[PDF] Top 20 Characteristic function approach to the sum of stochastic variables

... In particular, our aim in this paper is to develop a general technique to approaching convergence without relying on independence and infinitesimality. Our technique belongs to the class of non-classic methods that are ... See full document

... simple approach to tackle the long-standing problem: “Given two correlated log- normal stochastic variables, what is the stochastic dy- namics of the sum or difference of the two ... See full document

... to stochastic frontier production function, the results showed that the coefficient of variables as farm size, quantity of fertilizer used, years of experience and literacy are significant, ... See full document

... dummy variables for regulation and location do not seem to play a significant role in efficiency of ...the variables (such as ROE for profitability, Capital to asset ratio for leverage) but the results ... See full document

... so, stochastic frontier approach is employed on a data which is collected from 200 sample households in 2015/16 production ...the variables in the Cobb -Douglass stochastic frontier model ... See full document

... RHEE Faculty of Management Sciences The Ohio State University Columbus, Ohio 43210... We will estimate the bound of.[r] ... See full document

... By (5) and (8), it can be observed that the original distributions had been more rounded by convolution. If more elements were connected in series then the tendency toward smoothness would be more advanced. If a large ... See full document

... parametric approach (Stochastic frontier distance function) to estimate the inefficiency and productivity of 10 major MFIs in ...distance function. Five efficiency variables, ... See full document

... random variables have vague, which results in the impossibility of producing the probability ...of stochastic dominance to the comparison of sets of cumulative distribution ... See full document

... of stochastic frontier regressions, we fix at ...two variables, one is constant and the other is the input generated from uniform ...from function(6) instead of common function (10), because ... See full document

... the characteristic function of X and give an interpretation for the variable ...distribution function of X and prove some of its ...density function. In Section 5 distribution of sum of ... See full document

... adaptive stochastic particular class of evolutionary algorithms that use techniques inspired by evolutionary biology and it is a good solution for optimization of hard problem with irregular search space where ... See full document

... Membership function, linguistic variables, natural language computation, linguistic approximation, fuzzy integrals and fuzzy weighted sum are main concepts of fuzzy set theory applied to approximate ... See full document

... money variables and the nonlinearity of economic models. Stochastic optimal control theory is a powerful tool for solving these problems and for this purpose, some stochastic optimal control ... See full document

... estimated variables, such as the Coefficient of Variation and the probability of null water demand have obviously a overly smooth shape due to their mathematical origin, but they preserve the typical desired ... See full document

... The goodness-of-fit test of Towhidi and Salmanpour (2007), which is based on the empirical characteristic function is used for testing the fit of the generalized exponential distribution. Monte Carlo ... See full document

... This paper aims to assess the technical efficiency of Japanese trust banks by using the stochastic distance function approach, which is suitable for analyzing complex trust banks but has never ... See full document

... of stochastic maximum principle and its application to finance has been credited to Cadenillas and Karatzas ...the stochastic maximum principle for jump-diffusion process and ap- plied it to a quadratic ... See full document

... density function for the sum of any two lognormally distributed random variables that are nontrivially ...density function for a ratio statistic, and for a sum with more than two ... See full document

... of stochastic over deterministic frontier production functions is that the former allow for technical inefficiency to be measured sep­ arately from statistical ...a stochastic frontier can also be seen as ... See full document