基于s估计σ引出的无偏修正

用s去估计总体分布的标准差σ不是无偏估计,在特定总体分布下,可以通过简单的修正达到无偏估计.修正系数的确定与样本容量有关.     

An experimental study on matched field processing in shallow water

I.IntroductionPassiverangeanddepthlocalizationofanacousticsourceinshallowwaterisadifficult,yetinterestingproblemthathasreceivedagreatdealofattentioninthelastfewyears['5].Thesimu1taneousestimationofrangeanddepthrequirestheuseofnumericalpropagationmodels.Theclassicalapproachtothisproblemisto"match"thereceivedacousticdatawiththesoundfieldpredictedbythepropagationmodelforanumberofhypotheticalrange/depthsourcelocatiolls.Thistechniqueiscalledmatchedfieldprocessing.Itiscommonlyacceptedthatthewavepro…     

Random Probability Measures with Given Mean and Variance

This article describes several natural methods of constructing random probability measures with prescribed mean and variance, and focuses mainly on a technique which constructs a sequence of simple (purely discrete, finite number of atoms) distributions with the prescribed mean and with variances which increase to the desired variance. Basic properties of the construction are established, including conditions guaranteeing full support of the generated measures, and conditions guaranteeing that the final measure is discrete. Finally, applications of the construction method to optimization problems such as Plackett's Problem are mentioned, and to experimental determination of average-optimal solutions of certain control problems.     

Testing for the Absence of Random Effects in a Two-way Nested Design with Mixed Effects Model: A Nonparametric Approach

Two-way nested design with mixed effects model arises in many practical situations. In the classical analysis of variance set-up, a test for the absence of the random effects is obtained under the assumption that the random effects and the errors are normally distributed. The present paper avoids this assumption and provides an asymptotically distribution-free test procedure for the above problem. The asymptotic null distribution of the test statistic is obtained. Actual implementation of the test is straight forward given the prior information on quantiles of the intra-block differences of observations. In the absence of such information, working test procedures are proposed. The performances of these tests are compared with the classical analysis of variance test through simulations. The tests are then illustrated by some real data sets.     

Symmetry Studies for Data Analysis

This paper describes some of the basic applications of the algebraic theory of canonical decomposition to the analysis of data. The notions of structured data and symmetry studies are discussed and applied to demonstrate their role in well known principles of analysis of variance and their applicability in more general experimental settings.      

VALUE-AT-RISK的核估计理论

如何根据历史数据估计Value-at-Risk（VaR）;是风险分析与管理中一个重要的基本问题.木文基于非参数核估计方法,通过拟合实际数据过程的分布,构造了VaR的估计.在合适的相依数据条件下,证明了该估计量的渐近正态性,并给出了渐近方差的估计.由此表明:本文所构造的估计量不仅比参数模型具有更广泛的适应性,而且如同参数模型具有n~（-1/2）的收敛速度.本文假设的数据过程避免使用混合性,可很好地适用于金融管理中广泛应用的ARMA与GARCH模型族及非线性模型.     

Lie-algebraic approach for pricing moving barrier options with time-dependent parameters

In this paper we apply the Lie-algebraic technique for the valuation of moving barrier options with time-dependent parameters. The value of the underlying asset is assumed to follow the constant elasticity of variance (CEV) process. By exploiting the dynamical symmetry of the pricing partial differential equations, the new approach enables us to derive the analytical kernels of the pricing formulae straightforwardly, and thus provides an efficient way for computing the prices of the moving barrier options. The method is also able to provide tight upper and lower bounds for the exact prices of CEV barrier options with fixed barriers. In view of the CEV model being empirically considered to be a better candidate in equity option pricing than the traditional Black-Scholes model, our new approach could facilitate more efficient comparative pricing and precise risk management in equity derivatives with barriers by incorporating term-structures of interest rates, volatility and dividend into the CEV option valuation model.     

基于滤波和平方的前馈式定时误差检测算法比较

介绍了三种基于滤波和平方的前馈式定时误差检测算法，比较了它们的结构和计算复杂度，并以QPSK信号为例建立了MATLAB仿真模型，比较了它们的检测性能，包括S曲线和定时估计方差，从中得出了一些有益的结论。     

实现浅地层探地雷达快速合成孔径成像的一种有效方法

通过分析浅地层探地雷达回波数据的特点,提出通过基于回波数据的方差与A scan能量的特征来确定目标回波数据在整个回波数据中的分布区域,并只用该区域数据参与探地雷达合成孔径成像运算,从而排除非目标回波数据对合成孔径成像的影响,减少合成孔径运算量,实现快速合成孔径成像。通过对实测数据进行处理,结果表明,所提快速实现方法的成像效果与普通实现方法的成像效果相当,而处理速度与普通实现方法相比有了极大的提高。     

正交表交互作用的广义方差分析

本文给出“正交表的多指标效应与单指标效应的交互列一致”的结论 ,并据此结合实例给出了交互作用的“广义方差分析”法