In this article, we begin with an asymptotic comparison at optimal levels of the so-called "maximum likelihood" (ML) extreme value index estimator, based on the excesses over a high random threshold, denoted PORT-ML, with PORT standing for peaks over random thresholds, with a similar ML estimator, denoted PORT-MP, with MP standing for modified-Pareto. The PORT-MP estimator is based on the same excesses, but with a trial of accommodation of bias on the Generalized Pareto model underlying those excesses....

Let $\left\{X_{ij}\right\}$, $i,j=\cdots$, be a double array of independent and identically distributed (i.i.d.) real random variables with $E{X}_{11}=\mu$, $E|X_{11}{-\mu |}^2=1$ and $E|X_{11}{|}^{4}lt;\infty$. Consider sample covariance matrices (with/without empirical centering) $𝒮=\frac{1}{n}{\sum }_{j=1}^n({𝐬}_j-\overline{𝐬}){({𝐬}_j-\overline{𝐬})}^T$ and $𝐒=\frac{1}{n}{\sum }_{j=1}^n{𝐬}_j{𝐬}_j^T$, where $\overline{𝐬}=\frac{1}{n}{\sum }_{j=1}^n{𝐬}_j$ and ${𝐬}_j={𝐓}_n^{1/2}{(X_{1j},...,X_{pj})}^T$ with ${\left({𝐓}_n^{1/2}\right)}^2={𝐓}_n$, non-random symmetric non-negative definite matrix. It is proved that central limit theorems of eigenvalue statistics of $𝒮$ and $𝐒$ are different as $n\to \infty$ with $p/n$ approaching a positive constant. Moreover, it is also proved that such a different behavior is not observed in the average behavior...

The paper is motivated by the stochastic comparison of the reliability of non-repairable $k$-out-of-$n$ systems. The lifetime of such a system with nonidentical components is compared with the lifetime of a system with identical components. Formally the problem is as follows. Let $U_i,i=1,...,n,$ be positive independent random variables with common distribution $F$. For ${\lambda }_i\>0$ and $\mu \>0$, let consider $X_i=U_i/{\lambda }_i$ and $Y_i=U_i/\mu ,i=1,...,n$. Remark that this is no more than a change of scale for each term. For $k\in \{1,2,...,n\},$ let us define $X_{k:n}$ to be the $k$th order statistics...

The paper is motivated by the stochastic comparison of the reliability of non-repairable k-out-of-n systems. The lifetime of such a system with nonidentical components is compared with the lifetime of a system with identical components. Formally the problem is as follows. Let Ui,i = 1,...,n, be positive independent random variables with common distribution F. For λi > 0 and µ > 0, let consider Xi = Ui/λi and Yi = Ui/µ, i = 1,...,n. Remark that this is no more than a change of scale for each...

In this paper, we compare six almost unbiased ratio estimators with respect to bias and efficiency for (i) finite populations, and (ii) infinite populations in which the joint distribution of the characters under study is bivariate normal.

Let $P$ be a discrete multidimensional probability distribution over a finite set of variables $N$ which is only partially specified by the requirement that it has prescribed given marginals $\{P_A;A\in 𝒮\}$, where $𝒮$ is a class of subsets of $N$ with $\bigcup 𝒮=N$. The paper deals with the problem of approximating $P$ on the basis of those given marginals. The divergence of an approximation $\widehat{P}$ from $P$ is measured by the relative entropy $H\left(P\right|\widehat{P})$. Two methods for approximating $P$ are compared. One of them uses formerly introduced concept of...

Compartmentalization is a general principle in biological systems which is observable on all size scales, ranging from organelles inside of cells, cells in histology, and up to the level of groups, herds, swarms, meta-populations, and populations. Compartmental models are often used to model such phenomena, but such models can be both highly nonlinear and difficult to work with.Fortunately, there are many significant biological systems that are amenable to linear compartmental models which are often...

En este artículo se prueba que el sencillo método propuesto por De Groot para llegar a un consenso cuando los varios decisores tienen opiniones diferentes expresadas en términos de distribuciones de probabilidad es compatible con la regla de Bayes cuando se tiene en cuenta la información muestral. Se demuestra que si se calculan primero las distribuciones a posteriori y después se aplica el método de De Groot para alcanzar un consenso (cuando esto sea posible), es lo mismo que realizar primero el...

We will discuss orthogonal models and error orthogonal models and their algebraic structure, using as background, commutative Jordan algebras. The role of perfect families of symmetric matrices will be emphasized, since they will play an important part in the construction of the estimators for the relevant parameters. Perfect families of symmetric matrices form a basis for the commutative Jordan algebra they generate. When normality is assumed, these perfect families of symmetric matrices will ensure...