Distribution of minimum path

1975 ◽  
Vol 12 (1) ◽  
pp. 164-166
Author(s):  
Aaron Tenenbein

Let Y, X1, X2, …, Xn be a set of n + 1 independently and uniformly distributed random variables on the interval (0, 1). The distribution of the length of the minimum path starting at Y which covers the other n points is derived. The solution is interesting in that it involves finding the distribution of an order statistic of a function of order statistics.

1975 ◽  
Vol 12 (01) ◽  
pp. 164-166
Author(s):  
Aaron Tenenbein

Let Y, X 1, X 2, …, Xn be a set of n + 1 independently and uniformly distributed random variables on the interval (0, 1). The distribution of the length of the minimum path starting at Y which covers the other n points is derived. The solution is interesting in that it involves finding the distribution of an order statistic of a function of order statistics.


2008 ◽  
Vol 45 (2) ◽  
pp. 575-579 ◽  
Author(s):  
Devdatt Dubhashi ◽  
Olle Häggström

For an order statistic (X1:n,…,Xn:n) of a collection of independent but not necessarily identically distributed random variables, and any i ∈ {1,…,n}, the conditional distribution of (Xi+1:n,…,Xn:n) given Xi:n > s is shown to be stochastically increasing in s. This answers a question by Hu and Xie (2006).


2019 ◽  
Vol 17 (1) ◽  
pp. 439-451
Author(s):  
Yu Miao ◽  
Huanhuan Ma ◽  
Shoufang Xu ◽  
Andre Adler

Abstract Let {Xn,k, 1 ≤ k ≤ mn, n ≥ 1} be an array of independent random variables from the Pareto distribution. Let Xn(k) be the kth largest order statistic from the nth row of the array and set Rn,in,jn = Xn(jn)/Xn(in) where jn < in. The aim of this paper is to study the complete convergence of the ratios {Rn,in,jn, n ≥ 1}.


2010 ◽  
Vol 24 (2) ◽  
pp. 245-262 ◽  
Author(s):  
Tiantian Mao ◽  
Taizhong Hu

The purpose of this article is to present several equivalent characterizations of comparing the largest-order statistics and sample ranges of two sets of n independent exponential random variables with respect to different stochastic orders, where the random variables in one set are heterogeneous and the random variables in the other set are identically distributed. The main results complement and extend several known results in the literature. The geometric distribution can be regarded as the discrete counterpart of the exponential distribution. We also study the orderings of the largest-order statistics from geometric random variables and point out similarities and differences between orderings of the largest-order statistics from geometric variables and from exponential variables.


Open Physics ◽  
2016 ◽  
Vol 14 (1) ◽  
pp. 192-196
Author(s):  
Bahadır Yüzbaşı ◽  
Yunus Bulut ◽  
Mehmet Güngör

AbstractIn this study, pf and df of single order statistic of nonidentical discrete random variables are obtained. These functions are also expressed in integral form. Finally, pf and df of extreme of order statistics of random variables for the nonidentical discrete case are given.


Author(s):  
Yaming Yu

Abstract We show that the kth order statistic from a heterogeneous sample of n ≥ k exponential random variables is larger than that from a homogeneous exponential sample in the sense of star ordering, as conjectured by Xu and Balakrishnan [14]. As a consequence, we establish hazard rate ordering for order statistics between heterogeneous and homogeneous exponential samples, resolving an open problem of Pǎltǎnea [11]. Extensions to general spacings are also presented.


Author(s):  
Nickos Papadatos

We obtain the best possible upper bounds for the moments of a single-order statistic from independent, nonnegative random variables, in terms of the population mean. The main result covers the independent identically distributed case. Furthermore, the case of the sample minimum for merely independent (not necessarily identically distributed) random variables is treated in detail.


2008 ◽  
Vol 45 (02) ◽  
pp. 575-579
Author(s):  
Devdatt Dubhashi ◽  
Olle Häggström

For an order statistic (X 1:n ,…,X n:n ) of a collection of independent but not necessarily identically distributed random variables, and any i ∈ {1,…,n}, the conditional distribution of (X i+1:n ,…,X n:n ) given X i:n &gt; s is shown to be stochastically increasing in s. This answers a question by Hu and Xie (2006).


2021 ◽  
Vol 73 (1) ◽  
pp. 62-67
Author(s):  
Ibrahim A. Ahmad ◽  
A. R. Mugdadi

For a sequence of independent, identically distributed random variable (iid rv's) [Formula: see text] and a sequence of integer-valued random variables [Formula: see text], define the random quantiles as [Formula: see text], where [Formula: see text] denote the largest integer less than or equal to [Formula: see text], and [Formula: see text] the [Formula: see text]th order statistic in a sample [Formula: see text] and [Formula: see text]. In this note, the limiting distribution and its exact order approximation are obtained for [Formula: see text]. The limiting distribution result we obtain extends the work of several including Wretman[Formula: see text]. The exact order of normal approximation generalizes the fixed sample size results of Reiss[Formula: see text]. AMS 2000 subject classification: 60F12; 60F05; 62G30.


1996 ◽  
Vol 33 (1) ◽  
pp. 156-163 ◽  
Author(s):  
Taizhong Hu

A monotone coupling of order statistics from two sets of independent non-negative random variables Xi, i = 1, ···, n, and Yi, i = 1, ···, n, means that there exist random variables X′i, Y′i, i = 1, ···, n, on a common probability space such that , and a.s. j = 1, ···, n, where X(1) ≦ X(2) ≦ ·· ·≦ X(n) are the order statistics of Xi, i = 1, ···, n (with the corresponding notations for the X′, Y, Y′ sample). In this paper, we study the monotone coupling of order statistics of lifetimes in two multi-unit systems under multivariate imperfect repair. Similar results for a special model due to Ross are also given.


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