Confidence intervals,significance values,maximum likelihood estimates,etc. sharpened into Occam’s razors

Abstract

Confidence sets, p values, maximum likelihood estimates, and other results of non-Bayesian statistical methods may be adjusted to favor sampling distributions that are simple compared to others in the parametric family. The adjustments are derived from a prior likelihood function previously used to adjust posterior distributions.     

新巴塞尔协议中信用风险管理IRB法解析

为研究商业银行的信用风险管理问题,对新巴塞尔协议中信用风险管理IRB法进行系统分析,概括其基本框架,并通过详细解析其设定的4种风险要素函数来解释目前我国商业银行在运用各种信用风险管理模型时存在“黑箱”的原因,同时,探讨该方法与各种信用风险管理模型的兼容关系,通过解析信用风险管理模型中各种风险要素函数设定的内在逻辑关系,总结目前我国商业银行应用IRB法时存在的各种数据估计上的困难,从而得出应对各种困难的对策。     

政府补偿下基于私人公平偏好的PPP项目投资决策分析

针对PPP （Private-Public Partnership）项目收益的不确定性,引入政府补偿契约问题。考虑私人投资者对政府补偿存在公平偏好倾向,借鉴BO模型的思想,将私人投资要求的特许收益作为其公平参考点,并通过对FS模型加以改进,构建私人公平偏好效用函数,从而给出私人在政府补偿下的投资决策模型。通过模型求最优解和概率分析,探讨私人公平偏好对其最优投资决策的影响,并借助数值分析给予检验。结果表明:当政府补偿使私人感知有利不公平时,私人将选择期望效用最大的最优投资,并随其感知程度的增加而增加;而当政府补偿使私人感知不利不公平时,私人最优投资及可能性将在有限公平偏好内随其感知程度的增加而减小。     

多波段光学探测系统的探测概率研究

针对光学联合探测子系统探测概率的不同特点,提出一种新的系统工作模式,使系统的最终探测概率有较大提高。当子系统的探测概率均比较低时,直接对子系统的探测数据进行融合,可以获得较高探测概率;当各子系统探测概率相差较大时,可先对探测数据进行选择,然后再进行数据融合,这样可以在总探测概率减小不大的情况下,使虚警概率明显降低。     

初等概率论中的收敛性注记

通过介绍初等概率论中的四种收敛性 ,揭示了它们之间的相互关系     

Human Reliability Analysis by Fuzzy "CREAM"

This article proposes a systematic procedure for computing probabilities of operator action failure in the cognitive reliability and error analysis method (CREAM). The starting point for the quantification is a previously introduced fuzzy version of the CREAM paradigm that is here further extended to account for: (1) the ambiguity in the qualification of the conditions under which the action is performed (common performance conditions, CPCs) and (2) the fact that the effects of such conditions on human performance reliability may not all be equal.     

服务台需要检修的M／PH／1排队模型分析

本文研究了一个M／PH／1排队,这个排队系统的服务台每服务完一定量的顾客，就要进行一闪检修，然后才继续服务。在检修时间服从位相（PH）分布时，本文求出了这个系统达到平衡的条件以及有关排队率和可靠性的指标。顺便求出了普通的M／PH／1系统第M个顾客离去时刻的分布。     

研究生招生工作中的小概率事件及其预防

利用小概率原理分析研究生招生工作中的突发事件,提出了导致小概率事件发生的原因有重复效应、数量累积效应和群众检验效应,认为在招生工作中要树立小概率事件意识,科学设计招生工作流程,建立应对小概率事件的制度,以更有效地应对小概率事件。     

Bayesian Variable Selection Under Collinearity

In this article, we highlight some interesting facts about Bayesian variable selection methods for linear regression models in settings where the design matrix exhibits strong collinearity. We first demonstrate via real data analysis and simulation studies that summaries of the posterior distribution based on marginal and joint distributions may give conflicting results for assessing the importance of strongly correlated covariates. The natural question is which one should be used in practice. The simulation studies suggest that posterior inclusion probabilities and Bayes factors that evaluate the importance of correlated covariates jointly are more appropriate, and some priors may be more adversely affected in such a setting. To obtain a better understanding behind the phenomenon, we study some toy examples with Zellner’s g-prior. The results show that strong collinearity may lead to a multimodal posterior distribution over models, in which joint summaries are more appropriate than marginal summaries. Thus, we recommend a routine examination of the correlation matrix and calculation of the joint inclusion probabilities for correlated covariates, in addition to marginal inclusion probabilities, for assessing the importance of covariates in Bayesian variable selection.     

Comparing search and estimation performances of designs based on a compound criterion

Since the introduction of the search design by Srivastava [Designs for searching non-negligible effects. In: Srivastava, editor. A survey of statistical design and linear models. Amsterdam: North-Holland, Elsevier; 1975. p. 507–519], construction of such designs has been considered by many researchers. The efficient performances of constructed search designs in terms of parameter estimation and search ability of parameters have also been investigated by several authors. They have proposed suitable optimality measures such as DD- and AD-optimality for estimation in the early stage of search design construction. Moreover, since 1990s, some criteria have been developed to evaluate search performance of a design. Although these criteria are useful none of them is able to evaluate both estimation and search efficiency of a design simultaneously. In this paper, we propose dual-task criteria to deal with searching and estimating performances of search designs. These compound criteria are weighted multiplication of estimation and search suitable criteria. They will be used for design comparison and the results will be presented.