Negative dependence in the balls and bins experiment with applications to order statistics
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<j1<j2<...<jr[less-than-or-equals, slant]n and fixed (x1,...,xr), we show that is increasing in s, and that if event Ai,s is either {Xi:n>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<s<Xi:n} or {Xi:n=s} then is decreasing in i for fixed s. We thus complement and extend some results in Dubhashi and Ranjan [Balls and bins: a study in negative dependence, Random Struct. Algorithms 13 (1998) 99-124] and Boland et al. [Bivariate dependence properties and order statistics, J. Multivar. Anal. 56 (1996) 75-89].
Year of publication: |
2006
|
---|---|
Authors: | Hu, Taizhong ; Xie, Chaode |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 97.2006, 6, p. 1342-1354
|
Publisher: |
Elsevier |
Keywords: | Negative regression dependent Negative left tail dependent Negative right tail dependent Order statistics Generalized multinomial distribution Usual stochastic order |
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