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arXiv 2006.03459stat.MEstat.CO
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截断正态指数不等式随机前沿分析中组合误差项的累积分布函数的解析表达式

Analytic expressions for the Cumulative Distribution Function of the Composed Error Term in Stochastic Frontier Analysis with Truncated Normal and Exponential Inefficiencies

Rouven Schmidt, Thomas Kneib

摘要:

在随机前沿面模型中,合成误差项由测量误差和无效率项组成。一般的假设是,无效率项遵循截断的正态分布或指数分布。在各种各样的模型中,需要估计合成误差项的累积分布函数。这项工作介绍并证明了这些分布的四个表示定理-每个分布假设两个。这些表示可以用于快速和准确的评估。

英文摘要:

In the stochastic frontier model, the composed error term consists of the measurement error and the inefficiency term. A general assumption is that the inefficiency term follows a truncated normal or exponential distribution. In a wide variety of models evaluating the cumulative distribution function of the composed error term is required. This work introduces and proves four representation theorems for these distributions - two for each distributional assumptions. These representations can be utilized for a fast and accurate evaluation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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