Testing for Mean Reversion in Processes of Ornstein-Uhlenbeck Type

In this paper, we analyse processes of Ornstein-Uhlenbeck (OU) type, driven by Lévy processes. This class is designed to capture mean reverting behaviour if it exists; but the data may in fact be adequately described by a pure Lévy process with no OU (autoregressive) effect. For an appropriate discretised version of the model, we utilise likelihood methods to test for such a reduction of the OU process to Lévy motion, deriving the distribution of the relevant pseudo-log-likelihood ratio statistics, asymptotically, both for a refining sequence of partitions on a fixed time interval with mesh size tending to zero, and as the length of the observation window grows large. These analyses are non-standard in that the mean reversion parameter vanishes under the null of a pure Lévy process for the data. Despite this we are able to give a very general analysis with no technical restrictions on the underlying processes or parameter sets, other than a finite variance assumption for the Lévy process. As a special case, for Brownian motion as driving process, we deduce the limiting distribution in a quite explicit way, finding results which generalise the well-known Dickey-Fuller (‘unit-root’) theory. This revised version was published online in June 2006 with corrections to the Cover Date.     

DIMENSION-REDUCTION TYPE TESTFOR LINEARITY OF ASTOCHASTIC REGRESSION MODEL

1.IntroductionLinearregressionmodelsarewidelyusedinstatisticalanalysisofexperimentalandobservationaldata,thatis,oneoftenemploysastandardlinearmodely=or K: E,a.s.,(1.1)todostatisticalanalysis,whereydenotesascalaroutcomevariableand2denotesaP-dimensionalcolumnvectorofregressorvariables.Thismodelmeansthattheprojectionofthepdimensionalexplanatory2ontotheone-dimensionalsubspaceadZcapturesalltheinformationweneedtoknowabouttheoutcomevariabley.Thisisadimension-reductionmodel.Hencewemayreachthegoalofd…     

Weibull分布损伤失效率模型常应力下的参数估计

Bhattacharyya和Soejoeti(1989)对步进应力加速寿命试验提出损伤失效率模型(TFR模型)．本文在全加速步加试验场合下指出文献[1]，[2]，[5]中用通常的回归分析方法求取常应力下参数的估计是不合理的，同时给出了如何求取常应力下参数估计的一种方法．     

Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model

This paper is concerned with the null distribution of test statistic T for testing a linear hypothesis in a linear model without assuming normal errors. The test statistic includes typical ANOVA test statistics. It is known that the null distribution of T converges to χ² when the sample size n is large under an adequate condition of the design matrix. We extend this result by obtaining an asymptotic expansion under general condition. Next, asymptotic expansions of one- and two-way test statistics are obtained by using this general one. Numerical accuracies are studied for some approximations of percent points and actual test sizes of T for two-way ANOVA test case based on the limiting distribution and an asymptotic expansion.     

Admissibility of unbiased tests for a composite hypothesis with a restricted alternative

This paper discusses -admissiblility and d-admissiblity which are important concepts in studying the performance of statistical tests for composite hypotheses. A sufficient condition for -admissibility is presented. When =1/m, the Nomakuchi-Sakata test, which is uniformly more powerful than the likelihood ratio test for hypotheses min (₁, ₁) = 0 versus min (₁, ₁) > 0, is generalized for a class of distributions in an exponential family, and its unbiasedness and -admissibility are shown. Finally, the case of 1/m is discussed in brief.     

A bayesian approach to nonparametric test problems

We propose an alternative approach to the classical nonparametric test problems, such as the goodness of fit test and the two-sample nonparametric test. In this approach, those problems are reviewed from the viewpoint of the estimation of the underlying population distributions and are formulated as the problem of model selection between Bayesian models which were recently proposed by the present authors. The model selection can be easily realized by choosing a model with the smallest ABIC, Akaike Bayesian information criterion. The approach provides the estimates of the density of the underlying population distribution(s) of any shape as well as the evaluation of the goodness of fit or the check of homogeneity of distributions. The practical utility of the present procedure is demonstrated by numerical examples. The difference in behavior between the present procedure and a density estimator GALTHY proposed by Akaike and Arahata is also briefly discussed.This paper was originally read at the Conference on Graphical Models to Analyze Structures (Organizer: N. Wermuth, Johannes Gutenberg University), June 30-July 2, 1986, Wiesbaden, West Germany.     

重楼皂甙提取工艺优化与近红外光谱在线质量控制

以滇重楼的根茎为实验材料，重楼甾体总皂甙的提取率为评价指标，运用L16（4^5）正交试验，考察了皂甙浸出过程中的浸泡时间、乙醇浓度、超声剂量、粗粉质量与浸泡用乙醇体积之比4个因素在4个水平下的工艺过程，筛选出了最佳提取工艺。实验结果表明：粗粉（0．45mm粒径）用30％的乙醇溶液浸泡36h后，超声30min，粗粉质量与（浸泡）乙醇的体积比1：15为最佳提取条仲，重楼甾体总皂甙的提取率为9．50％。以近红外漫反射光谱技术为在线监控手段，利用模式识别方法对AB-8树脂分离精制过程中的吸附、杂质洗脱和甾体总皂甙解吸洗脱等工艺过程进行了在线质量监控方法研究，建立了优化的质量可控的分离纯化方法。     

Improvement and performance testing of melting system for measurement of trace elements in firn core drilled at NEEM site,Greenland

A melting system was improved for measurement of trace elements in a firn core drilled at the North Greenland Eemian Ice Drilling (NEEM) site (77.45°N, 51.06°W). The melting heads of the melting system were specifically constructed with fluorinated ethylene propylene (FEP)-coated copper (type A) and pure nickel (type B) to reduce percolation of melted samples. Firn core sections with densities in the range of ~0.76–0.86 g cm^?3 (depth interval: ~58.10–88.83 m) and ~0.56–0.76 g cm^?3 (depth interval: ~17.32–58.10 m) were successfully decontaminated by the melting system with type A and B melting heads, respectively, as verified by the volume ratios of melted samples from inner and outer zones and video recorded during the melting procedures. Systematic performance tests of the type A melting head melter were performed using artificial ice cores. The procedural blanks and detection limits of V, Cr, Co, Rb, Cd, Ba, Tl, Th and U were generally lower than those in previous studies, whereas the levels of Mn, Sr and Pb were similar to those reported elsewhere. The concentration ratios of these elements from inner and outer zones of the melting head indicated that the melting system had good decontamination efficiency. Finally, the concentrations of elements in the NEEM firn core measured following mechanical removal of the outer layer with chisels and the type A melting head melter showed a good agreement with each other.     

化学概念理解水平的确定与测查研究——以酸碱反应概念理解测查工具的开发为例

为测量学生酸碱反应概念的理解水平,并诊断学生的相异构想,基于RASCH模型开发了酸碱反应概念理解的测查工具。使用该测查工具对752名高中生进行测试,分析显示测试结果有一定的信度和效度。研究还表明,中学生对酸碱反应概念的理解水平随年级升高而提高,但在不同的理解水平上学生均存在较多的相异构想。     

Synergistic effects and related bioactive mechanisms of Potentilla fruticosa Linn. leaves combined with green tea polyphenols studied with microbial test system (MTS)

Previous research found Potentilla fruticosa leaf extracts (PFE) combined with green tea polyphenols (GTP) showed obvious synergistic effects based on chemical mechanisms. This study further confirmed the synergy of PFE + GTP viewed from bioactivities using the microbial test system (MTS). The MTS antioxidant activity results showed the combination of PFE + GTP exhibited synergistic effect and the ratio 3:1 showed the strongest synergy, which were in accordance with the results in H₂O₂ production rate. The combination of PFE + GTP promoted CAT and SOD enzyme activity and their gene expression especially at the ratio 3:1. Therefore, the synergism of PFE + GTP may be due to the promotion of CAT and SOD genes expression which enhanced the CAT and SOD enzyme activities. These results confirmed the synergy of PFE + GTP and could provide theoretical basis to produce a compounded tea made of a mixture of leaves from Potentilla species.