A unified terminology in block designs
Partially efficiency balanced (PEB) designs with m efficiency classes have been defined by Puri and Nigam [15] as block designs which have simple analysis and, if properly used, allow the important contrasts to be estimated with desired efficiency. Such designs can be made available in varying replications and/or unequal block sizes. However, any block design is a PEB design with m efficiency classes for some m < v, where v is the number of treatments in the design. So the term "PEB" itself is...
A uniform central limit theorem for dependent variables
Niemiro and Zieliński (2007) have recently obtained uniform asymptotic normality for the Bernoulli scheme. This paper concerns a similar problem. We show the uniform central limit theorem for a sequence of stationary random variables.
A variant of gravitational classification
In this article there is proposed a new two-parametrical variant of the gravitational classification method. We use the general idea of objects' behavior in a gravity field. Classification depends on a test object's motion in a gravity field of training points. To solve this motion problem, we use a simulation method. This classifier is compared to the 1NN method, because our method tends towards it for some parameter values. Experimental results on different data sets demonstrate an improvement...
A versatile scheme for predicting renewal times
There are two kinds of universal schemes for estimating residual waiting times, those where the error tends to zero almost surely and those where the error tends to zero in some integral norm. Usually these schemes are different because different methods are used to prove their consistency. In this note we will give a single scheme where the average error is eventually small for all time instants, while the error itself tends to zero along a sequence of stopping times of density one.
A Vertex-Exchange-Method in D-optimal Design Theory.
A view on filtering of continuous data signals
A viscosity solution method for Shape-From-Shading without image boundary data
In this paper we propose a solution of the Lambertian shape-from-shading (SFS) problem by designing a new mathematical framework based on the notion of viscosity solution. The power of our approach is twofolds: (1) it defines a notion of weak solutions (in the viscosity sense) which does not necessarily require boundary data. Moreover, it allows to characterize the viscosity solutions by their “minimums”; and (2) it unifies the works of [Rouy and Tourin, SIAM J. Numer. Anal.29 (1992) 867–884],...
A weak law of large numbers for the sample covariance matrix.
A weak notion of equivalence in Bayesian statistical theory.
A weighted version of Gamma distribution
Weighted Gamma (WG), a weighted version of Gamma distribution, is introduced. The hazard function is increasing or upside-down bathtub depending upon the values of the parameters. This distribution can be obtained as a hidden upper truncation model. The expressions for the moment generating function and the moments are given. The non-linear equations for finding maximum likelihood estimators (MLEs) of parameters are provided and MLEs have been computed through simulations and also for a real data...
A zero-inflated geometric INAR(1) process with random coefficient
Many real-life count data are frequently characterized by overdispersion, excess zeros and autocorrelation. Zero-inflated count time series models can provide a powerful procedure to model this type of data. In this paper, we introduce a new stationary first-order integer-valued autoregressive process with random coefficient and zero-inflated geometric marginal distribution, named ZIGINAR process, which contains some sub-models as special cases. Several properties of the process are established....
A zero-inflated occupancy distribution: Exact results and Poisson convergence.
Aalen additive model: an application to data of sinusitis in patients with AIDS.
About a fixed precision estimation of the parameter of uniform density
About “Correlations” (1937).
About one problem of Bernoulli and Euler from the theory of statistical estimation.
We consider some results by D. Bernoulli and L. Euler on the method of maximum likelihood in parametric estimation. The statistical analysis is made by considering a parametric family with a shift parameter.
About stability of risk-seeking optimal stopping
We offer the quantitative estimation of stability of risk-sensitive cost optimization in the problem of optimal stopping of Markov chain on a Borel space . It is supposed that the transition probability , is approximated by the transition probability , , and that the stopping rule , which is optimal for the process with the transition probability is applied to the process with the transition probability . We give an upper bound (expressed in term of the total variation distance: for...
About statistics as a discipline in India.
About the best linear unbiased predictor (BLUP) and associated restrictions. (Sobre la construcción del mejor predictor lineal insesgado (BLUP) y restricciones asociadas.)