Further results on the trace of a noncentral wishart matrix

In an earlier article Mathai (1980) has given compact representations for the moments and cumulants of the trace of a noncentral Wishart matrix. He has also shown that (trA-ntr;∑)/(2ntri∑²)172. is asymptotically standard normal where A is a noncentral wishart matrix with n degrees of freedom and covariance matrix [0, In the present article explicit expressions for the exact density of the trace are given in terms of confluent hypergeometric functions and in terms of zonal polynomials for the general case and as finite sums when the sample size is odd. As a consequence of some of these representations some summation formulae for zonal polynomials are also given     

Explicit Formulae for the Queue Length Distribution of Batch Arrival Systems

Abstract

A G ^θ I/G/1-type batch arrival system is considered. Explicit formulae for the distribution of queue length both at the fixed time t and as t → ∞ are obtained. The study is based on the generalization of Korolyuk's method for semi-markov random walks.     

Bayesian outlier testing using the predictive distribution for a linear model op constant intraclass form

The problem of testing suspected outliers from a linear model with constant intraclass correlation is considered from a Bayesian viewpoint. The main objective of this paper is to develop an outlier test procedure based on the predictive distribution of suspected outlier observations given a set of existing inlier observations. The test procedure is easily performed with the usual F and t distributions.     

The exact noncentral distribution of the generalized multiple correlation matrix

Given p×n X N(βY, ∑?I), β, ∑ unknown, the noncentral multivariate beta density of the matrix L = [(YY′)^-1/2Y X′ (XX′)^-1XY′ (YY′)^-1/2] is desired. Khatri (1964) finds this density when β is of rank unity. The present paper derives the noncentral density of L and the density of the roots matrix of L for full rank β. The dual case density of L is also obtained. The derivations are based on generalized Sverdrup's lemma, Kabe (1965), and the relationship between primal and dual density of L is explicitly established.     

The effects on the distributions of sample canonical correlations under nonnormality

In this paper, we study the effects of nonnormality on the distributions of sample canonical correlations when the population canonical correlations are simple. In order to achieve the purpose, we derive asymptotic expansion formulas for the distributions of a function of the canonical correlations as well as the individual canonical correlations under nonnormal populations. We particularly discuss the distribution of sample canonical correlations under the class of elliptical population. These expansions are given by using a perturbation method. Simulation results are also given.     

A family of bivariate binomial distributions generated by extreme bernoulli distributions

In this paper, bivariate binomial distributions generated by extreme bivariate Bernoulli distributions are obtained and studied. Representation of the bivariate binomial distribution generated by a convex combination of extreme bivariate Bernoulli distributions as a mixture of distributions in the class of bivariate binomial distribution generated by extreme bivariate Bernoulli distribution is obtained. A subfamily of bivariate binomial distributions exhibiting the property of positive and negative dependence is constructed. Some results on positive dependence notions as it relates to the bivariate binomial distribution generated by extreme bivariate Bernoulli distribution and a linear combination of such distributions are obtained.     

Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence

Using survey data, we characterize directly the impact of expected business conditions on expected excess stock returns. Expected business conditions consistently affect expected excess returns in a counter-cyclical fashion. Moreover, inclusion of expected business conditions in otherwise-standard predictive return regressions substantially reduce the explanatory power of the conventional financial predictors, including the dividend yield, default premium, and term premium, while simultaneously increasing R². Expected business conditions retain predictive power even when including the key nonfinancial predictor, the generalized consumption/wealth ratio. We argue that time-varying expected business conditions likely capture time-varying risk, whereas time-varying consumption/wealth may capture time-varying risk aversion.     

明朝实行海禁政策的原因探究

探讨明代实行海禁的原因，分别从政治、经济、思想文化以及突发历史事件造成的影响等方面分析明政府终止宋元以来鼓励航海贸易政策的原因，进而阐明在不同时期海禁政策体系的强化过程，并得出结论。     

The rank distribution of the maximin in a random matrix

Let S be a set of tm distinct real numbers and R a random t × m matrix of these tm numbers with rows {r_i} and columns (c_i}. Define b = Max Min x. l≤i≤t x?r_i. Let c be the event Max Min x = Min Max x. l≤i≤t x?r_i l≤i≤m x?c_i. This paper derives the probability distribution of the rank of b in S, as well as the same distribution conditional on c.     

Promoting Gender Equality without a Gender Perspective: Problem Representations of Equal Pay in Finland

The current locus of promoting equal pay in Finland is the workplace. Legal instruments, like gender equality planning and its pay surveys, are to be implemented in workplaces. This development raises important questions about the central role of the local trade union representatives as promoters of equal pay. This article analyses how local trade union representatives construct the problem of unequal pay and their role in narrowing the gender pay gap and their possible agonistic adversaries in negotiations on equal pay. Different problem representations concerning equal pay are analysed and evaluated on the basis of their potential to fracture the gender‐blind wage bargaining culture and ability to cash in on the promises made towards narrowing the gender pay gap.