Stress-strength based on $m$-generalized order statistics and concomitant for dependent families

Filippo Domma; Abbas Eftekharian; Mostafa Razmkhah

Displaying similar documents to “Stress-strength based on $m$ -generalized order statistics and concomitant for dependent families”

Some limit behavior for linear combinations of order statistics

Yu Miao, Mengyao Ma (2021)

Kybernetika

Similarity:

In the present paper, we establish the moderate and large deviations for the linear combinations of uniform order statistics. As applications, the moderate and large deviations for the $k$ -th order statistics from uniform distribution, Gini mean difference statistics and the $k$ -th order statistics from general continuous distribution are obtained.

On asymmetric distributions of copula related random variables which includes the skew-normal ones

Ayyub Sheikhi, Fereshteh Arad, Radko Mesiar (2022)

Kybernetika

Similarity:

Assuming that $C_{X, Y}$ is the copula function of $X$ and $Y$ with marginal distribution functions $F_{X} (x)$ and $F_{Y} (y)$ , in this work we study the selection distribution $Z \overset{d}{=} (X | Y \in T)$ . We present some special cases of our proposed distribution, among them, skew-normal distribution as well as normal distribution. Some properties such as moments and moment generating function are investigated. Also, some numerical analysis is presented for illustration.

A Deformed Quon Algebra

Hery Randriamaro (2019)

Communications in Mathematics

Similarity:

The quon algebra is an approach to particle statistics in order to provide a theory in which the Pauli exclusion principle and Bose statistics are violated by a small amount. The quons are particles whose annihilation and creation operators obey the quon algebra which interpolates between fermions and bosons. In this paper we generalize these models by introducing a deformation of the quon algebra generated by a collection of operators $a_{i, k}$ , $(i, k) \in ℕ^{*} \times [m]$ , on an infinite dimensional vector space satisfying...

Asymptotic rate of convergence in the degenerate U-statistics of second order

Olga Yanushkevichiene (2010)

Banach Center Publications

Similarity:

Let X,X₁,...,Xₙ be independent identically distributed random variables taking values in a measurable space (Θ,ℜ ). Let h(x,y) and g(x) be real valued measurable functions of the arguments x,y ∈ Θ and let h(x,y) be symmetric. We consider U-statistics of the type $T (X ₁, . . ., X ₙ) = n^{- 1} \sum_{1 \leq i L e t q_{i} (i \geq 1) b e e i g e n v a l u e s o f t h e H i l b e r t - S c h m i d t o p e r a t o r a s s o c i a t e d w i t h t h e k e r n e l h (x, y), a n d q ₁ b e t h e l a r g e s t i n a b s o l u t e v a l u e o n e . W e p r o v e t h a t}$ Δn = ρ(T(X₁,...,Xₙ),T(G₁,..., Gₙ)) ≤ (cβ’1/6)/(√(|q₁|) n1/12) $,$ where $G_{i}$ , 1 ≤ i ≤ n, are i.i.d. Gaussian random vectors, ρ is the Kolmogorov (or uniform) distance and $β^{'} : = E | h (X, X ₁) | ³ + {E | h (X, X ₁) |}^{18 / 5} + E | g (X) | ³ + {E | g (X) |}^{18 / 5} + 1 < \infty$ .

Comparison between two types of large sample covariance matrices

Guangming Pan (2014)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

Let ${X_{i j}}$ , $i, j = \dots$ , be a double array of independent and identically distributed (i.i.d.) real random variables with $E X_{11} = μ$ , $E | X_{11} {- μ |}^{2} = 1$ and $E | X_{11} |^{4} l t; \infty$ . Consider sample covariance matrices (with/without empirical centering) $𝒮 = \frac{1}{n} \sum_{j = 1}^{n} (𝐬_{j} - \bar{𝐬}) {(𝐬_{j} - \bar{𝐬})}^{T}$ and $𝐒 = \frac{1}{n} \sum_{j = 1}^{n} 𝐬_{j} 𝐬_{j}^{T}$ , where $\bar{𝐬} = \frac{1}{n} \sum_{j = 1}^{n} 𝐬_{j}$ and $𝐬_{j} = 𝐓_{n}^{1 / 2} {(X_{1 j}, ..., X_{p j})}^{T}$ with ${(𝐓_{n}^{1 / 2})}^{2} = 𝐓_{n}$ , non-random symmetric non-negative definite matrix. It is proved that central limit theorems of eigenvalue statistics of $𝒮$ and $𝐒$ are different as $n \to \infty$ with $p / n$ approaching a positive constant. Moreover, it is also proved that such a different behavior is not observed in the...

Optimal estimators in learning theory

V. N. Temlyakov (2006)

Banach Center Publications

Similarity:

This paper is a survey of recent results on some problems of supervised learning in the setting formulated by Cucker and Smale. Supervised learning, or learning-from-examples, refers to a process that builds on the base of available data of inputs $x_{i}$ and outputs $y_{i}$ , i = 1,...,m, a function that best represents the relation between the inputs x ∈ X and the corresponding outputs y ∈ Y. The goal is to find an estimator $f_{z}$ on the base of given data $z : = ((x ₁, y ₁), . . ., (x_{m}, y_{m}))$ that approximates well the regression function...

Random noise and perturbation of copulas

Radko Mesiar, Ayyub Sheikhi, Magda Komorníková (2019)

Kybernetika

Similarity:

For a random vector $(X, Y)$ characterized by a copula $C_{X, Y}$ we study its perturbation $C_{X + Z, Y}$ characterizing the random vector $(X + Z, Y)$ affected by a noise $Z$ independent of both $X$ and $Y$ . Several examples are added, including a new comprehensive parametric copula family ${(𝒞_{k})}_{k \in [- \infty, \infty]}$ .

A depth-based modification of the k-nearest neighbour method

Ondřej Vencálek, Daniel Hlubinka (2021)

Kybernetika

Similarity:

We propose a new nonparametric procedure to solve the problem of classifying objects represented by $d$ -dimensional vectors into $K \geq 2$ groups. The newly proposed classifier was inspired by the $k$ nearest neighbour (kNN) method. It is based on the idea of a depth-based distributional neighbourhood and is called $k$ nearest depth neighbours (kNDN) classifier. The kNDN classifier has several desirable properties: in contrast to the classical kNN, it can utilize global properties of the considered...

Local equivalence of some maximally symmetric $(2, 3, 5)$ -distributions II

Matthew Randall (2025)

Archivum Mathematicum

Similarity:

We show the change of coordinates that maps the maximally symmetric $(2, 3, 5)$ -distribution given by solutions to the $k = \frac{2}{3}$ and $k = \frac{3}{2}$ generalised Chazy equation to the flat Cartan distribution. This establishes the local equivalence between the maximally symmetric $k = \frac{2}{3}$ and $k = \frac{3}{2}$ generalised Chazy distribution and the flat Cartan or Hilbert-Cartan distribution. We give the set of vector fields parametrised by solutions to the $k = \frac{2}{3}$ and $k = \frac{3}{2}$ generalised Chazy equation and the corresponding Ricci-flat conformal scale...

Spectra of elements in the group ring of SU(2)

Alex Gamburd, Dmitry Jakobson, Peter Sarnak (1999)

Journal of the European Mathematical Society

Similarity:

We present a new method for establishing the ‘‘gap” property for finitely generated subgroups of $SU (2)$ , providing an elementary solution of Ruziewicz problem on $S^{2}$ as well as giving many new examples of finitely generated subgroups of $SU (2)$ with an explicit gap. The distribution of the eigenvalues of the elements of the group ring $𝐑 [SU (2)]$ in the $N$ -th irreducible representation of $SU (2)$ is also studied. Numerical experiments indicate that for a generic (in measure) element of $𝐑 [SU (2)]$ , the “unfolded” consecutive...

Construction methods for gaussoids

Tobias Boege, Thomas Kahle (2020)

Kybernetika

Similarity:

The number of $n$ -gaussoids is shown to be a double exponential function in $n$ . The necessary bounds are achieved by studying construction methods for gaussoids that rely on prescribing $3$ -minors and encoding the resulting combinatorial constraints in a suitable transitive graph. Various special classes of gaussoids arise from restricting the allowed $3$ -minors.

Properties of unique information

Johannes Rauh, Maik Schünemann, Jürgen Jost (2021)

Kybernetika

Similarity:

We study the unique information function $U I (T : X ∖ Y)$ defined by Bertschinger et al. within the framework of information decompositions. In particular, we study uniqueness and support of the solutions to the convex optimization problem underlying the definition of $U I$ . We identify sufficient conditions for non-uniqueness of solutions with full support in terms of conditional independence constraints and in terms of the cardinalities of $T$ , $X$ and $Y$ . Our results are based on a reformulation of the first...

On the computation of moments of the partial non-central $χ$ -square distribution function

Gil, Amparo, Segura, Javier, Temme, Nico C.

Similarity:

Properties satisfied by the moments of the partial non-central $χ$ -square distribution function, also known as Nuttall Q-functions, and methods for computing these moments are discussed in this paper. The Nuttall Q-function is involved in the study of a variety of problems in different fields, as for example digital communications.

On Probability Distribution Solutions of a Functional Equation

Janusz Morawiec, Ludwig Reich (2005)

Bulletin of the Polish Academy of Sciences. Mathematics

Similarity:

Let 0 < β < α < 1 and let p ∈ (0,1). We consider the functional equation φ(x) = pφ (x-β)/(1-β) + (1-p)φ(minx/α, (x(α-β)+β(1-α))/α(1-β)) and its solutions in two classes of functions, namely ℐ = φ: ℝ → ℝ|φ is increasing, ${φ |}_{(- \infty, 0]} = 0$ , ${φ |}_{[1, \infty)} = 1$ , = φ: ℝ → ℝ|φ is continuous, ${φ |}_{(- \infty, 0]} = 0$ , ${φ |}_{[1, \infty)} = 1$ . We prove that the above equation has at most one solution in and that for some parameters α,β and p such a solution exists, and for some it does not. We also determine all solutions of the equation in ℐ and we show the...

Why Jordan algebras are natural in statistics: quadratic regression implies Wishart distributions

G. Letac, J. Wesołowski (2011)

Bulletin de la Société Mathématique de France

Similarity:

If the space $𝒬$ of quadratic forms in $ℝ^{n}$ is splitted in a direct sum $𝒬_{1} \oplus ... \oplus 𝒬_{k}$ and if $X$ and $Y$ are independent random variables of $ℝ^{n}$ , assume that there exist a real number $a$ such that $E (X | X + Y) = a (X + Y)$ and real distinct numbers $b_{1}, . . ., b_{k}$ such that $E (q (X) | X + Y) = b_{i} q (X + Y)$ for any $q$ in $𝒬_{i} .$ We prove that this happens only when $k = 2$ , when $ℝ^{n}$ can be structured in a Euclidean Jordan algebra and when $X$ and $Y$ have Wishart distributions corresponding to this structure.

Global approximations for the γ-order Lognormal distribution

Thomas L. Toulias (2013)

Discussiones Mathematicae Probability and Statistics

Similarity:

A generalized form of the usual Lognormal distribution, denoted with $_{γ}$ , is introduced through the γ-order Normal distribution $_{γ}$ , with its p.d.f. defined into (0,+∞). The study of the c.d.f. of $_{γ}$ is focused on a heuristic method that provides global approximations with two anchor points, at zero and at infinity. Also evaluations are provided while certain bounds are obtained.

Premium evaluation for different loss distributions using utility theory

Harman Preet Singh Kapoor, Kanchan Jain (2011)

Discussiones Mathematicae Probability and Statistics

Similarity:

For any insurance contract to be mutually advantageous to the insurer and the insured, premium setting is an important task for an actuary. The maximum premium ( $P_{m a x})$ that an insured is willing to pay can be determined using utility theory. The main focus of this paper is to determine $P_{m a x}$ by considering different forms of the utility function. The loss random variable is assumed to follow different Statistical distributions viz Gamma, Beta, Exponential, Pareto, Weibull, Lognormal and Burr....

Factorizations of normality via generalizations of $β$ -normality

Ananga Kumar Das, Pratibha Bhat, Ria Gupta (2016)

Mathematica Bohemica

Similarity:

The notion of $β$ -normality was introduced and studied by Arhangel’skii, Ludwig in 2001. Recently, almost $β$ -normal spaces, which is a simultaneous generalization of $β$ -normal and almost normal spaces, were introduced by Das, Bhat and Tartir. We introduce a new generalization of normality, namely weak $β$ -normality, in terms of $θ$ -closed sets, which turns out to be a simultaneous generalization of $β$ -normality and $θ$ -normality. A space $X$ is said to be weakly $β$ -normal (w $β$ -normal $)$ if for every...

Order relations in the set of probability distribution functions and their applications in queueing theory

Tomasz Rolski

Similarity:

CONTENTSIntroduction......................................................................................................................................... 51. n-Monotonic functions on (— ∞, ∞)........................................................................................... 62. Order relations in the set of probability distribution functions....................................................... 12 2.1. Preliminary concepts...............................................................................................................

Scale-free percolation

Maria Deijfen, Remco van der Hofstad, Gerard Hooghiemstra (2013)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We formulate and study a model for inhomogeneous long-range percolation on $ℤ^{d}$ . Each vertex $x \in ℤ^{d}$ is assigned a non-negative weight $W_{x}$ , where ${(W_{x})}_{x \in ℤ}^{d}$ are i.i.d. random variables. Conditionally on the weights, and given two parameters $α, λ g t; 0$ , the edges are independent and the probability that there is an edge between $x$ and $y$ is given by $p_{x y} = 1 - exp {- λ W_{x} W_{y} {/ | x - y |}^{α}}$ . The parameter $λ$ is the percolation parameter, while $α$ describes the long-range nature of the model. We focus on the degree distribution in the resulting graph, on whether...

Estimating composite functions by model selection

Yannick Baraud, Lucien Birgé (2014)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We consider the problem of estimating a function $s$ on ${[- 1, 1]}^{k}$ for large values of $k$ by looking for some best approximation of $s$ by composite functions of the form $g \circ u$ . Our solution is based on model selection and leads to a very general approach to solve this problem with respect to many different types of functions $g, u$ and statistical frameworks. In particular, we handle the problems of approximating $s$ by additive functions, single and multiple index models, artificial neural networks, mixtures...

Displaying similar documents to “Stress-strength based on m -generalized order statistics and concomitant for dependent families”

Displaying similar documents to “Stress-strength based on $m$ -generalized order statistics and concomitant for dependent families”