Wavelet density estimation for stratified size-biased sample

In this paper we consider the estimation of a density function on the basis of a random stratified sample from weighted distributions. We propose a linear wavelet density estimator and prove its consistency. The behavior of the proposed estimator and its smoothed versions is eventually illustrated by simulated examples and a case study involving alcohol blood level in DUI cases.     

Bayesian Analysis of a Queueing System with a Long-Tailed Arrival Process

Internet traffic data is characterized by some unusual statistical properties, in particular, the presence of heavy-tailed variables. A typical model for heavy-tailed distributions is the Pareto distribution although this is not adequate in many cases. In this article, we consider a mixture of two-parameter Pareto distributions as a model for heavy-tailed data and use a Bayesian approach based on the birth-death Markov chain Monte Carlo algorithm to fit this model. We estimate some measures of interest related to the queueing system k-Par/M/1 where k-Par denotes a mixture of k Pareto distributions. Heavy-tailed variables are difficult to model in such queueing systems because of the lack of a simple expression for the Laplace Transform (LT). We use a procedure based on recent LT approximating results for the Pareto/M/1 system. We illustrate our approach with both simulated and real data.     

Matching with contracts: calculation of the complete set of stable allocations

Theory and Decision - For a many-to-many matching model with contracts, where all the agents have substitutable preferences, we provide an algorithm to compute the full set of stable allocations....