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 ...
The Monthly publishes articles, as well as notes and other features, about mathematics and the profession. Its readers span a broad spectrum of mathematical interests, and include professional ...
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 ...