Testing equality of conditionally jfclhwdqw exponential distributions

For the models given V = v (a common random stress), X and Y are independently exponentially distributed with failure rates λ₁and λ₂v, testing H₀λ₁λ₂using a random ‘paired’ sample is considered. It is shown that a uniformly most powerful invariant test does not exist even for one sided alternatives; locally most powerful invariant tests are derived and compared with existing procedures. The method is illustrated with reliability data. Finally, the robustness of the tests when the relationships of the failure rates to V is more complex are established.     

Smooth Tests of Copula Specifications

We present a family of smooth tests for the goodness of fit of semiparametric multivariate copula models. The proposed tests are distribution free and can be easily implemented. They are diagnostic and constructive in the sense that when a null distribution is rejected, the test provides useful pointers to alternative copula distributions. We then propose a method of copula density construction, which can be viewed as a multivariate extension of Efron and Tibshirani. We further generalize our methods to the semiparametric copula-based multivariate dynamic models. We report extensive Monte Carlo simulations and three empirical examples to illustrate the effectiveness and usefulness of our method.     

Critical point and power calculations for the studentized range test for generally correlated means

The studentized range test is a widely applied statistical procedure to compare several normal means within the analysis of variance. However, up to now no general methodology is available to perform the all-pair comparisons precisely, such as the computation of p-values or quantiles in the simple unbalanced one-way layout. Instead, a variety of approximations have been proposed in the past. This article focuses on exact computations of simultaneous confidence intervals and exact sample size determinations for all-pair comparisons in the analysis of variance involving arbitrary variance-covariance matrices. General power expressions in closed form are developed and numerical issues concerning the arising multivariate central and noncentral t-distributions are discussed. An application to the usual fixed effects analysis of covariance illustrates the use of the obtained results.     

汉熹平石经《尚书》异文研究

今本《尚书》与汉石经《尚书》之异文包括以下9类,它们是:石经与今本之异文分别为借字和本字、石经与今本之异文分别为本字和借字、石经与今本之异文为同音通用字、石经与今本之异文为古字与今字、石经与今本之异文为一字之异体、石经与今本之异文词异而义同、石经与今本之异文分别为本源字和讹误字、石经与今文之异文源于文字多寡的不同、石经本与今本之异文源于语序的不同。多数异文对文意的理解并没有产生负面影响,仍具有很高的文献价值和史料价值。同时也不能否认,石经《尚书》个别异文的确能起到"一字千金"的作用,对今本《尚书》的解读具有重要的参考价值。     

车行横洞施工对隧道主洞变形的影响

针对隧道车行横洞施工对主洞结构产生影响，以运城 灵宝高速公路中条山隧道工程为依托，采用现场试验和三维有限元仿真的方法，对车行横洞施工阶段主洞的变形规律进行了研究。研究结果表明：车行横洞施工对主洞的影响，在时间上主要表现在交叉口初支拆除和横洞的第1个开挖步，随着横洞开挖深度的增加，主洞结构的变形逐步趋于稳定;车行横洞施工对隧道主洞围岩变形影响主要表现为主洞拱顶下沉量增加和开挖侧拱脚水平位移减小，主洞未开挖侧拱脚水平位移影响不大。     

Likelihood ratio test for simultaneous testing of the mean and the variance of a normal distribution

In this paper, we consider the simultaneous testing of the mean and the variance of a normal distribution. The exact distribution of the likelihood ratio test statistic is obtained, which is not available in the literature. The critical points of the exact test are reported. We also consider some of the other exact and asymptotic tests. The powers of these tests are compared using the Monte Carlo simulations.     

Randomized confidence intervals of a parameter for a family of discrete exponential type distributions

For a family of one-parameter discrete exponential type distributions, the higher order approximation of randomized confidence intervals derived from the optimum test is discussed. Indeed, it is shown that they can be asymptotically constructed by means of the Edgeworth expansion. The usefulness is seen from the numerical results in the case of Poisson and binomial distributions.     

Interaction Between Autocorrelation and Conditional Heteroscedasticity: A Random-Coefficient Approach

In applied econometrics, we tend to tackle specification problems one at a time rather than considering them jointly. This has serious consequences for statistical inference. One example of this is considering autocorrelation and autoregressive conditional heteroscedasticity (ARCH) separately. In this article we consider a linear regression model with random coefficient autoregressive disturbances that provides a convenient framework to analyze autocorrelation and ARCH simultaneously. Our stationarity conditions and testing results reveal the strong interaction between ARCH and autocorrelation. An empirical example of testing the unbiasedness of experts' expectations of inflation demonstrates that neglecting conditional heteroscedasticity or misspecifying the autocorrelation structure might result in unreliable inference.     

Small-Sample Corrections for Score Tests in Birnbaum–Saunders Regressions

In this article, we deal with the issue of performing accurate small-sample inference in the Birnbaum–Saunders regression model, which can be useful for modeling lifetime or reliability data. We derive a Bartlett-type correction for the score test and numerically compare the corrected test with the usual score test and some other competitors.     

中国石油进口需求是刚性的吗?——基于VAR模型的实证检验

随着国际油价的不断上涨,中国石油的进口量不仅没有下降,反而继续增加,说明中国石油的进口需求可能是刚性的。在对需求刚性概念进行界定的基础上,选取2006年1月到2012年12月中国的石油进口量、国内生产总值、国际石油价格等数据,建立VAR模型对中国石油进口需求的方程进行估计。实证检验结果表明,中国石油进口需求收入弹性大于需求价格弹性,中国石油进口需求的确是刚性的,需要制定降低中国石油需求刚性的相关政策。