Results 11 to 20 of about 502 (69)

Partial stochastic dominance for the multivariate Gaussian distribution [PDF]

, 2014
Gaussian comparison inequalities provide a way of bounding probabilities relating to multivariate Gaussian random vectors in terms of probabilities of random variables with simpler correlation structures.
Turner, Amanda, Whitehead, John
core   +2 more sources

Various limit theorems for ratios from the uniform distribution

Open Mathematics, 2016
In this paper, we consider the ratios of order statistics in samples from uniform distribution and establish strong and weak laws for these ratios.
Miao Yu, Sun Yan, Wang Rujun, Dong Manru
doaj   +1 more source

Complete convergence for arrays of ratios of order statistics

Open Mathematics, 2019
Let {Xn,k, 1 ≤ k ≤ mn, n ≥ 1} be an array of independent random variables from the Pareto distribution. Let Xn(k) be the kth largest order statistic from the nth row of the array and set Rn,in,jn = Xn(jn)/Xn(in) where jn < in. The aim of this paper is to
Miao Yu, Ma Huanhuan, Xu Shoufang, Adler Andre   +3 more
doaj   +1 more source

On the Characterizations of Chen’s Two-Parameter Exponential Power Life-Testing Distribution

Journal of Statistical Theory and Applications (JSTA), 2018
Characterizations of probability distributions play important roles in probability and statistics. Before a particular probability distribution model is applied to fit the real world data, it is essential to confirm whether the given probability ...
M. Shakil, M. Ahsanullah, B. M. Golam Kibria   +2 more
doaj   +1 more source

The Sequential Empirical Process of a Random Walk in Random Scenery [PDF]

, 2015
A random walk in random scenery $(Y_n)_{n\in\mathbb{N}}$ is given by $Y_n=\xi_{S_n}$ for a random walk $(S_n)_{n\in\mathbb{N}}$ and iid random variables $(\xi_n)_{n\in\mathbb{Z}}$.
Wendler, Martin
core   +1 more source

Analyzing symmetric distributions by utilizing extropy measures based on order statistics

Journal of Radiation Research and Applied Sciences
Quantification of the uncertainty of distribution functions, by using entropy and extropy, is important in many statistical analyses. Inspired by this, our study uses extropy and several related measures (including the cumulative residual extropy ...
I.A. Husseiny, H.M. Barakat, M. Nagy, A.H. Mansi   +3 more
doaj   +1 more source

Empirical processes for recurrent and transient random walks in random scenery [PDF]

, 2019
In this paper, we are interested in the asymptotic behaviour of the sequence of processes $(W_n(s,t))_{s,t\in[0,1]}$ with \begin{equation*} W_n(s,t):=\sum_{k=1}^{\lfloor nt\rfloor}\big(1_{\{\xi_{S_k}\leq s\}}-s\big) \end{equation*} where $(\xi_x, x\in ...
Guillotin-Plantard, Nadine, Pene, Francoise, Wendler, Martin   +2 more
core   +1 more source

Goodness-of-fit Tests in Nonparametric Regression [PDF]

AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.Goodness-of-fit;nonparametric regression;test for independence;weak ...
Einmahl, J.H.J., Keilegom, I. van
core   +4 more sources

Karhunen-loève basis in goodness-of-fit tests decomposition: an evaluation [PDF]

, 2006
In a previous paper (Grané and Fortiana 2006) we studied a flexible class of goodness-of-fit tests associated with an orthogonal sequence, the Karhunen-Loève decomposition of a stochastic process derived from the null hypothesis.
Fortiana, Josep, Grané, Aurea
core   +1 more source

One more approach to the convergence of the empirical process to the Brownian bridge

, 2008
A theorem of Donsker asserts that the empirical process converges in distribution to the Brownian bridge.
Jean-françois Marckert, Université Bordeaux   +1 more
core   +2 more sources