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51.
有序分组资料的线性趋势检验主要用于检验几个二项总体反应率的线性趋势;在医学与生物学中最典型的用途是研究剂量和反应的关系. 如果用Z检验来代替通常在本检验中所用的卡方检验,就可容易地导出本检验的确切概率计算方法,和其他2×C有序列联表有着相同的形式.本文给出了该检验的确切概率计算方法. 相似文献
52.
蔡建平 《Annals of Differential Equations》2004,20(1):14-20
This paper investigates the periodic boundary value problems for a class of second order functional differential equations. The monotone iterative technique and the maximum principle are applied to obtain the existence of maximal and minimal solutions. 相似文献
53.
In survival or reliability studies, the mean residual life or life expectancy is an important characteristic of the model. Whereas the failure rate can be expressed quite simply in terms of the mean residual life and its derivative, the inverse problem—namely that of expressing the mean residual life in terms of the failure rate—typically involves an integral of a complicated expression. In this paper, we obtain simple expressions for the mean residual life in terms of the failure rate for certain classes of distributions which subsume many of the standard cases. Several results in the literature can be obtained using our approach. Additionally, we develop an expansion for the mean residual life in terms of Gaussian probability functions for a broad class of ultimately increasing failure rate distributions. Some examples are provided to illustrate the procedure. 相似文献
54.
Mieko Tanaka-Yamawaki 《Annals of the Institute of Statistical Mathematics》2003,55(2):437-446
Contrary to the common sense in economics and financial engineering, price fluctuations at very fine level of motion exhibit
various evidences against the efficient market hypothesis. We attempt to investigate this issue by studying extensive amount
of foreign currency exchange data for over five years at the finest level of resolution. We specifically focus on the proposed
stability in binomial conditional probabilities originally found in much smaller examples of financial time series. In order
to handle very large data, we have written an efficient program in C that automatically generates those conditional probabilities.
It is found that the stability is maintained for extremely large time duration that covers almost the entire period. Based
on the length of conditions for which the conditional probabilities are distinguishable each other, we identify the length
of memory being less than 3 movements. 相似文献
55.
56.
The symplectic, optical, and photon-number tomographic symbols of binomial states of the radiation field are studied. Explicit relations for all tomograms of the binomial states are obtained. Two measures for nonclassical properties of these states are discussed. 相似文献
57.
利用全相对论性多组态Dirac-Fock广义平均能级方法,系统地计算了类镁离子3s3p磁偶极Ml^3P2--^3P1和电四极E2 ^2P2--^3P0(Z=20-103)光谱跃迁的能级间隔、跃迁几率和振子强度。计算中考虑了原子核的有限体积效应,进行了高阶Breit修正和QED修正,所得到的能级间隔和最近的实验数据及理论计算值进行了比较。计算结果表明:高原子序数的高荷电离子的磁偶极矩M1和电四极矩E2跃迁几率和中性原子的电偶极E1的相当,在ICF和MCF高温激光等离子体中,磁偶极矩M1和电四极矩E2跃迁过程不容被忽视。 相似文献
58.
Quantization consists in studying the L
r
-error induced by the approximation of a random vector X by a vector (quantized version) taking a finite number n of values. We investigate this problem for Gaussian random vectors in an infinite dimensional Banach space and in particular, for Gaussian processes. A precise link proved by Fehringer(4) and Dereich et al.
(3) relates lower and upper bounds for small ball probabilities with upper and lower bounds for the quantization error, respectively. We establish a complete relationship by showing that the same holds for the direction from the quantization error to small ball probabilities. This allows us to compute the exact rate of convergence to zero of the minimal L
r
-quantization error from logarithmic small ball asymptotics and vice versa. 相似文献
59.
Framstad N. C. Øksendal B. Sulem A. 《Journal of Optimization Theory and Applications》2004,121(1):77-98
We give a verification theorem by employing Arrow's generalization of the Mangasarian sufficient condition to a general jump diffusion setting and show the connections of adjoint processes to dynamic programming. The result is applied to financial optimization problems. 相似文献
60.
本文介绍概率抽样法在钢球生产过程中的应用,通过此法确定钢球生产中各工序质量监测的最佳抽检方案,以确保产品被接受的概率最大。 相似文献