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相关论文: On stochastic comparisons of largest order statist…

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This manuscript investigates the stochastic comparisons of the second-order statistics from dependent and heterogeneous general semi-parametric family of distributions observations. Some sufficient conditions on the usual stochastic order…

统计理论 · 数学 2024-07-29 Guoqiang Lv

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…

统计理论 · 数学 2012-06-22 Yindeng Jiang , Michael D. Perlman

Consider a random sample $X_1 , X_2 , ..., X_n$ drawn independently and identically distributed from some known sampling distribution $P_X$. Let $X_{(1)} \le X_{(2)} \le ... \le X_{(n)}$ represent the order statistics of the sample. The…

信息论 · 计算机科学 2020-09-28 Alex Dytso , Martina Cardone , Cynthia Rush

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 $X_{1}, X_{2}, \cdots, X_{n}$.…

概率论 · 数学 2019-05-07 Yingyin Lu , Zuoxiang Peng

We determine the joint limiting distribution of adjacent spacings around a central, intermediate, or an extreme order statistic $X_{k:n}$ of a random sample of size $n$ from a continuous distribution $F$. For central and intermediate cases,…

统计理论 · 数学 2017-02-21 H. N. Nagaraja , Karthik Bharath , Fangyuan Zhang

Convolutions of independent random variables often arise in a natural way in many applied problems. In this article, we compare convolutions of two sets of gamma (negative binomial) random variables in the convolution order and the usual…

概率论 · 数学 2018-11-29 Ying Zhang

Given $n,m\in \mathbb{N}$, we study two classes of large random matrices of the form $$ \mathcal{L}_n =\sum_{\alpha=1}^m\xi_\alpha \mathbf{y}_\alpha \mathbf{y}_\alpha ^T\quad\text{and}\quad \mathcal{A}_n =\sum_{\alpha =1}^m\xi_\alpha…

概率论 · 数学 2021-03-05 Alicja Dembczak-Kołodziejczyk , Anna Lytova

``Behind every limit theorem, there is an inequality'' said Kolmogorov. We say ``for every inequality, there is an approximate inequality under approximate regularity conditions.'' Suppose $X, X'$ are independent and identically distributed…

统计理论 · 数学 2026-04-17 Manit Paul , Arun Kumar Kuchibhotla

Let $\mu$ be a probability measure on $\mathbb{R}$ with cumulative distribution function $F$, $(x_{i})_{1}^{n}$ a large i.i.d. sample from $\mu$, and $F_{n}$ the associated empirical distribution function. The Glivenko-Cantelli theorem…

概率论 · 数学 2011-02-22 Daniel Fresen

To examine the effect of exponential, Weibull and Gompertz distributions on sample size determination for superiority trials (STs) or non-inferiority trials (NTs) with time-to-event data, we present two sample size formulas for STs or NTs…

应用统计 · 统计学 2021-06-22 Dong Han , Yawen Hou , Zheng Chen

An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…

统计力学 · 物理学 2017-09-25 Aurélien Grabsch , Christophe Texier

In this paper we compare the minimums of two heterogeneous samples each following Weibull-G distribution under three scenarios. In the Fifirst scenario, the units of the samples are assumed to be independently distributed and the…

统计理论 · 数学 2019-03-19 Shovan Chowdhury , Amarjit Kundu , Surja Kanta Mishra

This paper examines the distribution of order statistics taken from simple-random-sampling without replacement (SRSWOR) from a finite population with values 1,...,N. This distribution is a shifted version of the beta-binomial distribution,…

统计理论 · 数学 2023-09-01 Ben O'Neill

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…

概率论 · 数学 2025-07-15 Yutao Ma , Bingjie Tian

Let $ X_{\lambda_1},\ldots,X_{\lambda_n}$ be dependent non-negative random variables and $Y_i=I_{p_i} X_{\lambda_i}$, $i=1,\ldots,n$, where $I_{p_1},\ldots,I_{p_n}$ are independent Bernoulli random variables independent of…

风险管理 · 定量金融 2018-12-21 Hossein Nadeb , Hamzeh Torabi , Ali Dolati

Suppose $\widehat\theta_n$ is a strongly consistent estimator for $\theta_0$ in some i.i.d. situation. Let $N_\varepsilon$ and $Q_\varepsilon$ be respectively the last $n$ and the total number of $n$ for which $\widehat\theta_n$ is at least…

统计理论 · 数学 2026-03-11 Nils Lid Hjort , Grete Fenstad

Given two independent samples of non-negative random variables with unknown distribution functions $F$ and $G$, respectively, we introduce and discuss two tests for the hypothesis that $F$ is less than or equal to $G$ in increasing convex…

统计理论 · 数学 2009-02-10 Ludwig Baringhaus , Rudolf Grübel

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…

统计理论 · 数学 2021-04-20 Sangita Das , Suchandan Kayal

A sequence of real numbers $\{x_{n}\}_{n\in \mathbb{N}}$ is said to be $\alpha \beta$-statistically convergent of order $\gamma$ (where $0<\gamma\leq 1$) to a real number $x$ \cite{a} if for every $\delta>0,$ $$\underset{n\rightarrow…

概率论 · 数学 2016-05-23 Pratulananda Das , Sanjoy Ghosal , Vatan Karakaya , Sumit Som

In the setting where we have $n$ independent observations of a random variable $X$, we derive explicit error bounds in total variation distance when approximating the number of observations equal to the maximum of the sample (in the case…

概率论 · 数学 2026-04-10 Fraser Daly