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Showing papers in "Statistics & Probability Letters in 2000"


Journal ArticleDOI
TL;DR: In this article, a new two-parameter lifetime distribution was proposed to fit real life data with bathtub-shaped failure rates, which has increasing or bathtubshaped failure rate function.

344 citations


Journal ArticleDOI
TL;DR: In this article, double-ranked set sampling (DRSS) is introduced and investigated as a variation of ranked set sampling, and it is shown that this extension of RSS is more efficient in estimating the population mean than both RSS and simple random sampling (SRS).

150 citations


Journal ArticleDOI
TL;DR: In this article, the conditional distribution of X given Y > y 0, for some fixed value of y 0 ∈ R, is the multivariate skewed Cauchy, in which there is truncation with respect to Y : this is but one of a general class of skewed distributions for which the initial distribution is symmetric.

138 citations


Journal ArticleDOI
TL;DR: In this article, a kernel-based smooth estimate of the functional principal components of stochastic processes is proposed for continuous trajectories of continuous processes, and strong consistency and the asymptotic distribution are derived under mild conditions.

113 citations


Journal ArticleDOI
TL;DR: The proportional reversed hazards model as mentioned in this paper describes random failure times by a family of distribution functions, where F(x) is a baseline distribution function and X is a random distribution function.

102 citations


Journal ArticleDOI
TL;DR: In this article, the authors show extensions of the Marcinkiewicz-Zygmund strong law for linear statistics under certain moment conditions on both the weights and the distribution of a random sample.

86 citations


Journal ArticleDOI
TL;DR: In this paper, the authors give a simple approximation to the probability of a conjunction occurring anywhere in a fixed region, so that they can test for a local increase in the mean of the images at the same unknown location in all images, a generalization of the split-t test.

86 citations


Journal ArticleDOI
TL;DR: In this article, the Hermite polynomials up to order three were obtained for the second-order Edgeworth expansions for the distribution and density of most standardised vector estimates.

85 citations


Journal ArticleDOI
TL;DR: The computational advantages of pairwise likelihood relative to competing approaches are discussed, some efficiency calculations are presented and it is argued that when cluster sizes are unequal a weighted couplewise likelihood should be used for the marginal regression parameters, whereas the unweighted pairwiselihood should be use for the association parameters.

85 citations


Journal ArticleDOI
Han-Ying Liang1
TL;DR: In this paper, complete convergence for weighted sums of negatively associated (NA) random variables is discussed and the result on i.i.d. case of Li et al. (J. Theoret. Theory Related Fields 97 (1993) 169-178) is extended.

79 citations


Journal ArticleDOI
TL;DR: In this paper, a family of continuous bivariate distributions with positive quadrant dependence (PQD) properties was studied and a new parametric family of distributions can be ordered in the so-called PQD order.

Journal ArticleDOI
TL;DR: In this paper, a Bayesian approach to inference in reliability studies based on type II doubly censored data from a Rayleigh distribution is presented, which can be used to predict the failure-time of a k-out-of-m system.

Journal ArticleDOI
TL;DR: In this article, a central limit theorem for a triangular array of m-dependent random variables is presented, where m may tend to infinity with the row index at a certain rate.

Journal ArticleDOI
TL;DR: In this article, the authors consider various probability models for the conditional masking probabilities that identify the set of possible failed components given the true cause of failure and the system's failure time.

Journal ArticleDOI
TL;DR: In this paper, some new properties of the proposed measure in connection to order statistics and record values are derived, and the generalized Pareto distribution has been also given several characterizations of this distribution in terms of the measured measure.

Journal ArticleDOI
TL;DR: In this article, the authors established asymptotic normality of the usual kernel estimate of the marginal probability density function of a strictly stationary sequence of associated random variables, using large and small blocks.

Journal ArticleDOI
TL;DR: The authors showed that for bootstrap samples of size m, an Edgeworth expansion holds with reminder term O p (1/m+m −1/4 log m/n ).

Journal ArticleDOI
TL;DR: The sharp inequality for squared skewness minus kurtosis for the class of unimodal distributions was derived in this article, where the sharp inequality was also derived for the case of k-perturbation.

Journal ArticleDOI
TL;DR: In this article, a general downcrossing inequality for g-martingales introduced via a class of backwards stochastic differential equations (shortly BSDEs) was obtained.

Journal ArticleDOI
TL;DR: In this paper, all possible distributions for such an exchangeable sequence are characterized in terms of constraints on the p j,n and their de Finetti representations, and all possible distribution distributions for the first n terms of the sequence are analyzed.

Journal ArticleDOI
TL;DR: The symmetric random-walk Hastings-Metropolis algorithm in situations where the density is not log-concave in the tails is studied, showing that, under mild technical conditions, this algorithm is V-ergodic at a subgeometrical rate.

Journal ArticleDOI
TL;DR: In this article, a bijective bi-differentiable deformation of the index space of a non-stationary random field has been proposed, where the form of this deformation under smoothness assumptions on the correlation of Z is given.

Journal ArticleDOI
TL;DR: In this article, a central limit theorem for a triangular array of row-wise independent Hilbert-valued random elements with finite second moment is proved under mild convergence requirements on the covariances of the row sums and the Lindeberg condition along the evaluations at an orthonormal basis.

Journal ArticleDOI
TL;DR: In this paper, a new weak dependence condition from Doukhan and Louhichi (Stoch. 1999, 84, 313,342) was used to provide a central limit theorem for triangular arrays; this result applies for linear arrays and standard kernel density estimates under weak dependence.

Journal ArticleDOI
TL;DR: In this article, the Fourier transformation technique is employed to find the availability of a system maintained through several imperfect repairs before a replacement or a perfect repair is allowed, and exact expressions for the availability when both lifetime and repair time distributions are exponential (with possibly different parameters).

Journal ArticleDOI
TL;DR: In this paper, the authors considered a general two-color urn model characterized by a 2×2 matrix of integers a b c d without constraints on the values of these four integers other than non-negativity.

Journal ArticleDOI
TL;DR: Chow's maximal inequality for (sub)martingales is extended to the case of demi(sub)Martingales introduced by Newman and Wright (Z. Wahrsch. Verw. Geb. 59 (1982) 361-371).

Journal ArticleDOI
TL;DR: In this article, a new method based on the conditional distribution method in Monte Carlo methods is proposed to generate the uniform distribution on the domain T n (a, b ) = (x 1,…,x n ) : 0⩽a i ⩽x i ⌽b i ⊆ 1,0⌽i⎽n, x 1 +⋯+x n =1}, where a =(a 1,…,a n ) and b =(b 1,

Journal ArticleDOI
TL;DR: In this article, Gaussian and non-Gaussian limiting distributions of the rescaled solutions of the fractional (in time) diffusion-wave equation are described in terms of multiple Wiener-Ito integrals.

Journal ArticleDOI
TL;DR: Li's pHd method uses an asymptotic chi-squared test statistic to evaluate a hypothesized dimensionality of a reduced-dimension space in a largely nonparametric setting as mentioned in this paper.