On the Estimation of Pr {Y < X} for Two Parameter Exponential Distribution.
On the estimation of the autocorrelation function
The autocorrelation function has a very important role in several application areas involving stochastic processes. In fact, it assumes the theoretical base for Spectral analysis, ARMA (and generalizations) modeling, detection, etc. However and as it is well known, the results obtained with the more current estimates of the autocorrelation function (biased or not) are frequently bad, even when we have access to a large number of points. On the other hand, in some applications, we need to perform...
On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
On the estimation of the drift coefficient in diffusion processes with random stopping times.
This paper considers stochastic differential equations with solutions which are multidimensional diffusion processes with drift coefficient depending on a parametric vector θ. By considering a trajectory observed up to a stopping time, the maximum likelihood estimator for θ has been obtained and its consistency and asymptotic normality have been proved.
On the evaluation of properties of the sequential probability ratio test for statistically dependent observations
On the exact distribution of L1(vc) of Votaw.
This paper deals with the exact distribution of L1(vc) of Votaw. The results are given in terms of Meijer's G-function as well as in series form suitable for computation of percentage points.
On the existence and uniqueness of the maximum likelihood estimators of normal and lognormal population parameters with grouped data.
On the experience utilization in statistical decisions
On the Exponential Law.
On the extremal behavior of a Pareto process: an alternative for ARMAX modeling
In what concerns extreme values modeling, heavy tailed autoregressive processes defined with the minimum or maximum operator have proved to be good alternatives to classical linear ARMA with heavy tailed marginals (Davis and Resnick [8], Ferreira and Canto e Castro [13]). In this paper we present a complete characterization of the tail behavior of the autoregressive Pareto process known as Yeh-Arnold-Robertson Pareto(III) (Yeh et al. [32]). We shall see that it is quite similar to the first order...
On the factorization criterion for quantum statistics
On the foundations of statistics and decision theory.
An elementary axiomatic foundation for decision theory is presented at a general enough level to cover standard applications of Bayesian methods. The intuitive meaning of both axioms and results is stressed. It is argued that statistical inference is a particular decision problem to which the axiomatic argument fully applies.
On the frequentist and Bayesian approaches to hypothesis testing.
Hypothesis testing is a model selection problem for which the solution proposed by the two main statistical streams of thought, frequentists and Bayesians, substantially differ. One may think that this fact might be due to the prior chosen in the Bayesian analysis and that a convenient prior selection may reconcile both approaches. However, the Bayesian robustness viewpoint has shown that, in general, this is not so and hence a profound disagreement between both approaches exists. In this paper...
On the functional equation f(x) g(y) = p(x+y) q(x/y).
On the functional equation f(x) g(y) = p(x+y) q(x/y). (Short Communication).
On the fundamental matrix of finite state Markov chains, its eigensystem and its relation to hitting times.
On the General Problem of Adjustment of Measured Values
On the generalization and estimation for the double Poisson distribution.
The bivariate forms of many important discrete probability distributions have been studied by many statisticians. The trinomial, the double Poisson, the bivariate negative binomial, and the bivariate logarithmic series distributions are in fact the bivariate generalizations of the well known univariate distributions. A systematic account of various families of distributions of bivariate discrete random variables have been given by Patil and Joshi (11), Johnson and Kotz (4), and Mardia (9) in their...
On the Generalization of Rao, Hartley and Cochran's Scheme.
On the generalization of the STER distribution applied to generalized hypergeometric parents