Related papers: Stochastic Comparisons of Random Extremes from non…

Minimum disparity estimation in controlled branching processes is dealt with by assuming that the offspring law belongs to a general parametric family. Under some regularity conditions it is proved that the minimum disparity estimators…

There is a movement in design of experiments away from the classic randomization put forward by Fisher, Cochran and others to one based on optimization. In fixed-sample trials comparing two groups, measurements of subjects are known in…

We use tools of the equilibrium statistical mechanics of disordered systems to study analytically the statistical properties of an ecosystem composed of N species interacting via random, Gaussian interactions of order p >= 2, and…

Extreme economic outcomes are not shaped by tails alone. They are also shaped by unequal access to opportunities. This paper develops a theory of heterogeneous extremes by taking the distribution of opportunity access as the object of…

We study the problem of assigning indivisible objects to agents where each is to receive at most one. To ensure fairness in the absence of monetary compensation, we consider random assignments. Random Priority, also known as Random Serial…

This note is concerned with weakly interacting stochastic particle systems with possibly singular pairwise interactions. In this setting, we observe a connection between entropic propagation of chaos and exponential concentration bounds for…

We introduce a variant of the $k$-nearest neighbor classifier in which $k$ is chosen adaptively for each query, rather than supplied as a parameter. The choice of $k$ depends on properties of each neighborhood, and therefore may…

In this paper, we study stochastic comparisons of parallel systems having log-Lindley distributed components. These comparisons are carried out with respect to reversed hazard rate and likelihood ratio ordering.

We apply recent ideas about complexity and randomness to the philosophy of laws and chances. We develop two ways to use algorithmic randomness to characterize probabilistic laws of nature. The first, a generative chance* law, employs a…

In observational studies of discrimination, the most common statistical approaches consider either the rate at which decisions are made (benchmark tests) or the success rate of those decisions (outcome tests). Both tests, however, have…

We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inverse distribution admits a simple closed form. An application…

For two causal structures with the same set of visible variables, one is said to observationally dominate the other if the set of distributions over the visible variables realizable by the first contains the set of distributions over the…

We study the space requirements of a sorting algorithm where only items that at the end will be adjacent are kept together. This is equivalent to the following combinatorial problem: Consider a string of fixed length n that starts as a…

We present a new decision rule, \emph{maximin safety}, that seeks to maintain a large margin from the worst outcome, in much the same way minimax regret seeks to minimize distance from the best. We argue that maximin safety is valuable both…

We provide conditions for the stochastic dominance comparisons of a risk $X$ and an associated risk $X+Z$, where $Z$ represents the uncertainty due to the environment and where $X$ and $Z$ can be dependent. The comparisons depend on both…

The consideration of nonstandard models of the real numbers and the definition of a qualitative ordering on those models provides a generalization of the principle of maximization of expected utility. It enables the decider to assign…

This paper investigates a statistical procedure for testing the equality of two independently estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations for the largest summands with a normal approximation for the…

Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data scarcity complicates risk management efforts. Various tools…

Stochastic dominance of a random variable by a convex combination of its independent copies has recently been shown to hold within the relatively narrow class of distributions with concave odds function, and later extended to broader…