The beta Laplace distribution

The Laplace distribution is one of the earliest distributions in probability theory. For the first time, based on this distribution, we propose the so-called beta Laplace distribution, which extends the Laplace distribution. Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters and derive the observed information matrix. The usefulness of the new model is illustrated by means of a real data set.     

LIBS对钛合金焊缝中成分的原位统计分布分析表征

钛合金凭借其强度高、耐蚀性好、耐热性高等特点已经被广泛应用于航天、海洋、生物医药等诸多领域,其中Ti-6Al-4V（TC4）合金的耐热性、强度、塑性、韧性、成形性、可焊性、耐蚀性和生物相容性均较好,已成为钛合金工业中的王牌合金。钛合金在激光焊接时,加入表面活性剂可以增加焊缝熔深、提高焊接效率、改善焊缝微观组织的不均匀性,但是可能会改变熔合区和焊缝区中元素含量及其分布状态,从而可能会对材料的性能产生一定的影响。运用LIBS分析技术对TC4钛合金焊接试样表面进行面扫描同步获得多元素成分信息,同时结合原位统计分布分析方法（OPA）,实现了对钛合金母材、熔合区、焊缝成分及其分布状态的快速表征,为活性剂的选择和焊接后钛合金的材料性能提供一种新的评价手段。选取了两个使用不同活性剂进行焊接的TC4钛合金薄板试样,选取焊缝纵切面方向作为分析面,采用320目的氧化铝砂纸进行表面处理,利用LIBSOPA系统进行成分分布统计表征。首先,对激发光斑和剥蚀条件进行条件优化,最终选择200 μm的激发光斑、10个预剥蚀脉冲10个剥蚀脉冲进行实验,并建立了钛合金中C,Al,V,Fe,Si和Ti六个元素的校准曲线（其中Si元素主要来自活性剂）;然后对钛合金焊接样品进行了区域扫描,并对元素含量和分布状态进行了统计表征。同时,在钛合金焊接样品的不同部位进行分区取样,采用高频红外法分析C元素含量,并与LIBSOPA结果进行比对,两种测试方法结果吻合。元素Al,V,Fe,Si和Ti分布结果与微束X荧光光谱法对应性较好。运用LIBSOPA 技术实现了对钛合金母材、熔合区、焊缝中多元素的成分分布表征,为快速判定钛合金焊缝中成分及分布状态提供了全新的评价表征手段。     

Toric statistical models: parametric and binomial representations

Toric models have been recently introduced in the analysis of statistical models for categorical data. The main improvement with respect to classical log-linear models is shown to be a simple representation of structural zeros. In this paper we analyze the geometry of toric models, showing that a toric model is the disjoint union of a number of log-linear models. Moreover, we discuss the connections between the parametric and algebraic representations. The notion of Hilbert basis of a lattice is proved to allow a special representation among all possible parametrizations.     

Mann-Whitney test for associated sequences

Let {X ₁, ...,X _m } and {Y ₁, ...,Y _n } be two samples independent of each other, but the random variables within each sample are stationary associated with one dimensional marginal distribution functionsF andG, respectively. We study the properties of the classical Wilcoxon-Mann-Whitney statistic for testing for stochastic dominance in the above set up.     

在非线性回归模型中误差为AR(2)的相关性检验

本文讨论了在非线性回归模型中误差为AR(2)的相关性检验，得到了误差相关性检验的似然比检验统计量、Score检验统计量．对感兴趣参数和多余参数，利用Cox and Reid(1987)提出的正交化方法，给出了修正的似然比检验统计量和Score检验统计量．推广了胡跃清，韦博成(1994)讨论的在非线性回归模型中误差为AR(1)相关性检验的结果．     

Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models

Data in social and behavioral sciences are often hierarchically organized. Special statistical procedures have been developed to analyze such data while taking into account the resulting dependence of observations. Most of these developments require a multivariate normality distribution assumption. It is important to know whether normal theory-based inference can still be valid when applied to nonnormal hierarchical data sets. Using an analytical approach for balanced data and numerical illustrations for unbalanced data, this paper shows that the likelihood ratio statistic based on the normality assumption is asymptotically robust for many nonnormal distributions. The result extends the scope of asymptotic robustness theory that has been established in different contexts.     

A note on testing symmetry with estimated parameters

A simple yet general technique is presented for the problem of assessing symmetry about an unknown point with linear rank statistics.     

小康判别函数的建立与分析

近几年，国内在研究小康水平的定量指标分析中，应用较多的有综合评分法、层次分析法和模糊识别法。这几种方法比单项指标更全面、灵活，但在权数的确定上都难以克服人为因素的影响。当指标之间存在两个或两个以上的高度相关时，对问题的研究总存在一定的局限性。为了科学地研究小康问题，本文基于判别分析，建立城市小康的判别系数，来综合评价出我国城市小康水平的定量标准。     

Nonnull distribution of likelihood ratio criterion for reality of covariance matrix

In this paper the distribution of the likelihood ratio test for testing the reality of the covariance matrix of a complex multivariate normal distribution is investigated. Some simplifications in the noncentral distribution are made and the noncentral distribution is derived for the special case where the rank of the noncentrality matrix is two. In the null case exact expressions for the distribution are given up to p = 6, and percentage points are tabulated. These percentage points were compared with percentage points derived from an asymptotic expansion of the distribution, and the accuracy of the approximation was found to be sufficient for several practical situations.     

On the Law of The Iterated Logarithm for Rapidly Increasing Subsequences

The usual law of the iterated logarithm states that the partial sums S_n of independent and identically distributed random variables can be normalized by the sequence a_n = √nlog log n, such that limsup_n→∞ S_n/a_n = √2 a.s. As has been pointed out by Gut (1986) the law fails if one considers the limsup along subsequences which increase faster than exponentially. In particular, for very rapidly increasing subsequences {n_k≥1} one has limsup_k→∞ S_nk/a_nk = 0 a.s. In these cases the normalizing constants a_nk have to be replaced by √nk log k to obtain a non-trivial limiting behaviour: limsup_k→∞ S_nk/ √nk log k = √2 a.s. We will present an intelligible argument for this structural change and apply it to related results.