Tag: order-statistics

31 Approximate order statistics for normal random variables 2011-03-31T10:14:39.883

17 Suppose $Y_1, \dots, Y_n \overset{\text{iid}}{\sim} \text{Exp}(1)$. Show $\sum_{i=1}^{n}(Y_i - Y_{(1)}) \sim \text{Gamma}(n-1, 1)$ 2017-04-07T01:51:11.717

16 Maximum gap between samples drawn without replacement from a discrete uniform distribution 2016-12-31T19:01:54.710

14 Same Mean, Different Variance 2015-02-11T15:08:00.043

13 Can I reconstruct a normal distribution from sample size, and min and max values? I can use mid-point to proxy the mean 2014-02-07T10:15:14.037

11 Distribution of extremal values 2011-04-18T05:01:08.790

10 Order statistics (e.g., minimum) of infinite collection of chi-square variates? 2011-08-05T04:37:49.507

10 Show estimate converges to percentile through order statistics 2016-06-02T16:37:13.667

10 Expected value of maximum ratio of n iid normal variables 2016-06-03T14:49:37.593

9 How to compute $\mathbb P( 3 X_{(1)} \geq X_{(2)}+X_{(3)})$ for order statistics of a uniform distribution? 2011-10-30T15:45:05.423

9 How to measure the reliability of a consensus ranking (problem from Kemeny-Snell book) 2014-03-01T00:22:34.967

9 Asymptotic normality of order statistic of heavy tailed distributions 2015-11-25T13:30:31.180

9 Independence and Order Statistics 2016-04-21T17:58:50.493

8 Distribution of 'unmixed' parts based on order of the mix 2011-05-05T19:28:23.433

8 What is the distribution of maximum of a pair of iid draws, where the minimum is an order statistic of other minima? 2011-07-19T18:05:43.903

8 Order statistic for beta distribution 2015-06-12T18:12:33.313

8 Easier way to find $\mathbb{E}\left[X_{(2)}| X_{(1)}, X_{(3)}\right]$? 2016-08-18T15:35:18.433

8 Asymptotic distribution of censored samples from $\exp(\lambda)$ 2016-08-28T18:31:02.650

7 Limiting distribution of the first order statistic of a general distribution 2014-06-09T17:02:58.687

7 Transforming Order Statistics 2015-12-05T21:39:25.953

7 What is the ratio distribution of a spacing and the sample mean? 2016-01-05T22:18:15.880

7 What is the distribution for the time before K successes happen in N trials? 2016-01-18T18:52:30.117

7 Let $X_{(1)}\leq X_{(2)}$ be the order statistics. Evaluate $\operatorname{Var}(X_{(j)})$, $\operatorname{Cov}(X_{(1)},X_{(2)})$ 2017-02-26T20:56:47.587

6 What is the expected MINIMUM value drawn from a uniform distribution between 0 and 1 after n trials? 2010-08-11T13:38:19.647

6 Spacings between discrete uniform random variables 2013-01-18T04:19:55.910

6 Expected value of minimum order statistic from a normal sample 2013-11-26T01:48:54.570

6 Is $X_{(1)} + X_{(n)}$ a good estimator for $\theta$? 2014-12-10T03:49:38.300

6 Determine the limiting distribution of Uniform Order Statistic 2014-12-27T15:04:13.953

6 Find the unique MVUE 2015-08-03T16:09:28.250

6 Covariance of order statistics 2016-05-22T00:04:00.037

6 Half-normal probability plot 2017-03-23T14:16:12.587

6 Percentiles of $Z=\max(X,Y)$, where $X$ and $Y$ are correlated bivariate normal random variables 2018-01-12T19:29:42.817

5 Relevancy of order statistics to the roll-and-keep dice mechanic? 2012-07-15T01:51:04.143

5 Covariance of INID order statistics 2012-10-29T18:35:38.310

5 Better understanding of GARCH and ARCH models 2014-01-08T22:14:00.313

5 Maximum Likelihood Estimator of the exponential function parameter based on Order Statistics 2014-03-01T15:20:47.077

5 $x_{1}...x_{n}$ are independent continuous random variables with common distribution function $F(x)$,compute $E(F(x_{(n)})-F(x_{(1)}))$ 2014-11-08T22:05:54.067

5 Maximum of Independent Gamma random variables? 2015-04-21T03:57:39.033

5 Independence of Sample mean and Sample range of Normal Distribution 2015-05-06T16:53:31.157

5 Partition data into two sets such that the difference of their variance is minimal 2015-07-17T13:50:01.360

5 Sums of Random Variables from Order Statistics of Dice Rolls 2015-10-17T21:23:10.383

5 Distribution of differences in beta-distribution 2016-01-27T12:47:54.200

5 What's the probability that the next test will exceed the previous maximum? 2016-02-22T00:15:45.677

5 Expected value of difference of two order statistics 2016-05-31T11:47:58.743

5 Is every L-estimator an M-estimator? 2016-08-21T22:42:39.133

5 Simulating order statistics 2016-10-21T18:15:56.887

5 Moments of the sample median of a normal distribution 2017-09-14T15:25:04.337

4 Order statistics: probability random variable is k-th out of n when ordered 2010-12-30T21:57:40.627

4 When are order statistics not sufficient? 2011-12-21T20:19:56.813

4 What is the probability that the $k$th element falls in a specific interval? 2012-01-05T20:03:12.580

4 How to show this curious combination of Exponential order statistics has a Chi-squared distribution? 2013-07-24T06:51:12.043

4 Distribution of Extreme Spread for n, sigma 2013-11-14T13:55:08.793

4 Joint pdf of functions of order statistics 2013-12-04T16:10:17.393

4 $\phi$-divergence? 2014-04-28T20:36:42.787

4 Compute pdf of a k-th order statistic 2014-06-05T14:29:37.247

4 Proving some properties of expected first order statistics with respect to sample size 2014-07-26T07:58:02.060

4 Sampling Order Statistics for Numerical Integration 2014-11-16T19:16:44.050

4 estimating the upper bound on a uniform distribution from max order statistic 2014-11-24T19:14:24.360

4 Probability that the range includes the mean in a sample of $n=4$ from a normal distribution? 2015-03-16T20:07:45.513

4 Proof that n-order statistics are sufficient for a sample of size n 2015-04-03T07:34:24.620

4 Approximate Order Statistics for lognormal variables 2016-05-23T12:59:04.760

4 PDF/CDF of max-min type random variable 2016-07-27T10:13:15.280

4 I cannot understand the definition of order statistics 2016-09-13T05:21:36.867

4 Order of operations in statistics 2016-12-08T03:13:23.023

4 Proving that the product of 2 samples, when sorted in order, converges to the variance of the population 2017-02-16T06:43:37.557

4 What book is best to learn order statistics? 2017-07-26T22:41:05.987

4 Can someone clearly paraphrase the following argument? 2017-09-19T14:45:29.437

4 pdf of $Z_{(n)}/Z_{(1)}$, where $Z \sim \text{Exponential}(1)$, i.i.d. (order statistics) 2017-10-04T18:38:46.933

4 Order Statistics w/ Maximum 2017-11-10T05:11:49.543

3 Order statistic expectations and the variance of the original distribution 2011-10-11T12:10:03.287

3 Variance of a marginal order distribution less than the variance of the full distribution? 2011-10-11T16:12:53.670

3 Problems with extremum of two uniform random variables 2011-12-11T04:54:11.503

3 Calculating probabilities related to order statistics 2012-01-14T17:24:14.250

3 Order statistics of absolute value of bivariate normal distribution 2012-10-06T03:28:30.067

3 Computation of distribution parameters for the maximum of two random variables 2012-11-12T04:45:12.920

3 Probability of a random variable to be the largest among others 2012-11-22T23:23:18.893

3 Probability of an order statistic 2013-01-18T16:59:12.153

3 Distribution of variable 2013-03-05T17:15:25.280

3 Order statistics of equal correlated continuous random variables 2013-03-26T18:32:10.190

3 Order Statistics-Expected Value of Random Length 2013-10-30T16:53:13.367

3 Estimating distribution given top k order statistics and unknown n 2014-02-11T10:16:30.210

3 A question in order statistics of continuous type distribution 2014-03-30T14:29:57.190

3 Expectation of probability less than r-th sample in order statistics 2014-06-07T17:55:10.183

3 Is $F(E[Y_n]) \approx E[F(Y_n)]$ a reasonable approximation? 2014-06-27T12:18:14.817

3 Asymptotic distribution of uniform order statistics 2014-08-09T19:28:52.427

3 Probability of obtaining a greater-than or equal set of observations from a Poisson RV 2015-04-02T13:20:42.417

3 Distribution of sum of order statistics 2015-07-13T07:05:35.770

3 joint probability distribution of $k \le n$ order statistics 2015-08-01T04:57:14.073

3 Inter-arrival time of subsampled Poisson point process 2015-09-08T14:26:39.400

3 Nonparametric Identification from Order Statistics 2015-10-25T18:03:36.427

3 Sort $X$, then scale the first differences by $\bar X$: what, if anything, is this used for? 2015-12-16T03:44:32.527

3 Calculate the mean of the minimum of any k samples 2016-01-06T17:04:15.753

3 Joint CDF of random variables vis-a-vis that of their order statistics 2016-01-09T01:05:50.540

3 What is the density of the $m$'th element of a sorted vector of $n$ uniformly distributed random variables 2016-02-07T18:18:07.723

3 Trouble understanding result in Simes (1986) $pr\{ P_{(j)} > \frac{j\alpha}{n} ; j = 1,...,n \} = 1-\alpha$ 2016-03-01T21:44:06.540

3 Independence of ordered statistics part 2 2016-04-23T19:26:57.767

3 Distribution of deviations from order statistics 2016-05-12T16:27:00.160

3 Expectation of two identical lognormal distributions 2016-05-21T10:55:10.540

3 Correlation of order statistics from Uniform parent 2016-05-24T13:14:54.137