优良抽样设计下Logistic分布中参数的极大似然估计

当研究目标的实际测量具有不可修复的破坏性或耗资巨大时,有效的抽样设计将是一项重要的研究课题.在统计推断方面,排序集抽样(RSS)被视为一种比简单随机抽样(SRS)更为有效的收集数据的方式.动态极值RSS (MERSS)是一种修正的RSS.文章在SRS和MERSS下研究了Logistic分布中参数的极大似然估计(MLEs).在这两种抽样下证明了该分布中位置参数和刻度参数的MLEs的存在性和唯一性,并计算了所含参数的Fisher信息量和Fisher信息矩阵.比较了这两种抽样下对应估计的渐近效率.数值结果表明MERSS下的MLEs一致优于SRS下的MLEs.     

Agency selling or reselling: E-tailer information sharing with supplier offline entry

Nowadays, some suppliers are looking for offline expansion in addition to their preexisting online channels relying on e-tailers. This study focuses on the e-tailer’s demand information sharing strategy with the supplier who may build upon brick-and-mortar stores. Both prevailing agreements between the supplier and the e-tailer are investigated: agency selling and reselling. The equilibrium results are quite different under these two agreements. Specifically, when the supplier’s offline entry cost is very small or large, the e-tailer shares information under agency selling while keeps information private under reselling. When the entry cost is intermediate, channel substitution rate is large and information uncertainty is small, the e-tailer withholds the demand information under agency selling while shares information under reselling to deter the supplier from entering an offline channel. Furthermore, two extensions about consumer behavior in multichannel selection are discussed: showrooming and webrooming. With showrooming or webrooming, the e-tailer’s information sharing decisions qualitatively hold, while with showrooming the drive factor behind may change; that is, withholding information under agency selling and sharing information under reselling may also serve as measures to encourage supplier offline entry when the effect of showrooming is strong.     

Optimal control of water level oscillations in surge tank of hydropower station with long headrace tunnel under combined operating conditions

This paper aims to realize the optimal control of water level oscillations in surge tank of hydropower station with long headrace tunnel under combined operating conditions. Firstly, the definitions of four typical combined operating conditions are presented, and the optimal control objectives of water level oscillations in surge tank under combined operating conditions are proposed. Then, the concept of the most favorable superimposition time of water level oscillation is proposed, and the analytical solutions of the most favorable superimposition time are derived and verified. Finally, for the superimposition operating condition, the attenuation of the water level oscillation under the most favorable superimposition time is analyzed, a novel control strategy of the load adjustments of the units is proposed, and an application example for the proposed load adjustment mode is presented. The results indicate that the optimal control of the water level oscillations in surge tank under combined operating conditions depends on the selection of the superimposition time and the optimization of the mode of the load adjustments under the superimposition operating condition. The most favorable superimposition time can minimize the extreme water levels in surge tank under the superimposition operating condition, and the analytical solutions under the four typical combined operating conditions are highly accurate. The cascaded load adjustment mode proposed in this paper can realize the ideal attenuation of water level oscillations under superimposition operating conditions, and can obviously improve the flexibility of the unit operations.     

Commitment for storable good duopoly

Commitment plays exceedingly important roles in industrial organization theory and there exists extensive research on the commitment. In this paper, we extend commitment for storable goods to duopoly structure. Based on the discrete-time dynamic models, commitment is compared with non-commitment under duopoly and the corresponding results are obtained. Namely, the prices under commitment are lower than that without commitment under duopoly and the social welfare is improved under commitment.     

常重复合码的构造和界

摘要给出了一种Chebyshev距离下的常重复合码的构造,并在其基础上讨论了它的译码算法和优化处理.考虑了Chebyshev距离下的界及其改进.研究了具有Chebyshev距离和Hamming距离的常重复合码的构造,给出了Hamming距离为4的常重复合码的一个结论.     

Log-logistic parameters estimation using moving extremes ranked set sampling design

In statistical parameter estimation problems, how well the parameters are estimated largely depends on the sampling design used. In the current paper, a modification of ranked set sampling(RSS) called moving extremes RSS(MERSS) is considered for the estimation of the scale and shape parameters for the log-logistic distribution. Several traditional estimators and ad hoc estimators will be studied under MERSS. The estimators under MERSS are compared to the corresponding ones under SRS. The simulation results show that the estimators under MERSS are significantly more efficient than the ones under SRS.     

不确定条件下n人非合作博弈均衡点集的通有稳定性

基于经典博弈模型的Nash均衡点集的通有稳定性和具有不确定参数的n人非合作博弈均衡点的概念,探讨了具有不确定参数博弈的均衡点集的通有稳定性.参照Nash均衡点集稳定性的统一模式,构造了不确定博弈的问题空间和解空间,并证明了问题空间是一个完备度量空间,解映射是上半连续的,且解集是紧集（即usco（upper semicontinuous and compact-valued）映射）,得到不确定参数博弈模型的解集通有稳定性的相关结论.     

INVARIANTS UNDER STABLE EQUIVALENCES OF MORITA TYPE

The aim of this article is to study some invariants of associative algebras under stable equivalences of Morita type.First of all,we show that,if two finite-dimensional selfinjective k-algebras are sta...     

HAC estimation and strong linearity testing in weak ARMA models

In the framework of ARMA models, we consider testing the reliability of the standard asymptotic covariance matrix (ACM) of the least-squares estimator. The standard formula for this ACM is derived under the assumption that the errors are independent and identically distributed, and is in general invalid when the errors are only uncorrelated. The test statistic is based on the difference between a conventional estimator of the ACM of the least-squares estimator of the ARMA coefficients and its robust HAC-type version. The asymptotic distribution of the HAC estimator is established under the null hypothesis of independence, and under a large class of alternatives. The asymptotic distribution of the proposed statistic is shown to be a standard χ² under the null, and a noncentral χ² under the alternatives. The choice of the HAC estimator is discussed through asymptotic power comparisons. The finite sample properties of the test are analyzed via Monte Carlo simulation.     

非对称信息下供应链批发价格契约应对突发事件

针对两个制造商与一个零售商组成的二级供应链,建立了制造商一方与零售商联盟,制造商另一方与之竞争、零售商类型为其私人信息下的博弈模型,从系统优化的角度研究了供应链系统批发价格如何应对突发事件.首先证明稳定条件下,零售商成本信息为非对称信息时,批发价格契约能实现集中控制与分散控制下-该供应链的协调.当突发事件造成零售商的成本分布变化时,通过求解突发事件下供应链系统最优利润的Karush-Kuhn-Tucker(KKT)条件,提出了供应链应对突发事件的最优策略,进一步证明了改进的批发价格契约可以协调突发事件下分散化决策的供应链系统.数值仿真表明,当零售商的成本在一个较小的范围内扰动时,原有契约机制具有一定的鲁棒性,而当扰动较大时,需要对原来的生产计划进行调整.     

Sample rotation theory with missing data

This paper studies how the sample rotation method is applied to the case where item non-response occurs in surveys. The two cases where the response to the first occasion is complete or incomplete are considered. Using ratio imputation method, the estimators of the current population mean are proposed, which are valid under uniform response regardless of the model and under the ratio model regardless of the response mechanism. Under uniform response, the variances of the proposed estimators are derived. Interestingly, although their expressions are similar, the estimator for the case of incomplete response on the first occasion can have smaller variance than the one for the case of complete response on the first occasion under uniform response. The linearized jackknife variance estimators are also given. These variance estimators prove to be approximately design-unbiased under uniform response. It should be noted that similar property on variance estimators has not been discussed in literature.     

Stability results for piezoelectric beams with long-range memory effects in the boundary

In this paper, a piezoelectric beam is investigated under fully-dynamic magnetic effects and long-range dielectric and strain memories. The mathematical model under consideration is for the type of piezoelectric beams which strongly couple the electromagnetic effects with mechanical vibrations. This particular model is highly preferred for complex systems for which the vibrational profile is under the strong influence of the electromagnetic interactions. By a careful analysis, an optimal energy decay result is explicitly established under a wide class of kernel functions of the memory terms. The results are based on the multipliers technique. These results are compared to the widely-used electrostatic/quasi-static models which entirely exclude magnetic effects.     

定数截尾试验下两参数Weibull分布尺度参数的最优稳健Bayes估计

以Г-后验期望损失作为标准,研究了定数截尾试验下两参数W e ibu ll分布尺度参数θ的最优稳健Bayes估计问题.假设尺度参数θ的先验分布在分布族Г上变化,形状参数β已知时,在0-1损失下,得到了θ的最优稳健区间估计,在均方损失下得到θ的最优稳健点估计及区间估计;β未知时,得到了θ的最优稳健点估计及区间估计.最后给出了数值例子,说明了方法的有效性.     

Estimation of means of multivariate normal populations with order restriction

Multivariate isotonic regression theory plays a key role in the field of statistical inference under order restriction for vector valued parameters. Two cases of estimating multivariate normal means under order restricted set are considered. One case is that covariance matrices are known, the other one is that covariance matrices are unknown but are restricted by partial order. This paper shows that when covariance matrices are known, the estimator given by this paper always dominates unrestricted maximum likelihood estimator uniformly, and when covariance matrices are unknown, the plug-in estimator dominates unrestricted maximum likelihood estimator under the order restricted set of covariance matrices. The isotonic regression estimators in this paper are the generalizations of plug-in estimators in unitary case.     

A NONAUTONOMOUS STAGE-STRUCTURED SINGLE SPECIES MODEL WITH DIFFUSION

1IntroductionRecent1ytheso-calledsinglespeciesm0delwasconsidered,andmanyrcsultshavebeen.bt.in.d[1-7J.In[l],thesinglespeciesmodelwithstage-structtlredinthefOrmofisstudied,whereIi(t)andx.(t)representtheimmatureandmaturepopu-lati0nsdensitiesrespectively;ofisthe0bservedorassumedbirthrateofxi(t)attimet(-T5t5O),andTrepresentsac0nstanttime1engthfortheiITl-maturetobecomematurity.aisthebirthrateofmaturepopulation.7isthedeathrateofimmaturepopulationandfiistheLogisticconstantofthemature.Somesufficien…     

产品显性防伪技术(OACT)投资的供应链决策机制研究

以OACT防伪体系为研究对象,研究了供应链中品牌厂商及零售商的防伪投资决策机制。建立了产品品牌商与零售商的防伪技术投资决策非合作、决策合作及供应链整合三种决策机制下的博弈模型,得到了三种机制下的均衡防伪可信度、均衡防伪投资阈值以及均衡利润,并进行了比较分析。最后,建立了产品显性防伪技术的供应链防伪投资HSN契约协调机制。研究发现均衡防伪可信度始终随市场假货渗透率的增加而增加,随防伪投资成本系数增加而减少。同时均衡防伪可信度在投资非合作决策机制下最低,在投资合作决策机制下次之,供应链整合情形下最高;均衡防伪投资阈值在非合作决策机制下最低,投资合作情形下次之,供应链整合情形下最高。     

Response time and vendor–assembler relationship in a supply chain

Relationships between an assembler and a vendor in a supply chain are investigated in two-period models when the assembler wants to reduce response time by incentive systems. The assembler may offer myopic or farsighted incentive contracts to the vendor, under short-term or long-term relationships. Incentive schemes, effort levels, and expected payoffs under different perspectives and relationships are examined. We find that a farsighted assembler provides the vendor with a higher incentive than a myopic assembler in the first period. A long (short)-term relationship is preferred if the value of farsightedness under a long-term relationship is greater (less) than the switching option value under a short-term relationship. We propose several sufficient conditions regarding which perspectives and relationships are preferred.     

Ratios of affine functions

Aratio of affine functions is a function which can be expressed as the ratio of a vector valued affine function and a scalar affine functional. The purpose of this note is to examine properties of sets which are preserved under images and inverse images of such functions. Specifically, we show that images and inverse images of convex sets under such functions are convex sets. Also, images of bounded, convex polytopes under such functions are bounded, convex polytopes. In addition, we provide sufficient conditions under which the extreme points of images of convex sets are images of extreme points of the underlying domains. Of course, this result is useful when one wishes to maximize a convex function over a corresponding set. The above assertions are well known for affine functions. Applications of the results include a problem that concerns the control of stochastic eigenvectors of stochastic matrices.     

Capability-based quick switching sampling system for lot disposition

Various acceptance sampling schemes have been developed for quality control and assurance. In this research, two types of variables quick switching sampling (VQSS) system based on the process capability index C_pk are proposed. The VQSS is composed of two single sampling plans, one is under a normal inspection and the other is under a tightened inspection. Requirements for accepting a lot under the tightened inspection are more stringent than under the normal inspection. The concept of the VQSS system is that the sampling mechanism can adjust flexibly based on the quality history of the preceding submitted lots. A minimization model is constructed to solve the plan parameters for each type of the VQSS system under different mixes of quality levels and risk endurance levels, and several tables are prepared for references. In addition, the performance of the two types of VQSS system are compared with the single sampling plan through the operating characteristic (OC) curve and the average sample number (ASN) required for inspection. Finally, a real example from a dielectric layer coating machine is presented to show the practicality of the proposed system.     

基于供应链金融的中小企业信贷市场演化分析

根据演化博弈论,分别构建了供应链金融模式及传统融资模式下中小企业信贷市场的演化博弈模型,比较分析了两种模式下中小企业信贷市场的演化规律,探析了供应链金融对中小企业信贷市场的影响。研究表明,在传统融资模式下,系统不存在稳定汇入点,信贷市场不稳定,中小企业较难获得银行贷款;而在供应链金融模式下,系统的演化将收敛于银行贷款、企业履约的稳定状态,中小企业信贷市场呈良性发展。最后,通过数值分析对模型结论的有效性进一步验证。