Search results for "Probability Distribution"
showing 10 items of 263 documents
On symmetric nonlocal games
2013
Abstract Nonlocal games are used to display differences between the classical and quantum world. In this paper, we study symmetric XOR games, which form an important subset of nonlocal games. We give simple methods for calculating the classical and the quantum values for symmetric XOR games with one-bit input per player. We illustrate those methods with two examples. One example is an N -player game (due to Ardehali (1992) [3] ) that provides the maximum quantum-over-classical advantage. The second example comes from generalization of CHSH game by letting the referee to choose arbitrary symmetric distribution of players’ inputs.
Network Entropy for the Sequence Analysis of Functional Connectivity Graphs of the Brain
2018
Dynamic representation of functional brain networks involved in the sequence analysis of functional connectivity graphs of the brain (FCGB) gains advances in uncovering evolved interaction mechanisms. However, most of the networks, even the event-related ones, are highly heterogeneous due to spurious interactions, which bring challenges to revealing the change patterns of interactive information in the complex dynamic process. In this paper, we propose a network entropy (NE) method to measure connectivity uncertainty of FCGB sequences to alleviate the spurious interaction problem in dynamic network analysis to realize associations with different events during a complex cognitive task. The p…
Belief elicitation with multiple point predictions
2021
Abstract We propose a simple, incentive compatible procedure based on binarized linear scoring rules to elicit beliefs about real-valued outcomes - multiple point predictions. Simultaneously eliciting multiple point predictions with linear incentives reveals the subjective probability distribution without pre-defined intervals or probabilistic statements. We show that the approach is theoretically as robust as existing methods, while adapting flexibly to different beliefs. In a laboratory experiment, we compare our procedure to the standard approach of eliciting discrete probabilities on pre-defined intervals. We find that elicitation with multiple point predictions is faster, perceived as …
An Empirical Analysis of the Determinants of Perceived Inequality
2017
Perception of inequality is important for the analysis of individuals' motivations and decisions and for policy assessment. Despite the broad range of analytic gains that it grants, our knowledge about measurement and determinants of perception of inequality is still limited, since it is intrinsically unobservable, multidimensional, and essentially contested. Using a novel econometric approach, we study how observable individual characteristics affect the joint distribution of a set of indicators of perceived inequality in specific domains. Using data from the International Social Survey Programme, we shed light on the associations among these indicators and how they are affected by covaria…
Testing for Asymmetric Information in Insurance Markets: A Multivariate Ordered Regression Approach
2016
The positive correlation (PC) test is the standard procedure used in the empirical literature to detect the existence of asymmetric information in insurance markets. This article describes a new tool to implement an extension of the PC test based on a new family of regression models, the multivariate ordered logit, designed to study how the joint distribution of two or more ordered response variables depends on exogenous covariates. We present an application of our proposed extension of the PC test to the Medigap health insurance market in the United States. Results reveal that the risk–coverage association is not homogeneous across coverage and risk categories, and depends on individual so…
A Mixture Multiplicative Error Model for Realized Volatility
2006
A multiplicative error model with time-varying parameters and an error term following a mixture of gamma distributions is introduced. The model is fitted to the daily realized volatility series of deutschemark/dollar and yen/dollar returns and is shown to capture the conditional distribution of these variables better than the commonly used autoregressive fractionally integrated moving average model. The forecasting performance of the new model is found to be, in general, superior to that of the set of volatility models recently considered by Andersen et al. (2003, Econometrica 71, 579--625) for the same data. Copyright 2006, Oxford University Press.
The Invariant Distribution of Wealth and Employment Status in a Small Open Economy with Precautionary Savings
2019
Abstract We study optimal savings in continuous time with exogenous transitions between employment and unemployment as the only source of uncertainty in a small open economy. We prove the existence of an optimal consumption path. We exploit that the dynamics of consumption and wealth between jumps can be expressed as a Fuchsian system. We derive conditions under which an invariant joint distribution for the state variables , i.e., wealth and labour market status, exists and is unique. We also provide conditions under which the distribution of these variables converges to the invariant distribution. Our analysis relies on the notion of T-processes and applies results on the stability of Mark…
A Bayesian network model for evacuation time analysis during a ship fire
2013
We present an evacuation model for ships while a fire happens onboard. The model is designed by utilizing Bayesian networks (BN) and then simulated in GeNIe software. In our proposed model, the most important factors that have significant influence on a rescue process and evacuation time are identified and analyzed. By applying the probability distribution of the considered factors collected from the literature including IMO, real empirical data and practical experiences, the trend of the rescue process and evacuation time can be evaluated and predicted using the proposed model. The results of this paper help understanding about possible consequences of influential factors on the security o…
Comparison of different uncertainty techniques in urban stormwater quantity and quality modelling
2011
Abstract Urban drainage models are important tools used by both practitioners and scientists in the field of stormwater management. These models are often conceptual and usually require calibration using local datasets. The quantification of the uncertainty associated with the models is a must, although it is rarely practiced. The International Working Group on Data and Models, which works under the IWA/IAHR Joint Committee on Urban Drainage, has been working on the development of a framework for defining and assessing uncertainties in the field of urban drainage modelling. A part of that work is the assessment and comparison of different techniques generally used in the uncertainty assessm…
Analysis, Modeling and Simulation of Complex Regional Clusters Activities, Using Arena Simulation Software
2014
Process modelling is the concise description of the total variation in one quantity, y, by partitioning it into a deterministic component given by a mathematical function of one or more other quantities, x1, x2... plus a random component that follows a particular probability distribution. The models are material or immaterial systems, which represent other systems, so that it may be possible to manipulate the built structures and their states. The main elements of a simulation are: attributes (describe and differentiate entities), variables (system characteristics), resources (whose capacity can be variable), tails (seen in case of unavailability of resources) and statistical accumulators (…