Hostname: page-component-8448b6f56d-dnltx Total loading time: 0 Render date: 2024-04-23T06:54:33.730Z Has data issue: false hasContentIssue false

On Tournaments and negative dependence

Published online by Cambridge University Press:  07 February 2023

Yaakov Malinovsky*
Affiliation:
University of Maryland, Baltimore County
Yosef Rinott*
Affiliation:
The Hebrew University of Jerusalem
*
*Postal address: Department of Mathematics and Statistics, University of Maryland, Baltimore County, Baltimore, USA. Email: yaakovm@umbc.edu
**Postal address: Department of Statistics and Federmann Center for the Study of Rationality, The Hebrew University of Jerusalem, Israel. Email: yosef.rinott@mail.huji.ac.il

Abstract

Negative dependence of sequences of random variables is often an interesting characteristic of their distribution, as well as a useful tool for studying various asymptotic results, including central limit theorems, Poisson approximations, the rate of increase of the maximum, and more. In the study of probability models of tournaments, negative dependence of participants’ outcomes arises naturally, with application to various asymptotic results. In particular, the property of negative orthant dependence was proved in several articles for different tournament models, with a special proof for each model. In this note we unify these results by proving a stronger property, negative association, a generalization leading to a very simple proof. We also present a natural example of a knockout tournament where the scores are negatively orthant dependent but not negatively associated. The proof requires a new result on a preservation property of negative orthant dependence that is of independent interest.

Type
Original Article
Copyright
© The Author(s), 2023. Published by Cambridge University Press on behalf of Applied Probability Trust

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Adler, I., Cao, Y., Karp, R., Peköz, E. A. and Ross, S. M. (2017). Random knockout tournaments. Operat. Res. 65, 15891596.CrossRefGoogle Scholar
Barbour, A. D., Holst, L. and Janson, S. (1992). Poisson Approximation (Oxford Studies in Probability). The Clarendon Press, Oxford.Google Scholar
Benjamini, Y. and Yekutieli, D. (2001). The control of the false discovery rate in multiple testing under dependency. Ann. Statist. 29, 11651188.CrossRefGoogle Scholar
Bradley, R. A. and Terry, M. E. (1952). Rank analysis of incomplete block designs. I. The method of paired comparisons. Biometrika 39, 324345.Google Scholar
Bruss, F. T. and Ferguson, T. S. (2018). Testing equality of players in a round-robin tournament. Math. Sci. 43, 125136.Google Scholar
Bulinski, A. and Shashkin, A. (2007). Limit Theorems for Associated Random Fields and Related Systems (Adv. Ser. Statist. Sci. Appl. Prob. 10). World Scientific, Hackensack, NJ.Google Scholar
Daly, F. (2016). Negative dependence and stochastic orderings. ESAIM Prob. Statist. 20, 4565.CrossRefGoogle Scholar
Efron, B. (1965). Increasing properties of Pólya frequency functions. Ann. Math. Statist. 36, 272279.CrossRefGoogle Scholar
Goldstein, L. and Wiroonsri, N. (2018). Stein’s method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process. Ann. Inst. H. Poincaré Prob. Statist. 54, 385421.CrossRefGoogle Scholar
Huber, P. J. (1963). A remark on a paper of Trawinski and David entitled: Selection of the best treatment in a paired comparison experiment. Ann. Math. Statist. 34, 9294.CrossRefGoogle Scholar
Joag-Dev, K. and Proschan, F. (1983). Negative association of random variables, with applications. Ann. Statist. 11, 286295.CrossRefGoogle Scholar
Joe, H. (1997). Multivariate Models and Dependence Concepts (Monographs Statist. Appl. Prob. 73). Chapman & Hall, London.Google Scholar
Joe, H. (2015). Dependence Modeling with Copulas (Monographs Statist. Appl. Prob. 134). CRC Press, Boca Raton, FL.Google Scholar
Karlin, S. and Rinott, Y. (1980). Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions. J. Multivar. Anal. 10, 467498.CrossRefGoogle Scholar
Lehmann, E. L. (1966). Some concepts of dependence. Ann. Math. Statist., 37, 11371153.CrossRefGoogle Scholar
Malinovsky, Y. (2022). On the distribution of winners’ scores in a round-robin tournament. Prob. Eng. Inf. Sci. 36, 1098–1102.Google Scholar
Malinovsky, Y. (2022). Correction to “On the distribution of winners’ scores in a round-robin tournament.” To appear in Prob. Eng. Inf. Sci. DOI: https://doi.org/10.1017/S0269964822000158.CrossRefGoogle Scholar
Malinovsky, Y. and Moon, J. W. (2022). On the negative dependence inequalities and maximal score in round-robin tournaments. Statist. Prob. Lett. 185, 109432.CrossRefGoogle Scholar
Moon, J. W. (2013). Topics on Tournaments. Available at https://www.gutenberg.org/ebooks/42833.Google Scholar
Müller, A. (1997). Stochastic orders generated by integrals: A unified study. Adv. Appl. Prob. 29, 414428.CrossRefGoogle Scholar
Müller, A. and Stoyan, D. (2002). Comparison Methods for Stochastic Models and Risks. John Wiley, Chichester.Google Scholar
Newman, C. M. (1984). Asymptotic independence and limit theorems for positively and negatively dependent random variables. In Proc. Symp. Inequalities in Statist. Prob. (IMS Statist. Lect. Notes Monograph Ser. 5), ed. Tong, Y. L.. Institute of Mathematical Statistics, pp. 127–140.CrossRefGoogle Scholar
Pemantle, R. (2000). Towards a theory of negative dependence. J. Math. Phys. 41, 13711390.CrossRefGoogle Scholar
Puceeti, G. and Wang, R. (2015). Extremal dependence concepts. Statist. Sci. 30, 485517.Google Scholar
Rinott, Y. and Pollak, M. (1980). A stochastic ordering induced by a concept of positive dependence and monotonicity of asymptotic test sizes. Ann. Statist. 190, 8198.Google Scholar
Rinott, Y. and Scarsini, M. (2020). On the number of pure strategy Nash equilibria in random games. Games Econom. Behavior 33, 274293.CrossRefGoogle Scholar
Ross, S. M. (2016). Improved Chen–Stein bounds on the probability of a union. J. Appl. Prob. 53, 12651270.CrossRefGoogle Scholar
Ross, S. M. (2022). Team’s seasonal win probabilities. Prob. Eng. Inf. Sci. 36, 988–998CrossRefGoogle Scholar
Roussas, G. G. (1999). Positive and negative dependence with some statistical applications. In Asymptotics, Nonparametrics, and Time Series (Statist. Textbooks Monogr. 158), ed. S. Ghosh. Dekker, New York, pp. 757788.Google Scholar
Rüschendorf, L. (2013). Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios. Springer, Heidelberg.CrossRefGoogle Scholar
Samuel-Cahn, E. (1996). Is the Simes improved Bonferroni procedure conservative? Biometrika 83, 928933.CrossRefGoogle Scholar
Sarkar, S. K. and Chang, C.-K. (1997). The Simes method for multiple hypothesis testing with positively dependent test statistics. J. Amer. Statist. Assoc. 92, 16011608.CrossRefGoogle Scholar
Shaked, M. and Shanthikumar, J. G. (2007). Stochastic Orders. Springer, New York.CrossRefGoogle Scholar
Zermelo, E. (1929). Die Berechnung der Turnier-Ergebnisse als ein Maximumproblem der Wahrscheinlichkeitsrechnung. Math. Z. 29, 436460.CrossRefGoogle Scholar