Asymptotic distributions of multivariate intermediate order statistics
نویسندگان
چکیده
منابع مشابه
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...
15 صفحه اولMultivariate Dispersive Ordering of Generalized Order Statistics
The concept of generalized order statistics (GOSs) was introduced as a unified approach to a variety of models of ordered random variables. The purpose of this paper is to investigate condi- tions on the underlying distribution functions and the parameters on which GOSs are based, to establish Shaked-Shanthikumar multivari- ate dispersive ordering of GOSs from one sample and Khaledi-Kochar mu...
متن کاملSemideenite Relaxations, Multivariate Normal Distributions, and Order Statistics
We propose two new dependent randomized rounding algorithms for approximating the global maximum of a quadratic program subject to linear as well as boolean constraints. We show that the rst of these methods based on the multivariate normal distribution, provides (a) a 0.878 approximation algorithm for s ?t max-cut problems, (b) a 0.878 approximation algorithm for the max-cut problem that has t...
متن کاملShannon entropy in generalized order statistics from Pareto-type distributions
In this paper, we derive the exact analytical expressions for the Shannon entropy of generalized orderstatistics from Pareto-type and related distributions.
متن کاملasymptotic fisher information in order statistics of geometric distribution
in this paper, the geometric distribution is considered. the means, variances, and covariances of its order statistics are derived. the fisher information in any set of order statistics in any distribution can be represented as a sum of fisher information in at most two order statistics. it is shown that, for the geometric distribution, it can be further simplified to a sum of fisher informatio...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Теория вероятностей и ее применения
سال: 1996
ISSN: 0040-361X
DOI: 10.4213/tvp3205