Periodic integer-valued bilinear time series model

This paper deals with the study of some probabilistic and statistical properties of a periodic integer-valued diagonal bilinear model. The existence of a periodically strict stationary integer-valued process is shown. Sufficient conditions for the periodically stationary, both in the first and second orders, are established. The closed-forms of the mean and the second moment are obtained. The closed-form of the periodic autocovariance function is established. The Yule–Walker estimations of the underlying parameters are obtained. A simulation study is provided.     

Comparison of performance measures for multivariate discrete models

For multivariate probit models, Spiess and Tutz suggest three alternative performance measures, which are all based on the decomposition of the variation. The multivariate probit model can be seen as a special case of the discrete copula model. This paper proposes some new measures based on the value of the likelihood function and the prediction-realization table. In addition, it generalizes the measures from Spiess and Tutz for the discrete copula model. Results of a simulation study designed to compare the different measures in various situations are presented.     

JD-R模式下过度劳动的多维动态性形成与管理研究

随着我国经济的快速发展,过度劳动的现象日益突出,过度劳动的后果是相关人员生活、工作、人际关系等质量下降,由此导致组织绩效下降。通过调研和实证,以JDR模型为分析基础,将过度劳动的形成要素归纳为基础变量、直接变量和间接变量三大维度,在此基础上构建了过度劳动的形成机制模型,并通过工作压力度这个中介变量揭示了三大变量之间的关系及过度劳动的动态形成机理。结合国情,建立了对过度劳动进行有效管理的模型,从两大系统和六个层面提出对过度劳动进行动态化、体系化的预防与应对策略。     

Causality and interdependence analysis in linear econometric models with an application to fertility

This paper is an applied analysis of the causal structure of linear multi-equational econometric models. Its aim is to identify the kind of relationships linking the endogenous variables of the model, distinguishing between causal links and feedback loops. The investigation is first carried out within a deterministic framework and then moves on to show how the results may change inside a more realistic stochastic context. The causal analysis is then specifically applied to a linear simultaneous equation model explaining fertility rates. The analysis is carried out by means of a specific RATS programming code designed to show the specific nature of the relationships within the model.     

Surveillance of the interaction parameter of the ising model

Surveillance to detect changes of spatial patterns is of interest in many areas such as environmental control and regional analysis. Here the interaction parameter of the Ising model, is considered. A minimal sufficient statistic and its asymptotic distribution are used. It is demonstrated that the convergence to normal, distribution is rapid. The main result is that when the lattice is large, all approximations are better in several respects. It is shown that, for large lattice sizes, earlier results on surveillance of a normally distributed random variable can be used in cases of most interest. The expected delay of alarm at a fixed level of false alarm probability is examined for some examples.     

Analyzing the Homeland Security of the U.S.-Mexico Border

We develop a mathematical optimization model at the intersection of homeland security and immigration, that chooses various immigration enforcement decision variables to minimize the probability that a terrorist can successfully enter the United States across the U.S.-Mexico border. Included are a discrete choice model for the probability that a potential alien crosser will attempt to cross the U.S.-Mexico border in terms of the likelihood of success and the U.S. wage for illegal workers, a spatial model that calculates the apprehension probability as a function of the number of crossers, the number of border patrol agents, and the amount of surveillance technology on the border, a queueing model that determines the probability that an apprehended alien will be detained and removed as a function of the number of detention beds, and an equilibrium model for the illegal wage that balances the supply and demand for work and incorporates the impact of worksite enforcement. Our main result is that detention beds are the current system bottleneck (even after the large reduction in detention residence times recently achieved by expedited removal), and increases in border patrol staffing or surveillance technology would not provide any improvements without a large increase in detention capacity. Our model also predicts that surveillance technology is more cost effective than border patrol agents, which in turn are more cost effective than worksite inspectors, but these results are not robust due to the difficulty of predicting human behavior from existing data. Overall, the probability that a terrorist can successfully enter the United States is very high, and it would be extremely costly and difficult to significantly reduce it. We also investigate the alternative objective function of minimizing the flow of illegal aliens across the U.S.-Mexico border, and obtain qualitatively similar results.     

以策略训练为基础的外语教学对阅读理解的影响

以策略训练为基础的外语教学能有效地提高学生的阅读能力，尤其在理解文章中心思想和判断推理能力方面有较大提高。对提高学生自主学习能力有积极作用。该研究还为大学英语教学提供了可借鉴的启示。     

On the one-sample location hypothesis for mixed bivariate data

We study a hypothesis testing problem involving the location model suggested by Olkin and Tate (1961). Specifically, we derive a likelihood ratio lest of the associated location hypothesis as an alternative to the conventional method of carrying out separate tests for each of the parameters. A small sample Monte Carlo comparison indicates the general superiority of the former in terms of statistical power. We also comment briefly on the properties of the test.     

MODELING THE LIFETIME OF LONGITUDINAL ELEMENTS

In the study of the stochastic behaviour of the lifetime of an element as a function of its length, it is often observed that the failure time (or lifetime) decreases as the length increases. In probabilistic terms, such an idea can be expressed as follows. Let T be the lifetime of a specimen of length x, so the survival function, which denotes the probability that an element of length x survives till time t, will be given by S_T (t, x) = P(T > t/α(x), where α(x) is a monotonically decreasing function. In particular, it is often assumed that T has a Weibull distribution. In this paper, we propose a generalization of this Weibull model by assuming that the distribution of T is Generalized gamma (GG). Since the GG model contains the Weibull, Gamma and Lognormal models as special and limiting cases, a GG regression model is an appropriate tool for describing the size effect on the lifetime and for selecting among the embedded models. Maximum likelihood estimates are obtained for the GG regression model with α(x) = cx^b . As a special case this provide an alternative to the usual approach to estimation for the GG distribution which involves reparametrization. Related parametric inference issues are addressed and illustrated using two experimental data sets. Some discussion of censored data is also provided.