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Sequentual First-Crossing Look-Ahead Procedure for Selecting a Population with the Largest Meanin Normal-Normal Model-crossing look-ahead (FCLA), for a normal-normal Bayesian setting of the problem, where variances
Asymptotic of the Necessary Sample Size in the Two Hypotheses Discrimination Problem of the normal distribution with a normal prior distribution and restrictions on the d-posterior probabilities
A sequential d-guaranteed test for distinguishing two interval hypotheses of a normal distribution N(θ, σ2). Unknown value θ is a realization of the random variable ϑ with a
Normal Coordinates in Affine Geometry much attention due to the construction of generalized gravity models. Under the assumption that all
A sequential d-guaranteed test for distinguishing two interval hypotheses of a normal distribution N(θ, σ2). Unknown value θ is a realization of the random variable ϑ with a
Impact of the "New normal" concept on China's economic developmentUnderstanding the current «New Normal» of China’s economy in the context of market economy does
Analysis of prices on the market appliances by means of econometric models of checking for heteroscedasticity and the normality of the residuals of the model. An important stage
Nonlinear Oscillations of a Spring Pendulum at the 1:1:2 Resonance by Normal Form Methods with sufficient accuracy. The algorithms of this work are developed based on the resonant normal form method
Local Asymptotic Normality of Statistical Experiments in an Inhomogeneous Competing Risks Model under Random Censoring on the RightThe local asymptotic normality property of the likelihood ratio statistic in the competing
risk
Local Asymptotic Normality of Statistical Experiments in an Inhomogeneous Competing Risks ModelIn this paper we consider an inhomogeneous competing risks model. For the likelihood ratio
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