假设检验中的三个问题及其思考

讨论了假设检验的教学和实践中可能会遇到的三个问题.分析得到三个结论:理论上原假设与备择假设可以任意设定,但实践中常常按照某种规则来设定;假设检验的两个常用的决策准则中,p值准则更精确,为决策者接受原假设提供了一个"风险"的度量;假设检验理论在处理利用样本推断总体的问题中是普遍有效的.     

中国股市基本面价值加权投资组合研究

基本面价值加权投资组合是近年来在美国兴起的新型投资理论和技术.其基础是噪声市场假说和价格回归价值。本文回顾了基本面投资组合的相关文献,解释了其建立的理论基础和模型.本文还根据平滑市值权重技术,构建了基于中国股票市场的基本面投资组合,并和传统的市值加权投资组合进行比较。本文的主要结论是,中国市场1992年到2002年和美国市场类似呈现平稳价格噪声,基本面投资组合总体优于市值加权组合.股权分置改革初期市场低落,市场价格过度低估基本面价值,市值组合占优势。2005年下半年来股市呈现一定泡沫特征,市场价格对基本面价值有过度高估趋势,间接地证明了相关部门对股市过热的警告和监管是合理的.     

零势场中变质量粒子的束缚能谱

结合点正则变换(PCT)与分析转移矩阵(ATM)两种方法,得到了零势场中变质量粒子的束缚能谱.通过计算变质量粒子穿透零势场的概率,发现并解释了透射谱中共振峰与本征能量的一一对应关系.     

Beam-based calibrations of the BPM offset at C-ADS Injector Ⅱ

Beam-based BPM offset calibration was carried out for Injector II at the C-ADS demonstration facility at the Institute of Modern Physics(IMP), Chinese Academy of Science(CAS). By using the steering coils integrated in the quadrupoles, the beam orbit can be effectively adjusted and BPM positions recorded at the Medium Energy Beam Transport of the Injector II Linac. The studies were done with a 2 m A, 2.1 Me V proton beam in pulsed mode.During the studies, the "null comparison method" was applied for the calibration. This method is less sensitive to errors compared with the traditional transmission matrix method. In addition, the quadrupole magnet's center can also be calibrated with this method.     

Eulerian spatial and temporal autocorrelations: assessment of Taylor's hypothesis and a model

We present measurements of Eulerian longitudinal velocity autocorrelations in homogeneous, isotropic, high-intensity (～9%) free-stream turbulence behind an active grid. Spatial correlations are measured using particle image velocimetry as well as with two-point hot-wire anemometry (HWA), while temporal correlations are measured using HWA. The temporal correlations are transformed into spatial correlations by using Taylor's ‘frozen’ hypothesis with both the mean as well as instantaneous velocities. A model relating Eulerian spatial and temporal autocorrelations is also used for this purpose. The differences from the measured spatial correlation resulting from the use of Taylor's hypothesis on the temporal correlation is quantified; even at this moderately high level of turbulent intensity, the result from the use of the instantaneous velocity as convection velocity is practically indistinguishable from that obtained using the mean velocity. Use of the model produces a good agreement between the estimates of the spatial correlation function. A relation between Eulerian spatial and temporal integral scales is also derived.     

Martingales, detrending data, and the efficient market hypothesis

We discuss martingales, detrending data, and the efficient market hypothesis (EMH) for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t). Beginning with x-independent drift coefficients R(t) we show that martingale stochastic processes generate uncorrelated, generally non-stationary increments. Generally, a test for a martingale is therefore a test for uncorrelated increments. A detrended process with an x-dependent drift coefficient is generally not a martingale, and so we extend our analysis to include the class of (x,t)-dependent drift coefficients of interest in finance. We explain why martingales look Markovian at the level of both simple averages and 2-point correlations. And while a Markovian market has no memory to exploit and presumably cannot be beaten systematically, it has never been shown that martingale memory cannot be exploited in 3-point or higher correlations to beat the market. We generalize our Markov scaling solutions presented earlier, and also generalize the martingale formulation of the EMH to include (x,t)-dependent drift in log returns. We also use the analysis of this paper to correct a misstatement of the ‘fair game’ condition in terms of serial correlations in Fama's paper on the EMH. We end with a discussion of Levy's characterization of Brownian motion and prove that an arbitrary martingale is topologically inequivalent to a Wiener process.     

红外序列图像中运动弱小目标检测

为检测红外序列图像中的运动弱小目标,分析了目标在序列图像中的运动特性和概率分布特性,以及目标和噪声在序列中的能量分布特性。提出连续M帧高阶累积方法来增强运动弱目标能量,用假设检验对目标和背景进行分割,通过搜寻序列运动能量中心来实现目标的多帧关联检测。通过仿真实验证明了算法对红外弱小目标检测有效性。     

利用计算机辅助装调检测矩形大口径离轴非球面的方法研究

通过非球面的零位补偿法,完成了对矩形大口径离轴非球面镜的检测。先用光学设计软件Zemax从理论上分析了在检测中会出现的现象,并结合计算机辅助装调技术,确定在检测过程中相对敏感的自由度,然后控制这些量,使补偿器和非球面的相对关系与理论设计相吻合,在Zygo相位干涉仪上测得最终结果。在λ=632.8nm时,中心圆口径与两个边缘圆口径面形误差RMS分别为0.022λ,0.037λ,0.032λ。检测结果,达到预期目的。     

应用χ~2统计量分析保险数据

本文就乌鲁木齐市不同民族,不同职业的居民对保险产品的认同水平运用χ2统计量[1]及关系矩阵进行齐一性假设检验,并对结果进行分析,得出了合乎情理的结论。根据居民职业的不同我们可以将文卫科、企管、工人、农牧、服务业、其他职业归为一类,而"公务员"、"金融"、"个体"各为一类。不同民族的居民对保险的认同水平同样差异显著:回族、维族与其它民族的差异性很小;回族与汉族有差异不大;而维族与汉族之间差异最大。