AbstractGiven that r and s are natural numbers and X∼Binomial(r,q) and Y∼Binomial(s,p) are independent random variables where q,p∈(0,1), we prove that the likelihood ratio of the convolution Z=X+Y is decreasing, increasing, or constant when q<p, q>p or q=p, respectively
We propose a sequential method to construct approximate confidence limits for the ratio of two indep...
Random convolution of different O-exponential distributions. Assume that ξ1, ξ2, ... are i...
In this thesis, we use martingales to show that the dilation of a sequence of monotone convolutions ...
Bernoulli, binary random variables, elementary symmetric functions, monotone likelihood ratio,
This note provides a direct, elementary proof of the fundamental result on monotone likelihood ratio...
Suppose a random variable has a density belonging to a one parameter family which has strict monoton...
AbstractThe closure property of the up-shifted likelihood ratio order under convolutions was first p...
Our first theorem states that the convolution of two symmetric densities which are k-monotone on (0,...
AbstractFor testing the hypothesis of equality of two covariances (Σ1 and Σ2) of two p-dimensional m...
Let S and X be independent random variables, assuming values in the set of non-negative integers, an...
We study the problem of testing for equality at a xed point in the setting of nonparametric estimati...
Convolutions of random variables which are either exponential or geometric are studied with respect ...
We define a product of algebraic probability spaces equipped with two states. This product is called...
Let Y be a standard Gamma(k) distributed random variable (rv), k > 0, and let X be an independent...
In this paper, the notion of likelihood ratio, as a measure of the deviation between a sequence of i...
We propose a sequential method to construct approximate confidence limits for the ratio of two indep...
Random convolution of different O-exponential distributions. Assume that ξ1, ξ2, ... are i...
In this thesis, we use martingales to show that the dilation of a sequence of monotone convolutions ...
Bernoulli, binary random variables, elementary symmetric functions, monotone likelihood ratio,
This note provides a direct, elementary proof of the fundamental result on monotone likelihood ratio...
Suppose a random variable has a density belonging to a one parameter family which has strict monoton...
AbstractThe closure property of the up-shifted likelihood ratio order under convolutions was first p...
Our first theorem states that the convolution of two symmetric densities which are k-monotone on (0,...
AbstractFor testing the hypothesis of equality of two covariances (Σ1 and Σ2) of two p-dimensional m...
Let S and X be independent random variables, assuming values in the set of non-negative integers, an...
We study the problem of testing for equality at a xed point in the setting of nonparametric estimati...
Convolutions of random variables which are either exponential or geometric are studied with respect ...
We define a product of algebraic probability spaces equipped with two states. This product is called...
Let Y be a standard Gamma(k) distributed random variable (rv), k > 0, and let X be an independent...
In this paper, the notion of likelihood ratio, as a measure of the deviation between a sequence of i...
We propose a sequential method to construct approximate confidence limits for the ratio of two indep...
Random convolution of different O-exponential distributions. Assume that ξ1, ξ2, ... are i...
In this thesis, we use martingales to show that the dilation of a sequence of monotone convolutions ...
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