On non-null distributions connected with testing that a real normal distribution is complex

The exact and the asymptotic non-null distribution of the maximal invariant corresponding to testing that the covariance matrix of a 2m-dimensional real normal distribution has complex structure is obtained.     

Some peculiar boundary phenomena for extremes of rth nearest neighbor links

Let D_n,r denote the largest rth nearest neighbor link for n points drawn independently and uniformly from the unit d-cube C_d. We show that according as r < d or r>d, the limiting behavior of D_n,r, as n → ∞, is determined by the two-dimensional ‘faces’ respectively one-dimensional ‘edges’ of the boundary of C_d. If d = r, a ‘balance’ between faces and edges occurs. In case of a d-dimensional sphere (instead of a cube) the boundary dominates the asymptotic behavior of D_n,r if d 3 or if d = 2, r 3.     

On the efficiency of a testimator for the mean of an inverse Gaussian distribution

Though the sample mean is a natural estimator for the mean μ of an Inverse Gaussian (IG) distribution having another parameter λ, when a guess μ₀ for μ seems plausible, an alternative adaptive estimator which shrinks towards μ₀ when a preliminary test for H₀:μ = μ₀ is tenable or else towards , is considered a suitable competitor. Certain numerical illustrations are presented showing higher efficiency of such a testimator over in several situations when the sample size is small and λ is either known or unknown.     

Estimating the covariance matrix and the generalized variance under a symmetric loss

For estimating the power of a generalized variance under a multivariate normal distribution with unknown means, the inadmissibility of the best affine equivariant estimator relative to the symmetric loss is shown, and a class of improved estimators is given. The problem of estimating the covariance matrix is also discussed.     

Optimization of control setting and size of shunt capacitors on distribution feeders

Loads on electric utility systems have two components: active power (measured in kilowatts) and reactive power (measured in kilovars). Active power has to be generated at the power plant, whereas reactive power can be provided by either power plants or capacitors. It is a well-known fact that shunt power capacitors are the most economical source to meet the reactive power requirements of inductive loads and transmission lines operating at a lagging power factor.This paper describes new contributions to the problem of optimization of size and control setting of shunt capacitors on distribution feeders, so that the losses along the feeder are minimized. The variation of the KVAR of the load on the feeder with the distance from the substation is assumed to be linear. The parameters of this function are estimated from the available KVAR loading on the feeder first by using least-square techniques and then by using least-absolute-value parameter estimation techniques. The results obtained are compared with that obtained if the current profile is assumed to be uniformly distributed on the feeder. Our results show that the optimum size of the capacitor bank as well as its optimum location depend on the parameters of the model used for the load. Also, our results show a large saving in the size of the capacitor banks used with a considerable per-unit-loss reduction along the feeder.This work was supported by the National Science and Engineering Research Council of Canada, Grant No. A4146. The first author acknowledges the help received from Engineer Samy Soliman for reviewing all the mathematical expressions in this paper.     

On differential stability in stochastic programming

In this paper optimal solutions of a stochastic programming problem are considered as functions of the underlying probability distribution. Their directional derivatives, in the sense of Gâteaux, are calculated by applying some recent results from the sensitivity analysis of nonlinear programs. These derivatives are employed as a heuristic device in order to derive the asymptotic distribution of statistical estimators of the optimal solutions.     

HIRFL新B1聚束器冷却系统设计

在利用 MAFIA程序计算得到的新 B1聚束器腔体表面电流分布的基础上 ,提出了新 B1聚束器的冷却方案 ,并计算了水流及水管表面的电流分布 ,得到了冷却所需要的流量。最后估计了由于工作温度的升高所引起的并联阻抗的减小及频率的漂移。     

One-dimensional non-nearest-neighbor random walks in the presence of traps

A one-dimensional lattice random walk in the presence ofm equally spaced traps is considered. The step length distribution is a symmetric exponential. An explicit analytic expression is obtained for the probability that the random walk will be trapped at thejth trapping site.     

On the normality a posteriori for exponential distributions,using the Bayesian estimation

Summary The Bayesian estimation problem for the parameter θ of an exponential probability distribution is considered, when it is assumed that θ has a natural conjugate prior density and a loss-function depending on the squared error is used. It is shown that, with probability one, the posterior density of the Bayesian—centered and scaled parameter converges pointwise to the normal probability density. The weak convergence of the posterior distributions to the normal distribution follows directly. Both correct and incorrect models are studied and the asymptotic normality is stated respectively.     

Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model

Summary In this paper we obtain asymptotic expansions for the distribution function and the density function of a linear combination of the MLE in a GMANOVA model, and for the density function of the MLE itself. We also obtain certain error bounds for the asymptotic expansions.