ESTIMATION OF QUANTILES FOR A FRÉCHET-TYPE DISTRIBUTION

Estimation of high quantiles of a distribution in the domain of attraction of the Fréchet distribution is based on the extremal distribution of the k largest order statistics. The problem is treated by a local maximum likelihood method on a three parameter model. The estimators are shown to be asymptotically consistent for the whole range of the tail index parameter.     

高能核─核作用中不同带电强子快度分布

在反应体质心系中，依据热化模型并考虑碰撞参量的涨落及核阻止性，对工作在BNL／AGS上E－802合作组给出的中心和周边Si与Au、Cu和AI相互作用的强子快度分布进行了分析和讨论．     

On prediction and mean squared error

Practical questions motivate the search for predictors either of an as yet unobserved random vector, or of a random function of a parameter. An extension of the classical UMVUE theory is presented to cover such situations. In includes a Rao-Blackwell-type theorem, a Cramer-Rao-type inequality, and necessary and sufficient conditions for a predictor to minimize the mean squared error uniformly in the parameter. Applications are considered to the problem of selected means, the species problem, and the examination of some u-v estimates of Robbins (1988).     

Partitioned cross-validation

Partitioned cross-validation is proposed as a method for overcoming the large amounts of across sample variability to which ordinary cross-validation is subject. The price for cutting down on the sample noise is that a type of bias is intriduced. A theory is presented for optimal trade-off of this variance and bias. Comparison with other bandwidth selection methods is given.     

Some remarks on an admissibility condition

Summary In this note we deal with some admissibility conditions proved by G. B. Tranquilli to be sufficient in the class of unbiased estimators of finite population parameters and with respect to (w.r.t.) a quadratic loss function. We show that the same conditions:i) are sufficient for the admissibility of an unbiased estimator with any loss function;ii) imply hyperadmissibility with reference to a particular (critical) population of the. From this fact we deduce that, for a fixed critical population, there is at most one estimator, in the class of all unbiased estimator of a finite population parameter, which satisfies Tranquilli condition. This research was partially supported by a M.U.R.S.T. grant ?Metodi inferenziali basati sul ricampionamento?.     

Simple and accurate inference for the mean of the gamma model

The two-parameter gamma model is widely used in reliability, environmental, medical and other areas of statistics. It has a two-dimensional sufficient statistic, and a two-dimensional parameter which can be taken to describe shape and mean. This makes it closely comparable to the normal model, but it differs substantially in that the exact distribution for the minimal sufficient statistic is not available. Some recently developed asymptotic theory is used to derive an approximation for observed levels of significance and confidence intervals for the mean parameter of the model. The approximation is as easy to apply as first-order methods, and substantially more accurate.     

位置参数的同时估计

在平方损失下，考虑ｐ（ｐ≥３）个位置参数的同时估计．对均匀分布、双指数分布给出了控制通常估计量的改进估计量，推广了Ｓｈｉｎｏｚａｋｉ（１９８４）的主要结果．     

随机激振下双层减振系统结构参数的确定

从电子设备和元件的减振问题出发，利用随机振动理论对双层减振问题作了研究；推导出双自由度系统质点绝对加速度及相对位移均方值的函数表达式，给出了系统结构参数与系统响应间的关系曲线；得出了随机激振下双层减振系统结构参数的确定方法．     

A note on the scale parameter of the dirichlet process

This paper gives an interpretation for the scale parameter of a Dirichlet process when the aim is to estimate a linear functional of an unknown probability distribution. We provide exact first and second posterior moments for such functionals under both informative and noninformative prior specifications. The noninformative case provides a normal approximation to the Bayesian bootstrap.     

Characteristic Impedance of A GTEM Cell

保角变换－奇异积分方程法被用来求ＧＴＥＭｃｅｌ的特性阻抗，用完全椭圆积分给出了基于只有球ＴＥＭ模传播的简单而精确的特性阻抗公式。该方法使ＧＴＥＭｃｅｌ的特性阻抗的计算精确而简单。另外，采用保角变换—有限差分法求出了球ＴＥＭ模的电磁场分布和高阶模式的特性。文中的分析可用于对ＧＴＥＭｃｅｌ和宽带传线的研究。