Related papers: Estimates for order statistics in terms of quantil…
Ordinal regression falls between discrete-valued classification and continuous-valued regression. Ordinal target variables can be associated with ranked random variables. These random variables are known as order statistics and they are…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our main result is a proof that for sufficiently small values of the rate parameter $\lambda$,…
In this paper we compare the minimums of two heterogeneous samples each following Weibull-G distribution under three scenarios. In the Fifirst scenario, the units of the samples are assumed to be independently distributed and the…
In this paper, we present methods of obtaining single moments of order statistics arising from posibly dependent and non-identically distributed discrete random variables. We derive exact and approximate formulas convenient for numerical…
This note describes non-asymptotic variance and tail bounds for order statistics of samples of independent identically distributed random variables. Those bounds are checked to be asymptotically tight when the sampling distribution belongs…
This paper presents results about the distribution of subsequences which are typical in the sense of Baire. The first part is concerned with sequences of the type x_k = n_k*alpha, n_1 < n_2 < n_3 < ..., mod 1. Improving a result of Salat we…
Suppose $k$ balls are dropped into $n$ boxes independently with uniform probability, where $n, k$ are large with ratio approximately equal to some positive real $\lambda$. The maximum box count has a counterintuitive behavior: first of all,…
Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…
Let ($X,Y)$ be a random vector with distribution function $F(x,y),$ and $(X_{1},Y_{1}),(X_{2},Y_{2}),...,(X_{n},Y_{n})$ are independent copies of ($X,Y).$ Let $X_{i:n}$ be the $i$th order statistics constructed from the sample…
In this work, we consider two sets of dependent variables $\{X_{1},\ldots,X_{n}\}$ and $\{Y_{1},\ldots,Y_{n}\}$, where $X_{i}\sim EW(\alpha_{i},\lambda_{i},k_{i})$ and $Y_{i}\sim EW(\beta_{i},\mu_{i},l_{i})$, for $i=1,\ldots, n$, which are…
We prove concentration inequalities for $f\left( X\right) $ about its median, where $X$ is a random vector in $\mathbb{R}^n$ with independent heavy tailed coordinates of Weibull or power type, and $f:\mathbb{R}^n\rightarrow\mathbb{R}$ is a…
Suppose $n$ independent random variables $X_1, X_2, \dots, X_n$ have zero mean and equal variance. We prove that if the average of $\chi^2$ distances between these variables and the normal distribution is bounded by a sufficiently small…
A great deal of inference in statistics is based on making the approximation that a statistic is normally distributed. The error in doing so is generally $O(n^{-1/2})$ and can be very considerable when the distribution is heavily biased or…
Partially ordered sets of type (k, n) are the sets such that a) cardinality of each set is n, b) dimension of each set is two, c) length of the maximal antichain in each set is k. Let \alpha_k(n) be the number of partially ordered sets of…
Here we suppose that the observed random variable has cumulative distribution function $F$ with regularly varying tail, i.e. $1-F \in RV_{-\alpha}$, $\alpha > 0$. Using the results about exponential order statistics we investigate…
Heavy-tailed phenomena appear across diverse domains --from wealth and firm sizes in economics to network traffic, biological systems, and physical processes-- characterized by the disproportionate influence of extreme values. These…
It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…
Under standard regularity assumptions, we provide simple approximations for specific classes of fiducial and confidence distributions and discuss their connections with objective Bayesian posteriors. For a real parameter the approximations…
We propose some new results on the comparison of the minimum or maximum order statistic from a random number of non-identical random variables. Under the non-identical set-up, with certain conditions, we prove that random minimum (maximum)…
Assume one observes independent categorical variables or, equivalently, one observes the corresponding multinomial variables. Estimating the distribution of the observed sequence amounts to estimating the expectation of the multinomial…