Testing Hypotheses About the Power Law Process Under Failure Truncation Using Intrinsic Bayes Factors

Conventional Bayes factors for hypotheses testing cannot typically accommodate the use of standard noninformative priors, as such priors are defined only up to arbitrary constants which affect the values of the Bayes factors. To circumvent this problem, Berger and Pericchi (1996, J. Amer. Statist. Assoc., 19, 109-122) introduced a new criterion called the Intrinsic Bayes Factor (IBF). In this paper, we use their methodology to test several hypotheses regarding the shape parameter of the power law process. Assuming that we have data from the process according to the failure-truncation sampling scheme, we derive the arithmetic and geometric IBF's using the reference priors. We deduce a set of intrinsic priors that correspond to these IBF's, as the observed number of failures tends to infinity. We then use these results to analyze an actual data set on the failures of an aircraft generator.     

随机利率下两全保险最佳年限的确定模型

寿险模型中利率的随机性问题是近几年来保险精算学中研究的热点和重点问题。本文从降低保险公司所面临风险的角度出发,在随机利率条件下给出确定两全保险的最佳年限模型。     

Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure

We study the following stochastic differential delay equations driven by Poisson random jump measure

     

R-matrix Poisson algebras and their deformations

We classify in this paper Poisson structures on modules over semisimple Lie algebras arising from classical r-matrices. We then study their quantizations and the relation to classical invariant theory.     

On approximation properties of a family of linear operators at critical value of parameter

We introduce the family of linear operators

associated to a certain “admissible bunch” of operators S_t, t>0, acting on , and investigate the approximation properties of this family as α→0⁺. We give some applications to the Riesz and the Bessel potentials generated by the ordinary (Euclidean) and generalized translations.     

On the optimal control of a two-queue polling model

This paper deals with two M/M/1 queues served by a single server with threshold switching. Our main goal is to solve the Poisson equation and, as a result, give expressions for the long-run expected average cost of holding units and switching actions of the server, and the bias vector.     

The Distributions of the Frequency of Occurrence of Nucleotide Subsequences

The objective is to derive the probability distribution of the frequency of occurrence of a subsequence within a nucleotide sequence under the hypothesis that the four nucleotides occur at random and with equal probability. We also consider the Compound Poisson approximation for the same distribution. The exact probability distribution can be obtained by the finite Markov chain imbedding technique introduced by Fu and Koutras (1994), however we can manage the case as well if the probabilities are not all equal. The compound Poisson approximation by Stein-Chen's method can be used to develop an approximate probability distribution with proper setting of the definition of the sets of dependence. Such structure gives a bound on the total variation distance, which tends to get relatively larger as the frequency goes up. AMS 2000 Subject Classification: Primary: 60E05; Secondary: 60J10     

Comparison of Green Functions and Harmonic Measures for Parabolic Operators

In this paper, we prove two-sided pointwise estimates for the Green function of a parabolic operator with singular first order term on a C^1,1-cylindrical domain . Basing on these estimates, we establish the equivalence of the parabolic measure, the adjoint parabolic measure and the surface measure on the lateral boundary of . These results are first studied by some authors for certain elliptic and less general parabolic operators. Mathematics Subject Classifications (2000) 31B25, 35B05, 35K10, 58J35.     

Homomorphisms between Poisson JC*-Algebras

It is shown that every almost linear mapping of a unital Poisson JC*-algebra to a unital Poisson JC*-algebra is a Poisson JC*-algebra homomorphism when h(2 ⁿ uy) = h(2 ⁿ u) h(y), h(3 ⁿ u y) = h(3 ⁿ u) h(y) or h(q ⁿ u y) = h(q ⁿ u) h(y) for all , all unitary elements and n = 0, 1, 2, · · · , and that every almost linear almost multiplicative mapping is a Poisson JC*-algebra homomorphism when h(2x) = 2h(x), h(3x) = 3h(x) or h(qx) = qh(x) for all . Here the numbers 2, 3, q depend on the functional equations given in the almost linear mappings or in the almost linear almost multiplicative mappings.Moreover, we prove the Cauchy–Rassias stability of Poisson JC*-algebra homomorphisms in Poisson JC*-algebras.*This work was supported by grant No. R05-2003-000-10006-0 from the Basic Research Program of the Korea Science & Engineering Foundation.