扫描仪价格和相对价格的概率分布模型

IF 0.3 Q4 ECONOMICS Statistika-Statistics and Economy Journal Pub Date : 2022-09-01 DOI:10.54694/stat.2022.14
P. Sulewski, Jacek Białek
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引用次数: 0

摘要

本文讨论了在描述扫描仪价格的经验分布时,如何正确选择理论分布的问题。在实证研究中,我们使用了波兰一家零售连锁店的扫描仪数据,即2022年1月和2月在212家门店销售的天然酸奶、饮用酸奶、长粒米和咖啡粉的月度数据。价格和价格相关性使用选择的10个非负支持概率分布(包括2、3和4参数分布族)建模,除了以经验PDF和CDF图的形式进行视觉评估外,还使用数值标准。这些包括信息标准值,如AIC、BIC、HQIC和为K-S、AD和CVM拟合优度检验计算的p值。我们的研究表明,至少有两个模型可以区分为非常准确,这为价格指数的模拟研究或所谓的人口价格指数的构建提供了很好的背景。
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Probability Distribution Modeling of Scanner Prices and Relative Prices
The article deals with the problem of the proper selection of the theoretical distribution to describe the empirical distribution of scanner prices. In the empirical study we use scanner data from one retail chain in Poland, i.e. monthly data on natural yoghurt, drinking yoghurt, long grain rice and coffee powder sold in 212 outlets in January and February 2022. Prices and price relatives were modeled using selected ten probability distributions with non-negative support, including two, three and four-parameter family of distributions In addition to the visual assessment in the form of empirical PDF and CDF figures, numerical criteria were used. These include information criteria values such as AIC, BIC, HQIC and p values calculated for the K-S, AD and CVM goodness-of-fit tests. Our research showed that at least two models could be distinguished as very accurate, which provides a good background for simulation research on price indices or for the construction of so-called population price indices.
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来源期刊
CiteScore
0.60
自引率
0.00%
发文量
23
审稿时长
24 weeks
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