Alternative Methods for Computing the Sensitivity of Complex Surveillance Systems

Stochastic scenario trees are a new and popular method by which surveillance systems can be analyzed to demonstrate freedom from pests and disease. For multiple component systems—such as a combination of a serological survey and systematically collected observations—it can be difficult to represent the complete system in a tree because many branches are required to represent complex conditional relationships. Here we show that many of the branches of some scenario trees have identical outcomes and are therefore redundant. We demonstrate how to prune branches and derive compact representations of scenario trees using matrix algebra and Bayesian belief networks. The Bayesian network representation is particularly useful for calculation and exposition. It therefore provides a firm basis for arguing disease freedom in international forums.     

On the simple step-stress model for two-parameter exponential distribution

In this paper, we consider the simple step-stress model for a two-parameter exponential distribution, when both the parameters are unknown and the data are Type-II censored. It is assumed that under two different stress levels, the scale parameter only changes but the location parameter remains unchanged. It is observed that the maximum likelihood estimators do not always exist. We obtain the maximum likelihood estimates of the unknown parameters whenever they exist. We provide the exact conditional distributions of the maximum likelihood estimators of the scale parameters. Since the construction of the exact confidence intervals is very difficult from the conditional distributions, we propose to use the observed Fisher Information matrix for this purpose. We have suggested to use the bootstrap method for constructing confidence intervals. Bayes estimates and associated credible intervals are obtained using the importance sampling technique. Extensive simulations are performed to compare the performances of the different confidence and credible intervals in terms of their coverage percentages and average lengths. The performances of the bootstrap confidence intervals are quite satisfactory even for small sample sizes.     

非常规灾害事件情景演化的概率性生长模式——基于台风莫拉克的探索性案例研究

使用探索性案例研究方法，对台风莫拉克在浙江的演化过程进行分析。研究发现，非常规灾害事件的情景演化过程与生物体的生长过程具有诸多相似之处，同时又具有明显的概率性。在案例研究基础上，进一步构建数学模型，给出了概率性生长模式的形式化表达，也为仿真模拟和计算实验提供了理论基础。     

On shrinkage m-estimators of location parameters

For a general class of continuous ( and marginally symmetric ) inultivariate distributions, based on suitable M-statistics ( involving bounded but possibly discontinuous score generating functions), shrinkage estimators of location are considered. These estimators are based on the James-Stein type rule and incorporates the idea of preliminary test estimation too. The main emphasis is laid on the study of asymptotic tdistributional ) risk properties of these est-innators, and asymptotic tin-) adraissibility results are also studied under fairly general regularity conditions.     

Recent and classical goodness-of-fit tests for the Poisson distribution

We give a critical synopsis of classical and recent tests for Poissonity, our emphasis being on procedures which are consistent against general alternatives. Two classes of weighted Cramér–von Mises type test statistics, based on the empirical probability generating function process, are studied in more detail. Both of them generalize already known test statistics by introducing a weighting parameter, thus providing more flexibility with regard to power against specific alternatives. In both cases, we prove convergence in distribution of the statistics under the null hypothesis in the setting of a triangular array of rowwise independent and identically distributed random variables as well as consistency of the corresponding test against general alternatives. Therefore, a sound theoretical basis is provided for the parametric bootstrap procedure, which is applied to obtain critical values in a large-scale simulation study. Each of the tests considered in this study, when implemented via the parametric bootstrap method, maintains a nominal level of significance very closely, even for small sample sizes. The procedures are applied to four well-known data sets.     

信贷环境与类型差异情景下的PPP项目政府经济承诺决策

为破解政府在PPP项目中存在的"承诺不足"与"承诺过度"决策难题，基于项目类型和信贷环境差异构建四种决策情景，融合优化决策与实物期权理论构建政府经济承诺决策模型，通过Kuhn-Tucker条件分析模型解的条件与边界并设计计算机求解算法，以W市城东污水处理项目为例进行数值模拟探讨政府经济承诺决策规律。结果表明：情景差异将会影响政府经济承诺决策；政府经济承诺可以提升项目价值，但较高的经济承诺未必导致较高的承诺成本；政府应对收益波动型项目给予更低的经济承诺，应在信贷收紧时给予更高的经济承诺，反之亦然；政府可以通过转移收益分配权和增加投资额来降低经济承诺，且不同情景效果具有差异。本文系统刻画了信贷环境与类型差异对经济承诺决策的影响，对于明晰经济承诺的决策成本及其后果、控制PPP项目金融风险、优化我国政府经济承诺决策等具有积极价值。     

Exact inference for a simple step-stress model with competing risks for failure from exponential distribution under Type-II censoring

In reliability analysis, accelerated life-testing allows for gradual increment of stress levels on test units during an experiment. In a special class of accelerated life tests known as step-stress tests, the stress levels increase discretely at pre-fixed time points, and this allows the experimenter to obtain information on the parameters of the lifetime distributions more quickly than under normal operating conditions. Moreover, when a test unit fails, there are often more than one fatal cause for the failure, such as mechanical or electrical. In this article, we consider the simple step-stress model under Type-II censoring when the lifetime distributions of the different risk factors are independently exponentially distributed. Under this setup, we derive the maximum likelihood estimators (MLEs) of the unknown mean parameters of the different causes under the assumption of a cumulative exposure model. The exact distributions of the MLEs of the parameters are then derived through the use of conditional moment generating functions. Using these exact distributions as well as the asymptotic distributions and the parametric bootstrap method, we discuss the construction of confidence intervals for the parameters and assess their performance through Monte Carlo simulations. Finally, we illustrate the methods of inference discussed here with an example.     

借代推测与间接言语行为

语用学可从哲学和认知科学两个角度研究。对间接言语行为的施为用意的研究主要是从哲学角度进行的,然而哲学并不能满意地回答受话者是如何以光速领悟说者的间接施为用意的。Panther和Thornburg提出言语行为图式的假设,认为言语行为是个整体,各部分由借代链接连接,从认知语言学的角度对这一问题给与比较合理的回答,是当代认知语用学一个重要发展。     

间接前指标准的认知解读

间接前指是一种较难把握的句法语义现象,Sidorov＆Gelbukh（1999）提出了两条指导性的标准,并辅以大量的例证说明标准的实用性,但两位学者没有对提出标准的依据展开讨论。本文从指称词语所对应的认知地位入手,结合语言运用的认知处理过程,对两条标准的认知理据展开探讨,验证了两条标准的可靠性。     

Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process

Cumulants, moments about zero, and central moments are obtained for the mean-corrected serial covariances and serial correlations for series realizations of length n from a white-noise Gaussian process. All first and second moments (and some third, fourth, and higher moments) are given explicitly for the serial covariances; and the corresponding moments for the serial correlations are derived either explicitly or implicitly.