A NOTE ON THE NUMBER OF DUST PARTICLES IN A SAMPLE OF AIR-BORNE MINE DUST

A stochastic model is proposed for the distribution of the number of particles in a sample of air-borne mine dust, and it, is shown that in special circumstances the distribution will be that of a Poisson variate.
I am indebted to Professor Bartlett for drawing my attention to his own more general result and to the referee for the suggestion that led to the unconditional result of Section 4.     

新课程改革中对课堂及其诸要素的认识

在新课程改革中,许多教师在教学过程中存在诸多的教学误区。在教学过程中,如何看待和改进课堂、教师、学生、教材等要素的作用和地位,显得相当重要。本文是我在多年的教育教学经验的基础上对课堂等诸要素一些看法和做法。     

Serial correlation and distributions on the shere

Estimation and tests for serial correlation in recation and regression models with normal error have been derive from various points of view; for example: Anderson (1948), Durbi for Watson (1950, 1951, 1971), Theil (1965), Durbin (1970), Haq (1970), Kadiyala (1970), Abrahamse & Louter (1971), Levenbac (1972), Berenblut & Webb (1973), Phillips & Harvey (1974), a Sims (1975). In this paper we derive likelihood functions and most powerful tests for serial correclation in Locationa and regression models with arbitrary but specificed error; the methods extend to include the determination of the likelihood for the parameter of the error distribution.

In Section 2, we survey the modthods that have been used in deriving the various tests and estimates in the literature. In Section 2, we introduce the stataistical model that directly describes the error distribution and we obtain the likelihood function for error correlation and determine locally and specifically kost powerful tests for correlation. In Section 3 we consider the case with normal error derive a normal distribution on the sphere by radial projection. The likelihood function and test are then specialized to the case of normal error in Section 4. The computational procedures for the tests and related power functions are examined in Section 5. Power comparisons for the textile data of Theil and Nagar (1961), the consumption data of Kelin (1950), and the plums and the wheat data of Hildreth & Lu (1960) are presented in Section 6, while the likelihood functions for correlation in these data are given in Section 7.     

Simultaneous Equation Model based on the generalized maximum entropy for studying the effect of management factors on enterprise performance

The aim of this paper is to study the effect of management factors on enterprise performance, considering a survey that the University Consortium in Engineering for Quality and Innovation has led. The relationships between management factors and enterprise performance are formalized by a Simultaneous Equation Model based on the generalized maximum entropy (GME) estimation method. The format of this paper is as follows. In Section 2, the data collected, the questionnaire evaluation, and the management model analytical formulation are introduced. In Section 3, the GME formulation is specified, showing the main characteristics of the estimation method. In Section 4, the results and a comparison among GME, partial least squares (PLS), and maximum likelihood estimation (MLE) is shown. In Section 5, concluding remarks are discussed.     

On the speed of convergence of the kiefer-wolfowitz stochastic approximation procedure

In this article the speed of convergence of the Kiefer-wolfowitz procedure of stochastic approximation is scudied. This is done in Section 2 for two classes of regression functions in the unconstrained case. In Section 3 constrained problems are examined, on the one hand by transforming them into unconstrained ones and making use of the results of Section 2 and on the other hand by applying a projection method. Finally a problem from economic theory is formalized as a stochastic approximation problem and a solution is given oy means of the proceding theorems.     

Recurrence relations of coefficients of the generalized hypergeometric function in multivariate analysis

James(1960) defined the zonal polynomials and used it to represent the joint distributions of latent roots of VVisfiart matrix. The zonal polviionnals played an important role to define the generalized hypergeometric function of symmetric matrix argument Since then, many density functions and moments based on Wishart matrix have been expressed in terms of the generalized hy¬pergeometric Function. The purpose of this paper is to get the recurrence relations for the coefficients of it. In Section 1 we derive a partial differen¬tial equations having the generalized hypergeometric function as the unique solution. Then we ubtain the recurrence relations until order 7 in Section 2.     

Statistical Computing Software Reviews

This section is similar in organization to a Book Review section in other journals; however, software of interest to statisticians is the subject of review here. Emphasis is on software for microcomputers. Programs that operate only in larger mainframe computers will seldom receive review. Normally, producers of programs make a copy of their product available to the Section Editor, who then selects one or more persons to test the product and prepare a review.

Producers of computer software who wish to have their product reviewed are invited to contact the Section Editor, Professor Kenneth Berk, Department of Mathematics, 313 Stevenson Hall, Illinois State University, Normal, IL 61761.

Findings and opinions expressed in every review are solely those of the author. They should not be construed as reflecting endorsement of the product, or opinions held, by the American Statistical Association, nor is any warranty implied about any product reviewed.

STAN, Version II.0. David M. Allen. Available from Statistical Consultants, Inc., 462 E. High Street, Lexington, KY 40508. $300. Reviewed by Peter A. Lachenbruch     

Bayes Risk Consistency of Nonparametric Bayes Density Estimates2

Even though the literature on nonparametric density estimation is large, the literature on Bayesian estimation of the density function is relatively small. The reason is the lack of a suitable prior over the space of probability density functions. There have been attempts to define priors over the space of probability measures, but they have not yielded any workable prior for the purpose of density estimation. Dubins & Freedman (1963) have denned random distribution functions which are singular with probability one. Kraft (1964) has denned a class of distribution functions which have derivatives but not continuous derivatives and hence are not suitable for density estimation. The only really convenient prior is the Dirichlet process prior due to Ferguson (1973), but unfortunately this prior concentrates all its mass over the discrete distribution with a dense set of jumps. Recently Lo (1978) has overcome this difficulty by taking convolution of the Dirichlet process with a fixed continuous kernel. In Section 2, the existence of a version of the posterior distribution and the conditional expectation for arbitrary prior over the space of continuous density functions are discussed. The Bayes risk consistency of the Bayes estimator is discussed in Section 3. The Bayes estimator and its properties with respect to two specific prior distributions are discussed in Section 4. In Section 5 some negative results are presented. Finally a numerical example is given in Section 6.     

Complete ranking procedures with quadratic loss

Suppose that one wishes to rank k normal populations, each with common variance σ² and unknown means θ_i (i=1,2,…,k). Independent samples of size n are taken from each population, and the sample averages are used to rank the populations. In this paper, we investigate what sample sizes, n, are necessary to attain “good” rankings under various loss functions. Section discusses various loss functions and their interpretation. Section 2 gives the solution for a reasonable non-parametric loss function. Section 3 gives the solution for a reasonable parameteric loss function.     

从属权贸易核算角度评析FATS及中国数据现状

 本文第一节阐述FATS在属权贸易核算中的关键作用,提出将属权核算原则由服务贸易扩延到货物贸易。第二节论证美国对于属权贸易核算的贡献。第三节分析中国FATS建设面临数据多源和数据缺失的困扰,提出搞好FATS建设的建议。     

Prespective from a weather modification experiment

This article provides some views on the statistical design and analysis of weather modification experiments. Perspectives were developed from experience with analyses of the Santa Barbara Phase I experiment summarized in Section 2, Randomization analvses are reported and compared with previously published parametric analyses. The parametric significance levels of tests for a cloud seeding effect agree well with the significance levels of the new corresponding randomization tests, These results, along with similar results of others, suggest that parametric analyses may be used as approximations to randomization analyses in exploratory analyses or reanalyses of weather modification experimental data.     

Using spatial models as priors in astronomical image analysis

Optical astronomers now normally collect digital images by means of charge-coupled device detectors, which are blurred by atmospheric motion and distorted by physical noise in the detection process. We examine Bayesian procedures to clean such images using explicit models from spatial statistics for the underlying structure, and compare these methods with those based on maximum entropy.

This is an undated version of Molina and Ripley (1989) containing brief details of later work. Sections 1–5, 7 and 8 follow that paper and describe the deconvolution of galaxies. Further examples have been published in Molina et al. (1992a) for an astronomical audience. Work on the deconvolution of planetary images from Molina et al. (1992b, c) is reported in Section 6 with examples included in Section 7.     

A review of optimal designs in survey sampling

Results in five areas of survey sampling dealing with the choice of the sampling design are reviewed. In Section 2, the results and discussions surrounding the purposive selection methods suggested by linear regression superpopulation models are reviewed. In Section 3, similar models to those in the previous section are considered; however, random sampling designs are considered and attention is focused on the optimal choice of π_j. Then in Section 4, systematic sampling methods obtained under autocorrelated superpopulation models are reviewed. The next section examines minimax sampling designs. The work in the final section is based solely on the randomization. In Section 6 methods of sample selection which yield inclusion probabilities π_j = n/N and π_ij = n(n - 1)/N(N - 1), but for which there are fewer than _NC_n possible samples, are mentioned briefly.     

Latent class models for financial data analysis: some statistical developments

I exploit the potential of latent class models for proposing an innovative framework for financial data analysis. By stressing the latent nature of the most important financial variables, expected return and risk, I am able to introduce a new methodological dimension in the analysis of financial phenomena. In my proposal, (i) I provide innovative measures of expected return and risk, (ii) I suggest a financial data classification consistent with the latent risk-return profile, and (iii) I propose a set of statistical methods for detecting and testing the number of groups of the new data classification. The results lead to an improvement in both risk measurement theory and practice and, if compared to traditional methods, allow for new insights into the analysis of financial data. Finally, I illustrate the potentiality of my proposal by investigating the European stock market and detailing the steps for the appropriate choice of a financial portfolio.     

United statistics,confidence quantiles,Bayesian statistics

A survey of research by Emanuel Parzen on how quantile functions provide elegant and applicable formulas that unify many statistical methods, especially frequentist and Bayesian confidence intervals and prediction distributions. Section 0: In honor of Ted Anderson's 90th birthday; Section 1: Quantile functions, endpoints of prediction intervals; Section 2: Extreme value limit distributions; Sections 3, 4: Confidence and prediction endpoint function: Uniform(0,θ)$(0,\theta )$, exponential; Sections: 5, 6: Confidence quantile and Bayesian inference normal parameters μ$\mu$, σ$\sigma$; Section 7: Two independent samples confidence quantiles; Section 8: Confidence quantiles for proportions, Wilson's formula. We propose ways that Bayesians and frequentists can be friends!     

Review

Abstract

This quarter's column features a report from the 88th Annual Meeting of the Potomac Technical and Processing Librarians, held October 12, 2012 in Washington, D.C.; the XXXII Annual Charleston Conference, held November 7–10, 2012 in Charleston, SC; and, the ALCTS Continuing Resources Section Holdings Information Committee/Continuing Resource Section Cataloging Committee Joint Forum, held January 26 in Seattle, WA at the 2013 ALA Midwinter Meeting.     

Poisson,modified poisson and collocated sampling

Poisson and collocated sampling are methods of selecting samples that allow for simple control as to which units are to be in sample and which not. They are particularly suitable for use when selecting more than one sample from the same framework. Sections 2 and 3 deal with Poisson sampling. Section 4 deals with modified Poisson sampling, a device to ensure that an empty sample is never selected. Sections 5, 6 and 7 deal with collocated sampling, another device for reducing the variance of sample size. In Section 8 a comparative study of variances and mean square errors is presented for a number of unequal probability sampling strategies.