基于分组数据的指数分布参数的同变估计

给出了基于分组数据的指数分布参数的同变估计,其中位置参数是最优同变估计,刻度参数为近似最优同变估计,最后通过Monte-Carlo模拟数据说明方法的可行性.     

土壤内水分流动及温度分布计算——耦合型模型

本文目的在于发展一个计算土壤内水分输送及能量交換的物理模型——耦合型模型,驱动该模型的大气条件是由实测而得的,引用对蒸发的土壤表面阻抗关联了在大气中水汽通量与从地表的蒸发,由于这种阻抗引入,计算模拟的结果与实测值达到了较好的吻合。     

Pressure jumps due to flow interruptions as source of system peaks in liquid chromatography with mixed eluents

Summary Brief pressure changes take often place within a liquid chromatography column, e.g., during sample injection. It is shown that pressure jumps may cause local changes in the composition of a mixed effluent and the rise of system peaks in the chromatogram. This is a consequence of the dependence of sorption equilibrium on pressure.     

Degree distribution of a typical vertex in a general random intersection graph

For a general random intersection graph, we show an approximation of the vertex degree distribution by a Poisson mixture. Research supported by Lithuanian State Science and Studies Foundation Grant T-07149.     

负二项分布类的条件概率封闭性

在研究只允许部分服务台进入休假状态的多服务台M／M／c排队系统时，我们发现了条件Erlang分布的一些有趣的性质，进一步研究我们发现相对应离散随机状态的负二项分布也具有很好的性质（概率封闭性．本文证明了一类负二项分布的概率封闭性．它们对导出复杂排队系统中离散状态下顾客等待时问分布及保险公司中破产概率上界的计算起着重要作用．     

一类变质性物品在考虑信用期时的补货策略

随着人们物质生活的不断丰富,库存控制系统所处的环境变得既复杂又多变,光靠规模化的经营已经不能满足顾客的需要,经典的EOQ模型的订购批量解也与实际的最优值之间具有很大的差距.由次,本文修改了EOQ模型中的一些假设,在考虑信用期的情况下,研究了需求率为常数、物品存贮寿命为两参数维布尔分布的单一变质性物品在有限计划期内的补货策略,证明了最优补货策略的存在性及惟一性,同时给出了求解最优补货策略的算例,得到了应用更为广泛的结论.     

Consistency of change point estimators for symmetrical stable distribution with parameters shift

Assume that the characteristic indexαof stable distribution satisfies 1<α<2,and that the distribution is symmetrical about its mean.We consider the change point estimators for stable distribution withαor scale parameterβshift.For the one case that mean is a known constant,ifαorβchanges,then density function will change too.To this end,we suppose the kernel estimation for a change point.For the other case that mean is an unknown constant,we suppose to apply empirical characteristic function to estimate the change-point location.In the two cases,we consider the consistency and strong convergence rate of estimators.Furthermore,we consider the mean shift case.If mean changes,then corresponding characteristic function will change too.To this end,we also apply empirical characteristic function to estimate change point.We obtain the similar convergence rate.Finally,we consider its application on the detection of mean shift in financial market.     

重尾索赔下双复合Poisson模型的赤字分布

本文研究重尾索赔下的双复合Poisson模型,当索赔额分布属于次指数分布类时,给出了破产在有限时间内发生赤字尾概率的一个渐近表达式.     

隐含风险中性分布在巨灾超额损失再保险定价中的应用

通过与标的风险相关的期权市场估计出隐含变换系数,然后以Esscher变换为工具,将巨灾损失统计分布风险中性化,从而对以该非交易风险为标的的巨灾超额损失再保险进行定价.同时,从期权定价的角度,结合Weibull极值分布和超额损失再保险的特点,给出了巨灾超额损失再保险定价的闭型表达式.