Showing 81 - 90 of 312
Persistent link: https://www.econbiz.de/10004999451
Through a systematic application of the recursion of Huffer [Huffer, F., 1988. Divided differences and the joint distribution of linear combinations of spacings. Journal of Applied Probability 25, 346-354], we present an algorithm for evaluating the exact null distribution of the test statistic...
Persistent link: https://www.econbiz.de/10005005989
In this paper, we derive recurrence relations for cumulative distribution functions (cdf's) of bivariate t and extended skew-t distributions. These recurrence relations are over [nu] (the degrees of freedom), and starting from the known results for [nu]=1 and [nu]=2, they will allow for the...
Persistent link: https://www.econbiz.de/10005006017
Some work has been done in the past on the estimation of parameters of the three-parameter lognormal distribution based on complete and censored samples. In this article, we develop inferential methods based on progressively Type-II censored samples from a three-parameter lognormal distribution....
Persistent link: https://www.econbiz.de/10005006047
In this paper, we study convolutions of heterogeneous exponential random variables with respect to the mean residual life order. By introducing a new partial order (reciprocal majorization order), we prove that this order between two parameter vectors implies the mean residual life order between...
Persistent link: https://www.econbiz.de/10005006577
A new class of bivariate distributions is presented in this paper. The procedure used in this paper is based on a latent random variable with exponential distribution. The model introduced here is of Marshall-Olkin type. A mixture of the proposed bivariate distributions is also discussed. The...
Persistent link: https://www.econbiz.de/10005093874
In this paper, we study the inactive record values and carry out a stochastic comparison of these quantities from two independent samples. The results established here strengthen those of Amiripour et al. [Amiripour, F., Khaledi, B.-E., Hu, T., Shojaei, R., 2009. Some new results on...
Persistent link: https://www.econbiz.de/10005074653
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