The Laplace Transform
About: This article is published in The Mathematical Gazette.The article was published on 1943-02-01. It has received 2260 citations till now. The article focuses on the topics: Laplace transform.
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TL;DR: In this article, a nonparametric maximum likelihood estimator for the distribution of unobservables and a computational strategy for implementing it is developed. But the estimator does not account for population variation in observed and unobserved variables unless it is assumed that individuals are homogeneous.
Abstract: Conventional analyses of single spell duration models control for unobservables using a random effect estimator with the distribution of unobservables selected by ad hoc criteria. Both theoretical and empirical examples indicate that estimates of structural parameters obtained from conventional procedures are very sensitive to the choice of mixing distribution. Conventional procedures overparameterize duration models. We develop a consistent nonparametric maximum likelihood estimator for the distribution of unobservables and a computational strategy for implementing it. For a sample of unemployed workers our estimator produces estimates in concordance with standard search theory while conventional estimators do not. ECONOMIC THEORIES of search unemployment (Lippman and McCall [34]; Flinn and Heckman [14]), job turnover (Jovanovic [25]), mortality (Harris [17]), labor supply (Heckman and Willis [23]) and marital instability (Becker [3]) produce structural distributions for durations of occupancy of states. These theories generate qualitative predictions about the effects of changes in parameters on these structural distributions, and occasionally predict their functional forms.2 In order to test economic theories about durations and recover structural parameters, it is necessary to account for population variation in observed and unobserved variables unless it is assumed a priori that individuals are homogeneous.3 In every microeconomic study in which the hypothesis of heterogeneity is subject to test, it is not rejected. Temporally persistent unobserved components are an empirically important fact of life in microeconomic data (Heckman [19]). Since the appearance of papers by Silcock [39] and Blumen, Kogan, and McCarthy [5], social scientists have been aware that failure to adequately control for population heterogeneity can produce severe bias in structural estimates of duration models. Serious empirical analysts attempt to control for these unob
2,940 citations
TL;DR: In this article, a method is described which makes it possible to calculate rigorously the distribution of the adsorption energies of the sites of a catalyst surface when the ad-sorption isotherms are known.
Abstract: A method is described which makes it possible to calculate rigorously the distribution of the adsorption energies of the sites of a catalyst surface when the adsorption isotherms are known, if the adsorption is localized and there are no interactions. This method is applied to a Freundlich isotherm, and also to a new theoretical isotherm which reduces to the Freundlich type for small pressures, but exhibits saturation for large pressures. It is shown that this isotherm corresponds to a distribution function which differs very little from a Gaussian one. The case of atomic adsorption of gases is also considered.
2,882 citations
IBM1
TL;DR: The authors define L-moments as the expectations of certain linear combinations of order statistics, which can be defined for any random variable whose mean exists and form the basis of a general theory which covers the summarization and description of theoretical probability distributions.
Abstract: L-moments are expectations of certain linear combinations of order statistics. They can be defined for any random variable whose mean exists and form the basis of a general theory which covers the summarization and description of theoretical probability distributions, the summarization and description of observed data samples, estimation of parameters and quantiles of probability distributions, and hypothesis tests for probability distributions. The theory involves such established procedures as the use of order statistics and Gini's mean difference statistic, and gives rise to some promising innovations such as the measures of skewness and kurtosis and new methods of parameter estimation
2,668 citations
TL;DR: In this paper, the mean first passage times and their dispersion in random walks from the origin to an arbitrary lattice point on a periodic space lattice with periodic boundary conditions have been derived by the method of Green's functions.
Abstract: Formulas are obtained for the mean first passage times (as well as their dispersion) in random walks from the origin to an arbitrary lattice point on a periodic space lattice with periodic boundary conditions. Generally this time is proportional to the number of lattice points.The number of distinct points visited after n steps on a k‐dimensional lattice (with k ≥ 3) when n is large is a1n + a2n½ + a3 + a4n−½ + …. The constants a1 − a4 have been obtained for walks on a simple cubic lattice when k = 3 and a1 and a2 are given for simple and face‐centered cubic lattices. Formulas have also been obtained for the number of points visited r times in n steps as well as the average number of times a given point has been visited.The probability F(c) that a walker on a one‐dimensional lattice returns to his starting point before being trapped on a lattice of trap concentration c is F(c) = 1 + [c/(1 − c)] log c.Most of the results in this paper have been derived by the method of Green's functions.
2,280 citations