1 citations · 1 across the 14 of their papers we have counts for
14 papers
Fisher transformation via Edgeworth expansion
Jan Vrbik
We show how to calculate individual terms of the Edgeworth series to approximate the distribution of the Pearson correlation coefficient with the help of a simple Mathematica progr…
Numerical instability in B&D models
Jan Vrbik
When computing the expected value of time till extinction of a Birth and Death process, the usual textbook approach results in an extreme case of numerical ill-conditioning, which…
General proof of a limit related to AR(k) model of Statistics
Jan Vrbik
Computing moments of various parameter estimators related to an autoregressive model of Statistics, one needs to evaluate several non-trivial limits. This was done by arXiv:1506.03…
Asymptotic Distribution of Centralized When Sampling from Cauchy
Veson Lee, Jan Vrbik
Assume that and are independent random variables, each having a Cauchy distribution with a known median. Taking a random independent sample of size of each and ,…
Molecular geometry and vibrational frequencies by parallel sampling
Jan Vrbik
Quantum Monte Carlo is an efficient technique for finding the ground-state energy and related properties of small molecules. A major challenge remains in accurate determination of…
Confidence Regions for Parameters of Negative Binomial Distribution
Emmanuel Nkingi, Jan Vrbik
We describe a general method for the construction of a confidence region for the two parameters of the Negative Binomial Distribution. This is achieved by expanding the sampling di…