Exponential families of mixed Poisson distributions

If I=(I1,…,Id) is a random variable on [0,∞)d with distribution μ(dλ1,…,dλd), the mixed Poisson distribution MP(μ) on View the MathML source is the distribution of (N1(I1),…,Nd(Id)) where N1,…,Nd are ordinary independent Poisson processes which are also independent of I. The paper proves that if F is a natural exponential family on [0,∞)d then MP(F) is also a natural exponential family if and only if a generating probability of F is the distribution of v0+v1Y1+cdots, three dots, centered+vqYq for some qless-than-or-equals, slantd, for some vectors v0,…,vq of [0,∞)d with disjoint supports and for independent standard real gamma random variables Y1,…,Yq

Measurement of Returns-to-Scale using Interval Data Envelopment Analysis Models

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI linkThe economic concept of Returns-to-Scale (RTS) has been intensively studied in the context of Data Envelopment Analysis (DEA). The conventional DEA models that are used for RTS classification require well-defined and accurate data whereas in reality observations gathered from production systems may be characterized by intervals. For instance, the heat losses of the combined production of heat and power (CHP) systems may be within a certain range, hinging on a wide variety of factors such as external temperature and real-time energy demand. Enriching the current literature independently tackling the two problems; interval data and RTS estimation; we develop an overarching evaluation process for estimating RTS of Decision Making Units (DMUs) in Imprecise DEA (IDEA) where the input and output data lie within bounded intervals. In the presence of interval data, we introduce six types of RTS involving increasing, decreasing, constant, non-increasing, non-decreasing and variable RTS. The situation for non-increasing (non-decreasing) RTS is then divided into two partitions; constant or decreasing (constant or increasing) RTS using sensitivity analysis. Additionally, the situation for variable RTS is split into three partitions consisting of constant, decreasing and increasing RTS using sensitivity analysis. Besides, we present the stability region of an observation while preserving its current RTS classification using the optimal values of a set of proposed DEA-based models. The applicability and efficacy of the developed approach is finally studied through two numerical examples and a case study

Seigniorage in the 21st Century: A Study of the Profits from Money Creation in the United Kingdom and Denmark

This paper develops a new theory of seigniorage suited to modern economies where the majority of money is created not by the state or central bank but by commercial banks and other monetary financial institutions via their lending activity. We identify four different forms of seigniorage that take account of the modern institutional separation between the state, the central bank, commercial banks and the non-bank private sector in terms of their identities as ‘money creators’ and ‘money users’. The new typology differentiates between seigniorage profits arising from interest rate spreads on stocks of created money and profits arising from flows of interest payments on newly created assets. We illustrate our theoretical framework with empirical data on commercial bank seigniorage and related variables in the United Kingdom and the Denmark over the past quarter century

A large population-based investigation into the genetics of susceptibility to gastrointestinal infections and the link between gastrointestinal infections and mental illness.

Gastrointestinal infections can be life threatening, but not much is known about the host's genetic contribution to susceptibility to gastrointestinal infections or the latter's association with psychiatric disorders. We utilized iPSYCH, a genotyped population-based sample of individuals born between 1981 and 2005 comprising 65,534 unrelated Danish individuals (45,889 diagnosed with mental disorders and 19,645 controls from a random population sample) in which all individuals were linked utilizing nationwide population-based registers to estimate the genetic contribution to susceptibility to gastrointestinal infections, identify genetic variants associated with gastrointestinal infections, and examine the link between gastrointestinal infections and psychiatric and neurodevelopmental disorders. The SNP heritability of susceptibility to gastrointestinal infections ranged from 3.7% to 6.4% on the liability scale. Significant correlations were found between gastrointestinal infections and the combined group of mental disorders (OR = 2.09; 95% CI: 1.82-2.4, P = 1.87 × 10-25). Correlations with autism spectrum disorder, attention deficit hyperactivity disorder, and depression were also significant. We identified a genome-wide significant locus associated with susceptibility to gastrointestinal infections (OR = 1.13; 95% CI: 1.08-1.18, P = 2.9 × 10-8), where the top SNP was an eQTL for the ABO gene. The risk allele was associated with reduced ABO expression, providing, for the first time, genetic evidence to support previous studies linking the O blood group to gastrointestinal infections. This study also highlights the importance of integrative work in genetics, psychiatry, infection, and epidemiology on the road to translational medicine

Can legume synteny be useful in guiding the introgression of wild genes into cultivated peanut?

Edição do International Workshop Integrating Genomics Into Plant Breeding, Porto Alegre, out. 2007