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Schur2-concavity properties of Gaussian measures, with applications to hypotheses testing

Pinelis, Iosif - In: Journal of Multivariate Analysis 124 (2014) C, pp. 384-397

The main results imply that the probability P(Z∈A+θ) is Schur-concave/Schur-convex in (θ12,…,θk2) provided that the indicator function of a set A in Rk is so, respectively; here, θ=(θ1,…,θk)∈Rk and Z is a standard normal random vector in Rk. Moreover, it is shown that the...

Persistent link: https://www.econbiz.de/10011041960

Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties

Vilca, Filidor; Balakrishnan, N.; Zeller, Camila Borelli - In: Journal of Multivariate Analysis 128 (2014) C, pp. 73-85

The Generalized Inverse Gaussian (GIG) distribution has found many interesting applications; see Jørgensen [24]. This rich family includes some well-known distributions, such as the inverse Gaussian, gamma and exponential, as special cases. These distributions have been used as the mixing...

Persistent link: https://www.econbiz.de/10011042075

RY theory investigation of phase coexistence in hard sphere mixtures

Caccamo, C.; Pellicane, G. - In: Physica A: Statistical Mechanics and its Applications 235 (1997) 1, pp. 149-158

Phase coexistence and stability in a hard sphere mixture composed of two particle species of very different sizes are investigated by means of thermodynamically self-consistent Rogers-Young theory. The results obtained for the concentration-concentration structure factor in the k = 0 limit,...

Persistent link: https://www.econbiz.de/10010587559

Discrete kinetic models of relativistic Boltzmann equation for mixtures

Amossov, Stepan A. - In: Physica A: Statistical Mechanics and its Applications 301 (2001) 1, pp. 330-340

Several discrete models for relativistic binary mixtures are introduced. These models possess a correct number of …

Persistent link: https://www.econbiz.de/10010589172

Heat flux between parallel plates through a binary gaseous mixture over the whole range of the Knudsen number

Sharipov, Felix; Cumin, Liliana M. Gramani; Kalempa, Denize - In: Physica A: Statistical Mechanics and its Applications 378 (2007) 2, pp. 183-193

calculations were carried out for three mixtures of noble gases: neon–argon, helium–argon and helium–xenon. The heat flux and …

Persistent link: https://www.econbiz.de/10010589381

Mapping a hard-sphere fluid mixture onto a single component hard-sphere fluid

Barrio, C.; Solana, J.R. - In: Physica A: Statistical Mechanics and its Applications 351 (2005) 2, pp. 387-403

, Monte Carlo simulations have been performed for binary mixtures of hard spheres for different densities, compositions and … ij of the mixtures. These data are used to test the reliability of different proposals available in the literature for … mapping the thermodynamic and structural properties of conformal mixtures onto those of a single-component fluid. It is found …

Persistent link: https://www.econbiz.de/10010589934

Modelling quality in replacement and inspection maintenance

Scarf, Philip A.; Cavalcante, Cristiano A.V. - In: International Journal of Production Economics 135 (2012) 1, pp. 372-381

Heterogeneity in component and maintenance quality is considered in the context of age-based inspection and replacement for a single component system. A three-state component failure model is assumed, with a defective state preceding the failed state. Heterogeneity in maintenance intervention is...

Persistent link: https://www.econbiz.de/10010597267

Maintenance scheduling of a protection system subject to imperfect inspection and replacement

Berrade, M.D.; Cavalcante, Cristiano A.V.; Scarf, Philip A. - In: European Journal of Operational Research 218 (2012) 3, pp. 716-725

An inspection and replacement policy for a protection system is described in which the inspection process is subject to error, and false positives (false alarms) and false negatives are possible. We develop two models: one in which a false positive implies renewal of the protection system; the...

Persistent link: https://www.econbiz.de/10010574199

Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions

Coelho, Carlos; Marques, Filipe - In: Computational Statistics 27 (2012) 4, pp. 627-659

The exact distribution of the likelihood ratio test statistic to test the equality of several variance-covariance matrices has a non-manageable form. On the other hand, the existing asymptotic approximations do not exhibit the necessary precision for many applications. For these reasons, the...

Persistent link: https://www.econbiz.de/10010600754

Stable mixture GARCH models

Broda, Simon A.; Haas, Markus; Krause, Jochen; … - In: Journal of Econometrics 172 (2013) 2, pp. 292-306

A new model class for univariate asset returns is proposed which involves the use of mixtures of stable Paretian …

Persistent link: https://www.econbiz.de/10010608465