1. |
The Computer Generation of Beta, Gamma and Normal Random Variables |
|
Journal of the Statistical Society of London,
Volume 139,
Issue 4,
2018,
Page 431-448
A. C. Atkinson,
M. C. Pearce,
Preview
|
PDF (1346KB)
|
|
摘要:
SummaryA general method, due to Forsythe, for sampling continuous univariate members of the exponential family of distributions is used to generate beta and gamma variables. Timing comparisons on two computers show that the resulting algorithms are appreciably faster than any previously published, except for the gamma distribution with small or small integer index. A comparison is also made on three machines of methods of sampling from the normal distribution for which Forsythe's method does not provide the best algorithm.
ISSN:0959-5341
DOI:10.2307/2344349
出版商:Wiley
年代:2018
数据来源: WILEY
|
2. |
Discussion of the Paper by Dr Atkinson and Mr Pearce |
|
Journal of the Statistical Society of London,
Volume 139,
Issue 4,
2018,
Page 448-461
Preview
|
PDF (1234KB)
|
|
ISSN:0959-5341
DOI:10.1111/j.2397-2327.1976.tb03690.x
出版商:Wiley
年代:2018
数据来源: WILEY
|
3. |
A Switching Algorithm for the Generation of Beta Random Variables with at Least One Parameter Less than 1 |
|
Journal of the Statistical Society of London,
Volume 139,
Issue 4,
2018,
Page 462-467
A. C. Atkinson,
J. Whittaker,
Preview
|
PDF (318KB)
|
|
摘要:
SummaryEfficient and easily programmed algorithms for sampling the beta distribution when one or both of the parameters are less than 1 are described. Theoretical and timing comparisons with existing algorithms show that the new algorithms are highly competitive.
ISSN:0959-5341
DOI:10.2307/2344350
出版商:Wiley
年代:2018
数据来源: WILEY
|
4. |
Modelling Macroeconomic Time Series |
|
Journal of the Statistical Society of London,
Volume 139,
Issue 4,
2018,
Page 468-486
David L. Prothero,
Kenneth F. Wallis,
Preview
|
PDF (1371KB)
|
|
摘要:
SummaryTwo traditionally separate approaches to economic time series modelling, namely the methods of univariate statistical analysis known as Box‐Jenkins methods and the multivariate methods of econometrics, are compared, contrasted and, through the notion of the final equation, related to one another. Empirical comparisons are based on an existing econometric model of aggregate demand in the U.K. A detailed account of the univariate analyses of the key variables of the system is presented, and problems of seasonality and model selection are discussed. In terms of residual variance, the econometric model provides a better fit.
ISSN:0959-5341
DOI:10.2307/2344351
出版商:Wiley
年代:2018
数据来源: WILEY
|
5. |
Discussion of the Paper by Dr Prothero and Dr Wallis |
|
Journal of the Statistical Society of London,
Volume 139,
Issue 4,
2018,
Page 486-500
Preview
|
PDF (1441KB)
|
|
ISSN:0959-5341
DOI:10.1111/j.2397-2327.1976.tb03693.x
出版商:Wiley
年代:2018
数据来源: WILEY
|
6. |
Some Models for Company Growth |
|
Journal of the Statistical Society of London,
Volume 139,
Issue 4,
2018,
Page 501-507
Sally McClean,
Preview
|
PDF (400KB)
|
|
摘要:
SummaryA stochastic model is developed which describes the growth of a firm by considering the number of employees and its capital resources to be interacting processes. The basic model is therefore equivalent to a two‐dimensional birth and death process. The first and second moments of employee and capital size at any time are found and the probability of eventual extinction evaluated. This model is fitted to several companies and reasonable fits obtained for both capital and labour intensive firms. The basic model is then extended to allow for two‐stage leaving. A non‐linear version is also developed which takes into account possible restrictions on the growth processes but an explicit solution cannot be found in this case.
ISSN:0959-5341
DOI:10.2307/2344352
出版商:Wiley
年代:2018
数据来源: WILEY
|
7. |
The Measurement of Poverty: A Note on Household Size and Income Units |
|
Journal of the Statistical Society of London,
Volume 139,
Issue 4,
2018,
Page 508-518
G. C. Fiegehen,
P. S. Lansley,
Preview
|
PDF (879KB)
|
|
摘要:
SummaryDrawing on the United Kingdom Family Expenditure Survey, this note discusses a number of issues relating to the measurement of poverty and presents new analyses of the data on incomes that the survey collects. It is shown that estimates of incomes of the poor compared to those of the rest of society are substantially affected when allowance is made for the number of adults and children that depend on each household's income. For example, ignoring household size it appears that the lowest decile of households has an income of only 29 per cent of the median household, but when we allow for household size (and composition by using an equivalent‐adult scale) the lowest decile's income is raised to 45 per cent of the median. Comparisons are also made between incomes grouped in terms of households and grouped according to the inner family. Estimates are made of the relative incomes of the poor and of the number of persons appearing to have incomes below a given poverty line.
ISSN:0959-5341
DOI:10.2307/2344353
出版商:Wiley
年代:2018
数据来源: WILEY
|
8. |
Proceedings of the One Hundred and Forty‐Second Annual General Meeting of the Royal Statistical Society |
|
Journal of the Statistical Society of London,
Volume 139,
Issue 4,
2018,
Page 519-519
Preview
|
PDF (68KB)
|
|
ISSN:0959-5341
DOI:10.1111/j.2397-2327.1976.tb03696.x
出版商:Wiley
年代:2018
数据来源: WILEY
|
9. |
Annual Report of the Council |
|
Journal of the Statistical Society of London,
Volume 139,
Issue 4,
2018,
Page 520-540
Preview
|
PDF (1053KB)
|
|
ISSN:0959-5341
DOI:10.1111/j.2397-2327.1976.tb03697.x
出版商:Wiley
年代:2018
数据来源: WILEY
|
10. |
Random Variables |
|
Journal of the Statistical Society of London,
Volume 139,
Issue 4,
2018,
Page 541-542
J. Haigh,
Preview
|
PDF (186KB)
|
|
摘要:
1. Random Variables.By L. E. Clarke. London and New York, Longman, 1975. ix, 185 p.812″. £2·50.
ISSN:0959-5341
DOI:10.2307/2344356
出版商:Wiley
年代:2018
数据来源: WILEY
|