排序集抽样下Inverse Rayleigh分布的Fisher信息量及其在参数估计中的应用

文章分别在简单随机抽样和排序集抽样下研究了Inverse Rayleigh分布中对应样本所含刻度参数θ的Fisher信息量.数值结果表示,同等样本容量的排序集样本比简单随机样本提供更多关于θ的信息.接着分别基于简单随机样本和排序集样本构造了θ的一些优良估计,并对估计结果进行了数值比较.     

Data loci in algebraic optimization

We consider parametric optimization problems from an algebraic viewpoint. The idea is to find all of the critical points of an objective function thereby determining a global optimum. For generic parameters (data) in the objective function the number of critical points remains constant. This number is known as the algebraic degree of an optimization problem. In this article, we go further by considering the inverse problem of finding parameters of the objective function so it gives rise to critical points exhibiting a special structure. For example if the critical point is in the singular locus, has some symmetry, or satisfies some other algebraic property. Our main result is a theorem describing such parameters.     

Critical exponents,hyperscaling, and universal amplitude ratios for two- and three-dimensional self-avoiding walks

We make a high-precision Monte Carlo study of two- and three-dimensional self-avoiding walks (SAWs) of length up to 80,000 steps, using the pivot algorithm and the Karp-Luby algorithm. We study the critical exponentsv and 2 ₄ – as well as several universal amplitude ratios; in particular, we make an extremely sensitive test of the hyperscaling relationdv = 2 ₄ –. In two dimensions, we confirm the predicted exponentv=3/4 and the hyperscaling relation; we estimate the universal ratios <R _g ² >/<R _e ² >=0.14026±0.00007, <R _m ² >/<R _e ² >=0.43961±0.00034, and ^*=0.66296±0.00043 (68% confidence limits). In three dimensions, we estimatev=0.5877±0.0006 with a correctionto-scaling exponent ₁=0.56±0.03 (subjective 68% confidence limits). This value forv agrees excellently with the field-theoretic renormalization-group prediction, but there is some discrepancy for ₁. Earlier Monte Carlo estimates ofv, which were 0.592, are now seen to be biased by corrections to scaling. We estimate the universal ratios <R _g ² >/<R _e ² >=0.1599±0.0002 and ^*=0.2471±0.0003; since ^*>0, hyperscaling holds. The approach to ^* is from above, contrary to the prediction of the two-parameter renormalization-group theory. We critically reexamine this theory, and explain where the error lies. In an appendix, we prove rigorously (modulo some standard scaling assumptions) the hyperscaling relationdv = 2 ₄ – for two-dimensional SAWs.     

高分子力学中的Valanis－Landel假说

根据经验公式的建立原则和橡胶的各向同性性能,讨论了Ｖａｌａｎｉｓ－Ｌａｎｄｅｌ假说中关于“任何一种应变类型的应力一应变关系,可从单一的纯剪试验推导出来”这一重要结论,并证明了结论的正确性,还研究了结论的应用。     

The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family

We here consider testing the hypothesis ofhomogeneity against the alternative of a two-component mixture of densities. The paper focuses on the asymptotic null distribution of 2 log _n , where _n is the likelihood ratio statistic. The main result, obtained by simulation, is that its limiting distribution appears pivotal (in the sense of constant percentiles over the unknown parameter), but model specific (differs if the model is changed from Poisson to normal, say), and is not at all well approximated by the conventional ₍₂₎ ² -distribution obtained by counting parameters. In Section 3, the binomial with sample size parameter 2 is considered. Via a simple geometric characterization the case for which the likelihood ratio is 1 can easily be identified and the corresponding probability is found. Closed form expressions for the likelihood ratio _n are possible and the asymptotic distribution of 2 log _n is shown to be the mixture giving equal weights to the one point distribution with all its mass equal to zero and the ²-distribution with 1 degree of freedom. A similar result is reached in Section 4 for the Poisson with a small parameter value (0.1), although the geometric characterization is different. In Section 5 we consider the Poisson case in full generality. There is still a positive asymptotic probability that the likelihood ratio is 1. The upper precentiles of the null distribution of 2 log _n are found by simulation for various populations and shown to be nearly independent of the population parameter, and approximately equal to the (1–2)100 percentiles of ₍₁₎ ² . In Sections 6 and 7, we close with a study of two continuous densities, theexponential and thenormal with known variance. In these models the asymptotic distribution of 2 log _n is pivotal. Selected (1–) 100 percentiles are presented and shown to differ between the two models.     

砂土中螺旋桩在斜拉荷载作用下的承载性能

为研究斜拉荷载倾斜角度和叶片埋深对螺旋桩极限承载力的影响,基于ABAQUS软件构建了砂土中螺旋桩的有限元模型,通过螺旋桩水平承载机理砂箱试验与竖向拉拔试验数据,对模型的准确性和可行性进行验证。设置4组不同叶片埋深的螺旋桩模型,分别施加不同角度的斜拉荷载,探讨了砂土地基中螺旋桩的承载性能与斜拉角度、叶片埋深的相关性。结果表明:砂土中螺旋桩的极限承载力随着斜拉角度的增大不断减小;当斜拉角度小于30°时,螺旋桩极限承载力与斜拉角度的关系曲线近似呈线性;螺旋桩极限承载力存在一个临界埋深比,当埋深比大于等于4时,承载力不随埋深比的增大而变化。推导了深埋状态下螺旋桩受斜拉荷载作用的极限承载力公式,经验证该公式能较好反映螺旋桩极限承载力随斜拉角度增大而逐渐下降的规律。     

基于水光电力系统时序生产模拟模型的水光优化配比研究

基于考虑系统负荷、新能源发电出力等时序变化特性的时序生产模拟法,建立了水光电力系统时序生产模拟模型;从系统结构性、经济性、灵活性与可靠性方面综合确定最佳水光容量配比,并通过金沙江上游川藏段水光系统验证了模型的合理性。金沙江上游川藏段光伏电站与水电站出力具有较好的年内、日内互补特性;对于2030年水平年,考虑枯期水电留存,913.6万kW水电配套400万kW光伏的方案综合性能更优,其新增非水可再生电量约60亿kW·h。     

试验与服役数据融合的飞机结构安全寿命分析

针对飞机结构安全寿命分析中样本容量偏少的问题,综合考虑结构分散性和载荷分散性的飞机结构疲劳寿命是否服从对数正态分布或威布尔分布的情况,根据等损伤原理,将服役飞机实际飞行小时数等效转化为在同一试验载荷谱下的当量飞行小时数,以实现飞机结构试验疲劳寿命与服役使用数据的融合,采用随机右截尾情形下的极大似然估计方法估算疲劳寿命分布函数的参数,进行飞机结构安全寿命分析;最后以飞机结构疲劳寿命服从对数正态分布为例进行了算例分析,分析结果表明:在相同的可靠度和置信水平下,利用试验数据与服役使用数据融合方法可以显著增大样本容量,从而充分挖掘飞机结构可靠性的储备。     

Chapter 15 DEA/AR analysis of the 1988–1989 performance of the Nanjing textiles corporation

This article employs new data envelopment analysis/assurance region (DEA/AR) methods to evaluate the efficiency of the 35 textile factories of the Nanjing Textiles Corporation (NTC), Nanjing, China. The returns to scale (RTS) of these factories were studied without assuming that the optimal DEA solutions were unique. All DMUs are identified with pointsE (Extreme Efficient),E (Efficient but not an extreme point) andF (Frontier but not efficient). We then further identify the nonfrontier DMUs with pointsNE, NE andNF according to whether they are projected onto a point inE, E, orF en route to evaluating their performances. All of the inefficient factories were in classNF and had unique optimal primal-dual solution pairs. Consequently, the solution pairs satisfy the strong complementary slackness condition (SCSC). Application of cone-ratio (CR) ARs reduced significantly the number of factories in classE, and showed that some AR-efficient factories were more flexible in adopting the mixture of central planning and market economies that China currently is trying to use. Also, linked-cone (LC) ARs were applied to measure maximum and minimum profit ratios. The SCSC multiplier space approach was utilized to analyze the sensitivity of the efficiency results to potential errors in the data with and without ARs. The results in this article suggest that collective units had a better performance than state-owned units in the two consecutive years analyzed.This paper was written while the author was at the School of Economics and Management, Southeast University, Nanjing 210018, P.R. China.     

Leakage of mantle helium from the Liaodong Peninsula, China

The isotopic cumpositions of helium have been investigated in hot spring gases sampled from the Liaodong Peninsula. China. The³He/⁴He ratios range from 0.14 Ra (0.14 times the atmospheric³He/⁴He ratio of 1.40 × 10^-6 to 0.72 Ra.³He/⁴He versus⁴He/²⁰Ne ratios and He contents suggest that a small amount of mantle-derived helium reaches the earth’s surface. Helium iwtope ratios of the hot spring gases show a distribution pattern similar to the regional heat flow values, indicating that the positive thermal anomaly occurring in the rtrea is closely associated with the presence of mantle-derived helium. The observations described above provide some significant evidence that the molten magma originating from partial melting of the upper mantle may have intruded into the continental crust along the activity fault. The coupling of the presence of mantle He and heat flow anomalies to seismic activity in studied region seem to imply that there is an internal relationship between mantle degassing and seismic activity.