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Now showing items 1-10 of 17

#### Interval Estimation of the Noncentrality Parameter of A Gamma Distribution

(University of Texas at Arlington, 1984-09)

Asymptotic confidence interval for the noncentrality parameter of a Gamma distribution (or Chi-squared distribution) is derived. An algorithm for
computing the maximum likelihood estimator of the non-centrality parameter ...

#### Estimating Transition Probabilities from Aggregate Samples Augmented by Haphazard Recaptures

(University of Texas at Arlington, 1995)

Transition probabilities provide a convenient summary of changes in a categorical trait over time in a population. The difficulties of estimating such probabilities based on only aggregate data from repeated sampling are ...

#### The Most Conservative Beta Prior Distribution for Binomial Sampling

(University of Texas at Arlington, 1982-06)

The incorporation of prior information about a parameter into a statistical
procedure is an essential feature of Bayesian statistics. However, the manner in which this is done is often arbitrary. In order to reduce such ...

#### Probability of Selecting the "Correct" Model and Determination of Sample Size in Regression

(University of Texas at Arlington, 1982-04)

Selection of variables in multiple linear regression is a common problem in model building. Let the "correct" model be the model which includes all variables that influence the dependent variable and excludes
all others. ...

#### Estimating Transition Probabilities from Aggregate Samples Augmented by Haphazard Recaptures II. The Case of Covariates.

(University of Texas at Arlington, 1997)

The paper extends the authors' earlier methods for estimating transition probabilities, by combining aggregate and haphazard recapture data, to the case of categorical covariates. Both fixed and time-dependent covariates ...

#### Comparison of Point Estimators of Normal Percentiles

(University of Texas at Arlington, 1977-08)

There are available several point estimators of the percentiles
of a normal distribution with both mean and variance unknown. Consequently, it would seam appropriate to make a comparison among the estimators through sums ...

#### On the Determination of Critical Values for Bartlett's Test

(University of Texas at Arlington, 1979-06)

The exact critical values for Bartlett's test for homogeneity of variances based on equal sample sizes from several normal populations are
tabulated. It is also shown how these values may be used to obtain highly accurate ...

#### Tennis, Geometric Progression, Probability and Basketball

(University of Texas at Arlington, 1999-03)

The following problem about a tennis match is well—known. See Halmos [1, 2]. Consider 2n tennis players playing a single elimination match. Ask the question: what are the number of games played? The answer can be obtained ...

#### On the Relative Behavior of Point Estimators Based on a Decomposition of Mean Absolute Error

(University of Texas at Arlington, 1978-03)

Let [see pdf for notation] be a family of probability density functions indexed by the parameter [see pdf for notation]. We assume at least one of the
[see pdf for notation] is unknown. Based on a random sample of size n ...

#### Methodology for Testing Homogeneity of Variances

(University of Texas at Arlington, 1979-02)

Suppose random samples are drawn from each of n populations with unknown means and variances. Developing procedures to test the claim that the population variances are equal (homogeneity of variances) has frequently been ...