Moment‐Independent Sensitivity Analysis Using Copula

In risk assessment, the moment‐independent sensitivity analysis (SA) technique for reducing the model uncertainty has attracted a great deal of attention from analysts and practitioners. It aims at measuring the relative importance of an individual input, or a set of inputs, in determining the uncertainty of model output by looking at the entire distribution range of model output. In this article, along the lines of Plischke et al., we point out that the original moment‐independent SA index (also called delta index) can also be interpreted as the dependence measure between model output and input variables, and introduce another moment‐independent SA index (called extended delta index) based on copula. Then, nonparametric methods for estimating the delta and extended delta indices are proposed. Both methods need only a set of samples to compute all the indices; thus, they conquer the problem of the “curse of dimensionality.” At last, an analytical test example, a risk assessment model, and the levelE model are employed for comparing the delta and the extended delta indices and testing the two calculation methods. Results show that the delta and the extended delta indices produce the same importance ranking in these three test examples. It is also shown that these two proposed calculation methods dramatically reduce the computational burden.     

铁路事故调查法律制度的建构及反思

《现代汉语词典》将"事故"解释为"意外的损失或灾祸",①事故风险可以被削减,但很难被消除。2011年7月23日,在甬温线浙江省温州市境内,由北京南站开往福州站的D301次列车与杭州站开往福州南站的D3115次列车发生动车组列车追尾事故,造成40人死亡、172人受伤。笔者在此试图探讨,在7.23动车事故调查过程     

Quadratic Approximation via the SCAD Penalty with a Diverging Number of Parameters

The high-dimensional data arises in diverse fields of sciences, engineering and humanities. Variable selection plays an important role in dealing with high dimensional statistical modelling. In this article, we study the variable selection of quadratic approximation via the smoothly clipped absolute deviation (SCAD) penalty with a diverging number of parameters. We provide a unified method to select variables and estimate parameters for various of high dimensional models. Under appropriate conditions and with a proper regularization parameter, we show that the estimator has consistency and sparsity, and the estimators of nonzero coefficients enjoy the asymptotic normality as they would have if the zero coefficients were known in advance. In addition, under some mild conditions, we can obtain the global solution of the penalized objective function with the SCAD penalty. Numerical studies and a real data analysis are carried out to confirm the performance of the proposed method.     

近代中国铁路货等运价制度变迁初探(1915—1937)

由于货等运价制度直接与铁路营业收入挂钩,因此成为铁路运营管理制度的核心内容之一。1915年之后,在交通部(铁道部)和各铁路管理局(监督局)的共同努力下,以货物分等、递远递减、普通货物基本运价、专价和特价制度为主要内容的铁路货等运价制度逐渐走向统一。尽管这一过程在1937年前并未最终完成,但其变迁仍然对铁路运输业和沿线部分城镇的发展产生了重要的影响。     

Do resources of network members help in help seeking? Social capital and health information search

Does social capital as resources of network members affect health information search? Analyzing data from the 2004 General Social Survey in the United States, this study measures two social capital indicators (average education of network members and proportion of network members with a high school degree or higher) using the name generator. Most results are consistent using those two indicators. Both indicators are positively associated with frequency of health information seeking and seekers’ frequency of use of two sources (friends or relatives and the Internet). Also average education of network members is positively associated with seekers’ diversity of used sources and frequency of consultation with medical professionals. But neither indicator is associated with seekers’ frequency of use of other four sources (health-related magazines or newsletters, general magazines, daily newspapers, and radio or television programs). The findings demonstrate the theoretical utility of social capital in the social dynamics of medical help-seeking.     

Communicating Conservation Status: How Different Statistical Assessment Criteria Affect Perceptions of Extinction Risk

Although alternative forms of statistical and verbal information are routinely used to convey species’ extinction risk to policymakers and the public, little is known about their effects on audience information processing and risk perceptions. To address this gap in literature, we report on an experiment that was designed to explore how perceptions of extinction risk differ as a function of five different assessment benchmarks (Criteria A–E) used by scientists to classify species within IUCN Red List risk levels (e.g., Critically Endangered, Vulnerable), as well as the role of key individual differences in these effects (e.g., rational and experiential thinking styles, environmental concern). Despite their normative equivalence within the IUCN classification system, results revealed divergent effects of specific assessment criteria: on average, describing extinction risk in terms of proportional population decline over time (Criterion A) and number of remaining individuals (Criterion D) evoked the highest level of perceived risk, whereas the single‐event probability of a species becoming extinct (Criterion E) engendered the least perceived risk. Furthermore, participants scoring high in rationality (analytic thinking) were less prone to exhibit these biases compared to those low in rationality. Our findings suggest that despite their equivalence in the eyes of scientific experts, IUCN criteria are indeed capable of engendering different levels of risk perception among lay audiences, effects that carry direct and important implications for those tasked with communicating about conservation status to diverse publics.     

信贷歧视、青年创业群体与互保信贷模式

通过构建一个基于互保制度不存在情况下的银行信贷选择的理论模型,揭露银行对于青年创业者的信贷偏向.进而建立一个基于随机组合情况下的互保信贷模型,发现随机组合的互保机制反而不如普通信贷模式.运用此理论模型重点分析欺诈不存在和存在的互保信贷机制,得出如下的结论:创业者欺诈意愿不存在的情况下,银行给优质小组和混合小组的借贷成本应该让他们项目的经济利润近似于零,违约连带还款额接近投资项目的总收益.创业者欺诈意愿存在的情况下,在具有完善的合作约束和激励约束的前提下,银行应该对任一创业群体互保小组一视同仁,给予相同的贷款利率.同时,一旦小组成员违约,银行对承担责任的创业者抽贷行为不应该出于惩罚目的.     

Bayesian estimation of rare sensitive attribute

Randomized response models have been used to estimate a population proportion of a sensitive attribute. A randomized device is typically employed to protect respondent's privacy in a survey. In addition, an unrelated question is asked to improve the statistical efficiency. In this article, we propose Bayesian estimation of rare sensitive attribute using randomized response technique, which includes a rare unrelated attribute. Two cases are considered, the proportion of a rare unrelated attribute is known and unknown. A simulation study is conducted to assess the performance of the models using mean absolute error and coverage probability. The results show that the performance depends on the parameters and is robust to priors.     

Precise large deviations for the difference of two sums of END random variables with heavy tails

Assume that there are two types of insurance contracts in an insurance company, and the ith related claims are denoted by {X_ij, j ? 1}, i = 1, 2. In this article, the asymptotic behaviors of precise large deviations for non random difference ∑^n₁(t)_{j = 1}X_1j ? ∑^n₂(t)_{j = 1}X_2j and random difference ∑^N₁(t)_{j = 1}X_1j ? ∑^N₂(t)_{j = 1}X_2j are investigated, and under several assumptions, some corresponding asymptotic formulas are obtained.     

高速铁路桩板结构承载板伸缩温度力研究

以某高速铁路桩板结构路基工程为背景，研究了桩板结构路基单联跨数对承载板体伸缩温度应力的影响规律，提出了桩板结构的结构布置原则；并根据桩板结构路基具体结构特征，推导了计算结构整体升降温引起的承载板体伸缩温度应力计算公式，该解析式与空间有限元法计算结果较好吻合，可方便地计算承载板的伸缩温度应力。