The first significant digit patterns arising from a mixture of uniform distributions with a random upper bound are revisited. A closed-form formula for its first significant digit distribution (FSD) is obtained. The one-parameter model of Rodriguez is recovered for an extended truncated Pareto...

The recombining binomial tree approach, which has been initiated by Cox et al. (J Financ Econ 7: 229–263, <CitationRef CitationID="CR16">1979</CitationRef>) and extended to arbitrary diffusion models by Nelson and Ramaswamy (Rev Financ Stud 3(3): 393–430, <CitationRef CitationID="CR43">1990</CitationRef>) and Hull and White (J Financ Quant Anal 25: 87–100, <CitationRef CitationID="CR30">1990a</CitationRef>), is applied...</citationref></citationref></citationref>

A moment method for the three parameter multivariate asymmetric Laplace distribution is considered. It is based on the star product of both the coskewness and cokurtosis tensors. It improves on an earlier moment method by Visk (2009) and shows that the covariance matrix of this multivariate...

According to Hendricks and Robey (1936) the coefficient of variation from a normal population with sample size n can be approximated by a function defined on the positive real line, which depends on the standard normal moment of order n - 1 about some well-defined point. Simple conditions under...

The class of bivariate extreme value copulas, which satisfies the monotone regression positive dependence property or equivalently the stochastic increasing property, is considered. A variational calculus proof of the Hutchinson-Lai conjecture about Kendall's tau and Spearman's rho for this...

The complete class of all bivariate distributions with given diatomic conditionals is characterized in terms of the marginal probabilities and the correlation coefficient. The result is used to construct a bivariate distribution which maximizes the stop-loss transform of a random sum by known...

Based on a non-parametric criterion of independence derived from a generalized version of the Schweizer-Wolff non-parametric measure of dependence, we calculate rates of convergence to asymptotic independence between the order statistics in a general setting. Three different rates of convergence...