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The waiting time problems introduced by Ebneshahrashoob and Sobel (1990) for independent trials are generalized to Markov correlated Bernoulli trials. A new waiting time problem arising due to mixed quotas is also discussed. A learning model is used as illustration.
Persistent link: https://www.econbiz.de/10005319582
We discuss a two-parameter generalization of the skew-normal distribution, denoted by GSN([lambda]1,[lambda]2). We then establish some simple and useful properties of this distribution and derive the moment generating function. Finally, we use a numerical example to illustrate the practical...
Persistent link: https://www.econbiz.de/10005319962
Persistent link: https://www.econbiz.de/10005081788
Persistent link: https://www.econbiz.de/10005081900
In this paper, we study the convolutions of heterogeneous exponential and geometric random variables in terms of the weakly majorization order () of parameter vectors and the likelihood ratio order (=lr). It is proved that order between two parameter vectors implies =lr order between...
Persistent link: https://www.econbiz.de/10005023103
In this paper, we examine the Pitman closeness of record statistics to the population quantiles of a location-scale family of distributions and study its monotonicity properties. Even though in general it depends on the parent distribution, exact expressions are derived for the required...
Persistent link: https://www.econbiz.de/10005023104
In this paper, we consider joint distributions of order statistics generated by two simulation methods. By using these distributions, we study the nature of dependence and exceedence probabilities between them.
Persistent link: https://www.econbiz.de/10005023150
In this paper, Pitman closeness of order statistics to the median of a distribution is discussed. In particular, it is shown that the sample median is the Pitman-closest order statistic to the population median in some general situations, and expressions for probabilities of closeness are also...
Persistent link: https://www.econbiz.de/10005023178
In the one- and multi-sample cases, in the context of life-testing reliability experiments, we introduce minimal repair processes under a simple step-stress test, based on exponential distributions and an associated cumulative exposure model, and then develop likelihood inference for such a model.
Persistent link: https://www.econbiz.de/10005023186
A hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. In this paper, we present two interesting results which are useful in deriving the Fisher information along with the expected censoring times and expected numbers of failures in hybrid and generalized hybrid...
Persistent link: https://www.econbiz.de/10005023216