A Nonparametric Multiple Comparison Test for Differences in Scale Parameters.
A nonparametric test of zero intrapair correlation
The author applies the test criterion of P. Rothety to the statistical analysis of the positive correclation of symmetric pairs of observations. In this particular case he arrives at some new results. His work ends with a general proof of the consistency of Rothery's test.
A non-uniform bound for translated Poisson approximation.
A note about operations like (the weakest -norm) based addition on fuzzy intervals
We investigate a relation about subadditivity of functions. Based on subadditivity of functions, we consider some conditions for continuous -norms to act as the weakest -norm -based addition. This work extends some results of Marková-Stupňanová [15], Mesiar [18].
A note about the chaotic behavoir of the Wald interval for a binomial proportion.
A Note Invariance Principles for v. Mises'-Statistics.
A Note on a Mixing Problem and the Schützenberger Inequality.
A Note on a Moment Recurrence Relations and Limiting Forms of Binomial Poisson Distribution.
A note on a selection problem
A Note on a Sequence of Quadratic Forms
A Note On A Sequential Probability Ratio Test.
A Note on Acceptance Sampling for Variables.
A note on Ahlers and Lewis' representation of the best linear unbiased estimator in the general Gauss-Markoff model
A note on almost sure convergence and convergence in measure
The present article studies the conditions under which the almost everywhere convergence and the convergence in measure coincide. An application in the statistical estimation theory is outlined as well.
A note on an extension of a theorem of Morozenskiĭ
A note on an individual bioequivalence setting.
A note on an open problem in the foundations of statistics.
Estudiamos un problema abierto en los fundamentos de la estadística, el de modelizar imprecisión en preferencias y creencias dentro del marco de la utilidad esperada. Este problema fundamenta el análisis de sensibilidad en estadística bayesiana. Proporcionamos una solución en términos de utilidades esperadas dependientes del estado.
A note on Anderson's note on a stationary autoregressive process
A form of the covariance matrix of a weakly stationary first-order autoregressive process is established.
A note on asymptotic linearity of -statistics in nonlinear models
A note on Bayes estimates for exponential families.