Sequentially constructed conndence intervals for a single mean are widely used to control the length of a simulation run. When the analyst is simultaneously interested in several response variables, the control of a simulation run needs sequential conndence regions. In this paper we examine asymptotic properties of sequentially constructed conndence regions based on the Bonferroni inequality. W...

In the financial field much of the data available is in panel form. Nevertheless, some researchers convert these data into indices in order to facilitate its use. Today, because of the availability of software programs, it is easier than in the past to handle panel data in those instances where its use is preferable to the use of indices. The objective of this paper is to analyze the long run e...

This paper proposes new bipolarization indices based on the Bonferroni and De Vergottini of inequality. These follow approach Foster Wolfson are a subgroup decomposition We also provide conditions under which polarization satisfy Increased Spread Bipolarity axioms. Finally, simulation study is performed to compare different sensitivity progressive transfers. An empirical application EU-SILC dat...

Abstract: In the poverty analysis framework, a great deal of attention has been paid to the poverty measurement in terms of monetary variables, such as income or consumption. In this context, a relevant open problem is connected with the distinction between poor and nonpoor. In fact, the concept of poverty is rather vague and cannot be defined in a clear way. In this respect, following a fuzzy ...

Abs t rac t . An elementary "majorant-minorant method" to construct the most stringent Bonferroni-type inequalities is presented. These are essentially Chebyshev-type inequalities for discrete probability distributions on the set {0, 1 , . . . , n}, where n is the number of concerned events, and polynomials with specific properties on the set lead to the inequalities. All the known resuits are ...