Reconsideration of the F-test of the analysis of variance: the semi-bayesian significance test

The usual F-test of the analysis of variance is reconsidered within the Bayesian framework, In terms of predictive distributions, This leads to the notion of semi-Bayesian significance test, so called because it consists in only probabilizing the space of nuisance parameters, thus bringing a general principle for “eliminating” nuisance parameters, or more exactly incorporating information about these parameters. The approach is shown to extend the F-tests, by allowing the testing of hypotheses of non-zero effects.     

单片微机MCS-51实时测量系统中一批数据的一种数字滤波方法

提出了一种在单片微机实时测量系统中对成批数据进行二次算术平均数字滤波的一种方法，具有节省内存、编程简洁、运行较快的特点，滤波系数ｎ，ｍ和采样间隔ＴＳ通过键盘设置，是对在一定范围内波动变化的参量进行预处理的一种较好方法     

Goodness-of-fit tests for a heavy tailed distribution

We study the Kolmogorov–Smirnov test, Berk–Jones test, score test and their integrated versions in the context of testing the goodness-of-fit of a heavy tailed distribution function. A comparison of these tests is conducted via Bahadur efficiency and simulations.     

Estimating conditional tail expectation with actuarial applications in view

We develop statistical inferential tools for estimating and comparing conditional tail expectation (CTE) functions, which are of considerable interest in actuarial science. In particular, we construct estimators for the CTE functions, develop the necessary asymptotic theory for the estimators, and then use the theory for constructing confidence intervals and bands for the functions. Both parametric and non-parametric approaches are explored. Simulation studies illustrate the performance of estimators in various situations. Results are obtained under minimal assumptions, and the general Vervaat process plays a crucial role in achieving these goals.     

TMS32010自适应均衡系统的开发与实现

本文使用新一代的高速信号处理片TMS32010设计出LMS算法的自适应均衡(AE)系统。在收敛性能、处理速度、小型化、使用灵活性及成本费用诸方面均优于或等于用模拟电路、专用数字电路及一般16位微机制成的AE系统。文中叙述了TMS32010 AE系统的设计思想,总体设计和硬、软件设计方法,结构框图,设计时需注意的各种问题以及试验結果。通过实验证明,系统是成功的,其性能与理论分析相符。本文所述方法除可用于LMS算法的AE设计外,也可用于其它AE算法的设计,且若适当改变程序及少量输出接口硬件,尚可用于其它数字信号处理,如调制解调、谱估计及声音控制等。     

基于51单片机的小型温度测量系统

本文介绍了单线数字温度传感器DS18820的结构、特点、工作原理，设计了一种基于DS18820和AT89S52单片机的温度测量系统的硬件结构及汇蝙程序设计。     

Bayesian mixture modeling for spatial Poisson process intensities,with applications to extreme value analysis

We propose a method for the analysis of a spatial point pattern, which is assumed to arise as a set of observations from a spatial nonhomogeneous Poisson process. The spatial point pattern is observed in a bounded region, which, for most applications, is taken to be a rectangle in the space where the process is defined. The method is based on modeling a density function, defined on this bounded region, that is directly related with the intensity function of the Poisson process. We develop a flexible nonparametric mixture model for this density using a bivariate Beta distribution for the mixture kernel and a Dirichlet process prior for the mixing distribution. Using posterior simulation methods, we obtain full inference for the intensity function and any other functional of the process that might be of interest. We discuss applications to problems where inference for clustering in the spatial point pattern is of interest. Moreover, we consider applications of the methodology to extreme value analysis problems. We illustrate the modeling approach with three previously published data sets. Two of the data sets are from forestry and consist of locations of trees. The third data set consists of extremes from the Dow Jones index over a period of 1303 days.     

钼酸钙晶体中点缺陷的电子结构研究

运用以密度泛函理论为基础的相对论性离散变分方法(DV-Xα),模拟计算了完整的和含氧空位的钼酸钙(CaMoO_4)晶体的电子结构,得到了含有F、F~ 心的CaMoO_4晶体电子态密度分布以及它们可能产生的光学跃迁模式.计算结果表明,含F、F~ 心的CaMoO_4晶体的禁带宽度明显变窄,F、F~ 心的能级出现在禁带中,利用过渡态理论计算得到其向Mo的4 d轨道发生光学跃迁,跃迁能量值分别为1.93,2.03 eV.利用提拉法生长的CaMoO_4晶体呈现蓝色的本质原因是F、F~ 心在黄红区产生比较强的吸收.     

On Tiku's robust procedure — a Bayesian insight

Tiku's robust procedure for testing mean and variance from nonnormal universe is examined from the Bayesian viewpoint. The posterior distribution of the scale parameter is derived and then approximated by a Laguerre polynomial expansion while the posterior distribution of the location parameter is approximated by a linear combination of t-distributions. For the example with Darwin's data, the approximations appear to be extremely good.     

THE EURO AND THE GEOGRAPHY OF INTERNATIONAL DEBT FLOWS

Greater financial integration between core and peripheral European Monetary Union (EMU) members not only had an effect on both sets of countries but also spilled over beyond the euro area. Lower interest rates allowed peripheral countries to run bigger deficits, which inflated their economies by allowing credit booms. Core EMU countries took on extra foreign leverage to expose themselves to the peripherals. We present a stylized model that illustrates possible mechanisms for these developments. We then analyze the geography of international debt flows using multiple data sources and provide evidence that after the euro's introduction, core EMU countries increased their borrowing from outside of the EMU and their lending to the EMU periphery. Moreover, we present evidence that large core EMU banks' lending to periphery borrowers was linked to their borrowing from outside of the euro area.