The asymptotic relation between the first crossing point and the last exit time of Gaussian order statistics sequences

In this paper,we study the asymptotic relation between the first crossing point and the last exit time for Gaussian order statistics which are generated by stationary weakly and strongly dependent Gaussian sequences.It is shown that the first crossing point and the last exit time are asymptotically independent and dependent for weakly and strongly dependent cases,respectively.The asymptotic relations between the first crossing point and the last exit time for stationary weakly and strongly dependent Gaussian sequences are also obtained.

Performance analysis of multi-channel order statistics detector for range-spread target

The problem of two order statistics detection schemes for the detection of a spatially distributed target in white Gaussian noise are studied.When the number of strong scattering cells is known,we first show an optimal detector,which requires many processing channels.The structure of such optimal detector is complex.Therefore,a simpler quasi-optimal detector is then introduced.The quasi-optimal detector,called the strong scattering cells’ number dependent order statistics（SND-OS） detector,takes the form of an average of maximum strong scattering cells with a known number.If the number of strong scattering cells is unknown in real situation,the multi-channel order statistics（MC-OS） detector is used.In each channel,a various number of maximums scattered from target are averaged.Then,the false alarm probability analysis and thresholds sets for each channel are given,following the detection results presented by means of Monte Carlo simulation strategy based on simulated target model and three measured targets.In particular,the theoretical analysis and simulation results highlight that the MC-OS detector can efficiently detect range-spread targets in white Gaussian noise.

Analysis of linear weighted order statistics CFAR algorithm

CFAR technique is widely used in radar targets detection fields. Traditional algorithm is cell averaging (CA), which can give a good detection performance in a relatively ideal environment. Recently, censoring technique is adopted to make the detector perform robustly. Ordered statistic (OS) and trimmed mean (TM) methods are proposed. TM methods treat the reference samples which participate in clutter power estimates equally, but this processing will not realize the effective estimates of clutter power. Therefore, in this paper a quasi best weighted (QBW) order statistics algorithm is presented. In special cases, QBW reduces to CA and the censored mean level detector (CMLD).

On-line blind source separation algorithm based on second order statistics

An on-line blind source separation （BSS） algorithm is presented in this paper under the assumption that sources are temporarily correlated signals. By using only some of the observed samples in a recursive calculation, the whitening matrix and the rotation matrix could be approximately obtained through the measurement of only one cost function. SimNations show goad performance of the algorithm.

Quantile Version of Mathai-Haubold Entropy of Order Statistics

Many researchers measure the uncertainty of a random variable using quantile-based entropy techniques.These techniques are useful in engineering applications and have some exceptional characteristics than their distribution function method.Considering order statistics,the key focus of this article is to propose new quantile-based Mathai-Haubold entropy and investigate its characteristics.The divergence measure of theMathai-Haubold is also considered and some of its properties are established.Further,based on order statistics,we propose the residual entropy of the quantile-based Mathai-Haubold and some of its property results are proved.The performance of the proposed quantile-based Mathai-Haubold entropy is investigated by simulation studies.Finally,a real data application is used to compare our proposed quantile-based entropy to the existing quantile entropies.The results reveal the outperformance of our proposed entropy to the other entropies.

Identification of the Wave-Particles Interaction in Space Plasma Using Higher-Order Statistics

The interaction of wave-particles and wave-wave in the space plasmas are essentially non-linear or non-Gaussian processes. Using the higher-order statistical analyses methods (higher-order moments and bi-tri correlation or bi-tri spectrum), its physical properties can be described. The question addressed in this paper is that of the usefulness of higher-order statistical analysis for identification of the wave-particles interaction in space plasmas. The signals handled are from the ARCAD-3 ISOPROBE experiment on ELF frequency range, then strong electrostatic turbulence and electron density irregularities. Second and third order statistical analyses are applied: first, on time series associated with each type of measurement, then, on the two types. All results are presented for one typical case. Correlation functions estimated over the corresponding time intervals point out the existence of a, non-linear interaction between these fluctuations and electrostatic filed.

SOME COMPARISONS BETWEEN GENERALIZED ORDER STATISTICS

Some stochastic comparisons of generalized order statistics under the right spread order, the location independent riskier order and the total time transform order are investigated in this paper. The underlying distributions and parameters on which generalized order statistics are based are also surveyed to obtain the conditions for increasing the expectations of spacings between the first two generalized order statistics and between the last two generalized order statistics.

On Relations for Moments of Generalized Order Statistics for Lindley–Weibull Distribution

Moments of generalized order statistics appear in several areas of science and engineering.These moments are useful in studying properties of the random variables which are arranged in increasing order of importance,for example,time to failure of a computer system.The computation of these moments is sometimes very tedious and hence some algorithms are required.One algorithm is to use a recursive method of computation of these moments and is very useful as it provides the basis to compute higher moments of generalized order statistics from the corresponding lower-order moments.Generalized order statistics pro-vides several models of ordered data as a special case.The moments of general-ized order statistics also provide moments of order statistics and record values as a special case.In this research,the recurrence relations for single,product,inverse and ratio moments of generalized order statistics will be obtained for Lindley–Weibull distribution.These relations will be helpful for obtained moments of gen-eralized order statistics from Lindley–Weibull distribution recursively.Special cases of the recurrence relations will also be obtained.Some characterizations of the distribution will also be obtained by using moments of generalized order statistics.These relations for moments and characterizations can be used in differ-ent areas of computer sciences where data is arranged in increasing order.

Lottery Numbers and Ordered Statistics

The lottery has long captivated the imagination of players worldwide, offering the tantalizing possibility of life-changing wins. While winning the lottery is largely a matter of chance, as lottery drawings are typically random and unpredictable. Some people use the lottery terminal randomly generates numbers for them, some players choose numbers that hold personal significance to them, such as birthdays, anniversaries, or other important dates, some enthusiasts have turned to statistical analysis as a means to analyze past winning numbers identify patterns or frequencies. In this paper, we use order statistics to estimate the probability of specific order of numbers or number combinations being drawn in future drawings.

Rates of convergence of powered order statistics from general error distribution

Let{Xn:n≥1}be a sequence of independent random variables with common general error distribution GED(v)with shape parameter v>0,and let Mn,r denote the r-th largest order statistics of X1,X2,...,Xn.With different normalizing constants the distributional expansions and the uniform convergence rates of normalized powered order statistics|Mn,r|p are established.An alternative method is presented to estimate the probability of the r-th extremes.Numerical analyses are provided to support the main results.

Ordering Results on Largest Order Statistics from Multiple-Outlier Gamma Variables

In this article,we carry out stochastic comparisons on the maximum order statistics arising from two batches of multiple-outlier gamma random variables with different shape and scale parameters.It is proved that,under certain conditions,the majorization order between the vectors of shape parameters together with the weak majorization order[p-larger order]between the vectors of scale parameters implies the likelihood ratio order[hazard rate order]between the largest order statistics.The results established here strengthen and generalize some known ones in the literature.

Nearly best linear estimates of logistic parameters based on complete ordered statistics

Deals with the determination of the nearly best linear estimates of location and scale parameters of a logistic population, when both parameters are unknown, by introducing Blom’s semi empirical ’α,β correction’ into the asymptotic mean and covariance formulae with complete and ordered samples taken into consideration and various nearly best linear estimates established and points out the high efficiency of these estimators relative to the best linear unbiased estimators (BLUEs) and other linear estimators makes them useful in practice.

Passive Steganalysis Based on Higher Order Image Statistics of Curvelet Transform

Steganographic techniques accomplish covert communication by embedding secret messages into innocuous digital images in ways that are imperceptible to the human eye. This paper presents a novel passive steganalysis strategy in which the task is approached as a pattern classification problem. A critical part of the steganalyser design depends on the selection of informative features. This paper is aimed at proposing a novel attack with improved performance indices with the following implications： 1） employing higher order statistics from a curvelet sub-band image representation that offers better discrimination ability for detecting stego anomalies in images, as compared to other conventional wavelet transforms; 2） increasing the sensitivity and specificity of the system by the feature reduction phase; 3） realizing the system using an efficient classification engine, a neuro-C4.5 classifier, which provides better classification rate. An extensive experimental evaluation on a database containing 5600 clean and stego images shows that the proposed scheme is a state-of-the-art steganalyser that outperforms other previous steganalytic methods.

Target detection for low angle radar based on multi-frequency order-statistics

For radar targets flying at low altitude, multiple pathways produce fade or enhancement relative to the level that would be expected in a free-space environment. In this paper, a new detec- tion method based on a wide-ranging multi-frequency radar for low angle targets is proposed. Sequential transmitting multiple pulses with different frequencies are first applied to decorrelate the cohe- rence of the direct and reflected echoes. After receiving all echoes, the multi-frequency samples are arranged in a sort descending ac- cording to the amplitude. Some high amplitude echoes in the same range cell are accumulated to improve the signal-to-noise ratio and the optimal number of high amplitude echoes is analyzed and given by experiments. Finally, simulation results are presented to verify the effectiveness of the method.

Edgeworth Expansion of Densities of Order Statistics with Fixed Rank

We give an Edgeworth expansion for densities of order statistics with fixed rank k. The Edgeworth expansion for densities of extreme values is then obtained as a special case k = 1.

On a New Version of Weibull Model:Statistical Properties,Parameter Estimation and Applications

In this paper,we introduce a new four-parameter version of the traditional Weibull distribution.It is able to provide seven shapes of hazard rate,including constant,decreasing,increasing,unimodal,bathtub,unimodal then bathtub,and bathtub then unimodal shapes.Some basic characteristics of the proposedmodel are studied,including moments,entropies,mean deviations and order statistics,and its parameters are estimated using the maximum likelihood approach.Based on the asymptotic properties of the estimators,the approximate confidence intervals are also taken into consideration in addition to the point estimators.We examine the effectiveness of the maximum likelihood estimators of the model’s parameters through simulation research.Based on the simulation findings,it can be concluded that the provided estimators are consistent and that asymptotic normality is a good method to get the interval estimates.Three actual data sets for COVID-19,engineering and blood cancer are used to empirically demonstrate the new distribution’s usefulness inmodeling real-world data.The analysis demonstrates the proposed distribution’s ability in modeling many forms of data as opposed to some of its well-known sub-models,such as alpha powerWeibull distribution.

APPROXIMATION TO THE EXPECTATION OF A FUNCTION OF ORDER STATISTICS AND ITS APPLICATIONS

Let {Un. n≥1 } be a sequence of i.i.d. random variables uniformly distributed on the interval (0,1 ). For each n≥1, denote the order statistics of U1…,Un by Un, 1≤…≤Un,n. Under very general conditions on the ranks kn.1.….m, we give an approximation to Eg(Un,kn.,1'',Un.kn,m ) for any m-dimensional bounded and Borel measurable function g. The approximation provides a unified approach to asymptotic distributions of a wide variety of order statistics, including the trimmed sums, U-statistics based on trimmed samples and the estimators for the index of an extreme value distribution. As the first applications, we discuss the central limit theorems for the so-called generalized Pickands’estimator and generalized moment estimator.

ERRATA TO: “λ-Statistical Convergence of Order α” Acta Mathematica Scientia 2011, 31B(3): 953-959

The sequences defined in Example 3 and Example 4 do not serve our purpose for any λ = （λn）. Because this sequences are just the sequences x = （xk） = （k） and x = （xk） = （1） respectively and any term of these sequences can not be 0. In this short not we give Example 3＊ and Example 4＊ to show that the inclusions given in Theorem 2.4 and Theorem 2.9 are strict for some λ = （λn） , α and β such that 0 α β ≤ 1.

Comparison of Block Design Nonparametric Subset Selection Rules Based on Alternative Scoring Rules

This article compares the size of selected subsets using nonparametric subset selection rules with two different scoring rules for the observations. The scoring rules are based on the expected values of order statistics of the uniform distribution (yielding rank values) and of the normal distribution (yielding normal score values). The comparison is made using state motor vehicle traffic fatality rates, published in a 2016 article, with fifty-one states (including DC as a state) and over a nineteen-year period (1994 through 2012). The earlier study considered four block design selection rules—two for choosing a subset to contain the “best” population (i.e., state with lowest mean fatality rate) and two for the “worst” population (i.e., highest mean rate) with a probability of correct selection chosen to be 0.90. Two selection rules based on normal scores resulted in selected subset sizes substantially smaller than corresponding rules based on ranks (7 vs. 16 and 3 vs. 12). For two other selection rules, the subsets chosen were very close in size (within one). A comparison is also made using state homicide rates, published in a 2022 article, with fifty states and covering eight years. The results are qualitatively the same as those obtained with the motor vehicle traffic fatality rates.

Representations for reliability functions of conditional coherent systems with INID components and ordered properties

This paper presents several useful mixture representations for the reliability function of the residual live of a coherent system with independent but non-identically distributed components. These presentations are based on order statistics, signatures and mean reliability functions. We then discuss some stochastic comparisons of residual lives between two systems based on the stochastic ordering of coefficient vectors （or components） of the two systems. These results form nice extensions of some known results for the case of independent and identically distributed components.