DISTRIBUTION FREE MULTIPLE COMPARISONS FOR MONOTONICALLY ORDERED TREATMENT EFFECTS

A method of calculating simultaneous one-sided confidence intervals for all ordered pairwise differences of the treatment effects_j–_i, 1 i < j k, in a one-way model without any distributional assumptions is discussed. When it is known a priori that the treatment effects satisfy the simple ordering_1k, these simultaneous confidence intervals offer the experimenter a simple way of determining which treatment effects may be declared to be unequal, and is more powerful than the usual two-sided Steel-Dwass procedure. Some exact critical points required by the confidence intervals are presented for k= 3 and small sample sizes, and other methods of critical point determination such as asymptotic approximation and simulation are discussed.     

求解扩散方程的一种高精度隐式差分方法

利用一阶微商和二阶微商的四阶紧致差分逼近公式,推导出了数值求解一维扩散方程的两种新的高精度隐式紧致差分格式,其截断误差分别为O(τ^2 h^4)和O(τ^4 h^4)．通过Fourier分析方法证明了格式O(τ^2 h^4)是无条件稳定的,而格式O(r^4 h^4)是无条件不稳定的．并且由于每一时间层上只用到了3个网格点,所以差分方程可采用追赶法直接进行求解．     

On the effect of item nonresponse on the estimation of a two–panel–waves wage equation

Summary: In this paper, we present results of the estimation of a two–panel–waves wage equation based on completely observed units and on a multiply imputed data set. In addition to the survey information, reliable income data is available from the register. These external data are used to assess the reliability of wage regressions that suffer from item nonresponse. The findings reveal marked differences between the complete case analyses and both versions of multiple imputation analyses. We argue that the results based on the multiply imputed data sets are more reliable than those based on the complete case analysis.* We would like to thank Statistics Finland for providing the data. We are also very grateful to Susanna Sandström and Marjo Pyy–Martikainen for their helpful advice using the Finnish data. Helpful comments from Joachim Winter and participants of the Workshop on Item Nonresponse and Data Quality in Large Social Surveys, Basel, October, 2003, on an earlier version of the paper are greatfully acknowledged. Further, we would like to thank three anonymous referees and the editor for helpful comments and suggestions.     

Heston模型下保险公司和再保险公司的投资与再保险博弈

在同时考虑保险公司和再保险公司利益的前提下,研究了保险公司和再保险公司之间的投资与再保险博弈问题。假设保险公司面临的赔付过程由带漂移的布朗运动描述。保险公司可以向再保险公司购买比例再保险,两公司均可以投资于一种无风险资产和一种价格过程服从Heston模型的风险资产,并以加权终端财富的期望效用最大化为目标,利用动态规划原理建立相应的HJB方程并求解,分别得到了保险公司与再保险公司的均衡投资与再保险策略的解析表达,并利用均衡保险市场上再保险合同的供需关系分析了保险产品的定价问题。最后通过数值实例分析了各模型参数对均衡策略的影响。     

一类非线性演化方程的精确孤波解

本文研究了具有广泛物理背景的非线性波动方程的四种解析解。由这四种解可求得一类非线性演化方程的扭结型和钟型这两种精确孤波解以及四类精确行波解。     

四川优良小麦品种灌浆特性探讨

通过对四川几个优良小麦品种籽粒灌浆过程的Logistic方程有关参数及茎叶干重动态变化的分析,提出了四川优良小麦品种选育中主要灌浆参数的建议指标,其中T（灌浆持续期）为45d左右,R（平均灌浆速率）不小于每天2.2％,Rmax不小于每天4．0％。分析同时表明,四川早熟小麦品种具有更多的优良灌浆特性。     

齐次矩阵微分方程解的几何描述

以二维齐次矩阵微分方程为例,给出了其解的几何描述.     

糖酵解模型双曲型反应-扩散方程的振幅方程

在波动方程基础上,利用微扰理论求得糖酵解模型（修正Ｓｅｌｋｏｖ模型）双曲型反应－扩散方程的振幅方程,为数值研究提供了理论根据．     

大型建设工程项目专业团队知识学习影响因素分析

从知识学习氛围、知识学习激励机制、知识学习途径和知识学习技术支持四个方面对大型建设工程项目专业团队知识学习影响因素进行分析,并提出各影响因素对学习效果影响程度大小的假设,在此基础上,结合结构方程模型理论与方法,总结出影响专业团队知识学习效果的程度大小,得出知识学习技术支持的能力大小对学习效果的影响最为显著,而知识学习激励机制的影响最弱,从而为探索大型建设工程项目专业团队知识学习的发展方向提供指导意义。     

Modified Maximum Likelihood Estimator of Scale Parameter Using Moving Extremes Ranked Set Sampling

A modified maximum likelihood estimator (MMLE) of scale parameter is considered under moving extremes ranked set sampling (MERSS), and its properties are obtained. For some usual scale distributions, we obtain explicit form of the MMLE and prove the MMLE is an unbiased estimator under MERSS. The simulation results show that the MMLE using MERSS is always more efficient than the MLE using simple random sampling, when the same sample size is used. The simulation results also show that the loss of efficiency in using the MMLE instead of the MLE is very small for small sample.