416 research outputs found
Multivariate risks and depth-trimmed regions
We describe a general framework for measuring risks, where the risk measure
takes values in an abstract cone. It is shown that this approach naturally
includes the classical risk measures and set-valued risk measures and yields a
natural definition of vector-valued risk measures. Several main constructions
of risk measures are described in this abstract axiomatic framework.
It is shown that the concept of depth-trimmed (or central) regions from the
multivariate statistics is closely related to the definition of risk measures.
In particular, the halfspace trimming corresponds to the Value-at-Risk, while
the zonoid trimming yields the expected shortfall. In the abstract framework,
it is shown how to establish a both-ways correspondence between risk measures
and depth-trimmed regions. It is also demonstrated how the lattice structure of
the space of risk values influences this relationship.Comment: 26 pages. Substantially revised version with a number of new results
adde
ΠΠ°ΡΠ΅ΠΌΠ°ΡΠΈΡΠ΅ΡΠΊΠΎΠ΅ ΠΌΠΎΠ΄Π΅Π»ΠΈΡΠΎΠ²Π°Π½ΠΈΠ΅ Π²Π»ΠΈΡΠ½ΠΈΡ Π»Π΅ΡΠ½ΠΎΠ³ΠΎ ΠΏΠΎΠΆΠ°ΡΠ° Π½Π° ΡΡΠ²ΠΎΠ» Π»ΠΈΡΡΠ²Π΅Π½Π½ΠΎΠ³ΠΎ Π΄Π΅ΡΠ΅Π²Π°
ΠΠ°ΡΠ΅ΠΌΠ°ΡΠΈΡΠ΅ΡΠΊΠΎΠ΅ ΠΌΠΎΠ΄Π΅Π»ΠΈΡΠΎΠ²Π°Π½ΠΈΠ΅ ΠΏΡΠΎΡΠ΅ΡΡΠ° ΡΠ΅ΠΏΠ»ΠΎΠΏΠ΅ΡΠ΅Π½ΠΎΡΠ° Π² ΡΠ»ΠΎΠΈΡΡΠΎΠΉ ΡΡΡΡΠΊΡΡΡΠ΅ Π»ΠΈΡΡΠ²Π΅Π½Π½ΠΎΠ³ΠΎ Π΄Π΅ΡΠ΅Π²Π° Π΄Π»Ρ ΠΎΡΠ΅Π½ΠΊΠΈ ΡΡΠ΅ΠΏΠ΅Π½ΠΈ ΠΏΠΎΠ²ΡΠ΅ΠΆΠ΄Π΅Π½ΠΈΠΉ ΡΡΠ²ΠΎΠ»Π° Π»ΠΈΡΡΠ²Π΅Π½Π½ΠΎΠ³ΠΎ Π΄Π΅ΡΠ΅Π²Π° ΠΏΡΠΈ Π²ΠΎΠ·Π΄Π΅ΠΉΡΡΠ²ΠΈΠΈ ΠΏΠΎΡΠ°ΠΆΠ°ΡΡΠΈΡ
ΡΠ°ΠΊΡΠΎΡΠΎΠ² Π»Π΅ΡΠ½ΠΎΠ³ΠΎ ΠΏΠΎΠΆΠ°ΡΠ°.Mathematical modeling of the heat transfer process in the layered structure of a deciduous tree to assess the degree of damage to a deciduous tree trunk under the influence of damaging factors of a forest fire
Π€ΠΠΠΠΠ‘ΠΠΠ«Π ΠΠ‘ΠΠΠΠ« Π€ΠΠ ΠΠΠ ΠΠΠΠΠΠ― ΠΠΠΠΠΠΠ¦ΠΠΠΠΠΠΠ ΠΠΠ’ΠΠΠ¦ΠΠΠΠ
oai:oai.finance.elpub.ru:article/267Defining the content and structure of the research (innovation) potential as part of the total economic potential of the national economy is a debatable issue. A careful study of different definitions allowed us to formulate a synthetic definition of the notion βscientific potentialβ as a set of resource (tangible) and intellectual (intangible) assets needed for developing innovation in various spheres of economic activities. The basic method applied for studying the research (innovation) potential was a systematic approach. The data presented in the information system of the state statistics were used as a basis for evaluation. In the conditions of intensification and structural modernization of production, the key task in developing the innovation potential is to attract investors who possess financial resources and can acquire advanced technologies to implement innovative projects. Innovative activity of organizations is directly linked to financing of R & D. In Russia, the main part of research spending is covered by the government while in the developed countries, the private sector takes a significant role in financing scientific research. The analysis carried out by the authors proves that there is a variety of ways of attracting financial resources in the field of science.ΠΠΏΡΠ΅Π΄Π΅Π»Π΅Π½ΠΈΠ΅ ΡΠΎΠ΄Π΅ΡΠΆΠ°Π½ΠΈΡ ΠΈ ΡΡΡΡΠΊΡΡΡΡ Π½Π°ΡΡΠ½ΠΎΠ³ΠΎ (ΠΈΠ½Π½ΠΎΠ²Π°ΡΠΈΠΎΠ½Π½ΠΎΠ³ΠΎ) ΠΏΠΎΡΠ΅Π½ΡΠΈΠ°Π»Π° Π² ΡΠΎΡΡΠ°Π²Π΅ ΡΠΎΠ²ΠΎΠΊΡΠΏΠ½ΠΎΠ³ΠΎ ΡΠΊΠΎΠ½ΠΎΠΌΠΈΡΠ΅ΡΠΊΠΎΠ³ΠΎ ΠΏΠΎΡΠ΅Π½ΡΠΈΠ°Π»Π° Π½Π°ΡΠΈΠΎΠ½Π°Π»ΡΠ½ΠΎΠΉ ΡΠΊΠΎΠ½ΠΎΠΌΠΈΠΊΠΈ ΡΠ²Π»ΡΠ΅ΡΡΡ Π΄ΠΈΡΠΊΡΡΡΠΈΠΎΠ½Π½ΡΠΌ Π²ΠΎΠΏΡΠΎΡΠΎΠΌ. Π Π°ΡΡΠΌΠΎΡΡΠ΅Π½ΠΈΠ΅ ΡΠ°Π·Π»ΠΈΡΠ½ΡΡ
ΡΠΎΡΠΌΡΠ»ΠΈΡΠΎΠ²ΠΎΠΊ ΠΏΠΎΠ·Π²ΠΎΠ»ΡΠ΅Ρ Π²ΡΠ²Π΅ΡΡΠΈ ΡΠΈΠ½ΡΠ΅ΡΠΈΡΠ΅ΡΠΊΠΎΠ΅ ΠΎΠΏΡΠ΅Π΄Π΅Π»Π΅Π½ΠΈΠ΅, ΡΠΎΠ³Π»Π°ΡΠ½ΠΎ ΠΊΠΎΡΠΎΡΠΎΠΌΡ Π½Π°ΡΡΠ½ΡΠΉ ΠΏΠΎΡΠ΅Π½ΡΠΈΠ°Π» Π΅ΡΡΡ ΡΠΎΠ²ΠΎΠΊΡΠΏΠ½ΠΎΡΡΡ Π½Π΅ ΡΠΎΠ»ΡΠΊΠΎ ΡΠ΅ΡΡΡΡΠ½ΡΡ
(ΠΌΠ°ΡΠ΅ΡΠΈΠ°Π»ΡΠ½ΡΡ
), Π½ΠΎ ΠΈ ΠΈΠ½ΡΠ΅Π»Π»Π΅ΠΊΡΡΠ°Π»ΡΠ½ΡΡ
(Π½Π΅ΠΌΠ°ΡΠ΅ΡΠΈΠ°Π»ΡΠ½ΡΡ
) Π²ΠΎΠ·ΠΌΠΎΠΆΠ½ΠΎΡΡΠ΅ΠΉ Π΄Π»Ρ ΡΠΎΠ·Π΄Π°Π½ΠΈΡ ΠΈΠ½Π½ΠΎΠ²Π°ΡΠΈΠΉ Π² ΡΠ°Π·Π»ΠΈΡΠ½ΡΡ
ΡΡΠ΅ΡΠ°Ρ
ΡΠΊΠΎΠ½ΠΎΠΌΠΈΡΠ΅ΡΠΊΠΎΠΉ Π΄Π΅ΡΡΠ΅Π»ΡΠ½ΠΎΡΡΠΈ. ΠΡΠ½ΠΎΠ²Π½ΡΠΌ ΠΌΠ΅ΡΠΎΠ΄ΠΎΠΌ ΠΈΡΡΠ»Π΅Π΄ΠΎΠ²Π°Π½ΠΈΡ Π½Π°ΡΡΠ½ΠΎΠ³ΠΎ (ΠΈΠ½Π½ΠΎΠ²Π°ΡΠΈΠΎΠ½Π½ΠΎΠ³ΠΎ) ΠΏΠΎΡΠ΅Π½ΡΠΈΠ°Π»Π° ΡΠ²Π»ΡΠ΅ΡΡΡ ΡΠΈΡΡΠ΅ΠΌΠ½ΡΠΉ ΠΏΠΎΠ΄Ρ
ΠΎΠ΄. ΠΠ°Π·ΠΎΠΉ Π΄Π»Ρ Π΅Π³ΠΎ ΠΎΡΠ΅Π½ΠΊΠΈ ΡΠ»ΡΠΆΠ°Ρ Π΄Π°Π½Π½ΡΠ΅, ΠΏΡΠ΅Π΄ΡΡΠ°Π²Π»Π΅Π½Π½ΡΠ΅ Π² ΠΈΠ½ΡΠΎΡΠΌΠ°ΡΠΈΠΎΠ½Π½ΠΎΠΉ ΡΠΈΡΡΠ΅ΠΌΠ΅ Π³ΠΎΡΡΠ΄Π°ΡΡΡΠ²Π΅Π½Π½ΠΎΠΉ ΡΡΠ°ΡΠΈΡΡΠΈΠΊΠΈ. Π ΡΡΠ»ΠΎΠ²ΠΈΡΡ
ΠΈΠ½ΡΠ΅Π½ΡΠΈΡΠΈΠΊΠ°ΡΠΈΠΈ ΠΈ ΠΏΡΠΎΠ²Π΅Π΄Π΅Π½ΠΈΡ ΡΡΡΡΠΊΡΡΡΠ½ΠΎΠΉ ΠΌΠΎΠ΄Π΅ΡΠ½ΠΈΠ·Π°ΡΠΈΠΈ ΠΏΡΠΎΠΈΠ·Π²ΠΎΠ΄ΡΡΠ²Π° ΠΊΠ»ΡΡΠ΅Π²Π°Ρ Π·Π°Π΄Π°ΡΠ° ΡΠ°Π·Π²ΠΈΡΠΈΡ ΠΈΠ½Π½ΠΎΠ²Π°ΡΠΈΠΎΠ½Π½ΠΎΠ³ΠΎ ΠΏΠΎΡΠ΅Π½ΡΠΈΠ°Π»Π° ΡΠΎΡΡΠΎΠΈΡ Π² ΠΏΡΠΈΠ²Π»Π΅ΡΠ΅Π½ΠΈΠΈ ΠΈΠ½Π²Π΅ΡΡΠΎΡΠΎΠ², ΠΊΠΎΡΠΎΡΡΠ΅ ΡΠ°ΡΠΏΠΎΠ»Π°Π³Π°ΡΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΠΌΠΈ ΡΠ΅ΡΡΡΡΠ°ΠΌΠΈ ΠΈ ΠΌΠΎΠ³ΡΡ ΠΏΡΠΈΠΎΠ±ΡΠ΅ΡΡΠΈ ΡΠΎΠ²ΡΠ΅ΠΌΠ΅Π½Π½ΡΠ΅ ΡΠ΅Ρ
Π½ΠΎΠ»ΠΎΠ³ΠΈΠΈ Π΄Π»Ρ ΡΠ΅Π°Π»ΠΈΠ·Π°ΡΠΈΠΈ ΠΈΠ½Π½ΠΎΠ²Π°ΡΠΈΠΎΠ½Π½ΡΡ
ΠΏΡΠΎΠ΅ΠΊΡΠΎΠ². ΠΠ½Π½ΠΎΠ²Π°ΡΠΈΠΎΠ½Π½Π°Ρ Π°ΠΊΡΠΈΠ²Π½ΠΎΡΡΡ ΠΎΡΠ³Π°Π½ΠΈΠ·Π°ΡΠΈΠΉ Π½Π°ΠΏΡΡΠΌΡΡ ΡΠ²ΡΠ·Π°Π½Π° Ρ ΡΠΈΠ½Π°Π½ΡΠΈΡΠΎΠ²Π°Π½ΠΈΠ΅ΠΌ ΠΠΠ . Π Π ΠΎΡΡΠΈΠΈ ΠΎΡΠ½ΠΎΠ²Π½Π°Ρ ΡΠ°ΡΡΡ ΡΠ°ΡΡ
ΠΎΠ΄ΠΎΠ² Π½Π° Π½Π°ΡΠΊΡ ΠΎΡΡΡΠ΅ΡΡΠ²Π»ΡΠ΅ΡΡΡ Π·Π° ΡΡΠ΅Ρ Π±ΡΠ΄ΠΆΠ΅ΡΠ½ΡΡ
ΡΡΠ΅Π΄ΡΡΠ², Π² ΡΠΎ Π²ΡΠ΅ΠΌΡ ΠΊΠ°ΠΊ Π² ΡΠ°Π·Π²ΠΈΡΡΡ
Π·Π°ΡΡΠ±Π΅ΠΆΠ½ΡΡ
ΡΡΡΠ°Π½Π°Ρ
Π²Π΅ΡΡΠΌΠ° Π·Π½Π°ΡΠΈΡΠ΅Π»ΡΠ½ΡΡ ΡΠΎΠ»Ρ Π² ΡΠΈΠ½Π°Π½ΡΠΈΡΠΎΠ²Π°Π½ΠΈΠΈ Π½Π°ΡΡΠ½ΡΡ
ΠΈΡΡΠ»Π΅Π΄ΠΎΠ²Π°Π½ΠΈΠΉ Π·Π°Π½ΠΈΠΌΠ°Π΅Ρ ΡΠ°ΡΡΠ½ΡΠΉ Π±ΠΈΠ·Π½Π΅Ρ. ΠΡΠΎΠ²Π΅Π΄Π΅Π½Π½ΡΠΉ Π°Π½Π°Π»ΠΈΠ· ΡΠ²ΠΈΠ΄Π΅ΡΠ΅Π»ΡΡΡΠ²ΡΠ΅Ρ ΠΎ ΡΠ°Π·Π½ΠΎΠΎΠ±ΡΠ°Π·ΠΈΠΈ ΠΏΡΡΠ΅ΠΉ ΡΠΎΡΠΌΠΈΡΠΎΠ²Π°Π½ΠΈΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ
ΡΠ΅ΡΡΡΡΠΎΠ² Π² ΡΡΠ΅ΡΠ΅ Π½Π°ΡΠΊΠΈ
Maximum likelihood estimation for germination-growth processes with application to neurotransmitters data
Π ΠΠΠΠΠ’ΠΠ Π€ΠΠΠΠΠ‘ΠΠΠΠ Π‘Π ΠΠΠ« ΠΠΠΠΠΠΠΠ Π§ΠΠ‘ΠΠΠ₯ ΠΠ ΠΠΠΠΠΠΠ¦ΠΠ Π ΠΠ‘Π‘ΠΠ
The paper deals with financial relationships and funding sources of non-profit organizations. The subject of the study is the role and place of non-profit organizations in the Russian national economy and their development trends. The scope of the paper includes the study of information materials on the economic condition of non-profit organizations. The purpose of the study was to identify the key problems of financial resource generation and ways to improve the economic activity of non-profit organizations in the context of the established innovation-oriented market economy model. The paper analyzes the current practice of funding non-profit organizations in Russia compared with the foreign experience. The problems accumulated in the financial support of non-profit organizations are considered and areas for improvement are suggested. The study used general scientific methods of analysis and synthesis, dialectical and system-based approaches, as well as method of comparison, analogies and expert assessments. The development of cooperation between non-profit organizations and enterprises of various organizational and legal forms, legal entities and individuals in matters of formation and use of financial resources is regarded as the most important objective of financial relations. It is proved that the share of public and private investments as well as donor funds in the financial support of economic activities of non-profit organizations needs to be increased. The conclusions and recommendations for improving the support of non-profit organizations through budgetary and non-budgetary funds in the situation of the macroeconomic instability and limited finance raised from various sources are formulated.Π‘ΡΠ°ΡΡΡ ΠΏΠΎΡΠ²ΡΡΠ΅Π½Π° ΡΠ°ΡΡΠΌΠΎΡΡΠ΅Π½ΠΈΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ
ΠΎΡΠ½ΠΎΡΠ΅Π½ΠΈΠΉ ΠΈ ΠΈΡΡΠΎΡΠ½ΠΈΠΊΠΎΠ² ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ
ΡΠ΅ΡΡΡΡΠΎΠ² Π½Π΅ΠΊΠΎΠΌΠΌΠ΅ΡΡΠ΅ΡΠΊΠΈΡ
ΠΎΡΠ³Π°Π½ΠΈΠ·Π°ΡΠΈΠΉ. ΠΡΠ΅Π΄ΠΌΠ΅Ρ ΠΈΡΡΠ»Π΅Π΄ΠΎΠ²Π°Π½ΠΈΡ: ΡΠΎΠ»Ρ ΠΈ ΠΌΠ΅ΡΡΠΎ Π½Π΅ΠΊΠΎΠΌΠΌΠ΅ΡΡΠ΅ΡΠΊΠΈΡ
ΠΎΡΠ³Π°Π½ΠΈΠ·Π°ΡΠΈΠΉ Π² Π½Π°ΡΠΈΠΎΠ½Π°Π»ΡΠ½ΠΎΠΉ ΡΠΊΠΎΠ½ΠΎΠΌΠΈΠΊΠ΅ Π ΠΎΡΡΠΈΠΈ ΠΈ ΡΠ΅Π½Π΄Π΅Π½ΡΠΈΠΈ ΠΈΡ
ΡΠ°Π·Π²ΠΈΡΠΈΡ. Π’Π΅ΠΌΠ°ΡΠΈΠΊΠ° ΡΡΠ°ΡΡΠΈ ΠΎΡ
Π²Π°ΡΡΠ²Π°Π΅Ρ ΠΈΡΡΠ»Π΅Π΄ΠΎΠ²Π°Π½ΠΈΠ΅ ΠΈΠ½ΡΠΎΡΠΌΠ°ΡΠΈΠΎΠ½Π½ΡΡ
ΠΌΠ°ΡΠ΅ΡΠΈΠ°Π»ΠΎΠ² ΠΎΠ± ΡΠΊΠΎΠ½ΠΎΠΌΠΈΡΠ΅ΡΠΊΠΎΠΌ ΠΏΠΎΠ»ΠΎΠΆΠ΅Π½ΠΈΠΈ Π½Π΅ΠΊΠΎΠΌΠΌΠ΅ΡΡΠ΅ΡΠΊΠΈΡ
ΠΎΡΠ³Π°Π½ΠΈΠ·Π°ΡΠΈΠΉ. Π¦Π΅Π»Ρ ΡΠ°Π±ΠΎΡΡ: Π²ΡΡΠ²ΠΈΡΡ ΠΎΡΠ½ΠΎΠ²Π½ΡΠ΅ ΠΏΡΠΎΠ±Π»Π΅ΠΌΡ ΡΠΎΡΠΌΠΈΡΠΎΠ²Π°Π½ΠΈΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ
ΡΠ΅ΡΡΡΡΠΎΠ² ΠΈ Π½Π°ΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ ΡΠ»ΡΡΡΠ΅Π½ΠΈΡ ΡΠΊΠΎΠ½ΠΎΠΌΠΈΡΠ΅ΡΠΊΠΎΠΉ Π΄Π΅ΡΡΠ΅Π»ΡΠ½ΠΎΡΡΠΈ Π½Π΅ΠΊΠΎΠΌΠΌΠ΅ΡΡΠ΅ΡΠΊΠΈΡ
ΠΎΡΠ³Π°Π½ΠΈΠ·Π°ΡΠΈΠΉ Π² ΡΡΠ»ΠΎΠ²ΠΈΡΡ
ΡΡΠ°Π½ΠΎΠ²Π»Π΅Π½ΠΈΡ ΠΈΠ½Π½ΠΎΠ²Π°ΡΠΈΠΎΠ½Π½ΠΎ ΠΎΡΠΈΠ΅Π½ΡΠΈΡΠΎΠ²Π°Π½Π½ΠΎΠΉ ΠΌΠΎΠ΄Π΅Π»ΠΈ ΡΡΠ½ΠΎΡΠ½ΠΎΠ³ΠΎ Ρ
ΠΎΠ·ΡΠΉΡΡΠ²ΠΎΠ²Π°Π½ΠΈΡ. Π ΡΠ°Π±ΠΎΡΠ΅ ΠΏΡΠΎΠ°Π½Π°Π»ΠΈΠ·ΠΈΡΠΎΠ²Π°Π½Π° ΡΡΡΠ΅ΡΡΠ²ΡΡΡΠ°Ρ ΠΏΡΠ°ΠΊΡΠΈΠΊΠ° ΡΠΈΠ½Π°Π½ΡΠΈΡΠΎΠ²Π°Π½ΠΈΡ Π½Π΅ΠΊΠΎΠΌΠΌΠ΅ΡΡΠ΅ΡΠΊΠΈΡ
ΠΎΡΠ³Π°Π½ΠΈΠ·Π°ΡΠΈΠΉ Π² Π ΠΎΡΡΠΈΠΈ Π² ΡΡΠ°Π²Π½Π΅Π½ΠΈΠΈ Ρ Π·Π°ΡΡΠ±Π΅ΠΆΠ½ΡΠΌ ΠΎΠΏΡΡΠΎΠΌ. Π Π°ΡΡΠΌΠ°ΡΡΠΈΠ²Π°ΡΡΡΡ Π½Π°ΠΊΠΎΠΏΠΈΠ²ΡΠΈΠ΅ΡΡ ΠΏΡΠΎΠ±Π»Π΅ΠΌΡ Π² ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΠΎΠΌ ΠΎΠ±Π΅ΡΠΏΠ΅ΡΠ΅Π½ΠΈΠΈ Π½Π΅ΠΊΠΎΠΌΠΌΠ΅ΡΡΠ΅ΡΠΊΠΈΡ
ΠΎΡΠ³Π°Π½ΠΈΠ·Π°ΡΠΈΠΉ ΠΈ ΠΏΡΠ΅Π΄Π»Π°Π³Π°ΡΡΡΡ Π²ΠΎΠ·ΠΌΠΎΠΆΠ½ΡΠ΅ Π½Π°ΠΏΡΠ°Π²Π»Π΅Π½ΠΈΡ Π΅Π³ΠΎ ΡΠ»ΡΡΡΠ΅Π½ΠΈΡ. Π Ρ
ΠΎΠ΄Π΅ ΠΈΡΡΠ»Π΅Π΄ΠΎΠ²Π°Π½ΠΈΡ ΠΈΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π»ΠΈΡΡ ΠΎΠ±ΡΠΈΠ΅ Π½Π°ΡΡΠ½ΡΠ΅ ΠΌΠ΅ΡΠΎΠ΄Ρ Π°Π½Π°Π»ΠΈΠ·Π° ΠΈ ΡΠΈΠ½ΡΠ΅Π·Π°, Π΄ΠΈΠ°Π»Π΅ΠΊΡΠΈΡΠ΅ΡΠΊΠΈΠΉ ΠΈ ΡΠΈΡΡΠ΅ΠΌΠ½ΡΠΉ ΠΏΠΎΠ΄Ρ
ΠΎΠ΄Ρ, Π° ΡΠ°ΠΊΠΆΠ΅ ΠΌΠ΅ΡΠΎΠ΄Ρ ΡΡΠ°Π²Π½Π΅Π½ΠΈΠΉ, Π°Π½Π°Π»ΠΎΠ³ΠΈΠΉ, ΡΠΊΡΠΏΠ΅ΡΡΠ½ΡΡ
ΠΎΡΠ΅Π½ΠΎΠΊ. Π ΠΊΠ°ΡΠ΅ΡΡΠ²Π΅ Π²Π°ΠΆΠ½Π΅ΠΉΡΠ΅ΠΉ Π·Π°Π΄Π°ΡΠΈ ΡΠ°Π·Π²ΠΈΡΠΈΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ
ΠΎΡΠ½ΠΎΡΠ΅Π½ΠΈΠΉ Π½Π΅ΠΊΠΎΠΌΠΌΠ΅ΡΡΠ΅ΡΠΊΠΈΡ
ΠΎΡΠ³Π°Π½ΠΈΠ·Π°ΡΠΈΠΉ ΠΎΠΏΡΠ΅Π΄Π΅Π»Π΅Π½Π° ΡΠ°Π·ΡΠ°Π±ΠΎΡΠΊΠ° Π½Π°ΠΏΡΠ°Π²Π»Π΅Π½ΠΈΠΉ ΠΈΡ
Π²Π·Π°ΠΈΠΌΠΎΠ΄Π΅ΠΉΡΡΠ²ΠΈΡ Ρ ΠΏΡΠ΅Π΄ΠΏΡΠΈΡΡΠΈΡΠΌΠΈ ΡΠ°Π·Π»ΠΈΡΠ½ΡΡ
ΠΎΡΠ³Π°Π½ΠΈΠ·Π°ΡΠΈΠΎΠ½Π½ΠΎ-ΠΏΡΠ°Π²ΠΎΠ²ΡΡ
ΡΠΎΡΠΌ ΠΈ Π²ΠΈΠ΄ΠΎΠ²ΠΎΠΉ ΠΏΡΠΈΠ½Π°Π΄Π»Π΅ΠΆΠ½ΠΎΡΡΠΈ, ΡΡΠΈΠ΄ΠΈΡΠ΅ΡΠΊΠΈΠΌΠΈ ΠΈ ΡΠΈΠ·ΠΈΡΠ΅ΡΠΊΠΈΠΌΠΈ Π»ΠΈΡΠ°ΠΌΠΈ ΠΏΠΎ Π²ΠΎΠΏΡΠΎΡΠ°ΠΌ ΡΠΎΡΠΌΠΈΡΠΎΠ²Π°Π½ΠΈΡ ΠΈ ΠΈΡΠΏΠΎΠ»ΡΠ·ΠΎΠ²Π°Π½ΠΈΡ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ
ΡΠ΅ΡΡΡΡΠΎΠ². ΠΠ±ΠΎΡΠ½ΠΎΠ²ΡΠ²Π°Π΅ΡΡΡ Π½Π΅ΠΎΠ±Ρ
ΠΎΠ΄ΠΈΠΌΠΎΡΡΡ Π²ΠΎΠ·ΡΠ°ΡΡΠ°Π½ΠΈΡ Π΄ΠΎΠ»ΠΈ Π³ΠΎΡΡΠ΄Π°ΡΡΡΠ²Π΅Π½Π½ΡΡ
ΠΈ ΡΠ°ΡΡΠ½ΡΡ
Π²Π»ΠΎΠΆΠ΅Π½ΠΈΠΉ, ΡΡΠ΅Π΄ΡΡΠ² Π΄ΠΎΠ½ΠΎΡΠΎΠ² ΠΈ ΠΌΠ΅ΡΠ΅Π½Π°ΡΠΎΠ² Π² ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΠΎΠΌ ΠΎΠ±Π΅ΡΠΏΠ΅ΡΠ΅Π½ΠΈΠΈ ΡΠΊΠΎΠ½ΠΎΠΌΠΈΡΠ΅ΡΠΊΠΎΠΉ Π΄Π΅ΡΡΠ΅Π»ΡΠ½ΠΎΡΡΠΈ Π½Π΅ΠΊΠΎΠΌΠΌΠ΅ΡΡΠ΅ΡΠΊΠΈΡ
ΠΎΡΠ³Π°Π½ΠΈΠ·Π°ΡΠΈΠΉ. Π‘ΡΠΎΡΠΌΡΠ»ΠΈΡΠΎΠ²Π°Π½Ρ Π²ΡΠ²ΠΎΠ΄Ρ ΠΈ ΡΠ΅ΠΊΠΎΠΌΠ΅Π½Π΄Π°ΡΠΈΠΈ ΠΏΠΎ ΡΠ»ΡΡΡΠ΅Π½ΠΈΡ ΡΠΈΠ½Π°Π½ΡΠΈΡΠΎΠ²Π°Π½ΠΈΡ Π½Π΅ΠΊΠΎΠΌΠΌΠ΅ΡΡΠ΅ΡΠΊΠΈΡ
ΠΎΡΠ³Π°Π½ΠΈΠ·Π°ΡΠΈΠΉ Π·Π° ΡΡΠ΅Ρ Π±ΡΠ΄ΠΆΠ΅ΡΠ½ΡΡ
ΠΈ Π²Π½Π΅Π±ΡΠ΄ΠΆΠ΅ΡΠ½ΡΡ
ΡΡΠ΅Π΄ΡΡΠ² Π² ΡΡΠ»ΠΎΠ²ΠΈΡΡ
ΠΌΠ°ΠΊΡΠΎΡΠΊΠΎΠ½ΠΎΠΌΠΈΡΠ΅ΡΠΊΠΎΠΉ Π½Π΅ΡΡΠ°Π±ΠΈΠ»ΡΠ½ΠΎΡΡΠΈ ΠΈ ΠΎΠ³ΡΠ°Π½ΠΈΡΠ΅Π½Π½ΠΎΡΡΠΈ ΡΠΈΠ½Π°Π½ΡΠΎΠ²ΡΡ
ΡΠ΅ΡΡΡΡΠΎΠ², ΡΠΎΡΠΌΠΈΡΡΠ΅ΠΌΡΡ
Π·Π° ΡΡΠ΅Ρ ΡΠ°Π·Π»ΠΈΡΠ½ΡΡ
ΠΈΡΡΠΎΡΠ½ΠΈΠΊΠΎΠ²
Coherent frequentism
By representing the range of fair betting odds according to a pair of
confidence set estimators, dual probability measures on parameter space called
frequentist posteriors secure the coherence of subjective inference without any
prior distribution. The closure of the set of expected losses corresponding to
the dual frequentist posteriors constrains decisions without arbitrarily
forcing optimization under all circumstances. This decision theory reduces to
those that maximize expected utility when the pair of frequentist posteriors is
induced by an exact or approximate confidence set estimator or when an
automatic reduction rule is applied to the pair. In such cases, the resulting
frequentist posterior is coherent in the sense that, as a probability
distribution of the parameter of interest, it satisfies the axioms of the
decision-theoretic and logic-theoretic systems typically cited in support of
the Bayesian posterior. Unlike the p-value, the confidence level of an interval
hypothesis derived from such a measure is suitable as an estimator of the
indicator of hypothesis truth since it converges in sample-space probability to
1 if the hypothesis is true or to 0 otherwise under general conditions.Comment: The confidence-measure theory of inference and decision is explicitly
extended to vector parameters of interest. The derivation of upper and lower
confidence levels from valid and nonconservative set estimators is formalize
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