Related papers: Order statistics on the spacings between order sta…
System of semilinear ordinary differential equation and fractional differential equation of distributed order is investigated and solved in a mild and classical sense. Such a system arises as a distributed derivative model of…
The ordinal patterns of a fixed number of consecutive values in a time series is the spatial ordering of these values. Counting how often a specific ordinal pattern occurs in a time series provides important insights into the properties of…
We consider goodness-of-fit tests for the distribution of the composed error in Stochastic Frontier Models. The proposed test statistic utilizes the characteristic function of the composed error term, and is formulated as a weighted…
In the setting of dominated statistical models, we provide conditions yielding strong continuity of the posterior distribution with respect to the observed data. We show some applications, with special focus on exponential models.
In randomized experiments, treatment and control groups should be roughly the same--balanced--in their distributions of pretreatment variables. But how nearly so? Can descriptive comparisons meaningfully be paired with significance tests?…
In the first part we associate a periodic sequence to a partition and study the connection the distribution of elements of uniform limit of the sequences. Then some facts of statistical independence of these limits are proved
Consider two batches of independent or interdependent exponentiated location-scale distributed heterogeneous random variables. This article investigates ordering results for the second-order statistics from these batches when a vector of…
We find a remarkable agreement between the statistics of a randomly divided interval and the observed statistical patterns and distributions found in horse racing betting markets. We compare the distribution of implied winning odds, the…
We study the problem of parameter estimation in time series stemming from general stochastic processes, where the outcomes may exhibit arbitrary temporal correlations. In particular, we address the question of how much Fisher information is…
This paper tackles important aspects of comets dynamics from a statistical point of view. Existing methodology uses numerical integration for computing planetary perturbations for simulating such dynamics. This operation is highly…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…
We generalize the so-called density approach to Stein characterizations of probability distributions. We prove an elementary factorization property of the resulting Stein operator in terms of a generalized (standardized) score function. We…
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…
We generalize the generalized-squeezing problem to include fractional values of the squeezing order $n$. This approach allows us to determine the locations of critical points at which qualitative changes in behaviour occur and accurately…
The distribution of age-ordered frequencies arising from an exchangeable Gibbs partition is studied in relation with the distribution of the positions at which new mutations appear in a sample.
We consider the joint distribution of the area and perimeter statistics on the set I_n of inversion sequences of length n represented as bargraphs. Functional equations for both the ordinary and exponential generating functions are derived…
Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly in general dimensions, has yet to be investigated from a…
Transit agencies have been removing a large number of bus stops, but discussions around the bus stop spacings exhibit a lack of clarity and data for comparison. This paper proposes new terminology and concepts for statistical consideration…
We give sharp, uniform estimates for the probability that the empirical distribution function for n uniform-[0,1] random variables stays to one side of a given line.