Profitability in the car industry: New measures for estimating targets and target directions

In this paper we study the profitability of car manufacturers in relation to industry-wide profitability targets such as industry averages. Specifically we are interested in whether firms adjust their profitability in the direction of these targets, whether it is possible to detect any such change, and, if so, what the precise nature is of these changes.     

Estimation of a parameter of Morgenstern type bivariate exponential distribution by ranked set sampling

Ranked set sampling is applicable whenever ranking of a set of sampling units can be done easily by a judgement method or based on the measurement of an auxiliary variable on the units selected. In this work, we consider ranked set sampling, in which ranking of units are done based on measurements made on an easily and exactly measurable auxiliary variable X which is correlated with the study variable Y. We then estimate the mean of the study variate Y by the BLUE based on the measurements made on the units of the ranked set sampling regarding the study variable Y, when (X ,Y) follows a Morgenstern type bivariate exponential distribution. We then consider unbalanced multistage ranked set sampling and estimate the mean of the study variate Y by the BLUE based on the observations made on the units of multistage ranked set sample regarding the study variable Y. Efficiency comparison is also made on all estimators considered in this work.     

Statistical aspects of the identification of material parameters for elasto-plastic models

Summary The presented method to identify material parameters for inelastic deformation laws is based on the numerical analysis of inhomogeneous stress and strain fields received from suitable experiments. Tensile and bending tests were carried out to obtain elastic and hardening parameters. The deformation law for small elasto-plastic strains is presented as a system of nonlinear differential and algebraic equations (DAE) consisting of the stress–strain relation, evolution equations for the internal variables and the yield condition. Different rules for the evolution equations of isotropic, kinematic and distorsional hardening are proposed. The DAE are discretized using an implicit Euler method, and the resulting system of nonlinear algebraic equations is solved using the Newton method. Deterministic optimization procedures are preferred to identify material parameters from a least-squares functional of numerical and measured comparative quantities. The gradient of the objective function was calculated using a semianalytical sensitivity analysis. Due to measurement errors, the optimal sets of material parameters are non unique. The approximate estimation of confidence regions and the calculation of correlation coefficients is presented. The results of several optimization processes for material parameters of elasto-plastic deformation laws show a good agreement between measured and calculated values, but they show also problems which may occur if systematic errors will not be recognized and deleted. Received 30 September 1999; accepted for publication 8 March 2000     

Self-quenched dynamics

We introduce a model for the slow relaxation of an energy landscape caused by its local interaction with a random walker whose motion is dictated by the landscape itself. By choosing relevant measures of time and potential this self-quenched dynamics can be mapped on to the “True” Self-Avoiding Walk model. This correspondence reveals that the average distance of the walker at time t from its starting point is , where for one dimension and 1/2 for all higher dimensions. Furthermore, the evolution of the landscape is similar to that in growth models with extremal dynamics. Received 8 August 2000     

A note on natural risk statistics

Recently Heyde, Kou and Peng [C.C. Heyde, S.G. Kou, X.H. Peng, What is a good external risk measure: Bridging the gaps between robustness, subadditivity, and insurance risk measures, 2007, preprint.] proposed the notion of a natural risk statistic associated with a finite sample that relaxes the subadditivity assumption in the classical coherent risk statistics. In this note we use convex analysis to provide alternate proofs of the representation results regarding natural risk statistics.     

A note on testing for constant hazard against a change-point alternative

Summary The problem of testing for constant hazard against a change-point alternative is considered. It is shown that this problem is related to another one in quality control. Based on this relationship, a test is proposed. The main advantages of this test are its computational simplicity and the ready availability of small and large sample distribution theory.     

Perturbation method for determining the group of invariance of hierarchical models

We propose a perturbation method for determining the (largest) group of invariance of a toric ideal defined in [S. Aoki, A. Takemura, The largest group of invariance for Markov bases and toric ideals, J. Symbolic Comput. 43 (5) (2008) 342–358]. In the perturbation method, we investigate how a generic element in the row space of the configuration defining a toric ideal is mapped by a permutation of the indeterminates. Compared to the proof by Aoki and Takemura which was based on stabilizers of a subset of indeterminates, the perturbation method gives a much simpler proof of the group of invariance. In particular, we determine the group of invariance for a general hierarchical model of contingency tables in statistics, under the assumption that the numbers of the levels of the factors are generic. We prove that it is a wreath product indexed by a poset related to the intersection poset of the maximal interaction effects of the model.     

The uniform convergence and precise asymptotics of generalized stochastic order statistics

Let X(i,n,m,k), i=1,…,n, be generalized order statistics based on F. For fixed r∈N, and a suitable counting process N(t), t>0, we mainly discuss the precise asymptotic of the generalized stochastic order statistics X(N(n)−r+1,N(n),m,k). It not only makes the results of Yan, Wang and Cheng [J.G. Yan, Y.B. Wang, F.Y. Cheng, Precise asymptotics for order statistics of a non-random sample and a random sample, J. Systems Sci. Math. Sci. 26 (2) (2006) 237-244] as the special case of our result, and presents many groups of weighted functions and boundary functions, but also permits a unified approach to several models of ordered random variables.     

学生学习成绩相关性的研究

从大学生学习成绩出发,应用广义线性回归模型研究了学生学年间成绩的相关性,揭示了大学一年级,尤其是一年级的二学期是影响学生后期学习的关键阶段.进一步应用聚类分析,得到学生成绩在大学一年级就已经埋下了两极分化的隐患,应用判别分析得出了两极分化的关键课程.该结论为教育教学和学生管理提供决策依据.     

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．