Let X1 and X2 be two independent random variables from gamma populations Pi1,P2 with means alphaθ1 and alphaθ2 respectively, where alpha(> 0) is the common known shape parameter and θ1 and θ2 are scale parameters. Let X(1) ≤ X(2) denote the order statistics ofX1 and X2. Suppose that the population corresponding to the largest X(2) (or the smallest X(1)) observation is selected. The problem ofin...

The main contribution of this paper is the definition of multilabel simple points that ensures that the partition topology remains invariant during a deformable partition process. The definition is based on simple intervoxel properties and is easy to implement. A deformation process is carried out with a greedy energy minimization algorithm. A discrete area estimator is used to approach at best...

The theoretical literature on quantile and distribution function estimation in infinite populations is very rich, and invariance plays an important role in these studies. This is not the case for the commonly occurring problem of estimation of quantiles in finite populations. The latter is more complicated and interesting because an optimal strategy consists not only of an estimator, but also o...

The construction of a feed-forward controller frequently requires the estimation of an inverse function. Two possible methods to achieve this are: (i) learning the best estimated inverse (BEI), a method that is sometimes referred to as direct inverse learning and (ii) learning the inverse of the best estimator (IBE), a method that is sometimes referred to as indirect inverse learning. We analyz...

It has long been customary to measure the adequacy of an estimator by the smallness of its mean squared error. The least squares estimators were studied by Gauss and by other authors later in the nineteenth century. A proof that the best unbiased estimator of a linear function of the means of a set of observed random variables is the least squares estimator was given by Markov [12], a modified ...

In “Efficient Estimation of Time Invariant and Rarely Changing Variables in Finite Sample Panel Analyses with Unit Fixed Effects,” Plümper and Troeger (2007), propose a three step procedure for the estimation of fixed effects models that, it is claimed, “provides the most reliable estimates under a wide variety of specifications common to real world data.” Their FEVD estimator is startlingly si...