arXiv subjects

Ingram Olkin

Publications and source records attributed to Ingram Olkin.

3 recordsLinked to original sources

arXiv2014

Constructions for a bivariate beta distribution

The beta distribution is a basic distribution serving several purposes. It is used to model data, and also, as a more flexible version of the uniform distribution, it serves as a prior distribution for a binomial probability. The bivariate beta distribution plays a similar role for two probabilities that have a bivariate binomial distribution. We provide a new multivariate distribution with beta marginal distributions, positive probability over the unit square, and correlations over the full range. We discuss its extension to three or more dimensions.

stat.ME↗

arXiv2012

Pao-Lu Hsu (Xu, Bao-lu): The Grandparent of Probability and Statistics in China

The years 1910-1911 are auspicious years in Chinese mathematics with the births of Pao-Lu Hsu, Luo-Keng Hua and Shiing-Shen Chern. These three began the development of modern mathematics in China: Hsu in probability and statistics, Hua in number theory, and Chern in differential geometry. We here review some facts about the life of P.-L. Hsu which have been uncovered recently, and then discuss some of his contributions. We have drawn heavily on three papers in the 1979 Annals of Statistics (volume 7, pages 467-483) by T. W. Anderson, K. L. Chung and E. L. Lehmann, as well as an article by Jiang Ze-Han and Duan Xue-Fu in Hsu's collected papers.

stat.ME↗

arXiv2008

Moments of minors of Wishart matrices

For a random matrix following a Wishart distribution, we derive formulas for the expectation and the covariance matrix of compound matrices. The compound matrix of order $m$ is populated by all $m\times m$-minors of the Wishart matrix. Our results yield first and second moments of the minors of the sample covariance matrix for multivariate normal observations. This work is motivated by the fact that such minors arise in the expression of constraints on the covariance matrix in many classical multivariate problems.

math.PR↗