Symbolic computation for approximating distributions of some families of one and two-sample nonparametric test statistics

A conditional saddlepoint approximation was provided by Gatto and Jammalamadaka (1999) for computing the distribution function of many test statistics based on dependent quantities like multinomial frequencies, spacing frequencies, etc. The considerable complexity of the formulas involved can be bypassed by symbolic computation. This article illustrates the effectiveness of symbolic computation to evaluate the saddlepoint approximation for the likelihood ratio, the exponential score, and the Wald-Wolfowitz test statistics. The case of composite hypotheses is also discussed.     

等价无穷小在求复合函数极限中的应用

在求复合函数极限过程中,对其内函数进行等价无穷小代换,给出若干有用结果。     

Extended scaled prediction variance optimality for modified central composite design

Robust parameter designs (RPDs) enable the experimenter to discover how to modify the design of the product to minimize the effect due to variation from noise sources. The aim of this article is to show how this amount of work can be reduced under modified central composite design (MCCD). We propose a measure of extended scaled prediction variance (ESPV) for evaluation of RPDs on MCCD. Using these measures, we show that we can check the error or bias associated with estimating the model parameters and suggest the values of α recommended for MCCS under minimum ESPV.     

A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation

The responses obtained from response surface designs that are run sequentially often exhibit serial correlation or time trends. The order in which the runs of the design are performed then has an impact on the precision of the parameter estimators. This article proposes the use of a variable-neighbourhood search algorithm to compute run orders that guarantee a precise estimation of the effects of the experimental factors. The importance of using good run orders is demonstrated by seeking D-optimal run orders for a central composite design in the presence of an AR(1) autocorrelation pattern.     

Variance estimation for the 2006 French housing survey

In the 2006 French housing survey, information is collected on many aspects of housing to describe the housing stock in France and the housing conditions of French households. The basic national sample results from a multistage sampling design. Complementary samples were selected to perform accurate estimations for socio-demographic domains. Some French regions proceeded to a regional and local extension of the national sample. The variance is estimated for a region with a regional and local extension of the basic national sample.     

多时滞离散中立型系统稳定性分析的一种新方法

本文对多时滞离散中立型系统稳定性的讨论提出了一种新的方法——辅助函数方法.此方法克服了离散中立型系统 Liapunov 函数构造的困难,从而为这类问题的研究提供了另外一种途径.     

MMCp颗粒涂层的细观力学优化设计

两相模型曾被用来分析SiCp颗粒增强的Al基复合材料在制备（冷却）过程中的热残余应力，但该模型无法计入颗粒之间的相互作用影响．本文在其过去提出的三相模型，并利用等效介质的物理特性，给出了计入颗粒浓度影响的MMCp界而残余应力的解析解的基础上，引入界口涂层以消除热残余应力，并对颗粒涂层的厚度与选材，利用细观力学原理进行优化设计，从而大大削弱直至完全可以消除界面处热残余应力的影响。     

复合材料的四相球模型及其应用

本文提出复合材料的四相球模型来描述含涂层位于复合材料及合空心球复合材料的力学行为，得到了这两类复合材料有效模量预测的理论公式。通过与已有理论和实验结果的比较，证明了本文结果的合理性．     

光纤技术在灵敏结构和皮肤中的应用

简介了近几年形成的“灵敏结构和皮肤”(Smart Structures and Skins)概念,介绍光纤技术在灵敏结构中的应用,提出光纤灵敏结构今后的几个主要研究课题。     

中国大陆、中国香港、美国股市市场风险比较研究

通过对中国大陆、中国香港、美国股市日收益率的分析,运用POT模型对三个股市的市场风险进行测度,得出以下结论:(1)三个股市在日收益率分布特征上具有一定的共性,但中国大陆股市的高收益是建立在高风险基础上的,中国香港股市中存在极端收益的可能性大,美国股市的收益率波动性较小;(2)持有大陆股票存在的期望损失最大,持有美国股票面临的期望损失最小,所以我国各经济主体应共同努力以规避股市市场风险.