Selecting treatments: a decision theoretic approach

The paper looks at the problem of comparing two treatments, for a particular population of patients, where one is the current standard treatment and the other a possible alternative under investigation. With limited (finite) financial resources the decision whether to replace one by the other will not be based on health benefits alone. This motivates an economic evaluation of the two competing treatments where the cost of any gain in health benefit is scrutinized; it is whether this cost is acceptable to the relevant authorities which decides whether the new treatment can become the standard. We adopt a Bayesian decision theoretic framework in which a utility function is introduced describing the consequences of making a particular decision when the true state of nature is expressed via an unknown parameter θ (this parameter denotes cost, effectiveness, etc.). The treatment providing the maximum posterior expected utility summarizes the decision rule, expectations taken over the posterior distribution of the parameter θ.     

Semiparametric Bayesian inference for regression models

This paper presents a method for Bayesian inference for the regression parameters in a linear model with independent and identically distributed errors that does not require the specification of a parametric family of densities for the error distribution. This method first selects a nonparametric kernel density estimate of the error distribution which is unimodal and based on the least-squares residuals. Once the error distribution is selected, the Metropolis algorithm is used to obtain the marginal posterior distribution of the regression parameters. The methodology is illustrated with data sets, and its performance relative to standard Bayesian techniques is evaluated using simulation results.     

Le problème d'Anscombe pour les lois binomiales négatives généralisées

Consider a finite sample from a generalized negative-binomial distribution where both (canonical and index) parameters are unknown. This note proves that both the maximum-likelihood estimate and the moment estimate of the index parameter exist if and only if the sample variance is greater than the sample mean. This extends a result for the negative-binomial distribution that had been conjectured by Anscombe (1950) and later shown by Levin and Reeds (1977).     

蒙特卡罗方法在经济学中的应用——基于河南省农业持续度的实证分析

首先利用蒙特卡罗方法研究小样本或有限样本的统计性质,然后计算ADF检验式中时间趋势项的τ统计量的值,最后用蒙特卡罗方法进行实证分析。通过分析可以看出蒙特卡罗方法在经济中的应用非常广泛,特别是用于解决随机性问题,使得这种方法成为一种优于其它方法的工具。     

一个Smarandache问题的均值估计

阐述了一个Smmandache问题的均值估计，并利用Perron公式和留数定理，给出了这个问题的一个渐近公式，其余项可以做到D（x^V2）．     

More maximum likelihood oddities

It is shown that the maximum likelihood estimator is superior to the method of moments in estimating the parameter of triangular distributions. It is also shown that the former is not as difficult to calculate as it was previously perceived—thanks to some of its peculiar properties.     

Nonlinear functional models for functional responses in reproducing kernel hilbert spaces

The author proposes an extension of reproducing kernel Hilbert space theory which provides a new framework for analyzing functional responses with regression models. The approach only presumes a general nonlinear regression structure, as opposed to existing linear regression models. The author proposes generalized cross‐validation for automatic smoothing parameter estimation. He illustrates the use of the new estimator both on real and simulated data.     

Nonparametric Estimation of the Geometric Vitality Function

Recently, Nair and Rajesh (2000 Nair , K. R. M. , Rajesh , G. ( 2000 ). Geometric vitality function and its application to reliability . IAPQR Tran. 25 ( 1 ): 1 – 8 . [Google Scholar]) proposed a measure to describe the failure pattern of components/devices in terms of the geometric mean of the residual life. This measure find applications in modeling life time data. In the present work we provide a nonparametric kernel-type estimator for the geometric vitality function, both in the case of complete and censored samples. The properties of the estimator, under certain regularity conditions, are studied. The performance of the estimator is compared with the empirical estimator using a real data set and simulation studies are carried out using the Monte Carlo method.     

Block censoring scheme with two-parameter exponential distribution

This paper deals with a new censoring scheme, called ‘Block Censoring’ which reduces considerably the total time on test in the life testing experiments with respect to the common used experimental tests such as rightly censored data. This new scheme is analysed when the lifetimes of products follow the two-parameter exponential distribution. Specially, it is proved that the respective spacings are independently distributed exponential. The problem of estimating parameters is investigated in details.A Monte Carlo simulation is conducted for obtaining the optimal block censoring scheme in the sense of the shortest expected test time. Finally, a real data set on times to breakdown of an insulating fluid between electrodes from Nelson [Applied life data analysis. New York: Wiley; 1982. p.105] is analysed.     

国内外工程计价方法在房屋估价中的应用

国内外工程计价的一些方法具有计算简便、对技术资料和估价人员技术功底要求不高等特点,可以在房屋估价中参考使用.利用概算指标、类似工程施工图预算指标及平方(立方)英尺经济指标,通过时间、地区和结构差异修正,计算出待估房屋在估价时点的建筑安装工程费用或重置成本.这种估价思路符合房地产估价的"替代性"原理,并具有估算简单、技术性强等特点,能够保证估价结果的准确性.