A strong ergodic theorem for extreme and intermediate order statistics

Distribution Free Confidence Intervals for Quantiles Based on Extreme Order Statistics in a Multi-Sampling Plan

Extended Abstract. Let Xi1 ,..., Xini   ,i=1,2,3,....,k  be independent random samples from distribution $F^{alpha_i}$،  i=1,...,k, where F is an absolutely continuous distribution function and $alpha_i>0$ Also, suppose that these samples are independent. Let Mi,ni and  M'i,ni  respectively, denote the maximum and minimum of the ith sa...

Outer and Inner Confidence Intervals Based on Extreme Order Statistics in a Proportional Hazard Model

Let Mi and Mi be the maximum and minimum of the ith sample from k independent sample with different sample sizes, respectively. Suppose that the survival distribution function of the ith sample is F ̄i = F ̄αi, where αi is known and positive constant. It is shown that how various exact non-parametric inferential proce- ′ dures can be developed on the basis of Mi’s and Mi ’s for distribution ...

asymptotic property of order statistics and sample quntile

چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...

A Guide to the Ergodic Decomposition Theorem: Ergodic Measures as Extreme Points

Reverse Exchangeability and Extreme Order Statistics

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 given.