Decision-theoretic interval estimation requires the use of loss functions that, typically, take into account size and coverage sets. We here consider class monotone under quite general conditions, guarantee Bayesian optimality highest posterior probability focus on three specific families losses, namely linear, exponential rational losses whose difference consists in way sizes sets are penalize...

A theorem due to L. J. Gleser stating that a gamma distribution with shape parameter no greater than one is a mixed exponential distribution is extended to generalized gamma distributions introduced by E. W. Stacy as a special family of lifetime distributions containing both gamma distributions, exponential power and Weibull distributions. It is shown that the mixing distribution is a scale mix...

Inverse probability-weighted marginal structural models with binary exposures are common in epidemiology. Constructing inverse probability weights for a continuous exposure can be complicated by the presence of outliers, and the need to identify a parametric form for the exposure and account for nonconstant exposure variance. We explored the performance of various methods to construct inverse p...

the probability of losing a customer in m/g/n/0 and gi/m/n/0 loss queuing systems withheterogeneous servers is minimized. the first system uses a queue discipline in which a customer who arriveswhen there are free servers chooses any one of them with equal probability, but is lost otherwise. providedthat the sum of the servers rates are fixed, loss probability in this system attains minimum val...

We present an optimization approach to the weak approximation of a general class of stochastic differential equations with jumps, in particular, when value functions with compact support are considered. Our approach employs a mathematical programming technique yielding upper and lower bounds of the expectation, without Monte Carlo sample paths simulations, based upon the exponential tempering o...

By introducing probabilistic modeling approaches, the interface transition zone (ITZ) and bulk paste (BP) of concrete are investigated on basis nanoindentation results, especially with respect to relationship between microstructure mechanical properties cementitious materials. The investigation probability density function (PDF) random field for revealed that same ITZ BP usually yield PDF, whic...

OF THE DISSERTATION Application of the discrete moment problem for numerical integration and solution of a special type of moment problems by Mariya Naumova Dissertation Director: András Prékopa We present a brief survey of some of the basic results related to the classical continuous moment problems (CMP) and the recently developed discrete moment problems (DMP), clarifying their relationship....

Spatial scan statistics with Bernoulli and Poisson models are commonly used for geographical disease surveillance and cluster detection. These models, suitable for count data, were not designed for data with continuous outcomes. We propose a spatial scan statistic based on an exponential model to handle either uncensored or censored continuous survival data. The power and sensitivity of the dev...