## Abstract We propose a consumptionβbased capital asset pricing model consumption (CAPM), in which the pricing kernel is calculated as the average of individuals' intertemporal marginal rates of substitution weighted by the probabilities of holding the asset in question. These probabilities are co
The value of imperfect sample separation information in mixtures of normal distributions
β Scribed by Edwina A. Masson
- Publisher
- Elsevier Science
- Year
- 1985
- Tongue
- English
- Weight
- 506 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0304-4076
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π SIMILAR VOLUMES
This article concerns with the problem of testing whether a mixture of two normal distributions with bounded means and speciΓΏc variance is simply a pure normal. The large sample behavior of the likelihood ratio test for the problem is carefully investigated. In the case of one mean parameter, it is
## 8UfnmCrrY A study is made of the effecte of nonnormality on the tolerance limite which control percentages in both tails. The type of nonnomality coneidered here ie the m i s t u b of normal populations. The conclueions we have arrived a t are that the effect of sampling from woh a population i