This article is concerned with the problem of deciding whether the mean θ of a normal distribution of known variance lies in a specified finite interval (θ-, θ +). Consideration is given to prior ...

An algorithm for the mean and variance of the noncentral hypergeometric distribution is presented, based on two equations from Harkness (1965, Annals of Mathematical Statistics 36, 938-945). A FORTRAN ...

We propose a numerical optimization approach that can be used to solve portfolio selection problems including several assets and involving objective functions from cumulative prospect theory (CPT).