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 form of the covariance matrix of a weakly stationary first-order autoregressive process is established.
We describe a class of bivariate copulas having a fixed diagonal section. The obtained class contains both the Fréchet upper and lower bounds and it allows to describe non-trivial tail dependence coefficients along both the diagonals of the unit square.
The noncentral -distribution is a generalization of the Student’s-distribution. In this paper we suggest an alternative approach for computing the cumulative distribution function (CDF) of the noncentral-distribution which is based on a direct numerical integration of a well behaved function. With a double-precision arithmetic, the algorithm provides highly precise and fast evaluation of the extreme tail probabilities of the noncentral -distribution, even for large values of the noncentrality...
We consider the problem of simultaneous testing of a finite number of null hypotheses , i=1,...,s. Starting from the classical paper of Lehmann (1957), it has become a very popular subject of research. In many applications, particularly in molecular biology (see e.g. Dudoit et al. (2003), Pollard et al. (2005)), the number s, i.e. the number of tested hypotheses, is large and the popular procedures that control the familywise error rate (FWERM) have small power. Therefore, we are concerned with...