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.     

农村治理模式选择之殇——基于华北X村的个案

改革开放之后,村民自治制度成为农村治理的基本政治制度。在国家自上而下将村民自治制度下沉到农村和农村自下而上去承接村民自治制度的互动过程中,村民自治出现了“惟村庄利益化”的现象。依据不同的视角可以将农村治理划分成不同的治理模式。以农村对国家供给项目资源的承接态度为标准,可以将农村治理化分为积极型、消极型和激进型治理模式。笔者考察了华北平原的X村在15年中经历了积极→消极→激进的治理模式的选择过程。得出以下结论：村民对农村治理模式选择是依据农村治理绩效的帕累托改进的标准,这种选择是一种理性选择,但往往会产生非正义的结果。将激进治理模式放在税费改革的时代背景之下,源自于农村获取治理资源的方式会发生由内部汲取到外部输入的根本转变。同时,地方政府在晋升锦标赛体制和政治维稳高压之下,也默许了激进型农村治理模式的存在。     

C2C市场上消费者从众决策研究——基于面板数据模型

电子商务市场蓬勃发展的同时,也存在严重的信息不对称现象,给消费者带来极大的购物风险。文章基于信息不对称理论,利用淘宝网交易数据对 C2C 市场上消费者的从众决策行为进行研究。研究发现 C2C 市场上店铺的日销量在店铺间存在二八分布的特征,说明网络消费者在购买商品时有从众行为。基于面板模型对店铺市场份额的研究表明,店铺历史销量信息对消费者选择店铺的决策有显著正向影响,而店铺信用对消费者决策的影响并不显著。因此,建议 C2C 交易平台增加退货量指标、动态销量图以及销量和价格的相互对应信息等,以促进消费者理性购物。     

DEA评价模型应用的几点探讨

为更好地应用ＤＥＡ评价模型，本文讨论了ＤＥＡ模型中定性指标的模糊处理及权重分布的随机处理，运用主成分分析法对ＤＥＡ模型指标体系进行处理，并对ＤＥＡ评价结果进行了排队分析．     

基于利他属性的双渠道供应链研究

针对电子渠道和传统零售渠道之间复杂的关系,本文构建了一个基于利他属性的双渠道供应链模型,探讨了渠道替代率和利他属性对模型的影响。首先,分析集中决策模型,给出了均衡解和供应链的最优收益,结果表明渠道替代率越高,供应链的最优收益越低;然后,在分散决策模型中,采用斯坦格尔伯格博弈的方法,探讨渠道替代率对决策变量和目标函数的影响,并研究利他属性与渠道效率的关系,结果表明利他属性的存在有助于提高供应链的渠道效率。在此基础上,讨论了供应链模型的帕累托改进区间,给出了获取改进区间的条件。最后,通过数值分析,揭示了利他属性与供应商和零售商收益的关系。     

A bivariate distribution with Lomax and geometric margins

We develop a stochastic model describing the joint distribution of $(X,N)$, where $N$ has a geometric distribution while $X$ is the sum of $N$ dependent, heavy-tail Pareto components. Models of this form arise in many applications, ranging from hydro-climatology to finance and insurance. We present fundamental properties of this vector, including marginal and conditional distributions, moments, representations, and parameter estimation. We also include an example from finance, illustrating modeling potential of this new bivariate distribution.     

Bursts and heavy tails of execution time in business processes

This paper investigates the phenomena and effects of heavy tails of execution time in business processes. We approached the heavy tails as a particular variation of business process execution, and analysed them from empirical data of its execution time. The features and possible causes of the heavy tails were investigated. A workflow simulation was conducted to simulate the heavy tails, in order to evaluate quantitatively their effects to business process performance. The simulation outcomes demonstrate that (1) even a heavy-tailed activity in a business process can cause large variation of end-to-end execution times of the process and (2) there are significant prediction gaps resulted by different assumptions of execution times between an exponential distribution and a heavy-tailed distribution.     

Recurrence relations for single and product moments of record values from generalized pareto distribution

In this paper we establish some recurrence relations satisfied by single and product moments of upper record values from the generalized Pareto distribution. It is shown that these relations may be used to obtain all the single and product moments of all record values in a simple recursive manner. We also show that similar results established recently by Balakrishnan and Ahsanullah (1993) for the upper record values from the exponential distribution may be deduced by letting the shape parameter p tend to 0.     

The role of embedded integration rules in Bayesian statistics

Numerical approximations are often used to implement the Bayesian paradigm in analytically intractable parametric models. We focus on embedded integration rules which are an attractive numerical integration tool and present theoretical results which justify their use in a Bayesian integration strategy.     

Goodness-of-fit tests for the pareto and lognormal distributions based on multiply truncated samples

This article considers the situation where, in the most general case, each observation in a sample has been “truncated” below at a different, but known value. Each observation is truncated in the sense that, had it been 1ess than the truncati on point, it would not have appeared in the sample. A goodness-of-fit test based on Gnedenko’ F statistic is developed to test the hypothesis that the underlying distribution is Pareto against the alternative of lognormality. The Chi-square and Kolmogorov tests are adapted to test the hypothesi s of lognormality with unspecified alternative. The application of these techni ques to the analysis of insurance claim data is discussed.