关于次序统计量数学期望的两个恒等式

受关于最大次序统计量数学期望恒等式的启发,给出了最小次序统计量数学期望的恒等式,并利用概率方法进行了证明.两个恒等式是对概率论知识的补充和推广     

最大最小次序统计量的联合分布

X1,X2,…,Xn是来自总体X的简单随机样本,Nk=min1≤i≤k{Xi},Mk=max1≤i≤k{Xi}(k=1,2,…,n),本文给出了最小次序统计量与最大次序统计量的联合分布函数.     

离散型最小和最大次序统计量相关性研究

本文研究离散型随机变量之间的相关性度量, 讨论了最小次序统计量和最大次序统计量的渐近独立性, 给出了计算最小次序统计量和最大次序统计量的Kendall和Spearman秩相关系数的公式.     

广义多元Beta分布

本文把广义Beta分布(Eugene(2001))推广到了多元的情形, 研究了多元Beta分布的矩母函数,以及广义多元Beta分布的边际分布、条件分布及回归函数.给出了他们在次序统计量中的应用.     

Gumbel分布最大吸引场的次序统计量的精致渐近性

得到一类Gumbel分布最大吸引场的随机容量样本的次序统计量的精致渐近性,揭示了收敛速度、权函数、边界函数及极限状态之间的联系.这类吸引场真包含了全体(γ),γ>0分布族.     

至多一个分布变点的非参数检验及其渐近性质

本文研究了连续分布函数变点的假设检验问题,通过秩统计量和次序统计量方法,得到了相应的检验统计量及其渐近性质.     

两均匀分布总体参数之比的估计

给出了两均匀分布的最大次序统计量的密度函数,并讨论了两均匀分布参数之比的通常区间估计、最短区间估计及假设检验方法.最后,根据实例求出了这两种区间估计及其区间长度,并得出了相应的结论.     

关于离散型随机变量次序统计量分布矩阵对称性猜想的探索

本文研究了离散型随机变量次序统计量的分布矩阵的对称性 ,获得了二个定理 .定理 1　服从等概率二点分布或等概率三点分布的离散型随机变量的次序统计量的分布矩阵是对称矩阵 .定理 2　取值有限且等概率的离散型随机变量的次序统计量的分布矩阵具有中心对称性 .     

Archimedean copula刻画的尺度比例失效率模型的极小次序统计量的随机序北大核心CSCD

在多元链式优化序下,该文研究了两组来自于不同相依尺度比例失效率分布的最小次序统计量的随机比较.在某种数学意义下,一个由尺度比例失效率分布的不同脆弱参数和尺度参数构成的矩阵变化到另一个矩阵时,该文研究了在一定的条件下,来自于第一个尺度比例失效率分布的最小次序统计量在普通随机序下小于变化到的参数矩阵对应的尺度比例失效率分布的最小次序统计量.该文也给出了一些数值例子来说明得到的结果的正确性.     

广义次序统计量间隔的多维随机排序

本文研究了附加于广义次序统计量底分布以及参数的条件, 使得人们在多维似然比序和多维通常随机序意义下对广义次序统计量的间隔向量进行比较, 同时也给出了文中主要结果的应用.     

Multivariate order statistics based on dependent and nonidentically distributed random variables

In this paper some identities and inequalities which involve the joint distribution of order statistics in a set of dependent and nonidentically distributed random variables are derived. These identities and inequalities provide a unified way to handle the joint distribution of order statistics in a set of univariate or bivariate observations.     

A three-term theta function identity and its applications

In this paper, we establish a three-term theta function identity using the complex variable theory of elliptic functions. This simple identity in form turns out to be quite useful and it is a common origin of many important theta function identities. From which the quintuple product identity and one general theta function identity related to the modular equations of the fifth order and many other interesting theta function identities are derived. We also give a new proof of the addition theorem for the Weierstrass elliptic function ℘. An identity involving the products of four theta functions is given and from which one theta function identity by McCullough and Shen is derived. The quintuple product identity is used to derive some Eisenstein series identities found in Ramanujan's lost notebook and our approach is different from that of Berndt and Yee. The proofs are self contained and elementary.     

Multiply-refined enumeration of alternating sign matrices

Four natural boundary statistics and two natural bulk statistics are considered for alternating sign matrices (ASMs). Specifically, these statistics are the positions of the 1’s in the first and last rows and columns of an ASM, and the numbers of generalized inversions and −1’s in an ASM. Previously-known and related results for the exact enumeration of ASMs with prescribed values of some of these statistics are discussed in detail. A quadratic relation which recursively determines the generating function associated with all six statistics is then obtained. This relation also leads to various new identities satisfied by generating functions associated with fewer than six of the statistics. The derivation of the relation involves combining the Desnanot–Jacobi determinant identity with the Izergin–Korepin formula for the partition function of the six-vertex model with domain-wall boundary conditions.     

A Path Transformation and its Applications to Fluctuation Theory

We first establish a combinatorial result on deterministic realchains. This is then applied to prove a path transformationfor chains with exchangeable increments. From this transformationwe derive an identity on order statistics due to Port, togetherwith some extensions. Then we give an interpretation of theseresults in continuous time. We extend some identities involvingquantiles and occupation times for processes with exchangeableincrements. In particular, this yields an extension of the uniformlaw for bridges obtained by Knight.     

An addition formula for the Jacobian theta function and its applications

In this paper, we prove an addition formula for the Jacobian theta function using the theory of elliptic functions. It turns out to be a fundamental identity in the theory of theta functions and elliptic function, and unifies many important results about theta functions and elliptic functions. From this identity we can derive the Ramanujan cubic theta function identity, Winquist's identity, a theta function identities with five parameters, and many other interesting theta function identities; and all of which are as striking as Winquist's identity. This identity allows us to give a new proof of the addition formula for the Weierstrass sigma function. A new identity about the Ramanujan cubic elliptic function is given. The proofs are self contained and elementary.     

Rank–Crank-type PDEs and generalized Lambert series identities

We show how Rank–Crank-type PDEs for higher order Appell functions due to Zwegers may be obtained from a generalized Lambert series identity due to the first author. Special cases are the Rank–Crank PDE due to Atkin and the third author and a PDE for a level 5 Appell function also found by the third author. These two special PDEs are related to generalized Lambert series identities due to Watson, and Jackson, respectively. The first author’s Lambert series identity is a common generalization. We also show how Atkin and Swinnerton-Dyer’s proof using elliptic functions can be extended to prove these generalized Lambert series identities.     

Lattice point generating functions and symmetric cones

We show that a recent identity of Beck–Gessel–Lee–Savage on the generating function of symmetrically constrained compositions of integers generalizes naturally to a family of convex polyhedral cones that are invariant under the action of a finite reflection group. We obtain general expressions for the multivariate generating functions of such cones, and work out their general form more specifically for all symmetry groups of type A (previously known) and types B and D (new). We obtain several applications of these expressions in type B, including identities involving permutation statistics and lecture hall partitions.     

Pairs of partitions without repeated odd parts

We prove two identities related to overpartition pairs. One of them gives a generalization of an identity due to Lovejoy, which was used in a joint work by Bringmann and Lovejoy to derive congruences for overpartition pairs. We apply our two identities on pairs of partitions where each partition has no repeated odd parts. We also present three partition statistics that give combinatorial explanations to a congruence modulo 3 satisfied by these partition pairs.