Related papers: Estimates for order statistics in terms of quantil…

Set-valued quantiles for multivariate distributions with respect to a general convex cone are introduced which are based on a family of (univariate) distribution functions rather than on the joint distribution function. It is shown that…

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

We derive a simple expression for the $r^{th}$ factorial moment $\mu_{(r)}$ of the geometric distribution of order $k$ with success parameter $p\in(0,1)$ (and $q=1-p$) in terms of its probability mass function $f_k(n)$. Specifically,…

We propose new ways to compare two latent distributions when only ordinal data are available and without imposing parametric assumptions on the underlying continuous distributions. First, we contribute identification results. We show how…

Following S\"odergren, we consider a collection of random variables on the space $X_n$ of unimodular lattices in dimension $n$: Normalizations of the angles between the $N = N(n)$ shortest vectors in a random unimodular lattice, and the…

The average properties of the well-known Subset Sum Problem can be studied by the means of its randomised version, where we are given a target value $z$, random variables $X_1, \ldots, X_n$, and an error parameter $\varepsilon > 0$, and we…

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…

Let $F({\bf x})\in\mathbb{Z}[x_1,x_2,\dots,x_n]$ be a quadratic polynomial in $n\geq 3$ variables with a nonsingular quadratic part. Using the circle method we derive an asymptotic formula for the sum $$ \Sigma_{k,F}(X;…

We consider the problem of estimating an arbitrary smooth functional of $k \geq 1 $ distribution functions (d.f.s.) in terms of random samples from them. The natural estimate replaces the d.f.s by their empirical d.f.s. Its bias is…

In this paper, we give rates of convergence, for minimal distances and for the uniform distance, between the law of partial sums of martingale differences and thelimiting Gaussian distribution. More precisely, denoting by $P_{X}$ the law of…

We provide an introduction of some basic facts of uniformly almost periodic functions, such as Fourier series representations. A result is then proved about Fourier coefficients which is a generalization of the purely periodic case. We then…

Let $X_{d_1,d_2}$ be an $F$-random variable with numerator and denominator degrees of freedom $d_1$ and $d_2$, respectively. We investigate the inequality: $P\{|X_{d_1,d_2}-E[X_{d_1,d_2}]|\le \sqrt{{\rm Var}(X_{d_1,d_2})}\}\ge…

Most previous studies of the sorting algorithm QuickSort have used the number of key comparisons as a measure of the cost of executing the algorithm. Here we suppose that the n independent and identically distributed (i.i.d.) keys are each…

Parametric distributions are an important part of statistics. There is now a voluminous literature on different fascinating formulations of flexible distributions. We present a selective and brief overview of a small subset of these…

We investigate a Bahadur-Kiefer type representation for the p-th empirical quantile corresponding to a sample of n i.i.d. random variables, when 0<p<1 is a sequence which, in particular, may tend to 0 or 1, i.e. we consider the case of…

As the unification of various models of ordered quantities, generalized order statistics act as a simplistic approach introduced in \cite{kamps1995concept}. In this present study, results pertaining to the expressions of marginal and joint…

Picking permutations at random, the expected number of k-cycles is known to be 1/k and is, in particular, independent of the size of the permuted set. This short note gives similar size-independent statistics of finite general linear…

The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…

Let S_i be a random walk with standard exponential increments. We call \sum_{i=1}^k S_i its k-step area. The random variable V = \inf_{k \ge 1} \frac{2}{k(k+1)} \sum_{i=1}^k S_i plays important role in the study of so-called one-dimensional…

This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed…