IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v97y2006i6p1342-1354.html
   My bibliography  Save this article

Negative dependence in the balls and bins experiment with applications to order statistics

Author

Listed:
  • Hu, Taizhong
  • Xie, Chaode

Abstract

Dependence properties of occupancy numbers in the balls and bins experiment are studied. Applying such properties, we investigate further dependence structures of order statistics X1:n[less-than-or-equals, slant]X2:n[less-than-or-equals, slant]...[less-than-or-equals, slant]Xn:n of n independent random variables X1,X2,...,Xn with possibly different distributions. For 1[less-than-or-equals, slant]i s} or {Xi:n[less-than-or-equals, slant]s} then is decreasing in i for fixed s. It is also shown that in this situation, if each random variable Xk has a continuous distribution function and if Ai,s is either {Xi-1:n

Suggested Citation

  • Hu, Taizhong & Xie, Chaode, 2006. "Negative dependence in the balls and bins experiment with applications to order statistics," Journal of Multivariate Analysis, Elsevier, vol. 97(6), pages 1342-1354, July.
  • Handle: RePEc:eee:jmvana:v:97:y:2006:i:6:p:1342-1354
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(05)00162-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Henry W. Block & Vanderlei Bueno & Thomas H. Savits & Moshe Shaked, 1987. "Probability inequalities via negative dependence for random variables conditioned on order statistics," Naval Research Logistics (NRL), John Wiley & Sons, vol. 34(4), pages 547-554, August.
    2. Boland, Philip J. & Hollander, Myles & Joag-Dev, Kumar & Kochar, Subhash, 1996. "Bivariate Dependence Properties of Order Statistics," Journal of Multivariate Analysis, Elsevier, vol. 56(1), pages 75-89, January.
    3. Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 499-516, December.
    4. Avérous, Jean & Genest, Christian & C. Kochar, Subhash, 2005. "On the dependence structure of order statistics," Journal of Multivariate Analysis, Elsevier, vol. 94(1), pages 159-171, May.
    5. Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 467-498, December.
    6. Hu, Taizhong & Yang, Jianping, 2004. "Further developments on sufficient conditions for negative dependence of random variables," Statistics & Probability Letters, Elsevier, vol. 66(3), pages 369-381, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Mao, Tiantian & Hu, Taizhong, 2010. "Stochastic properties of INID progressive Type-II censored order statistics," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1493-1500, July.
    2. Montes, Ignacio & Montes, Susana, 2016. "Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fr e ´ chet–Hoeffding upper bound," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 275-298.
    3. S. Ashrafi & M. Asadi, 2015. "On the stochastic and dependence properties of the three-state systems," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(3), pages 261-281, April.
    4. Zhuang, Weiwei & Yao, Junchao & Hu, Taizhong, 2010. "Conditional ordering of order statistics," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 640-644, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Antonia Castaño-Martínez & Gema Pigueiras & Georgios Psarrakos & Miguel A. Sordo, 2020. "Increasing concave orderings of linear combinations of order statistics with applications to social welfare," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(6), pages 699-712, August.
    2. Khaledi, Baha-Eldin & Kochar, Subhash, 2000. "Stochastic Comparisons and Dependence among Concomitants of Order Statistics," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 262-281, May.
    3. Nowak, Piotr Bolesław, 2016. "The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 49-54.
    4. Chi, Chang Koo & Murto, Pauli & Valimaki, Juuso, 2017. "All-Pay Auctions with Affiliated Values," MPRA Paper 80799, University Library of Munich, Germany.
    5. Vikram Krishnamurthy & Udit Pareek, 2015. "Myopic Bounds for Optimal Policy of POMDPs: An Extension of Lovejoy’s Structural Results," Operations Research, INFORMS, vol. 63(2), pages 428-434, April.
    6. Badía, F.G. & Sangüesa, C. & Cha, J.H., 2014. "Stochastic comparison of multivariate conditionally dependent mixtures," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 82-94.
    7. Prokopovych, Pavlo & Yannelis, Nicholas C., 2019. "On monotone approximate and exact equilibria of an asymmetric first-price auction with affiliated private information," Journal of Economic Theory, Elsevier, vol. 184(C).
    8. Patricio S. Dalton & Sayantan Ghosal & Anandi Mani, 2016. "Poverty and Aspirations Failure," Economic Journal, Royal Economic Society, vol. 126(590), pages 165-188, February.
    9. Bhattacharya, Bhaskar, 2012. "Covariance selection and multivariate dependence," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 212-228.
    10. Castaño-Martínez, A. & Pigueiras, G. & Sordo, M.A., 2019. "On a family of risk measures based on largest claims," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 92-97.
    11. Elina Robeva & Bernd Sturmfels & Ngoc Tran & Caroline Uhler, 2021. "Maximum likelihood estimation for totally positive log‐concave densities," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(3), pages 817-844, September.
    12. Tsukuma, Hisayuki & Kubokawa, Tatsuya, 2008. "Stein's phenomenon in estimation of means restricted to a polyhedral convex cone," Journal of Multivariate Analysis, Elsevier, vol. 99(1), pages 141-164, January.
    13. H. Finner & M. Roters & K. Strassburger, 2017. "On the Simes test under dependence," Statistical Papers, Springer, vol. 58(3), pages 775-789, September.
    14. Müller, Alfred & Scarsini, Marco, 2005. "Archimedean copulæ and positive dependence," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April.
    15. Barmalzan, Ghobad & Akrami, Abbas & Balakrishnan, Narayanaswamy, 2020. "Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 341-352.
    16. Lu, I-Li & Richards, Donald, 1996. "Total positivity properties of the bivariate diagonal natural exponential families," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 119-124, February.
    17. Junbo Son & Yeongin Kim & Shiyu Zhou, 2022. "Alerting patients via health information system considering trust-dependent patient adherence," Information Technology and Management, Springer, vol. 23(4), pages 245-269, December.
    18. Jian Yang, 2023. "A Partial Order for Strictly Positive Coalitional Games and a Link from Risk Aversion to Cooperation," Papers 2304.10652, arXiv.org.
    19. Michael Chwe, 2006. "Statistical Game Theory," Theory workshop papers 815595000000000004, UCLA Department of Economics.
    20. Chiaki Hara & Sujoy Mukerji & Frank Riedel & Jean-Marc Marc Tallon, 2022. "Efficient Allocations under Ambiguous Model Uncertainty," PSE Working Papers halshs-03828305, HAL.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:97:y:2006:i:6:p:1342-1354. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.