scholarly journals Zeons, Permanents, the Johnson Scheme, and Generalized Derangements

2011 ◽  
Vol 2011 ◽  
pp. 1-29 ◽  
Author(s):  
Philip Feinsilver ◽  
John McSorley

Starting with the zero-square “zeon algebra,” the connection with permanents is shown. Permanents of submatrices of a linear combination of the identity matrix and all-ones matrix lead to moment polynomials with respect to the exponential distribution. A permanent trace formula analogous to MacMahon's master theorem is presented and applied. Connections with permutation groups acting on sets and the Johnson association scheme arise. The families of numbers appearing as matrix entries turn out to be related to interesting variations on derangements. These generalized derangements are considered in detail as an illustration of the theory.

Mathematics ◽  
2020 ◽  
Vol 8 (12) ◽  
pp. 2207
Author(s):  
George P. Yanev

The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the following converse result is true. If for some n≥2, X1,X2,…,Xn are independent copies of a random variable X with unknown distribution F and a specific linear combination of Xj’s has hypoexponential distribution, then F is exponential. Thus, we obtain new characterizations of the exponential distribution. As corollaries of the main results, we extend some previous characterizations established recently by Arnold and Villaseñor (2013) for a particular convolution of two random variables.


2017 ◽  
Vol 6 (5) ◽  
pp. 132
Author(s):  
M. Ahsanullah ◽  
M. Z. Anis

There are some characterizations of the exponential distribution based on the relation of the maximum of two observations expressed as linear combination of the two observations. In this paper some generalizations of this known characterization of the exponential distribution using the relations between the maximum and minimum of  independent and identically distributed random variables having absolutely continuous (with respect to Lebesgue measure) distribution function will be presented.


10.37236/4915 ◽  
2015 ◽  
Vol 22 (3) ◽  
Author(s):  
Hadi Kharaghani ◽  
Sara Sasani ◽  
Sho Suda

It was shown by LeCompte, Martin, and Owens in 2010 that the existence of mutually unbiased Hadamard matrices and the identity matrix, which coincide with mutually unbiased bases, is equivalent to that of a $Q$-polynomial association scheme of class four which is both $Q$-antipodal and $Q$-bipartite.  We prove that the existence of a set of mutually unbiased Bush-type Hadamard matrices is equivalent to that of an association scheme of class five. As an application of this equivalence, we obtain an upper bound of the number of mutually unbiased Bush-type Hadamard matrices of order $4n^2$ to be $2n-1$. This is in contrast to the fact that the best general upper bound for the mutually unbiased Hadamard matrices of order $4n^2$ is $2n^2$. We also discuss a relation of our scheme to some fusion schemes which are $Q$-antipodal and $Q$-bipartite $Q$-polynomial of class $4$.


1999 ◽  
Vol 197-198 (1-3) ◽  
pp. 247-267 ◽  
Author(s):  
S Evdokimov

2002 ◽  
Vol 7 (1) ◽  
pp. 55-60 ◽  
Author(s):  
Antanas Karoblis

The exponential distribution and the Erlang distribution function are been used in numerous areas of mathematics, and specifically in the queueing theory. Such and similar applications emphasize the importance of estimation of error of approximation by the Erlang distribution function. The article gives an analysis and technique of error’s estimation of an accuracy of such approximation, especially in some specific cases.


Author(s):  
Hazim Mansour Gorgees ◽  
Bushra Abdualrasool Ali ◽  
Raghad Ibrahim Kathum

     In this paper, the maximum likelihood estimator and the Bayes estimator of the reliability function for negative exponential distribution has been derived, then a Monte –Carlo simulation technique was employed to compare the performance of such estimators. The integral mean square error (IMSE) was used as a criterion for this comparison. The simulation results displayed that the Bayes estimator performed better than the maximum likelihood estimator for different samples sizes.


Author(s):  
Parisa Torkaman

The generalized inverted exponential distribution is introduced as a lifetime model with good statistical properties. This paper, the estimation of the probability density function and the cumulative distribution function of with five different estimation methods: uniformly minimum variance unbiased(UMVU), maximum likelihood(ML), least squares(LS), weighted least squares (WLS) and percentile(PC) estimators are considered. The performance of these estimation procedures, based on the mean squared error (MSE) by numerical simulations are compared. Simulation studies express that the UMVU estimator performs better than others and when the sample size is large enough the ML and UMVU estimators are almost equivalent and efficient than LS, WLS and PC. Finally, the result using a real data set are analyzed.


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