The purpose of this paper is to study pairwise independence in the context of strictly stationary stochastic processes {X[pi], N = 0, ±1, ...}. Our main result is an example of such a process that maximizes E(X1X2X3). We also show that subject to some additional independence assumptions any...

We study a class of stationary sequences having spectral representation (M([tau]nA))n[epsilon], where A is a set in a measure space (E, , [mu]), [tau] is an invertible measure-preserving transformation on (E, , [mu]), and M is a random measure on (E, , [mu]). We explore the relationship between...

A mathc statistic considered by Khidr (1981) is interpreted in terms of crossings of the empirical and true distribution functions and a simpler alternate derivation of its distribution provided. This approach can also be used to obtain the distribution of a two-sample match statistic,...

Sobel, Uppuluri, and Frankowski, (Selected Tables in Math. Statistics, Vol. IV. Amer. Math. Soc., Providence, R. I., 1977) consider an incomplete Dirichlet integral of type I with several interesting applications connected with the multinomial distribution and provide tables of this integral...