This paper (i) discusses the combined <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$\bar x$</EquationSource> </InlineEquation> and conforming run length (CRL) charts under the assumption that the quality characteristic under study follows a Gamma(ν, γ, ß) distribution with known parameters ν, γ and ß, (ii) examines the performance of the combined <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$\bar x$</EquationSource> </InlineEquation> and CRL...</equationsource></inlineequation></equationsource></inlineequation>

We consider a problem of characterization of continuous distributions for which linearity of regression of overlapping order statistics, <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\mathbb {E}(X_{i:m}|X_{j:n})=aX_{j:n}+b$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi mathvariant="double-struck">E</mi> <mrow> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow> <mi>i</mi> <mo>:</mo> <mi>m</mi> </mrow> </msub> <mo stretchy="false">|</mo> <msub> <mi>X</mi> <mrow> <mi>j</mi> <mo>:</mo> <mi>n</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mrow> <mo>=</mo> <mi>a</mi> <msub> <mi>X</mi> <mrow> <mi>j</mi> <mo>:</mo> <mi>n</mi> </mrow> </msub> <mo>+</mo> <mi>b</mi> </mrow> </math> </EquationSource> </InlineEquation>, <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$m\le n$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>m</mi> <mo>≤</mo> <mi>n</mi> </mrow> </math> </EquationSource> </InlineEquation>, holds. Due to a new...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>

Methods are given for estimating the average years of life lost when a person is discovered to be at risk from an extra hazard. The methods use the probability per year of the extra risk striking, and the mean and standard deviation of lifetime in the absence of the risk. The formulae are simple...

The asymptotic distribution of maximum likelihood estimators is derived for a class of exponential generalized autoregressive conditional heteroskedasticity (EGARCH) models. The result carries over to models for duration and realised volatility that use an exponential link function. A key...

The problem of estimating order-restricted scale parameters of two Gamma distributions is considered under the Pitman closeness criterion. A class of isotonic estimators including the MLE is proposed. Some properties of this class of isotonic estimators is given under the Pitman closeness...

The annual maximum earthquake magnitudes around Taiwan from 1900 to 2009 are presented in this paper. Using the distribution of the AMEM, a probabilistic framework to estimate the recurrence probability of a large-size earthquake is also proposed and an illustration was made in this paper. The...

The paper takes up inference in the stochastic frontier model with gamma distributed inefficiency terms, without restricting the gamma distribution to known integer values of its shape parameter (the Erlang form). The paper shows that Gibbs sampling with data augmentation can be used in a...

Purpose – Longevity risk, that is, the uncertainty of the demographic survival rate, is an important risk for insurance companies and pension funds, which have large, and long-term, exposures to survivorship. The purpose of this paper is to propose a new model to describe this demographic...