We will show that the regression approach to estimating the standard error of the Gini index can produce incorrect results as it does not account for the correlations introduced in the error terms once the data are ordered. To assess the effect of ignoring the correlation in the error terms we...

We discuss the hypothesis of bivariate exchangeability and show that testing bivariate exchangeability is related to the two-sample testing of equality of distribution functions. We consider three test statistics based on the ordering of the Euclidean interpoint distances. The runs test of...

Box-Cox transformation system produces the power normal (PN) family, whose members include normal and lognormal distributions. We study the moments of PN and obtain expressions for its mean and variance. The quantile functions and a quantile measure of skewness are discussed to show that the PN...

In recent years, McWilliams and Tajuddin have proposed new and more powerful non-parametric tests of symmetry for continuous distributions about a known center. In this paper, we propose a simple non-parametric two-stage procedure based on the sign test and a percentile-modified two-sample...

To test the hypothesis of symmetry about an unknown median we propose the maximum of a partial sum process based on ranked set samples. We discuss the properties of the test statistic and investigate a modified bootstrap ranked set sample bootstrap procedure to obtain its sampling distribution....

The objective of this paper is to explore different modeling strategies to generate high-dimensional Bernoulli vectors. We discuss the multivariate Bernoulli (MB) distribution, probe its properties and examine three models for generating random vectors. A latent multivariate normal model whose...