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Title of Journal: Ann Inst Stat Math

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Abbravation: Annals of the Institute of Statistical Mathematics

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Kluwer Academic Publishers-Plenum Publishers

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10.1007/bf02374745

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1572-9052

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On sum of 0–1 random variables I Univariate case

Authors: Kei Takeuchi Akimichi Takemura
Publish Date: 1987/12/01
Volume: 39, Issue: 1, Pages: 85-102
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Abstract

Distribution of sum of 0–1 random variables is considered No assumption is made on the independence of the 0–1 variables Using the notion of “central binomial moments” we derive distributional properties and the conditions of convergence to standard distributions in a clear and unified manner

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Other Papers In This Journal:
  1. Estimating nonlinear regression with and without change-points by the LAD method
  2. Smoothing algorithms for state–space models
  3. Maximum likelihood estimation in the proportional hazards cure model
  4. Conditional independence, conditional mixing and conditional association
  5. Two-step estimation procedures for inhomogeneous shot-noise Cox processes
  6. Estimating the intensity of a cyclic Poisson process in the presence of linear trend
  7. Recursive equations in finite Markov chain imbedding
  8. Full likelihood inferences in the Cox model: an empirical likelihood approach
  9. Connectedness of PBIB designs having asymmetrical association schemes
  10. Limiting size index distributions for ball-bin models with Zipf-type frequencies
  11. Higher-order accurate polyspectral estimation with flat-top lag-windows
  12. A class of rank-based test for left-truncated and right-censored data
  13. Local c - and E -optimal Designs for Exponential Regression Models
  14. A characterization of limiting distributions of estimators in an autoregressive process
  15. Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise
  16. Yates type estimators of a common mean
  17. Nonparametric estimators of the survival function with twice censored data
  18. Testing Homogeneity in Weibull Error in Variables Models
  19. Goodness of fit test for ergodic diffusion processes
  20. Proportional odds frailty model and stochastic comparisons
  21. Multiplicity distributions in a two-component branching process
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