A note on the conditional Markov property of discrete order statistics (Q1067318): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: On the Markov property of order statistics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5629053 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Distributions of order statistics for discrete case / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the non-Markovian structure of discrete order statistics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Structure of discrete order statistics / rank | |||
Normal rank |
Latest revision as of 19:43, 14 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on the conditional Markov property of discrete order statistics |
scientific article |
Statements
A note on the conditional Markov property of discrete order statistics (English)
0 references
1986
0 references
Order statistics, in general, do not have the Markov property if the sample comes from a discrete distribution. The paper proves that conditioned on certain events based on order statistics themselves, the order statistics will have the Markov property. Reviewer's remark: If \(X_ 1\leq X_ 2\leq...\leq X_ n\) is the order statistics and \(a_ k\) denotes the number of those \(X_ i's\) for which \(i\leq k\) and \(X_ i=X_ k\) then \((X_ k,a_ k)\), \(k=1,2,...,n\) form a Markov chain.
0 references
conditional Markov property
0 references
order statistics
0 references