Search results for "Independent and identically distributed random variables"

showing 4 items of 14 documents

A Unified Approach to Likelihood Inference on Stochastic Orderings in a Nonparametric Context

1998

Abstract For data in a two-way contingency table with ordered margins, we consider various hypotheses of stochastic orders among the conditional distributions considered by rows and show that each is equivalent to requiring that an invertible transformation of the vectors of conditional row probabilities satisfies an appropriate set of linear inequalities. This leads to the construction of a general algorithm for maximum likelihood estimation under multinomial sampling and provides a simple framework for deriving the asymptotic distribution of log-likelihood ratio tests. The usual stochastic ordering and the so called uniform and likelihood ratio orderings are considered as special cases. I…

Statistics and ProbabilityCombinatoricsIndependent and identically distributed random variablesLinear inequalityTransformation (function)Likelihood-ratio testAsymptotic distributionApplied mathematicsConditional probability distributionStatistics Probability and UncertaintyStochastic orderingStatistical hypothesis testingMathematicsJournal of the American Statistical Association
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Uniform measure density condition and game regularity for tug-of-war games

2018

We show that a uniform measure density condition implies game regularity for all 2 < p < ∞ in a stochastic game called “tug-of-war with noise”. The proof utilizes suitable choices of strategies combined with estimates for the associated stopping times and density estimates for the sum of independent and identically distributed random vectors. peerReviewed

Statistics and ProbabilityIndependent and identically distributed random variablesComputer Science::Computer Science and Game Theorygame regularitydensity estimate for the sum of i.i.d. random vectorsTug of war01 natural sciencesMeasure (mathematics)$p$-regularityMathematics - Analysis of PDEsFOS: MathematicsApplied mathematicspeliteoriastochastic games0101 mathematics91A15 60G50 35J92Mathematicsp-harmonic functionsstokastiset prosessit$p$-harmonic functionsosittaisdifferentiaaliyhtälöthitting probability010102 general mathematicsStochastic gametug-of-war gamesProbability (math.PR)uniform measure density condition010101 applied mathematicsNoiseuniform distribution in a ballMathematics - ProbabilityAnalysis of PDEs (math.AP)
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On (n-l)-wise and joint independence and normality of n Random variables: an example

1981

An example is given of a vector of n random variables such that any (n-1)-dimensional subvector consists of n-1 independent standard normal variables. The whole vector however is neither independent nor normal.

Statistics and ProbabilityPairwise independenceCombinatoricsExchangeable random variablesIndependent and identically distributed random variablesStandard normal deviateMultivariate random variableSum of normally distributed random variablesStatisticsMarginal distributionCentral limit theoremMathematicsCommunications in Statistics - Theory and Methods
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Level-crossing rate and average duration of fades of the envelope of mobile-to-mobile fading channels in K-parallel dual-hop relay networks

2009

©2009 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE." Article also available from publisher: http://dx.doi.org/10.1109/WCSP.2009.5371574 This paper studies the fading behavior of narrowband mobile-to-mobile (M2M) fading channels in dual-hop distributed cooperative multi-relay systems under non-line-of-sight (NLOS) propagation conditions. M2M fading channels considered here are associated with amplify-and-forward …

VDP::Mathematics and natural science: 400::Mathematics: 410::Applied mathematics: 413Independent and identically distributed random variablesComputer sciencebusiness.industryComputerSystemsOrganization_COMPUTER-COMMUNICATIONNETWORKSData_CODINGANDINFORMATIONTHEORYTopologylaw.inventionFading distributionNarrowbandRelaylawMobile stationVDP::Technology: 500::Information and communication technology: 550::Telecommunication: 552Computer Science::Networking and Internet ArchitectureCommunications satelliteFadingTelecommunicationsbusinessComputer Science::Information TheoryRayleigh fadingCommunication channel2009 International Conference on Wireless Communications &amp; Signal Processing
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