Probability maximizing approach to a secretary problem by random change-point of the distribution law of the observed process

1984 ◽  
Vol 21 (1) ◽  
pp. 98-107 ◽  
Author(s):  
Minoru Yoshida
Keyword(s):  
Distribution Function ◽  
Stopping Time ◽  
Random Variables ◽  
Secretary Problem ◽  
Independent Random Variables ◽  
Distribution Law ◽  
Common Distribution ◽  
Common Distribution Function ◽  
Random Moment ◽  
The Moment

Before some random moment θ, independent identically distributed random variables x1, · ··, xθ–1 with common distribution function μ (dx) appear consecutively. After the moment θ, independent random variables xθ, xθ+1, · ·· have another common distribution function f (x)μ (dx). Our information about θ can be constructed only by successively observed values of the x's.In this paper we find an optimal stopping policy by which we can maximize the probability that the quantity associated with the stopping time is the largest of all θ + m – 1 quantities for a given integer m.

Probability maximizing approach to a secretary problem by random change-point of the distribution law of the observed process

1984 ◽  
Vol 21 (01) ◽  
pp. 98-107
Author(s):  
Minoru Yoshida
Keyword(s):  
Distribution Function ◽  
Stopping Time ◽  
Random Variables ◽  
Secretary Problem ◽  
Independent Random Variables ◽  
Distribution Law ◽  
Common Distribution ◽  
Common Distribution Function ◽  
Random Moment ◽  
The Moment

Before some random moment θ, independent identically distributed random variables x 1, · ··, xθ– 1 with common distribution function μ (dx) appear consecutively. After the moment θ, independent random variables xθ, xθ +1, · ·· have another common distribution function f (x)μ (dx). Our information about θ can be constructed only by successively observed values of the x's. In this paper we find an optimal stopping policy by which we can maximize the probability that the quantity associated with the stopping time is the largest of all θ + m – 1 quantities for a given integer m.

On the asymptotic normality of Hill's estimator

1995 ◽  
Vol 118 (2) ◽  
pp. 375-382 ◽  
Author(s):  
Sándor Csörgő ◽  
László Viharos
Keyword(s):  
Distribution Function ◽  
Asymptotic Normality ◽  
Order Statistics ◽  
Random Variables ◽  
Fixed Number ◽  
Distribution Functions ◽  
Independent Random Variables ◽  
Hill’S Estimator ◽  
Common Distribution ◽  
Common Distribution Function

Let X, X1, X2, …, be independent random variables with a common distribution function F(x) = P {X ≤ x}, x∈ℝ, and for each n∈ℕ, let X1, n ≤ … ≤ Xn, n denote the order statistics pertaining to the sample X1, …, Xn. We assume that 1–F(x) = x−1/cl(x), 0 < x < ∞, where l is some function slowly varying at infinity and c > 0 is any fixed number. The class of all such distribution functions will be denoted by .

On the comparison of a theoretical and an empirical distribution function

1971 ◽  
Vol 8 (2) ◽  
pp. 321-330 ◽  
Author(s):  
Lajos Takács
Keyword(s):  
Distribution Function ◽  
Empirical Distribution Function ◽  
Empirical Distribution ◽  
Random Variables ◽  
Independent Random Variables ◽  
Common Distribution ◽  
Common Distribution Function ◽  
Mutually Independent

Let ξ1, ξ2, ···, ξm be mutually independent random variables having a common distribution function P{ξr≦x} = F(x)(r = 1, 2, ···, m). Let Fm(x) be the empirical distribution function of the sample (ξ1, ξ2, ···, ξm), that is, Fm(x) is defined as the number of variables ≦x divided by m.

On the comparison of a theoretical and an empirical distribution function

1971 ◽  
Vol 8 (02) ◽  
pp. 321-330 ◽  
Author(s):  
Lajos Takács
Keyword(s):  
Distribution Function ◽  
Empirical Distribution Function ◽  
Empirical Distribution ◽  
Random Variables ◽  
Independent Random Variables ◽  
Common Distribution ◽  
Common Distribution Function ◽  
Mutually Independent

Let ξ 1 , ξ2, ···, ξm be mutually independent random variables having a common distribution function P {ξ r ≦x} = F(x)(r = 1, 2, ···, m). Let Fm (x) be the empirical distribution function of the sample (ξ 1, ξ 2 , ···, ξm), that is, Fm (x) is defined as the number of variables ≦x divided by m.

The central limit problem for trimmed sums

1987 ◽  
Vol 102 (2) ◽  
pp. 329-349 ◽  
Author(s):  
Philip S. Griffin ◽  
William E. Pruitt
Keyword(s):  
Distribution Function ◽  
Random Variables ◽  
Random Variable ◽  
Limit Problem ◽  
Absolute Value ◽  
Trimmed Sums ◽  
Common Distribution ◽  
Common Distribution Function ◽  
Central Limit Problem ◽  
Trimmed Sum

Let X, X1, X2,… be a sequence of non-degenerate i.i.d. random variables with common distribution function F. For 1 ≤ j ≤ n, let mn(j) be the number of Xi satisfying either |Xi| > |Xj|, 1 ≤ i ≤ n, or |Xi| = |Xj|, 1 ≤ i ≤ j, and let (r)Xn = Xj if mn(j) = r. Thus (r)Xn is the rth largest random variable in absolute value from amongst X1, …, Xn with ties being broken according to the order in which the random variables occur. Set (r)Sn = (r+1)Xn + … + (n)Xn and write Sn for (0)Sn. We will refer to (r)Sn as a trimmed sum.

A Note on Normal Attraction to a Stable Law

1971 ◽  
Vol 14 (3) ◽  
pp. 451-452
Author(s):  
M. V. Menon ◽  
V. Seshadri
Keyword(s):  
Distribution Function ◽  
Sufficient Conditions ◽  
Characteristic Exponent ◽  
Random Variables ◽  
Stable Law ◽  
Common Distribution ◽  
Normal Attraction ◽  
Common Distribution Function ◽  
The Common ◽  
Necessary And Sufficient

Let X1, X2, …, be a sequence of independent and identically distributed random variables, with the common distribution function F(x). The sequence is said to be normally attracted to a stable law V with characteristic exponent α, if for some an (converges in distribution to V). Necessary and sufficient conditions for normal attraction are known (cf [1, p. 181]).

Sign in / Sign up

Export Citation Format

Share Document