排序方式: 共有32条查询结果,搜索用时 15 毫秒
21.
We analyze markets in which the price of a traded commodity is such that the supply and the demand are unequal. Under standard assumptions, the agents then have single peaked preferences on their consumption or production choices. For such markets, we propose a class of Uniform trade rules each of which determines the volume of trade as the median of total demand, total supply, and an exogenous constant. Then these rules allocate this volume “uniformly” on either side of the market. We evaluate these “trade rules” on the basis of some standard axioms in the literature. We show that they uniquely satisfy Pareto optimality, strategy proofness, no-envy, and an informational simplicity axiom that we introduce. We also analyze the implications of anonymity, renegotiation proofness, and voluntary trade on this domain. 相似文献
22.
Serkan Eryilmaz 《统计学通讯:模拟与计算》2013,42(4):683-692
In this article we study the distribution and expected value of the number of working components at time t in a consecutive k-out-of-n system under the condition that it is working at time t. We provide the exact distribution of the corresponding conditional random variable and compute its expected value for the system consisting of exchangeable dependent components. The results are also extended to any coherent system by the aid of system signature. Finally, we present illustrative and computational results for some systems having Lomax components. 相似文献
23.
Let (X 1, Y 1), (X 2, Y 2),… be a sequence of independent and identically distributed (i.i.d.) pairs of random variables with two possible outcomes at each coordinate. Runs in the second coordinate are considered until the appearance of the first success in the first coordinate. 相似文献
24.
Serkan Eryilmaz 《Statistical Papers》2005,46(1):117-128
The number of success runs for nonhomogeneous markov dependent trials are represented as the sum of Bernoulli trials and the
expected value of runs are obtained by using this representation. The distribution and bounds for the distribution of the
longest run are derived for markov dependent trials. 相似文献
25.
We propose a tractable, data‐driven demand estimation procedure based on the use of maximum entropy (ME) distributions, and apply it to a stochastic capacity control problem motivated from airline revenue management. Specifically, we study the two fare class “Littlewood” problem in a setting where the firm has access to only potentially censored sales observations; this is also known as the repeated newsvendor problem. We propose a heuristic that iteratively fits an ME distribution to all observed sales data, and in each iteration selects a protection level based on the estimated distribution. When the underlying demand distribution is discrete, we show that the sequence of protection levels converges to the optimal one almost surely, and that the ME demand forecast converges to the true demand distribution for all values below the optimal protection level. That is, the proposed heuristic avoids the “spiral down” effect, making it attractive for problems of joint forecasting and revenue optimization problems in the presence of censored observations. 相似文献
26.
In this paper we study the life behavior of \(\delta \) -shock models when the shocks occur according to a renewal process whose interarrival distribution is uniform. In particular, we obtain the first two moments of the corresponding lifetime random variables for general interarrival distribution, and survival functions when the interarrival distribution is uniform. 相似文献
27.
Serkan Eryilmaz 《统计学通讯:理论与方法》2017,46(24):12324-12335
This paper introduces a new class of bivariate lifetime distributions. Let {Xi}i ? 1 and {Yi}i ? 1 be two independent sequences of independent and identically distributed positive valued random variables. Define T1 = min?(X1, …, XM) and T2 = min?(Y1, …, YN), where (M, N) has a discrete bivariate phase-type distribution, independent of {Xi}i ? 1 and {Yi}i ? 1. The joint survival function of (T1, T2) is studied. 相似文献
28.
Serkan Ery?lmaz 《Journal of statistical planning and inference》2011,141(2):725-733
In this paper we study circular consecutive k-out-of-n systems consisting of exchangeable components. We derive explicit expressions for both unconditional and conditional survival functions for 2k+1≥n, while signature based mixture representations for general k are obtained. The applications and computational results concerned with mean residual life function and stochastic ordering are presented. 相似文献
29.
Serkan Eryilmaz 《统计学通讯:理论与方法》2018,47(9):2251-2258
This article is concerned with a two-dimensional discrete time risk model based on exchangeable dependent claim occurrences. In particular, we obtain a recursive expression for the finite time non ruin probability under such a dependence among claim occurrences. For an illustration, we define a bivariate compound beta-binomial risk model and present numerical results on this model by comparing the corresponding results of the bivariate compound binomial risk model. 相似文献
30.