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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, EconWPA.
  • 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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    References listed on IDEAS

    as
    1. Mark Bagnoli & Ted Bergstrom, 2005. "Log-concave probability and its applications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(2), pages 445-469, August.
    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

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    Cited by:

    1. Anup Malani, 2004. "Testing for Placebo Effects Using Data from Blinded, Randomized Controlled Trials," Econometric Society 2004 North American Summer Meetings 104, Econometric Society.
    2. Ortega, Jaime, 2000. "Job Rotation as a Mechanism for Learning," CLS Working Papers 00-4, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
    3. 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.
    4. Rosholm, Michael & Toomet, Ott, 2005. "A Search Model of Discouragement," IZA Discussion Papers 1633, Institute for the Study of Labor (IZA).
    5. 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.
    6. 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.

    More about this item

    Keywords

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

    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

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