BATHTUB-TYPE CURVES IN RELIABILITY AND BEYOND

Finding optimal, or at least good, maintenance and repair policies is crucial in reliability engineering. Likewise, describing life phases of human mortality is important when determining social policy or insurance premiums. In these tasks, one searches for distributions to fit data and then makes inferences about the population(s). In the present paper, we focus on bathtub‐type distributions and provide a view of certain problems, methods and solutions, and a few challenges, that can be encountered in reliability engineering, survival analysis, demography and actuarial science.     

On Rates of Convergence for Bayesian Density Estimation

Abstract.  We consider the problem of estimating a compactly supported density taking a Bayesian nonparametric approach. We define a Dirichlet mixture prior that, while selecting piecewise constant densities, has full support on the Hellinger metric space of all commonly dominated probability measures on a known bounded interval. We derive pointwise rates of convergence for the posterior expected density by studying the speed at which the posterior mass accumulates on shrinking Hellinger neighbourhoods of the sampling density. If the data are sampled from a strictly positive, α -Hölderian density, with α  ∈ ( 0,1] , then the optimal convergence rate n^{− α / (2 α +1)} is obtained up to a logarithmic factor. Smoothing histograms by polygons, a continuous piecewise linear estimator is obtained that for twice continuously differentiable, strictly positive densities satisfying boundary conditions attains a rate comparable up to a logarithmic factor to the convergence rate n ^−4/5 for integrated mean squared error of kernel type density estimators.     

On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution

In this paper, we present a general formulation of an algorithm, the adaptive independent chain (AIC), that was introduced in a special context in Gåsemyr et al . [ Methodol. Comput. Appl. Probab. 3 (2001)]. The algorithm aims at producing samples from a specific target distribution Π, and is an adaptive, non-Markovian version of the Metropolis–Hastings independent chain. A certain parametric class of possible proposal distributions is fixed, and the parameters of the proposal distribution are updated periodically on the basis of the recent history of the chain, thereby obtaining proposals that get ever closer to Π. We show that under certain conditions, the algorithm produces an exact sample from Π in a finite number of iterations, and hence that it converges to Π. We also present another adaptive algorithm, the componentwise adaptive independent chain (CAIC), which may be an alternative in particular in high dimensions. The CAIC may be regarded as an adaptive approximation to the Gibbs sampler updating parametric approximations to the conditionals of Π.     

Optimal scaling of Metropolis algorithms: Heading toward general target distributions

The authors provide an overview of optimal scaling results for the Metropolis algorithm with Gaussian proposal distribution. They address in more depth the case of high‐dimensional target distributions formed of independent, but not identically distributed components. They attempt to give an intuitive explanation as to why the well‐known optimal acceptance rate of 0.234 is not always suitable. They show how to find the asymptotically optimal acceptance rate when needed, and they explain why it is sometimes necessary to turn to inhomogeneous proposal distributions. Their results are illustrated with a simple example.     

国外票据市场的发展及对我国的启示

随着现代经济的发展 ,票据作为一种支付信用结算工具 ,其低风险、高流动性的短期投资和融资功能日益受到企业、商业银行及广大投资者的重视 ,各种票据逐渐成为企业短期融资、银行提高资产负债的流动性管理和风险管理、满足投资者短期投资需要的重要货币市场工具。分析和研究票据市场发展现状及其特点 ,对我国票据市场发展有积极的借鉴意义。     

试论地市级党报的“张力”和“引力”

在当今的信息时代,地市级党报发展面临着机遇和挑战。对此,在分析国内外传媒业激烈竞争形势的基础上,揭示了新形势为地市级党报所带来的发展机遇,并根据地市级党报的特有优势提出了走差别化竞争路子,以张扬个性来拓展生存空间和采取增加信息量、增强可读性、提高服务性、加强深度报道、搞好舆论监督等措施来提高引力与张力的发展战略。     

双交错Millitron慢波系统的实验研究

讨论了双交错Millitron慢波系统的设计方法,并采用通过式谐振法对双交错Millitron的色散特性进行了实验研究,给出了实验结果,并和作者所得到的理论结果[4]进行了比较,分析了出现误盖的原因。     

A modified false discovery rate multiple-comparisons procedure for discrete data, applied to human immunodeficiency virus genetics

Summary.  To help to design vaccines for acquired immune deficiency syndrome that protect broadly against many genetic variants of the human immunodeficiency virus, the mutation rates at 118 positions in HIV amino-acid sequences of subtype C versus those of subtype B were compared. The false discovery rate (FDR) multiple-comparisons procedure can be used to determine statistical significance. When the test statistics have discrete distributions, the FDR procedure can be made more powerful by a simple modification. The paper develops a modified FDR procedure for discrete data and applies it to the human immunodeficiency virus data. The new procedure detects 15 positions with significantly different mutation rates compared with 11 that are detected by the original FDR method. Simulations delineate conditions under which the modified FDR procedure confers large gains in power over the original technique. In general FDR adjustment methods can be improved for discrete data by incorporating the modification proposed.     

基于双恒流源法的高精度应变测量技术

提出了一种新颖的基于双恒流源法六端比例测量原理的应变测量技术,介绍了其测量原理及误差分析和校准技术,实现了高精度应变测量。给出了利用该测量原理设计的多通道应变仪测试结果。实验室测试及在某大型离心载荷试验中运行表明,该应变仪具有较高的测量精度、稳定性、抗干扰性和可靠性,其设计原理和方法对于工程设计与应用具有一定的参考价值。     

WDM网络多播中关键器件放置问题的研究

研究了在WDM网络中,分光器件和波长变换器件随机放置的情况下,两种器件的数量分别对于多播业务阻塞率的影响．从仿真结果可以得出,增加配置有波长变换器件节点的个数可以明显地降低阻塞率,而增加配置有分光器件节点的个数在某些情况下,会导致阻塞率的增加．并深入探讨了造成这些现象的原因．