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Expressions for marginal distribution functions of sequential order statistics and generalized order statistics are presented without any restrictions imposed on the model parameters. The results are related to the relevation transform, to the distribution of the product of Beta distributed random variables, and to Meijers G-functions. Some selected applications in the areas of moments, conditional distributions, recurrence relations, and reliability properties are shown.
Key words:Order statistics; Generalized order statistics; Sequential order statistics; Record values; Distribution theory; Meijers G-function; Recurrence relations; Reliability properties. 相似文献
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We present a model of a risk-averse exporting firm subject to liquidity constraints. We show that preferences and expectations become important for optimum export and hedging decisions. Only firms that have sufficient financial resources can fully materialize gains from trade. 相似文献
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We examine optimal production and export decisions of a firm facing exchange rate uncertainty, where the firm's management is not only risk averse but also regret averse, i.e., is characterized by a utility function that includes disutility from having chosen ex post suboptimal alternatives. Experimental and empirical results support the view that managers tend to be regret averse. Under regret aversion a negative risk premium need not preclude the firm from exporting which would be the case if the firm were only risk averse. Exporting creates an implicit hedge against the possibility of regret when the realized spot exchange rate turns out to be high. The regret‐averse firm as such has a greater ex ante incentive to export than the purely risk averse firm. Finally, we use a two‐state example to illustrate that the firm optimally exports more (less) to the foreign country than in the case of pure risk aversion if the low (high) spot exchange rate is more likely to prevail. Regret aversion as such plays a crucial role in determining the firm's optimal allocation between domestic sales and foreign exports. 相似文献
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The Future of Telecommunications 总被引:1,自引:1,他引:0
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Oliver Holschke Jannis Rake Philipp Offermann Udo Bub 《Business & Information Systems Engineering》2010,2(1):3-13
In times of continuous change, companies need to adjust their business processes to gain sustainable competitive advantage.
Resulting changes in the company’s IT currently require the involvement of developers from departments that are mostly not
aligned with the business. These changes often result in high transaction and labor costs. The article presents a platform-based
method to adjust business processes with the aim of increasing both efficiency and flexibility compared to current approaches.
The core of our work is an evaluation against traditional component-based software development using a sound simulation model.
Three real-world scenarios of business process change show that – despite a slight increase in transaction costs – our suggested
method decreases labor costs while increasing operational flexibility. 相似文献
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Advertising clutter and declining audience attention means advertisers need pretesting to ensure the effectiveness of their advertisements. This study uses, for the first time, a variable‐resolution display to measure viewers’ visual attention to advertising. The display features only the part of an ad that corresponds with the observer's eye gaze with high acuity, whereas the resolution of the other parts reflects the decline in spatial resolution of the human visual system. Participants keep the highest resolution area aligned with their foveal vision using manual cursor movements. In accordance with neuroscientific theory, recorded cursor movements parallel the eye gaze patterns observed in a control group. However, unlike tracking eye movements, the instrument offers a simple, unobtrusive, low‐cost, and time‐efficient way to measure the effectiveness of visual advertising. The results encourage the use of goal‐directed manual pointing movements to indicate attentional signals generated in the brain. 相似文献