A method of calculating moments of distributions of limit points of certain procedures for iterated random subdivision of finite intervals is applied to some specific examples. Since the ranges of these distributions are finite, the moments, in principle determine the limit distributions....

In this note, we present some relationships between moments, central moments and cumulants from multivariate distributions. Recently, Smith (1995) presented four simple recursive formulas that translate moments to cumulants and vice versa. Here, we derive similar recursive formulas between the...

General forms for the eigenvalues and eigenvectors of certain patterned correlation matrices are obtained. The pattern considered is one in which the correlation matrix consists of submatrices containing powers of a single correlation coefficient p. The results are discussed in the context of a...

The purpose of this note is to clarify certain ambiguities in definition of failure rate of discrete distributions in a paper by Nair and Hitha (1989) and to suggest a possible bivariate extension of renewal (partial sum) distributions.

Motivated by our investigations of refinements of the project evaluation and review technique (PERT), we have developed a reparameterization of the asymmetric Laplace distribution and found it to be a useful tool for extending and improving various three-point approximations of continuous...

As an example of distributions constructed by simple, piecewise uniform modifications of a uniform distribution on the unit ([0,1]2) square, the authors present square tray distributions. These distributions are even simpler than those studied earlier (Johnson and Kotz, 1998. Nicked and Notched...

Square tray distributions have been studied by Johson and Kotz (Statist. Probab. Lett. 42 (1999) 157). As an extension, multiple square tray distributions are considered in this paper. These distributions are simple in the sense that there are only three different levels of the probability...

A new family of continuous multivariate distributions is introduced, generalizing the canonical form of the multivariate normal distribution. The well-known univariate version of this family, as developed by Box, Tiao and Lund, among others, has proven a valuable tool in Bayesian analysis and...

In this paper we provide rather weak conditions on a distribution which would guarantee that the t-statistic of a random vector of order n follows the t-distribution with n-1 degrees of freedom. The results sharpen the earlier conclusions of Mauldon [Characterizing properties of statistical...