Timeline for Bound on probabilities of the sum of uniform order statistics
Current License: CC BY-SA 3.0
9 events
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Nov 2, 2017 at 22:00 | comment | added | guigux | Thanks for this answer. I did not know that the joint distribution of the $k$ first order statistics had such a simple formula, that really helps. | |
Oct 29, 2017 at 9:48 | history | edited | wolfies | CC BY-SA 3.0 |
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Oct 29, 2017 at 7:07 | comment | added | wolfies | The above is all that is needed, other than the requisite software. | |
Oct 29, 2017 at 7:04 | comment | added | user64494 | Sorry, but the above is not any executed Mathematica code. You can present it through Dropbox, for example, as an exported PDF file.. | |
Oct 29, 2017 at 6:49 | comment | added | wolfies |
Using the mathStatica package for Mma, define the parent pdf as say: f = 1; domain[f] = {x, 0, 1}; . Then, in the $k = 2$ case, the joint pdf of the first 2 order statistics is given by: g = OrderStat[{1, 2}, f] , and the desired cdf is simply: Prob[ $x_1 + x_2 < z, g$] . For the first 3 order statistics, it is: g = OrderStat[{1, 2, 3}, f] etc
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Oct 29, 2017 at 6:45 | comment | added | user64494 | Can you support your claims by Mathematica code? | |
Oct 29, 2017 at 6:38 | history | edited | wolfies | CC BY-SA 3.0 |
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Oct 29, 2017 at 6:29 | history | edited | wolfies | CC BY-SA 3.0 |
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Oct 29, 2017 at 5:46 | history | answered | wolfies | CC BY-SA 3.0 |