In this paper, a fixed point equation of the compound-exponential type distributions is derived, and under some regular conditions, both the existence and uniqueness of this fixed point equation are investigated. A question posed by Pitman and Yor can be partially answered by using our approach.

We consider approximation of multivariate functions in Sobolev spaces by high order Parzen windows in a non-uniform sampling setting. Sampling points are neither i.i.d. nor regular, but are noised from regular grids by non-uniform shifts of a probability density function. Sample function values at sampling points are drawn according to probability measures with expected values being values of the approximated function. The approximation orders are estimated by means of regularity of the approximated function, the density function, and the order of the Parzen windows, under suitable choices of the scaling parameter.

Our main result is showing the asymptotic existence of tight $\OMEP$s. More precisely, for each fixed number $k$ of rows, and with the exception of $\OMEP$s of the form $2 \times 2 \times \cdots 2 \times 2s\specdiv 4s$ with $s$ odd and with more than three rows, there are only a finite number of tight $\OMEP$ parameters for which the tight $\OMEP$ does not exist.

Statistics in the 20th century has been enlivened by a passionate, occasionally bitter, and still vibrant debate on the foundations of statistics and in particular on Bayesian vs. frequentist approaches to inference. In 1975 D.~V.~Lindley predicted a Bayesian 21st century for statistics. This prediction has often been discussed since, but there is still no consensus on the probability of its correctness. Recent developments in the asymptotic theory of statistics are, surprisingly, shedding new light on this debate, and may have the potential to provide a common middle ground.