Survival analysis for the inverse Gaussian distribution with the Gibbs sampler

This paper describes a comprehensive survival analysis for the inverse Gaussian distribution employing Bayesian and Fiducial approaches. It focuses on making inferences on the inverse Gaussian (IG) parameters μ and λ and the average remaining time of censored units. A flexible Gibbs sampling approach applicable in the presence of censoring is discussed and illustrations with Type II, progressive Type II, and random rightly censored observations are included. The analyses are performed using both simulated IG data and empirical data examples. Further, the bootstrap comparisons are made between the Bayesian and Fiducial estimates. It is concluded that the shape parameter ( ϕ=λ/μ) of the inverse Gaussian distribution has the most impact on the two analyses, Bayesian vs. Fiducial, and so does the size of censoring in data to a lesser extent. Overall, both these approaches are effective in estimating IG parameters and the average remaining lifetime. The suggested Gibbs sampler allowed a great deal of flexibility in implementation for all types of censoring considered.     

稳健AR模型的构建及其在金融时序中的应用

时间序列自回归AR模型在建模过程中易受离群值的影响,导致计算结果与实际不相符。针对这一现象,运用FQn统计量对传统自相关函数进行改进,构建出自回归AR模型的稳健估计算法,以克服离群值的影响,并对此方法进行了模拟和实证分析。模拟和实证分析均表明:当时序数据中不存在离群值时,传统估计方法与稳健估计方法得到的结果基本保持一致;当数据中存在离群值时,运用传统估计方法得到的结果出现较大变化,而运用稳健估计方法得到的结果基本不变.这说明相对于传统估计方法,稳健估计方法能有效抵抗离群值的影响,具有良好的抗干扰性和高抗差性。     

Measuring dynamic efficiency of highway maintenance operations

In this paper we discuss a dynamic efficiency measurement model for evaluating the performance of highway maintenance policies where the inter-temporal dependencies between consumption of inputs (i.e., maintenance budget) and realization of outputs (i.e., improvement in road condition) are explicitly captured. We build on a micro representation of pavement deterioration and renewal processes and study the impact of the allocation of scarce maintenance budgets over time. We provide a measure of efficiency that contrasts the optimized budget allocations to the actual ones. The developed model is then applied to an empirical dataset of pavement condition and maintenance expenditures over the years 2002 to 2008 corresponding to seventeen miles of interstate highway that lay in one of the counties in the state of Virginia, USA. The policies that were found through optimization showed that road authorities should give higher priorities to preventive maintenance than corrective maintenance. In essence, by applying preventive maintenance, the road authorities can effectively decrease the need for future corrective maintenance while spending less overall.     

基于面板数据的无锡物流需求影响因素研究

物流需求影响因素的研究是物流需求预测的基础,文章选取无锡1996年至2011年的面板数据,运用最小二乘估计法得出所选取的11个指标对物流需求的影响系数,对所得系数进行评价,结合无锡物流现状及其影响因素得出结论并提出建议.     

普通高等院校专项经费管理存在的问题与对策研究

随着我国财政对高等院校资金投入力度日益加大,专项经费资金在高校所有资金来源中的比重逐年上升。实践中,高等院校在专项经费管理的项目申报、项目评审、项目实施和实施效果的考核四个环节上普遍存在问题。从健全经费管理模式和完善经费管理组织体系两个方面提出改进措施,可以帮助高校提高专项经费管理水平,适应高校发展的需要。     

单个守恒律Riemann问题近似解的边界层分析

使用折线逼近法构造了单个守恒律Riemann问题的近似解,给出了近似解的边界层误差估计.     

Graphics for studying logistic regression models

In this article we focus on logistic regression models for binary responses. An existing result shows that the log-odds can be modelled depending on the log of the ratio between the conditional densities of the predictors given the response variable. This suggests that relevant statistical information could be extracted investigating the inverse problem. Thus, we present different methods for studying the log-density ratio through graphs, which allow us to select which predictors are needed, and how they should be included in a logistic regression model. We also discuss data analysis examples based on real datasets available in literature in order to provide further insights into the methodology proposed.     

Estimation of variance based on a ranked set sample

In this paper we examine the problem of the estimation of the variance σ² of a population based on a ranked set sample (RSS) from a nonparametric point of view. It is well known that based on a single cycle RSS, there does not exist an unbiased estimate of σ². We show that for more than one cycle, it is possible to construct a class of quadratic unbiased estimates of σ² in both balanced and unbalanced cases. Moreover, a minimum variance unbiased quadratic nonnegative estimate of σ² within a certain class of quadratic estimates is derived.     

浅析我国企业信息化的不足与改进

在信息技术飞速发展的影响下,企业发展的环境已经发生并将继续发生极其深刻的变化,只有适应这种变化才有企业生存和发展的空间。企业信息化和企业创新能力将是适应新世纪挑战的关键环节。世界各国的有远见的企业领导者己经明确地认识到:建设与企业的业务和发展战略和目标结合在一起的信息系统和网络是企业生存和发展的必要前提,信息是决定企业经营管理成败的关键要素,加快企业信息化建设是历史发展的必然要求。     

Understanding the economic fallacies of the intergenerational debate

This paper demonstrates that Federal spending is not inherently financially constrained and does not have to be facilitated via prior taxation or debt‐issuance. It also refutes the claim that budget deficits result in higher interest rates in the future, with lower levels of capital formation and economic growth as a consequence. These misconceptions together lead to the nonsensical claim that by running surpluses now the Government will be better able (because it has ‘more funds stored away‘) to cope with future spending demands. The paper thus challenges the conventional view, such as that espoused in the 2002 Australian Treasury Intergenerational Report, that the ageing population will place unsustainable demands on the Federal budget.