scientific article; zbMATH DE number 3338262

zbMath0213.21101MaRDI QIDQ5615180

Samuel Kotz, Norman L. Johnson

Publication date: 1970

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Characterization and structure theory of statistical distributions (62E10) Statistical distribution theory (62Exx)

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different epochs with applications, On the Use of the Variogram in Checking for Independence in Spatial Data, Latent Transition Regression for Mixed Outcomes, BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS, Hypothesis Testing for Equivalence Defined on Symmetric Open Intervals, Adjusted empirical likelihood inference for additive hazards regression, Haar–Fisz Estimation of Evolutionary Wavelet Spectra, Some recent results in infinite divisibility, Quadratic Artificial Likelihood Functions Using Estimating Functions, Rank procedures for some two-population multivariate extended classification problems, Approximating tail probabilities of noncentral distributions, Simpler Approximations for the Areas under the t Distribution, Structured dispersion and validity in linear inference, Joint confidence region for the parameters of Pareto distribution, Bridging Conditional and Marginal Inference for Spatially Referenced Binary Data, Partially adaptive robust estimation of regression models and applications, Expressions for the distribution and percentiles of the sums and products of chi-squares, Simultaneous confidence intervals for the successive ratios of scale parameters, Childhood Malaria in the Gambia: A Case-Study in Model-Based Geostatistics, Multi - sample test of equal gamma distribution scale parameters in presence of unknown common shape parameter, On Generalized Gamma Convolution Distributions, Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration, Extreme value statistics and wind storm losses: A case study, Critical values of the sample product-moment correlation coefficient in the bivariate normal distribution, Properties of estimators for the gamma distribution, On the Classes of Two-Stage Procedures to Construct Fixed-Width Confidence Regions, The production rate of a two-stage system with stochastic processing times, Large sample inference for diagnostic normal limits in gaussian populations, A maximum likelihood prediction function for the linear model with consistency results, Step stress model with threshold parameter, Testing equality of variances in the analysis of repeated measurements, The residual effect of a growth‐decay mechanism and the distributions of covariance structures, An alternative decision rule for quality control in sequential sampling plans, An application of lomax distributions in receiver operating characteristic(roc)curve analysis, On optimal tests for general interval-hypotheses, Noncentral and central chi-square, f and beta distribution functions as special cases of the distribution function of an indefinite quadratic form, Performance of some new preliminary test ridge regression estimators and their properties, On the efficiency of affine minimax rules in estimating a bounded multivariate normal mean, Optimal time of a periodic check-up preventive maintenance scheme under bath-tub and Weibull type failure rates, The limiting common distribution of two leaf heights in a random binary tree, The bivariate inverse gaussian distribution: an introduction, Failure Rate Transform of the Weibull Variate and its Properties, Trace confirmation with given object position, Estimation of the parameters of a regression model with a multivariate t error variable, Cusum quality control-multivariate approach, Umvu estimation for the cumulative hazard function in a pareto distribution of the first kind, A unimodal hazard rate function and its failure distribution, Optimum class limits for ml estimation in two-parameter gamma distribution from a grouped data, Weighted Least Squares Estimation of Location and Scale Parameters, On the characteristic function of multivariate Studentt-distribution, Best Linear Unbiased Estimation of Location and Scale Parameters of the Half-Logistic Distribution Based on Type II Censored Samples, Errors of misclassification associated with the inverse gaussion distribution, Share equations in econometrics: A story of repression, trustration and dead ends, Characterization of Distributions by Moment Relations, Bayesian nonparametrie inference and monte carlo optimization, Sequential estimation problems for the scale parameter of a Pareto distribution, On the relationship between the Poisson-exponential model and the non-central chi-squared distribution, ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS, On level and powee of anderson and hauck's peocedure for testing equivalence in compative bioavailability, A note on optimal allocation and an ordering of the family of beta prior distributions, Probabilistic and Deterministic Averaging, On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms, Estimation of reliability under ordered restriction on the parameters, Calibration for inverse gaussian regression, Some moment properties and limit theorems of the reversed generalized logistic distribution with applications, Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions, Discrimination of AR, MA and ARMA time series models, SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES, Exact and asymptotic distributions in digital and binary search trees, Konfidenzintervalle für Quantite und Werte der Verteilungsfunktion normalverteilter Zufallsvariablen, The distribution of cook's d statistic, Exact confidence interval for the shape parameter of a log-logistic distribution, Sequential estimation of the difference of means of two negative exponential populations, Bartlett corrections for one-parameter exponential family models, On the Use of the Upper Confidence Limit for the Variance from a Pilot Sample for Sample Size Determination, Computing the moments of a truncarted noncentral chi-square distribution, Stein's two sample test of a general linear hypothesis and a noncentral f–type distribution, Computing the moments of a truncated noncentral chi-square distribution, The asymptotic distribution of the likelihood ratio in the regular case, Approximations for the doubly noncentral-F distribution, Multivariate control charts: a loss function approach, Invariance of linearity of regression and related characterizations of some classical discrete distributions, Estimation of the process incapability index, Hypothesis testing on the correlation coefficient, Biased estimation of a variance, A Modified Chi-squared Approach for Fitting WEIBULL Models to Synthetic Life Tables1, Monte carlo estimates of the distributions of the random polygons of the voronoi tessellation with respect to a poisson process, A simple approximation for the doubly noncentral t-distribution, Ein Likelihood-Quotienten-Test für den Vergleich der Varianzen zweier Normalverteilungen, Maximum likelihood estimation for the beta distribution, SOME RESULTS ON THE BIAS AND MEAN SQUARED ERROR IN THE METHOD OF FREQUENCY MOMENTS, A note on finding critical values for a locally optimal multivariate test statistic, Estimation for the three-parameter inverse gaussian distribution, The Fisher Transform of the Pearson Product Moment Correlation Coefficient and Its Square: Cumulants, Moments, and Applications, Estimation of variance of mean using known coefficient of variation, Approximations of Studentás t and chi-square percentage points, Decoding Movement Trajectories Through a T-Maze Using Point Process Filters Applied to Place Field Data from Rat Hippocampal Region CA1, A bivariate noncentral T-disttrtoution with applications, Robustness of the two - sample t - test under violations of the homogeneity of variance assumption, part ii, Estimation for a four parameter generalized extreme value distribution, Selecting logistic populations using the sample medians, A likelihood ratio test for a shift in the lifelength distribution, Testing in robust anova, Asymptotics of Heat Kernels on Projective Spaces of Large Dimensions and on Disk Hypergroups, Dose-response models for time-to-response toxicity data, SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION, Moments of a ratio of two positive quadratic forms in normal variables, An approximate prediction linterval for the mean of future observations from the inverse gaussian distribution, Bayesian analysis of outliers via akaike's predictive likelihood of a model, An approximation for the noncentral chi-squared distribution, Estimation of the parameters of pareto distribution and the reliability function usin accelerated life testing with censoring, An information-theoretic approach to incorporating prior information in binomial sampling, Nonlinear L_P-norm estimation: part I - on the choice of the exponent, p, where the errors are additive, Nonlinear L_p-norm estimation: Part II: The asymptotic distribution gf the exponent, p, as a function of the sample kurtosis., Calculating the mvue of the fraction nonconforming for the bivariate normal, On Some Statistical Methods Connected with the Mixed Poisson Process, Partially-adaptive robust estimators of location via exponential embedding, Robustness of three power transformation estimation procedures, A Suprasystem of Probability Distributions, Stein's two-stage procedure and exact consistency, A robust alternative to the normal distribution, Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results, Some two-sample tests for simultaneously comparing both parameters of the shifted exponential models, Sequential selection for accelerated life testing via approximate Bayesian inference, Lognormal Distributions and Geometric Averages of Symmetric Positive Definite Matrices, Analysis of progressive type-II censored gamma distribution, Control chart for exponential individual samples with adaptive sampling interval method based on economic statistical design: an extension of costa and Rahim’s model, Unnamed Item, Unbiased estimation in the non-central chi-square distribution, An exponential queue with competition for service, A higher-order approximation to likelihood inference in the Poisson mixed model, Characteristic functions of \({\mathcal L}_1\)-spherical and \({\mathcal L}_1\)-norm symmetric distributions and their applications, Properties of selected subset diagnostics in regression, Euclidean distance matrix analysis (EDMA): Estimation of mean form and mean form difference, Exact misclassification probabilities for plug-in normal quadratic discriminant functions. I: The equal-means case, On the correspondence between population-averaged models and a class of cluster-specific models for correlated binary data, Counting mutations by parsimony and estimation of mutation rate variation across nucleotide sites -- a simulation study, An epidemic with individual infectivities and susceptibilities, The statistics of time-frequency analysis, A Wiener Germ approximation of the noncentral chi square distribution and of its quantiles, Preservation properties by Bernstein-type operators. A probabilistic approach, Moment bounds and central limit theorem for functions of Gaussian vectors, A Bayesian approach to a dynamic inventory model under an unknown demand distribution, A Pearson random walk with steps of uniform orientation and Dirichlet distributed lengths, Tail behavior of sums and differences of log-normal random variables, Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes, A new look at the inverse Gaussian distribution with applications to insurance and economic data, Bayesian inference for hidden truncation Pareto (IV) models, Stochastic Volatility Models Predictive Relevance for Equity Markets, Identification of factors influencing dispersion in split-plot experiments, A Note On Beta Inverse-Weibull Distribution, A reduction formula for the hypergeometric function using gamma random variables, On Symmetrizing Transformation of the Sample Coefficient of Variation from a Normal Population, Efficient Signal Inclusion With Genomic Applications, Rank Test of Location Optimal for Hyperbolic Secant Distribution, Shrinkage estimators of the reliability characteristics of a family of lifetime distributions based on records, Analysis of mixed correlated bivariate zero-inflated count and(k,l)-inflated beta responses with application to social network datasets, Bayesian process monitoring schemes for the two-parameter exponential distribution, Two-piece power normal distribution, Sequential point estimation procedures for the parameter of a family of distributions, Value of the beta prior information, Generalized weibull family: a structural analysis, Classification of dichotomous and continuous variables with incomplete samples, Bayes 2-sample prediction for the inverse weibull distribution, Vector correlation based on ranks and a nonparametric test of no association between vectors¹, Tables to facilitate fitting tadikamalla and johnson's L^Bdistributions II. both terminals fixed, An efficient algorithm for computing the noncentrality parameters of chi-squared tests, The generalized Pearson family of distributions and explicit representation of the associated density functions, Exploring data assimilation and forecasting issues for an urban crime model, Accurate computation of single and product moments of order statistics under progressive censoring, The Sampling Distribution of the Serial Correlation Coefficient, A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances, Robustness of stein's two stage procedure, A Symmetric Extended Logistic Model with Applications to Experimental Toxicity Data, Double moving average–EWMA control chart for exponentially distributed quality, Tolerance limits for inverse gaussian distribution, Recurrence relations for noncentral density, distribution functions and inverse moments, Modeling longitudinal binomial responses: implications from two dueling paradigms, Power of the likelihood ratio test for models of DNA base substitution, Estimation and testing procedures of the reliability functions of generalized inverted scale family of distributions, A test statistic to choose between Liu-type and least-squares estimator based on mean square error criteria, The sinh-normal/independent nonlinear regression model, Two-sample two-stage and purely sequential methodologies for tests of hypotheses with applications: comparing normal means when the two variances are unknown and unequal, Power analysis for clustered non-continuous responses in multicenter trials, Power analysis for cluster randomized trials with binary outcomes modeled by generalized linear mixed-effects models, Goodness-of-fit tests of generalized linear mixed models for repeated ordinal responses, Local influence diagnostics for generalized linear mixed models with overdispersion, Unnamed Item, A resolution of the ‘exchange paradox’, EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models, On moments of beta mixtures,the noncentral beta distribution,and the coefficient of determination, Two-stage procedures for the bounded risk point estimation of the parameter and hazard rate in two families of distributions, A Microeconomic Approach to Diffusion Models For Stock Prices, Pfriodograms of unit root time series: distributions and tests, A robust approach to longitudinal data analysis, The cornish-fisher expansion for estimating percentage points: a numerical perspective, Stochastic Integration Rules for Infinite Regions, Some cross-product difference statistics and a test for trends in ordered contingency tables, Circumspheres of sets of n + 1 random points in the d-dimensional Euclidean unit ball (1 ≤ n ≤ d), Confidence intervals for the correlation from a bivariate normal, Repeated Probit Regression When Covariates Are Measured With Error, A simple exact method for testing hypotheses about the shape parameter of a log-normal distribution, Underreporting of purchases of port wine, Shewhart control charts for the scale parameter of a Weibull control variable with fixed and variable sampling intervals, Power transformation of the F distribution and a power normal family, Simulating from a mixture of exponential distributions with some negatively weighted components, Maximum likelihood estimation of dirichlet distributions, The De Mortibus distribution and variability of biological magnitudes, Four Correlation Coefficients with a Third Blocking Variable: Their Efficacy, Relative Efficiency, and Test Statistics, Inference About the First-Order Autoregressive Coefficient, Asymptotic Behavior of k-Word Matches Between two Uniformly Distributed Sequences, Flexible Modelling of Neuron Firing Rates Across Different Experimental Conditions: An Application to Neural Activity in the Prefrontal Cortex During a Discrimination Task, Unnamed Item, The Distribution of Sums of Certain I.I.D. Pareto Variates, Hierarchical models with normal and conjugate random effects : a review, Misclassification probabilities for quadratic discriminant function, Two-stage and sequential procedures for estimation of powers of parameter of a family of distributions, MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK, Unnamed Item, Unnamed Item, Simulating random variables using moment-generating functions and the saddlepoint approximation, Analyzing bivariate ordinal data with CUB margins, Distributions of products involving the type II Bessel function random variable, Effects of the two-component measurement error model on X control charts, A note concerning the limit distribution of the quicksort algorithm, Point estimation based on confidence intervals: exponential families, Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function, Inefficiency of inferences with the partial likelihood, Bayesian Estimation of the Two-Parameter Gamma Distribution, Power of One-Sample Location Tests Under Distributions with Equal Lévy Distance, GENERALIZED WEIBULL LINEAR MODELS FOR TYPE-I CENSORING DATA, FreSpeD: Frequency-Specific Change-Point Detection in Epileptic Seizure Multi-Channel EEG Data, Some Properties of CIR Processes, Properties of Entropies of Record Values in Reliability and Life Testing Context, Unnamed Item, Unnamed Item, PERFORMANCE OF STUDENTIZED RANGE STATISTIC FOR TWO OUTLIERS IN A LINEAR MODEL, Options in and on interest rate futures contracts: results from martingale pricing theory, A new approximation for the distribution of the difference of two t-variables, A good simple percentile estimator of the weibull shape parameter for use when all three parameters are unknown, Distributions of lrt associated with two-parameter exponential distributions, Comparison of different estimation methods for extreme value distribution, Symmetric Generalized Logistic Distribution: Some Moment Properties and Approximation to the Normal Distribution, Fully Data-Driven Nonparametric Variance Estimators, A joint model for mixed longitudinal k-category inflation ordinal and continuous responses