Let $X_{1},X_{2},\ldots ,X_{n}$ be independent random variables. Given the moments $EX_{j}^{s}$ (s = 1, 2,...,m), (j = 1, 2,...,n), the joint distribution function of ...

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated ...

This section provides an overview of a likelihood-based approach to general linear mixed models. This approach simplifies and unifies many common statistical analyses, including those involving ...