Abstract In this note, we recollect some formulas and facts about linear mixed models in relation to Cohen’s effect size measure f2. It is shown how an estimate of the variance-covariance matrix for the estimated fixed effects parameter vector may serve to compute f2in the presence of random...

Multivariate random sums appear in many scientific fields, most notably in actuarial science, where they model both the number of claims and their sizes. Unfortunately, they pose severe inferential problems. For example, their density function is analytically intractable, in the general case,...

Multivariate random sums appear in many scientific fields, most notably in actuarial science, where they model both the number of claims and their sizes. Unfortunately, they pose severe inferential problems. For example, their density function is analytically intractable, in the general case,...