Approximate Distributions of Order Statistics

Approximate Distributions of Order Statistics
Author: Rolf-Dieter Reiss
Publisher: Springer Science & Business Media
Total Pages: 363
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461396204

This book is designed as a unified and mathematically rigorous treatment of some recent developments of the asymptotic distribution theory of order statistics (including the extreme order statistics) that are relevant for statistical theory and its applications. Particular emphasis is placed on results concern ing the accuracy oflimit theorems, on higher order approximations, and other approximations in quite a general sense. Contrary to the classical limit theorems that primarily concern the weak convergence of distribution functions, our main results will be formulated in terms of the variational and the Hellinger distance. These results will form the proper springboard for the investigation of parametric approximations of nonparametric models of joint distributions of order statistics. The approxi mating models include normal as well as extreme value models. Several applications will show the usefulness of this approach. Other recent developments in statistics like nonparametric curve estima tion and the bootstrap method will be studied as far as order statistics are concerned. 1n connection with this, graphical methods will, to some extent, be explored.

Introductory Business Statistics 2e

Introductory Business Statistics 2e
Author: Alexander Holmes
Publisher:
Total Pages: 1801
Release: 2023-12-13
Genre: Business & Economics
ISBN:

Introductory Business Statistics 2e aligns with the topics and objectives of the typical one-semester statistics course for business, economics, and related majors. The text provides detailed and supportive explanations and extensive step-by-step walkthroughs. The author places a significant emphasis on the development and practical application of formulas so that students have a deeper understanding of their interpretation and application of data. Problems and exercises are largely centered on business topics, though other applications are provided in order to increase relevance and showcase the critical role of statistics in a number of fields and real-world contexts. The second edition retains the organization of the original text. Based on extensive feedback from adopters and students, the revision focused on improving currency and relevance, particularly in examples and problems. This is an adaptation of Introductory Business Statistics 2e by OpenStax. You can access the textbook as pdf for free at openstax.org. Minor editorial changes were made to ensure a better ebook reading experience. Textbook content produced by OpenStax is licensed under a Creative Commons Attribution 4.0 International License.

Order Statistics & Inference

Order Statistics & Inference
Author: Narayanaswamy Balakrishnan
Publisher: Elsevier
Total Pages: 399
Release: 2014-06-28
Genre: Mathematics
ISBN: 1483297497

The literature on order statistics and inferenc eis quite extensive and covers a large number of fields ,but most of it is dispersed throughout numerous publications. This volume is the consolidtion of the most important results and places an emphasis on estimation. Both theoretical and computational procedures are presented to meet the needs of researchers, professionals, and students. The methods of estimation discussed are well-illustrated with numerous practical examples from both the physical and life sciences, including sociology,psychology,a nd electrical and chemical engineering. A complete, comprehensive bibliography is included so the book can be used both aas a text and reference.

Advances in Stochastic Simulation Methods

Advances in Stochastic Simulation Methods
Author: N. Balakrishnan
Publisher: Springer Science & Business Media
Total Pages: 395
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461213185

This is a volume consisting of selected papers that were presented at the 3rd St. Petersburg Workshop on Simulation held at St. Petersburg, Russia, during June 28-July 3, 1998. The Workshop is a regular international event devoted to mathematical problems of simulation and applied statistics organized by the Department of Stochastic Simulation at St. Petersburg State University in cooperation with INFORMS College on Simulation (USA). Its main purpose is to exchange ideas between researchers from Russia and from the West as well as from other coun tries throughout the World. The 1st Workshop was held during May 24-28, 1994, and the 2nd workshop was held during June 18-21, 1996. The selected proceedings of the 2nd Workshop was published as a special issue of the Journal of Statistical Planning and Inference. Russian mathematical tradition has been formed by such genius as Tchebysh eff, Markov and Kolmogorov whose ideas have formed the basis for contempo rary probabilistic models. However, for many decades now, Russian scholars have been isolated from their colleagues in the West and as a result their mathe matical contributions have not been widely known. One of the primary reasons for these workshops is to bring the contributions of Russian scholars into lime light and we sincerely hope that this volume helps in this specific purpose.

Order Statistics

Order Statistics
Author: Herbert A. David
Publisher: John Wiley & Sons
Total Pages: 482
Release: 2004-03-22
Genre: Mathematics
ISBN: 0471654019

This volume provides an up-to-date coverage of the theory and applications of ordered random variables and their functions. Furthermore, it develops the distribution theory of OS systematically. Applications include procedures for the treatment of outliers and other data analysis techniques. Even when chapter and section headings are the same as in OSII, there are appreciable changes, mostly additions, with some obvious deletions. Parts of old Ch. 7, for example, are prime candidates for omission. Appendices are designed to help collate tables, computer algorithms, and software, as well as to compile related monographs on the subject matter. Extensive exercise sets will continue, many of them replaced by newer ones.

Normal and Student ́s t Distributions and Their Applications

Normal and Student ́s t Distributions and Their Applications
Author: Mohammad Ahsanullah
Publisher: Springer Science & Business Media
Total Pages: 163
Release: 2014-02-07
Genre: Mathematics
ISBN: 9462390614

The most important properties of normal and Student t-distributions are presented. A number of applications of these properties are demonstrated. New related results dealing with the distributions of the sum, product and ratio of the independent normal and Student distributions are presented. The materials will be useful to the advanced undergraduate and graduate students and practitioners in the various fields of science and engineering.

A Concept of Generalized Order Statistics

A Concept of Generalized Order Statistics
Author: Udo Kamps
Publisher: Teubner Skripten zur Mathematischen Stochastik
Total Pages: 220
Release: 1995
Genre: Mathematics
ISBN:

Order statistics and record values appear in many statistical applications and are widely used in statistical modeling and inference. Both models describe random variables arranged in order of magnitude. In addition to these well-known models, several other models of ordered random variables, known and new ones, are introduced in this book such as order statistics with non-integral sample size, sequential order statistics, k-th record values, Pfeifer' s record model, k -records from non-identical distributions and ordered random variables which arise from n truncation of distributions. These models can be effectively applied, e.g., in reliability theory. Here, an order statistic represents the life-length of some r-out-of-n-system which is an important technical structure consisting of n components. For this application, a new and more adequate model is naturally suggested. Sequential order statistics serve as a model describing certain dependencies or interactions among the system components caused by failures of components. Record values are closely connected with the occurrence times of some corresponding non-homogeneaus Poisson process and used in so lled shock models. More flexible record models, and therefore more applicable to practical situations, are considered here. The main purpose of this book is to present a concept of generalized order statistics as a unified approach to a variety of models of ordered random variables. In the distribution theoretical sense, all of the models mentioned above are contained in the proposed model of generalized order statistics.

The Probability Lifesaver

The Probability Lifesaver
Author: Steven J. Miller
Publisher: Princeton University Press
Total Pages: 752
Release: 2017-05-16
Genre: Mathematics
ISBN: 0691149550

The essential lifesaver for students who want to master probability For students learning probability, its numerous applications, techniques, and methods can seem intimidating and overwhelming. That's where The Probability Lifesaver steps in. Designed to serve as a complete stand-alone introduction to the subject or as a supplement for a course, this accessible and user-friendly study guide helps students comfortably navigate probability's terrain and achieve positive results. The Probability Lifesaver is based on a successful course that Steven Miller has taught at Brown University, Mount Holyoke College, and Williams College. With a relaxed and informal style, Miller presents the math with thorough reviews of prerequisite materials, worked-out problems of varying difficulty, and proofs. He explores a topic first to build intuition, and only after that does he dive into technical details. Coverage of topics is comprehensive, and materials are repeated for reinforcement—both in the guide and on the book's website. An appendix goes over proof techniques, and video lectures of the course are available online. Students using this book should have some familiarity with algebra and precalculus. The Probability Lifesaver not only enables students to survive probability but also to achieve mastery of the subject for use in future courses. A helpful introduction to probability or a perfect supplement for a course Numerous worked-out examples Lectures based on the chapters are available free online Intuition of problems emphasized first, then technical proofs given Appendixes review proof techniques Relaxed, conversational approach

A First Course in Order Statistics

A First Course in Order Statistics
Author: Barry C. Arnold
Publisher: SIAM
Total Pages: 291
Release: 2008-09-25
Genre: Mathematics
ISBN: 0898716489

This updated classic text will aid readers in understanding much of the current literature on order statistics: a flourishing field of study that is essential for any practising statistician and a vital part of the training for students in statistics. Written in a simple style that requires no advanced mathematical or statistical background, the book introduces the general theory of order statistics and their applications. The book covers topics such as distribution theory for order statistics from continuous and discrete populations, moment relations, bounds and approximations, order statistics in statistical inference and characterisation results, and basic asymptotic theory. There is also a short introduction to record values and related statistics. The authors have updated the text with suggestions for further reading that may be used for self-study. Written for advanced undergraduate and graduate students in statistics and mathematics, practising statisticians, engineers, climatologists, economists, and biologists.

One-Dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances

One-Dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances
Author: Sergey Bobkov
Publisher: American Mathematical Soc.
Total Pages: 138
Release: 2019-12-02
Genre: Education
ISBN: 1470436507

This work is devoted to the study of rates of convergence of the empirical measures μn=1n∑nk=1δXk, n≥1, over a sample (Xk)k≥1 of independent identically distributed real-valued random variables towards the common distribution μ in Kantorovich transport distances Wp. The focus is on finite range bounds on the expected Kantorovich distances E(Wp(μn,μ)) or [E(Wpp(μn,μ))]1/p in terms of moments and analytic conditions on the measure μ and its distribution function. The study describes a variety of rates, from the standard one 1n√ to slower rates, and both lower and upper-bounds on E(Wp(μn,μ)) for fixed n in various instances. Order statistics, reduction to uniform samples and analysis of beta distributions, inverse distribution functions, log-concavity are main tools in the investigation. Two detailed appendices collect classical and some new facts on inverse distribution functions and beta distributions and their densities necessary to the investigation.