Showing 1 - 10 of 10,478
substantially reduces nonresponse bias in the Pareto tail estimates. Applying the procedure to wealth survey data (HFCS, SCF, WAS …
Persistent link: https://www.econbiz.de/10012117747
Persistent link: https://www.econbiz.de/10012105530
Persistent link: https://www.econbiz.de/10011627231
For evaluating the probabilities of arbitrary random events with respect to a given multivariate probability distribution, specific techniques are of great interest. An important two-dimensional high risk limit law is the Gauss-exponential distribution whose probabilities can be dealt with based...
Persistent link: https://www.econbiz.de/10011687875
Jaynes (1957a,b) formulates the maximum entropy (ME) principle as the search for a distribution maximizing a given entropy under some given constraints. Kapur (1984) and Kesavan & Kapur (1989) introduce the generalized maximum entropy principle as the derivation of an entropy for which a given...
Persistent link: https://www.econbiz.de/10011761132
Persistent link: https://www.econbiz.de/10011763681
Persistent link: https://www.econbiz.de/10011875907
Persistent link: https://www.econbiz.de/10003231776
Teicher [1955] proved that the probability a Poisson distribution with mean k takes on a value of k or less is monotonically decreasing in k. I extend this inequality by proving that the probability a Poisson distribution with mean zk takes on a value of k or less is monotonically decreasing for...
Persistent link: https://www.econbiz.de/10012945105
Persistent link: https://www.econbiz.de/10012625953