Order statistics
February 20, 2019 — March 17, 2020
ordinal
probability
regression
statistics
For a sample of independent observations
Todo: connection to maximum processes, learning ranking, simplex…
Hung Chen’s notes are good.
Gwern did some fun engineering of order statistics, which edges around some general properties of joint maximal statistics of elliptical copulas.
My one-weird-trick in this domain is for sums of top-
1 References
Nagaraja. 2006. “Order Statistics from Independent Exponential Random Variables and the Sum of the Top Order Statistics.” In Advances in Distribution Theory, Order Statistics, and Inference.