New estimators for the parameters of the Gamma distribution are proposed, which are used for constructing a test of fit for this model based on the ratio of two variance estimators. The asymptotic null distribution of the test statistic is also included.

This paper proposes a bootstrap goodness of fit test for the Generalized Pareto distribution (GPd) with shape parameter [gamma]. The proposed test is an intersection-union test which tests separately the cases of [gamma]=0 and [gamma]0 and rejects if both cases are rejected. If the test does not...

A goodness of fit test for the Pareto distribution, when the observations are subjected to Type II right censoring is proposed. The test statistic involves transformations of the original data and is based on the nonparametric Nelson-Aalen estimator of the cumulative hazard function. By Monte...

Lorenz order relationships among order statistics from exponential samples of possible different sizes are obtained.

A new stationary process with logistic marginals is described. The construction involves dependent geometric minima of independent logistic random variables. Closely related Pareto and exponential processes are introduced.

Two classes of k-dimensional distributions with generalized Pareto conditionals are characterized. This subsumes and extends earlier work on distributions with Pareto conditionals.

This paper deals with the problem of estimating the variance based on a random sample from a normal distribution with mean [mu] and variance [sigma] = 1/[tau]. In approaching the problem from a Bayesian point of view, a natural conjugate family of priors for ([mu], [tau]) consists of [tau]...