Mathematical Centre Tracts, Number 26 and 27: Selected Statistical Papers 1, 2; European Meeting 1968
Matrix mathematics provides a powerful tool set for addressing statistical problems, in particular, the theory of matrix ranks and inertias has been developed as effective methodology of simplifying various complicated matrix expressions, and establishing equalities and inequalities occurred in statistical analysis. This paper describes how to establish exact formulas for calculating ranks and inertias of covariances of predictors and estimators of parameter spaces in general linear models (GLMs),...
Least-Squares Solution (LSS) of a linear matrix equation and Ordinary Least-Squares Estimator (OLSE) of unknown parameters in a general linear model are two standard algebraical methods in computational mathematics and regression analysis. Assume that a symmetric quadratic matrix-valued function Φ(Z) = Q − ZPZ0 is given, where Z is taken as the LSS of the linear matrix equation AZ = B. In this paper, we establish a group of formulas for calculating maximum and minimum ranks and inertias of Φ(Z)...
MSC 2010: 15A15, 15A52, 33C60, 33E12, 44A20, 62E15 Dedicated to Professor R. Gorenflo on the occasion of his 80th birthdayA connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results on matrix-variate statistical densities and their connections to fractional calculus will be established. When considering solutions of fractional...
Le mathématicien Maurice Fréchet (1878–1973) est surtout connu pour sa contribution à l’analyse et à la topologie, notamment ses travaux sur les espaces métriques et les espaces abstraits. Son rôle dans la renaissance d’une école française de calcul des probabilités à la suite d’Émile Borel et aux côtés de Paul Lévy a été largement étudié. Ici c’est la facette Fréchet statisticien qui est explorée, en prenant pour principal fil conducteur une campagne menée entre 1934 et 1936 à l’Institut International...
The problem to maximize the information divergence from an exponential family is generalized to the setting of Bregman divergences and suitably defined Bregman families.
This paper considers an M/M/R/N queue with heterogeneous servers in which customers balk (do not enter) with a constant probability . We develop the maximum likelihood estimates of the parameters for the M/M/R/N queue with balking and heterogeneous servers. This is a generalization of the M/M/2 queue with heterogeneous servers (without balking), and the M/M/2/N queue with balking and heterogeneous servers in the literature. We also develop the confidence interval formula for the parameter , the...