empirical covariance operators of the random variables X at orders 0 to h in the space of Hilbert-Schmidt operators. …

mean zero associated random variables is a demimartingale. Therefore, maximal inequalities and a strong law of large … numbers are obtained for associated random variables as special cases. …

Let (Xi, Yi) i=1, 2, ..., n be n independent and identically distributed random variables from some continuous … concomitants of order statistics under different types of dependence between the parent random variables X and Y. The results …

For a sequence of i.i.d. random variables an upper (lower) k-record is a value which is kth largest (smallest) at its …

[theta]=E{g(U)} where U=(U1,...,Us) with U1,...,Us independent and identically U(0,1) distributed random variables and g …Using an algorithm of Joffe (Ann. Probab. 2 (1974) 161-162) we generate a finite sequence of 4-independent random … variables. Using this sequence we find a confidence interval with coverage probability exceeding a value close to 1-[alpha] for …