arXiv subjects
Publications and source records attributed to N. Papadatos.
Characterizations of finite sequences $β_{1}<\cdots<β_{n}$ representing expected values of order statistics from a random sample of size $n$ are given. As a by-product, a characterization of binomial mixtures, when the mixing random variable is supported in the open interval $(0,1)$, is presented; this enables the exact description of the convex hull of the open binomial curve, as well as the open moment curve.
In this note we introduce the notion of factorial moment distance for non-negative integer-valued random variables and we compare it with the total variation distance. Furthermore, we study the rate of convergence in the classical matching problem and in a generalized matching distribution.
Let $X$ be an absolutely continuous random variable from the integrated Pearson family and assume that $X$ has finite moments of any order. Using some properties of the associated orthonormal polynomial system, we provide a class of strengthened Chernoff-type variance bounds.
For an absolutely continuous (integer-valued) r.v. $X$ of the Pearson (Ord) family, we show that, under natural moment conditions, a Stein-type covariance identity of order $k$ holds (cf. [Goldstein and Reinert, J. Theoret. Probab. 18 (2005) 237--260]). This identity is closely related to the corresponding sequence of orthogonal polynomials, obtained by a Rodrigues-type formula, and provides convenient expressions for the Fourier coefficients of an arbitrary function. Application of the covariance identity yields some novel expressions for the corresponding lower variance bounds for a function of the r.v. $X$, expressions that seem to be known only in particular cases (for the Normal, see [Houdré and Kagan, J. Theoret. Probab. 8 (1995) 23--30]; see also [Houdré and Pérez-Abreu, Ann. Probab. 23 (1995) 400--419] for corresponding results related to the Wiener and Poisson processes). Some applications are also given.
Olkin and Shepp (2005, J. Statist. Plann. Inference, vol. 130, pp. 351--358) presented a matrix form of Chernoff's inequality for Normal and Gamma (univariate) distributions. We extend and generalize this result, proving Poincare-type and Bessel-type inequalities, for matrices of arbitrary order and for a large class of distributions.
We identify the complex plane C with the open unit disc D={z:|z|<1} by the homeomorphism z --> z/(1+|z|). This leads to a compactification $\bar{C}$ of C, homeomorphic to the closed unit disc. The Euclidean metric on the closed unit disc induces a metric d on $\bar{C}$. We identify all uniform limits of polynomials on $\bar{D}$ with respect to the metric d. The class of the above limits is an extension of the disc algebra and it is denoted by $\bar{A}(D)$. We study properties of the elements of $\bar{A}(D)$ and topological properties of the class $\bar{A}(D)$ endowed with its natural topology. The class $\bar{A}(D)$ is different and, from the geometric point of view, richer than the class $\tilde{A}(D)$ introduced in Nestoridis (2010), Arxiv:1009.5364, on the basis of the chordal metric.