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Unique Properties of Some Distributions and Their Applications

Panaretos, John - Volkswirtschaftliche Fakultät, … - 1982

In many practical situations bivariate probability distributions are used whose marginals are of the same form. Sometimes however, in cases of a not too good fit, one of the marginals appears to describe the corresponding observed data exceptionally well while the other provides a rather poor...

Persistent link: https://www.econbiz.de/10005836428

Partial Independence and Finite Distributions

Panaretos, John - Volkswirtschaftliche Fakultät, … - 1984

Ιt is known that mere knowledge of the conditional distribution of two random variables is not sufficient to specify uniquely the marginal distributions. Some additional information is necessary. This is usually provided in some form of independence between functions of the two random variables...

Persistent link: https://www.econbiz.de/10005617122

Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models

Yang, Bill Huajian - Volkswirtschaftliche Fakultät, … - 2013

In this paper, we propose a Vasicek-type of models for estimating portfolio level probability of default (PD). With these Vasicek models, asset correlation and long-run PD for a risk homogenous portfolio both have analytical solutions, longer external time series for market and macroeconomic...

Persistent link: https://www.econbiz.de/10011107926

A comparison of normal approximation rules for attribute control charts

Emura, Takeshi; Lin, Yi-Shuan - Volkswirtschaftliche Fakultät, … - 2013

Control charts, known for more than 80 years, have been important tools for business and industrial manufactures. Among many different types of control charts, the attribute control chart (np-chart or p-chart) is one of the most popular methods to monitor the number of observed defects in...

Persistent link: https://www.econbiz.de/10011114090

On Moran's Property of the Poisson Distribution

Panaretos, John - Volkswirtschaftliche Fakultät, … - 1983

Two interesting results encountered in the literature concerning the Poisson and the negative binomial distributions are due to MORAN (1952) and PATIL & SESHADRI (1964), respectively. MORAN's result provided a fundamental property of the Poisson distribution. Roughly speaking, he has shown that...

Persistent link: https://www.econbiz.de/10005789484

On the Joint Distribution of Two Discrete Random Variables

Panaretos, John - Volkswirtschaftliche Fakultät, … - 1981

Let X, Y be two discrete random variables with finite support and X≥Y. Suppose that the conditional distribution of Y given X can be factorized in a certain way. This paper provides a method of deriving the unique form of the marginal distribution of X (and hence the joint distribution of (X,...

Persistent link: https://www.econbiz.de/10005790187

Fighting against drought in Dobrogea by protective forest belts

Lup, Aurel; Miron, Liliana - Volkswirtschaftliche Fakultät, … - 2014

Dobrogea province is composed by Constanta and Tulcea counties, situated in the South-eastern part of Romania, and it is known as one of the driest parts of Romania. The yearly amount of precipitations is no more than 400-450 mm. The yearly average temperature is around 10.5oC; the soils are of...

Persistent link: https://www.econbiz.de/10011150757

Turkish voter response to government incompetence and corruption related to the 1999 earthquakes

Akarca, Ali T.; Tansel, Aysit - Volkswirtschaftliche Fakultät, … - 2012

The two major earthquakes which struck northwestern Turkey in 1999, caused enormous amounts of death and destruction, and exposed rampant government corruption involving construction and zoning code violations, as a factor magnifying the disaster. The opposition parties and one of the incumbent...

Persistent link: https://www.econbiz.de/10009397166

Who Benefit from Cash and Food-for-Work Programs in Post-Earthquake Haiti?

Echevin, Damien; Lamanna, Francesca; Oviedo, Ana-Maria - Volkswirtschaftliche Fakultät, … - 2011

In this paper, a unique post-earthquake survey designed to provide a rapid assessment of food insecurity in Haiti is … level of subsistence or because of earthquakerelated losses. Pre-earthquake participation to programs appears to be an … important determinant of post-earthquake participation. What is more, cash-forwork is very rarely declared as the main source of …

Persistent link: https://www.econbiz.de/10009403442

9/56 Year Cycle: Californian Earthquakes

McMinn, David - Volkswirtschaftliche Fakultät, … - 2011

The 9/56 year cycle was first established in the timing of US and Western European financial panics since 1760. This cycle has also been assessed in the timing of major earthquakes in California - Nevada - Baja California. These important events tended to cluster within this grid, far more than...

Persistent link: https://www.econbiz.de/10011110738