最大期望收益与最小期望损失决策一致性条件

本首先建立了条件收益值与条件损失值之间的关系，其次在理想期望概念的基础上建立了期望收益与期望损失之间的关系。然后给出了依据最大期望收益准则与最小期望损失准则决策一致性条件。     

失效率的综合E-Bayes估计

该文提出了可靠性参数的一种新估计方法综合E-Bayes估计法.在无失效数据情形下给出了失效率的E-Bayes估计的定义,并给出了失效率的E-Bayes估计。在引进失效信息后，给出了失效率的E-Bayes估计，并在此基础上给出了失效率和其它参数的综合E-Bayes估计。最后，结合实际问题进行计算，结果表明该文提出的方法可行且便于应用。     

On the Maximum Expected Flow in a Network

Consider a graph G in which every arc (i, j) has two numbers, ρ_ij and c_ij, associated with it representing the reliability and capacity of the arc respectively. It is shown that the expected flow is equal to the sum of the expected capacities of the paths from source to sink. An algorithm is described to find the maximum expected flow in the network.     

Expected Conditioning

A perturbation analysis based on probabilistic arguments isdeveloped for a range of problems in numerical linear algebra,including well-determined and over-determined linear systems.Condition matrices and condition numbers are determined forthe expected value of the actual condition number of a problem.These enable attainable lower and upper bounds on the expectedcondition properties of a matrix to be given, independent ofany particular linear system. These estimates are much morereliable than those derived from conventional norm conditionnumbers, and are shown to reveal features which the latter cannot. The expected condition analysis has desirable properties underscaling transformations which is not the case for the norm conditionanalysis. It is shown that an optimal (or natural) scaling canbe associated with any matrix which moreover is readily computed.This enables the equilibration of a matrix to be carried out.Because this process is a uniquely defined projection it alwaysenables the best conditioned of all the possible equilibratedmatrices to be determined.     

Expected heights in heaps

In this paper several recurrences and formulas are presented leading to upper and lower bounds, both logarithmic, for the expected height of a node in a heap. These bounds are of interest for algorithms that select thekth smallest element in a heap.     

Expected utility versus the changes in knowledge ahead

We present a decision theory appropriate for use in serious choices such as insurance. It extends standard decision theories like expected utility or cumulative prospect theory which are atemporal single stage theories. Instead it employs stages of knowledge ahead to track satisfactions and dissatisfactions. In the first stage of the risk, the uninsured face dissatisfactions of worries and planning difficulties (avoided by the insured), also perhaps positive satisfactions of thrills (missed out by the insured). In the second stage when the risk is past, the uninsured may face the dissatisfactions of ridicule and blame if they learn that they were unlucky. From experimental and questionnaire data, 80% of our subjects are influenced by such secondary satisfactions. Only five percent of our participants employ the usage of integrated quantitative aggregation rules for evaluating acts as assumed under expected utility theory.     

Expected population size in the generation-dependent branching process

"A Malthusian parameter for the generation-dependent general branching process is introduced and some asymptotics of the expected population size, counted by a general non-negative characteristic, are discussed. Processes both with and without immigration are considered."     

On the Roots of Expected Independence Polynomials

The independence polynomial of a (finite) graph is the generating function for the number of independent sets of each cardinality. Assuming that each possible edge of a complete graph of order n is independently operational with probability p, we consider the expected independence polynomial. We show here that for all fixed , the expected independence polynomials of complete graphs have all real, simple roots.     

改进的期望效用-熵模型在沪市股票选择中的应用研究

用Arrow-Pratt风险厌恶度来度量期望效用-熵平衡系数以改进风险型决策的期望效用-熵模型;根据改进的期望效用-熵模型以及期望效用准则,分别从上证50指数样本股中选取7只股票构造投资组合,进行比较.研究结果表明,用改进的期望效用-熵模型得到的股票组合效果更优.     

Expected numbers at hitting times

We determine exactly the expected number of hamilton cycles in the random graph obtained by starting with n isolated vertices and adding edges at random until each vertex degree is at least two. This complements recent work of Cooper and Frieze. There are similar results concerning expected numbers, for example, of perfect matchings, spanning trees, hamilton paths, and directed hamilton cycles.     

Expected utility for nonstochastic risk

Stochastic random phenomena considered in von Neumann–Morgenstern utility theory constitute only a part of all possible random phenomena (Kolmogorov, 1986). We show that any sequence of observed consequences generates a corresponding sequence of frequency distributions, which in general does not have a single limit point but a non-empty closed limit set in the space of finitely additive probabilities. This approach to randomness allows to generalize the expected utility theory in order to cover decision problems under nonstochastic random events. We derive the maxmin expected utility representation for preferences over closed sets of probability measures. The derivation is based on the axiom of preference for stochastic risk, i.e. the decision maker wishes to reduce a set of probability distributions to a single one. This complements Gilboa and Schmeidler’s (1989) consideration of the maxmin expected utility rule with objective treatment of multiple priors.     

Expected values for the rational complexity of finite binary sequences

2-Adic complexity plays an important role in cryptology. It measures the difficulty of outputting a binary sequence using a feedback with carry shift register. This paper studies the 2-adic complexity of finite sequences by investigating the corresponding rational complexity whose logarithm to the base 2 is just equal to the 2-adic complexity. Experiments show that the logarithm to the base 2 of the expected values for rational complexity is a good approximation to the expected values for the 2-adic complexity. Both a nontrivial lower bound and a nontrivial upper bound on the expected values for the rational complexity of finite sequences are given in the paper. In particular, the lower bound is much better than the upper bound.     

Expected rank and randomness in rooted graphs

For a rooted graph G, let EV_b(G;p) be the expected number of vertices reachable from the root when each edge has an independent probability p of operating successfully. We determine the expected value of EV_b(G;p) for random trees, and include a connection to unrooted trees. We also consider rooted digraphs, computing the expected value of a random orientation of a rooted graph G in terms of EV_b(G;p). We consider optimal location of the root vertex for the class of grid graphs, and we also briefly discuss a polynomial that incorporates vertex failure.     

On the Expected Number of Zeros of Nonlinear Equations

This paper investigates the expected number of complex roots of nonlinear equations. Those equations are assumed to be analytic, and to belong to certain inner product spaces. Those spaces are then endowed with the Gaussian probability distribution. The root count on a given domain is proved to be ‘additive’ with respect to a product operation of functional spaces. This allows one to deduce a general theorem relating the expected number of roots for unmixed and mixed systems. Examples of root counts for equations that are not polynomials, nor exponential sums are given at the end.     

体育赛事对局结果预测

甲乙双方展开系列赛,每局必分胜负,那么,若要分出输赢,平均需要比赛多少局？通过实例对这一问题进行研究：将胜负概率的乘积作为一个整体,由此可获得一个一般性公式,并以斯诺克比赛为例,介绍其应用.     

证券投资预测的E-Bayes方法

本文提出了证券投资的一个分析方法—E-Bayes方法.首先进行统计分组,在此基础上应用状态概率的E-Bayes估计建立证券投资的预测模型,最后结合实际问题进行了计算,结果表明本文所提出的方法便于应用.     

Expected Frobenius numbers

Given a primitive positive integer vector a, the Frobenius number F(a) is the largest integer that cannot be represented as a non-negative integral combination of the coordinates of a. We show that for large instances the order of magnitude of the expected Frobenius number is (up to a constant depending only on the dimension) given by its lower bound.     

Computing Bounds on the Expected Maximum of Correlated Normal Variables

We compute upper and lower bounds on the expected maximum of correlated normal variables (up to a few hundred in number) with arbitrary means, variances, and correlations. Two types of bounding processes are used: perfectly dependent normal variables, and independent normal variables, both with arbitrary mean values. The expected maximum for the perfectly dependent variables can be evaluated in closed form; for the independent variables, a single numerical integration is required. Higher moments are also available. We use mathematical programming to find parameters for the processes, so they will give bounds on the expected maximum, rather than approximations of unknown accuracy. Our original application is to the maximum number of people on-line simultaneously during the day in an infinite-server queue with a time-varying arrival rate. The upper and lower bounds are tighter than previous bounds, and in many of our examples are within 5% or 10% of each other. We also demonstrate the bounds’ performance on some PERT models, AR/MA time series, Brownian motion, and product-form correlation matrices.     

随机变量数学期望的一个注记

介绍一种计算随机变量数学期望的方法,利用这种方法容易得到数学期望的相关性质,很多概率与矩的不等式证明也因之变得更为简洁.     

参数的E Bayes估计法及其应用

提出了参数的一种估计方法—— E Bayes估计法 ,对寿命服从指数分布的产品 ,在失效率的先验分布为 Gamma分布时 ,给出了失效率的 E Bayes估计和多层 Bayes估计 ,并在此基础上给出了失效率和可靠度的 E Bayes估计的性质 .结合实际问题进行了计算 ,结果表明提出的 E Bayes估计法可行且便于应用 .