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831.
Nina Anchugina 《Theory and Decision》2017,82(2):185-210
The main goal of this paper is to investigate which normative requirements, or axioms, lead to exponential and quasi-hyperbolic forms of discounting. Exponential discounting has a well-established axiomatic foundation originally developed by Koopmans (Econometrica 28(2):287–309, 1960, 1972) and Koopmans et al. (Econometrica 32(1/2):82–100, 1964) with subsequent contributions by several other authors, including Bleichrodt et al. (J Math Psychol 52(6):341–347, 2008). The papers by Hayashi (J Econ Theory 112(2):343–352, 2003) and Olea and Strzalecki (Q J Econ 129(3):1449–1499, 2014) axiomatize quasi-hyperbolic discounting. The main contribution of this paper is to provide an alternative foundation for exponential and quasi-hyperbolic discounting, with simple, transparent axioms and relatively straightforward proofs. Using techniques by Fishburn (The foundations of expected utility. Reidel Publishing Co, Dordrecht, 1982) and Harvey (Manag Sci 32(9):1123–1139, 1986), we show that Anscombe and Aumann’s (Ann Math Stat 34(1):199–205, 1963) version of Subjective Expected Utility theory can be readily adapted to axiomatize the aforementioned types of discounting, in both finite and infinite horizon settings. 相似文献
832.
Craig S. Webb 《Theory and Decision》2017,82(3):403-414
Choice under risk is modelled using a piecewise linear version of rank-dependent utility. This model can be considered a continuous version of NEO-expected utility (Chateauneuf et al., J Econ Theory 137:538–567, 2007). In a framework of objective probabilities, a preference foundation is given, without requiring a rich structure on the outcome set. The key axiom is called complementary additivity. 相似文献
833.
John Quiggin 《Theory and Decision》2017,82(3):309-326
We study behavioral patterns of insurance demand for low-probability large-loss events (catastrophic losses). Individual patterns of belief formation and risk attitude that were suggested in the behavioral decisions literature emerge robustly in the current set of insurance choices. However, social comparison effects are less robust. We do not find any evidence for peer effects (through social-loss aversion or imitation) on insurance take-up. In contrast, we find support for the prediction that people underweight others’ relevant information in their own decision making. 相似文献
834.
835.
There are now three essentially separate literatures on the topics of multiple systems estimation, record linkage, and missing
data. But in practice the three are intimately intertwined. For example, record linkage involving multiple data sources for
human populations is often carried out with the expressed goal of developing a merged database for multiple system estimation
(MSE). Similarly, one way to view both the record linkage and MSE problems is as ones involving the estimation of missing
data. This presentation highlights the technical nature of these interrelationships and provides a preliminary effort at their
integration. 相似文献
836.
837.
838.
We deal with the double sampling plans by variables proposed by Bowker and Goode (Sampling Inspection by Variables, McGraw–Hill,
New York, 1952) when the standard deviation is unknown. Using the procedure for the calculation of the OC given by Krumbholz and Rohr (Allg.
Stat. Arch. 90:233–251, 2006), we present an optimization algorithm allowing to determine the ASN Minimax plan. This plan, among all double plans satisfying
the classical two-point-condition on the OC, has the minimal ASN maximum. 相似文献
839.
Rosa Arboretti Giancristofaro Stefano Bonnini Fortunato Pesarin 《Statistics and Computing》2009,19(2):209-216
In many sciences researchers often meet the problem of establishing if the distribution of a categorical variable is more
concentrated, or less heterogeneous, in population P
1 than in population P
2. An approximate nonparametric solution to this problem is discussed within the permutation context. Such a solution has similarities
to that of testing for stochastic dominance, that is, of testing under order restrictions, for ordered categorical variables.
Main properties of given solution and a Monte Carlo simulation in order to evaluate its degree of approximation and its power
behaviour are examined. Two application examples are also discussed. 相似文献
840.
D. James Greiner Kevin M. Quinn 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》2009,172(1):67-81
Summary. Despite its potential pitfalls, ecological inference is an unavoidable part of some quantitative settings, including US voting rights litigation. In such applications, the analyst will typically encounter two-way tables with more than two rows and columns. Although several ecological inference methods are currently available for 2×2 tables, there are fewer options for analysing general R × C tables, and virtually none that model counts as opposed to fractions. We propose a count R × C method that respects the bounds deterministically, that allows for complex relationships between internal cell quantities, that is easily extensible and that results from transparent assumptions. We study the method via simulation, and then apply it to an example that is drawn from the state of Texas relevant to recent redistricting litigation there. 相似文献