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91.
用Ostwald粘度计测定液体粘度系数的实验是医学院校物理实验课普遍开设的基本实验之一,这套装置为本实验室自行设计制作,并在本实验室使用.此装置具有实验结果误差小,操作方便,不易损坏仪器,取料容易,观测视角广阔,体积狭小,结构简单紧凑等特点,文中具体介绍了粘度计保护盒的制作、安装及整套实验装置的使用方法. 相似文献
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Point processes are the stochastic models most suitable for describing physical phenomena that appear at irregularly spaced
times, such as the earthquakes. These processes are uniquely characterized by their conditional intensity, that is, by the
probability that an event will occur in the infinitesimal interval (t, t+Δt), given the history of the process up tot. The seismic phenomenon displays different behaviours on different time and size scales; in particular, the occurrence of
destructive shocks over some centuries in a seismogenic region may be explained by the elastic rebound theory. This theory
has inspired the so-called stress release models: their conditional intensity translates the idea that an earthquake produces
a sudden decrease in the amount of strain accumulated gradually over time along a fault, and the subsequent event occurs when
the stress exceeds the strength of the medium. This study has a double objective: the formulation of these models in the Bayesian
framework, and the assignment to each event of a mark, that is its magnitude, modelled through a distribution that depends
at timet on the stress level accumulated up to that instant. The resulting parameter space is constrained and dependent on the data,
complicating Bayesian computation and analysis. We have resorted to Monte Carlo methods to solve these problems. 相似文献
95.
Cathy W. S. Chen F. C. Liu Mike K. P. So 《Australian & New Zealand Journal of Statistics》2008,50(1):29-51
To capture mean and variance asymmetries and time‐varying volatility in financial time series, we generalize the threshold stochastic volatility (THSV) model and incorporate a heavy‐tailed error distribution. Unlike existing stochastic volatility models, this model simultaneously accounts for uncertainty in the unobserved threshold value and in the time‐delay parameter. Self‐exciting and exogenous threshold variables are considered to investigate the impact of a number of market news variables on volatility changes. Adopting a Bayesian approach, we use Markov chain Monte Carlo methods to estimate all unknown parameters and latent variables. A simulation experiment demonstrates good estimation performance for reasonable sample sizes. In a study of two international financial market indices, we consider two variants of the generalized THSV model, with US market news as the threshold variable. Finally, we compare models using Bayesian forecasting in a value‐at‐risk (VaR) study. The results show that our proposed model can generate more accurate VaR forecasts than can standard models. 相似文献
96.
Michael S. Rendall Ryan Admiraal Alessandra DeRose Paola DiGiulio Mark S. Handcock Filomena Racioppi 《Statistical Methods and Applications》2008,17(4):519-539
In non-experimental research, data on the same population process may be collected simultaneously by more than one instrument.
For example, in the present application, two sample surveys and a population birth registration system all collect observations
on first births by age and year, while the two surveys additionally collect information on women’s education. To make maximum
use of the three data sources, the survey data are pooled and the population data introduced as constraints in a logistic
regression equation. Reductions in standard errors about the age and birth-cohort parameters of the regression equation in
the order of three-quarters are obtained by introducing the population data as constraints. A halving of the standard errors
about the education parameters is achieved by pooling observations from the larger survey dataset with those from the smaller
survey. The percentage reduction in the standard errors through imposing population constraints is independent of the total
survey sample size. 相似文献
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Banks winners in tournaments are difficult to recognize 总被引:1,自引:0,他引:1
Gerhard J. Woeginger 《Social Choice and Welfare》2003,20(3):523-528
Given a tournament T, a Banks winner of T is the top vertex of any maximal (with respect to inclusion) transitive subtournament of T. In this technical note, we show that the problem of deciding whether some fixed vertex v is a Banks winner for T is NP-complete.
Received: 22 February 2002/Accepted: 20 June 2002
Supported by the START program Y43-MAT of the Austrian Ministry of Science.
I would like to thank two thank the referees for a careful reading of the paper, for helpful remarks, and for many suggestions
how to improve the presentation. 相似文献
100.
Gayane Novikova 《Transition Studies Review》2004,11(3):213-223
The collapse of the USSR was accompanied by transformation of the South Caucasian latent ethnopolitical conflicts into local wars. Today the situation in the area of the conflicts is “neither war, nor peace”. Three unresolved conflicts of the South Caucasus can be considered as one of the most serious obstacles for establishing a regional security system.The article gives the general characteristics of these conflicts, the trends of their development, taking into account the time factor, and analyzes the behavioral models of the main players – de jure recognized and unrecognized de facto states of the South Caucasus. The basic objective of the main players should be to keep the situation on a level preventing the resumption of the armed conflicts. The attempts of forced resolution of the conflicts are fraught with destabilization of the situation not only in the area of any of these conflicts but in the whole region. 相似文献