymptotic Relation ◽  
Probabilistic Approach ◽  
Random Variable ◽  
High Order ◽  
Relative Accuracy ◽  
The Difference ◽  
New Perspective

AbstractThe aim of this paper is to provide a new perspective on finite element accuracy. Starting from a geometrical reading of the Bramble–Hilbert lemma, we recall the two probabilistic laws we got in previous works that estimate the relative accuracy, considered as a random variable, between two finite elements {P_{k}} and {P_{m}} ({k<m}). Then we analyze the asymptotic relation between these two probabilistic laws when the difference {m-k} goes to infinity. New insights which qualify the relative accuracy in the case of high order finite elements are also obtained.

scholarly journals Fully degenerate Bell polynomials associated with degenerate Poisson random variables

2021 ◽  
Vol 19 (1) ◽  
pp. 284-296
Author(s):  
Hye Kyung Kim
Keyword(s):  
Random Variables ◽  
Random Variable ◽  
Combinatorial Identities ◽  
Bell Polynomials ◽  
Poisson Random Variable ◽  
Central Moments ◽  
Special Polynomials ◽  
Special Numbers And Polynomials ◽  
New Type ◽  
Two Parameters

Abstract Many mathematicians have studied degenerate versions of quite a few special polynomials and numbers since Carlitz’s work (Utilitas Math. 15 (1979), 51–88). Recently, Kim et al. studied the degenerate gamma random variables, discrete degenerate random variables and two-variable degenerate Bell polynomials associated with Poisson degenerate central moments, etc. This paper is divided into two parts. In the first part, we introduce a new type of degenerate Bell polynomials associated with degenerate Poisson random variables with parameter α > 0 \alpha \hspace{-0.15em}\gt \hspace{-0.15em}0 , called the fully degenerate Bell polynomials. We derive some combinatorial identities for the fully degenerate Bell polynomials related to the n n th moment of the degenerate Poisson random variable, special numbers and polynomials. In the second part, we consider the fully degenerate Bell polynomials associated with degenerate Poisson random variables with two parameters α > 0 \alpha \gt 0 and β > 0 \beta \hspace{-0.15em}\gt \hspace{-0.15em}0 , called the two-variable fully degenerate Bell polynomials. We show their connection with the degenerate Poisson central moments, special numbers and polynomials.

A Note on the Accuracy of Normal Approximation of Random Quantities

2021 ◽  
Vol 73 (1) ◽  
pp. 62-67
Author(s):  
Ibrahim A. Ahmad ◽  
A. R. Mugdadi
Keyword(s):  
Sample Size ◽  
Order Statistic ◽  
Normal Approximation ◽  
Order Approximation ◽  
Random Variables ◽  
Random Variable ◽  
Limiting Distribution ◽  
Exact Order ◽  
Fixed Sample ◽  
Independent Identically Distributed

For a sequence of independent, identically distributed random variable (iid rv's) [Formula: see text] and a sequence of integer-valued random variables [Formula: see text], define the random quantiles as [Formula: see text], where [Formula: see text] denote the largest integer less than or equal to [Formula: see text], and [Formula: see text] the [Formula: see text]th order statistic in a sample [Formula: see text] and [Formula: see text]. In this note, the limiting distribution and its exact order approximation are obtained for [Formula: see text]. The limiting distribution result we obtain extends the work of several including Wretman[Formula: see text]. The exact order of normal approximation generalizes the fixed sample size results of Reiss[Formula: see text]. AMS 2000 subject classification: 60F12; 60F05; 62G30.

INFORMATION AND UNCERTAINTY IN A QUEUING SYSTEM

2007 ◽  
Vol 21 (3) ◽  
pp. 361-380 ◽  
Author(s):  
Refael Hassin
Keyword(s):  
Service Quality ◽  
Random Variables ◽  
Random Variable ◽  
Queuing System ◽  
Service Rate ◽  
Single Server ◽  
Profit Function

This article deals with the effect of information and uncertainty on profits in an unobservable single-server queuing system. We consider scenarios in which the service rate, the service quality, or the waiting conditions are random variables that are known to the server but not to the customers. We ask whether the server is motivated to reveal these parameters. We investigate the structure of the profit function and its sensitivity to the variance of the random variable. We consider and compare variations of the model according to whether the server can modify the service price after observing the realization of the random variable.

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