In a two-level nested simulation, an outer level of simulation samples scenarios, while the inner level uses simulation to estimate a conditional expectation given the scenario. Applications include financial risk management, assessing the effects of simulation input uncertainty, and computing the expected value of gathering more information in decision theory. We show that an ANOVA-like estima...

(Co)variance components and genetic parameters for test day ewe body weight of Lori-Bakhtiari sheep were estimated using a random regression model (RRM). The data consisted of 22153 individual body weight records, obtained from 1994 ewes (progeny of 205 sires and 1010 dams) between 371 and 3416 days of age, collected from the flock stud of Lori-Bakhtiari Sheep Breeding Station in Shahrekord, Ir...

We consider expanding maps of the circle with an almost neutral fixed point c. In this setting the ergodic averages of a smooth observable A satisfy the Central Limit Theorem. If A(c) = 0 we show that the expectation and the variance behave as the square root of the multiplier of c times rapidly oscillating functions of parameters.

Mixed effects models are often used for estimating fixed effects and variance components in longitudinal studies of continuous data. When the outcome being modelled is a laboratory measurement, however, it may be subject to lower and upper detection limits (i.e., censoring). In this paper, the usual EM estimation procedure for mixed effects models is modified to account for left and/or right ce...

The problem of fixed-width Confidence Interval for the mean survival time is considered. Sequential procedures are adopted based on the maximum likelihood estimators (MLE) and uniform minimum variance unbiased estimators (UMVUE) of the scale parameter. A comparative study of the two sequential procedures is done and second-order approximations are obtained and they are proved to be ‘asymptotica...

We consider universal quantization with side information for Gaussian observations, where the is a noisy version of sender’s observation noise variance unknown to sender. In this paper, we propose universally rate optimal and practical scheme all values variance. Our uses Polar lattices from prior work, proceeds based on structural decomposition underlying auxiliaries so that even when recovery...