In a balanced design (i.e. a design in which all cells have the same number of observations), if the effects in the linear model are random and normally distributed, the distribution of the ratio of any sum of squares (s.s.) in the ANOVA to the expected value of its mean square (m.s.) has a [chi][superscript 2]-distribution. In this note, we…

We use the Implicit Function Theorem to establish a result of non-existence of limit to a certain class of functions of several variables. We consider functions given by quotients such that both the numerator and denominator functions are null at the limit point. We show that the non-existence of the limit of such function is related with the…

The connection between linear and 0-1 integer linear formulations has attracted the attention of many researchers. The main reason triggering this interest has been an availability of efficient computer programs for solving pure linear problems including the transportation problem. Also the optimality of linear problems is easily verifiable…

Within the general framework of a multifactor term structure model, the fundamental partial differential equation (PDE) satisfied by a default-free zero-coupon bond price is derived via a martingale-oriented approach. Using this PDE, a result characterizing a model belonging to an exponential affine class is established using only a system of…