The distribution of sizes of ordered level sets

Statistics & Probability Letters（2001）

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摘要

The level sets obtained from an equal weights isotonic regression are often of interest. Here we derive the joint distribution of the sizes of the level sets ordered from largest to smallest and show they have the same distribution as three other processes. We also establish some recurrence relations for marginal distributions.

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关键词

Level sets,Isotonic regression,Jump left process,Record value gaps,Permutations

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