In this paper, we propose a new methodology to generate random variables distributed according to a Gaussian with positive support. We narrow the study to the univariate case. The method consists in an accept-reject algorithm in which a previous step is added consisting in choosing among several proposal distributions the one which gives the highest average probability of acceptance for given p...

2 . The invariance principle . We first prove the following : If the theorem can be established for one particular sequence of independent random variables Y1, Y2, . . . satisfying the conditions of the theorem then the conclusion of the theorem holds for all sequences of independent random variables which satisfy the conditions of the theorem . In other words, if the limiting distribution exis...

This paper studies a class of multidimensional screening models where different type dimensions can be aggregated into a single-dimensional sufficient statistic. The paper applies results of totally positive functions to show that some critical properties of distributions of asymmetric information parameters, such as increasing hazard rate, monotone likelihood ratio, and singlepeakedness are pr...

Let L(H̃) 6= i′′. We wish to extend the results of [9] to Hausdorff factors. We show that there exists a prime simply Hermite isometry acting countably on a sub-canonically hyperbolic, conditionally intrinsic arrow. Unfortunately, we cannot assume that δ ≡ 0. In contrast, in this context, the results of [9] are highly relevant.

in this paper, we examine influence oil shocks on macroeconomic variables and dutch disease phenomena when these variables encountered positive oil revenue shocks. statistical model which is copula approach is used to show when iran's macroeconomic variables encountered positive oil revenue casus dutch disease and oil revenue has non-symmetric influence on the growth economic. in another w...

The approximation of the convex envelope of nonconvex functions is an essential part in deterministic global optimization techniques (Floudas inDeterministic Global Optimization: Theory, Methods and Application, 2000). Current convex underestimation algorithms for multilinear terms, based on arithmetic intervals or recursive arithmetic intervals (Hamed in Calculation of bounds on variables and ...

Let {ak}k=1 be free identically distributed positive non–commuting random variables with probability measure distribution μ. In this paper we proved a multiplicative version of the Free Central Limit Theorem. More precisely, let bn = a 1/2 1 a 1/2 2 . . . an . . . a 1/2 2 a 1/2 1 then bn is a positive operator with the same moments as xn = a1a2 . . . an and b 1/2n n converges in distribution to...

The present paper discusses positive sensitivity analysis (PSA) in linear programming with bounded variables. Positive sensitivity analysis is a sensitivity analysis method for linear programming that finds the range of perturbations within which the components of a given optimal solution which are strictly between their bounds remain strictly between bounds and which are at their lower and upp...