Acta Universitatis Lodziensis. Folia Oeconomica nr 196/2006: Recent submissions
Now showing items 120 of 28

Sequential Tests for Truncated Distribution Parameters
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)Sequential probability ratio tests can be used to verify hypotheses about truncated distribution parameters when error probabilities of the first and the second type are set. For parameters of normal and exponential ... 
A Modified Holm’s Stepwise Rejective Multiple Test Procedure
(Wydawnictwo Uniwersytetu Łódzkiego, 2006) 
Choice of the Smoothing Parameter in Kernel Density Estimation
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)Kernel density estimation is one of the main methods available for univariate density estimation. The problems of choosing the kernel function and choosing the smoothing parametr are of crucial importance in density ... 
Some Remarks on Empirical Power of Tests for Pairs
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The paper deals with the tests for paired variables called also tests for pairs of variables. The observations are made of pairs of measurements. They can be correlated. It causes the necessity of applying another ... 
On the Distribution of Quadratic Form of Sample Mean and Variance
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The quadratic form of the sample mean and sample variance was considered. The sample is from normal distribution. The density function of the quadratic form has been derived. The quadratic form can be applied as the test ... 
Balanced Block Designs Leading to the Optimum Chemical Balance Weighing Design with Equal Correlations of Errors
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The paper is studying the estimation problem of individual weights of objects using the chemical balance weighing design under the restriction on the number times in which each object is weighed. We assume that errors ... 
Introduction
(Wydawnictwo Uniwersytetu Łódzkiego, 2006) 
An Influence of Classification Method on Efficiency of Modified Synthetic Estimator
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The problem of insufficient number of sample observations representing a given population domain of interest (small area) can be solved by applying such estimators, which will be able to combine sample information from ... 
Multivalued Stochastic Processes
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)Multivalued random variables and stochastic processes can be use in integral geometry, mathematical economics or stochastic optimization. In the study of multivalued stochastic processes the some clue problem is the ... 
Robust Bayesian Prediction with Asymmetric Loss Function in Poisson Model of Insurance Risk
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)In robust Bayesian analysis a prior is assumed to belong to a family instead of being specified exactly. The multiplicity of priors leads to a collection of Bayes actions. It is clearly essential to be able to recommend ... 
Random Selection of Variables for Aggregated TreeBased Models
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)Treebased models are popular a widely used because they are simple, flexible and powerful tools for classification. Unfortunately they are not stable classifiers. Significant improvement of the model stability and ... 
Classification Tree Based on Receiver Operating Characteristic Curves
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The paper deals with a new classification algorithm for discriminating between two populations. The proposed algorithm uses properties of a receiver operating characteristic function ROC(v) and a goodnessoffit statistic ... 
The Average Price Dynamics and Indexes of Price Dynamics  Discrete Time Stochastic Model
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)In this paper we define two indexes of the average price dynamics in a discrete time stochastic model. Several properties of these indexes are proven, the other are presented by examples. In particular, it is shown that ... 
Limit Property of The Compound Distribution BinomialGeneralized TwoParameter Gamma
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)In 1920 M. Greenwood and G. U. Yule presented a compound distribution Poissontwoparameter gamma and gave some interesting applications of this compounding. In 1973 H. Jakuszenkow published a compound of the Poisson ... 
Matrix H and Its Applications in Economic and Tourist Research
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The paper characterizes and gives some basic properties of matrix H that is the operator of orthogonal projection on the space of columns of matrix X, which is the hat matrix in linear regression model. The author ... 
Comparison of Selected Criteria for Determination of the Measure of Depth of an Observation in a Twodimensional Sample
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The measure of observation depth in multidimensional samples, introduced into statistical practice by Tukey, has become a new tool for data analysis. It is a proposed method for determining multidimensional positional ... 
Evaluation of the Degree of Integration among European Insurance Markets
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The insurance internal market has existed since 1993 (enforced by the third life directive). Its’ main features are a common framework to allow insurers to operate throughout the EU and to establish and provide services ... 
Methods of Assessing Efficiency of BonusMalus Systems
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)In civil responsibility transportation insurance the insurer assesses risk, inflicted by drivers, on the basis of observable risk factors such as e.g. driver’s sex and age, vehicle characteristics. However, there are ... 
Multivariate Analysis of Regional Differences in the Higher Education System in Poland
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)This article discusses an attempt at analysis of regional diversity in Poland in 2001 with respect to the level of the higher educational system. The first part of this report deals with ranking provinces with respect ... 
Skewnormal Distribution  Basic Properties and Areas of Applications
(Wydawnictwo Uniwersytetu Łódzkiego, 2006)The skewnormal is a class of distribution that includes the normal distribution as a special case. A systematic treatment of the skewnormal distribution has been given in Azzalini (1985, 1986); generalizations to the ...