Lois de von Mises et lois liées
Markov bases of conditional independence models for permutations
The L-decomposable and the bi-decomposable models are two families of distributions on the set of all permutations of the first positive integers. Both of these models are characterized by collections of conditional independence relations. We first compute a Markov basis for the L-decomposable model, then give partial results about the Markov basis of the bi-decomposable model. Using these Markov bases, we show that not all bi-decomposable distributions can be approximated arbitrarily well by...
Misclassified size-biased modified power series distribution and its applications
A misclassified size-biased modified power series distribution (MSBMPSD) where some of the observations corresponding to are misclassified as with probability , is defined. We obtain its recurrence relations among ordinary, central and factorial moments and also for some of its particular cases like the size-biased generalized negative binomial (SBGNB) and the size-biased generalized Poisson (SBGP) distributions. We also discuss the effect of the misclassification on the variance for MSBMPSD...
Modified Weibull distribution.
Moment Inequalities for Order Statistics with Applications to Characterizations of Distributions.
Multivariate copulas: Transformations, symmetry, order and measures of concordance
The present paper introduces a group of transformations on the collection of all multivariate copulas. The group contains a subgroup which is of particular interest since its elements preserve symmetry, the concordance order between two copulas and the value of every measure of concordance.
Non-Exponential Families of Distributions.
On a bivariate Poisson-geometric distribution
On a functional equation which occurs in a characterization problem.
On a functional equation which occurs in a characterization problem. (Short Communication).
On a Generalised Stirling Distribution.
On a problem by Schweizer and Sklar
We give a representation of the class of all -dimensional copulas such that, for a fixed , , all their -dimensional margins are equal to the independence copula. Such an investigation originated from an open problem posed by Schweizer and Sklar.
On a six-parameter generalized logistic distribution
On a trivariate Poisson distribution
A four parameter trivariate Poisson distribution is considered. Recurrences for the probabilities and the partial derivatives of the probabilities with respect to the parameters are derived. Solutions of the maximum likelihood equations are obtaired and the determinant of their asymptotic covariance matrix is given. Applications of the maximum likelihood estimation technique to simulated data sets are also examined.
On an inequality and the related characterization of the gamma distribution
In this paper we derive conditions upon the nonnegative random variable under which the inequality holds for a fixed nonnegative constant and for any absolutely continuous function . Taking into account the characterization of a Gamma distribution we consider the functional and establishing some of its properties we show that and that iff the random variable has a Gamma distribution.
On an Morgenstern-Type Bivariate Gamma Distribution.
On asymptotic behaviour of empirical processes
On Bivariate Generalized Binomial and Negative Binomial Distributions.
On characteristic functions of kth record values from the generalized extreme value distribution and its characterization
Recurrence relations for the marginal, joint and conditional characteristic functions of kth record values from the generalized extreme value distribution are established. These relations are utilized to obtain recurrence relations for single, product and conditional moments of kth record values. Moreover, by making use of the recurrence relations the generalized extreme value distribution is characterized.
On Characterizing Distributions by Conditional Expectations of Functions of Order Statistics.