正态—复合Weibull过程模型结构可靠性当量正态设计

本文讨论强度R～N(μR,σ_R~2),应力为{S(t),t∈[0,T]}为复合Weibull过程模型结构可靠性当量正态设计,获得应力在设计基准期[0,T]内的最大值概率分布及统计参数估计,正态—复合Weibull过程模型结构可靠度和结构可靠性当量正态设计表达式。     

零维理想关于变元正常与一般位置

设k[x_1,…,x_n]是域k上关于变量x_1,…,x_n的多项式环,I是k[x_1,x_2,…,x_n]中的零维理想.本文对I关于某个变元x_i正常与一般位置之同的关系进行探讨,并证明了零维理想对于变元x_i正常与一般位置在某种情况下的等价性.     

Inequality for the Moment of a Function of a Random Variable

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正态分布下任意秩有限总体中的Minimax预测

对于任意秩有限总体,在二次损失下,有关文献已给出了线性可预测变量在齐次线性预测类中的唯一线性Minimax预测．本文在正态假设下,证明了这个线性Minimax预测也是线性可预测变量在一切预测类中的唯一Minimax预测．     

On some properties of the adjoint variable in the relations of the Pontryagin maximum principle for optimal economic growth problems

For a class of infinite-horizon optimal control problems that appear in studies on economic growth processes, the properties of the adjoint variable in the relations of the Pontryagin maximum principle, defined by a formula similar to the Cauchy formula for the solutions to linear differential systems, are studied. It is shown that under a dominating discount type condition the adjoint variable defined in this way satisfies both the core relations of the maximum principle (the adjoint system and the maximum condition) in the normal form and the complementary stationarity condition for the Hamiltonian. Moreover, a new economic interpretation of the adjoint variable based on this formula is presented.     

多复变函数的Picard定理

本文给出了多复变函数的Ｋ－拟亚纯函数的定义,并且得到了一个关于多复变函数的Ｋ－拟亚纯函数的正规定则,从这个正规定则,我们证明了多复变函数的全纯函数Ｐｉｃａｒｄ定理。     

Stochastic ordering of folded normal random variables

Horn (1988) proved a necessary and sufficient condition for the stochastic ordering of an arbitrary folded normal variable and a standard folded normal variable. This paper studies the more general case and presents the necessary and sufficient conditions for the stochastic ordering of two arbitrary folded normal variables.     

应力S(t)为复合x~2-更新过程时结构可靠度渐近正态估计

该文讨论强度为随机变量Ｘ　应力为复合ｘ２－更新过程｛Ｙ（ｔ）,ｔ ∈［０,Ｔ］｝时结构可靠度的 渐近正态性问题．获得在设计基准期［０,Ｔ］ 内结构可靠度表达式和结构可靠度渐近正态估计．     

On a confidence interval of given length for the parameter of the binomial and the Poisson distributions

Summary The length of the confidence interval which is constructed by one stage sampling is a random variable, whereas we can construct a confidence interval of given length and of given confidence coefficient by a sequential sampling. Of cource, the sample size required by this method is a random variable. This type of problem has already been discussed in several papers when the population is normal (see references [2], [3], [4]). In this paper we shall discuss this subject in the binomial and Poisson cases.     

Some Necessary and Sufficient Condition of Multivariate Random Variable Satisfy Normal Distribution

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A two-step model for image denoising using a duality strategy and surface fitting

In order to alleviate the staircase effect or the edge blurring in the course of the image denoising, we propose a two-step model based on the duality strategy. In fact, this strategy follows the observation that the dual variable of the restored image can be looked at as the normal vector. So we first obtain the dual variable and then reconstruct the image by fitting the dual variable. Following the augmented Lagrangian strategy, we propose a projection gradient method for solving this two-step model. We also give some convergence analyses of the proposed projection gradient method. Several numerical experiments are tested to compare our proposed model with the ROF model and the LLT model.     

The lambda selections of parametric interval-valued fuzzy variables and their numerical characteristics

To model the uncertainty in the secondary possibility distributions, this paper develops a new method for handling interval-valued fuzzy variables with variable lower and upper possibility distributions. For a parametric interval-valued fuzzy variable, we define its lower selection variable, upper selection variable and lambda selection variable. The three selection variables are characterized by variable possibility distributions, and their numerical characteristics like expected values and n-th moments are important indices in practical optimization and decision-making problems. Under this consideration, we establish some useful analytical expressions of the expected values and n-th moments for the lambda selections of parametric interval-valued trapezoidal, normal and Erlang fuzzy variables. Furthermore, we focus on the arithmetic about the sums of common parametric interval-valued fuzzy variables. Finally, we apply the proposed optimization indices to a quantitative finance problem, where the second moment is used to measure the risk of a portfolio.     

A linear varying coefficient ARCH-M model with a latent variable

Motivated by the psychological factor of time-varying risk-return relationship, this article studies a linear varying coefficient ARCH-M model with a latent variable. Due to the unobservable property of the latent variable, a corrected likelihood method is employed for parametric estimation. Estimators are proved to be consistent and asymptotically normal under certain regularity conditions. A simple test statistic is also proposed for testing latent variable effect. Simulation results confirm that the proposed estimators and test perform well. The model is further applied to examine whether the risk-return relationship depends on investor’s sentiment in American Market and some explainable results are obtained.     

渐近正态随机变量函数的极限分布

基于渐近正态随机变量,导出随机变量函数极限分布的两个一般性理论结果.作为应用,证明了渐近正态随机变量一系列具体函数的极限分布,其中包括泊松随机变量平方根的渐近正态性,以及随机变量部分和在正则化常数是随机变量情况下的渐近正态性.     

Adaptive quasi-likelihood estimate in generalized linear models

This paper gives a thorough theoretical treatment on the adaptive quasi-likelihood estimate of the parameters in the generalized linear models. The unknown covariance matrix of the response variable is estimated by the sample. It is shown that the adaptive estimator defined in this paper is asymptotically most efficient in the sense that it is asymptotic normal, and the covariance matrix of the limit distribution coincides with the one for the quasi-likelihood estimator for the case that the covariance matrix of the response variable is completely known.     

Testing skew normality via the moment generating function

In this paper, goodness-of-fit tests are constructed for the skew normal law. The proposed tests utilize the fact that the moment generating function of the skew normal variable satisfies a simple differential equation. The empirical counterpart of this equation, involving the empiricalmoment generating function, yields appropriate test statistics. The consistency of the tests is investigated under general assumptions, and the finite-sample behavior of the proposed method is investigated via a parametric bootstrap procedure.     

基于失效分析的独立均匀随机变量和的分布及应用初探

数学模型是基于材料失效分析提出来的,同时结合了BS模型的方法理论背景.材料样品在周期性应力作用下,主因裂纹的扩大量是一个随机变量.对于均匀材料,主因裂纹的扩大量可看作是均匀随机变量与一个大于零的实数的乘积,材料主因裂纹的总的扩大量可表示为这些独立均匀随机变量的和,或称为加权随机和.实际上,本文给出一类新的随机模型及其概率分布函数,并初步讨论了该模型分布的一些基本特征,通过数值模拟还讨论了其独特的分布特征,如与正态分布的关系与区别,以及该模型分布收敛于正态分布的速度等.这些工作可为材料失效分析提供新的模型与方法.     

正态总体方差的最短区间估计与最佳双边检验

用传统方法得到的正态总体的方差的置信区间显然不是最短的 ,因而在这个意义上说也不是最佳的 .对从 3到 45的 n及α=0 .2 5 ,0 .2 0 ,0 .1 5 ,0 .1 0 ,0 .0 5 ,0 .0 1 ,0 .0 0 5 ,我们得到了附表一 ,由此可以查出相应的最短置信区间 .同样 ,在对正态总体的方差进行双边检验时 ,传统的方法给出的临界值也不是最佳的 .对如下的 n和 α我们得到了附表二 ,由此可以查出最佳的临界值 .进行计算所需的程序由我们自己编写     

The Estimation of Accelerated Failure Time Model with Right-Censored Data

The accelerated failure time model provides a natural formulation of the effects of covariates on the failure time variable. The presence of censoring poses major challenges in the semi-parametric analysis. The existing semi-parametric estimators are computationally intractable. In this article we propose an unbiased transformation for the potential censored response variable, thus least square estimators of regression parameters can be gotten easily. The resulting estimators are consistent and asymptotically normal. Based on these, we can get a strongly consistent K-M estimator for the distribution of random error. Extensive simulation studies show that the asymptotic approximations are accurate in practical situations.     

圆柱壳开孔的应力集中──非圆孔问题的一般解

本文从Donnell型圆柱壳的基本方程出发,利用复变函数方法和保角映射技术,对圆柱壳开非圆形孔的问题进行了研究.首先给出了逼近具有非圆形孔的圆柱壳开孔问题一般解的完备函数序列,构造出了问题的一般解;其次利用有关圆柱壳开小孔的假设概念,给出了圆柱壳开非圆孔时边界条件的一般表达式.进而利用正交函数展开的方法,将待解的问题归结为一组无穷代数方程组的求解问题,并进行直接求解.在本文最后,对圆柱壳开圆孔.椭圆孔附近的应力集中问题进行了数值计算,给出了分析结果.