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1.
林正炎 《数学年刊A辑》2001,22(5):627-632
本文提出了一类不完全统计量,它们是由一段相继观察值产生的,并且研究了由这类观察值产生的U-统计量的强极限定理.  相似文献   

2.
对于有正态误差和已知协方差阵的线性模型,讨论了参数域是凸锥的假设检验问题.在考察了似然比统计量的性质后,表明了只要似然比统计量是观察值的凸函数,则似然比统计量的零分布是X2-分布的混合,而此前的结果是仅当零假设或备择假设形成线性空间时才可用.  相似文献   

3.
用修正重标极差法对上证指数长期记忆性的研究   总被引:1,自引:1,他引:0  
本文以上证指数周收益率为研究对象,分别采用重标极差分析法和修正重标极差分析法,通过计算V统计量的值对其进行长期记忆性的检验。由于不能排除V统计量的值存在超出上侧分位点的可能性,本文进行了双侧检验,并分析了R/S分析法产生偏差的原因。得出上证指数周收益率时间序列并未表现出显著的长期记忆性的结论。  相似文献   

4.
指数分布样本中异常数据检验的有效性   总被引:6,自引:1,他引:5  
本文讨论指数样本中异常数据检验的有效性,证明了Fisher型统计量在异常值检验中的某种优良性。用随机模拟方法比较了Fisher统计量,Epstoin统计量和Dixon统计量在指数样本异常值检验中的功效。  相似文献   

5.
《数理统计与管理》2015,(6):1007-1015
本文研究了空间误差模型(SEM)中多个异常值的检验问题,基于均值漂移模型和方差加权模型这两种异常值模型给出了得分检验统计量的具体形式及其渐近分布。并应用实例分析验证了检验统计量的有效性,最后给出了修正模型的方法。  相似文献   

6.
本文基于广义L统计量的Jackknife虚拟值,建立了广义L统计量的自动和随机加权逼近,证明了其相合性。  相似文献   

7.
研究了广义空间模型中单个异常值检验问题.分别在均值漂移模型和方差加权模型下导出了检验统计量的具体形式,并给出了在两种异常值模型下检验统计量的近似分布.最后,通过哥伦布市社区犯罪数据证明了方法的有效性.  相似文献   

8.
本文基于Aligned秩给出了用于解完全区组设计有方向检验问题的, 我们称之为$C$-检验的检验方法. 本文分别对每个试验单元仅有一个观测值以及等重复观测值和不等重复观测值各种情形下的$C$检验进行了讨论, 并在原假设$H_0$成立时计算了上述各种情形下$C$检验统计量的数学期望和方差, 且证明了$C$检验统计量的渐近分布为正态分布.  相似文献   

9.
研究了Duffing系统在加性二值噪声作用下的随机分岔现象.首先,根据二值噪声的统计特性,推导得到二值噪声状态间的跃迁概率,据此对二值噪声进行了数值模拟.其次,利用四阶Runge-Kutta(龙格-库塔)数值算法得到该系统位移和速率的稳态联合概率密度及位移的稳态概率密度.然后,通过对位移稳态概率密度单双峰结构变化的研究,发现加性二值噪声的状态和强度能够诱导系统产生随机分岔现象.最后,观察到随着系统非对称参数的逐渐变化,系统同样产生了随机分岔现象.  相似文献   

10.
本文讨论线性回归模型中约束条件下协方差阵扰动模型的影响分析问题,定义了扰动模型的Welsch-Kuh统计量与 Cook距离,利用 Welsch-Kuh统计量研究扰动模型对其中某组数据对应的拟合值的影响以及用Cook统计量研究扰动模型对约束最小二来估计的影响.  相似文献   

11.
Before his death, Auslander announced that every finitely generated module over a local Gorenstein ring has a minimal Cohen–Macaulay approximation. Yoshimo extended Auslander's result to local Cohen–Macaulay rings admitting a dualizing module.Over a local Gorenstein ring the finitely generated maximal Cohen–Macaulay modules are the finitely generated Gorenstein projective modules so in fact Auslander's theorem says finitely generated modules over such rings have Gorenstein projective covers. We extend Auslander's theorem by proving that over a local Cohen–Macaulay ring admitting a dualizing module all finitely generated modules of finite G-dimension (in Auslander's sense) have a Gorenstein projective cover. Since all finitely generated modules over a Gorenstein ring have finite G-dimension, we recover Auslander's theorem when R is Gorenstein.  相似文献   

12.
We show that the projection lattice generated by a maximal nest and a rank one projection in a separable infinite-dimensional Hilbert space is in general reflexive. Moreover we show that the corresponding reflexive algebra has a maximal triangular property, equivalently, it is a Kadison-Singer algebra. Similar results are also obtained for the lattice generated by a finite nest and a projection in a finite factor.  相似文献   

13.
A random permutation ofN items generated by a sequence ofK random transpositions is considered. The method of strong uniform times is used to give an upper bound on the variation distance between the distributions of the random permutation generated and a uniformly distributed permutation. The strong uniform time is also used to find the asymptotic distribution of the number of fixed points of the generated permutation. This is used to give a lower bound on the same variation distance. Together these bounds give a striking demonstration of the threshold phenomenon in the convergence of rapidly mixing Markov chains to stationarity.  相似文献   

14.
A new algorithm is proposed for generating min-transitive approximations of a given similarity matrix (i.e. a symmetric matrix with elements in the unit interval and diagonal elements equal to one). Different approximations are generated depending on the choice of an aggregation operator that plays a central role in the algorithm. If the maximum operator is chosen, then the approximation coincides with the min-transitive closure of the given similarity matrix. In case of the arithmetic mean, a transitive approximation is generated which is, on the average, as close to the given similarity matrix as the approximation generated by the UPGMA hierarchical clustering algorithm. The new algorithm also allows to generate approximations in a purely ordinal setting. As this new approach is weight-driven, the partition tree associated to the corresponding min-transitive approximation can be built layer by layer. Numerical tests carried out on synthetic data are used for comparing different approximations generated by the new algorithm with certain approximations obtained by classical methods.  相似文献   

15.
Bazzoni had given a simple characterization of infinitely generated n-tilting modules. Though her method is even inapplicable to classical n-tilting modules over Artin algebras, we show in this note that a similar characterization does hold for (finitely generated) relative n-tilting modules introduced by Auslander and Solberg for Artin algebras, by using a different method. We also present some applications.  相似文献   

16.
From A to B to Z     
Jackson  Marcel  Zhang  Wen Ting 《Semigroup Forum》2021,103(1):165-190
Semigroup Forum - The variety generated by the Brandt semigroup $$B_2$$ can be defined within the variety generated by the semigroup $$A_2$$ by the single identity $$x^2y^2\approx y^2x^2$$ . Edmond...  相似文献   

17.
田延国  马东魁 《数学杂志》2017,37(4):792-796
本文研究了度量空间中连续映射构成半群的拓扑熵.利用Patr′ao~([8])的方法,给出了度量空间中两种有限个连续映射构成的半群的拓扑d-熵的定义,比较了两种拓扑d-熵的大小.证明了局部紧致可分度量空间上有限个真映射构成的半群的拓扑d-熵和它的一点紧化空间上对应的拓扑熵相等.上面结果推广了Patr′ao的相应结论.  相似文献   

18.
A convenient bicategory of topological stacks is constructed which is both complete and Cartesian closed. This bicategory, called the bicategory of compactly generated stacks, is the analogue of classical topological stacks, but for a different Grothendieck topology. In fact, there is an equivalence of bicategories between compactly generated stacks and those classical topological stacks which admit locally compact Hausdorff atlases. Compactly generated stacks are also equivalent to a bicategory of topological groupoids and principal bundles, just as in the classical case. If a classical topological stack and a compactly generated stack have a presentation by the same topological groupoid, then they restrict to the same stack over locally compact Hausdorff spaces and are homotopy equivalent.  相似文献   

19.
The second author recently introduced modified Walsh–Dirichlet kernels which generated filtered Walsh–Fourier series. The purpose of this article is to show that those filtered Walsh series can be generated by a partial ordering on the natural numbers which may be of interest in its own right.  相似文献   

20.
陈刚 《数学杂志》2005,25(2):217-220
本文确定了一个有限群特征标环通过代数整数环扩张后素谱的结构,在此基础之上,利用与[1]中类似的方法证明了这个扩张后的特征标环素谱的连通性。同时还计算了有限群的复类函数空间的幂等元.  相似文献   

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