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Monte Carlo methods are used to approximate the means,? of random variablesY, whose distributions are not known explicitly. The key idea is that the average of a random sample,Y1,...,Yn, tends to 礱sn...
Many statistical data are imprecise due to factors such as mea-surement errors, computation errors, and lack of information. In such cases, data are better represented by intervals rather thanby singl...
For estimating a lower bounded location or mean parameter for a symmetric and logconcave density, we investigate the frequentist performance of the $100(1-alpha)%$ Bayesian HPD credible set associated...
In this short note, we show how to use concentration inequalities in order to build exact confidence intervals for the Hurst parameter associated with a one-dimensional fractional Brownian motion.
We consider independent random variables (r.v.'s) with a common mean $mu$ that either satisfy Lindeberg's condition, or are symmetric around $mu$. Present forms of existing functional central limit th...

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