A new approach of estimating parameters in multivariate models is introduced. A fitting function will be used. The idea is to estimate parameters so that the fitting function equals or will be close to its expected value. The function will be decomposed into two parts. From one part, which will...

In this paper, the problem of estimation of scale matrix is considered under entropy loss, quadratic loss and squared error loss. With respect to entropy and quadratic loss, we obtain the best estimator of [Sigma] having the form [alpha]Sx as well as having the form Tx[Delta]Tx', where Sx, Tx...

A coordinate measuring machine (CMM) is a computer-controlled device that uses a probe to obtain measurements on a manufactured part's surface. In the process of collecting, analyzing and interpreting CMM data, many statistical problems arise. One of them is to choose a model describing the...

Let z be an n x 1 interchangeable random vector and z(1) [less-than-or-equals, slant] ... [less-than-or-equals, slant] z(n) be its order statistics. Let ui = (n - i + 1) x (z(i) - z(i - 1))i = 1, ... n, with z(0) = 0 and U = (u1,...,Un)'. The main result is that z = u iff z is a multivariate...