On Characterizing Distributions by Conditional Expectations of Functions of Order Statistics.
On concepts and measures of bivariate stochastic dependence
On consistent -estimators: Tuning constants, unimodality and breakdown
On Decompositions of Some Random Variables.
On Dwass' method for deriving the distribution of rank order statistics
This note presents a critical examination of Dwass' method for obtaining the distribution of rank order statistics defined on random samples obtained from the same continuous population. New situations are discussed for the usefulness of the method.
On estimation in the multidimensional Gaussian model
On estimation of reliability in the exponential case
On evaluation of some two-dimensional normal probabilities
On extended type I generalized logistic distribution.
On factorization components of the sojourn times for semicontinuous random walks in a strip.
On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities
Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing gaussian laws may produce a potential with multiple deep wells. We study in the present work fine properties of mixtures with respect to concentration of measure and Sobolev type functional inequalities. We provide sharp Laplace bounds for Lipschitz functions in the case of generic mixtures, involving a transportation cost diameter of the mixed...
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 functional measures of skewness
We introduce a concept of functional measures of skewness which can be used in a wider context than some classical measures of asymmetry. The Hotelling and Solomons theorem is generalized.
On Functional of Order Statistics.
On general asymptotic behaviour of order statistics with random index.
On generalized extreme-value order statistics and moments
On hypergeometric generalized negative binomial distribution.
On inverse moments for a class of nonnegative random variables.
On lattice path counting by major and descents.
On Mieshalkin-Rogozin theorem and some properties of the second kind beta distribution
The decomposition of the r.v. X with the beta second kind distribution in the form of finite (formula (9), Theorem 1) and infinity products (formula (17), Theorem 2 and form (21), Theorem 3) are presented. Next applying Mieshalkin - Rogozin theorem we receive the estimation of the difference of two c.d.f. F(x) and G(x) when sup|f(t) - g(t)| is known, improving the result of Gnedenko - Kolmogorov (formulae (23) and (24)).