arXiv subjects

Anis Karimpour-Fard

Publications and source records attributed to Anis Karimpour-Fard.

2 recordsLinked to original sources

arXiv2007

On probabilities for separating sets of order statistics

Consider a set of order statistics that arise from sorting samples from two different populations, each with their own, possibly different distribution function. The probability that these order statistics fall in disjoint, ordered intervals, and that of the smallest statistics, a certain number come from the first populations, are given in terms of the two distribution functions. The result is applied to computing the joint probability of the number of rejections and the number of false rejections for the Benjamini-Hochberg false discovery rate procedure.

stat.CO↗

arXiv2007

Fast computation by block permanents of cumulative distribution functions of order statistics from several populations

The joint cumulative distribution function for order statistics arising from several different populations is given in terms of the distribution function of the populations. The computational cost of the formula in the case of two populations is still exponential in the worst case, but it is a dramatic improvement compared to the general formula by Bapat and Beg. In the case when only the joint distribution function of a subset of the order statistics of fixed size is needed, the complexity is polynomial, for the case of two populations.

math.ST↗