Let T = (V, E) be a tree. A core of T is a path P, for which the sum of the weighted distances from all vertices to this path is minimized. In this paper, we consider the semi-obnoxious case in which the vertices have positive or negative weights. We prove that, when the sum of the weights of...

In this paper it is shown how a general two-sided orthant probability for a quadrivariate normal distribution can be evaluated by a one-dimensional numerical integral calculation. The quadrivariate normal distribution can have any covariance matrix and any mean vector. This affords a practical...

Asymptotic approximations to the distributions of the ability estimator and its transformations in item response theory are derived beyond the usual normal one when associated item parameters are given as in tailored testing. For the approximations, the asymptotic cumulants of the estimators up...

We demonstrate that two key theorems of Amaldi et al. (Math Methods Oper Res 69:205–223, 2009 ), which they presented with rather complicated proofs, can be more easily and cleanly established using a simple and classical property of binary matroids. Besides a simpler proof, we see that both...

We study a two-sided singular control problem in a general linear diffusion setting and provide a set of conditions under which an optimal control exists uniquely and is of singular control type. Moreover, under these conditions the associated value function can be written in a quasi-explicit...

We address the problem of gradient estimation with respect to four characterizing parameters of the Meixner distribution and Lévy process. With the help of the explicit marginal probability density function, the likelihood ratio method is directly applicable, while unbiased estimators may...

Models for decision-making under uncertainty use probability distributions to represent variables whose values are unknown when the decisions are to be made. Often the distributions are estimated with observed data. Sometimes these variables depend on the decisions but the dependence is ignored...