If intra-day volume is modelled as a Cox point process, then relative intra-day cumulative volume (intra-day cumulative volume divided by final total volume) is shown to be a novel generalization of a binomial point process; the doubly stochastic binomial point process. Re-scaling the intra-day...

The present paper provides a review of the results concerning distributional properties of means of random probability measures. Our interest in this topic has originated from inferential problems in Bayesian Nonparametrics. Nonetheless, it is worth noting that these random quantities play an...

In this article we describe and discuss implementation of a weighted simulation procedure, importance sampling, in the context of nonparametric linkage analysis. The objective is to estimate genome-wide p-values, i.e. the probability that the maximal linkage score exceeds given thresholds under...