Related papers: Bounds for absolute moments of order statistics
We study poset limits given by sequences of finite interval orders or, as a special case, finite semiorders. In the interval order case, we show that every such limit can be represented by a probability measure on the space of closed…
Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…
This contribution aims at studying the behaviour of the classical sample moment estimator, $S(n,q)= \sum_{k=1}^n X_k^{q}/n $, as a function of the number of available samples $n$, in the case where the random variables $X$ are positive,…
We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.
We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…
Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an application to extremal problems over such moment…
Distributions of strictly positive numbers are common and can be characterized by standard statistical measures such as mean, standard deviation, and skewness. We demonstrate that for these distributions the skewness $D_3$ is bounded from…
We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…
Let $M_n^{(k)}$ denote the $k$th largest maximum of a sample $(X_1,X_2,...,X_n)$ from parent $X$ with continuous distribution. Assume there exist normalizing constants $a_n>0$, $b_n\in \mathbb{R}$ and a nondegenerate distribution $G$ such…
Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…
A statistical measure is given expressing relative occurrences of quantities within a given data set. Application of this measure on several real life physical data sets and some abstract distributions are shown to yield consistent results.…
The absolute moments of probability distributions are much more complicated than conventional ones. By using a direct and simpler approach, we retreat P. L. Hsu's (1951, J. Chinese Math. Soc., Vol. 1, pp. 257-280) formulas in terms of the…
For a finite set $X$ of $n$ points from $\mathbb{R}^M$, the degree of an $M$-element subset $\{x_1,\dots,x_M\}$ of $X$ is defined as the number of $M$-simplices that can be constructed from this $M$-element subset using an additional point…
In this paper, we consider the order statistics from a newly-introduced lifetime distribution called the XLindley distribution. We have derived explicit closed form expressions for the single moments and product moments of order statistics…
The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…
Let $X_1, \ldots, X_n$ be independent non-negative random variables with cumulative distribution functions $F_1,F_2,\ldots,F_n$, each satisfying certain (rather mild) conditions. We show that the median of $k$-th smallest order statistic of…
In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…
We prove near-optimal upper bounds for the odd moments of the distribution of coprime residues in short intervals, confirming a conjecture of Montgomery and Vaughan. As an application we prove near-optimal upper bounds for the average of…
This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.
We study statistics dependence of the probability distributions and the means of measured moments of conserved quantities, respectively. The required statistics of all interested moments and their products are estimated based on a simple…