Problems of specification of discrete bivariate statistical models by a modified power series conditional distribution and a regression function are studied. An identifiability result for a wide class of such mixtures with infinite support is obtained. Also the finite support case within a more...

La importancia innegable de la modelización de la distribución de la renta es el origen del presente trabajo en el que se realiza un estudio, básicamente teórico, acerca de los sistemas generadores de renta y se lleva a cabo una recopilación de los modelos de probabilidad que se han...

We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index α (0α⩽2), in the symmetric case. We show that by properly scaled transition to vanishing space and time steps our random walk models converge to the...

Consider a decision problem involving a group of m Bayesians in which each member reports his/her posterior distribution for some random variable \theta . The individuals all share a common prior distribution for \theta and a common loss function, but form their posterior distributions based on...

This paper presents a computational alternative to simulation for a large class of stochastic management models involving functions of random variables. An example of a model in this class is the well-known "risk analysis" problem studied by Hertz and Hillier. Our computational approach includes...