教育本体论的嬗变与素质 教育本体论命题的创化

本文在教育本体论层面上考辩了教育思想史上关于教育起源的生命本能说、心理模仿说、劳动说、社会交往说等教育原生态的论争,论证了素质教育本体论关于“人体潜能素质的发现、破译和开发”命题假说革新现代教育理论的创化功能     

CeO2／蛇纹石体系对饮用水的脱氟行为研究

本文探讨了利用均相沉淀法制备的二氧化铈的脱氟行为,并利用蛇纹石作为载体,对CeO2/蛇纹石体系的除氟行为及最佳条件进行了进一步的研究,结果表明：均相沉淀法得到的二氧化铈除氟效率高,除氟容量可达11.76mg/g。以二氧化铈;蛇纹石为1：10的混合体系的除氟容量大大高于其他方法处理过的蛇纹石体系,其附近氟容量达到0.568mg/g。     

On a Class of Nonlinear AR(P) Models with Nonlinear ARCH Errors

This paper studies general sufficient conditions for the geometric ergodicity and the existence of moments for a class of nonlinear autoregressive models with nonlinear ARCH errors. Applications of these conditions to various well-known nonlinear time series models yield specific sufficient conditions, many of which are new or generalizations of existing conditions.     

A Note on the Likelihood Ratio Test for Equality of k Normal Populations

The authors derive the analytic expressions for the mean and variance of the log-likelihood ratio for testing equality of k (k ≥ 2) normal populations, and suggest a chi-square approximation and a gamma approximation to the exact null distribution. Numerical comparisons show that the two approximations and the original beta approximation of Neyman and Pearson (1931 Neyman , J. , Pearson , E. S. ( 1931 ). On the problem of k samples . In: Neyman , J. , Pearson , E. S. , eds. Joint Statistical Papers . Cambridge : Cambridge University Press , pp. 116 – 131 . [Google Scholar]) are all accurate, and the gamma approximation is the most accurate.     

Zone control charts with estimated parameters for detecting prespecified changes in linear profiles

ABSTRACT

In profile monitoring, control charts are proposed to detect unanticipated changes, and it is usually assumed that the in-control parameters are known. However, due to the characteristics of a system or process, the prespecified changes would appear in the process. Moreover, in most applications, the in-control parameters are usually unknown. To overcome these issues, we develop the zone control charts with estimated parameters to detect small shifts of these prespecified changes. The effects of estimation error have been investigated on the performance of the proposed charts. To account for the practitioner-to-practitioner variability, the expected average run length (ARL) and the standard deviation of the average run length (SDARL) is used as the performance metrics. Our results show that the estimation error results in the significant variation in the ARL distribution. Furthermore, in order to adequately reduce the variability, more phase I samples are required in terms of the SDARL metric than that in terms of the expected ARL metric. In addition, more observations on each sampled profile are suggested to improve the charts' performance, especially for small phase I sample sizes. Finally, an illustrative example is given to show the performance of the proposed zone control charts.     

Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model

ABSTRACT

This article investigates a quasi-maximum exponential likelihood estimator(QMELE) for a non stationary generalized autoregressive conditional heteroscedastic (GARCH(1,1)) model. Asymptotic normality of this estimator is derived under a non stationary condition. A simulation study and a real example are given to evaluate the performance of QMELE for this model.     

Ridge Regression Estimation for Survey Samples

This paper describes procedure for constructing a vector of regression weights. Under the regression superpopulation model, the ridge regression estimator that has minimum model mean squared error is derived. Through a simulation study, we compare the ridge regression weights, regression weights, quadratic programming weights, and raking ratio weights. The ridge regression procedure with weights bounded by zero performed very well.     

股票收益与货币政策的关系研究

随着中国证券市场由最初的起步阶段步入规模扩张的成长期 ,证券市场的规范化发展就成为急待解决的问题。证券市场具备资金融通 ,优化配置社会资源 ,便于政府实施宏观调控和能够准确揭示价格信息 ,及时传递综合经济信息和反映宏观经济运行态势等方面的基本功能。在发达的市场经济国家 ,规范化的证券市场是宏观经济的睛雨表 ,是保证货币政策有效实施的基础 ,现代意义上的货币政策主要是通过金融市场特别是证券市场这个媒介来传导政策信号。通过非货币金融资产与货币金融资产、金融资产与实际资产之间的紧密联系 ,灵敏反馈 ,互相替代 ,使得金融…     

Geometric ergodicity of nonlinear autoregressive models with changing conditional variances

The authors give easy‐to‐check sufficient conditions for the geometric ergodicity and the finiteness of the moments of a random process x_t = ?(x_t‐1,…, x_t‐p) + ?_tσ(x_t‐1,…, x_t‐q) in which ?: R^p → R, σ R^q → R and (?_t) is a sequence of independent and identically distributed random variables. They deduce strong mixing properties for this class of nonlinear autoregressive models with changing conditional variances which includes, among others, the ARCH(p), the AR(p)‐ARCH(p), and the double‐threshold autoregressive models.     

Reliability acceptance sampling plans for the Weibull distribution under accelerated Type-I censoring

Type-I censored reliability acceptance sampling plans (RASPs) are developed for the Weibull lifetime distribution with unknown shape and scale parameters such that the producer and consumer risks are satisfied. It is assumed that the life test is conducted at an accelerated condition for which the acceleration factor (AF) is known, and each item is continuously monitored for failure. Sensitivity analyses are also conducted to assess the effect of the uncertainty in the assumed AF on the actual producer and consumer risks, and a method is developed for constructing RASPs that can accommodate the uncertainty in AF.