Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences

Recently, Fishbum and Lavalle (1995) and Lefèvre and Utev (1996) have considered some stochastic order relations specific for arithmetic random variables. The present work is concerned with these orderings, together with two other classes of stochastic order relations closely related. First, attention is paid to characterizations and various properties of all these orderings. Then, sufficient conditions of crossing-type for the two new classes of orderings are derived and extrema among discrete random variables are deduced. This is applied in actuarial sciences to obtain new bounds for the classical single life premiums as well as for the probability of ruin in the compound binomial risk model.     

标准体系的比例型寿命使用期模型与分析

本文在基于标准被废除按比例进行时的标准体系使用期的两个新模型。首先给出了模型假设条件,然后定义了标准使用期。根据假设给出了两个模型条件下的标准使用期公式,最后通过数值示例说明了标准使用期的公式使用。     

简析"静止液体内部压强公式验证"实验的设计策略

“静止液体内部压强公式验证”在现行教材中有两种实验方法。通过分析实验的设计策略，说明其作用、效果及操作上的困难，指出合理的与不合理诸因素，从而提出改进实验的方法，化难为易，提高实验教学效果。     

Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models

This paper proposes a new method that extends the efficient global optimization to address stochastic black-box systems. The method is based on a kriging meta-model that provides a global prediction of the objective values and a measure of prediction uncertainty at every point. The criterion for the infill sample selection is an augmented expected improvement function with desirable properties for stochastic responses. The method is empirically compared with the revised simplex search, the simultaneous perturbation stochastic approximation, and the DIRECT methods using six test problems from the literature. An application case study on an inventory system is also documented. The results suggest that the proposed method has excellent consistency and efficiency in finding global optimal solutions, and is particularly useful for expensive systems.     

Low noise double pass L-band erbium-doped fiber amplifier

A new double pass long wavelength band erbium-doped fiber amplifier with enhanced noise figure characteristics is demonstrated. The noise figure is improved by about 2.6 dB with the incorporation of broadband conventional-band fiber Bragg grating (FBG) in between the two segments of erbium-doped fiber. By incorporating both the pre-amplifier and the FBG, the noise figure is further improved, which varies from 4.0 to 5.0 dB in the flat gain region from 1570 to 1600 nm. The gain varies from 32.0 to 33.4 dB within this region. The new amplifier with high gain and low noise figure can be useful as an inline amplifier in a wavelength division multiplexing transmission system.     

Existence and Life Span of Periodic Solutions for the First Order Quasilinear Hyperbolic Equations

g1.IntroductionWeconsiderthefollowingfirstorderquasilinearhyperbolicequationswithinternaIdissipa-tlveterm:U, A(U)U. F(U)=o(1.1)whereUeR2isunknownvectorfunction,A(U)is2X2knownsmoothmatrix,F(U)is2X2knownsmoothvectorfunction.Itiswell-knownthatCauchyproblemoftheequations(l.1)hasbeenwidelystudied(Ll-6J),however,theequations(l.1)withperiedicinitialdatahasbeenhardlystudiedandonesfindthatitiscomplicatedforproblemwithperiodicinitialdata.Becausetheperiodicdis-turbanceLlirectlyinfluencesthebounde…     

Combinatorial Optimization by Dynamic Contraction

A heuristic optimization methodology, Dynamic Contraction (DC), is introduced as an approach for solving a wide variety of hard combinatorial problems. Contraction is an operation that maps an instance of a problem to a smaller instance of the same problem. DC is an iterative improvement strategy that relies on contraction as a mechanism for escaping local minima. As a byproduct of contraction, efficiency is improved due to a reduction of problem size. Effectiveness of DC is shown through simple applications to two classical combinatorial problems: The graph bisection problem and the traveling salesman problem.     

Change point estimation in non-monotonic aging models

The problem of estimating change points in various non-monotonic aging models is considered. A general methodology for consistent estimation of the change point is developed and applied to non-monotonic aging models based on the hazard rate function as well as on the mean residual life function.     

临床试验(Ⅱ)

在本文的第Ⅰ部份，涉及了临床试验的内涵、研究中的偏性、困难与临床试验设计的进展．第Ⅱ部份主要涉及分析中的一些重要问题，其中包括：５，生存质量的测定；６，病人的依从性； ７， Ｍｅｔａ分析．     

关于无界无限维商品空间上的生产经济均衡

本文研究了无界无限维商品空间上的生产经济均衡的存在性．虽然我们把商品空间看成是Ｒｉｅｓｚ空间，但并没有在它的正锥上作任何内部假设．同时我们的结果也为现代企业或公司从事经济预测、制订生产计划、改善经营管理、提高劳动生产率以及优化经济机制提供了理论依据．