Operating Characteristics for Group Sequential Trials Monitored Under Fractional Brownian Motion

Brownian motion has been used to derive stopping boundaries for group sequential trials, however, when we observe dependent increment in the data, fractional Brownian motion is an alternative to be considered to model such data. In this article we compared expected sample sizes and stopping times for different stopping boundaries based on the power family alpha spending function under various values of Hurst coefficient. Results showed that the expected sample sizes and stopping times will decrease and power increases when the Hurst coefficient increases. With same Hurst coefficient, the closer the boundaries are to that of O'Brien-Fleming, the higher the expected sample sizes and stopping times are; however, power has a decreasing trend for values start from H = 0.6 (early analysis), 0.7 (equal space), 0.8 (late analysis). We also illustrate study design changes using results from the BHAT study.     

Tests for Symmetry Based on the One-Sample Wilcoxon Signed Rank Statistic

ABSTRACT

The one-sample Wilcoxon signed rank test was originally designed to test for a specified median, under the assumption that the distribution is symmetric, but it can also serve as a test for symmetry if the median is known. In this article we derive the Wilcoxon statistic as the first component of Pearson's X ² statistic for independence in a particularly constructed contingency table. The second and third components are new test statistics for symmetry. In the second part of the article, the Wilcoxon test is extended so that symmetry around the median and symmetry in the tails can be examined seperately. A trimming proportion is used to split the observations in the tails from those around the median. We further extend the method so that no arbitrary choice for the trimming proportion has to be made. Finally, the new tests are compared to other tests for symmetry in a simulation study. It is concluded that our tests often have substantially greater powers than most other tests.     

基于PID与模糊控制的切削加工过程双模控制

为了克服在切削加工过程中单一的控制策略建立的控制系统性能不理想的情况,采用了多个系统并联的切削加 工过程模型。结合了PID控制和模糊控制两者各自的优点,设计实现了对切削加工过程的双模控制。利用MATLAB对 该控制策略进行响应仿真并调试参数,求解出了较优的基于PID控制与模糊控制的切削加工过程双模控制的控制器,有 效地提升了对切削加工系统的控制性能。     

单摆非线性运动方程的微扰近似解法

本文研究具有阻尼因素的单摆非线性运动规律。根据相应的线性运动方程精确解,通过求解修正项,给出逐步逼近的近似解方法,并讨论了解的误差问题。     

Discrete–Time Approximations of the Holmström–Milgrom Brownian–Motion Model of Intertemporal Incentive Provision

This paper studies the relation between discrete–time and continuous–time principal–agent models. We derive the continuous–time model as a limit of discrete–time models with ever shorter periods and show that optimal incentive schemes in the discrete–time models approximate the optimal incentive scheme in the continuous model, which is linear in accounts. Under the additional assumption that the principal observes only cumulative total profits at the end and the agent can destroy profits unnoticed, an incentive scheme that is linear in total profits is shown to be approximately optimal in the discrete–time model when the length of the period is small.     

次分数布朗运动下带交易费用的备兑权证定价

为了体现金融资产的长记忆性,采用次分数布朗运动刻画备兑权证标的资产价格变化的行为模式。利用随机分析理论和偏微分方程方法,建立了次分数布朗运动下带交易费用的备兑权证定价模型,进一步研究了定价模型的参数估计问题。最后,采用我国权证市场实际数据进行了实证分析,通过比较不同定价模型的结果说明了长记忆性和交易费用对定价结果有着显著的影响。     

画有法画无定法--浅议写实摄影构图的六个基本法则

在摄影过程中应遵循和运用黄金分割、三角形、对角线、天头留白、运动空白、均衡稳定等构图法则,方能使写实摄影作品获得较为理想的艺术效果.     

浅谈中国古典园林建筑的美学思想

中国古典园林中的建筑是园林中的重要组成部分,亭、廊、桥、榭、舫等主要构筑物无不具备各自的美学特征,形成了丰富的美的景观,其美学价值、哲理内涵极具研究价值.中国古典园林中的建筑主要表现了飞动之美、空间之美和诗情画意之美等主要美学特征.