The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
In 1996 Zhang introduced sample replacement points for the level and
power of tests and their simplified versions. This paper presents numerical values of the
breakdown points of the Wilcoxon and sign tests for location for the normal distribution.
The results confirm the conclusions of He et al. (1990) as well as the
asymptotic dominance of the power breakdown points of the sign tests over the...
The aim of the papers is to present and discuss the most direct issues on
relation between logical many-valuedness and logical probability i.e. probability related
to propositions. Having introduced the reader into the realm of many-valued logics, we
outline two faces of the problem. One is that logical values must not be identified with
the probability values, the other concerns the so-called...
The problem of estimation of the mode of a continuous distribution
(unction is considered. The estimation of the mode based on estimators of the density
function is well known, see e.g. Härdle (1991) and Parzen (1962). New parameters
of the continuous distribution function will be defined: the quasi-mode and mean median.
They are parameters of the appropriately truncated random variable. Next,...
The paper presents methods of small area statistics which can be applied
to investigate the phenomenon of unemployment in given subpopulations depending on
sampling and additional information about population. Some methods selected from this
group are shown on the example of analysis of unemployment among men, women and
all inhabitants in the Łódź Macroprovince. The analysis is conducted on the...
The paper presents some empirical models of financial markets, which
describe international interest rates and exchange rates. The main emphasis is placed on
the model based on J. A. Frenkel’s model of exchange rates, which presents the theory
in detail and gives some practical applications.
The paper includes Fisher-Chow test оf the stability of financial markets, shown for
a large number...
The problem of minimax estimation in the linear regression model is
considered under the assumption that a prior information about the regression parameter
and the covariance matrix of random component (error) is available for the decision-maker.
Two models of the uncertainty of the prior knowledge (so called uncertainly classes) are
proposed. The first one may represent the problem of estimation...
The distribution function of the homogeneous generalized quadratic form
is represented as an infinite linear combination of the central Wishart distribution
functions. The Probability content of the ellipsoid is expressed as an infinite linear
combination of the probability contents of spheres, under a central spherical multivariate
normal distributions with unit variance, covariance matrix.
Optimal classification rules based on linear functions which maximize the
area under the relative operating characteristic curve or which maximize the chosen
probabilistic distance between two populations are studied here. We obtain an expression
for the optimal linear discriminant function and show that the resulting procedure
belongs to the Anderson-Bahadur admissible class. The asymptotic form...
Successive observations over time are made on individual subjects classified
into different groups. It is assumed that the mean response may vary between groups,
that there is a random effect for each individual, and that successive observations on
each individual follow a AR model. The likelihood-ratio criteria for testing the hypothesis
of equality of the group means is considered.
In this paper we focus on the impact of responses of contaminated
normal distribution on the relative potency. For several values of the contamination
parameters, the estimates of the relative potency, its goodness and the truthfulness
of the hypotheses connected with the estimation of the relative potency are tabulated
for the generated data sets.
The bootstraps methods can be widely applied in statistical research. In
the paper the bootstraps OLS-estimators for linear models are considered. The results
of simulation experiments for linear models with errors which have normal, Student and
uniform distribution are presented. The estimates and the histograms for OLS-estimators
are determined.
The aim of this paper is to present a concept of a duality theory for
dynamic production processes with constraints i.e. production processes described by
nonconvex dynamical mathematical models (models depending on time).
In the paper a new definition of the average return rate for a group of
investment (or pension) funds is proposed. The definition is derived via integration of
the financial results of the group of funds during a given period of time. It satisfies
a set of postulates which every coherent definition is supposed to fulfil contrary to the
definition which is used in the Polish law of August 1997...
Stochastic Dominance tests can be employed to assist decision-makers in
ordering uncertain alternatives. Thes tests require specification of alternatives probability
distributions and the assumption of the utility function of the decision-maker. With these
assumptions, decision alternatives can be partitioned into classes by stochastic dominance
or inverse stochastic dominance (stop-loss dominance)...
The Analytic Hierarchy Process (AHP) is a multicriteria decision support
method created by Thomas L. Saaty. It provides both individual and group decision
makers an objective way for reaching an optimal decision. The AHP is designed to select
the best from a number of alternatives evaluated with respect to several criteria. It is
taken by carrying out pairwise comparison judgements which are used...
In the contemporary theory of organization management the main goal of enterprise is its value maximization. Value however has many aspects, although in the finance sphere we should accept the market value as the least controversial in this context. In practice market value (or at least its estimations) differs from book value. This results from principles of traditional accounting formulated in the...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.