论文标题

多项式分布和转换

Polynomial Distributions and Transformations

论文作者

Yu, Yue, Loskot, Pavel

论文摘要

多项式是常见的代数结构,通常用于近似函数,包括概率分布。本文建议直接定义多项式分布,以描述系统的随机特性,而不是仅对近似已知或经验估计的分布来假设多项式。多项式分布提供了出色的建模灵活性,并且通常还提供了数学障碍。但是,与规范分布不同,多项式函数在支持某些参数值的间隔中可能具有非负值,其参数的数量通常比规范分布大得多,并且支持间隔必须是有限的。特别是,这里定义了多项式分布,假定三种形式的多项式函数。考虑了多项式分布的转换和将直方图拟合到多项式分布。多项式分布的关键特性以封闭形式得出。设计了分段多项式分布构建,以确保其在支撑间隔上是非负数的。最后,还研究了估计多项式分布参数和生成多项式分布的样品的问题。

Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of systems rather than to assume polynomials for only approximating known or empirically estimated distributions. Polynomial distributions offer a great modeling flexibility, and often, also mathematical tractability. However, unlike canonical distributions, polynomial functions may have non-negative values in the interval of support for some parameter values, the number of their parameters is usually much larger than for canonical distributions, and the interval of support must be finite. In particular, polynomial distributions are defined here assuming three forms of polynomial function. The transformation of polynomial distributions and fitting a histogram to a polynomial distribution are considered. The key properties of polynomial distributions are derived in closed-form. A piecewise polynomial distribution construction is devised to ensure that it is non-negative over the support interval. Finally, the problems of estimating parameters of polynomial distributions and generating polynomially distributed samples are also studied.

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