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A NOTE ON VARIANCE BOUNDS FOR A FUNCTION OF A PEARSON VARIATE
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Roger W. Johnson
Published/Copyright:
March 1, 1993
Published Online: 1993-03
Published in Print: 1993-03
© 2014 Oldenbourg Wissenschaftsverlag GmbH, Rosenheimer Str. 145, 81671 München
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- Assessing Weights of Evidence for Discussing Classical Statistical Hypotheses
- CHARACTERIZATIONS OF ASYMPTOTIC BAYES RISK SUFFICIENCY FOR TESTING HYPOTHESIS PROBLEMS
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- A NOTE ON VARIANCE BOUNDS FOR A FUNCTION OF A PEARSON VARIATE
- RATE OF CONVERGENCE FOR MAXIMA OF RANDOM ARRAYS WITH APPLICATIONS TO STOCK RETURNS
- SIMPLICIAL MEASURES AND SETS OF UNIQUENESS IN THE MARGINAL PROBLEM
- Book Reviews
- Impressum
Articles in the same Issue
- Assessing Weights of Evidence for Discussing Classical Statistical Hypotheses
- CHARACTERIZATIONS OF ASYMPTOTIC BAYES RISK SUFFICIENCY FOR TESTING HYPOTHESIS PROBLEMS
- ON THE BEHAVIOUR OF EXPECTATIONS AND POWER FUNCTIONS IN ONE-PARAMETER EXPONENTIAL FAMILIES
- SELECTING POPULATIONS BETTER THAN THE CONTROL: SCALE PARAMETER CASE
- A NOTE ON VARIANCE BOUNDS FOR A FUNCTION OF A PEARSON VARIATE
- RATE OF CONVERGENCE FOR MAXIMA OF RANDOM ARRAYS WITH APPLICATIONS TO STOCK RETURNS
- SIMPLICIAL MEASURES AND SETS OF UNIQUENESS IN THE MARGINAL PROBLEM
- Book Reviews
- Impressum
