Semiparametric linear transformation models for current status data

Current status data arise when the death of every subject in a study cannot be determined precisely, but is known only to have occurred before or after a random monitoring time. The authors discuss the analysis of such data under semiparametric linear transformation models for which they propose a general inference procedure based on estimating functions. They determine the properties of the estimates they propose for the regression parameters of the model and illustrate their technique using tumorigenicity data.     

西北少数民族地区乡村初级群体及其功能分析

社会群体是人们社会生活中的具体单位,社会群体生活是人们的基本生活方式,因此,群体就成为社会学研究的主要组成部分,社会学如此,民族社会学更如此。处于转型期的西北民族乡村社会,社会群体特别是初级群体依然扮演着极其重要的角色。对其进行功能分析有助于深化对它们的认识。     

机械设计技能培训功能的教学模块

文章根据专业学习和技能培训的关系,设计了本科教学的机械设计技能培训模块,为培养大学生的设计技能提供了一个实践平台。     

拓扑型KKM定理和Riesz空间中的极大极小定理

证明了广义区间空间中几个新的参数型KKM定理,由此得到了Riesz空间中几个新型极大极小定理。     

Some quantitative concepts of value and utility from a utilitarian point of view

This paper clarifies and interprets some basic quantitative concepts of value, utility and utility function from a utilitarian point of view. First, I discuss the question as to whether value is objective or subjective. I hold that value is subjective and statistical in nature (although from the various subjective values of a certain object a norm can usually be obtained). Second, I emphasize the distinction between use value and exchange value in relation to utility. Third, I propose a law of diminishing incremental interest, which refers to the incremental (marginal) utility of money. Fourth, I identify the utility of money with the von Neumann-Morgenstern utility. Fifth, I question the necessity of the usual normalization of utility functions and the restricted linear transformation (and the consequent concept of strategic equivalence). Sixth, I discuss in detail the terminal values and utilities of a utility function from a philosophical rather than mathematical point of view, particularly the boundedness of a utility function and the magnitudes of V ₀ and U ₀. Finally, I conclude that, in order to be able to have interpersonal comparisons of utility, utility should have the same dimension as value rather than no dimension, and the normalization problem should be reconsidered in the light of terminal values and utilities.     

脉冲光源光函数的测试方法研究

本文主要探讨了脉冲光源光函数的测试方法,着重介绍了利用频谱分析仪,采用比对法测试闪光型救生衣灯光函数的过程．     

Dynamic reliability models with conditional proportional hazards

A dynamic approach to the stochastic modelling of reliability systems is further explored. This modelling approach is particularly appropriate for load-sharing, software reliability, and multivariate failure-time models, where component failure characteristics are affected by their degree of use, amount of load, or extent of stresses experienced. This approach incorporates the intuitive notion that when a set of components in a coherent system fail at a certain time, there is a jump from one structure function to another which governs the residual lifetimes of the remaining functioning components, and since the component lifetimes are intrinsically affected by the structure function which they constitute, then at such a failure time there should also be a jump in the stochastic structure of the lifetimes of the remaining components. For such dynamically-modelled systems, the stochastic characteristics of their jump times are studied. These properties of the jump times allow us to obtain the properties of the lifetime of the system. In particular, for a Markov dynamic model, specific expressions for the exact distribution functions of the jump times are obtained for a general coherent system, a parallel system, and a series-parallel system. We derive a new family of distribution functions which describes the distributions of the jump times for a dynamically-modelled system.     

复调和函数的混合边值问题

利用Ｆｏｕｒｉｅｒ方法得到复调和函数的混合边值问题解的表示式及解的存在性定理并讨论了解的唯一性．     

A Unified Approach to the Approximation of Multivariate Densities

Approximation of a density by another density is considered in the case of different dimensionalities of the distributions. The results have been derived by inverting expansions of characteristic functions with the help of matrix techniques. The approximations obtained are all functions of cumulant differences and derivatives of the approximating density. The multivariate Edgeworth expansion follows from the results as a special case. Furthermore, the density functions of the trace and eigenvalues of the sample covariance matrix are approximated by the multivariate normal density and a numerical example is given     

Efficient Estimation of a Distribution Function under Quadrant Dependence

LetX₁,X₂, ..., be real-valued random variables forming a strictly stationary sequence, and satisfying the basic requirement of being either pairwise positively quadrant dependent or pairwise negatively quadrant dependent. LetF^ be the marginal distribution function of theX_ips, which is estimated by the empirical distribution functionF_n and also by a smooth kernel-type estimateF_n, by means of the segmentX₁, ...,X_n. These estimates are compared on the basis of their mean squared errors (MSE). The main results of this paper are the following. Under certain regularity conditions, the optimal bandwidth (in the MSE sense) is determined, and is found to be the same as that in the independent identically distributed case. It is also shown thatn MSE(F_n(t)) andnMSE (F^_n(t)) tend to the same constant, asn→∞ so that one can not discriminate be tween the two estimates on the basis of the MSE. Next, ifi(n) = min {k∈{1, 2, ...}; MSE (F_k(t)) ≤ MSE (F_n(t))}, then it is proved thati(n)/n tends to 1, asn→∞. Thus, once again, one can not choose one estimate over the other in terms of their asymptotic relative efficiency. If, however, the squared bias ofF^_n(t) tends to 0 sufficiently fast, or equivalently, the bandwidthh_n satisfies the requirement thatnh³_n→ 0, asn→∞, it is shown that, for a suitable choice of the kernel, (i(n) ?n)/(nh_n) tends to a positive number, asn→∞ It follows that the deficiency ofF_n(t) with respect toF^_n(t),i(n) ?n, is substantial, and, actually, tends to ∞, asn→∞. In terms of deficiency, the smooth estimateF^_n(t) is preferable to the empirical distribution functionF_n(t)