The extent to which selected elementary, junior, and senior high school textbooks confirm certain misconceptions in United States history

Thesis (Ed.M.)--Boston Universit

The extent to which selected elementary, junior, and senior high school textbooks confirm certain misconceptions in United States history

Thesis (Ed.M.)--Boston Universit

"An Examination of Changes in the Distribution of Wealth from 1989 to 1998: Evidence from the Survey of Consumer Finances"

This paper considers the distribution of wealth in the period from 1989 to 1998 as an indicator of the economic condition of households. It examines changes in the distribution of wealth over that period, mostly using data from the Survey of Consumer Finances (SCF). Some of the SCF data used here have previously been studied by Weicher (1996), Wolff (1996), and Kennickell and Woodburn (1992 and 1999). As background, the paper also uses some estimates published by Forbes magazine on the 400 wealthiest people in the United States. The first section of the paper briefly discusses the data. The next section uses the Forbes data to characterize changes at the very top of the wealth distribution. The third section presents a variety of estimates of wealth changes for the population below the AForbes 400" level using SCF data. The fourth section examines the sensitivity of the SCF estimates to a variety of assumptions about systematic mismeasurement in the data. The final section summarizes the findings of the paper.

Mutual Interlacing and Eulerian-like Polynomials for Weyl Groups

We use the method of mutual interlacing to prove two conjectures on the real-rootedness of Eulerian-like polynomials: Brenti's conjecture on $q$-Eulerian polynomials for Weyl groups of type $D$, and Dilks, Petersen, and Stembridge's conjecture on affine Eulerian polynomials for irreducible finite Weyl groups. For the former, we obtain a refinement of Brenti's $q$-Eulerian polynomials of type $D$, and then show that these refined Eulerian polynomials satisfy certain recurrence relation. By using the Routh--Hurwitz theory and the recurrence relation, we prove that these polynomials form a mutually interlacing sequence for any positive $q$, and hence prove Brenti's conjecture. For $q=1$, our result reduces to the real-rootedness of the Eulerian polynomials of type $D$, which were originally conjectured by Brenti and recently proved by Savage and Visontai. For the latter, we introduce a family of polynomials based on Savage and Visontai's refinement of Eulerian polynomials of type $D$. We show that these new polynomials satisfy the same recurrence relation as Savage and Visontai's refined Eulerian polynomials. As a result, we get the real-rootedness of the affine Eulerian polynomials of type $D$. Combining the previous results for other types, we completely prove Dilks, Petersen, and Stembridge's conjecture, which states that, for every irreducible finite Weyl group, the affine descent polynomial has only real zeros.Comment: 28 page

INTERNATIONAL DIMENSION OF AGRICULTURAL PRICES

International Relations/Trade,

Expectation bubbles in a spin model of markets: Intermittency from frustration across scales

A simple spin model is studied, motivated by the dynamics of traders in a market where expectation bubbles and crashes occur. The dynamics is governed by interactions which are frustrated across different scales: While ferromagnetic couplings connect each spin to its local neighborhood, an additional coupling relates each spin to the global magnetization. This new coupling is allowed to be anti-ferromagnetic. The resulting frustration causes a metastable dynamics with intermittency and phases of chaotic dynamics. The model reproduces main observations of real economic markets as power-law distributed returns and clustered volatility.Comment: 5 pages RevTeX, 5 figures eps, revised versio

Characterization of Bayes procedures for multiple endpoint problems and inadmissibility of the step-up procedure

The problem of multiple endpoint testing for k endpoints is treated as a 2^k finite action problem. The loss function chosen is a vector loss function consisting of two components. The two components lead to a vector risk. One component of the vector risk is the false rejection rate (FRR), that is, the expected number of false rejections. The other component is the false acceptance rate (FAR), that is, the expected number of acceptances for which the corresponding null hypothesis is false. This loss function is more stringent than the positive linear combination loss function of Lehmann [Ann. Math. Statist. 28 (1957) 1-25] and Cohen and Sackrowitz [Ann. Statist. (2005) 33 126-144] in the sense that the class of admissible rules is larger for this vector risk formulation than for the linear combination risk function. In other words, fewer procedures are inadmissible for the vector risk formulation. The statistical model assumed is that the vector of variables Z is multivariate normal with mean vector \mu and known intraclass covariance matrix \Sigma. The endpoint hypotheses are H_i:\mu_i=0 vs K_i:\mu_i>0, i=1,...,k. A characterization of all symmetric Bayes procedures and their limits is obtained. The characterization leads to a complete class theorem. The complete class theorem is used to provide a useful necessary condition for admissibility of a procedure. The main result is that the step-up multiple endpoint procedure is shown to be inadmissible.Comment: Published at http://dx.doi.org/10.1214/009053604000000986 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org