Distributions of the product and the quotient from bivariates t,f and pareto distribution

This paper deals with the probability density functions of two correlated Pareto, two correlated t and two correlated F random variables.

     

A unification of tail estimators

This work considers estimators of the tails of the cdf, quantile function and edf, which are generally applicable because they use only those observations in the sample which exceed a high threshold value. Three seemingly different approaches have been proposed by Hill (1975), Hall (1982), and Pickands (1975). Herein the tail behavior of the underlying probability model is expressed using the density-quantile function. This general tail behavior model is shown to be a common origin for the parametric models proposed by Hill, Hall, and Pickands' GPD model. Further, this tail behavior model motivates a representation for the quantile function of the exceedences which is used to obtain a parametric model for tail estimates using the exceedences which unifies the seemingly different tail estimators mentioned above.     

Logistic processes involving markovian minimization

The class of logistic processes involving geometric minimization introduced by Arnold (1989) is extended by replacing the Bernoulli sequence used in the definition of the process by a Markovian (0,1) sequence. A more flexible range of dependence structures is thus introduced. Parameter estimation and related processes are discussed.     

商法语境下公平交易的经济学分析

在商法的定义中,公平交易是发生在商主体之间,以营利为目的的交易行为。维护公平交易保护了交易主体利益和市场经济秩序良好运行。但是在实践中,由于交易主体追求利益最大化、交易双方地位不平等、信息不对称等原因,公平交易的实现困难重重,阻碍市场经济健康发展。本文运用经济学的分析方法,采用交易的帕累托最优理论的基本原理,以埃奇沃斯交换盒为工具建立模型,运用经济学的数理化方法研究交易的公平性,综合系统地分析如何达到公平交易。通过对交易双方不同博弈的情况分析,只有交易达到帕累托最优状态,形成市场均衡,且利益分配相等,这样的交易可以称之为公平交易。最后,在分析的基础上提出对形成公平交易的市场秩序的几点建议和对策。     

基于生产者责任延伸的新能源汽车动力电池回收帕累托均衡

动力电池回收过程涉及到产业链上多个利益主体,存在回收责任界定不清、企业回收积极性不高、回收成本居高不下等问题。考虑在生产者责任延伸理念下,整车企业承担回收的主体责任,构建整车企业、动力电池生产企业和第三方回收拆解企业的三方博弈模型,通过模型求解,分析帕累托均衡状态。研究结果表明：不同市场环境因素对各企业策略选择的影响强弱不尽相同,而作为回收责任的源头主体,整车企业策略选择极大程度上决定了电池生产企业承担延伸责任的积极性,对构建良性回收网络有关键性影响;同时不同主体间的研发补贴作用有所不同,持续增加补贴会起到一定的反作用。     

从博弈论的视觉看农村金融改革

近年来，各界人士都在探索农村金融改革路径，但种种迹象表明，农村金融改革目前还没有破题。本文用博弈论的理论分析其中原因及导向帕累托最优均衡的解决办法.     

含特许权的季节性商品二次定购机制

季节性商品短生命周期的特性引发了销售商降低需求信息不确定性的意愿,同时对制造商的生产能力和柔性操作提出了较高要求.文章建立了含特许权的季节性商品二次定购模型,有效地解决了销售商为获取更多需求信息而推迟定货和制造商进行柔性生产之间的矛盾.并通过和传统的一次定购模型的比较,得出了在商品需求不确定下,二次定购机制发生并获得整条供应链收益Pareto改进的条件,以及相应的特许权费用f的制定范围.     

Note on estimation of reliability under bivariate pareto stress-strength model

In this paper, we discuss the problem of estimating reliability (R) of a component based on maximum likelihood estimators (MLEs). The reliability of a component is given byR=P[Y<X]. Here X is a random strength of a component subjected to a random stress(Y) and (X,Y) follow a bivariate pareto(BVP) distribution. We obtain an asymptotic normal(AN) distribution of MLE of the reliability(R).     

α-stable laws for noncoding regions in DNA sequences

In this work, we analyze the long-range dependence parameter for a nucleotide sequence in several different transformations. The long-range dependence parameter is estimated by the approximated maximum likelihood method, by a novel estimator based on the spectral envelope theory, by a regression method based on the periodogram function, and also by the detrended fluctuation analysis method. We study the length distribution of coding and noncoding regions for all Homo sapiens chromosomes available from the European Bioinformatics Institute. The parameter of the tail rate decay is estimated by the Hill estimator ?α. We show that the tail rate decay is greater than 2 for coding regions, while for almost all noncoding regions it is less than 2.     

On generalized order statistics from generalized pareto distribution

The aim of this paper is to estimate parameters of generalized Pareto distribution based on generalized order statistics. Some non-Bayesian methods, such as MLE, bootstrap and unbiased estimators have been obtained to develop point and interval estimations. Bayesian estimations have also been derived under LSE and LINEX loss functions. To compare the performances of the employed methods, numerical results have been computed. To illustrate dependence and association properties of generalized order statistics, correlation coefficient and some informational measures in closed form have been obtained.