谈统计学中“变量”概念的界定

变量是统计学中的一个基本范畴,但各类统计学教科书中,对变量的定义众说不一,难以体现其在统计学中的重要性。本文结合多元统计分析中变量的等级分类,给出“变量”在统计学范围内的内涵与外延解释,并且说明清晰界定“变量”对统计学教学的意义。     

宏观经济统计数据质量的静态诊断

统计数据的真实性是统计的生命线,统计数据质量的高低直接影响统计信息的有用性及价值大小。统计数据质量是当今各级政府和公众关注的热点问题,也是学者研究的重点课题。本研究运用全国31个省市的截面数据,构建了基于区域宏观经济系统的联立方程定量诊断模型,依据此模型对陕西省的地区生产总值、财政收入、居民消费水平和固定资产投资指标进行诊断示范,结果显示构造的定量诊断模型对于区域宏观统计数据质量诊断效果良好。     

A Simulation Study of the Powers of Three Multiple Comparison Statistics

A normal-theory and two distribution-free statistics used for multiple comparisons of homogeneity of location are compared on simulated data generated from six distributions. The normal-theory statistic is found to be fairly robust to departures from the assumption of normally distributed data of the types considered. The Steel-Dwass statistic is generally more powerful than a Kruskal-Wallis range statistic.     

互联网统计研究

互联网发展从IT到DT已经成为必然的趋势,本文研究了DT时代的统计思维,提出互联网统计概念和互联网统计体系的基本内容,研究了面向未来发展的互联统计、互通统计、互动统计的互联网统计理论体系。考察了国际电信联盟、中国互联网络信息中心的互联网统计体系,以及国家统计局企业信息化和电子商务统计,指出存在的问题和与实际需要的巨大缺口,研究了互联网统计发展所面临的挑战,提出了我国互联网统计发展的政策建议。     

Chaos: But Not in Both Directions!

This paper will informally explore the reversal of some stochastic autoregressive processes, which lead to deterministically chaotic processes. Correspondingly, the stochastic reversal of map models is shown to lead to a new class of invariant distribution. Finally, some connections between congruential recursions and independence in discretized chaotic processes are illustrated.     

网络技术下统计的变革和统计教育面临的任务

网络经济的发展使现行的统计信息生产方式和统计制度发生深刻变革,使统计人才的知识结构发生重大变化,从而对统计教育的着力点和培养目标、培养方式提出了新的要求。如何培养大量优秀的复合型统计人才,极大地提高统计人员的素质,是统计教育面临的艰巨任务。     

非正规就业统计若干问题探讨

非正规就业已成为中国就业的一种重要模式,文章从非正规就业的定义出发,认为非正规就业在内容和范围上有别于非正规部门就业,在此基础上,对非正规就业的统计口径、统计内容和数据收集方法诸问题进行了探讨。     

Chaos communication synchronization: Combatting noise by distribution transformation

Research in electronic communications has developed chaos-based modelling to enable messages to be carried by chaotic broad-band spreading sequences. When such systems are used it is necessary to simultaneously know the spreading sequence at both the transmitting and receiving stations. This is possible using the idea of synchronization with bivariate maps, providing there is no noise present in the system. When noise is present in the transmission channel, recovery of the spreading sequence may be degraded or impossible. Once noise is added to the spreading sequence, the result may no longer lie within the boundary of the chaotic map. A usual and obvious method of dealing with this problem is to cap iterations lying outside the bounds at their extremes, but the procedure amplifies loss of synchronization. With a minimum of technical details and a computational focus, this paper first develops relevant dynamical and communication theory in the bivariate map context, and then presents a better way of improving synchronization by distribution transformation. The transmission sequence is transformed, using knowledge of the invariant distribution of the spreading sequence, and before noise corrupts the signal in the transmission channel. An inverse transformation can then be applied at the receiver station so that the noise has a reduced impact on the recovery of the spreading sequence and hence its synchronization. Statistical simulations illustrating the effectiveness of the approach are presented.     

Simulating Media Exposure Distributions

We examine three media exposure distribution (e.d.) simulation methods. The first is based on the maximum likelihood estimate of an individual's exposure, the second on ‘personal probability’ (Greene 1970) and the third on a dependent Bernoulli trials model (Klotz 1973). The last method uses population exposure probabilities rather than individual exposure probabilities, thereby markedly reducing computation time. Magazine exposure data are used to compare the accuracy and computation times of the simulation methods with a log–linear e.d. model (Danaher 1988b) and the popular Metheringham (1964) model based on the beta–binomial distribution (BBD). The results show that the simulation methods are not as accurate as the log– linear model but are more accurate than Metheringham's model, However, all the simulation methods take less computation time than the log–linear model for schedules with more than six magazines, making them viable competitors for large schedule sizes     

Simulating Correlated Marked-point Processes

The area of marked-point processes is well developed but simulation is still a challenging problem when mark correlations are to be included. In this paper we propose the use of simulated annealing to incorporate the spatial mark correlation into the simulations of correlated marked-point processes. Such a simulation has wide applications in areas such as inference and goodness-of-fit investigations of proposed models. The technique is applied to a forest dataset for which the results are extremely encouraging.     

ADF单位根检验中联合检验F统计量研究

摘　　要:ADF检验是实际中最常用的单位根检验之一。ADF检验式有三种：（1）不含漂移项和趋势项;（2）只含漂移项不含趋势项;（3）既含漂移项也含趋势项。选用的检验式是否合适将直接影响到ADF检验的功效。为解决ADF检验过程中检验式的选择问题,本文首先从理论上推导了检验式（3）中时间趋势项系数δ与yz-1系数γ的联合检验统计量F的渐近分布;然后,应用蒙特卡罗模拟的方法研究了上述统计量与检验式（2）中关于漂移项α与系数γ的联合检验统计量的分布特征,进而给出了两统计量分布百分位数关于样本容量的响应面函数,从而进一步完善了单位根检验理论与方法。     

回顾与展望：中国统计学会30年

 本文回顾了中国统计学会30年来的主要工作和成绩,总结了学会工作的宝贵经验,并就下一阶段更好地开展学会工作提出意见。     

Statistics on statistics: Measuring research productivity by journal publications between 1985 and 1995

Sixteen international journals publishing statistical theory were surveyed over the 11-year period beginning in 1985. Paper, author and adjusted page counts yield cursory measures of productivity for institutions and countries that contributed to fundamental statistical research during that period. These data clearly identify Canada as one of the main contributors to the development of the discipline in the past decade. They also provide valuable information on the evolution of publication habits, in terms of the volume of research, the length of papers, coauthorship practices, etc.     

统计指数法在价格统计中的应用

文章在引入价格、价格指数(拉氏与派氏)、价格统计等基本概念的基础上介绍了相对数与绝对数的结合应用,针对原指数体系在应用中存在的问题提出了一套新的指数体系,并结合实例予以说明.最后对我国现行物价指数的编制体系进行了一些探讨,提出了部分改进措施.     

Simulating from irregular data: Kernel Carlo Simulation

In this paper, we address the problem of simulating from a data-generating process for which the observed data do not follow a regular probability distribution. One existing method for doing this is bootstrapping, but it is incapable of interpolating between observed data. For univariate or bivariate data, in which a mixture structure can easily be identified, we could instead simulate from a Gaussian mixture model. In general, though, we would have the problem of identifying and estimating the mixture model. Instead of these, we introduce a non-parametric method for simulating datasets like this: Kernel Carlo Simulation. Our algorithm begins by using kernel density estimation to build a target probability distribution. Then, an envelope function that is guaranteed to be higher than the target distribution is created. We then use simple accept–reject sampling. Our approach is more flexible than others, can simulate intelligently across gaps in the data, and requires no subjective modelling decisions. With several univariate and multivariate examples, we show that our method returns simulated datasets that, compared with the observed data, retain the covariance structures and have distributional characteristics that are remarkably similar.     

The Ubiquity of Statistics

The use of biased estimation in data analysis and model building is discussed. A review of the theory of ridge regression and its relation to generalized inverse regression is presented along with the results of a simulation experiment and three examples of the use of ridge regression in practice. Comments on variable selection procedures, model validation, and ridge and generalized inverse regression computation procedures are included. The examples studied here show that when the predictor variables are highly correlated, ridge regression produces coefficients which predict and extrapolate better than least squares and is a safe procedure for selecting variables.     

The Future of Statistics

It is possible for a nonnormal bivariate distribution to have conditional distribution functions that are normal in both directions. This article presents several examples, with graphs, including a counterintuitive bimodal joint density. The graphs simultaneously display the joint density and the conditional density functions, which appear as Gaussian curves in the three-dimensional plots.     

共进专栏: 心中有数与时济进的统计未来

许多重要的改变总是在一念之间,总是突破传统,总是跌破眼镜.传统思维历经多年考验,有它一定的准确性和稳定性.但突破和稳定是有冲突的.基本严厉的训练有助于稳定的操作以及保持现状的缓度进步,但大改革是需要打破传统的.许许多多的例子值得我们借鉴学习.     

统计之眼

法轮功批判 “法轮功”的邪教本质已为国 人所认识。在近几年连篇累牍的有关 报道中,有一个现象值得重视,那就是个案 批判居多,运用统计理论的几乎没有。个案解 剖相当于统计中的典型调查,其优点是立场鲜 明,形象生动,容易引起共鸣,缺点则是正反两方 你来我往,一个举自焚的例子,一个讲某某不治而愈,不明就里的人很难据此作出准确的判断。