Relative increments of Pearson distributions.
Reliability for Beta Models
In the area of stress-strength models there has been a large amount of work as regards estimation of the reliability R = Pr(X2 < X1 ) when X1 and X2 are independent random variables belonging to the same univariate family of distributions. The algebraic form for R = Pr(X2 < X1 ) has been worked out for the majority of the well-known distributions including Normal, uniform, exponential, gamma, weibull and pareto. However, there are still many other distributions for which the form of R is...
Reliability for Laplace distributions.
Reliability for some bivariate beta distributions.
Remark on the rank tests in the case of censored samples
Reproducibility in the One-Parameter Exponential Family.
Return Distribution and Value at Risk Estimation for Belex15
Rupture de modèles : loi asymptotique des statistiques de tests et des estimateurs du maximum de vraisemblance
Rupture de modèles pour des processus de Poisson
Sample -copula of order
In this paper we analyze the construction of -copulas including the ideas of Cuculescu and Theodorescu [5], Fredricks et al. [15], Mikusiński and Taylor [25] and Trutschnig and Fernández-Sánchez [33]. Some of these methods use iterative procedures to construct copulas with fractal supports. The main part of this paper is given in Section 3, where we introduce the sample -copula of order with , the central idea is to use the above methodologies to construct a new copula based on a sample. The...
Sample Size, Parameter Rates and Contiguity - The i.n.n.i.d. Case
Second order asymptotic distribution of the -divergence goodness-of-fit statistics
The distribution of each member of the family of statistics based on the -divergence for testing goodness-of-fit is a chi-squared to (Pardo [pard96]). In this paper a closer approximation to the exact distribution is obtained by extracting the -dependent second order component from the term.
Second-order approximation of the entropy in nonlinear least-squares estimation
Selecting the Best Regression Equation via the P-Value of F-Test.
Selective lack-of-memory and its application
We say that a random variable X taking nonnegative integers has selective lack-of-memory (SLM) property with selector s if P(X ≥ n + s/X ≥ n) = P(X ≥ s) for n = 0,1,.... This property is characterized in an elementary manner by probabilities pₙ = P(X=n). An application in car insurance is presented.
Self-decomposable probability distributions on
Self-tuning controls of linear stochastic systems in presence of drift
Sequential monitoring for change in scale
We propose a sequential monitoring scheme for detecting a change in scale. We consider a stable historical period of length . The goal is to propose a test with asymptotically small probability of false alarm and power 1 as the length of the historical period tends to infinity. The asymptotic distribution under the null hypothesis and consistency under the alternative hypothesis is derived. A small simulation study illustrates the finite sample performance of the monitoring scheme.
Sequential Simultaneous Estimation of the Mean and Variance: The Rate of Convergence.
Seules les affinités préservent le type de la loi gamma à paramètre entier