相关论文: Comparisons of Order Statistics from Some Heteroge…
Stochastic dominance is a crucial tool for the analysis of choice under risk. It is typically analyzed as a property of two gambles that are taken in isolation. We study how additional independent sources of risk (e.g. uninsurable labor…
The partial (ceteris paribus) effects of interest in nonlinear and interactive linear models are heterogeneous as they can vary dramatically with the underlying observed or unobserved covariates. Despite the apparent importance of…
We characterize the exponential distribution in terms of the regression of a record value with non-adjacent record values as covariates. We also study characterizations based on the regression of linear combinations of record values.
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…
In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…
Particle transport in random media obeying a given mixing statistics is key in several applications in nuclear reactor physics and more generally in diffusion phenomena emerging in optics and life sciences. Exact solutions for the…
Our contribution is to widen the scope of extreme value analysis applied to discrete-valued data. Extreme values of a random variable $X$ are commonly modeled using the generalized Pareto distribution, a method that often gives good results…
We consider stationary configurations of points in Euclidean space which are marked by positive random variables called scores. The scores are allowed to depend on the relative positions of other points and outside sources of randomness.…
The analysis of multivariate discrete data is crucial in various scientific research areas, such as epidemiology, the social sciences, genomics, and environmental studies. As the availability of such data increases, developing robust…
Integrating the outputs of multiple classifiers via combiners or meta-learners has led to substantial improvements in several difficult pattern recognition problems. In the typical setting investigated till now, each classifier is trained…
We compared Bayes factors to normalized maximum likelihood for the simple case of selecting between an order-constrained versus a full binomial model. This comparison revealed two qualitative differences in testing order constraints…
We study very simple sorting algorithms based on a probabilistic comparator model. In our model, errors in comparing two elements are due to (1) the energy or effort put in the comparison and (2) the difference between the compared…
For words of length n, generated by independent geometric random variables, we consider the average value and the average position of the r-th left-to-right maximum counted from the right, for fixed r and n->oo. This complements previous…
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,…
The r largest order statistics approach is widely used in extreme value analysis because it may use more information from the data than just the block maxima. In practice, the choice of r is critical. If r is too large, bias can occur; if…
Using Bayesian methods for extreme value analysis offers an alternative to frequentist ones, with several advantages such as easily dealing with parametric uncertainty or studying irregular models. However, computations can be challenging…
Majorisation, also called rearrangement inequalities, yields a type of stochastic ordering in which two or more distributions can be compared. In this paper we argue that majorisation is a good candidate as a theory for uncertainty. We…
In this paper the generalization of the Poisson distribution is derived for the case when each consecutive event changes event rate. A simple formula for the probability of observing of a given number of events for the selected period of…
The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the…
The distribution of higher order level spacings, i.e. the distribution of $\{s_{i}^{(n)}=E_{i+n}-E_{i}\}$ with $n\geq 1$ is derived analytically using a Wigner-like surmise for Gaussian ensembles of random matrix as well as Poisson…