In this paper we study stochastic dominance rules of first and second order for univariate skew-normal random variables, the analysis being relevant in connection with the problem of portfolio choice in stock markets showing departure from the classical assumption of normality on returns. Besides that, our analysis is also relevant for markets where stocks returns are normally distributed: if s...

Figure 6: Skew immediately following resynchronization okayClocks: functionnprocess, process, nat ! bool] = (p; q; i: (8 t: t 0 ^ t < t i (p*q))i] ^ correct(p; t) ^ correct(q; t) jV C p (t) ? V C q (t)j)) Figure 7: Skew up to ith resynchronization 22 Readerror: Axiom correct(p; t i+1 p) ^ correct(q; t i+1 p) j i+1 p (q) ? IC i q (t i+1 p)j translation invariance: Axiom X 0 cfn(p; (p 1 ! Clockti...

Normalization of restricted T-cell–receptor (TCR) repertoire is critical following T-cell–depleted (TCD) stem cell transplantation. We present a prospective study analyzing respective contributions of naive and memory T-cell subsets within the CD4 and CD8 compartments to the evolution of overall TCR-repertoire complexity following transplantation of CD34selected peripheral blood progenitor cell...

In many practical situations, we only know a few first moments of a random variable, and out of all probability distributions which are consistent with this information, we need to select one. When we know the first two moments, we can use the Maximum Entropy approach and get normal distribution. However, when we know the first three moments, the Maximum Entropy approach doe snot work. In such ...

Normalization of restricted T-cell-receptor (TCR) repertoire is critical following T-cell-depleted (TCD) stem cell transplantation. We present a prospective study analyzing respective contributions of naive and memory T-cell subsets within the CD4(+) and CD8(+) compartments to the evolution of overall TCR-repertoire complexity following transplantation of CD34-selected peripheral blood progenit...

We discuss tail behaviors, subexponentiality and extreme value distribution of logarithmic skew-normal random variables. With optimal normalized constants, the asymptotic expansion of the distribution of the normalized maximum of logarithmic skew-normal random variables is derived. It shows that the convergence rate of the distribution of the normalized maximum to the Gumbel extreme value distr...

We explore extremal properties of a family of skewed distributions extended from the multivariate normal distribution by introducing a skewing function π . We give sufficient conditions on the skewing function for the pairwise asymptotic independence to hold. We apply our results to a special case of the bivariate skew-normal distribution and finally support our conclusions by a simulation stud...

Valmária Rocha da Silva ∗ Fernando Antônio da Silva Moura † Abstract The main aim of this work is to propose two important connected extensions of the Fay and Heriot (1979) area level small area estimation model that might be of practical and theoretical interests. The first extension allows for the sampling error to be non-symmetrically distributed. This is important for the case that the samp...