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Sufficiency in bayesian models

Konrad Furmańczyki, Wojciech Niemiro (1998)

Applicationes Mathematicae

We consider some fundamental concepts of mathematical statistics in the Bayesian setting. Sufficiency, prediction sufficiency and freedom can be treated as special cases of conditional independence. We give purely probabilistic proofs of the Basu theorem and related facts.

Sufficient conditions for the strong consistency of least squares estimator with α-stable errors

João Tiago Mexia, João Lita da Silva (2007)

Discussiones Mathematicae Probability and Statistics

Let Y i = x i T β + e i , 1 ≤ i ≤ n, n ≥ 1 be a linear regression model and suppose that the random errors e₁, e₂, ... are independent and α-stable. In this paper, we obtain sufficient conditions for the strong consistency of the least squares estimator β̃ of β under additional assumptions on the non-random sequence x₁, x₂,... of real vectors.

Suitability of linearization of nonlinear problems not only in biology and medicine

Jana Vrbková (2009)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

Biology and medicine are not the only fields that present problems unsolvable through a linear models approach. One way to overcome this obstacle is to use nonlinear methods, even though these are not as thoroughly explored. Another possibility is to linearize and transform the originally nonlinear task to make it accessible to linear methods. In this aricle I investigate an easy and quick criterion to verify suitability of linearization of nonlinear problems via Taylor series expansion so that...

Sumas acumuladas conjuntas. Tablas.

Carlos Polo Miranda, Montserrat Pepió Viñals (1990)

Qüestiió

Las Tablas de la Longitud de Ráfaga Media (LRM) para los Gráficos de Control por Sumas Acumuladas (SUMAC) sólo se habían deducido para el control de la media de un proceso distribuido normalmente, si bien también puede salir fuera de control por la variabilidad. Este trabajo describe cómo seleccionar los parámetros de un esquema SUMAC, para la media y desviación tipo muestrales, según la situación bajo control especificada conjuntamente por la media m0 y la desviación tipo σ0, y el estado fuera...

Superposition of diffusions with linear generator and its multifractal limit process

End Iglói, György Terdik (2003)

ESAIM: Probability and Statistics

In this paper a new multifractal stochastic process called Limit of the Integrated Superposition of Diffusion processes with Linear differencial Generator (LISDLG) is presented which realistically characterizes the network traffic multifractality. Several properties of the LISDLG model are presented including long range dependence, cumulants, logarithm of the characteristic function, dilative stability, spectrum and bispectrum. The model captures higher-order statistics by the cumulants. The relevance...

Superposition of Diffusions with Linear Generator and its Multifractal Limit Process

Endre Iglói, György Terdik (2010)

ESAIM: Probability and Statistics

In this paper a new multifractal stochastic process called Limit of the Integrated Superposition of Diffusion processes with Linear differencial Generator (LISDLG) is presented which realistically characterizes the network traffic multifractality. Several properties of the LISDLG model are presented including long range dependence, cumulants, logarithm of the characteristic function, dilative stability, spectrum and bispectrum. The model captures higher-order statistics by the cumulants. The relevance...

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