一元二次方程的根的判别式的应用

一元二次方程的根的判别式是初中代数的重要内容之一 ,它在中学数学中有着广泛的应用 ,成为近几年全国各地中考的热点问题 .为了帮助读者更好地掌握好这部分知识内容 ,现对它在初中数学中的应用进行归纳 ,以餮读者 .应用一 :判断一元二次方程 (或二元二次方程组 )的根的情况 ;或已知根的情况 ,求方程 (或组 )中的待定系数的取值范围 .一元二次方程ａｘ2 +ｂｘ +ｃ =0 (ａ≠ 0 )的根的判别式为△ =ｂ2 - 4ａｃ,它与这个方程的根有着十分密切的关系 :( 1)△ >0 方程有两个不等的实数根 ;( 2 )△ =0 方程有两个相等的实数根 .( 3)△ <0 方程…     

多项式的根的一个性质的判定

文献[1]在讨论多项式型的函数迭代方程的局部解析解的存在性时涉及到了多项式的根的一个性质.本文给出了判定该性质是否成立的一个简洁的条件,证明了多项式λ_nzⁿ+…+λ₂z²+λ₁z+λ₀有一个根α满足inf{｜λ_nα^nm+…+λ₂a^2m+λ₁α^m+λ₀｜：m=2,3,…｝>0当且仅当如下两个条件之中至少有一个成立：(i)该多项式有一个根β满足｜β｜>1;(ii)该多项式有一个根β满足｜β｜<1,且λ₀≠0.     

纯正的群的正则带的构造

本文研究纯正的群的正则带.在给出这类半群的若干特征后,建立了纯正的群的正则带的构造定理.作为应用,同时给出了纯正的群的右拟正规带的构造定理.     

单圈图的最大特征值的上界的改进

Let G（V, E） be a unicyclic graph, Cm be a cycle of length m and Cm G, and ui ∈ V（Cm）. The G - E（Cm） are m trees, denoted by Ti, i = 1, 2,..., m. For i = 1, 2,..., m, let eui be the excentricity of ui in Ti and ec = max{eui ： i = 1, 2 , m}. Let κ = ec＋1. Forj = 1,2,...,k- 1, let δij = max{dv ： dist（v, ui） = j,v ∈ Ti}, δj = max{δij ： i = 1, 2,..., m}, δ0 = max{dui ： ui ∈ V（Cm）}. Then λ1（G）≤max{max 2≤j≤k-2 （√δj-1-1＋√δj-1）,2＋√δ0-2,√δ0-2＋√δ1-1}. If G ≌ Cn, then the equality holds, where λ1 （G） is the largest eigenvalue of the adjacency matrix of G.     

图的邻域复形的同调群的不变性

本文研究了图的邻域复形同调群的不变性质。设G是一个简单连通图,x是G的一个顶点,以G/x表示G中剔去点v及其关联边而得到的图,给出了G和G/x的邻域复形的同阶同调群同构的充要条件。     

二面角的平面角的作法

寻找二面角的平面角是解决二面角问题的关键 .本文就寻找二面角的平面角的一些常用方法进行归纳总结 .一准确应用定义定义是解决问题的有力工具 .例 1　如图 1,在△ABC中 ,AD⊥BC于D ,E是线段AD上一点 ,且AE =12 ED .过E作MN∥BC且MN交AB于M ,交AC于N ,以MN为棱将△AMN折成二面角A1 -MN-D ,设此二面角为α(0 <α <π) ,连A1 B、A1 D、A1 C ,求△A1 MN与△A1 BC所成二面角的大小 .图 1图 2分析　这是一个折叠图形问题 .需要充分在平面几何图形中寻找垂直、平行关系 .不难发现在折后图 2中 ,由于A1 E与MN、ED与MN的关…     

逆周期的交换半群生成的簇的子簇

In this paper, all subvarieties of the varieties Ak （k ∈N） generated by aperiodic commutative semigroups are characterized. Based on this characterization, the structure of lattice of subvarieties of Ak is investigated.     

多维的一般的BBM-Burgers方程解的逐点估计

研究R~n中一般的BBM-Burgers方程解的渐进行为.运用Green函数法和Fourier分析方法得到了在非零常状态u~*附近小扰动解的逐点估计,作为一个推论,又得到了L~p(R~n)(1≤p∞)空间解的最佳的衰减估计.     

树的最大特征值的上界的一个注记

设T是一个树,V是T的顶点集．记dv是υ∈V的度,△是T的最大顶点度．设υ∈V且dw=1．记k=ew+1,这里ew是w的excentricity．设δj′= max{dυ:dist(υ,w)=j},j=1,2,…,k-2,我们证明和这里μ1(T)和λ1(T)分别是T的Laplacian矩阵和邻接矩阵的最大特征值．特别地,记δo′=2．     

鞅的极大函数的Lp-范数的上界

设 2 ≤ p<∞ ,(fn)是一个鞅 ,利用P(｜fn｜>λ‖T(fn)‖∞)型的概率指数界 ,其中 ,T是作用在鞅上的拟线性算子 ,本文估计了鞅的极大函数的Lp_范数的上界。本文结果改进与推广了先前由HITCZENKO [7,8,9]与作者 [1 0 ]得到的结果     

Median Unbiased Estimation of Bivariate Predictive Regression Models with Heavy-tailed or Heteroscedastic Errors

In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator for the parameter of interest. We show that the proposed estimator has better predictive potential than the usual least squares estimator via simulation. An empirical application to finance is given. And a possible extension of the estimation procedure to cointegration models is also described.     

On estimation in multivariate linear calibration with elliptical errors

The estimation problem in multivariate linear calibration with elliptical errors is considered under a loss function which can be derived from the Kullback-Leibler distance. First, we discuss the problem under normal errors and give unbiased estimate of risk of an alternative estimator by means of the Stein and Stein-Haff identities for multivariate normal distribution. From the unbiased estimate of risk, it is shown that a shrinkage estimator improves on the classical estimator under the loss function. Furthermore, from the extended Stein and Stein-Haff identities for our elliptically contoured distribution, the above result under normal errors is extended to the estimation problem under elliptical errors. We show that the shrinkage estimator obtained under normal models is better than the classical estimator under elliptical errors with the above loss function and hence we establish the robustness of the above shrinkage estimator.     

On Bayes and unbiased estimators of loss

We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In 3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988, On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly, that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss. Research supported by NSF Grant DMS-97-04524.     

测量误差数据下线性模型的几乎无偏岭估计

文章讨论带测量误差的线性模型中参数估计的问题.当带测量误差的线性模型存在复共线的时候,通过几乎无偏估计的思想,提出了几乎无偏岭估计,并对估计的性质进行分析.通过研究发现几乎无偏岭估计不但能克服复共线性,同时有比较小的均方误差.     

Difference based estimation for partially linear regression models with measurement errors

This paper is concerned with the estimating problem of the partially linear regression models where the linear covariates are measured with additive errors. A difference based estimation is proposed to estimate the parametric component. We show that the resulting estimator is asymptotically unbiased and achieves the semiparametric efficiency bound if the order of the difference tends to infinity. The asymptotic normality of the resulting estimator is established as well. Compared with the corrected profile least squares estimation, the proposed procedure avoids the bandwidth selection. In addition, the difference based estimation of the error variance is also considered. For the nonparametric component, the local polynomial technique is implemented. The finite sample properties of the developed methodology is investigated through simulation studies. An example of application is also illustrated.     

Completeness and unbiased estimation of mean vector in the multivariate group sequential case

We consider estimation after a group sequential test about a multivariate normal mean, such as a χ² test or a sequential version of the Bonferroni procedure. We derive the density function of the sufficient statistics and show that the sample mean remains to be the maximum likelihood estimator but is no longer unbiased. We propose an alternative Rao-Blackwell type unbiased estimator. We show that the family of distributions of the sufficient statistic is not complete, and there exist infinitely many unbiased estimators of the mean vector and none has uniformly minimum variance. However, when restricted to truncation-adaptable statistics, completeness holds and the Rao-Blackwell estimator has uniformly minimum variance.     

Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators

Estimation of normal mean vector has broad applications such as small area estimation, estimation of nonparametric functions and estimation of wavelet coefficients. In this paper, we propose a new shrinkage estimator based on conditional maximum likelihood estimator incorporating with Stein’s risk unbiased estimator (SURE) when data have the normality. We present some theoretical work and provide numerical studies to compare with some existing methods.     

New insights into best linear unbiased estimation and the optimality of least-squares

New results in matrix algebra applied to the fundamental bordered matrix of linear estimation theory pave the way towards obtaining additional and informative closed-form expressions for the best linear unbiased estimator (BLUE). The results prove significant in several respects. Indeed, more light is shed on the BLUE structure and on the working of the OLS estimator under nonsphericalness in (possibly) singular models.     

A new formulation of some discrete-time stochastic-parameter state estimation problems

Linear unbiased full-order state estimation problem for discrete-time models with stochastic parameters and additive finite energy type disturbance signals is reformulated in terms of linear matrix inequalities. Two estimation problems that are considered are the design for mean-square bounded estimation error and the design for the mean-square stochastic version of the suboptimal H_∞ estimator. These two designs are shown to apply to both the estimation with random sensor delay and estimation under observation uncertainty.     

Lower bound of risk in linear unbiased estimation and its application

Summary Lower bound of risk in linear unbiased estimation and its connection with the existence of a uniformly minimum variance linear unbiased estimator is considered.