A new representation of Student's t as a function of independent t's,with a generalization to the matrix t

A new synthetic representation of Student's t statistic is given which exhibits the random variable as a nonlinear function of two independent t variables. A generalization is given to the matricvariate t with an interpretation in terms of “natural conjugate” inference for multivariate normal sampling.     

Conjectured statistics for the q,t-Catalan numbers

We introduce the distribution function F_n(q,t) of a pair of statistics on Catalan words and conjecture F_n(q,t) equals Garsia and Haiman's q,t-Catalan sequence C_n(q,t), which they defined as a sum of rational functions. We show that F_n,s(q,t), defined as the sum of these statistics restricted to Catalan words ending in s ones, satisfies a recurrence relation. As a corollary we are able to verify that F_n(q,t)=C_n(q,t) when t=1/q. We also show the partial symmetry relation F_n(q,1)=F_n(1,q). By modifying a proof of Haiman of a q-Lagrange inversion formula based on results of Garsia and Gessel, we obtain a q-analogue of the general Lagrange inversion formula which involves Catalan words grouped according to the number of ones at the end of the word.     

An asymptotic expansion of the distribution of Rao's U-statistic under a general condition

In this paper we consider the problem of testing the hypothesis about the sub-mean vector. For this propose, the asymptotic expansion of the null distribution of Rao's U-statistic under a general condition is obtained up to order of n^-1. The same problem in the k-sample case is also investigated. We find that the asymptotic distribution of generalized U-statistic in the k-sample case is identical to that of the generalized Hotelling's T² distribution up to n^-1. A simulation experiment is carried out and its results are presented. It shows that the asymptotic distributions have significant improvement when comparing with the limiting distributions both in the small sample case and the large sample case. It also demonstrates the equivalence of two testing statistics mentioned above.     

On the invariance principle for U-statistics

Let T_n be a U-statistic and S_n its projection (in the sense of Hájek). Limit theory for U-statistics is usually considered in two disjoint cases, termed degenerate and nondegenerate. The traditional method is to treat the cases separately, using different techniques in each to obtain a solution. Here we present a unified treatment based on a joint invariance principle for the vector (T_n, T_n – S_n), from which the invariance principles in both the degenerate and nondegenerate cases follow as easy corollaries.     

Maximum entropy characterizations of the multivariate Liouville distributions

A random vector X=(X₁,X₂,…,X_n) with positive components has a Liouville distribution with parameter θ=(θ₁,θ₂,…,θ_n) if its joint probability density function is proportional to , θ_i>0 [R.D. Gupta, D.S.P. Richards, Multivariate Liouville distributions, J. Multivariate Anal. 23 (1987) 233-256]. Examples include correlated gamma variables, Dirichlet and inverted Dirichlet distributions. We derive appropriate constraints which establish the maximum entropy characterization of the Liouville distributions among all multivariate distributions. Matrix analogs of the Liouville distributions are considered. Some interesting results related to I-projection from a Liouville distribution are presented.     

An asymptotic formula for the t-core partition function and a conjecture of Stanton

For a positive integer t, a partition is said to be a t-core if each of the hook numbers from its Ferrers-Young diagram is not a multiple of t. In 1996, Granville and Ono proved the t-core partition conjecture, that at(n), the number of t-core partitions of n, is positive for every nonnegative integer n as long as t?4. As part of their proof, they showed that if p?5 is prime, the generating function for ap(n) is essentially a multiple of an explicit Eisenstein Series together with a cusp form. This representation of the generating function leads to an asymptotic formula for ap(n) involving L-functions and divisor functions. In 1999, Stanton conjectured that for t?4 and n?t+1, at(n)?at+1(n). Here we prove a weaker form of this conjecture, that for t?4 and n sufficiently large, at(n)?at+1(n). Along the way, we obtain an asymptotic formula for at(n) which, in the cases where t is coprime to 6, is a generalization of the formula which follows from the work of Granville and Ono when t=p?5 is prime.     

On the dependence between the extreme order statistics in the proportional hazards model

Let X₁,…,X_n be a random sample from an absolutely continuous distribution with non-negative support, and let Y₁,…,Y_n be mutually independent lifetimes with proportional hazard rates. Let also X₍₁₎<?<X_(n) and Y₍₁₎<?<Y_(n) be their associated order statistics. It is shown that the pair (X₍₁₎,X_(n)) is then more dependent than the pair (Y₍₁₎,Y_(n)), in the sense of the right-tail increasing ordering of Avérous and Dortet-Bernadet [LTD and RTI dependence orderings, Canad. J. Statist. 28 (2000) 151-157]. Elementary consequences of this fact are highlighted.     

Some identities for the moments of random variables having a linear rescaling the Student's t distribution

Taking advantage of Nadarajah's representation of modified Chebyshev polynomials by means of the random variable that has the Student's t distribution [S. Nadarajah, On modified Chebyshev polynomials, J. Math. Anal. Appl. 334 (2007) 1492-1494] the scope of this paper is the generation of the identities for the moments of linear rescaling random variables that have the Student's t distribution.     

Extending t-designs

Three extension theorems for t-designs are proved; two for t even, and one for t odd. Another theorem guaranteeing that certain t-designs be (t + 1)-designs is presented. The extension theorem for odd t is used to show that every group of odd order 2k + 1, k ≠ 2^r ? 1, acts as an automorphism group of a 2-(2k + 2, k + 1, λ) design consisting of exactly one half of the (k + 1)-settled, Although the question of the existence of a 6-(14, 7, 4) design is not settled, certain requisite properties of the 4-designs on 12 elements derived from such a design are established. All of these results depend heavily upon generalizations of block intersection number equations of N. S. Mendelsohn.     

Classifications of certain t-designs

The nonextendability and extendability of both a t-(v, k, λ_t) design (with $\text{k ?}\text{v}\text{2}$ and its complementary t-design are discussed in four cases: (A) a t-design is extendable and its complement is not extendable; (B) both a t-design and its complement are extendable; (C) a t-design is not extendable and its complement is extendable; (D) both a t-design and its complement are not extendable. Nontrivial examples for each case are presented. Furthermore, some series of t-designs belonging to cases (A), (B), and (D) are also given.     

On the unlinking conjecture of independent polynomial functions

The celebrated U-conjecture states that under the N_n(0,I_n) distribution of the random vector X=(X₁,…,X_n) in Rⁿ, two polynomials P(X) and Q(X) are unlinkable if they are independent [see Kagan et al., Characterization Problems in Mathematical Statistics, Wiley, New York, 1973]. Some results have been established in this direction, although the original conjecture is yet to be proved in generality. Here, we demonstrate that the conjecture is true in an important special case of the above, where P and Q are convex nonnegative polynomials with P(0)=0.     

A proof of the q,t-Catalan positivity conjecture

We present here a proof that a certain rational function C_n(q,t) which has come to be known as the “q,t-Catalan” is in fact a polynomial with positive integer coefficients. This has been an open problem since 1994. The precise form of the conjecture is given in Garsia and Haiman (J. Algebraic Combin. 5(3) (1996) 191), where it is further conjectured that C_n(q,t) is the Hilbert series of the diagonal harmonic alternants in the variables (x₁,x₂,…,x_n;y₁,y₂,…,y_n). Since C_n(q,t) evaluates to the Catalan number at t=q=1, it has also been an open problem to find a pair of statistics a(π),b(π) on Dyck paths π in the n×n square yielding C_n(q,t)=∑_πt^a(π)q^b(π). Our proof is based on a recursion for C_n(q,t) suggested by a pair of statistics a(π),b(π) recently proposed by Haglund. Thus, one of the byproducts of our developments is a proof of the validity of Haglund's conjecture. It should also be noted that our arguments rely and expand on the plethystic machinery developed in Bergeron et al. (Methods and Applications of Analysis, Vol. VII(3), 1999, p. 363).     

Intersection theorems under dimension constraints

In Ahlswede et al. [Discrete Math. 273(1-3) (2003) 9-21] we posed a series of extremal (set system) problems under dimension constraints. In the present paper, we study one of them: the intersection problem. The geometrical formulation of our problem is as follows. Given integers 0?t, k?n determine or estimate the maximum number of (0,1)-vectors in a k-dimensional subspace of the Euclidean n-space Rⁿ, such that the inner product (“intersection”) of any two is at least t. Also we are interested in the restricted (or the uniform) case of the problem; namely, the problem considered for the (0,1)-vectors of the same weight ω.The paper consists of two parts, which concern similar questions but are essentially independent with respect to the methods used.In Part I, we consider the unrestricted case of the problem. Surprisingly, in this case the problem can be reduced to a weighted version of the intersection problem for systems of finite sets. A general conjecture for this problem is proved for the cases mentioned in Ahlswede et al. [Discrete Math. 273(1-3) (2003) 9-21]. We also consider a diametric problem under dimension constraint.In Part II, we study the restricted case and solve the problem for t=1 and k<2ω, and also for any fixed 1?t?ω and k large.     

On the solutions to x′(t) = A(t) x (t) over all A(t), where P ⩽ A(t) ⩽ Q

Let P_ij and q_ij be positive numbers for i ≠ j, i, j = 1, …, n, and consider the set of matrix differential equations x′(t) = A(t) x(t) over all A(t), where a_ij(t) is piecewise continuous, a_ij(t) = ?∑_{i ≠ j}a_ij(t), and p_ij ? a_ij(t) ? q_ij all t. A solution x is also to satisfy ∑_{i = 1}ⁿx_i(0) = 1. Let C_t denote the set of all solutions, evaluated at t to equations described above. It is shown that $\text{C}{}_{\mathrm{t}}$, the topological closure of C_t, is a compact convex set for each t. Further, the set valued function $\text{C}{}_{\mathrm{t}}$, of t is continuous and $\text{limit}{}_{\mathrm{t\; \to \; \infty }}\text{C}\text{?}{}_{\mathrm{t}}\text{= ∩}\text{C}\text{?}{}_{\mathrm{t}}$.     

Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals

We describe the limit distribution of V- and U-statistics in a new fashion. In the case of V-statistics the limit variable is a multiple stochastic integral with respect to an abstract Brownian bridge G_Q. This extends the pioneer work of Filippova (1961) [8]. In the case of U-statistics we obtain a linear combination of G_Q-integrals with coefficients stemming from Hermite Polynomials. This is an alternative representation of the limit distribution as given by Dynkin and Mandelbaum (1983) [7] or Rubin and Vitale (1980) [13]. It is in total accordance with their results for product kernels.     

Tail dependence for multivariate t -copulas and its monotonicity

The tail dependence indexes of a multivariate distribution describe the amount of dependence in the upper right tail or lower left tail of the distribution and can be used to analyse the dependence among extremal random events. This paper examines the tail dependence of multivariate t-distributions whose copulas are not explicitly accessible. The tractable formulas of tail dependence indexes of a multivariate t-distribution are derived in terms of the joint moments of its underlying multivariate normal distribution, and the monotonicity properties of these indexes with respect to the distribution parameters are established. Simulation results are presented to illustrate the results.     

Invariants of t-structures and classification of nullity classes

We construct an invariant of t-structures on the derived category of a commutative noetherian ring. This invariant is complete when restricting to the category of complexes with finitely generated bounded homology, and also gives a classification of nullity classes with the same restriction. On the full derived category of Z we show that the class of distinct t-structures do not form a set.     

On the range of heterogeneous samples

Let R_n be the range of a random sample X₁,…,X_n of exponential random variables with hazard rate λ. Let S_n be the range of another collection Y₁,…,Y_n of mutually independent exponential random variables with hazard rates λ₁,…,λ_n whose average is λ. Finally, let r and s denote the reversed hazard rates of R_n and S_n, respectively. It is shown here that the mapping t?s(t)/r(t) is increasing on (0,∞) and that as a result, R_n=X_(n)−X₍₁₎ is smaller than S_n=Y_(n)−Y₍₁₎ in the likelihood ratio ordering as well as in the dispersive ordering. As a further consequence of this fact, X_(n) is seen to be more stochastically increasing in X₍₁₎ than Y_(n) is in Y₍₁₎. In other words, the pair (X₍₁₎,X_(n)) is more dependent than the pair (Y₍₁₎,Y_(n)) in the monotone regression dependence ordering. The latter finding extends readily to the more general context where X₁,…,X_n form a random sample from a continuous distribution while Y₁,…,Y_n are mutually independent lifetimes with proportional hazard rates.