ESTIMATING EXTREME-VALUE INDEX FROM RECORDS

1.IntroductionLet{X.,n21}beasequenceoflidry'swithanondegeneratedistributionfunctionF(x).Supposethereexistsomeconstantsan>0,b.6RandsomeacERsuchthatwhereG.standsforoneoftheextremevaluedistributions:Heretheindex7ERisarealparameter(interpret(1 box)--'/ryase--"for7~0).Theestimationoftheextreme-valueindex7isveryimportantbothintheextremevaluetheoryandinpractice.Manystatistics,suchasHillestimator(forcaseac>0),PickandsestimatorandDekkers-EinmahLdeHaan'smomentestimatorwhicharebasedonafinitesample,…     

矩阵方程A^TXB=C的正定和半正定解

给出了矩阵方程Ａ＾ＴＸＢ＝Ｃ在正定和半正定矩阵类中有解的充要条件及解的一般表达式。     

A closed-form representation of mixed-integer program value functions

We identify a class of formulas computable in polynomial time such that the functions defined by these formulas are precisely the value functions of mixed-integer programs with rational constraint coefficients.     

Positive value of information in games

We exhibit a general class of interactive decision situations in which all the agents benefit from more information. This class includes as a special case the classical comparison of statistical experiments à la Blackwell. AMS 2000 Subject Classification:Primary 91A35.The work of Bruno Bassan and Marco Scarsini was partially supported by MIUR-COFIN. The authors express their thanks to Sylvain Sorin for enlightening comments.     

Perfect information two-person zero-sum markov games with imprecise transition probabilities

Based on an extension of the controlled Markov set-chain model by Kurano et al. (in J Appl Prob 35:293–302, 1998) into competitive two-player game setting, we provide a model of perfect information two-person zero-sum Markov games with imprecise transition probabilities. We define an equilibrium value for the games formulated with the model in terms of a partial order and then establish the existence of an equilibrium policy pair that achieves the equilibrium value. We further analyze finite-approximation error bounds obtained from a value iteration-type algorithm and discuss some applications of the model.     

New NIST sediment SRM for inorganic analysis

NIST maintains a portfolio of more than 1300 standard reference materials (SRM), more than a third of these relating to measurements in the biological and environmental fields. As part of the continuous renewal and replacement efforts, a set of new marine sediments has been recently developed covering organic and inorganic determinations. This paper describes the steps taken in sample preparation, homogeneity assay, and analytical characterization and certification with specific emphasis on SRM 2702 inorganics in marine sediment. Neutron activation analysis showed the SRM to be highly homogeneous, opening the possibility for use with solid sampling techniques. The certificate provides certified mass fraction values for 25 elements, reference values for eight elements, and information values for 11 elements, covering most of the priority pollutants with small uncertainties of only several percent relative. The values were obtained by combining results from different laboratories and techniques using a Bayesian statistical model. An intercomparison carried out in field laboratories with the material before certification illustrates a high commutability of this SRM.Electronic Supplementary Material Supplementary material is available in the online version of this article at     

丙烯酸β-羧乙酯-苯乙烯共聚合的研究

<正> 丙烯酸酯类聚合物是一类性能优良的橡胶、涂料和粘合剂,酯的结构不同可得到性能各异的均聚物和共聚物。 丙烯酸β-羧乙酯(APA)是一种具有多种反应功能的丙烯酸酯单体,结构式为:CH_2=CH—COOCH_2CH_2COOH,其双键可发生加成聚合,制得的大分子带有反应性酯基和羧基侧基,以其制备反应性大分子具有广泛的应用前景。我们研究了丙烯酸β-羧     

A Family of Fifth-Order Runge-Kutta Pairs

The construction of a Runge-Kutta pair of order with the minimal number of stages requires the solution of a nonlinear system of order conditions in unknowns. We define a new family of pairs which includes pairs using function evaluations per integration step as well as pairs which additionally use the first function evaluation from the next step. This is achieved by making use of Kutta's simplifying assumption on the original system of the order conditions, i.e., that all the internal nodes of a method contributing to the estimation of the endpoint solution provide, at these nodes, cost-free second-order approximations to the true solution of any differential equation. In both cases the solution of the resulting system of nonlinear equations is completely classified and described in terms of five free parameters. Optimal Runge-Kutta pairs with respect to minimized truncation error coefficients, maximal phase-lag order and various stability characteristics are presented. These pairs were selected under the assumption that they are used in Local Extrapolation Mode (the propagated solution of a problem is the one provided by the fifth-order formula of the pair). Numerical results obtained by testing the new pairs over a standard set of test problems suggest a significant improvement in efficiency when using a specific pair of the new family with minimized truncation error coefficients, instead of some other existing pairs.

     

Uniform Rice-like CdS Particles Prepared from Water-in-oil Microemulsions

IntroductionNano-sized semiconductors are of great interestdue to their special optical and electronic proper-ties[1,2].As one of the mostimportantⅡ—Ⅵsemicon-ductors,CdS has importantapplications in many fields,such as the solar cell field,non linear o…     

Inside the Solvency 2 Black Box: Net Asset Values and Solvency Capital Requirements with a least-squares Monte-Carlo approach

The calculation of Net Asset Values and Solvency Capital Requirements in a Solvency 2 context–and the derivation of sensitivity analyses with respect to the main financial and actuarial risk drivers–is a complex procedure at the level of a real company, where it is illusory to be able to rely on closed-form formulas. The most general approach to performing these computations is that of nested simulations. However, this method is also hardly realistic because of its huge computation resources demand. The least-squares Monte Carlo method has recently been suggested as a way to overcome these difficulties. The present paper confirms that using this method is indeed relevant for Solvency 2 computations at the level of a company.