A note on moment inequalities for order statistics from star-shaped distributions
A note on order statistics from symmetrically distributed samples
We present a first moment distribution-free bound on expected values of L-statistics as well as properties of some numerical characteristics of order statistics, in the case when the observations are possibly dependent symmetrically distributed about the common mean. An actuarial interpretation of the presented bound is indicated.
A note on probability weighted moment inequalities for reliability measures.
A note on reinsurance contracts with multiple reinstatements
A note on stability of multivariate distributions.
In this note we give an elementary proof of a characterization for stability of multivariate distributions by considering a functional equation.
A note on the characterization of consistently estimable functions
A Note on the Characterization of the Multivariate Normal Distribution.
A note on the continuity of projection matrices with application to the asymptotic distribution of quadratic forms
This paper investigates the continuity of projection matrices and illustrates an important application of this property to the derivation of the asymptotic distribution of quadratic forms. We give a new proof and an extension of a result of Stewart (1977).
A note on the convolution of inverted-gamma distributions with applications to the Behrens-Fisher distribution.
La distribución de Behrens-Fisher generalizada se define como convolución de dos distribuciones t de Student y se relaciona con la distribución gamma invertida por medio de un teorema de representación como una mixtura, respecto del parámetro de escala, de distribuciones normales cuando la distribución de mezcla es la convolución de dos distribuciones gamma invertidas. Un resultado importante de este artículo establece que la distribución de Behrens-Fisher con grados de libertad impares es mixtura...
A note on the distribution of angles associated to indefinite integral binary quadratic forms
To each indefinite integral binary quadratic form , we may associate the geodesic in through the roots of quadratic equation . In this paper we study the asymptotic distribution (as discriminant tends to infinity) of the angles between these geodesics and one fixed vertical geodesic which intersects all of them.
A Note on the Estimation of two Ordered Poisson Paramaeters
A note on the limit behaviour of extremal order statistics.
A Note on the PARETO Distribution.
A note on the tail accuracy of the univariate saddlepoint approximation
A Note on the Uniform Distribution on the Arcsin Points.
A probabilistic proof of the series representation of the Macdonald function with applications.
A quantile goodness-of-fit test applicable to distributions with non-differentiable densities
A regression characterization of inverse Gaussian distributions and application to EDF goodness-of-fit tests.
A remark on associative copulas
A method for producing associative copulas from a binary operation and a convex function on an interval is described.
A second order approximation for the inverse of the distribution function of the sample mean
The classical quantile approximation for the sample mean, based on the central limit theorem, has been proved to fail when the sample size is small and we approach the tail of the distribution. In this paper we will develop a second order approximation formula for the quantile which improves the classical one under heavy tails underlying distributions, and performs very accurately in the upper tail of the distribution even for relatively small samples.