Related papers: Multivariable generalizations of bivariate means v…
$P$-values have been the focus of considerable criticism based on various considerations. Still, the $P$-value represents one of the most commonly used statistical tools. When assessing the suitability of a single hypothesized distribution,…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
Inferring the means in the multivariate normal model $X \sim N_n(\theta, I)$ with unknown mean vector $\theta=(\theta_1,...,\theta_n)' \in \mathbb{R}^n$ and observed data $X=(X_1,...,X_n)'\in {\mathbb R}^n$ is a challenging task, known as…
We begin the study of how to extend few variable means to several variable ones and how to shrink means of several variables to less variables. With the help of one of the techniques we show that it is enough to check an inequality between…
Multivariate meta-analysis can be adapted to a wide range of situations for multiple outcomes and multiple treatment groups when combining studies together. The within-study correlation between effect sizes is often assumed known in…
When the target parameter for inference is a real-valued, continuous function of probabilities in the $k$-sample multinomial problem, variance estimation may be challenging. In small samples or when the function is nondifferentiable at the…
Let m(a,b) and M(a,b,c) be symmetric means. We say that M is type 1 invariant with respect to m if M(m(a,c),m(a,b),m(b,c)) = M(a,b,c) for all a, b, c > 0. If m is strict and isotone, then we show that there exists a unique M which is type 1…
The uniqueness question of the multivariate moment problem is studied by different methods: Hilbert space operators, complex function theory, polynomial approximation, disintegration, integral geometry. Most of the known results in the…
We consider the problem of estimating the mean vector of a p-variate normal $(\theta,\Sigma)$ distribution under invariant quadratic loss, $(\delta-\theta)'\Sigma^{-1}(\delta-\theta)$, when the covariance is unknown. We propose a new class…
Integral means are important class of bivariate means. In this paper we prove the very general algorithm for calculation of coefficients in asymptotic expansion of integral mean. It is based on explicit solving the equation of the form…
Given two continuous functions $f,g:I\to\mathbb{R}$ such that $g$ is positive and $f/g$ is strictly monotone, a measurable space $(T,A)$, a measurable family of $d$-variable means $m: I^d\times T\to I$, and a probability measure $\mu$ on…
Bivariate P-polynomial association scheme of type $(\alpha,\beta)$ are defined as a generalization of the P-polynomial association schemes. This generalization is shown to be equivalent to a set of conditions on the intersection parameters.…
This paper proposes general methods for the problem of multiple testing of a single hypothesis, with a standard goal of combining a number of p-values without making any assumptions about their dependence structure. An old result by…
This article develops $p$-values for evaluating means of normal populations that make use of indirect or prior information. A $p$-value of this type is based on a biased test statistic that is optimal on average with respect to a…
We consider Aichinger's equation $$f(x_1+\cdots+x_{m+1})=\sum_{i=1}^{m+1}g_i(x_1,x_2,\cdots, \widehat{x_i},\cdots, x_{m+1})$$ for functions defined on commutative semigroups which take values on commutative groups. The solutions of this…
We define invariants of words in arbitrary groups, measuring how letters in a word are interleaving, perfectly detecting the dimension series of a group. These are the letter-braiding invariants. On free groups, braiding invariants coincide…
S. Nelson, M. Orrison, V. Rivera {\cite{S}} modified Kauffman's construction of bracket. Their invariant $\Phi^{\beta}_X$ takes value in a finite ring $Z_2[t]/(1+t+t^3)$. In this paper, the author generalizes this invariant. The new…
The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate…
Let $I\subseteq\mathbb{R}$ be a nonempty open subinterval. We say that a two-variable mean $M:I\times I\to\mathbb{R}$ enjoys the \emph{balancing property} if, for all $x,y\in I$, the equality \begin{equation}\tag{1}…
We introduce a definition of multivariate majorization that is new to the economics literature. Our majorization technique allows us to generalize Mussa and Rosen's (1978) "ironing" to a broad class of multivariate principal-agents…