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.     

电渗流中传热传质过程与熵的分析

在壁面存在恒定热通量条件下,分析微通道内电渗流中传热传质过程与熵的生成.建立数值计算模型,分别采用Poisson-Boltzmann方程、Navier-Stokes方程、Nernst-Planck方程和能量方程来描述微通道内双电层电势、流场、离子浓度和温度的分布情况.引入熵产生,进一步研究不同流动参数对流体传热过程的作用,讨论不同流动参数下各热效应的变化规律,并具体分析热效应参数对流体总熵增加及各部分热效应对总熵比重的影响.结果表明,动电参数与Joule(焦耳)热系数的增大会使得传热性能减弱,动电参数对传热性能影响更为明显;流体的总熵为动电参数、传质系数和质量弥散系数的增函数.     

应用改进的Kudryashov法求非线性方程的精确解

利用Kudryashov法分别得到(1+1)维Benjiamin Ono方程、(2+1)维AKNS方程、分数阶生物群体模型方程的精确解.实践证明,这种方法简洁方便,对于研究非线性发展方程具有十分重要的意义.     

一类非自共轭非线性Schrdinger方程的显式差分格式

在量子力学与高能物理中,非线性Schrodinger方程很重要,它和KdV方程、BBM方程及Sine-Gordon方程一样,早就引起了人们的注意.郭柏灵讨论了非线性Sch-rodinger方程的适定性与数值方法;吴相辉研究了四点和六点隐差分格式的收敛性和稳定性;常谦顺探讨了守恒差分格式.在[1]中研究了一维晶体和α-螺旋生物分子所产     

一类非自共轭非线性Schrdinger方程的显式差分格式

在量子力学与高能物理中,非线性Schrodinger方程很重要,它和KdV方程、BBM方程及Sine-Gordon方程一样,早就引起了人们的注意.郭柏灵讨论了非线性Sch-rodinger方程的适定性与数值方法;吴相辉研究了四点和六点隐差分格式的收敛性和稳定性;常谦顺探讨了守恒差分格式.在[1]中研究了一维晶体和α-螺旋生物分子所产     

用Riccati方程的新解求Fitzhugh-Nagumo方程的新行波解

本文研究了Riccati方程和Fitzhugh-Nagumo方程的新精确解的构造.利用试探函数法找到了Riccati方程的八种类型的新显式精确解.用广义Tanh函数法结合Riccati方程的新精确解,获得了Fitzhugh-Nagumo方程、Huxley方程、广义KPP方程及Newell-Whitehead方程的许多新...     

失效原因缺失的加速失效时间模型下竞争风险数据的半参数估计

本文在加速失效时间模型下,研究了竞争风险数据失效原因缺失情况下模型系数的估计问题。在随机缺失的假设下,利用倒概率加权和双重稳健增广技术构建估计方程,用非参数的核光滑方法估计失效原因缺失的概率。通过将估计方程转化成优化问题的方式,给出了求解估计方程的算法,研究了所提出估计量的渐近性质,通过随机模拟来评价估计量的表现,并将提出的估计方法用于研究实际的乳腺癌数据.     

随机保费风险模型下的平均折现罚金函数

本文研究随机保费风险模型下与破产时刻相关的平均折现罚金函数. 与经典的Cram\'{e}r-Lundberg模型相比这里的保费过程不再是时间的线性函数, 而是一个与理赔独立的复合Possion过程. 我们得到了罚金函数所满足的积分方程, 它提供了一种研究破产量的统一方法. 利用该积分方程我们得到了破产时刻, 破产时赤字, 破产前瞬时盈余的Laplace变换; 并在指数分布的特殊情况下求出了他们的显著表达式, 推广了Boikov (2003)的结论.     

推导刚体动力学方程的张量方法

本文提出了基于连续介质力学概念推导刚体动力学方程的张量方法,运用具有零共旋率的惯性张量的时间导数公式,证明了Lagrange方程、Nielsen方程、Gibbs-Appell方程、Kane方程和广义动量式Kane方程等五种方法的等价性,给出了角速度、角加速度之间的一些微分关系式.     

纵向单调缺失数据下线性模型的二次推断函数估计

纵向数据缺失的情况常常发生,文章考虑响应变量带有单调缺失的纵向数据.在逆概率加权广义估计方程(IPWGEE)的基础上,采用二次推断函数(QIF)方法研究线性模型下回归参数的估计问题.在一定的正则条件下,证明了所得估计量的相合性和渐近正态性.最后,通过模拟研究和实例分析验证了所提出方法在有限样本下的实际表现.     

幂律-威布尔模型下简单步进应力加速寿命试验的区间估计

对寿命分布为威布尔分布, 加速方程为逆幂律的情况,由简单步进应力加速寿命试验所获得的数据, 给出了有关参数和加速系数的点和区间估计,并论证了这种估计的存在和唯一性.     

Study of n-fold weibull competing risk model

This paper deals with an n-fold Weibull competing risk model. A characterisation of the WPP plot is given along with estimation of model parameters when modelling a given data set. These are illustrated through two examples. A study of the different possible shapes for the density and failure rate functions is also presented.     

红富士干周增长规律的数学模型

程述汉等．红富士干周增长规律的数学模型．在对鲁西平原上１～１４年生红富士苹果树干周大量调查的基础上,研究了红富士苹果树干周增长规律及负荷量对干周增长的影响;建立了干周增长规律的数学模型     

Parameter estimation of the WMTD model

The MTD （mixture transition distribution） model based on Weibull distribution （WMTD model） is proposed in this paper, which is aimed at its parameter estimation. An EM algorithm for estimation is given and shown to work well by some simulations. And bootstrap method is used to obtain confidence regions for the parameters. Finally, the results of a real example--predicting stock prices--show that the WMTD model proposed is able to capture the features of the data from thick-tailed distribution better than GMTD （mixture transition distribution） model.     

混合Weibull分布参数估计的ECM算法

混合威布尔分布是寿命数据分析中一个重要的统计模型.但是利用传统的统计方法,如矩估计、极大似然估计等估计模型的参数比较困难.应用ECM算法详细研究了混合威布尔分布在正常工作条件下,完全数据场合、Ⅰ-型截尾和Ⅱ-截尾场合的参数估计问题.数据模拟表明利用ECM算法来估计混合威布尔分布是一种有效的方法.     

Optimal Robust Design of Step Stress Accelerated Life Test Scheme under Weibull Distribution

The traditional accelerated life test scheme is necessary to give the rough values of some model parameters in advance, but the influence of fluctuation on the stability of test scheme is irregulared. Based on the prior life test information, this paper aims to minimize the mean and variance of asymptotic variance of $p$-quantile life estimate under normal test stress level, using maximum likelihood estimation theory and Nelson cumulative failure principle, the optimal robust design mathematical model of step stress accelerated life test scheme with uncertainty parameters under Weibull distribution is established. The results of optimal robust design of step stress accelerated life test scheme for electrical connectors show that: comparing with the optimal design of step stress test scheme in the literature, the optimal robust design scheme is not sensitive to the uncertainty of model parameters when the asymptotic variance of median life estimate is basically the same; Comparing with the optimal design of constant accelerated life test scheme, when the statistical accuracy of test data is basically the same, the number of samples required can be reduced by 1/5, and the test time can be reduced by about 1/4.     

变环境情形下Weibull分布分组数据的参数估计

本文研究了变环境情形下Weibull分布分组数据可靠性估计的参数估计问题。给出一种基于EM算法的变环境分组数据Weibull分布参数估计方法,所得估计量具有良好的收敛性,模拟结果表明方法的实践可用性。     

EXISTENCE AND UNIQUENESS FOR HEIGHT STRUCTURED HIERARCHICAL POPULATION MODELS

ABSTRACT. We consider a nonlinear height-structured McKendrick forest model with vital rates of a tree depending on its height and the total leaf area above it, represented as a weighted integral over all higher trees. We consider two types of the weighing factor, corresponding to foliage being concentrated on top of a tree, respectively distributed continuously along the trunk. We prove local existence of continuous solutions for continuous initial conditions and derive a sharp condition on the coefficients ensuring the existence of global in time, continuous solutions for arbitrary continuous data. In the case where this condition is not fulfilled, we illustrate how singularities can emerge out of continuous initial conditions by relating our model to Burgers' equation. The analysis uses a coordinate transform which brings the model into a particularly simple form, reducing the first order partial differential equation to a family of coupled ordinary differential equations for population density and height as functions of characteristic variables.     

New bounds for the chromatic number of graphs

In this article we first give an upper bound for the chromatic number of a graph in terms of its degrees. This bound generalizes and modifies the bound given in 11 . Next, we obtain an upper bound of the order of magnitude for the coloring number of a graph with small K_2,t (as subgraph), where n is the order of the graph. Finally, we give some bounds for chromatic number in terms of girth and book size. These bounds improve the best known bound, in terms of order and girth, for the chromatic number of a graph when its girth is an even integer. © 2008 Wiley Periodicals, Inc. J Graph Theory 58:110–122, 2008     

On a proper way to select population failure distribution and a stochastic optimization method in parameter estimation

It is widely accepted that the Weibull distribution plays an important role in reliability applications. The reliability of a product or a system is the probability that the product or the system will still function for a specified time period when operating under some confined conditions. Parameter estimation for the three parameter Weibull distribution has been studied by many researchers in the past. Maximum likelihood has traditionally been the main method of estimation for Weibull parameters along with other recently proposed hybrids of optimization methods. In this paper, we use a stochastic optimization method called the Markov Chain Monte Carlo (MCMC) to carry out the estimation. The method is extremely flexible and inference for any quantity of interest is easily obtained.