Simulation of Balakrishnan skew-normal order statistics

ABSTRACT

The novel Balakrishnan skew-normal distribution introduced in 2008 has received considerable interest. Here, we derive stochastic representations for simulating order statistics of the novel Balakrishnan skew-normal distribution. The resulting algorithms are more efficient than the ordinary sorting algorithm.     

大型医院血液库存系统订货点决策的仿真研究

血液是一种典型的易变质物品。本文以国内某大型医院的血液库存系统为对象,依照其运作流程,基于该系统运行的历史数据建立了一个离散事件系统仿真模型对这一系统进行研究,得到了该系统的最优订货点。本文的研究有助于血液库存管理措施的制定与改进,对其它易变质物品库存系统的管理也有一定的借鉴作用。     

internet网上旱地农业土壤灌溉和需水管理决策支持系统

本文通过对因特网旱地农业土壤灌溉和需水管理决策支持的设计和分析的介绍,较具体地阐明了internet技术在旱地农业土壤灌溉研究的应用,讲述了系统所提供的各种功能,深入浅出地阐明了该系统提供的决策分析模型。说明该系统是旱地水资源可持续利用的重要辅助决策工具。     

基于遗传算法的概率准则组合证券模拟求解

针对概率准则意义下的组合证券投资模型,采用随机模拟技术和遗传算法相结合的思 想, 设计出求解算法, 并用Matlab 语言实现. 求解算法适用于证券收益率服从任意分布的情 况, 甚至不考虑证券收益率分布, 用实际数据进行模拟和优化. 实例证明, 该算法有很好的 收敛性及较高的计算效率.     

证券市场流动性与交易者群体变动的混沌研究

从证券市场微观结构角度,利用交易者群体可变的动态模型,分别在确定与不确定性金 融环境下,研究离散交易状态下市场的形成过程,并分析了交易者群体变动的混沌条件. 结果 表明,市场流动性的最低标准是买卖双方的交易者群体要有一个恰当的比例,市场达到稳定流 动性的时间与描述离开股市交易者的参数有关,通过交易制度对交易者群体参数的影响,可实 现对市场过程的控制,最后给出仿真计算.     

Mlonte Carlo Techniques for Quantitative Uncertainty Analysis in Public Health Risk Assessments

Most public health risk assessments assume and combine a series of average, conservative, and worst-case values to derive a conservative point estimate of risk. This procedure has major limitations. This paper demonstrates a new methodology for extended uncertainty analyses in public health risk assessments using Monte Carlo techniques. The extended method begins as do some conventional methods--with the preparation of a spreadsheet to estimate exposure and risk. This method, however, continues by modeling key inputs as random variables described by probability density functions (PDFs). Overall, the technique provides a quantitative way to estimate the probability distributions for exposure and health risks within the validity of the model used. As an example, this paper presents a simplified case study for children playing in soils contaminated with benzene and benzo(a)pyrene (BaP).     

Health Risk Assessment of a Modern Municipal Waste Incinerator

During the modernization of the municipal waste incinerator (MWI, maximum capacity of 180,000 tons per year) of Metropolitan Grenoble (405,000 inhabitants), in France, a risk assessment was conducted, based on four tracer pollutants: two volatile organic compounds (benzene and 1, 1, 1 trichloroethane) and two heavy metals (nickel and cadmium, measured in particles). A Gaussian plume dispersion model, applied to maximum emissions measured at the MWI stacks, was used to estimate the distribution of these pollutants in the atmosphere throughout the metropolitan area. A random sample telephone survey (570 subjects) gathered data on time-activity patterns, according to demographic characteristics of the population. Life-long exposure was assessed as a time-weighted average of ambient air concentrations. Inhalation alone was considered because, in the Grenoble urban setting, other routes of exposure are not likely. A Monte Carlo simulation was used to describe probability distributions of exposures and risks. The median of the life-long personal exposures distribution to MWI benzene was 3.2·10^–5 g/m³ (20th and 80th percentiles = 1.5·10^–5 and 6.5·10^–5 g/m³), yielding a 2.6·10^–10 carcinogenic risk (1.2·10^–10–5.4·10^–10). For nickel, the corresponding life-time exposure and cancer risk were 1.8·10^–4 g/m³ (0.9.10^–4 – 3.6·10^–4 g/m³) and 8.6·10^–8 (4.3·10^–8–17.3·10^–8); for cadmium they were respectively 8.3·10^–6 g/m³ (4.0·10^–6–17.6·10^–6) and 1.5·10^–8 (7.2·10^–9–3.1·10^–8). Inhalation exposure to cadmium emitted by the MWI represented less than 1% of the WHO Air Quality Guideline (5 ng/m³), while there was a margin of exposure of more than 10⁹ between the NOAEL (150 ppm) and exposure estimates to trichloroethane. Neither dioxins nor mercury, a volatile metal, were measured. This could lessen the attributable life-long risks estimated. The minute (VOCs and cadmium) to moderate (nickel) exposure and risk estimates are in accord with other studies on modern MWIs meeting recent emission regulations, however.     

Terrorist Population Dynamics Model

A system that includes a number of terrorist cells is considered. The cells can consist of one or more terrorists. The current number of terrorist cells is further denoted by N(t), where t is a current time counted from any appropriate origin. The objective is to find the evolution of the system in terms of N(t) and some interpretable parameters, such as the initial number of the terrorist cells N0=N(0), the cell disabling rate constant lambda (or the cell half-life t1/2), and the rate of formation of new cells P. The cost-effectiveness analysis, performed in the framework of the model, reveals that the effectiveness of disabling a terrorist cell is getting worse after 2-3 half-lives of a cell, which shows that if the anti-terrorist actions have not reached their goal during that time, the respective policy should be considered for revision, using the risk assessment consideration. Another important issue raised concerns balancing the efforts related to counterterrorism actions inside the system and the efforts protecting its borders. The respective data analysis is suggested and illustrated using simulated data.     

Coverage plots for assessing the variability of estimated contours of a density

Methods for assessing the variability of an estimated contour of a density are discussed. A new method called the coverage plot is proposed. Techniques including sectioning and bootstrap techniques are compared for a particular problem which arises in Monte Carlo simulation approaches to estimating the spatial distribution of risk in the operation of weapons firing ranges. It is found that, for computational reasons, the sectioning procedure outperforms the bootstrap for this problem. The roles of bias and sample size are also seen in the examples shown.