We present an extension to the multinomial case of former estimations for univariate Poisson binomial approximation problems and generalize a result obtained by [1], 805-810). As an application, we evaluate the total variation distance between superpositions of independent Bernoulli point...

It is shown that for a wide class of signal processes and bounded g, the conditional expectation [pi](g, y) in the white noise filtering model is a C[infinity]-functional of the observations in the sense that [pi](g, y) and its Fréchet derivatives (which exist) are random variables on the...

It is shown that: If (X1, X2) is a permutation invariant central convex unimodal random vector and if A is a symmetric (about 0) permutation invariant convex set then P{(aX1, X2/a) [set membership, variant] A} is nondecreasing as a varies from )+ to 1 and is non-increasing as a varies from 1 to...

The concepts of conditionally more positively quadrant dependent, and conditionally more dispersed are introduced and studied. Based on these two concepts, new conditions are given for multivariate cdfs F and G so that EFh(X) = EGh(X) for suitable h(X). Special cases include the multivariate...

Let Z be a p-dimensional continuous random vector with density f[mu](z) = e[mu]·z - M([mu]) - K(z)1E(z). Subject to some conditions on f[mu] and g the identity E[mu]([backward difference]K(Z) - [mu]) g(Z) = E[mu][backward difference]g(Z) holds. Through use of the identity classes of...

A procedure for deconvolution of nonminimum phase non-Guassian time series based on the estimation of higher order (greater than two) spectra is given. This can be applied to the analysis of seismograms. The procedure allows estimation of the wavelet. Knowledge of cumulant spectra of order...

The bivariate censored data model is studied and a test to see whether the coordinates are independent is given via density estimation methods. This proposed test is distribution free. Comparison with a test using survival functions is discussed. Strong approximation of empirical distributions,...

In this paper circuit chains of superior order are defined as multiple Markov chains for which transition probabilities are expressed in terms of the weights of a finite class of circuits in a finite set, in connection with kinetic properties along the circuits. Conversely, it is proved that if...

The proof of Farrell (1968. Ann. Math. Statist. 26 518-522) is adapted to the special problems presented by discrete problems. Continuity of the risk functions is verified, sequential subcompactness is verified, and a necessary and sufficient condition for admissibility proven. In the discrete...