Quaderno consob

Page 1

( (

𝐾

𝐹𝐿𝑖 = βˆ‘π‘˜=1 π‘€π‘˜ 𝑄𝑖,π‘˜

𝑄𝑖,π‘˜

π‘€π‘˜ = 1 βˆ’ πœ‡π‘˜

πœ‡π‘˜

𝑂𝑉𝐢𝑖 = 1 𝑖𝑓 𝐻𝑆𝐴𝑖 βˆ’ 𝐻𝐹𝐿𝑖 = 1 𝑂𝑉𝐢𝑖 = 0 π‘œπ‘‘β„Žπ‘’π‘Ÿπ‘€π‘–π‘ π‘’

β€² π»πΉπΏπ‘˜π‘– = 𝟏(𝛼1 + 𝑋1𝑖 𝛾1 +πœ€1𝑖 > 0) β€² 𝐻𝑆𝐴𝑖 = 𝟏(𝛼2 + 𝛽1 π»πΉπΏπ‘˜π‘– + 𝑋1𝑖 𝛾2 +πœ€2𝑖 > 0)

ρ

β€² 𝐹𝐴𝐷𝑖 = 𝟏(𝛼3 + 𝛽2 𝐻𝑆𝐴𝑖 + 𝛽3 π»πΉπΏπ‘˜π‘– + 𝑋2𝑖 𝛾3 +πœ€3𝑖 > 0)

0

1

𝜌 1 𝜌

πœ€ (πœ€1𝑖 2𝑖 |𝑋1𝑖 , 𝑋2𝑖 ) ~𝑁 [(0) , (𝜌 πœ€3𝑖 𝜌

0

𝜌 𝜌)] 1

𝑋1

𝜌

β€² π‘‚π‘‰πΆπ‘–π‘˜ = 𝟏(𝛼1 + 𝑋1𝑖 𝛾1 +πœ€1𝑖 > 0) β€² 𝐹𝐴𝐷𝑖 = 𝟏(𝛼2 + 𝛽2 π‘‚π‘‰πΆπ‘–π‘˜ + 𝑋2𝑖 𝛾2 +πœ€2𝑖 > 0)

πœ€1𝑖 (πœ€ |𝑋1𝑖 , 𝑋2𝑖 ) ~𝑁 [(00), (𝜌1 2𝑖

𝑋2

𝜌 1

)]

𝑋1

𝜌

β€² 𝑆𝐢𝑖 = 𝟏(𝛼1 + 𝑋1𝑖 𝛾1 +πœ€1𝑖 > 0) β€² 𝐹𝐴𝐷𝑖 = 𝟏(𝛼2 + 𝛽1 𝑆𝐢𝑖 + 𝑋2𝑖 𝛾2 +πœ€2𝑖 > 0)

πœ€1𝑖 (πœ€ |𝑋1𝑖 , 𝑋2𝑖 ) ~𝑁 [(00), (𝜌1 2𝑖

𝜌 1

)]

Turn static files into dynamic content formats.

CreateΒ aΒ flipbook
Issuu converts static files into: digital portfolios, online yearbooks, online catalogs, digital photo albums and more. Sign up and create your flipbook.