A note on Bayes estimates for exponential families.
A note on confidence interval for the power of the one sample test.
A Note on Convergence in Probability Uniformly in a Parameter
A Note on Efficiency.
A note on estimation in controlled diffusion processes
A note on Hammersley's inequality for estimating the normal integer mean.
A note on interval estimation for the mean of inverse Gaussian distribution.
In this paper, we study the interval estimation for the mean from inverse Gaussian distribution. This distribution is a member of the natural exponential families with cubic variance function. Also, we simulate the coverage probabilities for the confidence intervals considered. The results show that the likelihood ratio interval is the best interval and Wald interval has the poorest performance.
A Note on Minimum Variance.
A note on optimal C(α)-tests for homogeneity of the Poisson distribution
A note on selecting the better binomial population.
A note on selection procedures with unequal observation numbers
A note on stochastic ordering of estimators of exponential reliability
Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which the maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered there and we prove that the MLEs for those plans are also stochastically ordered. We also give some applications to the estimation of reliability.
A note on the characterization of consistently estimable functions
A Note on the Estimation of Mean in Normal Population.
A note on the estimation of the Poisson parameter.
A Note on the Estimation of two Ordered Poisson Paramaeters
A note on the existence of the maximum likelihood estimate in variance components models
In the paper, the problem of the existence of the maximum likelihood estimate and the REML estimate in the variance components model is considered. Errors in the proof of Theorem 3.1 in the article of Demidenko and Massam (Sankhyā 61, 1999), giving a necessary and sufficient condition for the existence of the maximum likelihood estimate in this model, are pointed out and corrected. A new proof of Theorem 3.4 in the Demidenko and Massam's article, concerning the existence of the REML estimate of...
A note on the likelihood and moments of the skew-normal distribution.
In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood...
A Note on the Maximum Probability Property of MLE's in Multiparameter Exponential Families.
A Note on the Optimality of k-Stage Tests.