We consider testing about the slope parameter β when Y −Xβ is assumed to be an exchangeable process conditionally on X. This framework encompasses the semi-parametric linear regression model. We show that the usual Fisher’s procedure have non trivial exact rejection bound under the null hypothesis Rβ = γ. This bound derives from the Markov inequality and a close inspection of multivariate momen...

We examined time-dependent statistical properties of electromyographic (EMG) signals recorded from intrinsic hand muscles during handwriting. Our analysis showed that trial-to-trial neuronal variability of EMG signals is well described by the lognormal distribution clearly distinguished from the Gaussian (normal) distribution. This finding indicates that EMG formation cannot be described by a c...

We compare multivariate aging notions of conditionally independent lifetimes with corresponding univariate aging notions of their one-dimensional marginal distributions. Let G(t|θ) (t ≥ 0) be a one-dimensional survival function indexed by θ; for simplicity’s sake, we assume here that θ is a non-negative scalar quantity; let, furthermore, Π be a probability distribution over [0,∞) and consider t...

In some past works by the author and collaborators, the notion of ageing function of an exchangeable survival model was introduced and several properties of it were analyzed. Generally, the ageing function turns out to be a semi-copula. Here we focus attention on the special class of survival models whose ageing function is actually a copula. For pairs of models in this class we define a notion...

In this article we construct bivariate discrete distribution in Z. We make use of a generalized trivariate reduction technique. The special case leading to bivariate Skellam distributions is studied in detail. Properties of the derived models as well as estimation are examined. Real data application is provided. Discussion of extensions to different models is also mentioned.

In this paper, a class of multivariate skew distributions has been explored. Then its properties are derived. The relationship between the multivariate skew normal and the Wishart distribution is also studied. @ 2003 Elsevier Science Ltd. All rights reserved. Keywords-Skew normal distribution, Wishart distribution, Moment generating function, Moments. Skewness.

Let X = {Xij : 1 ≤ i, j ≤ n} be an n× n array of independent random variables where n ≥ 2. Let π be a uniform random permutation of {1,2, . . . , n}, independent of X, and let W =∑ni=1 Xiπ(i). Suppose X is standardized so that EW = 0,Var(W)= 1. We prove that the Kolmogorov distance between the distribution of W and the standard normal distribution is bounded by 451 ∑n i,j=1 E|Xij |3/n. Our appr...

Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We give a general discussion of such models and their rationality criteria. We study exchangeability assessments for them, and prove counterparts of de Finetti’s finite and infinite representation theorems. We show that the finite representation in terms of count vector...