Representations of moments using lower-order conditional moments

Moments and central moments of a random variable X   are expressed as integrals of functions of lower-order conditional moments and the cumulative distribution of X$X$. In particular, sample central moments of order 2k$2k$ are expressed as the sum of between groups variations, providing an analogue to the analysis of variance. Similar expressions are obtained for the expectations of real-valued and measurable functions of X$X$.     

The two-sample -test with a known ratio of variances

We consider the two-sample t-test where error variances are unknown but with known relationships between them. This situation arises, for example, when two measuring instruments average different number of replicates to report the response. In particular we compare our procedure with the usual Satterthwaite approximation in the two sample t-test with variances unequal. Our procedure uses the knowledge of a known ratio of variances while the Satterthwaite approximation assumes only that the two variances are unequal. Simulations show that our procedure has both better size and better power than the Satterthwaite approximation. Finally, we consider an extension of our results to the General Linear Model.     

Estimating the Lyapunov exponent from chaotic time series with dynamic noise

In this paper, we propose an estimator of the Lyapunov exponent of the skeleton for chaotic time series with dynamic noise and prove the consistency of the estimator under some assumptions.     

基于旋转变压器及TMS320F28035的伺服系统位置检测

为检测伺服系统位置信息,以旋转变压器作为位置传感器,设计了基于芯片AU6802N1的位置检测电路并在此基础上提出了一种仅利用TMS320F28035对旋转变压器转子位置直接解算的方法。该方法综合运用正弦峰值采样、CLA浮点数计算、误差校正等手段。实验表明,该方法在位置解算的速度和精度上可与AU6802N1芯片相比,节约了系统成本,具有一定的实用性。     

Semiparametric inference for survival models with step process covariates

The authors consider Bayesian methods for fitting three semiparametric survival models, incorporating time‐dependent covariates that are step functions. In particular, these are models due to Cox [Cox ( 1972 ) Journal of the Royal Statistical Society, Series B, 34, 187–208], Prentice & Kalbfleisch and Cox & Oakes [Cox & Oakes ( 1984 ) Analysis of Survival Data, Chapman and Hall, London]. The model due to Prentice & Kalbfleisch [Prentice & Kalbfleisch ( 1979 ) Biometrics, 35, 25–39], which has seen very limited use, is given particular consideration. The prior for the baseline distribution in each model is taken to be a mixture of Polya trees and posterior inference is obtained through standard Markov chain Monte Carlo methods. They demonstrate the implementation and comparison of these three models on the celebrated Stanford heart transplant data and the study of the timing of cerebral edema diagnosis during emergency room treatment of diabetic ketoacidosis in children. An important feature of their overall discussion is the comparison of semi‐parametric families, and ultimate criterion based selection of a family within the context of a given data set. The Canadian Journal of Statistics 37: 60–79; © 2009 Statistical Society of Canada     

Log‐rank permutation tests for trend: saddlepoint p‐values and survival rate confidence intervals

Suppose p + 1 experimental groups correspond to increasing dose levels of a treatment and all groups are subject to right censoring. In such instances, permutation tests for trend can be performed based on statistics derived from the weighted log‐rank class. This article uses saddlepoint methods to determine the mid‐P‐values for such permutation tests for any test statistic in the weighted log‐rank class. Permutation simulations are replaced by analytical saddlepoint computations which provide extremely accurate mid‐P‐values that are exact for most practical purposes and almost always more accurate than normal approximations. The speed of mid‐P‐value computation allows for the inversion of such tests to determine confidence intervals for the percentage increase in mean (or median) survival time per unit increase in dosage. The Canadian Journal of Statistics 37: 5‐16; 2009 © 2009 Statistical Society of Canada     

Characterizations of exponentiality within the HNBUE class and related tests

A harmonic new better than used in expectation (HNBUE) variable is a random variable which is dominated by an exponential distribution in the convex stochastic order. We use a recently obtained condition on stochastic equality under convex domination to derive characterizations of the exponential distribution and bounds for HNBUE variables based on the mean values of the order statistics of the variable. We apply the results to generate discrepancy measures to test if a random variable is exponential against the alternative that is HNBUE, but not exponential.     

Moderate deviations for parameter estimation in some time inhomogeneous diffusions

We study moderate deviations for the maximum likelihood estimation of some inhomogeneous diffusions. The moderate deviation principle with explicit rate functions is obtained. Moreover, we apply our result to the parameter estimation in α$\alpha$-Wiener bridges.     

On the role of families and kinship networks in pre-industrial agricultural societies: An analysis of the 1698 Slavonian census

This paper uses the 1698 Slavonian census to illuminate features of social organization and productive activity of an eastern European population under the New Feudalism of the 17th century. In particular we investigate the ability of community or kinship networks to provide substitutes for missing markets in securities and production factors. It is found that kinship networks increase the efficiency of agricultural production by facilitating the exchange of oxen. This confirms contemporary reports that draft animals were the critical constraint to the expansion of agricultural output. We also find that kinship networks fail to reduce the variability of output through mutual harvest insurance. Received: 03 November 1998/Accepted: 16 June 1999     

“稻-蛙”共作生态农业模式对稻田土壤氮素的影响

通过大田试验,研究了在＂稻-蛙＂共作生态农业模式下土壤中各种形态氮素的动态变化状况.试验结果表明,施肥后土壤中各种形态氮素含量达到最大值,随着时间逐渐增加,其含量均逐渐降低.与处理CK相比,在＂稻-蛙＂共作系统中,土壤中NH＋4-N浓度显著升高,可溶性有机氮含量显著降低,而NO-3-N浓度相当.