AbstractA simple direct proof is given of a result due to L. Shepp that a certain function of two independent normal random variables with zero means and possibly unequal variances is itself normal
summary:The minimum variance unbiased, the maximum likelihood, the Bayes, and the naive estimates of...
summary:The minimum variance unbiased, the maximum likelihood, the Bayes, and the naive estimates of...
AbstractTamhankar [2] showed that, under suitable conditions, if X1, …, Xn are independent random va...
AbstractA simple direct proof is given of a result due to L. Shepp that a certain function of two in...
AbstractIt is the purpose of this paper to show that, when X and Y are independent normal random var...
AbstractIt is the purpose of this note to provide a direct proof of the fact that, when X and Y are ...
AbstractIt is the purpose of this paper to show that, when X and Y are independent normal random var...
AbstractIt is the purpose of this note to provide a direct proof of the fact that, when X and Y are ...
AbstractWe give three elementary and short proofs of the following statement: if X and Y are indepen...
AbstractIt is known that if the statistic Y = Σj=1n(Xj + aj)2 is drawn from a population which is di...
AbstractIt is well known that i.i.d. (independent and identically distributed) normal random variabl...
AbstractIf X1 and X2 are independent and identically distributed (i. i. d.) with finite variance, th...
AbstractTamhankar [2] showed that, under suitable conditions, if X1, …, Xn are independent random va...
Texte intégral sur le site: https://www.scienpress.comIn this paper, we present three remarkable pro...
International audienceIn this paper, we present three remarkable properties of the normal distributi...
summary:The minimum variance unbiased, the maximum likelihood, the Bayes, and the naive estimates of...
summary:The minimum variance unbiased, the maximum likelihood, the Bayes, and the naive estimates of...
AbstractTamhankar [2] showed that, under suitable conditions, if X1, …, Xn are independent random va...
AbstractA simple direct proof is given of a result due to L. Shepp that a certain function of two in...
AbstractIt is the purpose of this paper to show that, when X and Y are independent normal random var...
AbstractIt is the purpose of this note to provide a direct proof of the fact that, when X and Y are ...
AbstractIt is the purpose of this paper to show that, when X and Y are independent normal random var...
AbstractIt is the purpose of this note to provide a direct proof of the fact that, when X and Y are ...
AbstractWe give three elementary and short proofs of the following statement: if X and Y are indepen...
AbstractIt is known that if the statistic Y = Σj=1n(Xj + aj)2 is drawn from a population which is di...
AbstractIt is well known that i.i.d. (independent and identically distributed) normal random variabl...
AbstractIf X1 and X2 are independent and identically distributed (i. i. d.) with finite variance, th...
AbstractTamhankar [2] showed that, under suitable conditions, if X1, …, Xn are independent random va...
Texte intégral sur le site: https://www.scienpress.comIn this paper, we present three remarkable pro...
International audienceIn this paper, we present three remarkable properties of the normal distributi...
summary:The minimum variance unbiased, the maximum likelihood, the Bayes, and the naive estimates of...
summary:The minimum variance unbiased, the maximum likelihood, the Bayes, and the naive estimates of...
AbstractTamhankar [2] showed that, under suitable conditions, if X1, …, Xn are independent random va...