A chain regression estimator in two phase sampling using multi-auxiliary information.
A Characterization Of Cramér Representation Of Stochastic Processes
A characterization of Cramér representation of stochastic processes.
A Characterization of Exponential Distributions Based on Order Statistics.
A characterization of matrix variate normal distribution.
A Characterization of Sufficiency by Power Functions.
A Characterization of the Binomial and Negative Binomial Distribution by Regression of Products.
A Characterization of the Exponential Distribution by Higher Gap.
A Characterization of the Expontential Distribution
A characterization of the gamma distribution in terms of conditional moment
A characteriyation of the Gamma distribution in terms of the -th conditional moment presented in this paper extends the result of Shunji Osaki and Xin-xiang Li (1988).
A Characterization of the Gamma Process by Conditional Moments.
A Characterization of the Normal Distribution by Sufficiency of the Least Squares Estimation.
A Characterization of Uniform Distribution
Is the Lebesgue measure on [0,1]² a unique product measure on [0,1]² which is transformed again into a product measure on [0,1]² by the mapping ψ(x,y) = (x,(x+y)mod 1))? Here a somewhat stronger version of this problem in a probabilistic framework is answered. It is shown that for independent and identically distributed random variables X and Y constancy of the conditional expectations of X+Y-I(X+Y > 1) and its square given X identifies uniform distribution either absolutely continuous or discrete....
A Characterization using the Conditional Variance.
A choice of criterion parameters in a linearization of regression models.
A Class of Non Binary Unequally Replicated E-Optimal Designs.
A class of PPS estimators variance using auxihary information.
A class of stopping rules for fixed precision sequential estimates
A class of tests for exponentiality based on a continuum of moment conditions
The empirical moment process is utilized to construct a family of tests for the null hypothesis that a random variable is exponentially distributed. The tests are consistent against the 'new better than used in expectation' (NBUE) class of alternatives. Consistency is shown and the limit null distribution of the test statistic is derived, while efficiency results are also provided. The finite-sample properties of the proposed procedure in comparison to more standard procedures are investigated via...
A class of unbiased kernel estimates of a probability density function
We propose a class of unbiased and strongly consistent nonparametric kernel estimates of a probability density function, based on a random choice of the sample size and the kernel function. The expected sample size can be arbitrarily small and mild conditions on the local behavior of the density function are imposed.