On evaluation of some two-dimensional normal probabilities
On formulae for central moments of counting distributions
The aim of this article is to give new formulae for central moments of the binomial, negative binomial, Poisson and logarithmic distributions. We show that they can also be derived from the known recurrence formulae for those moments. Central moments for distributions of the Panjer class are also studied. We expect our formulae to be useful in many applications.
On Gaussian conditional independence structures
The simultaneous occurrence of conditional independences among subvectors of a regular Gaussian vector is examined. All configurations of the conditional independences within four jointly regular Gaussian variables are found and completely characterized in terms of implications involving conditional independence statements. The statements induced by the separation in any simple graph are shown to correspond to such a configuration within a regular Gaussian vector.
On identifiability of mixtures of composed Poisson distributions
On Inaccuracy Generating Functions of Probability Distributions.
On preservation under univariate weighted distributions
We derive some new results for preservation of various stochastic orders and aging classes under weighted distributions. The corresponding reversed preservation properties as straightforward conclusions of the obtained results for the direct preservation properties, are developed. Damage model of Rao, residual lifetime distribution, proportional hazards and proportional reversed hazards models are discussed as special weighted distributions to try some of our results.
On probabilities in certain multivariate distributions: their dependence on correlations
On Probability Distribution Solutions of a Functional Equation
Let 0 < β < α < 1 and let p ∈ (0,1). We consider the functional equation φ(x) = pφ (x-β)/(1-β) + (1-p)φ(minx/α, (x(α-β)+β(1-α))/α(1-β)) and its solutions in two classes of functions, namely ℐ = φ: ℝ → ℝ|φ is increasing, , , = φ: ℝ → ℝ|φ is continuous, , . We prove that the above equation has at most one solution in and that for some parameters α,β and p such a solution exists, and for some it does not. We also determine all solutions of the equation in ℐ and we show the exact connection...
On probability generating functions for matching and occupancy distributions
On Random Variables with the Same Distribution Type as Their Random sum
On reliability analysis of consecutive -out-of- systems with arbitrarily dependent components
In this paper, we consider the linear and circular consecutive -out-of- systems consisting of arbitrarily dependent components. Under the condition that at least components () of the system are working at time , we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive -out-of- systems. In the following, we investigate the inactivity time of the component with lifetime at the system...
On revelation transforms that characterize probability distributions.
On ...semigroups of probability distribution functions II.
On small deviation probabilities of positive random variables.
On some characterizations in probability by using minima and maxima of random variables.
On some characterizations in probability by using minima and maxima of random variables. (Short Communication).
On some distributiions involving general functions
On some families of AQSI random variables and related strong law of large numbers.
On some general distributions in terms of generalized functions
On Some Properties of the Linear Function Poisson Binomial and Negative Binomial Distributions.