The distributional characteristic is a measure which can be used in many applications in social cost-benefit analysis. In the application here, the distributional characteristics of a number of broad aggregates of goods ...
This article examines the likelihood of high-sigma loss events, paying particular attention to the so-called 25-sigma events which a number of financial institutions have allegedly experienced in the recent financial ...
Consider the set of probability measures on a product space with the property that all have the same marginal distributions on the coordinate spaces. This set may be viewed as a correspondence, when the marginal distributions ...
Bergin, James(Queen’s University. Department of Economics, 1997-08)
Consider the set of probability measures on a product space with the property that all have the same marginal distributions on the coordinate spaces. This may be viewed as a correspondence, when the marginal distributions ...
Bergin, James(Institute for Operations Research and the Management Sciences (INFORMS), 1992-08)
This paper examines the role of the player type distributions in repeated zero sum games of incomplete information with discounting of payoffs. In particular the strategic "sufficiency" of the posterior distributions for ...
When the information of an agent is represented as a sigma algebra on a probability space, iterative public announcement of an aggregate statistic on posteriors leads to convergence of each agent's posterior distribution ...