Now showing items 1-16 of 16

    • Analysis of Variance with Time Series Data 

      Ceranka, Bronislaw; Katulska, Krystyna (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      Successive observations over time are made on individual subjects classified into different groups. It is assumed that the mean response may vary between groups, that there is a random effect for each individual, and ...
    • Bootstrap Distribution of OLS-Estimators for Linear Regression Models 

      Pruska, Krystyna (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      The bootstraps methods can be widely applied in statistical research. In the paper the bootstraps OLS-estimators for linear models are considered. The results of simulation experiments for linear models with errors which ...
    • Classification into two Populations for Time Dependent Observations 

      Krzyśko, Mirosław; Wołyński, Waldemar (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      Optimal classification rules based on linear functions which maximize the area under the relative operating characteristic curve or which maximize the chosen probabilistic distance between two populations are studied ...
    • Estimation of Mode on the Basis of a Truncated Sample 

      Wywiał, Janusz (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      The problem of estimation of the mode of a continuous distribution (unction is considered. The estimation of the mode based on estimators of the density function is well known, see e.g. Härdle (1991) and Parzen (1962). ...
    • Evaluation of the Probability Content as an Infinite Linear Combination of Wishart Distributions 

      Jelenkowska, Helena T. (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      The distribution function of the homogeneous generalized quadratic form is represented as an infinite linear combination of the central Wishart distribution functions. The Probability content of the ellipsoid is expressed ...
    • Implementing of Analytic Hierarchy Process in Banking 

      Domański, Czesław; Kondrasiuk, Jarosław (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      The Analytic Hierarchy Process (AHP) is a multicriteria decision support method created by Thomas L. Saaty. It provides both individual and group decision makers an objective way for reaching an optimal decision. The AHP ...
    • Introduction 

      Domański, Czesław; Jędrzejczak, Alina (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
    • Logical Many-Valuedness Versus Probability 

      Malinowski, Grzegorz (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      The aim of the papers is to present and discuss the most direct issues on relation between logical many-valuedness and logical probability i.e. probability related to propositions. Having introduced the reader into the ...
    • Model of Connection Between Inflation and Interest Rate Based on the Polish Financial Market 

      Ginalska, Stefania; Skowron-Grabowska, Beata (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      The paper presents some empirical models of financial markets, which describe international interest rates and exchange rates. The main emphasis is placed on the model based on J. A. Frenkel’s model of exchange rates, ...
    • Multivalued Stop-Loss Stochastic Dominance Test 

      Trzpiot, Grażyna (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      Stochastic Dominance tests can be employed to assist decision-makers in ordering uncertain alternatives. Thes tests require specification of alternatives probability distributions and the assumption of the utility function ...
    • On the Average Return Rate for a Group of Investment Funds 

      Gajek, Lesław; Kaluszka, Marek (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      In the paper a new definition of the average return rate for a group of investment (or pension) funds is proposed. The definition is derived via integration of the financial results of the group of funds during a given ...
    • On Uncertainty Classes and Minimax Estimation in the Linear Regression Models with Heteroscedasticity and Correlated Errors 

      Grzybowski, Andrzej (2000)
      The problem of minimax estimation in the linear regression model is considered under the assumption that a prior information about the regression parameter and the covariance matrix of random component (error) is available ...
    • On Unemployment Investigation in Small Areas 

      Pruska, Krystyna; Domański, Czesław (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      The paper presents methods of small area statistics which can be applied to investigate the phenomenon of unemployment in given subpopulations depending on sampling and additional information about population. Some methods ...
    • Relative Potency for the Multivariate Contaminated Normal Responses 

      Hanusz, Zofia (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      In this paper we focus on the impact of responses of contaminated normal distribution on the relative potency. For several values of the contamination parameters, the estimates of the relative potency, its goodness and ...
    • Sample Breakdown Points of the Wilcoxon and Sign Tests for Location 

      Korzeniewski, Jerzy ORCID (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      In 1996 Zhang introduced sample replacement points for the level and power of tests and their simplified versions. This paper presents numerical values of the breakdown points of the Wilcoxon and sign tests for location ...
    • The Production Analysis by Dual Dynamic Programming 

      Nowakowska, Iwona (Wydawnictwo Uniwersytetu Łódzkiego, 2000)
      The aim of this paper is to present a concept of a duality theory for dynamic production processes with constraints i.e. production processes described by nonconvex dynamical mathematical models (models depending on time).