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Neven Elezović

Publications and source records attributed to Neven Elezović.

16 recordsLinked to original sources

Discrete total variation under the multinomial, Part 2: variance under the uniform null

For the counts $(X_1,\dots,X_n)\sim\mathrm{Mult}(N;1/n,\dots,1/n)$ of $N$ observations in $n$ ordered bins we study the variance of the discrete total variation $d=\sum_{i=1}^{n-1}|X_{i+1}-X_i|$. An exact decomposition splits $\mathrm{Var}(d)$ into per-edge, adjacent-pair and disjoint-pair terms and yields, for fixed $n$ as $N\to\infty$, $\mathrm{Var}(d)/N=α(n)-β(n)/N+γ(n)/N^2+o(N^{-2})$. For every $n\ge 2$, $Nα(n)$ is the classical normal-theory variance (Hoel, Kamat) of the sum of absolute successive differences of $n$ independent $N(0,N/n)$ variables; the correction $β(n)$ is obtained in closed form for $n\ge 3$ (the case $n=2$ is treated separately). Two disjoint edge differences $D_1=X_2-X_1$ and $D_3=X_4-X_3$ are exactly uncorrelated and asymptotically independent, yet $\mathrm{Cov}(|D_1|,|D_3|)=-1/(πn)+O(1/N)$: a correlation of relative order $1/N$, invisible in the Gaussian limit and absent under Poissonized sampling, whose constant is proportional to the exact joint fourth cumulant $κ_{2,2}(D_1,D_3)=-4N/n^2$ and is proved here on the lattice. The adjacent pair contributes the lattice-Edgeworth constant $a_*=-2\sqrt{3}/(9π)$, of which one quarter is a smooth Edgeworth term and three quarters a lattice-corner term; the disjoint skeleton $h(m)$ is closed through a Bessel generating function; and $γ(n)$ ($n\ge 5$) is expressed through a single triangular-lattice constant whose closed form we conjecture. Together with the mean of Part 1, the variance supplies the two moments used by moment-matched approximations to the null law of $d$. This is Part 2 of a series; the cyclic statistic $d^{c}$ will be treated in Part 5.

math.PR↗

Absolute moments of the binomial distribution folded at its mean

Let $X\sim Bin(N,p)$ and \(Y=|X-Np|\). We derive an exact reduction for every odd absolute moment of \(Y\), expressing it through finitely many central masses and central tail probabilities. The tail coefficients satisfy a sum rule and are divisible by \(q-p\), so that in the symmetric case the odd ladder collapses to masses alone. We then obtain the complete central-tail expansion at a bounded lattice displacement, with Bernoulli-polynomial coefficients in integer powers of the large parameter. As an application, the first two tail coefficients yield a second-order expansion for the median of the beta distribution, whose formal one-parameter degeneration reproduces the first two terms of Choi's expansion for the gamma median.

math.PR↗

Comb Test: Histogram Uniformity Testing Based on Discrete Total Variation

Histogram uniformity testing is a common statistical task usually performed using Pearson's chi-square test. This paper proposes a complementary test based on the discrete total variation of the bin counts, which is trivial to compute and, unlike chi-square, exploits bin ordering. Its exact null distribution follows from dynamic programming, and a gamma approximation, verified up to $N=5\cdot10^4$, extends it to large samples. Matching alternatives in $\ell_1$ distance locates the test: it gains over chi-square only in the period-2 comb direction and is least sensitive to smooth, single-jump, and depleted-block departures, for which chi-square is preferable. Experiments on converter nonlinearity, rounding bias, and real images confirm the analysis. Code and data are available at https://github.com/DiscreteTotalVariation/CombTest.

stat.ME↗

The classical discrete laws near the mode: complete local expansions for the negative binomial and hypergeometric distributions

We derive complete local asymptotic expansions near the mode for the negative binomial and hypergeometric laws, complementing the binomial expansion obtained in the companion papers. The coefficients are given in closed Bernoulli-polynomial form and retain the exact lattice displacement from the mean. For each law an entropy normalisation replaces the Bernoulli polynomials by reciprocal Bernoulli polynomials and makes the natural reflection symmetry visible. The first-order coefficient also recovers the exact mode rule: in the Katz cases the vertex gives the classical threshold exactly, while in the hypergeometric case its explicit discrepancy is always too small to change the selected integer mode.

math.PR↗

The mean absolute deviation of the classical discrete distributions: collapse identities, complete asymptotic expansions, and enveloping series

For each of the four classical discrete laws --- binomial, Poisson, negative binomial and hypergeometric --- the mean absolute deviation about the mean collapses to a single point mass. We give a common telescoping proof of these identities and interpret the resulting closed forms by size biasing. We then derive complete asymptotic expansions for the Poisson ($λ\to\infty$), negative binomial ($r\to\infty$, $p$ fixed) and hypergeometric ($N\to\infty$, margins in fixed proportion) cases, extending the binomial expansion from the companion papers. The coefficients are given in closed Bernoulli-polynomial form and carry the lattice displacement of the mean exactly. At integer means the expansions reduce to sign-alternating odd series, and a single Binet-kernel argument shows that these series envelop the logarithm of the normalised mean absolute deviation: successive partial sums bracket it.

math.PR↗

Binomial probabilities at a fixed distance from the mode: size-biasing and the complete asymptotic expansion

We study binomial probabilities at a fixed integer distance from the upper mode, in the regime where the fractional part of the mean remains visible. The complete asymptotic expansion is obtained to all orders, uniformly for the success probability in compact subintervals of $(0,1)$ and for bounded shifts from the mode. The main point is structural. A logarithmic tail in the standard local expansion is exactly the binomial size-bias factor, and removing it leaves a pure Appell expansion. A second, symmetric normalisation is governed by an even Appell sequence and recovers the classical Stirling prefactor. The resulting coefficients explain the exact binomial mode rule, recover the central-binomial expansions as a special case, and give closed forms for averaged oscillating coefficients.

math.PR↗

Appell Polynomials in Shifted Asymptotic Expansions: the Mills ratio, Hermite polynomials, and Stieltjes bounds

A theorem of Burić, Elezović and Vuk\v sić states that translating the argument in an asymptotic expansion, $f(x)\sim\sum(-1)^na_nx^{-n-1}$, to $f(x+t)$, replaces the constant coefficients $a_n$ by the Appell polynomials $R_n(t)$ generated by $(a_n)$. Their motivating examples came from the gamma and polygamma functions, where Bernoulli polynomials occur. We extend this construction beyond that setting and identify the Borel--Laplace representation $L_A(x)=\int_0^\infty e^{-xs}A(-s)\,\dd s$, whenever the integral exists. For the Gaussian kernel $A(-s)=e^{-s^2/2}$, this representation gives the \emph{Mills--Hermite} expansion $M(x+t)\sim\sum(-1)^n\He_n(t)x^{-n-1}$, extending the classical scalar expansion. We establish an explicit remainder estimate and derive finite-difference formulas that remain in the Hermite polynomial algebra. As an application, we obtain a large-threshold expansion of the non-central Gaussian tail with explicit polynomial dependence on the mean. If $A(-s)$ is itself the Laplace transform of a positive measure, then the coefficients form a Stieltjes moment sequence. The associated Padé convergents give a systematic hierarchy of two-sided bounds in which successive lower and upper approximants incorporate the moments one at a time.

math.CA↗

Multinomial probabilities near the mode: integer modes and the complete local expansion

Let $X\sim\text{Mult}(N;p_1,\dots,p_n)$ with $p_i>0$ and $\sum_ip_i=1$. We study $\Pr\{X=m\}$ for lattice points near $Np$ from two complementary viewpoints. First, we give an exact integer-mode criterion: the multinomial mode is the Jefferson--D'Hondt divisor apportionment, given when the mode is unique by $m_i=\lfloor (N+d)p_i\rfloor$, $d\in[0,n)$. For $n\ge3$ the mode need not be obtained by rounding each $Np_i$ to a neighbouring integer; the excess $m_i-\lceil Np_i\rceil$ can reach $n-2$, so the two-sided localisation $|m_i-Np_i|<1$ stated in a standard reference is not valid in general. Second, by writing the mass as a gamma quotient with unequal scalings, we derive the complete local expansion of $\Pr\{X=m\}$ in integer powers of $N^{-1}$, with all coefficients in closed Bernoulli-polynomial form. The expansion contains the known $O(N^{-1})$ local limit theorem, reduces to the binomial local mass for $n=2$ and to the central multinomial coefficient in the symmetric case, and admits Cesàro averages of the oscillating coefficients in closed $ζ$-value form.

math.PR↗

Absolute deviations of the binomial about a prescribed centre: the tail expansion in closed form

Let $X\sim Bin(N,p)$ and let $c=Nr$ be a prescribed centre with $r\ne p$. The finite formula for $E|X-c|$ is classical, and the existence of a complete large-deviation expansion in powers of $N^{-1}$ follows from Timashev's saddle-point expansion for binomial tails. We give the coefficients in closed form for the stop-loss tail produced by the absolute deviation, with the lattice defect of $Nr$ retained explicitly. The construction combines three standard ingredients: Bernoulli polynomials for the logarithm of successive binomial masses, the exponential Bell recursion, and Eulerian polynomials for weighted geometric sums. The $k$-th coefficient has denominator exactly $(1-ρ)^{2k+2}$, where $ρ$ is the exponential tilt; hence the effective expansion parameter is $1/(N(1-ρ)^2)$, the lattice weighted analogue of the parameter in the incomplete gamma expansion. The case $r=\tfrac12$ gives the fold at the origin of a biased $\pm1$ random walk, and its parity split is identified with the lattice defect of the fold.

math.PR↗

Local binomial expansions with an Appell shift, and the mean absolute deviation of the binomial distribution

We derive complete asymptotic expansions for the binomial mass at a bounded lattice displacement and for the mean absolute deviation $E|X-Np|$, $X\sim Bin(N,p)$, with $0<p<1$. De Moivre's exact formula reduces the latter problem to the local mass at $ν=\lceil Np\rceil$, so the coefficients depend on the oscillating displacement $h_N=\lceil Np\rceil-Np$. We show that the full expansion is governed by Bernoulli polynomials evaluated at this displacement; equivalently, the lattice correction is an Appell shift in the Stirling series. The calculation is based on a gamma-quotient expansion with unequal linear scalings, stated with uniformity in the bounded shift. In passing from the local mass to the mean absolute deviation, the elementary, non-Bernoulli part of the shift cancels term by term against the De Moivre prefactor, leaving coefficients that are pure Bernoulli polynomials. As consequences, the classical first correction of Frame and Johnson is embedded in the general coefficient sequence, and the Cesàro means of the oscillating coefficients are obtained from the multiplication theorem for Bernoulli polynomials. Finally, although an oscillating asymptotic expansion does not bound its function by truncation, De Moivre's identity together with Robbins's form of Stirling's formula yields an elementary two-sided bound of logarithmic width $O(N^{-2})$ in the interior; and at an integer mean the logarithmic expansion reduces to a sign-alternating series in odd powers of $N^{-1}$ which we prove to be enveloping, via a sign-definite Binet-kernel representation of the combined three-gamma Stirling remainder: successive truncations bracket the mean absolute deviation.

math.CA↗

Zero-disparity Distribution Synthesis: Fast Exact Calculation of Chi-Squared Statistic Distribution for Discrete Uniform Histograms

Pearson's chi-squared test is widely used to assess the uniformity of discrete histograms, typically relying on a continuous chi-squared distribution to approximate the test statistic, since computing the exact distribution is computationally too costly. While effective in many cases, this approximation allegedly fails when expected bin counts are low or tail probabilities are needed. Here, Zero-disparity Distribution Synthesis is presented, a fast dynamic programming approach for computing the exact distribution, enabling detailed analysis of approximation errors. The results dispel some existing misunderstandings and also reveal subtle, but significant pitfalls in approximation that are only apparent with exact values. The Python source code is available at https://github.com/DiscreteTotalVariation/ChiSquared.

stat.ME↗

Reply to Comment on "TVOR: Finding Discrete Total Variation Outliers among Histograms"

In this paper, we respond to a critique of one of our papers previously published in this journal, entitled "TVOR: Finding Discrete Total Variation Outliers among Histograms". Our paper proposes a method for smoothness outliers detection among histograms by using the relation between their discrete total variations (DTV) and their respective sample sizes. In this response, we demonstrate point by point that, contrary to its claims, the critique has not found any mistakes or problems in our paper, either in the used datasets, methodology, or in the obtained top outlier candidates. On the contrary, the critique's claims can easily be shown to be mathematically unfounded, to directly contradict the common statistical theorems, and to go against well established demographic terms. Exactly this is done in the reply here by providing both theoretical and experimental evidence. Additionally, due to critique's complaint, a more extensive research on top outlier candidate, i.e. the Jasenovac list is conducted and in order to clear any of the critique's doubts, new evidence of its problematic nature unseen in other lists are presented. This reply is accompanied by additional theoretical explanations, simulations, and experimental results that not only confirm the earlier findings, but also present new data. The source code is at https://github.com/DiscreteTotalVariation/TVOR.

cs.DM↗

TVOR: Finding Discrete Total Variation Outliers among Histograms

Pearson's chi-squared test can detect outliers in the data distribution of a given set of histograms. However, in fields such as demographics (for e.g. birth years), outliers may be more easily found in terms of the histogram smoothness where techniques such as Whipple's or Myers' indices handle successfully only specific anomalies. This paper proposes smoothness outliers detection among histograms by using the relation between their discrete total variations (DTV) and their respective sample sizes. This relation is mathematically derived to be applicable in all cases and simplified by an accurate linear model. The deviation of the histogram's DTV from the value predicted by the model is used as the outlier score and the proposed method is named Total Variation Outlier Recognizer (TVOR). TVOR requires no prior assumptions about the histograms' samples' distribution, it has no hyperparameters that require tuning, it is not limited to only specific patterns, and it is applicable to histograms with the same bins. Each bin can have an arbitrary interval that can also be unbounded. TVOR finds DTV outliers easier than Pearson's chi-squared test. In case of distribution outliers, the opposite holds. TVOR is tested on real census data and it successfully finds suspicious histograms. The source code is given at https://github.com/DiscreteTotalVariation/TVOR.

stat.ME↗

Asymptotic expansions of integral means and applications to the ratio of gamma functions

Integral means are important class of bivariate means. In this paper we prove the very general algorithm for calculation of coefficients in asymptotic expansion of integral mean. It is based on explicit solving the equation of the form $B(A(x))=C(x)$, where $B$ and $C$ have known asymptotic expansions. The results are illustrated by calculation of some important integral means connected with gamma and digamma functions.

math.CA↗

Asymptotic expansions of exponentials of digamma function and identity for Bernoulli polynomials

The asymptotic expansion of digamma function is a starting point for the derivation of approximants for harmonic sums or Euler-Mascheroni constant. It is usual to derive such approximations as values of logarithmic function, which leads to the expansion of the exponentials of digamma function. In this paper the asymptotic expansion of the function $\exp(pψ(x+t))$ is derived and analyzed in details, especially for integer values of parameter $p$. The behavior for integer values of $p$ is proved and as a consequence a new identity for Bernoulli polynomials. The obtained formulas are used to improve know inequalities for Euler's constant and harmonic numbers.

math.CA↗

Box dimension of trajectories of some discrete dynamical systems

We study the asymptotics, box dimension, and Minkowski content of trajectories of some discrete dynamical systems. We show that under very general conditions, trajectories corresponding to parameters where saddle-node bifurcation appears have box dimension equal to 1/2, while those corresponding to period-doubling bifurcation parameter have box dimension equal to 2/3. Furthermore, all these trajectories are Minkowski nondegenerate. The results are illustrated in the case of logistic map.

math.DS↗