For a linear combination ∑ uj Xj of random variables, we are interested in the partial derivatives of its α-quantile Qα(u) regarded as a function of the weight vector u = (uj). It turns out that under suitable conditions on the joint distribution of (Xj) the derivatives exist and coincide with the conditional expectations of the Xi given that ∑ uj Xj takes the value Qα(u). Moreover, using this ...

Packet theory is based on the assumption that the momentary probability of producing a bout or packet of responding is controlled by the conditional expected time function. Bouts of head entry responses of rats into a food cup appear to have the same characteristics across a range of conditions. The conditional expected time function is the mean expected time remaining until the next food deliv...

In this paper, we propose one new confidence interval for the binomial proportion; our interval is based on the Edgeworth expansion of a logit transformation of the sample proportion. We provide theoretical justification for the proposed interval and also compare the finite-sample performance of the proposed interval with the three best existing intervals-the Wilson interval, the Agresti-Coull ...