混合von Mises 模型的参数估计

有限混合von Mises模型在天文学、生物学、地理和医药等许多领域都有重要的应用．可是,不论样本量有多大,此模型的似然函数都是无界的．因此,参数的最大似然估计(MLE)是不相合的．我们发现,与混合正态模型一样,上述困难可以通过引入关于分布浓度参数的一个惩罚函数或对参数空间添加适当的约束来克服．在此文中,我们从理论上证明了这两种方法是可行的,相应的参数估计是强相合的,且是渐近有效的．我们还通过计算机模拟来探讨这些新方法在有限样本情况下的统计性质,并与现有的矩估计作了比较．结果发现,惩罚极大似然估计在均方误差方面表现最佳．最后我们还分析了一组实际数据,以进一步介绍新的估计方法．     

双定数混合截尾下两参数Pareto分布的统计分析

在传统的定时和定数截尾试验的基础上,该文首次提出了一种新的截尾试验方案:双定数混合截尾.基于这类截尾数据求出了两参数Pareto分布参数的极大似然估计及θ的置信区间.当α已知时,取Gamma先验分布的情况下,求出了三种不同损失函数下参数θ、可靠度函数以及失效率函数的Bayes估计;当α,θ都未知时,分别取无信息先验分布...     

含结构参数的二元正态混合模型齐一性的修正似然比检验

研究含一个未知结构参数的二元正态混合模型齐一性检验的修正似然比统计量的渐近性质, 证明了修正似然比统计量在零假设下的极限分布为χ²₂.     

方差未知时两样本正态混合模型齐-性的修正似然比检验

本文讨论了方差未知时检验两样本正态混合模型齐一性的修正似然比统计量的极限性质,证明了原假设下修正似然比统计量的渐近分布为自由度为1的卡方分布.     

关于Hardy和的混合均值公式

本文的目的是利用Dirichlet L-函数的均值定理研究类似于Dedekind和的和与Ramanujao和的混合均值的分布性质，并给出一个较为精确的渐近公式及一个有趣的恒等式．     

方差未知时两样本正态混合模型齐一性的修正似然比检验

本文讨论了方差未知时检验两样本正态混合模型齐一性的修正似然比统计量的极限性质,证明了原假设下修正似然比统计量的渐近分布为自由度为1的卡方分布.     

二元极值混合模型相关结构的研究

二元极值混合模型由于不能反映极值变量之间的完全相关性,因而在应用上受到了一定的限制,但对适当的相关性仍是一个很好的模型.本文给出了二元极值混合模型的一些基本性质,特别用随机模拟方法研究了对来自其它不同极值copula的随机样本,用混合模型拟合可能产生的影响. 结果表明,如果以Kendallτ表示变量间的相关性,在一定范围内,混合模型能够很好的反映其它模型所具有的相关性,且对渐近独立模型边际参数估计的偏差也不太大.最后应用混合条件分布与GEV条件分布分析英镑对美元和英镑对加元两支汇率日对数回报收益率的风险相关性.     

混合整数线性模型方差分量的Bayes估计

本文研究了混合整数线性模型方差分量在无信息先验分布和有信息先验分布下Bayes估计，给出了混合整数线性模型方差分量无信息和：有信息先验分布下的极大后验估计和最佳Bayes估计。     

混合误差半参数回归模型估计的相合性

研究了误差为ψ混合和ψ混合序列的半参数回归模型,综合最小二乘法和非参数权函数估计方法,分别定义了待估参数β和未知函数夕的估计量βm,n和9m,n(χ).利用混合序列的矩不等式及凸函数的性质,在较弱的条件下证明了这些估计量的强相合性与矩相合性,这些结果推广了已有的相应的研究结果.     

常数红利下索赔到达时间间距为混合分布的罚金折现期望函数

在常数红利策略下考虑索赔时间间隔为指数分布与Erlang(2)分布混合时的风险模型,在此红利策略下,若保险公司的盈余在红利线以下时不支付红利,否则红利以等于保费率的常速率予以支付.对于此风险模型,推导并求解了罚金折现期望函数所满足的微积分方程,并在索赔量为指数分布时研究了其解的形式.     

On an inverse problem in mixture failure rates modelling

Mixtures of decreasing failure rate (DFR) distributions are always DFR. It turns out that very often mixtures of increasing failure rate distributions can decrease or show even more complicated patterns of dependence on time. For studying this and other relevant effects two simple models of mixing with additive and multiplicative failure rates are considered. It is shown that for these models an inverse problem can be solved, which means that given an arbitrary shape of the mixture failure rate and a mixing distribution, the failure rate for a governing distribution can be uniquely obtained. Some examples are considered where this operation can be performed explicitly. Possible generalizations are discussed. Copyright © 2001 John Wiley & Sons, Ltd.     

A transfer function technique to describe odor causing VOCs transport in a ventilated airspace with mixing/adsorption heterogeneity

A model describing odor causing volatile organic compounds (VOC-odor) transport in a ventilated airspace influenced by heterogeneity of adsorption surface of ambient aerosol and air mixing pattern is proposed and analyzed based on a transfer function modeling technique. In this study an advection–reaction impulse/step response function for VOC-odor is assumed. The system process presented by an ensemble transfer function is solved analytically in the Laplace domain. The analytical results are then numerically inverted using a modified fast Fourier transform algorithm. The model requires the specification of probability density function for residence time of airflow and for both equilibrium linear partitioning and first-order mass transfer rate parameters to quantify the specific air mixing pattern and transport processes. The model predicts the ensemble mean VOC-odor concentrations for a variety of adsorption kinetics and mixing pattern combinations as a function of the boundary impulse/step response inputs as well as residence time and adsorption rate statistics. The general behavior of output VOC-odor profiles is analyzed through the effects of mean adsorption rate coefficient, mean linear partitioning constant, mixing efficiency, mean residence time and coefficient of variations of both linear partitioning and rate coefficients. It indicates that when mixing/adsorption heterogeneity exists, simple complete mixing assumption and simple distribution of rate constant is inherently not sufficient to represent a more generally distributed mixing/adsorption process of VOC-odor transport in a ventilated airspace.     

一个新的具有单调降失效率的寿命分布

本文由Pareto分布和Logarithmic分布"混合"生成两参数具有单调降失效率的新型寿命分布,研究了该分布的矩、熵、失效率函数、平均剩余寿命和参数的极大似然估计,应用EM算法求参数的极大似然估计,进行了数值模拟.     

Statistical analysis of progressive stress accelerated life test for the product of two-parameter Laplace BS fatigue life distribution under inverse power law model

Based on the product of two-parameter Laplace Birnbaum-Saunders fatigue life distribution, its failure distribution mode is theoretically derived under the progressive stress accelerated life test with inverse power law model, and then three-parameter generalized Laplace Birnbaum-Saunders fatigue life distribution is introduced. The basic properties of three-parameter generalized Laplace Birnbaum-Saunders fatigue life distribution are analyzed, and the image characteristics of its density function, failure rate function and average failure rate function are investigated. Meanwhile, the point estimate method is given for three parameters, and then the point estimates of parameters are obtained for the product of two-parameter Laplace Birnbaum-Saunders fatigue life distribution under the progressive stress accelerated life test with inverse power law model. In addition, the practical example and simulation examples are illustrated to show the feasibility of the proposed method.     

A strategy for analysing mixed and pooled exponentials

It is shown that a linear plot of the mean residual life on the failure rate characterizes the mixture of two exponentials. This plot is used to estimate the two components in the mixing distribution with the two largest mixing proportions. The EM algorithm is then used with these as initial values to obtain the MLE. Gradient plots are used to see if a higher-order fit is needed. A heuristic is given on how to use the gradient plots to identify components in the higher-order fit when this is the case. Graphs of an assignment function are then used to determine if the data are from a mixed model or simply the effect of pooling.     

A multivariate IFR notion based on the multivariate dispersive ordering

In this paper we present a definition of multivariate increasing failure rate based on the concept of multivariate dispersion. This new definition is an extension of the univariate characterization of increasing failure rate distributions under dispersive ordering of the residual lives. We study this definition in the Clayton–Oakes model and the family of generalized order statistics. Copyright © 2009 John Wiley & Sons, Ltd.     

A transfer function model to describe odor causing VOCs transport in a ventilated airspace with mixing/adsorption heterogeneity

The ability of a transfer function modeling technique is evaluated to explain the odor causing VOCs (VOC-odor) transport processes influenced by heterogeneity of adsorption surface of ambient aerosol and air mixing pattern in a ventilated airspace. An advection–reaction impulse/step response function is used to generalize the dynamic transport of VOC-odor in heterogeneous mixing/adsorption ventilated airspace. The system process presented by an ensemble transfer function is solved analytically in the Laplace domain. The model requires the specification of probability density function (pdf) for residence time of airflow and for both equilibrium linear partitioning and first-order mass transfer rate parameters of gas/solid phase to quantify the specific air mixing pattern and transport processes. The model predicts the ensemble mean VOC-odor concentrations for a variety of adsorption kinetics and mixing pattern combinations as a function of the boundary impulse/step response inputs as well as residence time and adsorption rate statistics. The general behavior of output VOC-odor profiles is analyzed through the effects of mean adsorption rate coefficient, mean linear partitioning constant, mixing efficiency, mean residence time and coefficient of variations of both linear partitioning and rate coefficients. This study indicates that when mixing/adsorption heterogeneity exists, simple complete mixing assumption and simple distribution of rate constant are inherently not sufficient to represent a more generally distributed mixing/adsorption process of VOC-odor transport in a ventilated airspace.     

On the shape of the mean residual lifetime function

Some general properties of the mean residual life (MRL) function are studied. The analysis is based on the shape of the corresponding failure rate. The conditions under which the failure rate and the reciprocal to the MRL function have asymptotically equivalent behaviour as t→∞ are discussed. The simplest non‐monotone shapes of the functions under consideration (bathtub and upside down bathtub) are also considered. The MRL functions for mixtures of distributions are described via the corresponding conditional probability density functions. The direct proportional model of mixing is characterized and some asymptotic results on the shape of the mixture MRL are obtained. Some simple examples are given. Copyright © 2002 John Wiley & Sons, Ltd.     

TFR、TRV和CE模型序加试验下WEIBULL分布产品的失效分布

本针对TFR模型，首次提出将步加试验推广至序加试验，就两参数Weibull分布给出了损伤因子函数，同时给出了产品寿命的残存函数，另外针对TRV模型，在序加试验下就两参数Weibull分布给出了损伤系数，同时给出了产品寿命的残存函数。     

单轴作用下岩土材料的双重介质本构模型

基于弹塑性力学和损伤力学理论,将岩土材料视为孔隙-裂隙双重介质,假设孔隙介质不发生损伤,而裂隙介质随应变的增加发生损伤,建立了单轴作用下岩土类材料的双重介质本构模型隐式表达式,并利用Newton迭代法得出了材料的全程应力-应变曲线．分析结果表明,岩土材料中裂隙空间展布的多态性（均匀展布、集中展布和随机展布）是岩土材料本构关系千变万化的根本原因．由于双重介质本构模型将岩土材料的弹性主体（孔隙介质部分）和损伤主体（裂隙介质部分）分化开来,对于研究岩土或含损伤材料的破坏具有实用价值和理论意义．