Distributions of Random Partitions and Their Applications

Assume that a random sample of size m is selected from a population containing a countable number of classes (subpopulations) of elements (individuals). A partition of the set of sample elements into (unordered) subsets, with each subset containing the elements that belong to same class, induces a random partition of the sample size m, with part sizes {Z ₁,Z ₂,...,Z _N } being positive integer-valued random variables. Alternatively, if N _j is the number of different classes that are represented in the sample by j elements, for j=1,2,...,m, then (N ₁,N ₂,...,N _m ) represents the same random partition. The joint and the marginal distributions of (N ₁,N ₂,...,N _m ), as well as the distribution of are of particular interest in statistical inference. From the inference point of view, it is desirable that all the information about the population is contained in (N ₁,N ₂,...,N _m ). This requires that no physical, genetical or other kind of significance is attached to the actual labels of the population classes. In the present paper, combinatorial, probabilistic and compound sampling models are reviewed. Also, sampling models with population classes of random weights (proportions), and in particular the Ewens and Pitman sampling models, on which many publications are devoted, are extensively presented.      

On Random Sampling Without Replacement from a Finite Population

We consider the three progressively more general sampling schemes without replacement from a finite population: simple random sampling without replacement, Midzuno sampling and successive sampling. We (i) obtain a lower bound on the expected sample coverage of a successive sample, (ii) show that the vector of first order inclusion probabilities divided by the sample size is majorized by the vector of selection probabilities of a successive sample, and (iii) partially order the vectors of first order inclusion probabilities for the three sampling schemes by majorization. We also show that the probability of an ordered successive sample enjoys the arrangement increasing property and for sample size two the expected sample coverage of a successive sample is Schur convex in its selection probabilities. We also study the spacings of a simple random sample from a linearly ordered finite population and characterize in several ways a simple random sample.     

Some bounds on the coupon collector problem

This work addresses on the coupon collector problem and its generalization introduced by Flajolet, Gardy, and Thimonier. In our main results, we show a ratio limit theorem for the random time of the generalized coupon collector problem, and, further, we give the leading term and the geometric rate for the distribution of this random time, when the number of throws is large. For the classical coupon collector problem, we give a bound on the conditional second moment for the number of visits to the coupons, relying strongly on a result of Holst on extremal distributions. © 2004 Wiley Periodicals, Inc. Random Struct. Alg. 2004     

Entropy for Random Partitions and Its Applications

Asymptotic properties of partitions of the unit interval are studied through the entropy for random partition

Random Lazy Random Walks on Arbitrary Finite Groups

This paper considers lazy random walks supported on a random subset of k elements of a finite group G with order n. If k=a log₂ n where a>1 is constant, then most such walks take no more than a multiple of log₂ n steps to get close to uniformly distributed on G. If k=log₂ n+f(n) where f(n) and f(n)/log₂ n0 as n, then most such walks take no more than a multiple of (log₂ n) ln(log₂ n) steps to get close to uniformly distributed. To get these results, this paper extends techniques of Erdös and Rényi and of Pak.     

Unordered and ordered sample from dirichlet distribution

Consider the random Dirichlet partition of the interval inton fragments with parameter π>0. Explicit results on the statistical structure of its size-biased permutation are recalled, leading to (unordered) Ewens and (ordered) Donnelly-Tavaré-Griffiths sampling formulae from finite Dirichlet partitions. We use these preliminary statistical results on frequencies distribution to address the following sampling problem: what are the intervals between new sampled categories when sampling is from Dirichlet populations? The results obtained are in accordance with the ones found in sampling theory from random proportions with GEM(γ) distribution. These can be obtained from Dirichlet model when considering the Kingman limitn↑∞, π↓0 whilenπ=γ>0.     

分位点随机配序抽样

该文针对统计计算中的某些随机模拟问题提出了分位点随机配序抽样法.该方法是由抽样分布的分位点和伪随机序复合构成的,适用于固定区域上多重积分的计算及随机变量的抽样.该文通过几个典型实例说明该方法在具体问题中的应用,并验证了该方法的计算精度.     

Optimal Sequential Sampling Policy of Partitioned Random Search and Its Approximation

The paper studies the optimal sequential sampling policy of the partitioned random search (PRS) and its approximation. The PRS is a recently proposed approach for function optimization. It takes explicitly into consideration computation time or cost, assuming that there exist both a cost for each function evaluation and a finite total computation time constraint. It is also motivated at improving efficiency of the widely used crude random search. In particular, the PRS considers partitioning the search region of an objective function into K subregions and employing an independent and identically distributed random sampling scheme for each of K subregions. A sampling policy decides when to terminate the sampling process or which subregion to be sampled next.     

Dependence Between Order Statistics in Samples from Finite Population and its Application to Ranked Set Sampling

Let X1, X2,..., Xm, Y1, Y2,..., Yn be a simple random sample without replacement from a finite population and let X(1) X(2) ... X(m) and Y(1) Y(2) ... Y(n) be the order statistics of X1, X2,..., Xm and Y1, Y2,..., Yn, respectively. It is shown that the joint distribution of X(i) and X(j) is positively likelihood ratio dependent and Y(j) is negatively regression dependent on X(i). Using these results, it is shown that when samples are drawn without replacement from a finite population, the relative precision of the ranked set sampling estimator of the population mean, relative to the simple random sample estimator with the same number of units quantified, is bounded below by 1.     

Sampling from a Mixture of Different Groups of Coupons

A collector samples coupons with replacement from a pool containing g uniform groups of coupons, where "uniform group" means that all coupons in the group are equally likely to occur (while coupons of different groups have different probabilities to occur). For each j=1,..., g, let T_j be the number of trials needed to detect Group j, namely to collect all M_j coupons belonging to it at least once. We first derive formulas for the probabilities P {T₁ < … < T_g} and P {T₁=Λ_j=1^g T_j}. After that, without severe loss of generality, we restrict ourselves to the case g=2 and compute the asymptotics of P {T₁ < T₂} as the number of coupons grows to infinity in a certain manner. Then, we focus on T:=T₁ ∨ T₂, i.e. the number of trials needed to collect all coupons of the pool (at least once), and determine the asymptotics of E[T] and V[T], as well as the limiting distribution of T (appropriately normalized) as the number of coupons becomes large.     

随机截尾试验变量抽样接收方案的贝叶斯决策

本运用Bayes决策理论研究指数分布和随机截尾试验的抽样接收方案的一般模型,我们证明了最优Bayes法则具有单调性,并对二个特殊的决策损失函数给出了最优Bayes法则和Bayes风险的具体表达式。     

Berry–Esseen Bound for a Sample Sum from a Finite Set of Independent Random Variables

Let {X ₁,...,X _N} be a set of N independent random variables, and let S _n be a sum of n random variables chosen without replacement from the set {X ₁,...,X _N} with equal probabilities. In this paper we give an estimate of the remainder term for the normal approximation of S _n under mild conditions.     

Aliasing Effects and Sampling Theorems of Spherical Random Fields when Sampled on a Finite Grid

Aliasing effects are investigated for spherical random fields sampled on a finite grid. Using the spherical harmonics expansion, it is shown that for a band-limited spherical random field its trend and spectrum can be uniquely reconstructed from the sampled field if the sampling points are judiciously designed. Analytical expressions are also obtained for aliasing errors in the trend and the spectrum when the field is not band-limited.     

Empirical Likelihood Inference Under Stratified Random Sampling in the Presence of Measurement Error

Suppose that several different imperfect instruments and one perfect instrument are used independently to measure some characteristic of a population. In order to make full use of the sample information, in this paper the empirical likelihood method is put forward for making inferences on parameters of interest under stratified random sampling in the presence of measurement error, Our results show that it can lead to estimators which are asymptotically normal and utilize all the available sample information. We also obtain the asymptotic distribution of empirical likelihood testing statistics. In particular, we apply the method to obtain estimator and confidence interval of population mean.     

Newton-Multigrid for Biological Reaction-Diffusion Problems with Random Coefficients

An algebraic Newton-multigrid method is proposed in order to efficiently solve systems of nonlinear reaction-diffusion problems with stochastic coefficients. These problems model the conversion of starch into sugars in growing apples. The stochastic system is first converted into a large coupled system of deterministic equations by applying a stochastic Galerkin finite element discretization. This method leads to high-order accurate stochastic solutions. A stable and high-order time discretization is obtained by applying a fully implicit Runge-Kutta method. After Newton linearization, a point-based algebraic multigrid solution method is applied. In order to decrease the computational cost, alternative multigrid preconditioners are presented. Numerical results demonstrate the convergence properties, robustness and efficiency of the proposed multigrid methods.     

A Multivariate CLT for Decomposable Random Vectors with Finite Second Moments

Stein's method is used to derive a CLT for dependent random vectors possessing the dependence structure from Barbour et al. J. Combin. Theory Ser. B 47, 125–145, but under the assumption of second moments only. This allows us to derive Lindeberg–Feller type theorems for sums of random vectors with certain dependence structures. We apply the main theorem to the study of three problems: local dependence, random graph degree statistics and finite population statistics. In particular, we consider U-statistics of independent observations as well as of observations drawn without replacement.     

半平面上的无限级随机Dirichlet级数的值分布

本文通过 Dirichlet级数增长性研究结果改进 ,以及对独立随机变量列 { Zn} ,在条件 EZn=0 , 正数α>0 ,使得 ,0 相似文献   

Asymptotic Analysis for Random Walks with Nonidentically Distributed Jumps Having Finite Variance

Let ξ₁,ξ₂,... be independent random variables with distributions F₁F₂,... in a triangular array scheme (F _i may depend on some parameter). Assume that Eξ _i = 0, Eξ _i ² < ∞, and put \(S_n = \sum {_{i = 1}^n \;} \xi _i ,\;\overline S _n = \max _{k \leqslant n} S_k\). Assuming further that some regularly varying functions majorize or minorize the “averaged” distribution \(F = \frac{1}{n}\sum {_{i = 1}^n F_i }\), we find upper and lower bounds for the probabilities P(S _n > x) and \(P(\bar S_n > x)\). We also study the asymptotics of these probabilities and of the probabilities that a trajectory {S _k } crosses the remote boundary {g(k)}; that is, the asymptotics of P(max_k≤n(S _k ? g(k)) > 0). The case n = ∞ is not excluded. We also estimate the distribution of the first crossing time.     

在分层抽样下有效利用辅助信息及含于层总体大小中的信息的经验似然方法

本文考虑用在分层随机抽样下的经验似然方法来获得有限总体参数的估计量\bd 我们指出, 经验似然方法非常自然地结合辅助信息和含于层总体大小中的信息\bd 我们的结果显示, 由经验似然方法可获得有效估计.     

弱混强平稳序列随机容量、随即秩次序统计量的极限分布律

设W(1n)W2(n)…W(nn)是严平稳随即序列{Xn,n 1}的前几个变量的顺序统计量,Nn Mn是两正整值r.v,n 1.在较弱一些的混合条件下,本文给出了W(NMn)n标准化后的极限分布,从而使一些提法更趋一般化,主要结果推进了Rao(1984)和张国胜(1993)的工作.由于混合条件的减弱,使得对m-相关和正态平稳过程的具体应用讨论更加充分.