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

Schmidt, Rouven, Kneib, Thomas

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.

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