Nonparametric estimation of the transition probability matrix of a progressive multi-state model is considered under cross-sectional sampling. Two different estimators adapted to possibly ...

We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...

This is a preview. Log in through your library . Abstract In this article, we consider maximum likelihood estimators of the initial probabilities and the mean of a supercritical Galton-Watson process; ...

Pramote Cholayudth, cpramote2000@yahoo.com, is the founder and manager of PM Consult. He is an industrial pharmacist with more than 40 years of experience. He is a guest speaker on process validation ...

Statisticians who study coincidences are fond of saying that ordinary people don’t know how to estimate the probabilities of coincidences. To illustrate our poor statistical thinking, statisticians ...

In linkage studies, marker genotypes of pedigree members provide a means to identify mistakes in pedigree structure. Many such errors will be detected during the statistical analysis through ...

A major advancement in risk management among large financial institutions has been the development of internal risk models. The models encompass institutions’ procedures and techniques for assessing ...

Common ordinal models, including the ordered logit model and the continuation ratio model, are formulated by a common score (ie, a linear combination of given explanatory variables) plus rank-specific ...