Hostname: page-component-78c5997874-t5tsf Total loading time: 0 Render date: 2024-11-10T22:46:46.101Z Has data issue: false hasContentIssue false
  • English
  • Français

Dynamic binomials with an application to gender bias analysis

Published online by Cambridge University Press:  24 March 2016

Eva Ferreira  and
Winfried Stute
Eva Ferreira
Affiliation:
Department of Applied Economics III & BETS, Faculty of Economics and Business Studies, University of the Basque Country, Avenida Lehendakari Aguirre 83, 48015 Bilbao, Spain.
Get access Rights & Permissions [Opens in a new window]

Abstract

We analyze the dynamics of a stochastic process driven by binomial random variables, where the probability of success depends on the past realization. We study the limit behavior when the group size is fixed but the number of iterations increases. It will become apparent that the so-called policy function and its fixed point play an outstanding role. Some applications to a statistical analysis of gender bias are also briefly discussed.

Keywords

Dynamic binomialspolicy functionfixed pointstationary limit
Type
Research Papers
Information
Journal of Applied Probability , Volume 53 , Issue 1 , March 2016 , pp. 82 - 90
Copyright
Copyright © Applied Probability Trust 2016 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Dekking, M. and Kong, D. (2011). Multimodality of the Markov binomial distribution. J. Appl. Prob. 48, 938–953. CrossRefGoogle Scholar
Doukhan, P., Fokianos, K. and Tjøstheim, D. (2012). On weak dependence conditions for Poisson autoregressions. Statist. Prob. Lett. 82, 942–948. (Correction: 83 (2013), 1926–1927.) CrossRefGoogle Scholar
Drezner, Z. and Farnum, N. (1993). A generalized binomial distribution. Commun. Statist. Theory Meth. 22, 3051–3063. CrossRefGoogle Scholar
Fokianos, K. and Tjøstheim, D. (2012). Nonlinear Poisson autoregression. Ann. Inst. Statist. Math. 64, 1205–1225. CrossRefGoogle Scholar
Fokianos, K., Rahbek, A. and Tjøstheim, D. (2009). Poisson autoregression. J. Amer. Statist. Assoc. 104, 1430–1439. CrossRefGoogle Scholar
Grimmett, G. and Stirzaker, D. R. (2001). Probability and Random Processes, 3rd edn. Oxford University Press. CrossRefGoogle Scholar
Kowalski, K. L. (2000). Generalized binomial distributions. J. Math. Phys. 41, 2375–2382. CrossRefGoogle Scholar
Omey, E., Santos, J. and Van Gulck, S. (2008). A Markov–binomial distribution. Appl. Anal. Discrete Math. 2, 38–50. CrossRefGoogle Scholar