A chain of inequalities for some types of multivariate distributions, with nine special cases
A Characterization of Exponential Distributions Based on Order Statistics.
A Characterization of the Binomial and Negative Binomial Distribution by Regression of Products.
A Characterization of the Exponential Distribution by Higher Gap.
A Characterization of the Expontential Distribution
A characterization of the gamma distribution in terms of conditional moment
A characteriyation of the Gamma distribution in terms of the -th conditional moment presented in this paper extends the result of Shunji Osaki and Xin-xiang Li (1988).
A Characterization of the Gamma Process by Conditional Moments.
A Characterization of the Normal Distribution by Sufficiency of the Least Squares Estimation.
A Characterization of Uniform Distribution
Is the Lebesgue measure on [0,1]² a unique product measure on [0,1]² which is transformed again into a product measure on [0,1]² by the mapping ψ(x,y) = (x,(x+y)mod 1))? Here a somewhat stronger version of this problem in a probabilistic framework is answered. It is shown that for independent and identically distributed random variables X and Y constancy of the conditional expectations of X+Y-I(X+Y > 1) and its square given X identifies uniform distribution either absolutely continuous or discrete....
A Characterization using the Conditional Variance.
A class of tests for exponentiality based on a continuum of moment conditions
The empirical moment process is utilized to construct a family of tests for the null hypothesis that a random variable is exponentially distributed. The tests are consistent against the 'new better than used in expectation' (NBUE) class of alternatives. Consistency is shown and the limit null distribution of the test statistic is derived, while efficiency results are also provided. The finite-sample properties of the proposed procedure in comparison to more standard procedures are investigated via...
A Consistent Test for Multivariate Normality Based on the Empirical Characteristic Function.
A contribution to bootstrapping autoregressive processes
A Curtailed Test for the Shape Parameter of the Weibull Distribution.
A Dvoretzky-Kiefer-Wolfowitz type inequality for the Kaplan-Meier estimator
A functional combinatorial central limit theorem.
A general class of entropy statistics
To study the asymptotic properties of entropy estimates, we use a unified expression, called the -entropy. Asymptotic distributions for these statistics are given in several cases when maximum likelihood estimators are considered, so they can be used to construct confidence intervals and to test statistical hypotheses based on one or more samples. These results can also be applied to multinomial populations.
A General Recurrence Relation for Moments of Order Statistics in a Class of Probability Distributions and Characterizations.
A generalization of the Gumbel distribution
A generalized beta function and associated probability density.