共查询到20条相似文献,搜索用时 15 毫秒
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Märt Möls 《Acta Appl Math》2003,79(1-2):17-23
In Mixed Linear Models theory one is assumed to know the structure of random effects covariance matrix. The suggestions are sometimes contradictious, especially if the model includes interactions between fixed effects and random effects. This paper presents conditions under which two different random effects' variance matrices will yield equal estimation and prediction results. Some examples and simulation results are given also. 相似文献
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In clinical studies,it is often that the medical treatments take a period of time before having an effect on patients and the delayed time may vary from person to person.Even though there exists a rich literature developing methods to estimate the time-lag period and treatment effects after lag time,most of these existing studies assume a fixed lag time.In this paper,we propose a hazard model incorporating a random treatment time-lag effect to describe the heterogeneous treatment effect among su... 相似文献
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Fran Barbera Helmut Schneider Peter Kelle 《The Journal of the Operational Research Society》1996,47(8):1037-1045
This paper discusses a condition based maintenance model with exponential failures, and fixed inspection intervals. A condition of the equipment, such as vibration, is monitored at equidistant time intervals. If the variable indicating the condition is above a threshold an instantaneous maintenance action is performed and the monitored condition takes on its initial value. The equipment can fail only once within an inspection interval. The probability of failure is exponential and the failure rate is dependent on the condition. The cost to be minimized is the long-run average cost of maintenance actions and failures. We study the optimal solution to this problem obtained via dynamic programming and compare it to an approximate steady state solution based on renewal theory. 相似文献
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本文研究了具有年龄结构两竞争种群系统的适定性和最优控制问题.利用不动点定理,证明了系统解的存在唯一性,并利用法锥原理得到最优控制所满足的必要条件,推广了一些文献的工作. 相似文献
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Tathagata Banerjee Atanu Biswas 《Annals of the Institute of Statistical Mathematics》2007,59(2):197-210
Two-way nested design with mixed effects model arises in many practical situations. In the classical analysis of variance
set-up, a test for the absence of the random effects is obtained under the assumption that the random effects and the errors
are normally distributed. The present paper avoids this assumption and provides an asymptotically distribution-free test procedure
for the above problem. The asymptotic null distribution of the test statistic is obtained. Actual implementation of the test
is straight forward given the prior information on quantiles of the intra-block differences of observations. In the absence
of such information, working test procedures are proposed. The performances of these tests are compared with the classical
analysis of variance test through simulations. The tests are then illustrated by some real data sets. 相似文献
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首先,通过添加数据,得到了带有不完全信息随机截尾试验下混合泊松分布的完全数据似然函数,然后分别利用EM算法和MCMC方法,对参数进行了估计,最后进行了随机模拟试验.结果表明参数点估计的精度比较高, 相似文献
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在已有的大部分投资组合模型中,证券的收益服从随机分布或者模糊分布。然而,在实际的市场中存在大量的不确定性,市场不仅具有内在的风险,也存在由投资者个体差异产生的背景风险。本文推导随机模糊数的高阶矩性质,构建一个考虑背景风险的高矩三角模糊随机投资组合风险模型,采用沪深股市的数据分析背景风险对投资组合的影响。 相似文献
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构造并研究一类具有非局部时滞和非线性种内制约关系的竞争系统的反应扩散模型.利用Wang,Li和Ruan建立的非局部时滞反应扩散方程组波前解存在性的理论,证明了连接两个边界平衡解的行波解的存在性. 相似文献
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周永正 《数学的实践与认识》2011,41(19)
讨论一般混合线性模型中固定效应β、随机效应ξ_i(i=1,2,…,k)与另一随机向量δ的联合估计,得到了β、ξ_i(i=1,2,…,k)及δ的线性组合的最佳线性无偏估计,推广了有关文献中的结果,并从一个直观角度刻划了β、ξ_i(i=1,2,…,k)与δ的线性组合的最佳线性无偏估计的一种最优性,推广有关文献的结果. 相似文献
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首次将随机产出和广告投入同时引入到Newsboy模型中,分别在乘积形式随机产出和加和形式随机产出情况下,建立带有广告费用的最优决策模型,通过分析得出如下结论:在乘积随机产出情况下,随着广告费用的不断增加,最优计划生产量在快速增加;而在加和形式随机产出情况下,随着广告费用不断增加时,最优计划生产量也在不断增加,但其增加的速率较小。最后,指出乘积形式的随机产出适用于刚上市的新产品,而加和形式的随机产出适用于品牌产品。 相似文献
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In this paper, we consider a perturbed compound Poisson risk model with dependence, where the dependence structure for the claim size and the inter-claim time is modeled by a generalized Farlie-Gumbel-Morgenstern copula. The integro equations, the Laplace transforms and the defective renewal equations for the Gerber-Shiu functions are obtained. For exponential claims, some explicit expressions are obtained, and some numerical examples for the ruin probabilities are also provided. 相似文献
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??In this paper, we consider a perturbed compound Poisson risk model with dependence, where the dependence structure for the claim size and the inter-claim time is modeled by a generalized Farlie-Gumbel-Morgenstern copula. The integro equations, the Laplace transforms and the defective renewal equations for the Gerber-Shiu functions are obtained. For exponential claims, some explicit expressions are obtained, and some numerical examples for the ruin probabilities are also provided. 相似文献
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随机赔偿,随机折现下的保险概率模型及若干结果 总被引:3,自引:0,他引:3
本文首先构造了保险的随机过程模型,即随机赔偿和随机折现的双随机模型.运用测度扩张理论将赔偿过程发展为随机赔偿恻度,在模型的基本假定之下研究赔偿过程的性质,给出保险和年金的测度表示以及诸多精算公式.最后针对随机利率的Gauss过程模型得到Hoem模型随机赔偿测度的现值矩发展了[7]中的主要结果. 相似文献
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为探究线性混合效应模型在艾滋病疗效预测和疗法选优中的应用。利用美国艾滋病医疗试验机构ACTG的193A研究中的一组非平衡重复测量数据,以logcd4为体现疗效的因变量,年龄、性别为固定效应,建立截距和治疗时间的斜率随受试者随机变化且其期望值因疗法不同的线性混合效应模型,用SAS软件中mixed过程求解并预测。通过疗法对截距和治疗时间斜率期望值的影响选择最优疗法。结果表明模型有非常好的拟合和预测效果,疗法4为最优疗法。本研究为专业医生进行艾滋病疗效的预测和疗法选优提供了科学依据和方法。 相似文献
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Frank Gregory 《The Journal of the Operational Research Society》1993,44(4):333-344
The logical connectives in the conceptual models of Soft Systems Methodology are limited to relations of ‘necessity’. This is not enough to achieve a correspondence with states of affairs in the physical world. In order to attain this correspondence connectives representing ‘sufficiency’ must be included. When this is done a logical account of efficiency is possible. This defines efficiency as the arbiter between two or more sufficient but unnecessary conditions of a desired effect. 相似文献