On estimation of the scale matrix of the multivariate f distribution

Let F _p×phave a multivariate F distribution with a scale p×p matrix Δ and degrees of freedom k₁ and k₂ such that k_i - p - 1 > 0, i = 1,2. The estimation of Δ under entropy and squared error loss functions are considered. In both cases a new class of orthogonally invariant estimators are obtained which dominate the best unbiased estimator.     

Bayesian estimation of proportions with a cross-entropy prior

This paper suggests estimators of the frequencies (N₈) or proportions {N₈/N) of N distinguishable objects contained in S categories; given various types of information, We consider information in the form of exact constraints on the N₈, sample frequencies, and frequencies of related data, The analysis uses Bayesian methods, where the prior distribution is assumed to be a function of the cross-entropy between the N₈ and a reference distribution, We show the relationship between our estimator and the log-linear and logit models and also present a sampling experiment to compare our proposed estimator with the iterated proportional fitting estimator.     

Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison

The explicit form of the reference prior bayes estimator due to Yang and Ber-ger (1994) for bivariate normal covariance matrix under entropy loss is given in terms of Legendre polynomials when degrees of freedom is even and in terms of hypergeometric functions in general case. The finite series expression of the density function of the ratio of latent roots of bivariate Wishart matrix is obtained and the exact risk is compared with those of James-Stein minimax estimator and other orthogonally equivariant estimators. It is found numerically that the reference prior bayes estimator has the smallest risk among the class of equivariant estimators compared, when the ratio of the largest to the smallest population latent roots of covariance matrix lies in the middle of the interval [1, ∞]. It has larger risk than that of James-Stein minimax estimator when the ratio is large. Moreover it has larger risk than that of MLE when, for instance, degrees of freedom is 20 and the ratio lies between 4 and 8.     

CSISZAR DIVERGENCE FROM CONSTANT FAILURE RATE MODEL FOR GROUPED DATA

We propose a measure of divergence in failure rates of a system from the constant failure rate model for a grouped data situation. We use this measure to compare the divergences of several systems from the constant failure rate model and find the asymptotic distributions of the test statistics. Several applications are discussed to illustrate the procedure. In the context of testing the goodness-of-fit with the constant failure rate model, we conduct a simulation study which shows that this procedure compares favorably with the Pearson chi-square test and the likelihood ratio test procedures.     

ASYMPTOTIC EFFICIENCY OF ANALYSIS OF RAO'S QUADRATIC ENTROPY

Since Rao introduced the Quadratic Entropy (QE) in 1982, results on mathematical and statistical properties of the QE and its applications in data analysis and population indices have been published in the literature. In this paper, we study the asymptotic efficiency of the analysis of Rao's quadratic entropy (ANOQE) which is a generalization of the classical analysis of variance (ANOVA). Based on the results of Liu and Rao [1] Liu, Z. J. and Rao, C. R. 1995. Asymptotic distribution of statistics based on quadratic entropy and bootstrapping. JSPI, 43: 1–18.  [Google Scholar]and Liu [2] Liu, Z. J. 1991. Bootstrapping one way analysis of Rao's quadratic entropy. Comm. Statist., 20: 1683–1702.  [Google Scholar]on asymptotic distribution and the bootstrap of the ANOQE, we derive the Bahadur's asymptotic efficiency of the ANOQE and compare efficiency of ANOQE tests based on different QE's.     

电商企业官方微博竞争力评价研究——基于熵值法的视角

关于传统企业竞争力评价研究已经有了许多成果,但对于电子商务企业官方微博竞争力评价的相关研究成果却很少,研究电商企业官方微博竞争力评价具有重要的理论意义和现实意义。考虑到微博竞争力评价与其他行业竞争力评价的差异,选择10个电商企业官方微博,以微博的吸引力、传播力和影响力作为评价指标,利用熵值法对电商企业微博竞争力进行评价。结果显示熵值法评价电商企业官方微博竞争力更符合实际。     

基于个体问卷不确定性的企业文化累加算子研究

针对目前企业文化问卷调查过程中答卷人员评分的主观性导致企业文化集结计量的不确定性,本文提出一个新的方法,即通过Choquet模糊积分来集结中间变量值,并采用Yager模糊熵来表示测度的模糊性,以避免权重确定的主观性和复杂性,提高测度的准确性;将该方法应用于某国际酒店的文化测量,结果表明了该方法是可行和有效的。     

多指标决策的熵权优化模型在使用后评估中的应用研究

使用后评估关注的是建成使用一段时间后用户对建筑物性能和服务的满意程度,本文在对香港学校进行使用后评估时,提出了将评估指标的客观熵权与重要性的主观权重相结合,避免了传统的专家打分法的不确定性和随意性。建立了多指标决策的熵权优化模型,用该模型对三所学校进行了使用后评估,取得了科学、合理的结果。发现其中一所学校的评估结果在可接受范围之内却仍被重建,这是一种不经济和不合理的做法。     

基于熵权法的财务危机预警指标选择研究

合理选择财务指标是财务危机预警研究中的重要内容,用定性和定量相结合的方法进行选择是科学有效的方法之一。首先根据初选原则对财务指标进行了初步选择,然后提出了一种基于熵权的变量选择方法,对初选的财务指标进行定量筛选,进行实证研究,最终确定了应用于财务危机预警的财务指标。     

某些大里德伯分子的热力学函数及其热稳定性

用统计热力学方法在２００～１１００Ｋ范围内计算了某些大里德伯（Ｒｙｄｂｅｒｇ）分子的热力学函数以及电离过程的热力学函数改变值；讨论了某些里德伯分子的热稳定性。结果表明，对ＮＨｎ（ＣＨ３）４－ｎ系列分子，ｎ越小，即甲基越多，里德伯分子越不稳定。