33 research outputs found
Identification of Search Models with Initial Condition Problems
This paper extends previous work on the identification of search models in which observed worker productivity is imperfectly observed. In particular, it establishes that these models remain identified even when employment histories are left-censored (i.e. we do not get to follow workers from their initial job out of unemployment), as well as when workers set different reservation wages from one another. We further show that allowing for heterogeneity in reservation can affect the empirical estimates we obtain, specifically estimates of the rate at which workers receive job offers.
Properties of the Vacancy Statistic in the Discrete Circle Covering Problem
Holst (1985) introduced a discrete spacings model that is related to the Bose-Einstein distribution and obtained the distribution of the number of vacant slots in an associated circle covering problem. We correct his expression for its probability mass function, obtain the first two moments, and describe their limiting properties. We also discuss an application of our results to a study of contagion in banking networks
Common variants near MC4R are associated with fat mass, weight and risk of obesity.
To identify common variants influencing body mass index (BMI), we analyzed genome-wide association data from 16,876 individuals of European descent. After previously reported variants in FTO, the strongest association signal (rs17782313, P = 2.9 x 10(-6)) mapped 188 kb downstream of MC4R (melanocortin-4 receptor), mutations of which are the leading cause of monogenic severe childhood-onset obesity. We confirmed the BMI association in 60,352 adults (per-allele effect = 0.05 Z-score units; P = 2.8 x 10(-15)) and 5,988 children aged 7-11 (0.13 Z-score units; P = 1.5 x 10(-8)). In case-control analyses (n = 10,583), the odds for severe childhood obesity reached 1.30 (P = 8.0 x 10(-11)). Furthermore, we observed overtransmission of the risk allele to obese offspring in 660 families (P (pedigree disequilibrium test average; PDT-avg) = 2.4 x 10(-4)). The SNP location and patterns of phenotypic associations are consistent with effects mediated through altered MC4R function. Our findings establish that common variants near MC4R influence fat mass, weight and obesity risk at the population level and reinforce the need for large-scale data integration to identify variants influencing continuous biomedical traits
Concomitants of order statistics for dependent samples
We study the distributions of Y-concomitants of the X-order statistics for a special dependent sample (Xi,Yi), i=1,...,n. The dependence among the sample is due to the Xi's, which are assumed to be distributed as equally-correlated multivariate normal. The finite-sample and asymptotic distributions of concomitants are derived under this setup.
Impact of Censoring on Sample Variances in a Bivariate Normal Model
Suppose a bivariate normal random sample of size n is subjected to Type II censoring on one of the variates so that only a set of p order statistics and their concomitants are observed. For singly and symmetrically censored samples, we obtain close approximations to the distributions of sample variances of the observed order statistics and their concomitants by gamma distributions. We use simulation, method of maximum likelihood and moment matching techniques to express the gamma parameters involved as explicit functions of n and p, and in the case of concomitants, also the correlation coefficient. We examine the goodness-of-fit of these gamma approximations and the accuracy of the associated estimates of the percentiles of the two sample variances
Asymptotic finite-time ruin probabilities for a class of path-dependent heavy-tailed claim amount using Poisson spacings
In the compound Poisson risk model, several strong hypotheses may be found too restrictive to describe accurately the evolution of the reserves of an insurance company. This is especially true for a company that faces natural disaster risks like earthquake or flooding. For such risks, claim amounts are often inter-dependent and they may also depend on the history of the natural phenomenon. The present paper is concerned with a situation of this kind, where each claim amount depends on the previous claim inter-arrival time, or on past claim inter-arrival times in a more complex way. Our main purpose is to evaluate, for large initial reserves, the asymptotic finite-time ruin probabilities of the company when the claim sizes have a heavy-tailed distribution. The approach is based more particularly on the analysis of spacings in a conditioned Poisson process. © 2010 John Wiley & Sons, Ltd.SCOPUS: ar.jFLWINinfo:eu-repo/semantics/publishe
A Novel method of Starting Induction Motor - A Comparative Study
Polyphase induction motor, when started from rest with full voltage impressed, the starting current is 5 to 8 or more times the rated current. The large line current drawn by such a motor is objectionable because of the possible sharp drop in voltage of the supply circuit and undesired effects upon other connected loads/devices. Accordingly it is customary to start such motors at reduced voltage by using auto transformers, star delta starters etc. This paper deals with a new approach to start poly phase induction motors without using any primary voltage compensators thereby limiting the inrush of starting current. The rotor of the motor is driven at suitable speed in the specified direction of rotation by using crank driving mechanism. Then te rated voltage is applied to the motor. This is enunciated using a case study on a 3- phase, 5hp, NGEF make motor with oscillographic records obtained from the experimentation and is compared with the various starting techniques. Keywords: Induction motor, starter, inrush current, voltage dip, new approachDOI: http://dx.doi.org/10.11591/ijpeds.v1i1.7
Discrete distributions for which the regression of the first record on the second is linear
Discrete distributions, generalized geometric distribution, geometric distribution, linearity of regression, ordinary records, weak records, 60E05, 62E10, 62E15,