We introduce a new generalized family of nonnegative continuous distributions by addingtwo extra parameters to a lifetime distribution, called the baseline distribution, by twice com-pounding a power series distribution. The new family, called the lifetime power series-powerseries family, has a...

Recently, Maccheroni et al. [Maccheroni, F., Marinacci, M., 2005. A strong law of large numbers for capacities. Ann. Probab. 33, 1171–1178] have provided an extension of the strong law of large numbers of i.i.d random variables for capacities. In this paper, we formulate new versions of the...

Necessary and sufficient conditions for the existence of order statistics moments of α-stable random variables are introduced. Using the obtained results, all parameters of α-stable distribution are estimated.

The best linear prediction for [alpha]-stable random processes based on some past values is presented. The prediction is the best with respect to a criterion known as stable covariation. The minimum stable covariations can be considered as the smallest error tail probabilities. The predictor...

Certain characterizations for an exchangeable sub-Gaussian random vector are given and a method together with an S-PLUS function for simulating such a vector are introduced. Simulated values are used to plot contours of their empirical density.