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concomitants
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Definitions of concomitants in various dictionaries:
noun - an event or situation that happens at the same time as or in connection with another
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Possible Dictionary Clues |
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Plural form of concomitant. |
Naturally accompanying or associated. |
A phenomenon that naturally accompanies or follows something. |
Concomitants might refer to |
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In statistics, the concept of a concomitant, also called the induced order statistic, arises when one sorts the members of a random sample according to corresponding values of another random sample. * Let (Xi, Yi), i = 1, . . ., n be a random sample from a bivariate distribution. If the sample is ordered by the Xi, then the Y-variate associated with Xr:n will be denoted by Y[r:n] and termed the concomitant of the rth order statistic. * Suppose the parent bivariate distribution having the cumulative distribution function F(x,y) and its probability density function f(x,y), then the probability density function of rth concomitant * * * * * Y * * [ * r * : * n * ] * * * * * {\displaystyle Y_{[r:n]}} * for * * * * 1 * ≤ * r * ≤ * n * * * {\displaystyle 1\leq r\leq n} * is* * * * * f * * * Y * * [ * r * : * n * ] * * * * * ( * y * ) * = * * ∫ * * − * ∞ * * * ∞ * * * * f * * Y * ∣ * X * * * ( * y * * | * * x * ) * * f * * * X * * r * : * n * * * * * ( * x * ) * * * d * * x * * * {\displaystyle f_{Y_{[r:n]}}(y)=\int _{-\infty }^{\infty }f_{Y\mid X}(y|x)f_{X_{r:n}}(x)\,\mathrm {d} x} * * If all * * * * ( * * X * * i * * * , * * Y * * i * * * ) * * * {\displaystyle (X_{i},Y_{i})} * are assumed to be i.i.d., then for * * * * 1 * ≤ * * r * * 1 * * * < * ⋯ * < * * r * * k * * * ≤ * n * * * {\displaystyle 1\leq r_{1}<\cdots * * * * * ( * * * Y * * [ * * r * * 1 * * * : * n * ] * * * , * ⋯ * , * * Y * * [ * * r * * k * * * ... |