Editorial: Statistics and computing: Having an impact

Statistics and Computing -     

H-likelihood: problems and solutions

In recent issues of this journal it has been asserted in two papers that the use of h-likelihood is wrong, in the sense of giving unsatisfactory estimates of some parameters for binary data (Kuk and Cheng, 1999; Waddington and Thompson, 2004) or theoretically unsound (Kuk and Cheng, 1999). We wish to refute both these assertions.     

Epidemics: models and data

"The problems of understanding and controlling disease raise a range of challenging mathematical and statistical research topics, from broad theoretical issues to specific practical ones. In particular, recent interest in acquired immune deficiency syndrome has stimulated much progress in diverse areas of epidemic modelling, particularly with regard to the treatment of heterogeneity, both between individuals and in mixing of subgroups of the population. At the same time better data and data analysis techniques have become available, and there have been exciting developments in relevant theory.... This progress in specific areas is now being matched by interdisciplinary cooperation aimed at elucidating relationships between the widely varying types of model that have been found useful, to determine their strengths and limitations in relation to basic aims such as understanding, prediction, and evaluation and implementation of control strategies."     

问卷调查方式的革新和比较

问卷调查方式随着信息传播方式的进步而革新。与笔纸调查方式相比 ,计算机调查方式在调查范围、调查效率、资料整理和残存等方面具有优势 ,但是在灵活性方面不如笔纸调查。同属计算机调查的电话调查与网络调查各有特点 ,它们不能相互替代 ,都会发挥越来越大的作用。     

Stratification: Measuring and Inference

ABSTRACT

Stratification of distribution functions is an important issue in the area of income distributions. Two distribution functions form a perfect stratification if they occupy disjoint ranges on the horizontal axis. Otherwise, there is overlapping. A measure which quantifies the amount of stratification is introduced by Yitzhaki (1994 Yitzhaki , S. ( 1994 ). Economic distance and overlapping of distributions . J. Econometrics 61 : 147 – 159 . [CSA] [CROSSREF] [Crossref], [Web of Science ®] , [Google Scholar]), but no procedure for drawing inference is suggested. We develop a consistent estimator of the degree of overlapping and offer a nonparametric procedure for inference. Its limiting distribution, properly standardized, is normal. The asymptotic variance can be estimated using the jackknife method, and simulations show that the suggested procedure works well for sample sizes of 50 (100 for some cases).     

Frailty models and copulas: similarities and differences

Copulas and frailty models are important tools to model bivariate survival data. Equivalence between Archimedean copula models and shared frailty models, e.g. between the Clayton-Oakes copula model and the shared gamma frailty model, has often been claimed in the literature. In this note we show that, in both the models, there is indeed a well-known equivalence between the copula functions; the modeling of the marginal survival functions, however, is quite different. The latter fact leads to different joint survival functions.     

Medicine in black and white: BiDil®: race and the limits of evidence-based medicine

When the US Food and Drug Administration licensed the drug BiDil® in June 2005 it was hailed as a significant step towards "personalised prescribing". This is because BiDil® had been patented, tested and approved for use by just one group of patients: those "of African descent". George Ellison examines the statistical evidence that underpinned the development of BiDil® as a "racial drug" and finds it less than satisfactory.     

金融统计需要不断拓展与创新

金融活动是现代经济活动的基础和核心 ,是科技和信息成果转化为现实生产力的桥梁和纽带。金融业的信息化、虚拟化、网络化和全球化的发展 ,金融业务、金融制度、金融组织体制、金融营销环境、金融运作方式的不断变化与创新 ,必将渗透到融实证金融理论、现实金融问题、金融统计指标数据与方法运用为一体的金融统计知识体系 ,对具有金融测评、金融监管职能的金融统计提出新的要求。金融统计需要不断拓展与创新。其一 ,不断拓展、丰富和更新金融统计的内容。一是强化“风险”统计。金融经济中 ,大量无形的、不确定的因素的存在 ,金融创新的发展…     

The quincunx: history and mathematics

Received: December 30, 1999; revised version: July 19, 2000     

Statistical Computing: History and Trends

The evolution of computers is currently in a period of rapid change, stimulated by radically cheaper and smaller devices for processing and memory. These changes are certain to provide major opportunities and challenges for the use of computers in statistics. This article looks at history and current trends, in both general computing and statistical computing, with the goal of identifying key features and requirements for the near future. A discussion of the S language developed at Bell Laboratories illustrates some program design principles that can make future work on statistical programs more effective and more valuable.     

Moment-Implied Densities: Properties and Applications

Suppose one uses a parametric density function based on the first four (conditional) moments to model risk. There are quite a few densities to choose from and depending on which is selected, one implicitly assumes very different tail behavior and very different feasible skewness/kurtosis combinations. Surprisingly, there is no systematic analysis of the tradeoff one faces. It is the purpose of the article to address this. We focus on the tail behavior and the range of skewness and kurtosis as these are key for common applications such as risk management.     

统计信息资源的开发与传播

通过对现代统计信息资源开发现状的分析,提出进一步开发统计信息资源的手段、途径和应遵循的原则,从而达到优化统计信息传播的目的.