This paper derives the measure of likelihood associated with the hypothesis of God's existence. God is defined as an omnipotent, omniscient being. These words are given econometric definitions. The probability of an event is decomposed into its rationality (a measure of subjective preference)...

Propensity score based-estimators are commonly used to estimate causal effects in evaluation research. To reduce bias in observational studies researchers might be tempted to include many, perhaps correlated, covariates when estimating the propensity score model. Taking into account that the...

The statistical estimate of the branching ratio η of the Hawkes model, when fitted to windows of mid-price changes, has been reported to approach criticality (η = 1) as the fitting window becomes large. In this study -- using price changes from the EUR/USD currency pair traded on the...

A statistical inference for ruin probability from a certain discrete sample of the surplus is discussed under a spectrally negative Lévy insurance risk. We consider the Laguerre series expansion of ruin probability, and provide an estimator for any of its partial sums by computing the...

In this paper, we introduce a new family of univariate continuous distributions called the Gamma Kumaraswamy-generated family of distributions. Most of its properties are studied in detail, including skewness, kurtosis, analytical comportments of the main functions, moments, stochastic ordering...

This paper gives the derivation of the Bivariate Stochastic Functional Form (BSFF), which may be seen as the direct generalization of the linear regression model. The derivation does not involve complex mathematical tools such as stochastic calculus. It extends the derivation of the univariate...