We consider a retailer selling a fixed inventory of two perishable products over a finite horizon. The products are sold individually or as part of a bundle. The customers arrive following a Poisson Process and each customer makes a purchasing decision based on her reservation prices of individual products: she either buys one of the individual products, buys the bundle or leaves without a purc...

background : so far, several studies were conducted to estimate the prevalence of cigarette smoking in iran, but none of them used a statistical model to deal with unobserved smokers. the present study planned to estimate the accurate prevalence of cigarette smoking using mixture of truncated poisson distribution. methods : a cross-sectional study was conducted in hamadan, west of iran in 2009,...

For a sequence of independent observations Zn = (Xn, Yn) from the bivariate standard normal density there are at least three asymptotic descriptions of the sample clouds: • Let rn = √ 2 log n. The sample clouds {Z1/rn, . . . ,Zn/rn} converge onto the closed unit disk E. The probability of a sample point outside a disk of radius r > 1 tends to zero, as does the probability for any m ≥ 1 of less ...

In this paper, we will study compatible triples on Lie algebroids. Using a suitable decomposition for a Lie algebroid, we construct an integrable generalized distribution on the base manifold. As a result, the symplectic form on the Lie algebroid induces a symplectic form on each integral submanifold of the distribution. The induced Poisson structure on the base manifold can be represented by m...

The standard approaches to estimating minimum variance hedge ratios (MVHRs) are mis-specified when futures prices are subject to price limits. This paper proposes a bivariate tobit-FIGARCH model with maturity effects to estimate dynamic MVHRs using single and multiple period approaches. Simulations and an application to a commodity futures hedge support the proposed approach and highlight the i...

This paper fist examines three set of bivariate cointegrations between any two of current accounts, stock markets, and currency exchange markets in ten Asian countries. Furthermore, we examined the effect of country characters on this bivariate cointegration. Our findings suggest that for three sets of cointegration test, each sample country at least exists one cointegration. India consistently...

Three correlated frailty models are used to analyze bivariate timeto-event data by assuming gamma, log-normal and compound Poisson distributed frailty. All approaches allow to deal with right censored lifetime data and account for heterogeneity as well as for a non-susceptible (cure) fraction in the study population. In the gamma and compound Poisson model traditional ML estimation methods are ...