It is shown that certain conditional distributions, obtained by conditioning on a sufficient statistic, can be used to transform a set of random variables into a smaller set of random variables that ...

In this paper we study the integral of the supremum process of standard Brownian motion. We present an explicit formula for the moments of the integral (or area) ${\cal A}(T)$ covered by the process ...

The purpose of this paper is to present a comprehensive simulation study on the finite sample properties of minimum distance and maximum likelihood estimators for bivariate and multivariate parametric ...