Limit Theory and Inference About Conditional Distributions

Author(s):  
Purevdorj Tuvaandorj ◽  
Victoria Zinde-Walsh
Mathematics ◽  
2020 ◽  
Vol 9 (1) ◽  
pp. 45
Author(s):  
Emilio Gómez-Déniz ◽  
Enrique Calderín-Ojeda

We jointly model amount of expenditure for outpatient visits and number of outpatient visits by considering both dependence and simultaneity by proposing a bivariate structural model that describes both variables, specified in terms of their conditional distributions. For that reason, we assume that the conditional expectation of expenditure for outpatient visits with respect to the number of outpatient visits and also, the number of outpatient visits expectation with respect to the expenditure for outpatient visits is related by taking a linear relationship for these conditional expectations. Furthermore, one of the conditional distributions obtained in our study is used to derive Bayesian premiums which take into account both the number of claims and the size of the correspondent claims. Our proposal is illustrated with a numerical example based on data of health care use taken from Medical Expenditure Panel Survey (MEPS), conducted by the U.S. Agency of Health Research and Quality.


Author(s):  
Charles K. Amponsah ◽  
Tomasz J. Kozubowski ◽  
Anna K. Panorska

AbstractWe propose a new stochastic model describing the joint distribution of (X,N), where N is a counting variable while X is the sum of N independent gamma random variables. We present the main properties of this general model, which include marginal and conditional distributions, integral transforms, moments and parameter estimation. We also discuss in more detail a special case where N has a heavy tailed discrete Pareto distribution. An example from finance illustrates the modeling potential of this new mixed bivariate distribution.


2020 ◽  
Vol 2020 (12) ◽  
Author(s):  
Arshia Momeni ◽  
Justinas Rumbutis ◽  
Andrew J. Tolley

Abstract We consider the double copy of massive Yang-Mills theory in four dimensions, whose decoupling limit is a nonlinear sigma model. The latter may be regarded as the leading terms in the low energy effective theory of a heavy Higgs model, in which the Higgs has been integrated out. The obtained double copy effective field theory contains a massive spin-2, massive spin-1 and a massive spin-0 field, and we construct explicitly its interacting Lagrangian up to fourth order in fields. We find that up to this order, the spin-2 self interactions match those of the dRGT massive gravity theory, and that all the interactions are consistent with a Λ3 = (m2MPl)1/3 cutoff. We construct explicitly the Λ3 decoupling limit of this theory and show that it is equivalent to a bi-Galileon extension of the standard Λ3 massive gravity decoupling limit theory. Although it is known that the double copy of a nonlinear sigma model is a special Galileon, the decoupling limit of massive Yang-Mills theory is a more general Galileon theory. This demonstrates that the decoupling limit and double copy procedures do not commute and we clarify why this is the case in terms of the scaling of their kinematic factors.


1977 ◽  
Vol 40 (4) ◽  
pp. 317-337 ◽  
Author(s):  
Laurens Haan ◽  
Sidney I. Resnick

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