Statistical properties of PSM – price sensitivity meter technique with Sα-symmetry


Статистические свойства оценок метода измерения ценовой чувствительности PSM с учетом Sα-симметрии
Zenkova Z.N. Andrievskaya A.A. Yakovlev N.I.
2025Tomsk State University

Vestnik Tomskogo Gosudarstvennogo Universiteta - Upravlenie, Vychislitelnaya Tekhnika i Informatika
2025#7062 - 72 pp.

In the paper we modified Price Sensitivity Meter (PSM) technique using additional information on Sα-symmetry of price sensitivity curves. New price estimates are unbiased, consistent, asymptotically normal, their variances are smaller than those of the usual ones, so new estimators are more accurate. Confidence intervals for prices are obtained taking into account Sα-symmetry.

additional information , asymptotic normality , confident interval , Price Sensitivity Meter (PSM) technique , symmetry

Text of the article Перейти на текст статьи

National Research Tomsk State University, Tomsk, Russian Federation
Tele2/Altel, Almaty, Kazakhstan
Department of Systems Analysis and Mathematical Modeling, Institute of Applied Mathematics and Computer Science, National Research Tomsk State University, Tomsk, Russian Federation

National Research Tomsk State University
Tele2/Altel
Department of Systems Analysis and Mathematical Modeling

10 лет помогаем публиковать статьи Международный издатель

Книга Публикация научной статьи Волощук 2026 Book Publication of a scientific article 2026