泊松逆高斯回归模型的贝叶斯统计推断

本文研究泊松逆高斯回归模型的贝叶斯统计推断.基于应用Gibbs抽样,Metropolis-Hastings算法以及Multiple-Try Metropolis算法等MCMC统计方法计算模型未知参数和潜变量的联合贝叶斯估计,并引入两个拟合优度统计量来评价提出的泊松逆高斯回归模型的合理性.若干模拟研究与一个实证分析说明方法的可行性.     

面板数据交互固定效应模型的方差分量检验

研究了面板数据交互固定效应模型中方差分量的检验问题.首先依据模型中误差项的估计构造辅助回归模型,然后根据该辅助回归构造检验统计量,对模型中的异方差性进行检验.进一步,通过构造不同的辅助回归模型和检验统计量可以判别异方差的来源.在一定正则条件下,得到了检验统计量在原假设和备择假设下的渐近分布,并说明所提出的检验方法不依赖于误差分布.最后,通过模拟研究对本文的检验方法进行评价,说明所提检验方法是有效的.     

基于GPCM的高中数学教师评价指标体系的调查与分析

为突出教师本人在评价中的主体地位,改变传统的至上而下的评价方式,针对高中数学教师评价指标体系设计问卷进行调查,运用项目反应理论(IRT)中的拓广分部评分模型(GPCM),应用Parscale统计软件对问卷调查结果进行统计分析,获得对高中数学教师评价指标体系的认同度.     

新安江流域5—9月间汛期雨量预报的混合回归模型

应用回归模型拟合,是考虑因变量与自变量之间的统计依赖关系,借以预报因变量的未来值.而自回归模型拟合,是考虑因变量自身前后的统计依赖关系,借以预报序列的未来取值.前者没有利用因变量自身的统计依赖关系,后者没有利用因变量与自变量之间的统计依赖关系.在雨量预报中,雨量的多寡,有时不仅与所选自变量有关,而且与预报量的历史取值亦有很大联系.混合回归模型综合了以上两种考虑,克服了单纯回归模型存在的不足。     

中巴地球资源卫星社会效益支付意愿的影响因素

为了更好地发挥中巴地球资源卫星的社会效益,同时为中巴地球资源卫星的使用和管理部门提供决策参考依据,应用条件价值法(CVM),采用支付意愿问卷调查的方式,通过数据统计和回归分析,对中巴地球资源卫星的社会效益进行定量评价,得到了影响中巴地球资源卫星社会效益支付意愿的主要因素.共发放问卷2330份,收回有效问卷2285份,通过对问卷数据的描述性统计,得到支付意愿的分布情况和在各单一因素影响下的变化规律.用主成分分析简化影响因素,运用二元Logit回归模型和Tobit模型,得到在所有的影响因素中,对中巴地球资源卫星的重视性、个人平均年收入是影响被调查者对中巴地球资源卫星社会效益的支付意愿的主要因素.研究结论使得中巴地球资源卫星的收益和成本的比较成为可能,为政府制定相关政策提供理论基础.     

具有随机删失数据的部分线性模型的拟合优度检验的渐近性质

研究随机删失部分线性回归模型的假设检验问题. 提出了一个检验统计量来检验数据是否满足一个部分线性回归模型, 它是基于残差的cusum过程的平方形式. 研究了零假设下和局部对立假设下检验统计量的渐近分布. 数值模拟表明该检验方法有好的检验功效.     

Tweedie类分布下广义线性联合均值与散度混合专家回归模型

Tweedie类分布在财产保险中常常用来对索赔额进行量化,而混合专家回归模型在统计和机器学习方面被广泛地研究,并用来对异质总体数据进行分类、聚类及回归分析.本文基于Tweedie类分布提出广义线性联合均值与散度混合专家回归模型,从而为非寿险费率厘定精算技术的发展提供参考思路.接着,利用EM算法给出该模型的极大似然估计,进而通过随机模拟实验验证了所提出方法的有效性.最后,本文结合空气质量指标(AQI)数据验证了该模型和方法具有实用性和可行性.     

Logistic回归模型的经验似然诊断

经验似然方法已经被广泛用于许多模型的统计推断.基于经验似然对Logistic回归模型进行统计诊断.首先给出模型的估计方程,进而得到模型参数的极大经验似然估计;其次,基于经验似然研究了三种不同的影响曲率;最后通过实例分析,说明了统计诊断方法的有效性.     

基于模糊Cook距离的模糊线性回归模型的统计诊断

针对确定输入、模糊输出的模糊线性回归分析模型,采用最小二乘法,讨论了模糊线性回归模型的数据删除模型的参数估计,将建立在确定性数据基础上的线性回归模型统计诊断量Cook距离推广到模糊线性回归分析模型中,构造了统计诊断量—模糊Cook距离,通过数值模拟和对实际例子的研究,识别出其中的强影响点,得出与其它方法相同的结论,表明本文构造的统计诊断量是有效的,且应用比其它方法更方便.     

某型飞机燃料油消耗模型的建立及诊断

为确定某型飞机的燃料油消耗量同其它因素之间的相关关系,借助SPSS统计分析软件,运用逐步回归分析方法,对某场站近三年燃料油消耗的实际数据进行研究.首先,运用逐步回归分析的方法,分别挑选出影响飞机在起飞滑跑、空中飞行及降落滑跑等三个阶段燃油消耗量的变量,并建立对应的回归模型.然后,对回归模型作统计诊断,检验模型的有效性及可能存在的异常点.最后,根据回归分析及统计诊断的结果,得出结论.     

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??In this paper, we compare the smallest order statistics arising from multiple-outlier models when the numbers of independent and identically distributed random variables are different. Let and denote the smallest order statistics among, and, respectively, whereand. We then prove that $ and are ordered in terms of the usual stochastic order, hazard rate order and likelihood ratio order under the majorization relationship between and.     

Stochastic orders in time transformed exponential models with applications

This paper studies expectations of a supermodular function of bivariate random risks following TTE models. Comparison of such expectations are conducted based on some stochastic orders of the involved univariate survival functions in the models, and also the upper orthant-convex order between two bivariate random risks in TTE models is built. This corrects Theorem 2.3 of Mulero et al. (2010) and invalidates some results there. Some applications in actuarial science are presented as well.     

Fault detection based on fractional order models: Application to diagnosis of thermal systems

The aim of this paper is to propose diagnosis methods based on fractional order models and to validate their efficiency to detect faults occurring in thermal systems. Indeed, it is first shown that fractional operator allows to derive in a straightforward way fractional models for thermal phenomena. In order to apply classical diagnosis methods, such models could be approximated by integer order models, but at the expense of much higher involved parameters and reduced precision. Thus, two diagnosis methods initially developed for integer order models are here extended to handle fractional order models. The first one is the generalized dynamic parity space method and the second one is the Luenberger diagnosis observer. Proposed methods are then applied to a single-input multi-output thermal testing bench and demonstrate the methods efficiency for detecting faults affecting thermal systems.     

经济订货批量公式的一个注解

本文讨论了不允许缺货和允许缺货存贮模型中经济订货批量公式,并建立了修正后的存贮模,给出了相应的经济订货批量公式。     

On allocating redundancies to k‐out‐of‐ n reliability systems

For two components in series and one redundancy with their lifetimes following the proportional hazard models, we build the likelihood ratio order and the hazard rate order for lifetimes of the redundant systems. Also, for k ‐out‐of‐ n system with components’ lifetimes having the arrangement increasing joint density and the redundancies having identically distributed lifetimes, allocating more redundancies to weaker components is shown to help improve the system's reliability. Copyright © 2014 John Wiley & Sons, Ltd.     

订单带多类工件时的最大迟后问题

本文考虑多工类工件的单机排序问题,每一客户提供一由若干工件组成的订单,总共n个工件又分成k个类,当机器从加工某类中的工件转向加工不同于它的第i类工件时需一调整时间S_i,每一订单有一给定的应交工时间,所考虑目标函数是使订单的最大迟后最小,相应这一排序问题的三种模式,文中分别给出了一多项式算法,分枝定界算法和动态规划解法。     

Mathematical models for the elastic beam with structural damping

In this paper the existence, regularity and sharp estimates for the solutions of an abstract second order evolution equation are proved and applications to models of a (possibly non homogeneous) elastic beam with a frequency-proportional damping are given.     

A higher order Markov model for analyzing covariate dependence

During the recent past, there has been a renewed interest in Markov chain for its attractive properties for analyzing real life data emerging from time series or longitudinal data in various fields. The models were proposed for fitting first or higher order Markov chains. However, there is a serious lack of realistic methods for linking covariate dependence with transition probabilities in order to analyze the factors associated with such transitions especially for higher order Markov chains. L.R. Muenz and L.V. Rubinstein [Markov models for covariate dependence of binary sequences, Biometrics 41 (1985) 91–101] employed logistic regression models to analyze the transition probabilities for a first order Markov model. The methodology is still far from generalization in terms of formulating a model for higher order Markov chains. In this study, it is aimed to provide a comprehensive covariate-dependent Markov model for higher order. The proposed model generalizes the estimation procedure for Markov models for any order. The proposed models and inference procedures are simple and the covariate dependence of the transition probabilities of any order can be examined without making the underlying model complex. An example from rainfall data is illustrated in this paper that shows the utility of the proposed model for analyzing complex real life problems. The application of the proposed method indicates that the higher order covariate dependent Markov models can be conveniently employed in a very useful manner and the results can provide in-depth insights to both the researchers and policymakers to resolve complex problems of underlying factors attributing to different types of transitions, reverse transitions and repeated transitions. The estimation and test procedures can be employed for any order of Markov model without making the theory and interpretation difficult for the common users.     

Fisher-Z分布次序统计量的普通多元随机序

本文研究了Fisher-Z分布次序统计量的随机比较问题.利用Beta随机变量的性质以及比例风险率模型的次序统计量随机比较的结论,获得了Fisher-Z分布次序统计量向量的普通多元随机序的比较,推广了文献中的相关结果.     

分类存储返回型与S型拣选路径随机模型的比较研究

物流配送中心中,减小订单拣选行走距离进而优化人工拣选作业系统可有效提高客户满意度,降低成本.货位指派和拣选方式是影响拣选行走距离的两个重要因素.作者在分类存储的货位指派策略下、分别对返回型和S型拣选方式,建立了拣选距离随机模型.仿真结果表明,模型结果能在误差允许条件下较好地与仿真逼近.通过在4种物品订购频率和货位分配情况下对返回型和S型拣选方式的比较,得出两种拣选方式各自适用的情况.