Adolescents with Gambling Problems: From Research to Treatment

Considerable interest in the area of youth gambling has prompted an increase in empirical investigations examining the correlates associated with youth experiencing severe gambling problems. Based upon the current state of knowledge and our clinical experience, the development of the treatment program for youth with serious gambling problems employed at the McGill University Youth Gambling Research and Treatment Clinic is described. The major tenets, underlying philosophy, and therapeutic processes are presented. A case study is included to illustrate the therapeutic approach. The authors present the need for greater funding for more basic and applied research and the necessity for further scientifically validated treatment and prevention programs.     

Prevalence Rates of Youth Gambling Problems: Are the Current Rates Inflated?

While there is a general consensus in the literature that it is common for youth to gamble, considerable variability in the reported prevalence rates of youth problem gambling has been found. More recently, issues concerning the possible overestimation of these rates have been raised. Arguments underlying the proposition that problem gambling rates for youth are inflated are examined. It is acknowledged that more rigorous research is required, including the need for the development and refinement of current adolescent instruments and screening tools, agreement upon a gold standard criterion for adolescent problem gambling, and clarity of nomenclature issues. The advancement of scientific knowledge concerning the underlying risk factors associated with the onset and course of youth gambling involvement and the role of effective adolescent prevention and treatment programs will require these fundamental research questions to be addressed.     

阿兰·雷富礼：领导变革

6年前，宝洁公司深陷泥潭，业绩连年下滑，公司管理层在四个月内连续三次发布利润预警，公司最危险的时候，股价曾经在一日之内骤跌30％，市值大幅缩水。雷富礼临危受命，成为这家全球第一日化品牌的新任掌门人。     

On Christensen's conjecture

In this paper we give solution to a conjecture appearing in Christensen (1997, p. 360) in relation to the definitions of standardized residuals in loglinear models. Work done when he was visiting as the Distinguished Lukacs Professor on leave from the Complutense University of Madrid. An erratum to this article is available at .     

Disaster Management from a POM Perspective: Mapping a New Domain

We have reviewed disaster management research papers published in major operations management, management science, operations research, supply chain management and transportation/logistics journals. In reviewing these studies, our objective is to assess and present the macro level “architectural blue print” of disaster management research with the hope that it will attract new researchers and motivate established researchers to contribute to this important field. The secondary objective is to bring this disaster research to the attention of disaster administrators so that disasters are managed more efficiently and more effectively. We have mapped the disaster management research on the following five attributes of a disaster: (1) Disaster Management Function (decision‐making process, prevention and mitigation, evacuation, humanitarian logistics, casualty management, and recovery and restoration), (2) Time of Disaster (before, during and after), (3) Type of Disaster (accidents, earthquakes, floods, hurricanes, landslides, terrorism and wildfires etc.), (4) Data Type (Field and Archival data, Real data and Hypothetical data), and (5) Data Analysis Technique (bidding models, decision analysis, expert systems, fuzzy system analysis, game theory, heuristics, mathematical programming, network flow models, queueing theory, simulation and statistical analysis). We have done cross tabulations of data among these five parameters to gain greater insights into disaster research. Recommendations for future research are provided.     

Weighted bivariate logarithmic series distributions

In this paper, we are interested in the weighted distributions of a bivariate three parameter logarithmic series distribution studied by Kocherlakota and Kocherlakota (1990). The weighted versions of the model are derived with weight W(x,y) = x^[r] y^[s]. Explicit expressions for the probability mass function and probability generating functions are derived in the case r = s = l. The marginal and conditional distributions are derived in the general case. The maximum likelihood estimation of the parameters, in both two parameter and three parameter cases, is studied. A procedure for computer generation of bivariate data from a discrete distribution is described. This enables us to present two examples, in order to illustrate the methods developed, for finding the maximum likelihood estimates.     

DISTRIBUTION-FREE TESTS BASED ON SUB-SAMPLE EXTREMA FOR TESTING AGAINST POSITIVE DEPENDENCE

A class of distribution-free tests based on U-statistics has been proposed for testing the null hypothesis of independence against positive quadrant dependence. The tests are based on U-statistics and the Kendall's-tau test belongs to this class.     

Improved minimax estimation of a normal precision matrix

Let S_{p × p} have a Wishart distribution with parameter matrix Σ and n degrees of freedom. We consider here the problem of estimating the precision matrix Σ^?1 under the loss functions L₁(σ) tr (σ) - log |σ| and L₂(σ) = tr (σ). James-Stein-type estimators have been derived for an arbitrary p. We also obtain an orthogonal invariant and a diagonal invariant minimax estimator under both loss functions. A Monte-Carlo simulation study indicates that the risk improvement of the orthogonal invariant estimators over the James-Stein type estimators, the Haff (1979) estimator, and the “testimator” given by Sinha and Ghosh (1987) is substantial.