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991.
992.
This paper is concerned with the distributional properties of a median unbiased estimator of ARCH(0,1)coefficient.The exact distribution of the estimator can be easily derived,however its practical calculations are too heavy to implement, even though the middle range of sample sizes.Since the estimator is shown to have asymptotic normality,asymptotic expansions for the distribution and the percentiles of the estimator are derived as the refinements.Accuracies of expansion formulas are evaluated numerically,and the results of which show that we can effectively use the expansion as a fine approximation of the distribution with rapid calculations.Derived expansion are applied to testing hypothesis of stationarity,and an implementation for a real data set is illustrated. 相似文献
993.
We describe a solution procedure for a special case of the periodic vehicle routing problem (PVRP). Operation managers at an auto parts manufacturer in the north of Spain described the optimization problem to the authors. The manufacturer must pick up parts (raw material) from geographically dispersed locations. The parts are picked up periodically at scheduled times. The problem consists of assigning a pickup schedule to each of its supplier’s locations and also establishing daily routes in order to minimize total transportation costs. The time horizon under consideration may be as long as 90 days. The resulting PVRP is such that the critical decision is the assignment of locations to schedules, because once this is done, the daily routing of vehicles is relatively straightforward. Through extensive computational experiments, we show that the metaheuristic procedure described in this paper is capable of finding high-quality solutions within a reasonable amount of computer time. Our main contribution is the development of a procedure that is more effective at handling PVRP instances with long planning horizons when compared to those proposed in the literature. 相似文献
994.
In the analysis of algebraic equations in discrete statistical systems, it is often necessary to find the complete sets of non-negative integer solutions k1, k2, k3, … to the partition–distribution equations: k1+k2+k3+…=m and k1+2k2+3k3+…=n. In this paper, two efficient methods, indirect and recurrent, are derived to find the desired results for any given positive integers n and m. An example is provided to demonstrate the merits of these two methods. 相似文献
995.
应用Bayes统计方法进行武器射程的评定,可以有效减少试验的样本量,节省试验弹药,Bayes方法的关键是确定先验分布,均匀分布是比较容易确定的一种先验分布,该文给出了基于均匀先验分布武器射程评定的Bayes方法,对改进射程的评定方法,减少试验用弹量,具有重要作用. 相似文献
996.
Starting from Monge’s mass transportation problem we review the role Monge properties play in optimization. In particular we discuss transportation problems whose cost functions fulfill a Monge property, Monge sequences, algebraic Monge properties, the recognition of permuted Monge arrays and multidimensional Monge arrays and the connections between Monge properties and discrete convexity. Finally we discuss Prékopa’s recent approach using Monge arrays in bounding multivariate probability distribution functions. 相似文献
997.
Alec Stephenson 《Extremes》2003,6(1):49-59
Methods are given for simulating from symmetric and asymmetric versions of the multivariate logistic distribution, and from other multivariate extreme value distributions based on the well known logistic model. We consider two general approaches. The first approach uses transformations to derive random variables with a joint distribution function from which it is easy to simulate. The second approach derives from a specification of conditionally independent marginal components, conditioning on positive stable random variables. This specification extends to models of nested or hierarchical type and leads to an efficient way of incorporating marginal censoring. The algorithms presented in Sections 2 and 3 are available on request from the author. They are also included in the R (Ihaka and Gentleman, 1996) package evd (Stephenson, 2002), which is available from http://www.maths.lancs.ac.uk/~stephena/. 相似文献
998.
本实验首次观察到用MOCVD方法在GaAs基片上外延生长AlxGa1-xAs/GaAs薄膜结构时,生长中所用的Ⅴ/Ⅲ比对外延层中Al组份x的分布的影响.当Ⅴ/Ⅲ比较低时,外延层中的Al组份出现很明显的层状阶梯形三层分布:靠近基片的一层中x值较低,而在外延层的表面层中x值较高.随着生长中所用的Ⅴ/Ⅲ比增加时,Al组份的分布趋于均匀.利用GaAs的高温热分解和Ga、As离子在晶体中的热扩散及其对外延生长的影响,对这一现象作了初步解释. 相似文献
999.
Nobuo Inagaki 《Annals of the Institute of Statistical Mathematics》1994,46(4):633-640
The maximal operator plays the similar role as the summation operator in the sense of stability of operation. So, we could discussARMA processes in the maximal operation by the same way as in the summation operation. However, many papers already treated with moving order statistics. In this paper, we discuss asymptotic behaviors of maximal autoregressive (MAR) processes with the weight tending to 1. 相似文献
1000.
We propose a new fringe analysis method that uses only one speckle interferogram of a deformed object to obtain phase change distribution by deformation. This method uses cos-1 operations to extract absolute, not signed, values of new phase after deformation. Considering the phase changes in a small local area, true phase changes retain almost the same value by assuming a continuous deformation in the area. This retention determines the sign of the new phase. From the new phase and the initial phase, the phase change distribution by the deformation can be obtained. Experimental results show the usefulness of this method. 相似文献