On the exact distribution of linear combinations of order statistics from dependent random variables

We study the exact distribution of linear combinations of order statistics of arbitrary (absolutely continuous) dependent random variables. In particular, we examine the case where the random variables have a joint elliptically contoured distribution and the case where the random variables are exchangeable. We investigate also the particular L-statistics that simply yield a set of order statistics, and study their joint distribution. We present the application of our results to genetic selection problems, design of cellular phone receivers, and visual acuity. We give illustrative examples based on the multivariate normal and multivariate Student t distributions.     

Statistical structure of the velocity field in cavitating flow around a 2D hydrofoil

Transformation of flow turbulence structure with cavitation occurrence, determination of the flow conditions favorable for nucleation of cavitation bubbles, influence of the statistical structure of turbulence on this process and the inverse effect of cavitation on the flow dynamics are challenging problems in modern fluid mechanics. The paper reports on the results of statistical processing of the velocity fields measured by a PIV technique in cavitating flow over a 2D symmetric hydrofoil for four flow conditions, starting from a cavitation-free regime and finishing by unsteady cloud cavitation. We analyze basic information on the statistical structure of velocity fluctuations in the form of histograms and Q-Q diagrams along with profiles of the mean velocity and turbulent kinetic energy. The research reveals that the flow turbulence pattern and distributions of turbulent fluctuations change significantly with the cavitation development. Under unsteady cloud cavitation conditions, the probability density function of the fluctuating velocity has a two-mode distribution, which indicates switching of two alternating flow conditions in a region above the hydrofoil aft part due to periodic passing of cavitation clouds. Behaviors of the mean and most probable velocities unexpectedly appear to be different with a monotonous increase of the incoming flow velocity. This finding must be caused by modification of the skewness coefficient of the fluctuating velocity.     

HL-2A装置上边界间歇性事件与湍流粒子输运的统计学研究

通过对粒子概率分布函数的计算,发现在高等离子体密度下边界间歇性事件的爆发频率有所增加。通过条件平均的手段,正负间歇性事件得以区分,并发现了二者在空间上的不同特征。不同密度梯度下的湍流粒子输运计算表明,间歇性事件与湍流粒子输运之间存在密切联系,间歇性事件的存在能够大大增加湍流粒子输运的大小。在高等离子体密度时,间歇性事件的强度有所增加,而与之相应地,湍流粒子输运的大小也有所增强。     

深沪股市收益率分布特征的统计分析

本文通过对深沪两地股票市场的股指收益率数据进行分析,发现两地股票收益率分布均呈现"尖峰厚尾"反正态特征,本文通过引入Laplace分布代替过去人们常用的正态分布去刻画收益率分布,结果显示Laplace分布比正态分布拟合效率有了明显的提高。     

Accurate confidence intervals in regression analyses of non-normal data

A linear model in which random errors are distributed independently and identically according to an arbitrary continuous distribution is assumed. Second- and third-order accurate confidence intervals for regression parameters are constructed from Charlier differential series expansions of approximately pivotal quantities around Student’s t distribution. Simulation verifies that small sample performance of the intervals surpasses that of conventional asymptotic intervals and equals or surpasses that of bootstrap percentile-t and bootstrap percentile-|t| intervals under mild to marked departure from normality.     

The skew elliptical distributions and their quadratic forms

In this paper, a family of the skew elliptical distributions is defined and investigated. Some basic properties, such as stochastic representation, marginal and conditional distributions, distribution under linear transformations, moments and moment generating function are derived. The joint distribution of several quadratic forms is obtained. An example is given to show that the distributions of some statistics as the functions of the quadratic forms can be derived for various applications.     

Bayesian Inference in the Noncentral Student-t Model

This article takes up Bayesian inference in linear models with disturbances from a noncentral Student-t distribution. The distribution is useful when both long tails and asymmetry are features of the data. The distribution can be expressed as a location-scale mixture of normals with inverse weights distributed according to a chi-square distribution. The computations are performed using Gibbs sampling with data augmentation. An empirical application to Standard and Poor's stock returns indicates that posterior odds strongly favor a noncentral Student-t specification over its symmetric counterpart.     

Numerical investigation of the solute dispersion in finite-length microchannels with the interphase transport

This paper utilizes a combined approach of the convection-diffusion theory and the moment analysis to conduct a comprehensive investigation of the solute dispersion under the influence of the interphase transport in finitely long inner coated microchannels. The present work has threefold novel contributions: (1) The 2D solute concentration contours in the stationary phase are calculated for the first time to facilitate the understanding the role of the interphase transport in the solute dispersion in the mobile phase. (2) The skewness of the elution curves is investigated to guide the control of solute band shape at the channel outlet. (3) The 2D diffusion-convection theory and zero-dimensional (0D) moment analysis complement each other to present a characterization of the solute dispersion behaviors more comprehensive than that by either of the two methods alone. Parametric studies are performed to clarify the effects of four major parameters related to the interphase transport (i.e., stationary phase Péclet number, interphase transport rate, partition coefficient, and stationary phase thickness) on the solute dispersion characteristics. The results from this study provide a straightforward understanding of the effects of interphase transport on the solute dispersion in finitely long microchannels and are of potential relevance to the design and operation of the microfluidics-based analytical devices.     

Invariant tests for symmetry about an unspecified point based on the empirical characteristic function

This paper considers a flexible class of omnibus affine invariant tests for the hypothesis that a multivariate distribution is symmetric about an unspecified point. The test statistics are weighted integrals involving the imaginary part of the empirical characteristic function of suitably standardized given data, and they have an alternative representation in terms of an L²-distance of nonparametric kernel density estimators. Moreover, there is a connection with two measures of multivariate skewness. The tests are performed via a permutational procedure that conditions on the data.     

Approximate formulas for the characteristics of interelectronic angle densities

The accuracies of approximate formulas are examined for several characteristics of the interelectronic angle density A(₁₂), where ₁₂ (0₁₂) is the angle subtended by the position vectors r₁ and r₂ of two electrons. Numerical results for 102 atoms show that simple approximations have sufficient accuracies for the moments with n=1–4, the central moments _n with n=2, 4, and the kurtosis, when measured by the absolute and relative errors. For heavy atoms, however, the relative errors for the third central moment ₃ and the skewness are large.