Kurtosis modelling by means of the J-transformation

Summary: The H–family of distributions or H–distributions, introduced by Tukey (1960; 1977), are generated by a single transformation of the standard normal distribution and allow for leptokurtosis represented by the parameter h. Alternatively, Haynes et al. (1997) generated leptokurtic distributions by applying the K–transformation to the normal distribution. In this study we propose a third transformation, the so–called J–transformation, and derive some properties of this transformation. Moreover, so-called elongation generating functions (EGFs) are introduced. By means of EGFs we are able to visualize the strength of tail elongation and to construct new transformations. Finally, we compare the three transformations towards their goodness–of–fit in the context of financial return data.     

Discrete time modelling of disease incidence time series by using Markov chain Monte Carlo methods

Summary.  A stochastic discrete time version of the susceptible–infected–recovered model for infectious diseases is developed. Disease is transmitted within and between communities when infected and susceptible individuals interact. Markov chain Monte Carlo methods are used to make inference about these unobserved populations and the unknown parameters of interest. The algorithm is designed specifically for modelling time series of reported measles cases although it can be adapted for other infectious diseases with permanent immunity. The application to observed measles incidence series motivates extensions to incorporate age structure as well as spatial epidemic coupling between communities.     

Triangle plots of three-level explanatory variables

Thalassaemias are genetic blood disorders which cause varying degrees of anaemia. Their geographical distribution suggests a compensating protection against malaria, which kills between 0.5 and 2.5 million people per year in developing countries. Neal Alexander describes a study in Papua New Guinea which estimated this association more directly, and a triangle plot which clarified, for himself and his non-statistician colleagues, the relative risks of malaria for those with none, one or two copies of the relevant haemoglobin mutation.     

Book reviews

The Political Sociology of Florian Znaniecki and Contemporary Politics (in Polish), Olgierd Sochacki (Ed.) Wydawnictwo Gdanskie, The Scientific Society of Gdansk, 1996

Why Read. Internal Space and the Social Function of Literature: An Investigation with. Psychoanalysts and Psychology Students, Graziella Pagliano (Ed.) Bonanno Editore, 1994

Voix Littéraires de Femmes

Cuadernos sobre Vico, Nos 5–6, José M. Sevilla et al. 1995–96

Studi in memoria di Ernesto Grassi Proceedings of the International Conference in Memory of Ernesto Grassi (Ischia, 4–6 October 1993), Emilio Hidalgo‐Serna and Massimo Marassi (Eds), Napoli, La Città del Sole, 1996

Naples Istituto Italiano per gli Studi Fiosofici, La Gittà del Sole, Napoli, 1996

Family, Women and Employment in Central‐Eastern Europe, Barbara Lobodzinska (Ed.) Greenwood Press, 1995     

Social determinants of life expectancy]

"Life expectancy and mortality increasingly are analyzed in the context of social factors. This study analyzes the impact of social position, marital status, and religious confession on cohort life expectancy. The analysis is based on [German data from the] Socio-Economic Panel Survey, wherein proxy-interviewee's parents have been used to estimate cohort mortality. Results confirm a lower mortality risk of the upper classes and of married persons. However, as opposed to other studies, Catholics do not have a lower, but even a higher mortality risk." (SUMMARY IN ENG)