正态判别中完全贝叶斯和贝叶斯最小二乘准则的比较

本文研究了两个具有相同协方差阵的多元正态总体在自然共轭先验分布下的判别分析问题，证明了当可观察变量的个数趋无穷时，贝叶斯判别函数与一基于样本的判别函数渐近等阶。     

扩散先验分布下Bayes多总体分类判别方法的构造

本文研究了各总体服从多元正态分布 ,其未知参数的先验分布均为扩散先验分布时 ,如何利用待判样品的预报密度函数、构造后验概率比并据此对样品进行分类与判别 ;此方法并不需要假设各总体分布的协方差相同 ,而且在预试样本容量较小时仍然可行。     

约束最小二乘估计的优良性

对于线性模型y=Xθ ε,ε服从椭球等高单峰分布,未知参数θ满足不等式约束a′θ≥0,证明了在参数估计优良性的集中概率准则下,θ的约束最小二乘估计θ~*优于最小二乘估计θ.     

B值随机变量序列一类加权和的完全收敛性

在没有任何几何假设条件下,本文获得了取值于Banach空间随机变量序列一类加权和的完全收敛性,推广和改进了已有的结果.作为应用获得了取值于p型Banach空间随机变量序列的完全收敛性,特别获得了经验过程在L_p范数下的完全收敛性,1≤p<2.     

不定最小二乘问题的改进的不完全双曲Gram-Schmidt预处理算法

应用改进的不完全双曲Gram-Schmidt(IHMGS)方法预处理不定最小二乘问题的共轭梯度法(CGILS)、正交分解法(ILSQR)与广义的最小剩余法(GMRES)等迭代算法来求解大型稀疏的不定最小二乘问题.数值实验表明,IHMGS预处理方法可有效提高相应算法的迭代速度,且当矩阵的条件数比较大时,效果更加显著.     

部分线性自回归模型中误差方差伪最小二乘估计的渐近正态性

Consider the model Y_t=βY_t-1 g(Y_(t-2)) ε_t for 3＜=t＜=T.Here g is an unknown function,βis an unknown parameter,ε_t are i.i.d,random errors with mean 0 and varianceσ~2 and the fourth momentα_4,andε_t are independent of Y_s for all t＞=3 and s=1,2. Pseudo-LS estimators■_T~2,■4T and■_T~2 ofσ~s,α_4 and Var(ε_3~2)are respectively constructed based on piecewise polynomial approximator of g.The weak consistency of■4T and■_T~2 are proved.The asymptotic normality of■_T~2 is given,i.e.T~(1/2)(■_T~2-σ~2)/■_T converges in distribution to N(0,1).The result can be used to establish large sample interval estimates ofσ~2 or to make large sample tests forσ~2.     

在条件lim(n→∞)(infP(X_n= 0)>0)下的一类独立随机变量和的收敛定理

设｛Ｘ_ｎ,ｎ≥ １｝是一独立随机变量序列．受概率数论中Ｅｒｄｏｓ猜想的启发,我们研究了在条件lim(n→∞)(infP(X_n= 0)>0)下的独立项级数ｓｕｍ　ｆｒｏｍ　ｎ＝１ Ｘ_ｎ的 ａ．ｓ．收敛性,并且获得了该级数ａ．ｓ．收敛的两个充分必要条件和一个充分条件．这些定理分别改进了文献［３］、［５］中关于Ｅｒｄｏｓ猜想的研究结果．     

随机波动率模型下技术分析指标的一些性质(英文)

一些流行的技术指标(例如布林带,RSI,ROC等)被股市交易者广为使用.交易者将每日(小时,周,……)的实际股价作为计算某个技术指标的样本,通过观察相关频率来指导投资.技术指标的有效性已在广泛的应用中得到了验证.我们已经证明在Black-Scholes模型下,某些技术指标有许多有用的统计性质.作为更一般的情况,随机波动率模型在金融数学中得到了广泛的讨论.本文基于随机波动率模型对技术指标的统计性质进行了研究.研究结果表明,如果股票价格服从随机波动率模型,则技术指标的合理性可以得到有力的证明,从这个角度我们为技术分析奠定理论基础.     

抽样分布渐近正态近似计算中最小自由度的估计与教学思考

通过等距采样和随机采样方式分别计算不同自由度下抽样分布与其渐近正态分布在分布函数上的绝对偏差,并建立绝对偏差平方和均值或平均绝对偏差与抽样分布自由度之间的非线性回归方程,结合各种直观有效的图形趋势分析,最终给出满足指定偏差要求时可用正态分布近似计算的最小自由度的估计.     

局部平稳扩散模型中时变参数的加权最小二乘估计

基于离散观测样本,利用局部线性拟合,得到了局部平稳扩散模型中时变漂移参数的加权最小二乘估计,并讨论了估计量的相合性,渐近正态性和一致收敛速度.同时,通过模拟研究说明了估计量的有效性.     

Empirical Bayes Procedures for Selecting the Best Population with Multiple Criteria

Consider k (k 2) populations whose mean _i and variance _i ² are all unknown. For given control values ₀ and ₀ ² , we are interested in selecting some population whose mean is the largest in the qualified subset in which each mean is larger than or equal to ₀ and whose variance is less than or equal to ₀ ² . In this paper we focus on the normal populations in details. However, the analogous method can be applied for the cases other than normal in some situations. A Bayes approach is set up and an empirical Bayes procedure is proposed which has been shown to be asymptotically optimal with convergence rate of order O(ln² n/n). A simulation study is carried out for the performance of the proposed procedure and it is found satisfactory.     

正态分布参数函数的最小最大估计

The estimation of the functionθ=exp{αμ bσ2} of parameters (μ,σ2) in normal distribution N(μ,σ2) is discussed. And when the prior distributions ofμandσ2 are independent, under the loss function L(θ,δ)=(θ-1×δ-1)2, the Bayesian estimation and the existence and computing method on minimax estimation are deeply discussed.     

关于实方阵的正定性与规范性的进一步拓广

对亚正定矩阵类与实规范矩阵类作进一步拓广 ,得到一个新的矩阵类——亚规范矩阵 .研究了它的等价条件 ,合同下的标准形及有关行列式的性质 ,所得结果推广并改进了亚正定矩阵与实规范矩阵的一些结论 .     

分层教学的Bayes分析

对学校分层教学进行了初步探索 ,提出了分层分班的 Bayes决策 ,介绍了分层分班方法 ,获得了一些结论 ,并完成了对这些结论的证明 ,从理论上论述了分层教学是实施“因材施教”教育原则和素质教育的有效途径 ,给出了应用实例 .     

分担集合与正规族

This paper deals with the problem of normal families concerning share sets. Moreover, the examples show that the conditions of theorem are necessary.     

不完全信息下三度价格歧视的有效性研究

基于不完全信息静态博弈模型,讨论了相互竞争的两厂商在双方都掌握的线性需求函数和一方随机选取的线性成本函数这样的不完全信息情况下实施三度价格歧视的有效性问题,且给出了双方实施三度价格歧视的最优产量,最优价格以及最大利润公式,并把相关结论与基于完全信息静态博弈的三度歧视定价和不完全信息静态博弈的统一定价进行对比,得出了许多重要的结论.     

关于正态随机变量的独立性与相关性

关于正态随机变量的独立性与相关性傅自晦（烟台大学数学与信息科学系，山东烟台２６４００５）众所周知，两个随机变量（向量）独立，则一定不相关，而不相关不一定独立；但不少初学者却误以为两个正态随机变量（向量）的独立性与不相关性是等价的，并由此导出一些理论上...     

Normal Spreads

In Dedicata 16 (1984), pp. 291–313, the representation of Desarguesian spreads of the projective space PG(2t – 1, q) into the Grassmannian of the subspaces of rank t of PG(2t – 1, q) has been studied. Using a similar idea, we prove here that a normal spread of PG(rt – 1,q) is represented on the Grassmannian of the subspaces of rank t of PG(rt – 1, q) by a cap V _{r, t} of PG(r ^t – 1, q), which is the GF(q)-scroll of a Segre variety product of t projective spaces of dimension (r – 1), and that the collineation group of PG(r ^t – 1, q) stabilizing V _{r, t} acts 2-transitively on V _{r, t} . In particular, we prove that V _{3, 2} is the union of q ² – q + 1 disjoint Veronese surfaces, and that a Hermitan curve of PG(2, q ²) is represented by a hyperplane section U of V _{3, 2}. For q 0,2 (mod 3) the algebraic variety U is the unitary ovoid of the hyperbolic quadric Q ⁺ (7, q) constructed by W. M. Kantor in Canad. J. Math., 5 (1982), 1195–1207. Finally we study a class of blocking sets, called linear, proving that many of the known examples of blocking sets are of this type, and we construct an example in PG(3, q ²). Moreover, a new example of minimal blocking set of the Desarguesian projective plane, which is linear, has been constructed by P. Polito and O. Polverino.     

Normal family of quasimeromorphic mappings

The more general quasimeromorphic mappings are studied with the geometric method. The necessary and sufficient conditions for the normality of the family of quasimeromorphic mappings are discussed. We proved two inequalities on the covering surface and obtained some normal criteria on quasimeromorphic mappings with them. Obviously, these criteria hold for meromorphic functions.     

有限域上的本原最优正规元

Let q be a prime or prime power and Fqn the extension of q elements finite field Fq with degree n(n1).Davenport,Lenstra and Schoof proved that there exists a primitive element α∈ Fqn such that α generates a normal basis of Fqn over Fq.Later,Mullin,Gao and Lenstra,etc.,raised the definition of optimal normal bases and constructed such bases.In this paper,we determine all primitive type I optimal normal bases and all finite fields in which there exists a pair of reciprocal elements α and α-1 such that both of them generate optimal normal bases of Fqn over Fq.Furthermore,we obtain a sufficient condition for the existence of primitive type II optimal normal bases over finite fields and prove that all primitive optimal normal elements are conjugate to each other.