Related papers: Distributional expansions of powered order statist…
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…
Order statistics arising from $m$ independent but not identically distributed random variables are typically constructed by arranging some $X_{1}, X_{2}, \ldots, X_{m}$, with $X_{i}$ having distribution function $F_{i}(x)$, in increasing…
We obtain asymptotic expansions for local probabilities of partial sums for uniformly bounded independent but not necessarily identically distributed integer-valued random variables. The expansions involve products of polynomials and…
We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…
We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…
In this paper we consider the density of maximal order elements in $\mathrm{GL}_n(q)$. Fixing any of the rank $n$ of the group, the characteristic $p$ or the degree $r$ of the extension of the underlying field $\mathbb{F}_q$ of size…
The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…
Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…
The bounds for absolute moments of order statistics are established. Let $X_1,\dots ,X_n$ be independent identically distributed real-valued random variables and let $X_{1:n}\le \dots \le X_{n:n}$ be the corresponding order statistics. The…
The assumption of normality in data has been considered in the field of statistical analysis for a long time. However, in many practical situations, this assumption is clearly unrealistic. It has recently been suggested that the use of…
From a new class of q-deformed coherent states we introduce a generalization of the Euler probability distribution for which the main statistical parameters are obtained explicitly. As application, we discuss the corresponding photon…
The max-stable H\"usler-Reiss distribution which arises as the limit distribution of maxima of bivariate Gaussian triangular arrays has been shown to be useful in various extreme value models. For such triangular arrays, this paper…
Let $\alpha_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid X_1,\ldots,X_n\bigr)$ be the predictive distributions of a sequence $(X_1,X_2,\ldots)$ of $p$-dimensional random vectors. Suppose $$\alpha_n= \mathcal{N} _p (M_n,Q_n)$$ where…
Multivariate generalized Pareto distributions arise as the limit distributions of exceedances over multivariate thresholds of random vectors in the domain of attraction of a max-stable distribution. These distributions can be parametrized…
In this paper, we study the behaviour of the generalized power domination number of a graph by small changes on the graph, namely edge and vertex deletion and edge contraction. We prove optimal bounds for $\gamma\_{p,k}(G-e)$,…
We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…
Statistical mechanics is generalized on the basis of an additive information theory for incomplete probability distributions. The incomplete normalization $\sum_{i=1}^wp_i^q=1$ is used to obtain generalized entropy $S=-k\sum_{i=1}^wp_i^q\ln…
In this paper, we use a new partial order, called the f-majorization order. The new order includes as special cases the majorization , the reciprocal majorization and the p-larger orders. We provide a comprehensive account of the…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…
We revisit classic balancing problems for linear extensions of a partially ordered set $P$, proving results that go far beyond many of the best earlier results on this topic. For example, with $p(x\prec y)$ the probability that $x$ precedes…