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.

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]...

Let X1, X2,..., Xn be identically distributed possibly dependent random variables with finite pth absolute moment assumed without loss of generality to be equal to 1. Denote the order statistics by X1:n, X2:n,..., Xn:n. Bounds are derived for E(Xn:n) when it is assumed that the Xi's are (i)...

Increasing sample size decreases the inequality of the sample mean as measured by the Lorenz order. A similar result occurs in the case of sample medians from symmetric distributions. In certain cases the sample median can be expected to be Lorenz ordered with respect to the sample mean. The...

For a two-dimensional probability distribution represented as a contingency table, an algorithm due to Mosteller (1968) "standardizes" the table to have uniform marginals so as to obtain its "uniform marginals representation (UMR)". In this note, this algorithm is first shown to minimize the...

This article is concerned with parameter estimation under ranked set sampling (RSS) and under a generalized version of RSS (i.e., in the ith sample, Xri:ni is observed instead of Xi:n, so that the data are . Bayesian parameter estimation of specified parameters under both balanced and...

The concept of the mean remaining life function is extended to the multivariate case. Some general characterization properties of multivariate mean remaning life functions (mmrl) are studied, it is shown that they determine the joint pdf uniquely. Inter alia a basic convergence result is proved...