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Log-concave Probability Distributions: Theory and Statistical Testing

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Author Info

  • 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.

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File URL: http://128.118.178.162/eps/game/papers/9611/9611002.pdf
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Bibliographic Info

Paper provided by EconWPA in its series Game Theory and Information with number 9611002.

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Length: 31 pages
Date of creation: 17 Nov 1996
Date of revision:
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.
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Web page: http://128.118.178.162

Related research

Keywords: Log-concavity; Increasing Hazard Rate; Non-parametric Testing;

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References

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  1. Christopher J. Flinn & James J. Heckman, 1982. "Are Unemployment and Out of the Labor Force Behaviorally Distinct Labor Force States?," NBER Working Papers 0979, National Bureau of Economic Research, Inc.
  2. Mark Bagnoli & Ted Bergstrom, 2005. "Log-concave probability and its applications," Economic Theory, Springer, vol. 26(2), pages 445-469, 08.
  3. Heckman, James J & Honore, Bo E, 1990. "The Empirical Content of the Roy Model," Econometrica, Econometric Society, vol. 58(5), pages 1121-49, 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.
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Citations

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Cited by:
  1. 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.
  2. Rosholm, Michael & Toomet, Ott, 2005. "A Search Model of Discouragement," IZA Discussion Papers 1633, Institute for the Study of Labor (IZA).
  3. Ortega, J., 2000. "Job Rotation as a Mechanism for Learning," Papers 00-04, Centre for Labour Market and Social Research, Danmark-.
  4. 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.
  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.

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