The Probability Distribution Modelling of Scanner Prices and Relative Prices Using Theoretical Distributions with Two, Three, Four, and Five Parameters

Piotr Sulewski

doi:10.18778/0208-6018.366.02

Autor

Piotr Sulewski Institute of Exact and Technical Sciences, Pomeranian University Słupsk, Poland https://orcid.org/0000-0002-0788-6567

DOI:

https://doi.org/10.18778/0208-6018.366.02

Słowa kluczowe:

modelowanie danych, dane skanowane, rozkłady cen

Abstrakt

W artykule podjęto problematykę odpowiedniego dopasowania teoretycznego rozkładu prawdopodobieństwa do empirycznego rozkładu cen skanerów. W badaniu empirycznym wykorzystano dane skanerowe z jednej sieci handlowej w Polsce, tj. miesięczne dane dotyczące jogurtów naturalnych, napojów jogurtowych, ryżu długoziarnistego i kawy w proszku, sprzedanych w 212 placówkach w styczniu i lutym 2022 roku. Ceny i ceny względne modelowano za pomocą pięćdziesięciu dwu‑, trzy‑, cztero‑ i pięcioparametrowych rozkładów prawdopodobieństwa z nieujemną dziedziną. Niektóre z nich składały się z dość znanych rozkładów, które nazywane są ich specjalnymi przypadkami. Łączna liczba tych rozkładów, które pośrednio wzięły udział w badaniu, to ponad sto. Do analizy porównawczej wykorzystywano kryteria informacyjne, takie jak AIC, BIC, HQIC i wartości p testów dobroci dopasowania. W artykule wykazano, że modele takie jak Frechet, Pareto IV i Log‑Logistic można uznać za bardzo dokładne, co stanowi dobrą podstawę do badań symulacyjnych wskaźników cen czy też konstrukcji tzw. wskaźników cen ludności. Wzory na dystrybuantę wykorzystanych modeli oraz kody R niezbędne do przeprowadzenia badań przedstawiono w załączniku.

Pobrania

Brak dostępnych danych do wyświetlenia.

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