A Curtailed Test for the Shape Parameter of the Weibull Distribution.
A Fixed Sample Size Selection Procedure Negative Binomial Populations.
A Geometric Appraoch to Finite Sample and Large Deviation Properties in Two-Way ANOVA with Spherically Distributed Error Vectors.
A minimax property of translation invariant estimators for variance components
A model discrimination method for processes with different memory structure.
A Modification of the Chi-Square Test to Guard Against Special Alternatives
A modification of the Hartung-Knapp confidence interval on the variance component in two-variance-component models
We consider a construction of approximate confidence intervals on the variance component in mixed linear models with two variance components with non-zero degrees of freedom for error. An approximate interval that seems to perform well in such a case, except that it is rather conservative for large was considered by Hartung and Knapp in [hk]. The expression for its asymptotic coverage when suggests a modification of this interval that preserves some nice properties of the original and that...
A Modified Maximum Likelihood Test.
A most bias-robust linear estimate of the scale parameter of the exponential distribution
A new approach to estimate the critical constant of selection procedures.
A New Bayesian Approach to Quality Control Charts.
A new class of estimators with an application to statistical quality control
A note about operations like (the weakest -norm) based addition on fuzzy intervals
We investigate a relation about subadditivity of functions. Based on subadditivity of functions, we consider some conditions for continuous -norms to act as the weakest -norm -based addition. This work extends some results of Marková-Stupňanová [15], Mesiar [18].
A note about the chaotic behavoir of the Wald interval for a binomial proportion.
A Note on a Mixing Problem and the Schützenberger Inequality.
A Note On A Sequential Probability Ratio Test.
A note on Ahlers and Lewis' representation of the best linear unbiased estimator in the general Gauss-Markoff model
A note on almost sure convergence and convergence in measure
The present article studies the conditions under which the almost everywhere convergence and the convergence in measure coincide. An application in the statistical estimation theory is outlined as well.
A note on an individual bioequivalence setting.
A note on asymptotic linearity of -statistics in nonlinear models