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Theoretical Statistics: Topics for a Core Course
Probability and Measure.- Exponential Families.- Risk, Sufficiency, Completeness, and Ancillarity.- Unbiased Estimation.- Curved Exponential Families.- Conditional Distributions.- BayesianExpand
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Distributions on Partitions
On obtient une famille de distributions a deux parametres sur des partitions, par melange d'une variable multinomiale avec une distribution de Dirichlet symetrique
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A mathematical model of luteinizing hormone release from ovine pituitary cells in perifusion.
We model the effect of gonadotropin-releasing hormone (GnRH) on the production of luteinizing hormone (LH) by the ovine pituitary. GnRH, released by the hypothalamus, stimulates the secretion of LHExpand
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Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form
This paper deals with the problem of estimating the covariance matrix of the least-squares regression coefficients under heteroskedasticity and/or autocorrelation of unknown form. We consider anExpand
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On α-symmetric multivariate distributions☆
A random vector is said to have a 1-symmetric distribution if its characteristic function is of the form [phi](t1 + ... + tn). 1-Symmetric distributions are characterized through representations ofExpand
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A Generalized Parking Problem
Let F denote a distribution function which has a finite positive mean µ; let X 1 , X 2 ,... denote independent random variables with a common distribution function F; let S0, S1, S2,... denote theExpand
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Tail probability approximations for U-statistics
Let Un be a second-degree, nondegenerate, zero mean U-statistic with a bounded kernel, scaled so that Un/[radical sign]n => N(0, [sigma]2). Large deviation approximations are developed for tailExpand
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Maximum Likelihood Regression of Rank-Censored Data
Abstract Linear regression is a common method for analyzing continuous, cardinal data, but it is inappropriate when the dependent variable is an ordinal ranking. The model proposed for analyzingExpand
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A note on the variance of a stopping time
Let (Sn = E'Xi}n 0 be a random walk with positive drift ,t = EX1 > 0 and finite variance a2 = VarXl. Let T(b) = inf{n 2 1: Sn > b), Rb = ST(b) b, M= minn>oSn, T + = T(O) and H = S$+. Lai and SiegmundExpand
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