Related papers: Estimates for order statistics in terms of quantil…
We describe estimators $\chi_n(X_0,X_1,...,X_n)$, which when applied to an unknown stationary process taking values from a countable alphabet ${\cal X}$, converge almost surely to $k$ in case the process is a $k$-th order Markov chain and…
We give an overview of combinatoric properties of the number of ordered $k$-factorizations $f_k(n,l)$ of an integer, where every factor is greater or equal to $l$. We show that for a large number $k$ of factors, the value of the cumulative…
Samples with a common mean but possibly different, ordered variances arise in various fields such as interlaboratory experiments, field studies or the analysis of sensor data. Estimators for the common mean under ordered variances typically…
Let $(X_i)_{1 \le i \le n}$ be independent and identically distributed (i.i.d.) standard Gaussian random variables, and denote by $X_{(n)} = \max_{1 \le i \le n} X_i$ the maximum order statistic. It is well-known in extreme value theory…
Let a sequence of iid. random variables $\xi_1,...,\xi_n$ be given on a measurable space $(X,\cal X)$ with distribution $\mu$ together with a function $f(x_1,...,x_k)$ on the product space $(X^k,{\cal X}^k)$. Let $\mu_n$ denote the…
We derive the distribution of the ratio of a non-central mean matrix and a sample covariance matrix. This aligns with the confluent term ${}_1F_1$ in the non-central uni-variate Student's $t$. Some extensions of matrix-variate distributions…
We investigate the second order asymptotic behavior of trimmed sums $T_n=\frac 1n \sum_{i=\kn+1}^{n-\mn}\xin$, where $\kn$, $\mn$ are sequences of integers, $0\le \kn < n-\mn \le n$, such that $\min(\kn, \mn) \to \infty$, as $\nty$, the…
We consider the problem of computing the joint distribution of order statistics of stochastically independent random variables in one- and two-group models. While recursive formulas for evaluating the joint cumulative distribution function…
Order statistics find applications in various areas of communications and signal processing. In this paper, we introduce an unified analytical framework to determine the joint statistics of partial sums of ordered random variables (RVs).…
This note analyzes properties of the median $\nu$ of the Poisson distribution of order $k$. Given a value for the median in the interval $\nu\in[1,k]$, an equation to calculate the corresponding value of the rate parameter $\lambda$ is…
Let $\{X_{n}, n\ge 1\}$ be a sequence of independent random variables with common general error distribution $GED(v)$ with shape parameter $v>0$, and let $M_{n,r}$ denote the $r$th largest order statistics of $X_{1}, X_{2}, \cdots, X_{n}$.…
Let $X=\sum \epsilon_n x_n$ be a Rademacher series with vector-valued coefficients. We obtain an approximate formula for the distribution of the random variable $||X||$ in terms of its mean and a certain quantity derived from the…
We introduce a comprehensive method for establishing stochastic orders among order statistics in the i.i.d. case. This approach relies on the assumption that the underlying distribution is linked to a reference distribution through a…
For a bivariate random vector (X,Y), symmetry conditions are presented that yield stochastic orderings among |X|, |Y|, |max(X,Y)|, and | min(X, Y)|. Partial extensions of these results for multivariate random vectors (X1,...,Xn) are also…
Motivated by applications to prediction and forecasting, we suggest methods for approximating the conditional distribution function of a random variable Y given a dependent random d-vector X. The idea is to estimate not the distribution of…
In this paper relations among some kinds of cumulative entropies and moments of order statistics are presented. By using some characterizations and the symmetry of a non negative and absolutely continuous random variable X, lower and upper…
Let $X,X_1,...,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum_{k=1}^{n}a_k X_k$ according to the arithmetic…
We study subsampling estimators for the limit variance \[ \sigma^2=Var(X_1)+2 \sum_{k=2}^\infty Cov(X_1,X_k) \] of partial sums of a stationary stochastic process $(X_k)_{k\geq 1}$. We establish $L_2$-consistency of a non-overlapping block…
By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…
We obtain the best possible upper bounds for the moments of a single order statistic from independent, non-negative random variables, in terms of the population mean. The main result covers the independent identically distributed case.…