These notes demonstrate how one can define optimization problems whose solutions can be interpreted as the Delta and the Fieller confidence intervals for a ratio of normally distributed parameter estimates. Also included in these notes are the details of the derivation of the slope of a...

Although attention has been given to obtaining reliable standard errors for the plugin estimator of the Gini index, all standard errors suggested until now are either complicated or quite unreliable. An approximation is derived for the estimator by which it is expressed as a sum of IID random...

Let (Xk)k≥1 be a Gaussian long-range dependent process with EX1=0, EX12=1 and covariance function r(k)=k−DL(k). For any measurable function G let (Yk)k≥1=(G(Xk))k≥1. We study the asymptotic behaviour of the associated sequential empirical process (RN(x,t)) with respect to a weighted...

When two survival functions belong to a location–scale family of distributions, and the available two-sample data are each right censored, the location and scale parameters can be estimated using a minimum distance criterion combined with Kaplan–Meier quantiles. In this paper, it is shown...