Distribution and expectation bounds on order statistics from possibly dependent variates
dc.contributor.author | Papadatos, Nickos | en |
dc.creator | Papadatos, Nickos | en |
dc.date.accessioned | 2019-12-02T10:37:16Z | |
dc.date.available | 2019-12-02T10:37:16Z | |
dc.date.issued | 2001 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/57361 | |
dc.description.abstract | Let X1,X2,...,Xn be n random variables with an arbitrary n-variate distribution. We say that the X's are maximally (resp. minimally) stable of order j(j∈{1,2,...,n}), if the distribution F(j) of max{Xk1,...,Xkj} (resp. G(j) of min{Xk1,...,Xkj}) is the same, for any j-subset {k1,...,kj} of {1,2,...,n}. Under the assumption of maximal (resp. minimal) stability of order j, sharp upper (resp. lower) bounds are given for the distribution Fk:n of the kth order statistic Xk:n, in terms of F(j) (resp. G(j)), and the corresponding expectation bounds are derived. Moreover, some expectation bounds in the case of j-independent-F samples (i.e., when each j-tuple Xk1,...,Xkj is independent with a common marginal distribution F) are given. © 2001 Elsevier Science B.V. | en |
dc.source | Statistics and Probability Letters | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0042904539&doi=10.1016%2fS0167-7152%2801%2900014-1&partnerID=40&md5=5010c1a96e5dcaf99b9ba0744176d7fd | |
dc.subject | Dependent random variables | en |
dc.subject | 62G30 | en |
dc.subject | Bounds on order statistics | en |
dc.subject | j -independent- F samples | en |
dc.subject | Maximal (minimal) stability of order j | en |
dc.title | Distribution and expectation bounds on order statistics from possibly dependent variates | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1016/S0167-7152(01)00014-1 | |
dc.description.volume | 54 | |
dc.description.issue | 1 | |
dc.description.startingpage | 21 | |
dc.description.endingpage | 31 | |
dc.author.faculty | Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences | |
dc.author.department | Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics | |
dc.type.uhtype | Article | en |
dc.description.notes | <p>Cited By :8</p> | en |
dc.source.abbreviation | Stat.Probab.Lett. | en |
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