Let X1, X2 ,..., Xp be p random variables with joint distribution function F(x1 ,..., xp). Let Z = min(X1, X2 ,..., Xp) and I = i if Z = Xi. In this paper the problem of identifying the distribution function F(x1 ,..., xp), given the distribution Z or that of the identified minimum (Z, I), has...

We consider consistency of the posterior in the context of right censored data. We establish posterior consistency when the distribution of the lifetime has a Dirichlet distribution and also investigate the case when the prior is generated through a prior for the distribution of the observable...

We review some recent results on power comparison of these three tests and prove a new result on their second order efficiency (i.e. up to o(n-)) in the multiparameter setting.

We explore two proposals for finding empirical Bayes prediction intervals under a normal regression model. The coverage probabilities and expected lengths of such intervals are studied and compared via appropriate higher-order asymptotics.

The validity of formal Edgeworth expansions for statistics which are functions of sample averages was established in [2], Ann. Statist.6 434-451) under a moment condition which is sometimes too severe. In this article this moment condition is relaxed. Two examples of [6 and 7], Ann. Probab.15...

Suppose X and Y are n - 1 random vectors such that l'X + f(l) and l'Y have the same marginal distribution for all n - 1 real vectors l and some real valued function f(l), and the existence of expectations of X and Y is not necessary. Under these conditions it is proven that there exists a vector...

In a multiparameter situation, this paper characterizes priors under which the Bayesian and frequentist Bartlett corrections for the likelihood ratio statistic differ by o(1). The role of Jeffreys' prior in this regard has also been investigated.