English
Related papers

Related papers: Bounds for absolute moments of order statistics

200 papers

We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…

Statistics Theory · Mathematics 2015-09-08 Cristina Butucea , Jean-François Delmas , Anne Dutfoy , Richard Fischer

A sequence of real numbers $\{x_{n}\}_{n\in \mathbb{N}}$ is said to be $\alpha \beta$-statistically convergent of order $\gamma$ (where $0<\gamma\leq 1$) to a real number $x$ \cite{a} if for every $\delta>0,$ $$\underset{n\rightarrow…

Probability · Mathematics 2016-05-23 Pratulananda Das , Sanjoy Ghosal , Vatan Karakaya , Sumit Som

Exact upper bounds on the Winsorised-tilted mean of a random variable in terms of its first two moments are given. Such results are needed in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics. As another…

Probability · Mathematics 2012-05-24 Iosif Pinelis

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be independent copies of a random process $\{X(t), t\ge0\}$. For a given positive constant $u$, define the set of $r$th conjunctions $C_r(u):=\{t\in[0,1]: X_{r:n}(t)>u\}$ with $ X_{r:n}$ the $r$th largest…

Probability · Mathematics 2014-12-16 Chengxiu Ling

Let X be the Laplacian random variable with parameters (a,b)=(0,1), and let X1, X2, X3 , ...be a sequence of mutually independent copies of X$. In this note, we explicitly determine the moments of the Laplacian random variable in terms of…

Number Theory · Mathematics 2024-07-19 Taekyun Kim , Dae San Kim

One of the oldest problems in the data stream model is to approximate the $p$-th moment $\|\mathcal{X}\|_p^p = \sum_{i=1}^n |\mathcal{X}_i|^p$ of an underlying vector $\mathcal{X} \in \mathbb{R}^n$, which is presented as a sequence of…

Data Structures and Algorithms · Computer Science 2019-07-15 Rajesh Jayaram , David P. Woodruff

In this paper we consider the problem of approximating frequency moments in the streaming model. Given a stream $D = \{p_1,p_2,\dots,p_m\}$ of numbers from $\{1,\dots, n\}$, a frequency of $i$ is defined as $f_i = |\{j: p_j = i\}|$. The…

Data Structures and Algorithms · Computer Science 2014-01-28 Vladimir Braverman , Jonathan Katzman , Charles Seidell , Gregory Vorsanger

We quantify the elementary Borel-Cantelli Lemma by higher moments of the overlap count statistic in terms of the weighted summability of the probabilities. Applications include mean deviation frequencies in the Strong Law and the Law of the…

Probability · Mathematics 2022-07-29 Luisa F. Estrada , Michael A. Högele

We prove some inequalities involving fourth central moment of a random variable that takes values in a given finite interval. Both discrete and continuous cases are considered. Bounds for the spread are obtained when a given nxn complex…

Statistics Theory · Mathematics 2015-03-13 R. Sharma , R. Kumar , R. Saini , G. Kapoor

In this paper, long time and high order moment asymptotics for super-Brownian motions (sBm's) are studied. By using a moment formula for sBm's (e.g. Theorem 3.1, Hu et al. Ann. Appl. Probab. 2023+), precise upper and lower bounds for all…

Probability · Mathematics 2023-03-24 Yaozhong Hu , Xiong Wang , Panqiu Xia , Jiayu Zheng

Characterizations of finite sequences $\beta_{1}<\cdots<\beta_{n}$ representing expected values of order statistics from a random sample of size $n$ are given. As a by-product, a characterization of binomial mixtures, when the mixing random…

Probability · Mathematics 2022-05-02 A. Okolewski , N. Papadatos

A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…

Information Theory · Computer Science 2009-09-29 Prakash Ishwar , Pierre Moulin

Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…

Dynamical Systems · Mathematics 2025-02-04 David Sabin-Miller , Daniel M. Abrams

We consider a general class of round-robin tournament models of equally strong players. In these models, each of the $n$ players competes against every other player exactly once. For each match between two players, the outcome is a value…

Probability · Mathematics 2026-05-21 Yaakov Malinovsky

This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…

Probability · Mathematics 2018-12-12 Pieter C. Allaart , Jose A. Islas

We define truncated Mellin moments of parton distributions by restricting the integration range over the Bjorken variable to the experimentally accessible subset x_0 < x < 1 of the allowed kinematic range 0 < x < 1. We derive the evolution…

High Energy Physics - Phenomenology · Physics 2014-11-17 Stefano Forte , Lorenzo Magnea , Andrea Piccione , Giovanni Ridolfi

We introduce methods to bound the mean of a discrete distribution (or finite population) based on sample data, for random variables with a known set of possible values. In particular, the methods can be applied to categorical data with…

Statistics Theory · Mathematics 2021-11-16 Eric Bax , Frédéric Ouimet

In any given experimental scenario, the rules of quantum theory provide statistical distributions that the observed outcomes are expected to follow. The set formed by all these distributions contains the imprint of quantum theory, capturing…

Quantum Physics · Physics 2025-09-17 Victor Barizien , Jean-Daniel Bancal

Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…

Statistical Finance · Quantitative Finance 2020-04-14 Nassim Nicholas Taleb

We establish upper bounds for moments of zeta sums using results on shifted moments of the Riemann zeta function under the Riemann hypothesis.

Number Theory · Mathematics 2024-05-22 Peng Gao