Asymptotic factorial powers expansions for binomial and negative binomial reciprocals

By considering the variance formula for a shifted reciprocal of a binomial proportion, the asymptotic expansions of any order for first negative moments of binomial and negative binomial distributions truncated at zero are obtained. The expansions are given in terms of the factorial powers of the number of trials . The obtained formulae are more accurate than those of Marciniak and Wesoowski (1999) and simpler, as they do not involve the Eulerian polynomials.

     

Prime power divisors of binomial coefficients

It is known that for sufficiently large n and m and any r the binomial coefficient (ⁿ_m) which is close to the middle coefficient is divisible by p^r where p is a ‘large’ prime. We prove the exact divisibility of (ⁿ_m) by p^r for p> c(n). The lower bound is essentially the best possible. We also prove some other results on divisibility of binomial coefficients.     

Some representations of the multivariate Bernoulli and binomial distributions

Multivariate but vectorized versions for Bernoulli and binomial distributions are established using the concept of Kronecker product from matrix calculus. The multivariate Bernoulli distribution entails a parameterized model, that provides an alternative to the traditional log-linear model for binary variables.     

On generalized binomial and multinomial distributions and their relation to generalized Poisson distributions

Summary The binomial and multinomial distributions are, probably, the best known distributions because of their vast number of applications. The present paper examines some generalizations of these distributions with many practical applications. Properties of these generalizations are studied and models giving rise to them are developed. Finally, their relationship to generalized Poisson distributions is examined and limiting cases are given.     

二项分布参数多层Bayes和E Bayes估计的性质

讨论无失效数据下二项分布参数E Bayes估计和多层Bayes估计的性质,证明二项参数的多层Bayes估计和E Bayes估计渐近相等,且E Bayes估计值小于多层Bayes估计值.     

Negation of binomial coefficients

We extend the concept of a binomial coefficient to all integer values of its parameters. Our approach is purely algebraic, but we show that it is equivalent to the evaluation of binomial coefficients by means of the Γ-function. In particular, we prove that the traditional rule of “negation” is wrong and should be substituted by a slightly more complex rule. We also show that the “cross product” rule remains valid for the extended definition.     

On the maximum total sample size of a group sequential test about bivariate binomial proportions

For testing “univariate” binomial proportions, it has been proven that, under mild conditions, there exist group sequential designs which satisfy the pre-specified Type I error and power of the single-stage design while the sample size is bounded above by that of the single-stage design (Kepner and Chang, 2003). In this article, we extend this result and prove the existence of such group sequential designs for various decision rules in the space of bivariate binomial variables. We also demonstrate how to obtain the actual group sequential designs for detecting changes in bivariate binomial variables.     

An expansion in the exponent for compound binomial approximations

The purpose of this paper is two-fold. First, we introduce a new asymptotic expansion in the exponent for the compound binomial approximation of the generalized Poisson binomial distribution. The dependence of its accuracy on the symmetry and shifting of distributions is investigated. Second, for compound binomial and compound Poisson distributions, we present new smoothness estimates, some of which contain explicit constants. Finally, the ideas used in this paper enable us to prove new precise bounds in the compound Poisson approximation. Published in Lietuvos Matematikos Rinkinys, Vol. 46, No. 1, pp. 67–110, January–March, 2006.     

Diagnosing and modeling extra‐binomial variation for time‐dependent counts

This article considers the modeling of count data time series with a finite range having extra‐binomial variation. We propose a beta‐binomial autoregressive model using the concept of random coefficient thinning. We discuss the stationarity conditions, derive the moments and autocovariance function and consider approaches for parameter estimation. Furthermore, we develop two new tests for detecting extra‐binomial variation, and we derive the asymptotic distributions of the test statistics under the null hypothesis of a binomial autoregressive model. The size and power performance of the two tests are analyzed under various alternatives taken from a beta‐binomial autoregressive model with Monte Carlo experiments. The article ends with a real‐data example about the Harmonised Index of Consumer Prices of the European Union. Copyright © 2013 John Wiley & Sons, Ltd.     

On binomial Thue-Mahler equations

We give a rather sharp upper bound for the degree of a binomial Thue--Mahler equation in terms of the coefficients and the primes involved. Further, we establish explicit lower bounds for the greatest prime factor of a binomial binary form at integral points. Our estimates considerably generalize and improve the earlier results obtained in this direction.     

Compound negative binomial shared frailty models for bivariate survival data

In this paper, we introduce a new shared frailty model called the compound negative binomial shared frailty model with three different baseline distributions namely, Weibull, generalized exponential and exponential power distribution. To estimate the parameters involved in these models we adopt Markov Chain Monte Carlo (MCMC) approach. Also we apply these three models to a real life bivariate survival data set of McGrilchrist and Aisbett (1991) related to kidney infection and suggest a better model for the data.     

Estimation of parameters in the beta binomial model

This paper contains some alternative methods for estimating the parameters in the beta binomial and truncated beta binomial models. These methods are compared with maximum likelihood on the basis of Asymptotic Relative Efficiency (ARE). For the beta binomial distribution a simple estimator based on moments or ratios of factorial moments has high ARE for most of the parameter space and it is an attractive and viable alternative to computing the maximum likelihood estimator. It is also simpler to compute than an estimator based on the mean and zeros, proposed by Chatfield and Goodhart (1970,Appl. Statist.,19, 240–250), and has much higher ARE for most part of the parameter space. For the truncated beta binomial, the simple estimator based on two moment relations does not behave quite as well as for the BB distribution, but a simple estimator based on two linear relations involving the first three moments and the frequency of ones has extremely high ARE. Some examples are provided to illustrate the procedure for the two models.     

Bayesian inspection model with the negative binomial prior in the presence of inspection errors

One of the basic assumptions in Bayesian inspection models is that we have some prior knowledge about the number of defects in a certain product or software system. The prior knowledge can be often described as a probability distribution (e.g., Poisson distribution). In the paper, we propose three conditions that should be put forth as desirable properties for a prior probability distribution of the number of defects in the product. We review various prior probability distributions and test if they meet those conditions. The negative binomial distribution is found to be the only one that satisfies all the desirable conditions. With the negative binomial prior, we analyze the effects of various parameters on the Bayesian estimate of the number of undetected errors still remaining in the product.     

Finite Eulerian posets which are binomial, Sheffer or triangular

In this paper we study finite Eulerian posets which are binomial, Sheffer or triangular. These important classes of posets are related to the theory of generating functions and to geometry. The results of this paper are organized as follows:

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We completely determine the structure of Eulerian binomial posets and, as a conclusion, we are able to classify factorial functions of Eulerian binomial posets.

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We give an almost complete classification of factorial functions of Eulerian Sheffer posets by dividing the original question into several cases.

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In most cases above, we completely determine the structure of Eulerian Sheffer posets, a result stronger than just classifying factorial functions of these Eulerian Sheffer posets.

We also study Eulerian triangular posets. This paper answers questions posed by R. Ehrenborg and M. Readdy. This research is also motivated by the work of R. Stanley about recognizing the boolean lattice by looking at smaller intervals.     

Simultaneous estimation of negative binomial dispersion parameters

Simultaneous estimators of the dispersion parameters in m negative binomial distributions with known success probabilities are shown to dominate the usual estimator under squared error loss by shrinking it toward either a fixed or a data-driven point.     

Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density

We introduce a general binomial model for asset prices based on the concept of random maps. The asymptotic stationary distribution for such model is studied using techniques from dynamical systems. In particular, we present a technique to construct a general binomial model with a predetermined stationary distribution. This technique is independent of the chosen distribution making our model potentially useful in financial applications. We briefly explore the suitability of our construction as an implied binomial tree. Copyright © 2006 John Wiley & Sons, Ltd.     

Joint and supremum distributions in the compound binomial model with Markovian environment

In this paper, we study the compound binomial model in Markovian environment, which is proposed by Cossette, et al. (2003). We obtain the recursive formula of the joint distributions of T, X(T − 1) and |X(T)| (i.e., the time of ruin, the surplus before ruin and the deficit at ruin) by the method of mass function of up-crossing zero points, as given by Liu and Zhao (2007). By using the same method, the recursive formula of supremum distribution is obtained. An example is included to illustrate the results of the model.     

Generalized binomial and negative binomial distributions of order<Emphasis Type="Italic">k</Emphasis> by the<Emphasis Type="Italic">l</Emphasis>-overlapping enumeration scheme

In this paper, we investigate the exact distribution of the waiting time for ther-th ℓ-overlapping occurrence of success-runs of a specified length in a sequence of two state Markov dependent trials. The probability generating functions are derived explicitly, and as asymptotic results, relationships of a negative binomial distribution of orderk and an extended Poisson distribution of orderk are discussed. We provide further insights into the run-related problems from the viewpoint of the ℓ-overlapping enumeration scheme. We also study the exact distribution of the number of ℓ-overlapping occurrences of success-runs in a fixed number of trials and derive the probability generating functions. The present work extends several properties of distributions of orderk and leads us a new type of geneses of the discrete distributions.     

Tight closure commutes with localization in binomial rings

It is proved that tight closure commutes with localization in any domain which has a module finite extension in which tight closure is known to commute with localization. It follows that tight closure commutes with localization in binomial rings, in particular in semigroup or toric rings.

     

Some 3-adic congruences for binomial sums

We prove some 3-adic congruences for binomial sums,which were conjectured by Zhi-Wei Sun.For example,for any integer m≡1(mod 3)and any positive integer n,we have31n n.1Xk=01mk 2k kmin{3(n),3(m.1).1},where 3(n)denotes the 3-adic order of n.In our proofs,we use several auxiliary combinatorial identities and a series converging to 0 over the 3-adic field.