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11.
Robert Aslett Robert J. Buck Steven G. Duvall Jerome Sacks & William J. Welch 《Journal of the Royal Statistical Society. Series C, Applied statistics》1998,47(1):31-48
In electrical engineering, circuit designs are now often optimized via circuit simulation computer models. Typically, many response variables characterize the circuit's performance. Each response is a function of many input variables, including factors that can be set in the engineering design and noise factors representing manufacturing conditions. We describe a modelling approach which is appropriate for the simulator's deterministic input–output relationships. Non-linearities and interactions are identified without explicit assumptions about the functional form. These models lead to predictors to guide the reduction of the ranges of the designable factors in a sequence of experiments. Ultimately, the predictors are used to optimize the engineering design. We also show how a visualization of the fitted relationships facilitates an understanding of the engineering trade-offs between responses. The example used to demonstrate these methods, the design of a buffer circuit, has multiple targets for the responses, representing different trade-offs between the key performance measures. 相似文献
12.
David A. Buchanan 《Human Relations》1997,50(1):51-72
This paper is concerned with the organizationalchange and project management issues raised by theimplementation of a business process re-engineering(BPR) approach in the politicized hospital context. This is a report of research in progress,focusing on the issues arising at the problem definitionand project planning stages of a BPR application in anoperating theaters department experiencing problems with scheduling and delays. The research designrelies on a case study approach, with the researcher asparticipant observer, as both an adviser to the projectteam and as field interviewer. The paper argues that an ambitious BPR agenda is compromised inat least two regards. First, the lack of precisionsurrounding the focus and methodology of BPR givespolitically motivated actors considerable influence with respect to defining terms of reference in wayswhich will shape potential outcomes in their favor.Second, the complexity and indeterminacy of the businessprocess or patient trail can also diluteredesign attempts. The principal limitations of theapproach thus concern the impracticality of embarking onrapid and radical change working from a blanksheet of paper with respect to organizational and job design. BPR, unlike other organizationdevelopment interventions, is not a contextsensitive approach. The role of project manageris critical in establishing a working balance betweenindividual, occupational, and organizational goals in a manner perceivedto be legitimate in the context. Effective BPR projectmanagement thus requires a combination of political andprocess analysis skills. The principal opportunities of BPR derive from its process orientation,which brings a fresh perspective to a traditionally andfunctionally fragmented organizational setting, andwhich presents a potentially valuable platform for anevolutionary approach to process improvement. 相似文献
13.
Consider the process with, cf. (1.2) on page 265 in B1, X1, …, XN a sample from a distribution F and, for i = 1, …, N, R , the rank of |X1 - q1ø| among |X1 - q1ø|, …, |XN - qNø|. It is shown that, under certain regularity conditions on F and on the constants pi and qi, TøN(t) is asymptotically approximately a linear function of ø uniformly in t and in ø for |ø| ≤ C. The special case where the pi and the qi, are independent of i is considered. 相似文献
14.
The Coase theorem is argued to be incompatible with bargaining set stability due to a tension between the grand coalition and sub-coalitions. We provide a counter-intuitive argument to demonstrate that the Coase theorem may be in complete consonance with bargaining set stability. We establish that an uncertainty concerning the formation of sub-coalitions will explain such compatibility: each agent fears that others may `gang up' against him and this fear forces the agents to negotiate. The grand coalition emerges from the negotiations if each agent uses the principle of equal relative sacrifice to determine the actual allocation. We also establish the rational basis for the choice of the principle of equal relative concession by the negotiating agents. Hence we argue that the Coase theorem will be valid even if there are stable sub-coalitions. 相似文献
15.
We consider the competing risks set-up. In many practical situations, the conditional probability of the cause of failure given the failure time is of direct interest. We propose to model the competing risks by the overall hazard rate and the conditional probabilities rather than the cause-specific hazards. We adopt a Bayesian smoothing approach for both quantities of interest. Illustrations are given at the end. 相似文献
16.
张翠梅 《华北水利水电学院学报(社会科学版)》2010,26(6):64-66
《了不起的盖茨比》是反映20世纪20年代美国社会现实的最重要的文学作品之一。它所塑造的人物形象逼真,时代性强,往往表现出真实的两面性的特征。这些两面性的特征其实反映了作者的思想状况以及当时的社会背景。 相似文献
17.
一、引言由于世界经济结构的剧烈动荡,如金融危机、政策变更等,致使经济时间序列中的结构突变时有发生,经济过程的结构突变会影响协整分析的结果,使协整方法论中许多有代表性的检验失去原有的功效,如单位根检验[单位根可能会发生漂移(特征根的取值不稳定),单位根检验统计量也可 相似文献
18.
ARNAUD GLOTER 《Scandinavian Journal of Statistics》2006,33(1):83-104
Abstract. We consider the estimation of unknown parameters in the drift and diffusion coefficients of a one-dimensional ergodic diffusion X when the observation is a discrete sampling of the integral of X at times i Δ , i = 1 ,…, n . Assuming that the sampling interval tends to 0 while the total length time interval tends to infinity, we first prove limit theorems for functionals associated with our observations. We apply these results to obtain a contrast function. The associated minimum contrast estimators are shown to be consistent and asymptotically Gaussian with different rates for drift and diffusion coefficient parameters. 相似文献
19.
Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation 总被引:8,自引:0,他引:8
CHRISTIAN GENEST JEAN-FRANÇOIS QUESSY BRUNO RÉMILLARD 《Scandinavian Journal of Statistics》2006,33(2):337-366
Abstract. Wang & Wells [ J. Amer. Statist. Assoc. 95 (2000) 62] describe a non-parametric approach for checking whether the dependence structure of a random sample of censored bivariate data is appropriately modelled by a given family of Archimedean copulas. Their procedure is based on a truncated version of the Kendall process introduced by Genest & Rivest [ J. Amer. Statist. Assoc. 88 (1993) 1034] and later studied by Barbe et al . [ J. Multivariate Anal. 58 (1996) 197]. Although Wang & Wells (2000) determine the asymptotic behaviour of their truncated process, their model selection method is based exclusively on the observed value of its L 2 -norm. This paper shows how to compute asymptotic p -values for various goodness-of-fit test statistics based on a non-truncated version of Kendall's process. Conditions for weak convergence are met in the most common copula models, whether Archimedean or not. The empirical behaviour of the proposed goodness-of-fit tests is studied by simulation, and power comparisons are made with a test proposed by Shih [ Biometrika 85 (1998) 189] for the gamma frailty family. 相似文献
20.
Bayesian palaeoclimate reconstruction 总被引:1,自引:0,他引:1
J. Haslett M. Whiley S. Bhattacharya M. Salter-Townshend Simon P. Wilson J. R. M. Allen B. Huntley F. J. G. Mitchell 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》2006,169(3):395-438
Summary. We consider the problem of reconstructing prehistoric climates by using fossil data that have been extracted from lake sediment cores. Such reconstructions promise to provide one of the few ways to validate modern models of climate change. A hierarchical Bayesian modelling approach is presented and its use, inversely, is demonstrated in a relatively small but statistically challenging exercise: the reconstruction of prehistoric climate at Glendalough in Ireland from fossil pollen. This computationally intensive method extends current approaches by explicitly modelling uncertainty and reconstructing entire climate histories. The statistical issues that are raised relate to the use of compositional data (pollen) with covariates (climate) which are available at many modern sites but are missing for the fossil data. The compositional data arise as mixtures and the missing covariates have a temporal structure. Novel aspects of the analysis include a spatial process model for compositional data, local modelling of lattice data, the use, as a prior, of a random walk with long-tailed increments, a two-stage implementation of the Markov chain Monte Carlo approach and a fast approximate procedure for cross-validation in inverse problems. We present some details, contrasting its reconstructions with those which have been generated by a method in use in the palaeoclimatology literature. We suggest that the method provides a basis for resolving important challenging issues in palaeoclimate research. We draw attention to several challenging statistical issues that need to be overcome. 相似文献