Some properties of the bivariate lognormal distribution for reliability applications

In this paper, we study the bivariate lognormal distribution from a reliability point of view. The conditional distribution of X given Y > y is found to be log‐skew normal. The monotonicity of the hazard rates of the univariate as well as the conditional distributions is discussed. Clayton's association measure is obtained in terms of the hazard gradient, and its value in the case of our model is derived. The probability distributions, in the case of series and parallel systems, are derived, and the monotonicity of their failure rates is discussed. Three real applications of the bivariate lognormal distribution are provided, two from financial economics and one from reliability. Copyright © 2012 John Wiley & Sons, Ltd.     

指标体系的构建原理与评价方法研究

针对目前指标体系在构建和评价方面缺乏统一理论与方法这一现状,在不考虑具体评价问题的基础上,对一般意义上的指标体系进行了构建原理与评价方法研究.从时间维、方法维和逻辑维三方面对构建方法进行了阐述;建立了指标体系的数学模型,并提出了基于正交实验设计的指标权重计算方法;以合理指标体系的基本要素为依据,定量地分析了体系的完备性和指标间的相关性.     

基于Delphi-可拓理论的大型酒店消防安全评价研究

针对大型酒店消防管理的复杂性,综合考虑高层建筑空间火灾发生及消防救援的特点,建立全面多系统的消防安全综合评价指标体系.采用Delphi法将定性指标量化,引入物元可拓理论分析法构建综合可拓评价模型,得到各准则层及系统整体的风险等级和偏离所属等级的趋向程度.以长春市某大型酒店为例,验证了该体系的科学性和可行性.     

地下水脆弱性风险预警和评估的区间三角模糊多属性决策模型

应用基于逼近理想解排序法的区间三角模糊多属性决策模型,对三江平原六大分区地下水脆弱性进行了风险预警和评估.评估结果与前人吻合,可为有关决策部门采取相应降低环境风险的措施提供参考.实例验证表明,模型具有更高的计算精度和更好的评价效果,为有关环境风险决策部门对地下水风险预警和评估提供了新的思路和方法.     

灰色聚类白化函数探析

为进一步探析各类白化函数对综合评价结果的影响,先构建经典三角、修正三角1、修正三角2、经典聚类和指数型这五种不同类型的白化函数,再分别应用单一型数据、混合型数据、单指标单调型数据和跳跃型数据对这五种白化函数进行比较验证.结果显示两端等级的白化函数、零权重问题和等级区间宽度对综合评价结果影响较大.     

Semi-parametric accelerated hazard relational models with applications to mortality projections

In this paper, we propose new relational models linking some specific mortality experience to a reference life table. Compared to existing relational models which distort the forces of mortality, we work here on the age scale. Precisely, age is distorted making individuals younger or older before performing the computations with the reference life table. This is in line with standard actuarial practice, specifically with the so-called Rueff’s adjustments. It is shown that the statistical inference can be conducted with the help of a suitably modified version of the standard IRWLS algorithm in a Poisson GLM/GAM setting. A dynamic version of this model is proposed to produce mortality projections. Numerical illustrations are performed on Belgian mortality statistics.     

Combined analysis of unique and repetitive events in quantitative risk assessment

For risk assessment to be a relevant tool in the study of any type of system or activity, it needs to be based on a framework that allows for jointly analyzing both unique and repetitive events. Separately, unique events may be handled by predictive probability assignments on the events, and repetitive events with unknown/uncertain frequencies are typically handled by the probability of frequency (or Bayesian) approach. Regardless of the nature of the events involved, there may be a problem with imprecision in the probability assignments. Several uncertainty representations with the interpretation of lower and upper probability have been developed for reflecting such imprecision. In particular, several methods exist for jointly propagating precise and imprecise probabilistic input in the probability of frequency setting. In the present position paper we outline a framework for the combined analysis of unique and repetitive events in quantitative risk assessment using both precise and imprecise probability. In particular, we extend an existing method for jointly propagating probabilistic and possibilistic input by relaxing the assumption that all events involved have frequentist probabilities; instead we assume that frequentist probabilities may be introduced for some but not all events involved, i.e. some events are assumed to be unique and require predictive – possibly imprecise – probabilistic assignments, i.e. subjective probability assignments on the unique events without introducing underlying frequentist probabilities for these. A numerical example related to environmental risk assessment of the drilling of an oil well is included to illustrate the application of the resulting method.     

多层前馈模糊神经网络在儿童综合素质测评中的应用

运用对偶标度统计方法计算儿童发展调查问题中原始数据的变量权和样本得分,从而确定评价因素集.采用多层前馈模糊神经网络——FM LP实现对儿童个体综合素质的定量评价.     

战场敌情威胁的多级模糊综合评判

敌情威胁程度的判断是定下作战决心的基础.提出利用多级模糊综合评判的方法,首先利用层次分析法(AHP法)综合专家的判断,建立权重集,然后利用模糊综合评判理论对对战场某一指定区域的模糊敌情进行威胁程度判断,从而将两种方法的优点综合起来.并给出了一个应用该方法的海区模糊敌情判断实例,结论说明该方法可行.     

Auditors’ evidence evaluation and aggregation using beliefs and probabilities

This paper examines possible differences in auditors’ performance when they make belief-based versus probability-based risk assessments by focusing on two phases of the financial statement audit process: the assessment of two attributes of audit evidence (‘strength’ and ‘direction’) and the aggregation of evidence. Based on an experiment in which 48 experienced auditors participated, three important findings were observed. First, there was no significant difference in the mean assessment of strength of evidence measured using the likelihood ratio. However, the difference in the assessed direction of evidence, that is whether the evidence is interpreted as being confirming or disconfirming, is significant for one of the cases examined. This result shows that auditors making belief-based assessments are able to assess the direction of the evidence more accurately than auditors making probability-based assessments. Third, the auditors’ aggregation of evidence was not in accordance with ‘AND’ logic for either auditors making belief-based or probability-based assessments. These empirical results raise issues which need to be addressed in practice and in future research.