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A Note on the Asymptotic Behaviour of a Periodic Multitype Galton-Watson Branching Process

González, M., Martínez, R., Mota, M. (2004)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 60J80.In this work, the problem of the limiting behaviour of an irreducible Multitype Galton-Watson Branching Process with period d greater than 1 is considered. More specifically, almost sure convergence of some linear functionals depending on d consecutive generations is studied under hypothesis of non extinction. As consequence the main parameters of the model are given a convenient interpretation from a practical point of view. For a better understanding...

A note on the computational complexity of hierarchical overlapping clustering

Mirko Křivánek (1985)

Aplikace matematiky

In this paper the computational complexity of the problem of the approximation of a given dissimilarity measure on a finite set X by a k -ultrametric on X and by a Robinson dissimilarity measure on X is investigared. It is shown that the underlying decision problems are NP-complete.

A note on the convolution of inverted-gamma distributions with applications to the Behrens-Fisher distribution.

Francisco Javier Girón, Carmen del Castillo (2001)

RACSAM

La distribución de Behrens-Fisher generalizada se define como convolución de dos distribuciones t de Student y se relaciona con la distribución gamma invertida por medio de un teorema de representación como una mixtura, respecto del parámetro de escala, de distribuciones normales cuando la distribución de mezcla es la convolución de dos distribuciones gamma invertidas. Un resultado importante de este artículo establece que la distribución de Behrens-Fisher con grados de libertad impares es mixtura...

A note on the distribution of angles associated to indefinite integral binary quadratic forms

Dragan Đokić (2019)

Czechoslovak Mathematical Journal

To each indefinite integral binary quadratic form Q , we may associate the geodesic in through the roots of quadratic equation Q ( x , 1 ) . In this paper we study the asymptotic distribution (as discriminant tends to infinity) of the angles between these geodesics and one fixed vertical geodesic which intersects all of them.

A note on the existence of the maximum likelihood estimate in variance components models

Mariusz Grządziel, Andrzej Michalski (2014)

Discussiones Mathematicae Probability and Statistics

In the paper, the problem of the existence of the maximum likelihood estimate and the REML estimate in the variance components model is considered. Errors in the proof of Theorem 3.1 in the article of Demidenko and Massam (Sankhyā 61, 1999), giving a necessary and sufficient condition for the existence of the maximum likelihood estimate in this model, are pointed out and corrected. A new proof of Theorem 3.4 in the Demidenko and Massam's article, concerning the existence of the REML estimate of...

A note on the Galambos copula and its associated Bernstein function

Jan-Frederik Mai (2014)

Dependence Modeling

There is an infinite exchangeable sequence of random variables {Xk}k∈ℕ such that each finitedimensional distribution follows a min-stable multivariate exponential law with Galambos survival copula, named after [7]. A recent result of [15] implies the existence of a unique Bernstein function Ψ associated with {Xk}k∈ℕ via the relation Ψ(d) = exponential rate of the minimum of d members of {Xk}k∈ℕ. The present note provides the Lévy–Khinchin representation for this Bernstein function and explores some...

A note on the IPF algorithm when the marginal problem is unsolvable

Claudio Asci, Mauro Piccioni (2003)

Kybernetika

In this paper we analyze the asymptotic behavior of the IPF algorithm for the problem of finding a 2x2x2 contingency table whose pair marginals are all equal to a specified 2x2 table, depending on a parameter. When this parameter lies below a certain threshold the marginal problem has no solution. We show that in this case the IPF has a “period three limit cycle” attracting all positive initial tables, and a bifurcation occur when the parameter crosses the threshold.

A note on the likelihood and moments of the skew-normal distribution.

Eliseo Martínez, Héctor Varela, Héctor W. Gómez, Heleno Bolfarine (2008)

SORT

In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood...

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