Related papers: Approximation of rejective sampling inclusion prob…
We show that the $k$th order statistic from a heterogeneous sample of $n\geq k$ exponential random variables is larger than that from a homogeneous exponential sample in the sense of star ordering, as conjectured by Xu and Balakrishnan…
We present locally complete inference rules for probabilistic deduction from taxonomic and probabilistic knowledge-bases over conjunctive events. Crucially, in contrast to similar inference rules in the literature, our inference rules are…
The (strong) Bruhat order for permutations provides a partial ordering defined as follows: two permutations are comparable if one can be obtained from the other by a sequence of adjacent transpositions that each increase the number of…
Probability estimation is essential for every statistical data compression algorithm. In practice probability estimation should be adaptive, recent observations should receive a higher weight than older observations. We present a…
In this paper we study the redundancy of Huffman codes. In particular, we consider sources for which the probability of one of the source symbols is known. We prove a conjecture of Ye and Yeung regarding the upper bound on the redundancy of…
In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…
Bobkov (J. Theoret. Probab. 18(2) (2005) 399-412) investigated an approximate de Finetti representation for probability measures, on product measurable spaces, which are symmetric under permutations of coordinates. One of the main results…
We establish exponential bounds for the hypergeometric distribution which include a finite sampling correction factor, but are otherwise analogous to bounds for the binomial distribution due to Le\'on and Perron (2003) and Talagrand (1994).…
In the present article, we review a continual effort on generalization of the Trotter formula to higher-order exponential product formulas. The exponential product formula is a good and useful approximant, particularly because it conserves…
The idea behind Poisson approximation to the binomial distribution was used in [J. de la Cal, F. Luquin, J. Approx. Theory, 68(3), 1992, 322-329] and subsequent papers in order to establish the convergence of suitable sequences of positive…
Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…
We consider a time-varying first-order autoregressive model with irregular innovations, where we assume that the coefficient function is H\"{o}lder continuous. To estimate this function, we use a quasi-maximum likelihood based approach. A…
We consider the problem of estimating assortment probabilities, which is common in operations management applications, including product bundling, advertising, etc. Existing approaches typically model each assortment as a category and apply…
A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…
We consider the problem of aggregating a general collection of affine estimators for fixed design regression. Relevant examples include some commonly used statistical estimators such as least squares, ridge and robust least squares…
This paper gives the recursion formula for mixed multiplicities of maximal degrees with respect to joint reductions of ideals, which is one of important results in the mixed multiplicity theory. Using this result, we give consequences on…
We introduce a new probabilistic model of the primes consisting of integers that survive the sieving process when a random residue class is selected for every prime modulus below a specific bound. From a rigorous analysis of this model, we…
The aims of this paper are twofold. First, it discusses the Littlewood conjecture and its variants with respect to uniformly distributed sequences. The second aim is to determine the exact order of the discrepancy of the van der…
We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…
In this paper, we study finite-sample properties of the least squares estimator in first order autoregressive processes. By leveraging a result from decoupling theory, we derive upper bounds on the probability that the estimate deviates by…