In this paper, we consider Kumaraswamy-G distributions and derive a Uniformly Minimum Variance Unbiased Estimator (UMVUE) and a Maximum Likelihood Estimator (MLE) of the two measures of reliability, namely R(t) = P(X t) and P = P(X Y ) under Type II censoring scheme and sampling scheme of...

In this paper, we consider Kumaraswamy-G distributions and derive a Uniformly Minimum Variance Unbiased Estimator (UMVUE) and a Maximum Likelihood Estimator (MLE) of the two measures of reliability, namely R(t) = P(X t) and P = P(X Y ) under Type II censoring scheme and sampling scheme of...

Statistics has been developing for almost 250 years - since the publication of an essay which included one theorem called Bayes´ after the author. This whole period (since 1763 to this day) has been accompanied by a duel between the supporters of a subjective concept of probability and those...

Statistics has been developing for almost 250 years - since the publication of an essay which included one theorem called Bayes´ after the author. This whole period (since 1763 to this day) has been accompanied by a duel between the supporters of a subjective concept of probability and those...

Statistics has been developing for almost 250 years - since the publication of an essay which included one theorem called Bayes´ after the author. This whole period (since 1763 to this day) has been accompanied by a duel between the supporters of a subjective concept of probability and those...

Ornstein–Uhlenbeck models are continuous-time processes which have broad applications in finance as, e.g., volatility processes in stochastic volatility models or spread models in spread options and pairs trading. The paper presents a least squares estimator for the model parameter in a...

We study the problems of hypothesis testing and point estimation for the correlation coefficient between the disturbances in the system of two seemingly unrelated regression equations. An objective Bayesian solution to each problem is proposed based on combined use of the invariant loss function...

The proportion ratio (PR) of patient response is one of the most commonly used indices for measuring the relative treatment effect in a randomized clinical trial (RCT). Assuming a random effect multiplicative risk model, we develop two point estimators and three interval estimators in closed...

In estimation of a matrix of regression coefficients in a multivariate linear regression model, this paper shows that minimax and shrinkage estimators under a normal distribution remain robust under an elliptically contoured distribution. The robustness of the improvement is established for both...

This book presents the theory of probability and mathematical statistics at a level suitable for researchers at the frontiers of applied disciplines. Examples and exercises make essential concepts in measure theory and analysis accessible to those with preparation limited to vector calculus....

AbstractThe following sections are included:IntroductionIntegrationIntegrals on Abstract Measure SpacesIntegrals on Sets of Real NumbersProperties of E(·)Expectations as Informative FunctionalsMoments of Random VariablesGenerating FunctionsConditional ExpectationMoments of Conditional...