论文标题
在随机前沿分析中,构成误差项的累积分布函数的分析表达式具有正常和指数低效率
Analytic expressions for the Cumulative Distribution Function of the Composed Error Term in Stochastic Frontier Analysis with Truncated Normal and Exponential Inefficiencies
论文作者
论文摘要
在随机前沿模型中,组成的误差项包括测量误差和效率低下项。一般的假设是,效率术语遵循正常或指数分布的截断。在评估组成误差项的累积分布函数的多种模型中。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。这些表示形式可以用于快速准确的评估。
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.