Gibrat’s Law for Cities: Uniformly Most Powerful Unbiased Test of the Pareto Against the Lognormal
نویسندگان
چکیده
منابع مشابه
the test for adverse selection in life insurance market: the case of mellat insurance company
انتخاب نامساعد یکی از مشکلات اساسی در صنعت بیمه است. که ابتدا در سال 1960، توسط روتشیلد واستیگلیتز مورد بحث ومطالعه قرار گرفت ازآن موقع تاکنون بسیاری از پژوهشگران مدل های مختلفی را برای تجزیه و تحلیل تقاضا برای صنعت بیمه عمر که تماما ناشی از عدم قطعیت در این صنعت میباشد انجام داده اند .وهدف از آن پیدا کردن شرایطی است که تحت آن شرایط انتخاب یا کنار گذاشتن یک بیمه گزار به نفع و یا زیان شرکت بیمه ...
15 صفحه اولUniformly Most Powerful Bayesian Tests.
Uniformly most powerful tests are statistical hypothesis tests that provide the greatest power against a fixed null hypothesis among all tests of a given size. In this article, the notion of uniformly most powerful tests is extended to the Bayesian setting by defining uniformly most powerful Bayesian tests to be tests that maximize the probability that the Bayes factor, in favor of the alternat...
متن کاملUNIFORMLY MOST POWERFUL BAYESIAN TESTS By Valen
Uniformly most powerful tests are statistical hypothesis tests that provide the greatest power against a fixed null hypothesis among all tests of a given size. In this article, the notion of uniformly most powerful tests is extended to the Bayesian setting by defining uniformly most powerful Bayesian tests to be tests that maximize the probability that the Bayes factor, in favor of the alternat...
متن کاملOn Uniformly Most Powerful Decentralized Detection
The theory behind Uniformly Most Powerful (UMP) composite binary hypothesis testing is mature and well defined in centralized detection where all observations are directly accessible at one central node. However, within the area of decentralized detection, UMP tests have not been researched, even though tests of this nature have properties that are highly desirable. The purpose of this research...
متن کاملLecture 10 slides: Uniformly most powerful tests
Let Θ = Θ0 ∪Θ1 be a parameter space. Consider a parametric family {f(x|θ), θ ∈ Θ}. Suppose we want to test the null hypothesis, H0, that θ ∈ Θ0 against the alternative, Ha, that θ ∈ Θ1. Let C be some critical set. Then the probability that the null hypothesis is rejected is given by β(θ) = Pθ{X ∈/ C}. Recall that the test based on C has level α if α ≥ supθ Θ0 β(θ). The restriction of β(·) on Θ1...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2009
ISSN: 1556-5068
DOI: 10.2139/ssrn.1479481