论3G初期联通市场策略

2008年10月15日,新联通公司正式挂牌成立,新公司定名为"中国联合网络通信有限公司";2009年1月7日,工业和信息化部为中国移动、中国电信和中国联通发放3张第三代移动通信(3G)牌照,此举标志着我国正式进入3G时代.本文将围绕联通公司获得WCDMA牌照后在3G时代的市场定位,从宣传、业务、后台支撑三大方面论述公司所应采取的市场策略.     

2G用户向3G迁移的策略分析

3G牌照下发后,如何将用户迁移到3G的研究成为业界的焦点。首先采用系统动力学的分析方法,建立动力学模型,找出影响移动用户迁移到3G的因素。然后通过模型对增强广告力度、增大3G终端补贴、提高3G业务吸引度、降低3G资费及提高3G服务质量等策略进行仿真模拟,得出这些策略都能加快用户向3G转移的结论。     

国内移动运营商营销移动阅读业务的思考

随着我国3G网络建设的快速展开,成功实现3G应用的迫切性日益显现。移动阅读作为在国外十分成功的一种无线应用,在被中国的移动运营商移植到国内时,因为中国特殊的国情会有着不同的市场前景。除了开发基于专用阅读器的移动阅读服务之外,还要拓展使用各种已有手机终端的移动阅读才能够使移动阅读业务成熟发展。     

Nonparametric covariate adjustment for receiver operating characteristic curves

The accuracy of a diagnostic test is typically characterized using the receiver operating characteristic (ROC) curve. Summarizing indexes such as the area under the ROC curve (AUC) are used to compare different tests as well as to measure the difference between two populations. Often additional information is available on some of the covariates which are known to influence the accuracy of such measures. The authors propose nonparametric methods for covariate adjustment of the AUC. Models with normal errors and possibly non‐normal errors are discussed and analyzed separately. Nonparametric regression is used for estimating mean and variance functions in both scenarios. In the model that relaxes the assumption of normality, the authors propose a covariate‐adjusted Mann–Whitney estimator for AUC estimation which effectively uses available data to construct working samples at any covariate value of interest and is computationally efficient for implementation. This provides a generalization of the Mann–Whitney approach for comparing two populations by taking covariate effects into account. The authors derive asymptotic properties for the AUC estimators in both settings, including asymptotic normality, optimal strong uniform convergence rates and mean squared error (MSE) consistency. The MSE of the AUC estimators was also assessed in smaller samples by simulation. Data from an agricultural study were used to illustrate the methods of analysis. The Canadian Journal of Statistics 38:27–46; 2010 © 2009 Statistical Society of Canada     

Some tests for uniformity of circular distributions powerful against multimodal alternatives

The author introduces new statistics suited for testing uniformity of circular distributions and powerful against multimodal alternatives. One of them has a simple expression in terms of the geometric mean of the sample of chord lengths. The others belong to a family indexed by a continuous parameter. The asymptotic distributions under the null hypothesis are derived. We compare the power of the new tests against Stephens's alternatives with those of Ajne, Watson, and Hermans‐Rasson's tests. Some of the new tests are the most powerful when the alternative has three or four modes. A heuristic justification of this feature is given. An application to the analysis of archaeological data is provided. The Canadian Journal of Statistics 38:80–96; 2010 © 2010 Statistical Society of Canada     

Testing for order among K populations: theory and examples

Testing for stochastic order among K populations is a common and important problem in statistical practice. It arises in the analysis of both planned experiments and observational studies. The authors develop a new nonparametric test for order among K populations that can accommodate any stochastic ordering. The test is based on a maximally selected chi‐bar‐square statistic. The authors find its limiting distribution and use simulations to derive critical values. Three important examples are used to illustrate the applicability of the general method. The authors find that the new tests outperform the existing methods in many practical cases. The Canadian Journal of Statistics 38: 97–115; 2010 © 2009 Statistical Society of Canada     

Smoothed empirical likelihood confidence intervals for the relative distribution with left‐truncated and right‐censored data

The study of differences among groups is an interesting statistical topic in many applied fields. It is very common in this context to have data that are subject to mechanisms of loss of information, such as censoring and truncation. In the setting of a two‐sample problem with data subject to left truncation and right censoring, we develop an empirical likelihood method to do inference for the relative distribution. We obtain a nonparametric generalization of Wilks' theorem and construct nonparametric pointwise confidence intervals for the relative distribution. Finally, we analyse the coverage probability and length of these confidence intervals through a simulation study and illustrate their use with a real data set on gastric cancer. The Canadian Journal of Statistics 38: 453–473; 2010 © 2010 Statistical Society of Canada     

A Risk-Benefit Analysis of French High Fish Consumption: A QALY Approach

The health risk and the nutritional benefit of a food are usually assessed separately. Toxicologists recommend limiting the consumption of certain fish because of methylmercury; while nutritionists recommend eating more oily fish because of omega 3. A common evaluation is imperative to provide coherent recommendations. In order to evaluate the risks along with the benefits related to fish consumption, a common metric based on the quality-adjusted life year (QALY) method has been used. The impact of a theoretical change from a medium n-3 PUFAs intake to a high intake is studied, in terms of the cardiovascular system (CHD mortality, stroke mortality and morbidity) and on fetal neuronal development (IQ loss or gain). This application can be considered as a sensitive analysis of the model used and looks at the impact of changing the dose-response relationships between cardiovascular diseases and n-3 PUFAs intakes. Results show that increasing fish consumption may have a beneficial impact on health. However, the confidence interval of the overall estimation has a negative lower bound, which means that this increase in fish consumption may have a negative impact due to MeHg contamination. Some limits of the QALY approach are identified. The first concerns determination of the dose-response relationships. The second concerns the economic origins of the approach and of individual preferences. Finally, since only one beneficial aspect and one risk element were studied, consideration should be given to how other beneficial and risk components may be integrated in the model.     

Uncertainty Quantification in Case of Imperfect Models: A Non‐Bayesian Approach

The starting point in uncertainty quantification is a stochastic model, which is fitted to a technical system in a suitable way, and prediction of uncertainty is carried out within this stochastic model. In any application, such a model will not be perfect, so any uncertainty quantification from such a model has to take into account the inadequacy of the model. In this paper, we rigorously show how the observed data of the technical system can be used to build a conservative non‐asymptotic confidence interval on quantiles related to experiments with the technical system. The construction of this confidence interval is based on concentration inequalities and order statistics. An asymptotic bound on the length of this confidence interval is presented. Here we assume that engineers use more and more of their knowledge to build models with order of errors bounded by . The results are illustrated by applying the newly proposed approach to real and simulated data.     

Valuing equity-indexed annuities with icicled barrier options

Inspired by the recent popularity of autocallable structured products, this paper intends to enhance equity-indexed annuities (EIAs) by introducing a new class of barrier options, termed icicled barrier options. The new class of options has a vertical (icicled) barrier along with the horizontal one of the ordinary barrier options, which may act as an additional knock-in or knock-out trigger. To improve the crediting method of EIAs, we propose a new EIA design, termed autocallable EIA, with payoff structure similar to the autocallable products except for the minimum guarantee, and further investigate the possibility of embedding various icicled barrier options into the plain point-to-point or the ratchet EIAs. Explicit pricing formulas for the proposed EIAs and the icicled barrier options are obtained under the Black–Scholes model. To the purpose, we derive the joint distribution of the logarithmic returns at the icicled time and the maturity, and their running maximum. As an application of the well-known reflection principle, the derivation itself is an interesting probability problem and the joint distribution plays a key role in the subsequent pricing stage. Our option pricing result can be easily transferred to EIAs or other equity-linked products. The pricing formulas for the EIAs and the options are illustrated through numerical examples.