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In this paper some recurrence relations between the moments of record values from the Gumbel distribution are established. It is shown that using these recurrence relations, all the single and product moments of all record values can be obtained in a very simple recursive process.
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In this note, we discuss the record values arising from a normal N([mu], [delta]2) distribution. After computing the means, variances and covariances of the record values, we determine the best linear unbiased estimators (BLUEs) of [mu] and [delta] based on the first n record values. Using these...
Persistent link: https://www.econbiz.de/10005313875
<Para ID="Par1">In this paper, we discuss the concomitants of order statistics. We study asymptotic properties of the concomitants of largest order statistics and we pay special attention to strong limit results. The strong limit results of this work are derived by applying the Borel–Cantelli lemma and some...</para>
Persistent link: https://www.econbiz.de/10011241004
<Para ID="Par1">In this paper, we consider the Conway–Maxwell Poisson (COM-Poisson) cure rate model based on a competing risks scenario. This model includes, as special cases, some of the well-known cure rate models discussed in the literature. By assuming the time-to-event to follow the generalized gamma...</para>
Persistent link: https://www.econbiz.de/10011241291
A supersaturated design is a factorial design in which the number of factors to be estimated is larger than the available number of experimental runs. The cost and time required for many industrial experimentations can be reduced by using the class of supersaturated designs, since the main goal...
Persistent link: https://www.econbiz.de/10011151882
In this paper, we discuss some basic distributional and asymptotic properties of the Pearson-Kotz Dirichlet multivariate distributions. These distributions, which appear as the limit of conditional Dirichlet random vectors, possess many appealing properties and are interesting from theoretical...
Persistent link: https://www.econbiz.de/10008861628
A robust likelihood approach is proposed for inference about regression parameters in partially-linear models. More specifically, normality is adopted as the working model and is properly corrected to accomplish the objective. Knowledge about the true underlying random mechanism is not required...
Persistent link: https://www.econbiz.de/10008864113