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Persistent link: https://www.econbiz.de/10005596339
The characterization of distributions is well known in the field of Statistics and Reliability. This paper characterizes a few distributions with the help of failure rate, mean residual, log-odds rate, and aging intensity functions.
Persistent link: https://www.econbiz.de/10010678716
It may not be an overstatement that one of the most widely reported measures of variation involves S <Superscript>2</Superscript>, the sample variance, which is also well-known to be alternatively expressed in the form of an U statistic with a symmetric kernel of degree 2 whatever be the population distribution function....</superscript>
Persistent link: https://www.econbiz.de/10010998620
The right truncated Gini index and mean difference are useful tools in the analysis of incomes and the left truncated versions of these functions can be employed in reliability modelling. In this paper we identify the distributions characterized by simple functional forms of these measures and...
Persistent link: https://www.econbiz.de/10011000668
Summary Though there is a huge variety of different Tchebycheff-type inequalities in the literature a systematised structuring is missing. The few existing surveys remain rather enumerative. Therefore in this paper a structuring of Tchebycheff-type inequalities is suggested which is based on...
Persistent link: https://www.econbiz.de/10014608708
We estimate real U.S. GDP growth as a threshold autoregressive process, and construct confidence intervals for the parameter estimates. However, there are various approaches that can be used in constructing the confidence intervals. Specifically, standard- t , bootstrap- t , and...
Persistent link: https://www.econbiz.de/10005590032
Persistent link: https://www.econbiz.de/10005395780
In this paper R2-type measures of the explanatory power of multivariate linear and categorical probit models proposed in the literature are reviewed and their deficiencies are discussed. It is argued that a measure of the explanatory power should take into account the components which are...
Persistent link: https://www.econbiz.de/10010260799
In this paper R2-type measures of the explanatory power of multivariate linear and categorical probit models proposed in the literature are reviewed and their deficiencies are discussed. It is argued that a measure of the explanatory power should take into account the components which are...
Persistent link: https://www.econbiz.de/10004963825
This paper shows that the bootstrap algorithm for average technical efficiency by Atkinson and Wilson (1995) should be applied with great care for the Data Envelopment Analysis (DEA) estimator if the production frontier is stochastic. A stochastic frontier implies that the DEA estimator is...
Persistent link: https://www.econbiz.de/10005649251