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Central Limit Theorem: A sampling distribution of the mean is approximately normally distributed if the sample size is sufficiently large. This is true no matter what the population distribution is.

In this paper we consider large θ approximations for the stationary distribution of the neutral infinite alleles model as described by the the Poisson-Dirichlet distribution with parameter θ. We prove ...

We examine autoregressive time series models that are subject to regime switching. These shifts are determined by the outcome of an unobserved two-state indicator variable that follows a Markov ...