TL;DR: In this article, the authors present an efficient and accurate method to evaluate multivariate normal probabilities with arbitrary singular correlation matrices, which is applied to the construction of simultaneous confidence intervals and simultaneous all pairwise confidence intervals for multinomial proportions when the sample size is sufficiently large.
Abstract: We present an efficient and accurate method to evaluate multivariate normal probabilities with arbitrary singular correlation matrices. The new method is applied to the construction of simultaneous confidence intervals and simultaneous all pairwise confidence intervals for multinomial proportions when the sample size is sufficiently large.
TL;DR: For a singular random matrix X = X'X, the Jacobians associated to the following decompositions: QR, Polar, Singular Value (SVD), L'U, L'DM and modified QR (QDR) were found in this paper.
TL;DR: In this article, the Dirac delta theory was used to generalize stationary point results on the normal-half-normal stochastic frontier model to a Dirac-Delta model, and distribution-free conditions were established to ensure a statio...
Abstract: Stationary point results on the normal–half-normal stochastic frontier model are generalized using the theory of the Dirac delta, and distribution-free conditions are established to ensure a statio...
TL;DR: In this article, a modified Weibull distribution is proposed to represent early failures by mixture of a singular distribution at zero and a two-parameter Weibell distribution, and the maximum likelihood estimates of the parameters and their asymptotic distributions are obtained.
Abstract: There are many situations in life testing experiment where an item fail instantaneously and hence the observed lifetime is reported as zero. The items that fail prematurely are called early failures. We propose a modified Weibull distribution as a suitable model to represent such situations by mixture of a singular distribution at zero and a two parameter Weibull distribution. We obtain the maximum likelihood estimates of the parameters and their asymptotic distributions. The methods are illustrated on drying of woods under different experiments and schedules reported by Vanmann (Research report, 1991:2).
TL;DR: In this paper, the density of a singular elliptically contoured matrix is derived from Wishart and Pseudo-Wishart distributions, whether central or noncentral, whether singular or nonsingular, in the case of elliptical models.