Search Results - subject:"Normal Distribution"

A modified Kolmogorov-Smirnov test for normality

Drezner, Zvi; Turel, Ofir; Zerom, Dawit - Volkswirtschaftliche Fakultät, … - 2008

the Kolmogorov-Smirnov test, a sample is compared with a normal distribution where the sample mean and the sample variance … are used as parameters of the distribution. We propose to select the mean and variance of the normal distribution that … provide the closest fit to the data. This is like shifting and stretching the reference normal distribution so that it fits …

Persistent link: https://www.econbiz.de/10005835548

On the estimation of a binary response model in a selected population

Stanghellini, Elena; Stingo, Francesco Claudio; … - Dipartimento di Economia, Università degli Studi di Perugia - 2008

A generalization of the Probit model is presented, with the extended skew-normal cumulative distribution as a link function, which can be used for modelling a binary response variable in the presence of selectivity bias. The estimate of the parameters via ML is addressed, and inference on the...

Persistent link: https://www.econbiz.de/10008528407

Height and the normal distribution: Evidence from Italian military data

A'Hearn, Brian; Peracchi, Franco; Vecchi, Giovanni - Centro di Studi Internazionali Sull'Economia e la … - 2008

Height data offer insights into the well-being of populations and historical periods for which other indicators are lacking. Researchers modeling historical heights have typically relied on the restrictive assumption of a normal (Gaussian) distribution, only the mean of which is affected by age,...

Persistent link: https://www.econbiz.de/10005695013

The Impact of Public Capital, Human Capital, and Knowledgeon Aggregate Output

Joutz, Frederick L.; Abdih, Yasser - International Monetary Fund (IMF) - 2008

This paper investigates the impact of public capital on private sector output by testing and estimating an aggregate production function for the U.S. economy over the postwar period augmented to include the stock of public capital as an additional factor input. We use patent applications to...

Persistent link: https://www.econbiz.de/10005263996

Factor Model for Stress-Testing with a Contingent Claims Model of the Chilean Banking System

Gray, Dale F.; Walsh, James P - International Monetary Fund (IMF) - 2008

This paper derives risk indicators for the major Chilean banks based on contingent claims analysis, an extension of Black-Scholes-Merton option-pricing theory. These risk indicators are clearly tied to macroeconomic and financial developments in Chile and outside, but bank responses are highly...

Persistent link: https://www.econbiz.de/10005264053

Testing for Structural Breaks in Small Samples

Antoshin, Sergei; Berg, Andrew; Souto, Marcos - International Monetary Fund (IMF) - 2008

In a recent paper, Bai and Perron (2006) demonstrate that their approach for testing for multiple structural breaks in time series works well in large samples, but they found substantial deviations in both the size and power of their tests in smaller samples. We propose modifying their...

Persistent link: https://www.econbiz.de/10005264217

Efficiency across Time: Evidence from the Nigerian Stock Exchange

Emenike, Kalu O. - Volkswirtschaftliche Fakultät, … - 2008

hypothesizing Normal Distribution and Random walk in periodic return series. Monthly all share indices of the NSE are examined for … using the non-parametric Runs test. Results of the Normality tests show that returns from NSE do not follow normal … distribution in all the periods. Runs test results reject the randomness of the return series of the NSE in the periods studied …

Persistent link: https://www.econbiz.de/10008560049

Analyzing skewed data by power normal model

Gupta, Rameshwar; Gupta, Ramesh - In: TEST: An Official Journal of the Spanish Society of … 17 (2008) 1, pp. 197-210

Persistent link: https://www.econbiz.de/10005759572

On path floats in a stochastic project network

Kuo, Ching-Chung; Li, Zhen; Ma, Jun - In: International Journal of Applied Management Science 6 (2014) 2, pp. 136-151

In a deterministic project network, all the activity times are fixed values and the path float can be found by computing the difference between the project duration and the path length. This is not possible in its stochastic counterpart, where the path lengths and the project duration change...

Persistent link: https://www.econbiz.de/10010816720

Graphical model selection and estimation for high dimensional tensor data

He, Shiyuan; Yin, Jianxin; Li, Hongzhe; Wang, Xing - In: Journal of Multivariate Analysis 128 (2014) C, pp. 165-185

-way tensor-normal distribution, where the precision matrix for each way has a graphical interpretation. We develop an l1 …

Persistent link: https://www.econbiz.de/10010776642