两因素随机效应模型下平均暴露量的检验

通过两因素随机效应模型来研究某一工厂的平均暴露(exposure)水平．利用广义检验变量和广义枢轴量分别给出了相关假设检验问题的广义p-值．证明了由广义p-值所确定的拒绝域的概率在原假设下取上确界等于在原假设和备择假设的公共边界上取上确界,且进一步证明了当参数趋于原假设和备择假设的公共边界的边界时,犯第一类错误的概率趋于名义显著性水平,并在公共边界的内部做了模拟研究．结果表明,用广义p-值的方法来解决此类问题可得到令人满意的结果．     

Entry coordination in auctions and social welfare: An experimental investigation

Most of the literature on auctions with endogenous entry assumes that, in equilibrium, the number of entrants is deterministic. We discuss a series of experiments designed to test the alternative hypothesis that, even in equilibrium, the number of entrants is stochastic. This distinction has strong implications for auction performance, the design of optimal mechanisms, and social welfare. Our results strongly reject the hypothesis of deterministic entry and tend to confirm the alternative hypothesis that entry is stochastic. Revised February 2000     

Expectations and fairness in a simple bargaining experiment

We evaluate two competing hypotheses that try to account for robust violations of the predictions of game theory in Ultimatum bargaining experiments. One popular hypothesis is that the subjects are motivated by considerations of fairness that are not modelled by traditional theory. The alternative hypothesis is that the subjects do not have common knowledge of the rationality, beliefs and motives of other players. Each hypothesis can explain existing data. We design several experiments to discriminate between these two hypotheses. The results provide strong support for the alternative hypothesis.     

A neural network model for enhanced operation of midblock signalled pedestrian crossings

UK transport policy has shifted dramatically in recent years. The new policy direction to promote walking as an alternative to car for short trips. Midblock signalled pedestrian crossings are a common method of resolving the conflict between pedestrians and vehicles. This paper considers alternative operating strategies for midblock signalled pedestrian crossings that are more responsive to the needs of pedestrians without increasing the delay to motorists and freight traffic. A succession of artificial neural network (ANN) models is developed and factors influencing the performance of pedestrian gap acceptance models both in terms of accuracy and processing requirements are considered in detail. The paper concludes that a feedforward ANN using backpropagation can deliver a gap acceptance model with a high degree of accuracy with acceptable constraints.     

Resolution except for minimal singularities I

The philosophy of this article is that the desingularization invariant together with natural geometric information can be used to compute local normal forms of singularities. The idea is used in two related problems: (1) We give a proof of resolution of singularities of a variety or a divisor, except for simple normal crossings (i.e., which avoids blowing up simple normal crossings, and ends up with a variety or a divisor having only simple normal crossings singularities). (2) For more general normal crossings (in a local analytic or formal sense), such a result does not hold. We find the smallest class of singularities (in low dimension or low codimension) with which we necessarily end up if we avoid blowing up normal crossings singularities. Several of the questions studied were raised by Kollár.     

On hypothesis testing with a partitioned random alternative

It is common in statistical practice that one needs to make a choice among m + 1 mutually exclusive claims on distributions.When m=1,it is done by the (traditional) hypothesis test.In this paper,a generalization to the case m > 1 is proposed.The fundamental difference with the case m=1 is that the new alternative hypothesis is a partition of m multiple claims and is data-dependent.Data is used to decide which claim in the partition is to be tested as the alternative.Thus,a random alternative is involved.The...     

Strategic delegation under cost asymmetry revised

We revisit the Cournot duopoly game with strategic delegation and asymmetric costs of Delbono et al. (2016). In particular, the authors claim that a Prisoner Dilemma always arises. However, we show that, by setting properly the admissible parameter set, if the firms are sufficiently different, the efficient firm is better off when both firms delegate production. Therefore, in contrast with the traditional view, we claim that a Prisoner Dilemma is not an inevitable outcome in a strategic delegation game.     

Can chunking reduce syntactic complexity of natural languages?

Natural language is a complex adaptive system with multiple levels. The hierarchical structure may have much to do with the complexity of language. Dependency Distance has been invoked to explain various linguistic patterns regarding syntactic complexity. However, little attention has been paid to how the structural properties of language to minimize dependency distance. This article computationally simulates several chunked artificial languages, and shows, through comparison with Mandarin Chinese, that chunking may significantly reduce mean dependency distance of linear sequences. These results suggest that language may have evolved the mechanism of dynamic chunking to reduce the complexity for the sake of efficient communication. © 2016 Wiley Periodicals, Inc. Complexity 21: 33–41, 2016     

Entitlement, Justification, and the Bootstrapping Problem

According to the bootstrapping problem, any view that allows for basic knowledge (knowledge obtained from a reliable source prior to one??s knowing that that source is reliable) is forced to accept that one can utilize a track-record argument to acquire justification for believing that one??s belief source is reliable; yet, we tend to think that acquiring justification in this way is too easy. In this paper I argue, first, that those who respond to the bootstrapping problem by denying basic knowledge succumb to over-intellectualizing epistemology, and secondly, reliabilist views avoid over-intellectualization only at the expense of sanctioning bootstrapping as a benign procedure. Both of these outcomes are difficult to bear. To ward off each of these unsavory outcomes, I propose an alternative solution that draws on a distinction between two separate epistemic concepts: entitlement and justification.     

On the three diagonals of a cyclic quadrilateral

If the side lengths of a non-degenerate cyclic quadrilateral are given, but not necessarily in cyclic order, then three diagonal lengths arise in the resulting three cyclic quadrilaterals, just as three possible pairs of supplementary angles arise as opposite vertices, and where the diagonals intersect, in each of the three configurations. We obtain a formula for the sum of the lengths of the three diagonals minus the sum of the four sides which enables us to deduce the geometric inequality that the sum of the side lengths is less than the sum of the lengths of the three diagonals. We obtain another formula when these lengths are replaced by their squares, and this yields a similar inequality. A proof of both formulas is given which uses algebraic geometry, but which proceeds by analysis of degenerate situations. Two alternative proofs of the linear version of the inequality (which implies the quadratic version) are supplied which use trigonometry and Lagrange multipliers respectively. An unusual feature of these results is that they refer not to one configuration, but rather concern three possible configurations.     

Sentences in the language of reasoning

In the present paper we investigate a few grammatical aspects of texts in which a reasoning has been expressed. We are mainly interested in text units (called sentences) that are constituent parts of a reasoning.

Firstly we discuss the full conceptual framework reflected in the reasoning: its under lying form. Next we divide sentences into two main classes: fundamental and informative sentences. Each of these main classes will thereupon be subdivided. In classifying we are guided by the manner in which sentences function in a reasoning. The nature of each class is elucidated by a discussion and examples.

We subsequently deal with compound sentences and sentence groups. Finally we analyse two texts according to the grammatical classification principles explained in the paper.     

A model for glioma growth

Glioblastoma Multiforme (GBM) is the most invasive form of primary brain tumor. We propose a mathematical model that describes such tumor growth and allows us to describe two different mechanisms of cell invasion: diffusion (random motion) and chemotaxis (directed motion along the gradient of the chemoattractant concentration). The results are in a quantitative agreement with recent in vitro experiments. It was observed in experiments that the outer invasive zone grows faster than the inner proliferative region. We argue that this feature indicates transient behavior, and that the growth velocities tend to the same constant value for larger times. A longer‐time experiment is needed to verify this hypothesis and to choose between the two basic mechanisms for tumor growth. © 2005 Wiley Periodicals, Inc. Complexity 11: 53–57, 2005     

Chord-length distribution functions and Rice formulae. Application to random media

We consider a stationary and isotropic bi-phasic (pore and solid) medium, draw many lines through it, and see each line as a one-dimensional level-cut process with value 0 or 1 according to whether a regular stationary process X is less or greater than a given level. The intervals corresponding to the points at which X is in a given phase are named chords. We are interested in obtaining information on the chord-length distribution functions. Working with the Palm probability measure and using level crossings techniques, in particular Rice methods, we can obtain not only the exact analytical formula of the chord-length distribution function but also the joint distribution function of the lengths of two successive chords. Finally, we indicate some concrete applications for the computation of usual stereological parameters.     

Asymptotics of particle trajectories in infinite one-dimensional systems with collisions

We investigate the asymptotic behavior of the trajectories of a tagged particle (tp) in an infinite one-dimensional system of point particles. The particles move independently when not in contact: the only interactions are Harris type generalized elastic collisions which prevent crossings. This is achieved by relabeling the independent trajectories when they cross. When these trajectories are differentiable, as in particles with velocities undergoing Ornstein-Uhlenbeck processes, collisions correspond to exchange of velocities. We prove very generally that the suitably scaled tp trajectory converges (weakly) to a simple Gaussian process. This extends the results of Spitzer for New tonian particles to very general non-crossing processes. The proof is based on the consideration of the simpler process which counts the crossings of the origin by the independent trajectories.     

Numerical Schemes for Linear and Non-Linear Enhancement of DW-MRI

We consider the linear and non-linear enhancement of diffusion weighted magnetic resonance images (DW-MRI) to use contextual information in denoising and inferring fiber crossings. We describe the space of DW-MRI images in a moving frame of reference, attached to fiber fragments which allows for convection-diffusion along the fibers. Because of this approach, our method is naturally able to handle crossings in data. We will perform experiments showing the ability of the enhancement to infer information about crossing structures, even in diffusion tensor images (DTI) which are incapable of representing crossings themselves. We will present a novel non-linear enhancement technique which performs better than linear methods in areas around ventricles, thereby eliminating the need for additional preprocessing steps to segment out the ventricles. We pay special attention to the details of implementation of the various numerical schemes.     

Planar Groups

In abstract algebra courses, teachers are often confronted with the task of drawing subgroup lattices. For purposes of instruction, it is usually desirable that these lattices be planar graphs (with no crossings). We present a characterization of abelian groups with this property. We also resolve the following problem in the abelian case: if the subgroup lattice is required to be drawn hierarchically (that is, in monotonic order of index within the group), when is it possible to draw the lattice without crossings?     

A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving

In this paper, we develop a multivariate evolutionary generalised linear model (GLM) framework for claims reserving, which allows for dynamic features of claims activity in conjunction with dependency across business lines to accurately assess claims reserves. We extend the traditional GLM reserving framework on two fronts: GLM fixed factors are allowed to evolve in a recursive manner, and dependence is incorporated in the specification of these factors using a common shock approach.We consider factors that evolve across accident years in conjunction with factors that evolve across calendar years. This two-dimensional evolution of factors is unconventional as a traditional evolutionary model typically considers the evolution in one single time dimension. This creates challenges for the estimation process, which we tackle in this paper. We develop the formulation of a particle filtering algorithm with parameter learning procedure. This is an adaptive estimation approach which updates evolving factors of the framework recursively over time.We implement and illustrate our model with a simulated data set, as well as a set of real data from a Canadian insurer.     

Logic and probabilistic systems

Following some ideas of Roberto Magari, we propose trial and error probabilistic functions, i.e. probability measures on the sentences of arithmetic that evolve in time by trial and error. The set of the sentences that get limit probability 1 is a theory, in fact can be a complete set. We prove incompleteness results for this setting, by showing for instance that for every there are true sentences that get limit probability less than . No set as above can contain the set of all true sentences, although we exhibit some containing all the true sentences. We also consider an approach based on the notions of inner probability and outer probability, and we compare this approach with the one based on trial and error probabilistic functions. Although the two approaches are shown to be different, we single out an important case in which they are equivalent. Received March 20, 1995     

Heterogeneous virus propagation in networks: a theoretical study

The node‐based epidemic modeling is an effective approach to the understanding of the impact of the structure of the propagation network on the epidemics of electronic virus. In view of the heterogeneity of the propagation network, a heterogeneous node‐based SIRS model is proposed. Theoretical analysis shows that the maximum eigenvalue of a matrix related to the model determines whether viruses tend to extinction or persist. When viruses persist, the connectedness of the propagation network implies the existence and uniqueness of a viral equilibrium, and a set of sufficient conditions for the global stability of the viral equilibrium are given. Numerical examples verify the correctness of our results. Copyright © 2016 John Wiley & Sons, Ltd.     

Procedure of test to compare the tail indices

We propose a test procedure which compares the extreme value indices of two samples with heavy tail distributions. On a theoretical point of view, we adopt the minimax nonparametric point of view. We exhibit the separating rate between the null hypothesis and the alternative of our procedure. Next, we present a data driven test methodology and we evaluate its performance thanks to an extensive simulation study. As a practical real-life application, we compare the risk behaviors of a panel of different financial data.