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On a property of Lorenz curves with monotone elasticity and its application to the study of inequality by using tax data 单调弹性Lorenz曲线的一个性质及其在税收数据不等式研究中的应用
IF 1.6 4区 数学 Q1 Mathematics Pub Date : 2017-01-01 DOI: 10.2436/20.8080.02.50
M. A. S. Díaz, Ángel Berihuete Macías, Carmen Dolores Ramos González, H. M. R. Romero
The Lorenz curve is the most widely used graphical tool for describing and comparing inequality of income distributions. In this paper, we show that the elasticity of this curve is an indicator of the effect, in terms of inequality, of a truncation of the income distribution. As an application, we consider tax returns as equivalent to the truncation from below of a hypothetical income distribution. Then, we replace this hypothetical distribution by the income distribution obtained from a general household survey and use the dual Lorenz curve to anticipate this effect.
洛伦兹曲线是用于描述和比较收入分配不平等的最广泛使用的图形工具。在本文中,我们证明了这条曲线的弹性是收入分配截断对不平等的影响的一个指标。作为一种应用,我们认为纳税申报单相当于从下面截断一个假设的收入分配。然后,我们用从一般家庭调查中获得的收入分布来取代这种假设分布,并使用双洛伦兹曲线来预测这种影响。
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引用次数: 1
The relevance of multi-country input-output tables in measuring emissions trade balance of countries : 多国投入产出表在衡量各国排放贸易平衡方面的相关性:
IF 1.6 4区 数学 Q1 Mathematics Pub Date : 2016-06-17 DOI: 10.2436/20.8080.02.33
Teresa Sanz, R. Yñiguez, J. Rueda‐Cantuche
As part of national accounts, input-output tables are becoming crucial statistical tools to study theeconomic, social and environmental impacts of globalization and international trade. In particular,global input-output tables extend the national dimension to the international dimension by relatingindividual countries’ input-output tables among each other, thus providing an opportunity to bal-ance the global economy as a whole. Concerning emissions of greenhouse gases, the relativeposition that countries hold among their main trade partners at the global level is a key issue interms of international climate negotiations.With this purpose, we show that (official) Multi-countryinput-output tables are crucial to analyse the greenhouse gas emission trade balance of individualcountries. Spain has a negative trade emissions balance for all three gases analysed, being themost negative balances those associated to the bilateral trade with China, Russia, United Statesand the rest of the European Union as a whole.
作为国民核算的一部分,投入产出表正在成为研究全球化和国际贸易对经济、社会和环境影响的重要统计工具。特别是,全球投入产出表通过将各国的投入产出表相互联系起来,将国家层面扩展到国际层面,从而为平衡全球经济整体提供了机会。在温室气体排放问题上,各国在全球主要贸易伙伴中的相对地位是国际气候谈判中的一个关键问题。为此,我们证明(官方)多国投入产出表对于分析单个国家的温室气体排放贸易平衡至关重要。西班牙对所分析的所有三种气体的贸易排放均为负平衡,是与中国、俄罗斯、美国和整个欧盟其他国家的双边贸易中负平衡最大的。
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引用次数: 4
A statistical learning based approach for parameter fine-tuning of metaheuristics 基于统计学习的元启发式参数微调方法
IF 1.6 4区 数学 Q1 Mathematics Pub Date : 2016-06-17 DOI: 10.2436/20.8080.02.41
Laura Calvet, A. Juan, C. Serrat, Jana Ries
Metaheuristics are approximation methods used to solve combinatorial optimization problems. Their performance usually depends on a set of parameters that need to be adjusted. The selectionof appropriate parameter values causes a loss of efficiency, as it requires time, and advanced analytical and problem-specific skills. This paper provides an overview of the principal approaches to tackle the Parameter Setting Problem, focusing on the statistical procedures employed so far by the scientific community. In addition, a novel methodology is proposed, which is tested using an already existing algorithm for solving the Multi-Depot Vehicle Routing Problem.
元启发式是用于解决组合优化问题的近似方法。它们的性能通常取决于一组需要调整的参数。选择合适的参数值会导致效率的降低,因为它需要时间、高级分析和特定问题的技能。本文概述了解决参数设置问题的主要方法,重点介绍了科学界迄今为止采用的统计程序。此外,提出了一种新的方法,并利用已有的算法对该方法进行了测试,以解决多车场车辆路线问题。
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引用次数: 28
Robust project management with the tilted beta distribution 具有倾斜beta分布的健壮的项目管理
IF 1.6 4区 数学 Q1 Mathematics Pub Date : 2015-12-01 DOI: 10.13016/M25T3G16R
Eugene D. Hahn, María del Mar López Martín
Recent years have seen an increase in the development of robust approaches for stochastic project management methodologies such as PERT (Program Evaluation and Review Technique). These robust approaches allow for elevated likelihoods of outlying events, thereby widening interval estimates of project completion times. However, little attention has been paid to the fact that outlying events and/or expert judgments may be asymmetric. We propose the tilted beta distribution which permits both elevated likelihoods of outlying events as well as an asymmetric representation of these events. We examine the use of the tilted beta distribution in PERT with respect to other project management distributions.
近年来,随机项目管理方法(如PERT(项目评估和评审技术))的稳健方法的发展有所增加。这些健壮的方法允许提高外围事件的可能性,从而扩大项目完成时间的间隔估计。然而,很少有人注意到,外围事件和/或专家判断可能是不对称的。我们提出倾斜的beta分布,它既允许外围事件的可能性升高,也允许这些事件的不对称表示。我们检查了PERT中倾斜beta分布与其他项目管理分布的使用。
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引用次数: 9
Decision Making in Kidney Paired Donation Programs with Altruistic Donors. 无私献血者肾脏配对捐献计划的决策。
IF 1.6 4区 数学 Q1 Mathematics Pub Date : 2014-01-01
Yijiang Li, Peter X-K Song, Alan B Leichtman, Michael A Rees, John D Kalbfleisch

In recent years, kidney paired donation (KPD) has been extended to include living non-directed or altruistic donors, in which an altruistic donor donates to the candidate of an incompatible donor-candidate pair with the understanding that the donor in that pair will further donate to the candidate of a second pair, and so on; such a process continues and thus forms an altruistic donor-initiated chain. In this paper, we propose a novel strategy to sequentially allocate the altruistic donor (or bridge donor) so as to maximize the expected utility; analogous to the way a computer plays chess, the idea is to evaluate different allocations for each altruistic donor (or bridge donor) by looking several moves ahead in a derived look-ahead search tree. Simulation studies are provided to illustrate and evaluate our proposed method.

近年来,肾脏配对捐赠(KPD)已扩展到包括非定向或利他的活体捐赠者,其中利他捐赠者捐赠给不相容的供体-候选人,并理解该对捐赠者将进一步捐赠给第二对候选人,依此类推;这样的过程持续下去,从而形成了一个利他的捐助者发起的链。本文提出了一种以期望效用最大化为目标的顺序分配利他捐赠者(或桥梁捐赠者)的新策略;类似于计算机下棋的方式,其思想是通过在派生的前瞻性搜索树中提前查看几步来评估每个利他捐赠者(或桥牌捐赠者)的不同分配。仿真研究提供了说明和评估我们提出的方法。
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引用次数: 0
Testing for the existence of clusters. 测试是否存在群集。
IF 1.6 4区 数学 Q1 Mathematics Pub Date : 2009-07-01
Claudio Fuentes, George Casella

Detecting and determining clusters present in a certain sample has been an important concern, among researchers from different fields, for a long time. In particular, assessing whether the clusters are statistically significant, is a question that has been asked by a number of experimenters. Recently, this question arose again in a study in maize genetics, where determining the significance of clusters is crucial as a primary step in the identification of a genome-wide collection of mutants that may affect the kernel composition.Although several efforts have been made in this direction, not much has been done with the aim of developing an actual hypothesis test in order to assess the significance of clusters. In this paper, we propose a new methodology that allows the examination of the hypothesis test H(0) : κ=1 vs. H(1) : κ=k, where κ denotes the number of clusters present in a certain population. Our procedure, based on Bayesian tools, permits us to obtain closed form expressions for the posterior probabilities corresponding to the null hypothesis. From here, we calibrate our results by estimating the frequentist null distribution of the posterior probabilities in order to obtain the p-values associated with the observed posterior probabilities. In most cases, actual evaluation of the posterior probabilities is computationally intensive and several algorithms have been discussed in the literature. Here, we propose a simple estimation procedure, based on MCMC techniques, that permits an efficient and easily implementable evaluation of the test. Finally, we present simulation studies that support our conclusions, and we apply our method to the analysis of NIR spectroscopy data coming from the genetic study that motivated this work.

长期以来,在不同领域的研究人员中,检测和确定某个样本中存在的簇一直是一个重要的问题。特别是,评估集群是否具有统计意义,这是许多实验者提出的问题。最近,这个问题在玉米遗传学的一项研究中再次出现,其中确定簇的重要性是鉴定可能影响籽粒组成的全基因组突变体的关键一步。尽管在这个方向上已经做出了一些努力,但为了评估聚类的重要性而开发一个实际的假设检验的目标却做得不多。在本文中,我们提出了一种新的方法,允许对假设检验H(0): κ=1与H(1): κ=k进行检验,其中κ表示在某一种群中存在的簇数。我们的程序,基于贝叶斯工具,允许我们获得后验概率对应于零假设的封闭形式表达式。从这里开始,我们通过估计后验概率的频率零分布来校准我们的结果,以便获得与观察到的后验概率相关的p值。在大多数情况下,后验概率的实际评估是计算密集型的,文献中已经讨论了几种算法。在这里,我们提出了一个简单的评估过程,基于MCMC技术,允许一个有效的和容易实现的测试评估。最后,我们提出了支持我们结论的模拟研究,并将我们的方法应用于分析来自基因研究的近红外光谱数据,这些数据推动了这项工作。
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引用次数: 0
Discrete generalized half-normal distribution and its applications in quantile regression 离散广义半正态分布及其在分位数回归中的应用
IF 1.6 4区 数学 Q1 Mathematics Pub Date : 1900-01-01 DOI: 10.2436/20.8080.02.102
D. Gallardo, E. Gómez–Déniz, H. W. Gómez
A new discrete two-parameter distribution is introduced by discretizing a generalized half-normal distribution. The model is useful for fitting overdispersed as well as underdispersed data. The failure function can be decreasing, bathtub shaped or increasing. A reparameterization of the distribution is introduced for use in a regression model based on the median. The behaviour of the maximum likelihood estimates is studied numerically, showing good performance in finite samples. Three real data set applications reveal that the new model can provide a better explanation than some other competitors.
通过对广义半正态分布的离散化,引入了一种新的离散双参数分布。该模型适用于拟合过分散和欠分散的数据。失效函数可以是递减型、浴盆型或递增型。在基于中位数的回归模型中引入了分布的重新参数化。对极大似然估计的行为进行了数值研究,在有限样本中表现出良好的性能。三个真实数据集的应用表明,新模型可以提供比其他一些竞争对手更好的解释。
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引用次数: 5
期刊
Sort-Statistics and Operations Research Transactions
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