Minimax estimation problems with restricted parameter space reached increasing interest within the last two decades Some authors derived minimax and admissible estimators of bounded parameters under squared error loss and scale invariant squared error loss In some truncated estimation problems the most natural estimator to be considered is the truncated version of a classic...

Consider a rowwise independent triangular array of gamma random variables with varying parameters. Under several different conditions on the shape parameter, we show that the sequence of row-maximums converges weakly after linear or power transformation. Depending on the parameter combinations, we obtain both Gumbel and non-Gumbel limits. The weak limits for maximum of the coordinates of certai...

We present the first results of the Karhunen-Loève eigenmodes applied to real data of the Las Campanas Redshift Survey to simultaneously measure the values of the redshift distortion parameter beta=Omega0.60&solm0;b, the linearly extrapolated normalization sigmaL8, and the cold dark matter shape parameter Gamma=Omega0h. The results of our numerical likelihood analysis indicate a low value of be...

We investigate entropic force cosmological models with the possibility of matter creation and energy exchange between bulk horizon a homogeneous an isotropic flat Universe. consider three different kinds entropy, Bekenstein's, non-extensive Tsallis-Cirto's quartic plus some phenomenological functional forms for rate to model put observational constraints on them. show that while most them are b...

The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, α and θ, corresponding to the stable component and Gamma component respectively. The moderate deviation principles are established for the two-parameter Poisson-Dirichlet distri...

We propose an approach to a two-fold optimal parameter search for a combined variance reduction technique of the control variates and the important sampling in a suitable pure-jump Lévy process framework. The parameter search procedure is based on the two-time-scale stochastic approximation algorithm with equilibrated control variates component and with quasi-static importance sampling one. We ...

Important distributions used to model and analyse data in various real-life sciences such as natural sciences, engineering, medicine are the Weibull distribution, exponential Rayleigh distribution. The main objective of this paper is determine best evaluators compare them for distribution with three-parameters Weibull, Exponential Weibull. methods under consideration comparing parameter estimat...