On exceedances of record and 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 اولDistributions of exceedances of generalized order statistics
Statistics A Journal of Theoretical and Applied Statistics Publication details, including instructions for authors and subscription information: http://www.informaworld.com/smpp/title~content=t713682269 Distributions of exceedances of generalized order statistics Ismihan Bairamov a; Halil Tanil b a Department of Mathematics Izmir, University of Economics, Izmir, Turkey b Department of Statistic...
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Kamps (1995a,b) has introduced generalized order statistics as random variables having certain joint density function which includes as a special case the joint density functions of many models of ordered random variables. Let F be an absolutely continuous distribution function with density function f The random variables X 1 n m̃ k X n n m̃ k are called generalized order statistics based on F if...
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This paper attempts to provide an additional insight into properties of exceedances and placement statistics described in Bairamov and Eryılmaz (2000). The importance of these concepts in construction of non-parametric tests of equality (identity) of distributions has been demonstrated by Katzenbeisser (1985), (1986), Matveychuk and Petunin (1990), Johnson and Kotz (1991), (1994), Wesolowsky an...
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Higher order Markov chains are useful tools for modeling local dependence in time series. In this dissertation, we first deal with extremal behavior of a higher order (k-th order, k ~ 1) stationary Markov chain {Xn }. Assuming that the joint distribution of k + 1 consecutive variables belongs to the domain of attraction of some multivariate extreme value distribution, the limiting distributions...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 2007
ISSN: 0002-9939,1088-6826
DOI: 10.1090/s0002-9939-07-08734-5