共查询到20条相似文献,搜索用时 12 毫秒
1.
In the present paper, we give some general theorems on characterizations based on conditional expectations of the functions
of order statistics. In addition, we indicate special forms of the theorems for the familiar probability distributions. 相似文献
2.
Let (W
n
,n ≥ 0) denote the sequence of weak records from a distribution with support S = { α0,α1,...,α
N
}. In this paper, we consider regression functions of the form ψ
n
(x) = E(h(W
n
) |W
n+1 = x), where h(·) is some strictly increasing function. We show that a single function ψ
n
(·) determines F uniquely up to F(α0). Then we derive an inversion formula which enables us to obtain F from knowledge of ψ
n
(·), ψ
n-1(·), h(·) and F(α0). 相似文献
3.
The Dirichlet distributions have long been the subject of intense scrutiny in statistics and probability. Despite the enormous interest in, and wide-ranging applications of, these distributions, little appears to be known about their history. In this article we review the development of the Dirichlet distributions and their companions, the Liouville distributions. After reviewing some integral formulas of Dirichlet and Liouville, we survey the theory and applications of these distributions in statistics. 相似文献
4.
The object of the present paper is to discuss some applications of an inequality involving conditional and unconditional expectations of a monotone function. The fields of application are accident statistics, personnel selection and Bessel functions. 相似文献
5.
By combining the Moriguti and Steffensen inequalities, we obtain sharp upper bounds for the expectations of arbitrary linear combinations of order statistics from iid samples. The bounds are expressed in terms of expectations of the left truncated parent distribution and constants that depend only on the coefficients of the linear combination. We also present analogous results for dependent id samples. The bounds are especially useful for L-estimates of the scale parameter of the distribution. 相似文献
6.
In this paper, we obtain recurrence relations for moment and conditional moment generating functions of generalized order
statistics (gos) based on random samples drawn from a population whose distribution is a member of a doubly truncated class of distributions
denoted by . Members of the class are characterized in Section (2) based on recurrence relations for moment generating functions (moments) of gos. In Section (3), we shall characterize members of the class based on recurrence relations for conditional moment generating functions (conditional moments) of gos.
These results are specialized to the left, right and non-truncated cases. Ordinary order statistics and ordinary record values
are also obtained as special cases of the gos.
Characterizations of some members of class such as the Weibull, compound Weibull, Pareto, power function (beta is a special case), Gompertz and compound Gompertz distributions
are given as illustrative examples. 相似文献
7.
Sharp lower and upper bounds on expected values of generalized order statistics are proven by the use of Moriguti's inequality combined with the Young inequality. The bounds are expressed in terms of exponential moments or entropy. They are attainable providing new characterizations of some nontrivial distributions.
Received October 2001/Revised May 2002 相似文献
8.
Two problems of consumer theory are approached topologically. An intrinsic topological characterization of transitivity of indifference is provided. Under very weak assumptions, indifference classes are proved to determine the continuous preference inducing them. Moreover, conditions, under which a given topology is the weakest making a preference continuous, are obtained. 相似文献
9.
Let X
1, X
2, ..., X
n
be independent exponential random variables such that X
i
has failure rate λ for i = 1, ..., p and X
j
has failure rate λ* for j = p + 1, ..., n, where p ≥ 1 and q = n − p ≥ 1. Denote by D
i:n
(p,q) = X
i:n
−X
i-1:n
the ith spacing of the order statistics X
1:n
≤ X
2:n
≤ ... ≤ X
n:n
, i = 1, ..., n, where X
0:n
≡ 0. The purpose of this paper is to investigate multivariate likelihood ratio orderings between spacings D
i:n
(p,q), generalizing univariate comparison results in Wen et al.(J Multivariate Anal 98:743–756, 2007). We also point out that
such multivariate likelihood ratio orderings do not hold for order statistics instead of spacings.
Supported by National Natural Science Foundation of China, the Program for New Century Excellent Talents in University (No.:
NCET-04-0569), and by the Knowledge Innovation Program of the Chinese Academy of Sciences (No.: KJCX3-SYW-S02). 相似文献
10.
Classical control charts are very sensitive to deviations from normality. In this respect, nonparametric charts form an attractive
alternative. However, these often require considerably more Phase I observations than are available in practice. This latter
problem can be solved by introducing grouping during Phase II. Then each group minimum is compared to a suitable upper limit
(in the two-sided case also each group maximum to a lower limit). In the present paper it is demonstrated that such MIN charts allow further improvement by adopting a sequential approach. Once a new observation fails to exceed the upper limit,
its group is aborted and a new one starts right away. The resulting CUMIN chart is easy to understand and implement. Moreover, this chart is truly nonparametric and has good detection properties.
For example, like the CUSUM chart, it is markedly better than a Shewhart X-chart, unless the shift is really large. 相似文献
11.
Manufacturers now find themselves in the position of finding new ways to remain competitive in the era of retail power. The onus rests on the manufacturer's ability to implement operational strategies that help the retailer achieve its objectives. Specifically, manufacturers that establish successful order fulfillment service can affect retailer loyalty. The overarching goal of this research, therefore, is to examine the importance to operations managers of understanding the order fulfillment needs and expectations of their retail customers and to establish the value-added role that operations management plays in developing retailer loyalty. Empirical evidence is provided on the relationships between relational order fulfillment service, operational order fulfillment service, satisfaction, affective commitment, purchase behavior, and loyalty. Such evidence not only focuses on the strategic importance of the OM discipline in manufacturer–retailer relationships, but also extends previous OM theory by taking a more complex view of the loyalty phenomenon. 相似文献
12.
Jean‐François Coeurjolly Jesper Møller Rasmus Waagepetersen 《Revue internationale de statistique》2017,85(3):404-420
This tutorial provides an introduction to Palm distributions for spatial point processes. Initially, in the context of finite point processes, we give an explicit definition of Palm distributions in terms of their density functions. Then we review Palm distributions in the general case. Finally, we discuss some examples of Palm distributions for specific models and some applications. 相似文献
13.
This paper examines limited-dependent rational expectations (LD-RE) models containing future expectations of the dependent variable. Limited dependence is of a two-limit tobit variety which may, for example, arise as a result of a policy of imposing limits on the movement of the dependent variable by means of marginal as well as intramarginal interventions. We show that when the forcing variables are serially independent the model has an analytical solution which can be computed by backward recursion. With serially correlated forcing variables, we discuss an approximate solution method, as well as a numerically exact method that, in principle, can be implemented by stochastic simulation, although in practice it is limited by available computational capacity. The paper discusses some properties of the approximate solutions and reports the results of a limited number of Monte Carlo experiments in order to illustrate the computational feasibility of using the exact solution when the fundamentals are serially independent and the approximate solution when they are serially correlated. 相似文献
14.
Let be independent and identically distributed random variables with continuous distribution function. Denote by the corresponding order statistics. In the present paper, the concept of -neighbourhood runs, which is an extension of the usual run concept to the continuous case, is developed for the sequence of ordered random
variables 相似文献
15.
Let X
1,X
2,…,X
n be a random sample from a continuous distribution with the corresponding order statistics X
1:n≤X
2:n≤…≤X
n:n. All the distributions for which E(X
k+r: n|X
k:n)=a
X
k:n+b are identified, which solves the problem stated in Ferguson (1967).
Received February 1998 相似文献
16.
In this paper, we obtain some recurrence relationships for conditional expectations of nonadjacent order statistics and record
values when the distribution function is absolutely continuous, and we prove that the distribution function is uniquely determined
by the distribution of conditioned record values and by the expected values of these records. Further, different distributions
are characterized by these relationships. 相似文献
17.
This paper studies conditional moment restrictions that contain unknown nonparametric functions, and proposes a general method of obtaining asymptotically distribution-free tests via martingale transforms. Examples of such conditional moment restrictions are single index restrictions, partially parametric regressions, and partially parametric quantile regressions. This paper introduces a conditional martingale transform that is conditioned on the variable in the nonparametric function, and shows that we can generate distribution-free tests of various semiparametric conditional moment restrictions using this martingale transform. The paper proposes feasible martingale transforms using series estimation and establishes their asymptotic validity. Some results from a Monte Carlo simulation study are presented and discussed. 相似文献
18.
A general identity for the product moments of successive order statistics is given, which is valid in a class of probability
distributions including Weibull, Pareto, exponential and Burr distributions. 相似文献
19.
Conditional inference procedures for the Laplace distribution when the observed samples are progressively censored 总被引:1,自引:1,他引:0
In this paper, we develop procedures for obtaining confidence intervals for the parameters of a Laplace distribution as well
as upper and lower γ probability tolerance intervals for a proportion β, given a progressively Type-II right censored sample
from the Laplace distribution. The intervals are obtained by conditioning on the observed values of the ancillary statistics.
The intervals are exact, do not require numerical integration, and generalize the work of Childs and Balakrishnan (1996) who
considered the conventional Type-II right censored case.
Received: February 2000 相似文献
20.
In this work we propose a technique of estimating the location parameter μ and scale parameter σ of log-gamma distribution
by U-statistics constructed by taking best linear functions of order statistics as kernels. The efficiency comparison of the proposed
estimators with respect to maximum likelihood estimators is also made. 相似文献