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Related papers: Distributional expansions of powered order statist…

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In this paper, higher-order expansions for distributions and densities of powered extremes of standard normal random sequences are established under an optimal choice of normalized constants. Our findings refine the related results in Hall…

Probability · Mathematics 2016-01-05 Wei Zhou , Chengxiu Ling

Let $X_1, X_2,\ldots, X_n$ (resp. $Y_1, Y_2,\ldots, Y_n$) be independent random variables such that $X_i$ (resp. $Y_i$) follows generalized exponential distribution with shape parameter $\theta_i$ and scale parameter $\lambda_i$ (resp.…

Applications · Statistics 2016-01-18 Amarjit Kundu , Shovan Chowdhury , Asok K. Nanda , Nil Kamal Hazra

In this paper, asymptotic expansions of the distributions and densities of powered extremes for Maxwell samples are considered. The results show that the convergence speeds of normalized partial maxima relies on the powered index.…

Probability · Mathematics 2020-03-10 Jianwen Huang , Xinling Liu , Jianjun Wang , Zhongquan Tan , Jingyao Hou , Hao Pu

Let $X_1, \ldots , X_n$ be mutually independent exponential random variables with distinct hazard rates $\lambda_1, \ldots , \lambda_n > 0$ and let $Y_1, \ldots, Y_n$ be a random sample from the exponential distribution with hazard rate…

Probability · Mathematics 2022-02-17 Subhash Kochar

In this paper, we compare extreme order statistics through vector majorization arising from heterogeneous Poisson and geometric random variables. These comparisons are carried out with respect to usual stochastic ordering.

Statistics Theory · Mathematics 2021-03-02 Shovan Chowdhury , Amarjit Kundu , Surja Kanta Mishra

Let $X_{1,n}\le\cdots\le X_{n,n}$ be the order statistics of $n$ independent random variables with a common distribution function $F$ having right heavy tail with tail index $\gamma$. Given known constants $d_{i,n}$, $1\le i\le n$, consider…

Probability · Mathematics 2021-04-13 Lillian Achola Oluoch , László Viharos

Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…

Statistics Theory · Mathematics 2021-02-19 Subhash C. Kochar , Nuria Torrado

In this paper some new characterizing theorems of exponential distribution based on order statistics are presented. Some existing results are generalized and the open conjecture by Arnold and Villasenor is solved.

Probability · Mathematics 2023-05-30 Bojana Milošević , Marko Obradović

We show that in a sample of size $n$ from a GEM$(0,\theta)$ random discrete distribution, the gaps $G_{i:n}:= X_{n-i+1:n} - X_{n-i:n}$ between order statistics $X_{1:n} \le \cdots \le X_{n:n}$ of the sample, with the convention $G_{n:n} :=…

Probability · Mathematics 2017-01-24 Jim Pitman , Yuri Yakubovich

In this paper, we study the asymptotic behaviors of the extreme of mixed skew-t distribution. We considered limits on distribution and density of maximum of mixed skew-t distribution under linear and power normalization, and further derived…

Statistics Theory · Mathematics 2016-06-13 Jingyao Hou , Xin Liao , Zuoxiang Peng

We provide an asymptotic expansion of the maximal mean squared error (MSE) of the sample median to be attained on shrinking gross error neighborhoods about an ideal central distribution. More specifically, this expansion comes in powers of…

Statistics Theory · Mathematics 2010-06-02 Peter Ruckdeschel

Consider the family of power divergence statistics based on $n$ trials, each leading to one of $r$ possible outcomes. This includes the log-likelihood ratio and Pearson's statistic as important special cases. It is known that in certain…

Probability · Mathematics 2024-11-08 Fraser Daly

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…

Probability · Mathematics 2025-07-15 Yutao Ma , Bingjie Tian

Let $X_1$, $X_2$,... be a sequence of independent random variables with common distribution function $F$ in the domain of attraction of a Gumbel extreme value distribution and for each integer $n\geq 1$, let $X_{1,n} \leq ... X_{n,n}$…

Methodology · Statistics 2016-07-19 Gane Samb Lo

Generalized Maxwell distribution is an extension of the classic Maxwell distribution. In this paper, we concentrate on the joint distributional asymptotics of normalized maxima and minima. Under optimal normalizing constants, asymptotic…

Probability · Mathematics 2020-03-10 Jianwen Huang

Let $X_{nr}$ be the $r$th largest of a random sample of size $n$ from a distribution $F (x) = 1 - \sum_{i = 0}^\infty c_i x^{-\alpha - i \beta}$ for $\alpha > 0$ and $\beta > 0$. An inversion theorem is proved and used to derive an…

Methodology · Statistics 2009-03-26 Saralees Nadarajah , Christopher S. Withers

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,…

Statistics Theory · Mathematics 2015-03-04 Robert W. Chen

Let $\mathbf{X}=\{X_{n}\}_{n\geq 1}$ be a sequence of stationary Gaussian variables and suppose that only some of the random variables from $\mathbf{X}$ can be observed. In this paper, by studying the limiting properties of multidimensional…

Probability · Mathematics 2024-06-06 Yuan Fang , Zhongquan Tan

A new characterization for power function distributions is obtained which is based on products of order statistics. This result may be considered as a generalization of some recent results for contractions. We note that in this new result…

Statistics Theory · Mathematics 2012-10-30 Güvenç Arslan

This paper introduces a new generalization of the power generalized Weibull distribution called the generalized power generalized Weibull distribution. This distribution can also be considered as a generalization of Weibull distribution.…

Statistics Theory · Mathematics 2018-10-16 Mahmoud Ali Selim
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