Sharp bounds on quasiconvex moments of generalized order statistics.
Sharp upper bounds for the best predictor of future mean of some order statistics
We provide sharp upper bounds for the mean of the future order statistics based on observed r order statistics. These bounds are expressed in terms of various scale units. We also determine the probability distributions for which the bounds are attained.
Shuffles of Min.
Copulas are functions which join the margins to produce a joint distribution function. A special class of copulas called shuffles of Min is shown to be dense in the collection of all copulas. Each shuffle of Min is interpreted probabilistically. Using the above-mentioned results, it is proved that the joint distribution of any two continuously distributed random variables X and Y can be approximated uniformly, arbitrarily closely by the joint distribution of another pair X* and Y* each of which...
Simple estimators of the parameters of generalized Tukey’s -family
Solution of a Statistical Optimization Problem by Rearrangement Methods.
Some asymptotic results for robust procedures for testing the constancy of regression models over time
Some Characterizations of Distributions by Regression Models for Ordinal Response Data.
Some Characterizations of the Bivariate Normal Distribution.
Some discrete exponential dispersion models: Poisson-Tweedie and Hinde-Demétrio classes.
In this paper we investigate two classes of exponential dispersion models (EDMs) for overdispersed count data with respect to the Poisson distribution. The first is a class of Poisson mixture with positive Tweedie mixing distributions. As an approximation (in terms of unit variance function) of the first, the second is a new class of EDMs characterized by their unit variance functions of the form μ + μp, where p is a real index related to a precise model. These two classes provide some alternatives...
Some methods of estimation for a trivariate Poisson distribution
Some new functional equations connected with characterization problems.
Some notes on Rayleigh dirstribution
Some Notes on the Non-central Negative Binomial Distribution.
Some properties and applications of probability distributions based on MacDonald function
In the paper the basic analytical properties of the MacDonald function (the modified Bessel function of the second kind) are summarized and the properties of some subclasses of distribution functions based on MacDonald function, especially of the types and are discussed. The distribution functions mentioned are useful for analytical modelling of composed (mixed) distributions, especially for products of random variables having distributions of the exponential type. Extensive and useful applications...
Some properties and applications of the stuttering generalized Waring distribution.
Some properties of beta functions and the distribution for the product of independent beta random variables.
Products of independent beta random variables appear in a large number of problems in multivariate statistical analysis. In this paper we show how a convenient factorial expansion of gamma ratios can be suitably used in deriving the exact density for a product of independent beta random variables. Possible applications of this result for obtaining the exact densities of the likelihood ratio criteria for testing hypotheses in the multinormal case are also pointed out. For the sake of illustration,...
Some Properties of Mittag-Leffler Functions and Matrix-Variate Analogues: A Statistical Perspective
Mathematical Subject Classification 2010:26A33, 33E99, 15A52, 62E15.Mittag-Leffler functions and their generalizations appear in a large variety of problems in different areas. When we move from total differential equations to fractional equations Mittag-Leffler functions come in naturally. Fractional reaction-diffusion problems in physical sciences and general input-output models in other disciplines are some of the examples in this direction. Some basic properties of Mittag-Leffler functions are...
Some Properties of the Distribution of an Operational Ridge Estimator.
Some relationships between the generalized Gumbel and other distributions
Some results envolving the concepts of moment generating function and affinity between distribution functions. Extension for r k-dimensional normal distribution functions.
We present a function ρ (F1, F2, t) which contains Matusita's affinity and expresses the affinity between moment generating functions. An interesting results is expressed through decomposition of this affinity ρ (F1, F2, t) when the functions considered are k-dimensional normal distributions. The same decomposition remains true for other families of distribution functions. Generalizations of these results are also presented.