IDEAS home Printed from https://ideas.repec.org/p/wpa/wuwpga/9611002.html
   My bibliography  Save this paper

Log-concave Probability Distributions: Theory and Statistical Testing

Author

Listed:
  • Mark Yuying An

    (Duke University)

Abstract

This paper studies the broad class of log-concave probability distributions that arise in economics of uncertainty and information.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Mark Yuying An, 1996. "Log-concave Probability Distributions: Theory and Statistical Testing," Game Theory and Information 9611002, University Library of Munich, Germany.
    • Handle: RePEc:wpa:wuwpga:9611002
    Note: Type of Document - LaTex; prepared on UNIX Sparc TeX; to print on PostScript; pages: 31 ; figures: request from author. We never published this piece and now we would like to reduce our mailing and xerox cost by posting it.
    as

    Download full text from publisher

    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/game/papers/9611/9611002.pdf
    Download Restriction: no
    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/game/papers/9611/9611002.ps.gz
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Mark Bagnoli & Ted Bergstrom, 2006. "Log-concave probability and its applications," Studies in Economic Theory, in: Charalambos D. Aliprantis & Rosa L. Matzkin & Daniel L. McFadden & James C. Moore & Nicholas C. Yann (ed.), Rationality and Equilibrium, pages 217-241, Springer.
    2. Flinn, Christopher J & Heckman, James J, 1983. "Are Unemployment and Out of the Labor Force Behaviorally Distinct Labor Force States?," Journal of Labor Economics, University of Chicago Press, vol. 1(1), pages 28-42, January.
    3. Heckman, James J & Honore, Bo E, 1990. "The Empirical Content of the Roy Model," Econometrica, Econometric Society, vol. 58(5), pages 1121-1149, September.
    4. Burdett, Kenneth & Ondrich, Jan I, 1985. "How Changes in Labor Demand Affect Unemployed Workers," Journal of Labor Economics, University of Chicago Press, vol. 3(1), pages 1-10, January.
    5. A. D. Roy, 1951. "Some Thoughts On The Distribution Of Earnings," Oxford Economic Papers, Oxford University Press, vol. 3(2), pages 135-146.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Abdi, Me’raj & Madadi, Mohsen & Balakrishnan, Narayanaswamy & Jamalizadeh, Ahad, 2021. "Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness," Journal of Multivariate Analysis, Elsevier, vol. 181(C).
    2. Wang, Jin, 2021. "Do birds of a feather flock together? Platform’s quality screening and end-users’ choices theory and empirical study of online trading platforms," International Journal of Industrial Organization, Elsevier, vol. 75(C).
    3. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    4. Ortega, J., 2000. "Job Rotation as a Mechanism for Learning," Papers 00-04, Centre for Labour Market and Social Research, Danmark-.
    5. Anup Malani, 2004. "Testing for Placebo Effects Using Data from Blinded, Randomized Controlled Trials," Econometric Society 2004 North American Summer Meetings 104, Econometric Society.
    6. Westergaard-Nielsen, Niels, 2001. "Danish Labour Market Policy: Is it worth it?," CLS Working Papers 01-10, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    7. Rosholm, Michael & Toomet, Ott, 2005. "A Search Model of Discouragement," IZA Discussion Papers 1633, Institute of Labor Economics (IZA).
    8. Müller, Samuel & Rufibach, Kaspar, 2008. "On the max-domain of attraction of distributions with log-concave densities," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1440-1444, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kuralbayeva, Karlygash & Stefanski, Radoslaw, 2013. "Windfalls, structural transformation and specialization," Journal of International Economics, Elsevier, vol. 90(2), pages 273-301.
    2. Keane, Michael P. & Todd, Petra E. & Wolpin, Kenneth I., 2011. "The Structural Estimation of Behavioral Models: Discrete Choice Dynamic Programming Methods and Applications," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 4, chapter 4, pages 331-461, Elsevier.
    3. An, Mark Yuying, 1998. "Logconcavity versus Logconvexity: A Complete Characterization," Journal of Economic Theory, Elsevier, vol. 80(2), pages 350-369, June.
    4. Stefano DellaVigna & M. Daniele Paserman, 2005. "Job Search and Impatience," Journal of Labor Economics, University of Chicago Press, vol. 23(3), pages 527-588, July.
    5. Ismaël Mourifié & Marc Henry & Romuald Méango, 2020. "Sharp Bounds and Testability of a Roy Model of STEM Major Choices," Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 3220-3283.
    6. Paul Ellickson & Sanjog Misra, 2012. "Enriching interactions: Incorporating outcome data into static discrete games," Quantitative Marketing and Economics (QME), Springer, vol. 10(1), pages 1-26, March.
    7. Burgess, Simon & Lane, Julia & Stevens, David, 1997. "Jobs, Workers and Changes in Earnings Dispersion," CEPR Discussion Papers 1714, C.E.P.R. Discussion Papers.
    8. Heckman, James, 2001. "Accounting for Heterogeneity, Diversity and General Equilibrium in Evaluating Social Programmes," Economic Journal, Royal Economic Society, vol. 111(475), pages 654-699, November.
    9. Chakravarty, Surajeet & Kaplan, Todd R. & Myles, Gareth, 2018. "When costly voting is beneficial," Journal of Public Economics, Elsevier, vol. 167(C), pages 33-42.
    10. McLaughlin, Kenneth J & Bils, Mark, 2001. "Interindustry Mobility and the Cyclical Upgrading of Labor," Journal of Labor Economics, University of Chicago Press, vol. 19(1), pages 94-135, January.
    11. Peter Kuhn & Marie-Claire Villeval, 2011. "Do Women Prefer a Co-operative Work Environment?," Working Papers 1127, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    12. Christopher Taber & Rune Vejlin, 2020. "Estimation of a Roy/Search/Compensating Differential Model of the Labor Market," Econometrica, Econometric Society, vol. 88(3), pages 1031-1069, May.
    13. Akee, Randall K. Q., 2007. "Who Leaves and Who Returns? Deciphering Immigrant Self-Selection from a Developing Country," IZA Discussion Papers 3268, Institute of Labor Economics (IZA).
    14. James J. Heckman, 2008. "Econometric Causality," International Statistical Review, International Statistical Institute, vol. 76(1), pages 1-27, April.
    15. Monika Köppl-turyna & Michael Christl, 2018. "Returns to Skills or Returns to Tasks? A Comment on Hanushek et al. (2015)," Economics Bulletin, AccessEcon, vol. 38(2), pages 783-790.
    16. Finicelli, Andrea & Pagano, Patrizio & Sbracia, Massimo, 2013. "Ricardian selection," Journal of International Economics, Elsevier, vol. 89(1), pages 96-109.
    17. Andrén, Thomas & Gustafsson, Björn, 2002. "Income effects from labor market training programs in Sweden during the 80's and 90's," Working Paper Series 2002:15, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    18. Aakvik, Arild & Salvanes, Kjell G. & Vaage, Kjell, 2003. "Measuring Heterogeneity in the Returns to Education in Norway Using Educational Reforms," IZA Discussion Papers 815, Institute of Labor Economics (IZA).
    19. Luong, Tuan Anh & Nguyen, Manh-Hung & Truong, N.T. Khuong & Le, Kien, 2023. "Rainfall variability and internal migration: The importance of agriculture linkage and gender inequality," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 326-336.
    20. Girsberger, Esther Mirjam & Méango, Romuald & Rapoport, Hillel, 2020. "Regional migration and wage inequality in the West African economic and monetary union," Journal of Comparative Economics, Elsevier, vol. 48(2), pages 385-404.

    More about this item

    Keywords

    Log-concavity; Increasing Hazard Rate; Non-parametric Testing;
    All these keywords.

    JEL classification:

    • D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpga:9611002. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: EconWPA (email available below). General contact details of provider: https://econwpa.ub.uni-muenchen.de .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.