For simplicity, we adopt the following rules: n denotes an element of N, X, X1 denote sets, r, p denote real numbers, s, x0, x1, x2 denote real numbers, S, T denote real normed spaces, f , f1, f2 denote partial functions from R to the carrier of S, s1 denotes a sequence of real numbers, and Y denotes a subset of R. The following propositions are true: (1) Let s2 be a sequence of real numbers an...

We propose an algorithm for generating normal random variates that is based on the acceptance–rejection method and uses a piecewise majorizing function. The piecewise function has 2048 equal-area pieces, 2046 of which are constant, and the two extreme pieces are curves that majorize the tails. The proposed algorithm has not only good performance from correlation induction perspective, but also ...

In this paper, we consider the problem of estimating stress-strength reliability for inverse Weibull lifetime models having the same shape parameters but different scale parameters. We obtain the maximum likelihood estimator and its asymptotic distribution. Since the classical estimator doesn’t hold explicit forms, we propose an approximate maximum likelihood estimator. The asymptotic confidenc...

The method of exchangeable pairs has emerged as an important tool in proving limit theorems for Poisson, normal and other classical approximations. Here the method is used in a simulation context. We estimate transition probabilitites from the simulations and use these to reduce variances. Exchangeable pairs are used as control variates. Finally, a general approximation theorem is developed tha...

Evolutionary models of continuous traits are developed. The models are based on the ideas that: (1) the phenotype is the result of the interaction between genotype and environment; (2) the phenotype is the object of natural selection; (3) not only the genotype but also environmental variables and even phenotypes can be directly transmitted. The phenotype of an offspring at birth is a linear com...

We propose new control variates for variance reduction in the Metropolis–Hastings algorithm. We use variates that are functions of both the current state of the Markov chain and the proposed new state. This enable us to specify control variates which have known mean values for general target and proposal distributions. We develop the ideas for both the standard Metropolis–Hastings algorithm and...

The method of control variates has been intensively used for reducing the variance of estimated (linear) regression metamodels in simulation experiments. In contrast to previous studies, this article presents a procedure for applying multiple control variates when the objective is to estimate and validate a nonlinear regression metamodel for a single response, in terms of selected decision vari...

Starting from on a recently introduced Gaussian class bivariate Weibull stochastic model, the probability density and the cumulative distribution functions of the product (Z1 Z2) c and the ratio (Z1/Z2) c, when Z1 and Z2 are correlated Weibull random variables belonging to this class (c > 0), are derived in closed form. Moreover, using the inequality between arithmetic and geometric mean, a uni...

Let X1, . . . ,Xn be a random sample from a p-dimensional population distribution. Assume that c1n α ≤ p≤ c2n for some positive constants c1, c2 and α. In this paper we introduce a new statistic for testing independence of the p-variates of the population and prove that the limiting distribution is the extreme distribution of type I with a rate of convergence O((logn)/ √ n). This is much faster...