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Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes
We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum...
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On the Exact Distributions of Pattern Statistics for a Sequence of Binary Trials: A Combinatorial Approach
Consider a sequence of exchangeable or Markov-dependent binary (zero-one) trials. A sequence of independent and identically distributed binary trials...
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On connections between skewed, weighted and distorted distributions: applications to model extreme value distributions
The purpose of the paper is to explore the connections between skew symmetric, weighted and distorted univariate distributions as well as how they...
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Probability Distributions
To the uninitiated, a stochastic model may seem to emerge from nowhere with little explanation. This chapter attempts to address the information gap...
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Efficient Algorithms for Tail Probabilities of Exchangeable Lognormal Sums
For the estimation of left and right-tail probabilities and the pdf of the sum of exchangeable lognormal random vectors a new conditional Monte Carlo...
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Gaussian Distributions
This chapter is concerned with Gaussian distributions, either real Gaussian on...
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Permutation Tests Using Arbitrary Permutation Distributions
Permutation tests date back nearly a century to Fisher’s randomized experiments, and remain an immensely popular statistical tool, used for testing...
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Empirical likelihood ratio tests for homogeneity of component lifetime distributions based on system lifetime data
In system reliability, practitioners may be interested in testing the homogeneity of the component lifetime distributions based on system lifetimes...
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Testing of Multivariate Repeated Measures Data with Block Exchangeable Covariance Structure
The article contains a review of hypothesis testingHypothesis testing of mean vectors in normal populations for multivariate repeated measures data...
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A Class of Multivariate Power Skew Symmetric Distributions: Properties and Inference for the Power-Parameter
Let S P d be the class of all multivariate sign and permutation invariant densities and SPD be the corresponding class of distribution functions. The...
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A Family of Induced Distributions
In the present paper a family of discrete distributions is introduced through the probability generating function of any discrete distribution...
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The Likelihood Ratio Test of Equality of Mean Vectors with a Doubly Exchangeable Covariance Matrix
The authors derive the LRT statistic for the test of equality of mean vectors when the covariance matrix has what is called a double exchangeable...
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Distortion representations of multivariate distributions
The univariate distorted distributions were introduced in risk theory to represent changes (distortions) in the expected distributions of some risks....
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On the Exceedances of Exchangeable Random Variables
Suppose that X n = ( X 1 ,…, X n ) have mean 0, and a single-factor covariance Σ = ( σ i j ) with σ i i = 1 and σ i j = ρ ≥ 0 for i ≠ j . For a threshold c , let S n ...
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Test for Uniformity of Exchangeable Random Variables on the Circle
We are motivated by our laboratory experiment on the flocking behavior of termites. To test for the existence of flocking behavior, we revisit the...
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The Origins of the Stick Breaking Construction
The origins of the stick breaking construction of Sethuraman ( Statistica Sinica 4 639–650. 1994) are presented here. We show the equivalence of...
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Computational and Analytical Bounds for Multivariate Bernoulli Distributions
Building on a new but simple method to characterize multivariate Bernoulli variables with given means, we investigate their dependence structure. We...
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Linear models for multivariate repeated measures data with block exchangeable covariance structure
The popularity of the classical general linear model (CGLM) is attributable mostly to its ease of fitting and validating; however, the CGLM is...
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Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios
In this paper, some stochastic comparison results are developed for the class of multivariate normal variance-mean mixture (NVM) distributions. These...
