Tempered Mittag-Leffler Lévy processes

In this article, we introduce tempered Mittag-Leffler Lévy processes (TMLLP). TMLLP is represented as tempered stable subordinator delayed by a gamma process. Its probability density function and Lévy density are obtained in terms of infinite series and Mittag-Leffler function, respectively. Asymptotic forms of the tails and moments are given. A step-by-step procedure of the parameters estimation and simulation of sample paths is given. We also provide main results available for Mittag-Leffler Lévy processes (MLLP) and some extensions which are not available in a collective way in a single article. Our results generalize and complement the results available on Mittag-Leffler distribution and MLLP in several directions. Further, the asymptotic forms of the moments of the first-exit times of the TMLLP are also discussed.     

Prediction of future failures times based on Type-I hybrid censored samples of random sample sizes

In this article, we consider the prediction of future failure times based on Type-I hybrid censored samples. Point predictors and prediction intervals using different procedures are discussed for a general model. The exponential and Rayleigh distributions are used as illustrative examples to show the most simplified forms of the so obtained predictors as well as prediction intervals. Intensive simulation study and a real life dataset are presented to illustrate our findings and results.     

The laws of large numbers for Pareto-type random variables with infinite means

In this paper, we consider the laws of large numbers for NSD random variables satisfying Pareto-type distributions with infinite means. Based on the Pareto-Zipf distributions, some weak laws of large numbers for weighted sums of NSD random variables are obtained. Meanwhile, we show that a weak law for Pareto-Zipf distributions cannot be extended to a strong law. Furthermore, based on the two tailed Pareto distribution, a strong law of large numbers for weighed NSD random variables is presented. Our results extend the corresponding earlier ones.     

The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case

In a Poisson process, it is well-known that the forward and backward recurrence times at a given time point t are independent random variables. In a renewal process, although the joint distribution of these quantities is known (asymptotically), it seems that very few results regarding their covariance function exist. In the present paper, we study this covariance and, in particular, we state both necessary and sufficient conditions for it to be positive, zero or negative in terms of reliability classifications and the coefficient of variation of the underlying inter-renewal and the associated equilibrium distribution. Our results apply either for an ordinary renewal process in the steady state or for a stationary process.     

A volume based approach to establish B-spline based expressions for density functions and its application to progressive hybrid censoring

We propose an approach to determine the distribution of particular linear combinations of hybrid censored order statistics which is based on the calculation of volumes of polytopes. For this purpose, we establish efficient and compact volume formulas in terms of B-splines. Further, we illustrate our approach for ten different progressive hybrid censoring schemes under an exponential assumption.     

居民收入分配差距扩大对经济增长的效用分析

收入分配、消费需求与经济增长之间是相互联系、相互促进的辩证统一关系。但是我国近年来的发展却出现了经济增长快,居民收入增长低于经济增长的幅度,从而导致消费需求降低,消费对GDP增长的贡献份额连续大幅度下降的态势。在对居民收入分配差距、城乡差距、地区差距实证分析的基础上,从理论上分析了收入分配差距对经济增长的巨大影响,得出我国收入分配差距以及城乡差距和地区差距已经极大地制约了人们的消费需求,进而影响到经济的持续、有序、快速发展的结论。中央提出:"扩大内需是我国经济发展的长期战略方针和基本立足点。"扩大内需的前提是调整收入分配政策,大幅度提高居民的收入水平,重点增加低收入者的收入,促进整个社会消费水平的提高,从而推动国民经济的持续增长。     

究竟是按所有权分配还是按贡献分配?--与《关于深入研究社会主义劳动和劳动价值论的几个问题》一文商榷

价值分配的对象是价值,不是财富.按劳分配的现实理论依据是劳动价值论,最终理论依据是按贡献分配.按生产要素分配的理论依据是以承认其价值创造作用为基础的按贡献分配,而不是按所有权分配.     

论社会主义市场经济条件下的按生产要素分配原则

建立社会主义市场经济体制的重要举措之一就是分配制度的改革。党的十五大提出的将按劳分配与按生产要素分配结合起来 ,坚持按劳分配为主体 ,多种分配方式并存的制度 ,这是对马克思主义分配理论的具体运用和创造性发展。社会主义按要素分配的内涵与资本主义按要素分配的内涵有着本质的区别。它与社会主义按劳分配的原则有着密切关系 ,是对社会主义市场经济条件下分配形式的补充     

教育不平等的测度及与收入分配的关系

教育是人力资本形成的重要途径,公平的教育分配对基础广泛的经济增长与贫困的减少具有显著的重要性。在教育与收入分配关系的理论与实证研究中,已有不少文献从教育存量角度对其进行探讨,然而专门从教育不平等角度进行的研究则不多。文章首先对国外有关教育不平等系数的测定方法进行总结与评述,随后从理论与实证两个层面对教育不平等与收入分配的关系研究进行评述,并在既有研究的基础上,对相关后续研究提出进一步的研究思路。     

基于广义误差分布的股票收益率波动特征分析

假设股票收益率序列服从具有厚尾特征的GED分布,利用多种非对称性模型描述和检验了沪市股票日收益率序列的波动性特征,发现股票价格波动具有条件异方差性,并通过对股票市场信息影响曲线的分析,刻画了沪市股票价格波动中的显著非对称性。这说明股市波动对于不同的政策干预和信息冲击具有不同程度的反应,且非对称性的方向与以往结论有所不同,说明我国股市风险变异特征和收益状况在不断的发生变化,＂利好消息＂对股市的刺激作用需要其他市场干预的配合才能发挥出来。