A modification of Sudakov's lemma and efficient sequential plans for the Ornstein-Uhlenbeck process
We consider a construction of approximate confidence intervals on the variance component in mixed linear models with two variance components with non-zero degrees of freedom for error. An approximate interval that seems to perform well in such a case, except that it is rather conservative for large was considered by Hartung and Knapp in [hk]. The expression for its asymptotic coverage when suggests a modification of this interval that preserves some nice properties of the original and that...
Near real time media content personalisation is nowadays a major challenge involving media content sources, distributors and viewers. This paper describes an approach to seamless recommendation, negotiation and transaction of personalised media content. It adopts an integrated view of the problem by proposing, on the business-to-business (B2B) side, a brokerage platform to negotiate the media items on behalf of the media content distributors and sources, providing viewers, on the business-to-consumer...
Beta distributions are popular models for economic data. In this paper, a new multimodal beta distribution with bathtub shaped failure rate function is introduced. Various structural properties of this distribution are derived, including its cdf, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood estimates and the Fisher information matrix. Finally, an application to consumer price indices...
A new expression as a certain asymptotic limit via "discrete micro-states" of permutations is provided for the mutual information of both continuous and discrete random variables.
A new concept of mutual pressure is introduced for potential functions on both continuous and discrete compound spaces via discrete micro-states of permutations, and its relations with the usual pressure and the mutual information are established. This paper is a continuation of the paper of Hiai and Petz in Banach Center Publications, Vol. 78.
A characterization of geometric distribution is given, which is based on the ratio of the real and imaginary part of the characteristic function.