桑蚕种良卵率调查中样本间卵粒数的偏差控制方法

桑蚕种良卵率是蚕种质量检验的重要指标,控制样本间卵粒数的偏差是保证良卵率准确性的关键。通过对桑蚕卵粒重的调查分析,得出其分布服从正态分布。若从一批蚕种中抽取1g卵作为样本,则来自同一总体的2个样本的卵粒数之差不超过16粒,其置信概率为95%;当置信概率取99%时,两个样本的卵粒数之差不超过21粒。文章为蚕业生产提供了一种实用的克卵粒数偏差控制方法。     

桑蚕成品卵微粒子病抽样检验样本容量的确定

蚕业生产上对桑蚕种成品卵微粒子病控制得很严,要求将总体病卵率为0.15%的蚕种以98.5%的概率将其判为不合格。在此标准下,运用概率统计方法,给出了抽样检验时样本最少抽检量为2800粒。并在控制把合格蚕种判为不合格蚕种要求下,给出了抽样检验时确定样本容量的数学模型。     

桑蚕种样本良卵数偏差控制方法研究

桑蚕种良卵率是蚕种质量检验的重要指标,控制样本间良卵数偏差是保证良卵率准确性的关键.运用概率理论,针对目前生产上绝大多数批次的良卵率p 99%情况,在置信概率为95%下,样本卵粒数在1601~1700、1701~1800、1801~1900、1901~2000区间内时,给出了样本良卵数的容许偏差分别为16、17、17、18粒;当良卵率p在99%~90%其他区间时,也分别给出了不同克卵粒数情况下样本良卵数的容许偏差.同时在置信概率为90%下,给出了不同克卵粒数情况下样本良卵数的容许偏差.结合实际调查结果,对理论方法进行了比较,确认了理论方法的准确性,为蚕业生产提供了一套控制良卵数偏差的可行性方案.     

怎样使用统计分析纸(二)

4.在抽样问题中的应用4.1 重决定样本大小(百分率已知情形)问题 设具有某种属性的个体在总体中的百分率为 p.当从总体抽出 n 个样本,欲使其中具有该属性的个体为 c 个吋,问 n 应该取多大才行?设 p 为已知.作图步骤     

多个Panel数据模型回归系数的参数Bootstrap检验

对多个只含有个体效应的Panel数据模型,研究了模型中回归系数向量相等性的假设检验问题,提出了一种参数Bootstrap检验方法.有限样本的数值模拟研究结果表明,提出的检验方法具有良好.的检验功效,且受个体效应方差、误差方差、模型个数、回归系数维数的影响不明显.     

具有一般接触率和治疗的SIS传染病模型的后向分支

建立了具有一般传染率函数和治疗的SIS模型并分析了其动力学性态.通过分析得到,当基本再生数小于1时,系统存在无病平衡点,并且无病平衡点是局部渐近稳定的,当染病者数量较少,发现系统在基本再生数大于1时,系统存在惟一的正平衡点且是局部渐近稳定的;当染病者数量超过医院的最大承受能力时,当基本再生数小于1时,系统可能存在两个正平衡点或无正平衡点.当存在两个正平衡点时,其中染病者数量较小的是鞍点,染病者数量较大的为结点或焦点,且是局部渐近稳定的.当治疗能力较弱时,模型会出现后向分支.     

序贯抽样与随机徘徊

<正> 在产品抽样检查中比较经济有效的方法是序贯抽样检验,它的基本原理是:设有一批产品,若其不合格率为P_0时表示质量较好,愿以概率1—a接受,即规定第一类错误的概率为a.若不合格率为P_1时,说明该批产品的质量较差,将以1-β的概率拒收,即规定第二类错误的概率为β。设d_n为检验第n个产品时累计的不合格品数,其概率,当不合格品率为P_1时为     

股票价格序列中随机跳跃存在性的一种检验方法

提出股票价格序列跳跃的一种检验方法.假设价格具有连续样本路径,建立一个关于股票价格样本观察的统计量,利用中心极限定理求得该统计量的极限分布为正态分布,这样,当该统计量超出基于极限分布算出的临界水平时,可以拒绝原假设,认为样本中存在跳跃.用此方法来应用于中国股市沪深股票指数,得到了中国股市存在随机跳跃的直接证据.提出的跳跃检验方法无需对连续部分的波动率形式作过多的假设,克服了波动率模型对检验准确性的影响.结果对金融资产的定价、投资和风险管理都具有积极的意义.     

多变量样本的图分析法(一)

<正> 图形是帮助人们思维和判断的重要工具,当样本只有两个特性(变量或指标)时,可以用通常的直角坐标在平面上点图,当样本有三个变量时,虽然可以在三维的笛卡儿坐标里点图,但也是很不方便的,当变量数大于三时,用通常的方法已不能点图了.在多元分析中,样本的变量数一般均大于三,探讨多变量的点图法是长期来一直为人们所关注的研究课题,这里介绍一些有关的方法,特别是近十年来发展的一些方法.     

具有潜伏期和免疫应答的HIV感染模型的全局稳定性

本文考虑具有CTL免疫应答和细胞内部潜伏阶段的HIV感染数学模型,得到其基本再生数,通过构造适用的Lyapunov函数,研究该模型的健康平衡点和感染平衡点的稳定性.当基本再生数不大于1时,健康平衡点在可行域上是全局稳定的,即HIV在个体体内最终灭绝;当基本再生数大于1时,模型存在惟一的感染平衡点在可行域上是全局稳定的,即HIV在个体体内呈现持续存在状态,且其浓度最终趋于一个常数.     

苎麻纤维细度测试与分析的灰色模型

基于灰色系统理论的灰色建模应用于试验数据的相关分析 ,比基于数理统计的回归分析在实际应用中由于所需样本容量较小而具有明显的优点 ,特别对贫信息系统适用 .从而可避免在回归分析中因样本容量太小而致使回归方程的误差不可预测的弊端 .鉴于上述原理 ,本文采用灰色系统理论建立了苎麻纤维Tex数 Y与投影宽度 X之间的灰色 GM( 1 ,2 )模型 ,并进行了误差分析 .利用此模型探索了通过测定苎麻纤维投影宽度来计算其 Tex数的方法 .为生产工艺控制、产品质量检验和监督提供了一种简便而科学的办法 .     

A Note on “Trial by Computer”—A Case Study of the Use of Simple Statistical Techniques in the Detection of a Fraud

We look at a statistical aspect of a recent case study. Although our discussion does not invalidate the general conclusions obtained there, it does suggest that the time series modelling may have been sub-optimal, and indicates how an alternative model specification could more probably have generated the sample statistics that were actually observed. The implication of our remarks is that discrimination between deterministic and stochastic non-stationarity, even if overlooked on preliminary inspection of the original data, will also be apparent from the raw sample autocorrelation plots.     

Discovering metamodels’ quality-of-fit for simulation via graphical techniques

Metamodels are used in many disciplines to replace simulation models of complex multivariate systems. To discover metamodels ‘quality-of-fit’ for simulation, simple information returned by average-based statistics, such as root-mean-square error RMSE, are often used. The sample of points used in determining these averages is restricted in size, especially for simulation models of complex multivariate systems. Obviously, decisions made based on average values can be misleading when the sample size is not adequate, and contributions made by each individual data point in such samples need to be examined. This paper presents methods that can be used to discover metamodels quality-of-fit graphically by means of two-dimensional plots. Three plot types are presented; these are the so-called circle plots, marksman plots, and ordinal plots. Such plots can be used to facilitate visual inspection of the effect on metamodel accuracy of each individual point in the data sample used for metamodel validation. The proposed methods can be used to complement quantitative validation statistics; in particular, for situations where there is not enough validation data or the validation data is too expensive to generate.     

An innovative Bayesian sequential censored sampling inspection method and application to test design

This paper proposes an innovative Bayesian sequential censored sampling inspection method to improve the inspection level and reduce the sample size in acceptance test plans for continuous lots. A mathematical model of Bayesian sequential censored sampling is built, where a new inspection parameter is created and two types of risk are modified. As the core of Bayesian risk formulas, a new structure method of the prior distribution is presented by combining the empirical distribution with the uncertainty of the estimation. To improve the fitting accuracy of parameter estimation, an adaptive genetic algorithm is applied and compared with different parameter estimation methods. In the prior distribution, a prior estimator is introduced to design a sampling plan for continuous lots. Then, three types of producer's and consumer's risks are derived and compared. The simulation results indicate that the modified Bayesian sampling method performs well, with the lowest risks and the smallest sample size. Finally, a new sequential censored sampling plan for continuous lots is designed for the accuracy acceptance test of an aircraft. The test results show that compared with the traditional single sampling plan, the sample size is reduced by 66.7%, saving a vast amount of test costs.     

Hybrid block replacement and inspection policies for a multi-component system with heterogeneous component lives

Novel replacement policies that are hybrids of inspection maintenance and block replacement are developed for an n identical component series system in which the component parts used at successive replacements arise from a heterogeneous population. The heterogeneous nature of components implies a mixed distribution for time to failure. In these circumstances, a hybrid policy comprising two phases, an early inspection phase and a later wear-out replacement phase, may be appropriate. The policy has some similarity to burn-in maintenance. The simplest policy described is such a hybrid and comprises a block-type or periodic replacement policy with an embedded block or periodic inspection policy. We use a three state failure model, in which a component may be good, defective or failed, in order to consider inspection maintenance. Hybrid block replacement and age-based inspection, and opportunistic hybrid policies will also arise naturally in these circumstances and these are briefly investigated. For the simplest policy, an approximation is used to determine the long-run cost and the system reliability. The policies have the interesting property that the system reliability may be a maximum when the long-run cost is close to its minimum. The failure model implies that the effect of maintenance is heterogeneous. The policies themselves imply that maintenance is carried out more prudently to newer than to older systems. The maintenance of traction motor bearings on underground trains is used to illustrate the ideas in the paper.     

考虑成本、等待时间和安全水平的分类安检模式研究

近年来,随着民航机场旅客吞吐量快速增加,机场安检部门的工作压力正不断加大,旅客等待时间也正在逐渐增加。针对该问题,引入了分类安检模式。然而,分类安检模式通常需要额外的投资成本,可能会产生较大的财务负担。因此,以成本为目标,综合考虑旅客等待时间和安全水平的要求,研究了分类安检模式和传统安检模式的比较以及最优决策性质等相关问题。首先,考虑安全水平和旅客等待时间的约束,分别为传统安检模式和分类安检模式建立了模型,并分析了其最优运营决策性质。其次,从成本的角度,对两种安检模式做了比较研究。研究结果表明,当旅客数量多、安检犯错容忍度较高或旅客等待敏感时,分类安检模式比传统安检模式表现更优;反之,传统安检模式更优。此外,在分类安检模式中,分配到高风险安检通道的旅客比例存在一个最优值,并且其通常在20%到30%之间取到。最后,通过数值分析验证了分类安检模式的最优服务配置。     

Method of sequential mesh on Koopman-Darmois distributions

For costly and/or destructive tests,the sequential method with a proper maximum sample size is needed.Based on Koopman-Darmois distributions,this paper proposes the method of sequential mesh,which has an acceptable maximum sample size.In comparison with the popular truncated sequential probability ratio test,our method has the advantage of a smaller maximum sample size and is especially applicable for costly and/or destructive tests.