On the Probability of Finding Extremes in a Random Set

We consider a sequence <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mfenced separators="" open="(" close=")"><msub><mi mathvariant="bold">Z<...

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Κύριοι συγγραφείς: Anișoara Maria Răducan, Constanța Zoie Rădulescu, Marius Rădulescu, Gheorghiță Zbăganu
Μορφή: Άρθρο
Γλώσσα:English
Έκδοση: MDPI AG 2022-05-01
Σειρά:Mathematics
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Διαθέσιμο Online:https://www.mdpi.com/2227-7390/10/10/1623
Περιγραφή
Περίληψη:We consider a sequence <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mfenced separators="" open="(" close=")"><msub><mi mathvariant="bold">Z</mi><mi>j</mi></msub></mfenced><mrow><mi>j</mi><mo>≥</mo><mn>1</mn></mrow></msub></semantics></math></inline-formula> of i.i.d. <i>d</i>-dimensional random vectors and for every <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>n</mi><mo>≥</mo><mn>1</mn></mrow></semantics></math></inline-formula> consider the sample <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><msub><mi mathvariant="script">S</mi><mi>n</mi></msub><mo>=</mo><mrow><mo>{</mo><msub><mi mathvariant="bold">Z</mi><mn>1</mn></msub><mo>,</mo><msub><mi mathvariant="bold">Z</mi><mn>2</mn></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mi mathvariant="bold">Z</mi><mi>n</mi></msub><mo>}</mo></mrow><mo>.</mo></mrow></semantics></math></inline-formula> We say that <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi mathvariant="bold">Z</mi><mi>j</mi></msub></semantics></math></inline-formula> is a “leader” in the sample <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi mathvariant="script">S</mi><mi>n</mi></msub></semantics></math></inline-formula> if <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><msub><mi mathvariant="bold">Z</mi><mi>j</mi></msub><mo>≥</mo><msub><mi mathvariant="bold">Z</mi><mi>k</mi></msub><mo>,</mo></mrow></semantics></math></inline-formula><inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>∀</mo><mi>k</mi><mo>∈</mo><mo>{</mo><mn>1</mn><mo>,</mo><mn>2</mn><mo>,</mo><mo>…</mo><mo>,</mo><mi>n</mi><mo>}</mo><mspace width="0.166667em"></mspace><mspace width="4pt"></mspace></mrow></semantics></math></inline-formula>and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi mathvariant="bold">Z</mi><mi>j</mi></msub></semantics></math></inline-formula> is an “anti-leader” if <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><msub><mi mathvariant="bold">Z</mi><mi>j</mi></msub><mo>≤</mo><msub><mi mathvariant="bold">Z</mi><mi>k</mi></msub><mo>,</mo></mrow></semantics></math></inline-formula><inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>∀</mo><mi>k</mi><mo>∈</mo><mo>{</mo><mn>1</mn><mo>,</mo><mn>2</mn><mo>,</mo><mo>…</mo><mo>,</mo><mi>n</mi><mo>}</mo></mrow></semantics></math></inline-formula>. After all, the leader and the anti-leader are the naive extremes. Let <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>a</mi><mi>n</mi></msub></semantics></math></inline-formula> be the probability that <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi mathvariant="script">S</mi><mi>n</mi></msub></semantics></math></inline-formula> has a leader, <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>b</mi><mi>n</mi></msub></semantics></math></inline-formula> be the probability that <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi mathvariant="script">S</mi><mi>n</mi></msub></semantics></math></inline-formula> has an anti-leader and <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>c</mi><mi>n</mi></msub></semantics></math></inline-formula> be the probability that <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi mathvariant="script">S</mi><mi>n</mi></msub></semantics></math></inline-formula> has both a leader and an anti-leader. One of the aims of the paper is to compute, or, at least to estimate, or if even that is not possible, to estimate the limits of this quantities. Another goal is to find conditions on the distribution <i>F</i> of <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mfenced separators="" open="(" close=")"><msub><mi mathvariant="bold">Z</mi><mi>j</mi></msub></mfenced><mrow><mi>j</mi><mo>≥</mo><mn>1</mn></mrow></msub></semantics></math></inline-formula> so that the inferior limits of <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><msub><mi>a</mi><mi>n</mi></msub><mo>,</mo><msub><mi>b</mi><mi>n</mi></msub><mo>,</mo><msub><mi>c</mi><mi>n</mi></msub></mrow></semantics></math></inline-formula> are positive. We give examples of distributions for which we can compute these probabilities and also examples when we are not able to do that. Then we establish conditions, unfortunately only sufficient when the limits are positive. Doing that we discovered a lot of open questions and we make two annoying conjectures—annoying because they seemed to be obvious but at a second thought we were not able to prove them. It seems that these problems have never been approached in the literature.
ISSN:2227-7390