Size-biased permutation of a finite sequence with independent and identically distributed terms

DOI10.3150/14-BEJ652zbMATH Open1362.60036arXiv1210.7856OpenAlexW2132777646MaRDI QIDQ888490FDOQ888490

Authors: Jim Pitman, Ngoc Mai Tran 

Publication date: 30 October 2015

Published in: Bernoulli (Search for Journal in Brave)

Abstract: This paper focuses on the size-biased permutation of $n$ independent and identically distributed (i.i.d.) positive random variables. This is a finite dimensional analogue of the size-biased permutation of ranked jumps of a subordinator studied in Perman-Pitman-Yor (PPY) [Probab. Theory Related Fields 92 (1992) 21-39], as well as a special form of induced order statistics [Bull. Inst. Internat. Statist. 45 (1973) 295-300; Ann. Statist. 2 (1974) 1034-1039]. This intersection grants us different tools for deriving distributional properties. Their comparisons lead to new results, as well as simpler proofs of existing ones. Our main contribution, Theorem 25 in Section 6, describes the asymptotic distribution of the last few terms in a finite i.i.d. size-biased permutation via a Poisson coupling with its few smallest order statistics.

Full work available at URL: https://arxiv.org/abs/1210.7856

Recommendations

• On convergence and extensions of size-biased permutations
• Random discrete distributions invariant under size-biased permutation
• Coherent random permutations with biased record statistics
• Applications of size biased couplings for concentration of measures
• On the distribution of the length of the longest increasing subsequence in a random permutation

zbMATH Keywords

subordinatorsize-biased permutationinduced order statisticsPoisson-DirichletKingman paint box

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10) Exchangeability for stochastic processes (60G09)

Cites Work

• Extreme value theory. An introduction.
• Title not available (Why is that?)
• Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
• Title not available (Why is that?)
• Asymptotic Theory for Successive Sampling with Varying Probabilities Without Replacement, I
• Size-biased sampling of Poisson point processes and excursions
• Convergence of sample paths of normalized sums of induced order statistics
• Characterizations of exchangeable partitions and random discrete distributions by deletion properties
• The Representation of Partition Structures
• Exercises in Probability
• On the theory of order statistics
• The sampling theory of selectively neutral alleles
• Title not available (Why is that?)
• A Characterization of the Gamma Distribution
• Title not available (Why is that?)
• Random partitions in population genetics
• General distribution theory of the concomitants of order statistics
• Commutative algebra of statistical ranking
• Title not available (Why is that?)
• Nonparametric inference under biased sampling from a finite population
• Random discrete distributions invariant under size-biased permutation
• On convergence and extensions of size-biased permutations
• Distribution and expected value of the rank of a concomitant of an order statistics
• Distribution of the maximum of concomitants of selected order statistics
• Successive sampling in large finite populations
• On the average difference between concomitants and order statistics
• A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables
• Invariance principles for the coupon collector's problem: A martingale approach
• Some limit theorems with applications in sampling theory
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (11)

• Random discrete distributions invariant under size-biased permutation
• Block size in geometric(\(p\))-biased permutations
• Enumerative theory for the Tsetlin library
• Regenerative random permutations of integers
• Limiting behaviour of the stationary search cost distribution driven by a generalized gamma process
• The stable graph: the metric space scaling limit of a critical random graph with i.i.d. power-law degrees
• Empirical process of concomitants for partly categorial data and applications in statistics
• Weighted sampling without replacement
• Zeros of random tropical polynomials, random polygons and stick-breaking
• High-dimensional regression with potential prior information on variable importance
• Spatial measures of genetic heterogeneity during carcinogenesis

This page was built for publication: Size-biased permutation of a finite sequence with independent and identically distributed terms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q888490)