Dirichlet分布统计性质汇总

Dirichlet分布是一种重要的多维连续概率分布族,广泛应用于贝叶斯统计,是成分数据和比例数据建模中变量分布类型的自然选择．本文对其所具有的优良统计性质进行了汇总证明．     

一种均匀分布的修正分布——UR-n分布

从现实应用中 ,提出一种均匀分布的修正分布 ,并进一步研究了n次修正分布———UR n分布的性质及其极限性质 .这一分布在军事中武器精度的研究、天文观测等多方面都很有利用价值 .     

多元寿命分布SNBU的刻划及其封闭性

本文讨论了多元寿命分布SNBU的性质,给出了SNBU分布类的一个刻划,引进了G-映射的定义,通过G-映射性质的讨论,给出了SNBU分布类的一些封闭性。     

负二项分布随机变量的分解定理

给出了负二项分布的分解定理,并进一步研究了负二项分布的有关性质和近似计算公式.在复杂排队系统中离散状态下顾客等待时间分布的概率计算中起到了重要作用.     

扩展G-期望下的最小卷积问题(英文)

文章研究了在多维的G-分布期望下的最小卷积问题,并且得到了多维G-分布期望的最小卷积和生成元G的最小卷积的关系.此外,我们还研究了此问题的连续性性质和动态性质.     

Poisson分布易被忽视的重要性质

"Poisson分布的总体均数与其观察单位成正比",这是一个被忽视的性质,但这是一个很基本的性质,在一些问题的解决中它是必需的.本文讨论了这个性质,并举例说明它在实际问题中的应用,然后对此内容在授课过程中的安排提出建议.     

部分服务台休假的M/M/c排队的等待时间

我们证明了Erlang分布的若干有趣性质，使用这些性质，给出部分服务台休假的排队系统中等待时间分布的一个简洁而直观的表达式．     

多元Liouville分布的进一步探讨及一些有关分布

本文继[1]、[2]两文之后进一步讨论了多元Liouville分布(ML分布)的一些性质,去掉了[1]、[2]两文中关于独立性刻划的附加限制,同时论证了部分多个分量之和在ML分布中的重要地位,并由此得出了ML分布的边缘刻划。另外也给出了刻度不变统计量关于ML分布类的一些良好性质,并将上述结果应用于广义多元Liouville分布(GML分布)及其它有关分布类的讨论。     

F分布密度曲线之变化

该文较深入地分析了特殊函数的某些性质,利用这些性质分析了F分布中不同参数所对应的密度曲线之间的位置关系.此外还讨论了密度曲线的某些渐近性质并建立了一些有关的方程.作为结论的应用及验证,作者给出了一些有代表性的例子.该文的分析方法还可用来讨论其它一些分布的密度曲线的某些性质.     

广义分布半群与退化发展方程的分布解

在Banach空间中引进了由有界线性算子引导的广义分布半群的新概念,并讨论了它的有关性质.在我们的方法中,广义分布半群的生成元可以不是稠定的.此外,还引进了退化发展方程在Laplace变换意义下的分布解,应用广义分布半群给出了退化发展方程分布解的构造性表达式.     

两极端值模型的比较和应用

极端值模型主要有分块样本极大值模型和阈顶点模型.从两模型极值分布的内在关系、尾部特征的角度作比较分析和证明.结果表明,它们的内在关系一致;随着形状参数的变化尾部各有不同特征,阈顶点模型更为具体和多样,更适合金融风险度量的应用.     

Effects of Mis-Specification in Bivariate Extreme Value Problems

The need to incorporate the structure of complex problems in extreme value analyzes, and the requirement to exploit all the limited information that is available, has led to the increased use of advanced dependence models. When they are appropriate, these dependence models can lead to substantial benefits over simpler univariate extreme value methods. Here we explore some inference problems for the marginal and conditional distributions caused by model mis-specification. We find distinct differences in estimation characteristics when the dependence structure is asymptotically dependent or asymptotically independent, and that conditional models can be substantially improved if the variables are standardized to have common marginal distributions.     

Maximum Size Prediction in Wicksell's Corpuscle Problem for the Exponential Tail Data

In the Wicksell corpuscle problem, the maximum size of random spheres in a reference volume is to be predicted from the size distribution of circles which are planar sections of spheres cut by a plane. If the area of the great circle of spheres have the exponential tail, simple prediction methods are applied. Performance of the methods is evaluated by simulation and they are applied to a dataset of graphite nodule sizes in spheroidal graphite cast iron. The effect of left-truncation in Wicksell transform is discussed in a general framework.     

Computation of the quasi-stationary distributions inM(n)/GI/1/K andGI/M(n)/1/K queues

In this paper, we provide numerical means to compute the quasi-stationary (QS) distributions inM/GI/1/K queues with state-dependent arrivals andGI/M/1/K queues with state-dependent services. These queues are described as finite quasi-birth-death processes by approximating the general distributions in terms of phase-type distributions. Then, we reduce the problem of obtaining the QS distribution to determining the Perron-Frobenius eigenvalue of some Hessenberg matrix. Based on these arguments, we develop a numerical algorithm to compute the QS distributions. The doubly-limiting conditional distribution is also obtained by following this approach. Since the results obtained are free of phase-type representations, they are applicable for general distributions. Finally, numerical examples are given to demonstrate the power of our method.     

安全生产事故的时间特征分析

基于我国安全生产事故快报数据,采用季节指数法对近年安全生产事故现状给出时间特征分析,确定出安全生产事故高发时间段.同时,给出总体的和死亡1人、3人以及4人的安全生产事故每年在每个时段平均事故总起数的概率分布模型.分析方法和结果有助于国家安全生产事故预防、控制和应对的监管工作.     

Accelerated failure time regression for backward recurrence times and current durations

Backward recurrence times in stationary renewal processes and current durations in dynamic populations observed at a cross-section may yield estimates of underlying interarrival times or survival distributions under suitable stationarity assumptions. Regression models have been proposed for these situations, but accelerated failure time models have the particularly attractive feature that they are preserved when going from the backward recurrence times to the underlying survival distribution of interest. This simple fact has recently been noticed in a sociological context and is here illustrated by a study of current duration of time to pregnancy.     

Evaluating students’ conceptual and procedural understanding of sampling distributions

Introductory statistics courses, which are important in preparing students for their daily lives, generally derive inferential statistics from informal knowledge. In this transition process, sampling distributions have an important place, yet research has shown that students often have difficulties with this concept. In order to increase their understanding of sampling distributions, students should have a strong conceptual foundation that is balanced with procedural knowledge. To address this issue, this study was designed to examine the relationship between college students’ procedural and conceptual knowledge of sampling distributions. With this aim in mind, an achievement test consisting of two sections – procedural and conceptual knowledge – was prepared. In answering the questions related to procedural knowledge, the participants were more successful in identifying the relationship between standard deviation of a population and sample means. However, they lacked theoretical knowledge about statements that they had heard or knew intuitively. Simulation activities provided in statistics courses may support students in developing their conceptual understanding in this regard.     

Quadrature Methods for Bayesian Optimal Design of Experiments With Nonnormal Prior Distributions

Many optimal experimental designs depend on one or more unknown model parameters. In such cases, it is common to use Bayesian optimal design procedures to seek designs that perform well over an entire prior distribution of the unknown model parameter(s). Generally, Bayesian optimal design procedures are viewed as computationally intensive. This is because they require numerical integration techniques to approximate the Bayesian optimality criterion at hand. The most common numerical integration technique involves pseudo Monte Carlo draws from the prior distribution(s). For a good approximation of the Bayesian optimality criterion, a large number of pseudo Monte Carlo draws is required. This results in long computation times. As an alternative to the pseudo Monte Carlo approach, we propose using computationally efficient Gaussian quadrature techniques. Since, for normal prior distributions, suitable quadrature techniques have already been used in the context of optimal experimental design, we focus on quadrature techniques for nonnormal prior distributions. Such prior distributions are appropriate for variance components, correlation coefficients, and any other parameters that are strictly positive or have upper and lower bounds. In this article, we demonstrate the added value of the quadrature techniques we advocate by means of the Bayesian D-optimality criterion in the context of split-plot experiments, but we want to stress that the techniques can be applied to other optimality criteria and other types of experimental designs as well. Supplementary materials for this article are available online.     

Inventory model involving controllable backorder rate and variable lead time demand with the mixtures of distribution

In the model of Ouyang and Chuang [Comput. Ind. Eng. 40 (2001) 339], they assume that the backorder rate is dependent on the length of lead time through the amount of shortages and let the backorder rate is a control variable. But, since they only assumed a single distribution for the lead time demand, when the demand of the different customers are not identical in the lead time, then we cannot use a single distribution (such as [Comput. Ind. Eng. 40 (2001) 339]) to describe the demand of the lead time. Hence, in our studies, we first assume that the lead time demand follows a mixtures of normal distribution, and then we relax the assumption about the form of the mixtures of distribution functions of the lead time demand and apply the minimax distribution free procedure to solve the problem. We develop an algorithm procedure, respectively, to find the optimal order quantity and the optimal lead time. Furthermore, two numerical examples are also given to illustrate the results.     

多维指数分布

本文讨论了服从多维指数分布的随机向量的各分量间的独立性与相关性，证明了诸分量相互独立的充分必要条件是它们两两无关；并证明了多维指数分布类在弱收敛下的封闭性．