Relation of modified power series distributions to lagrangian probability distributions

The class of Lagrangian probability distributions ‘LPD’, given by the expansion of a probability generating function f‘t’ under the transformation u = t/g‘t’ where g ‘t’ is also a p.g.f., has been substantially widened by removing the restriction that the defining functions g ‘t’ and f‘t’ be probability generating functions. The class of modified power series distributions defined by Gupta ‘1974’ has been shown to be a sub-class of the wider class of LPDs     

A simple bera-jarque normality test for nonparametric residuals

This paper demonstrates that the Bera-Jarque normality test using residuals from nonparametric series estimates has the usual X²(2) asymptotic distribution. Monte Carlo results shows that the test has good properties for reasonably sized samples.     

动态语篇的多模态话语分析 ——以电视剧《红高粱》为例

动态模态语篇的研究为多模态语篇研究的重要内容。以系统功能语言学理论及视觉语法为基础,将多模态话语分析运用到动态语篇。以电视剧《红高粱》为研究对象,对动态语篇中常出现的语言、色彩、音乐、场景、运动画面等多模态话语予以分析,阐释了语言模态、运动画面、视觉模态和听觉模态在电视剧整体意义构建中的作用,从而更准确的解读话语的意义,进而推动动态模态语篇的研究与创作。     

《孟浩然研究论丛》序

《孟浩然研究论丛》是一本收有近60篇论文约70万字的论文集,这表明对于孟浩然其人其诗的研究,已引起了愈来愈多学学者的参与和关注,而使之成为了中国古代文学研究特别是唐代文学研究中的一大亮点。《孟浩然研究论丛》所涉及的内容丰富广泛又颇具原创性特色,主要表现在五个方面：一是孟浩然与襄阳的关系及其思想;二是多维度的孟浩然诗歌研究;三是关于李白与孟浩然的交谊;四是孟浩然比较研究;五是孟浩然接受史研究。孟浩然研究者在传统研究的同时,也注意对现状的研究,在努力对文学史料作沉潜探索的基础上,形成了更为独特的研究视野和观念。     

Reversed preservation properties of some negative aging conceptions and stochastic orders

Reversed preservation properties of some negative aging conceptions are developed for the parallel and series system which are composed of independent and identical elements. If the system is of NWU(2) (IMRL, NWUC) properties then the elements is also of NWU(2) (IMRL, NWUC) properties. Reversed preservation properties of the right spread order and the total time on test transform order under the taking of maxima and minima are investigated respectively, applications in moments of NBUE ordered populations is presented as well. Supported by National Natural Science Foundation of China (10201010) and the Action Programming Funding of Lanzhou University     

Positivity conditions for stochastic state space modelling of time series

This short paper clarifies some aspects of the balancing method for state space modelling of observed time series. This method may fail to satisfy the so-called positive real condition for stochastic processes. We illustrate this by theoretical spectral analysis and also by simulating univariate ARMA (1,1) models.     

一种协整时间序列的动态因果效应估计与推断方法

为了进一步规避经典面板数据模型因果推断方法中对照样本异质性的问题,以及中断时间序列方法可能存在的“伪回归”问题和“二阶矩平稳”等条件的限制,本文借助时间序列的协整理论,并结合误差修正模型和结构突变检验方法提出了一种基于协整时间序列的实验设计方法,扩展了政策因果效应估计与推断方法。该方法将传统的趋势平稳过程中断时间序列扩展到随机趋势过程,不仅可以推断和估计处理效应,而且解决了政策效应的暂时性和持续性识别问题;另外,协整时间序列的因果效应推断方法更适用于不存在有效对照样本的政策因果效应分析。此外,本文评估了上海市和重庆市的房地产税试点政策,研究发现,长期来看试点政策对两市的商品房价格增长具有抑制作用,但政策效应表现出显著的差异性,上海市的试点政策对抑制房价上涨的力度大、起效快速,但重庆市的房产税政策存在较长期的时滞。     

《朝鲜时代汉语教科书丛刊续编》本“《骑着一匹》系列”校读札记

汪维辉等编（2011）《朝鲜时代汉语教科书丛刊续编》是继汪维辉（2005）《朝鲜时代汉语教科书丛刊》后的又一力作,汪先生等把这些很有价值的语言材料汇集在一起,并做了认真细致的点校,为我们研究这批宝贵的资料提供了方便。但由于这批资料传世文本较少、俗字别体众多等原因,该书在点校方面仍存在若干可商之处。本文利用朴在渊、金瑛编《骑着匹·中华正音》中收入的两个抄本,对《续编》中的“《骑着一匹》系列”进行校读,兹择其要者17条予以论列,以求教于诸方家学者。     

大数据分析仍需要统计思想——以ARGO模型为例

在大数据时代,传统的统计学是否还有用武之地成为很多人的争议。本文以ARGO模型为案例,介绍了统计方法在大数据分析中的应用和取得的成果,并从统计学的角度出发,提出改进的措施与方法。通过ARGO模型的分析结果发现,大数据分析的很多根本性问题仍然是统计问题,而数据中的统计规律仍然是数据分析要挖掘的最大价值,这也意味着统计思想在大数据分析中只能越来越重要。而对于结构复杂、来源多样的大数据来说,统计学方法也需要新的探索和尝试,这将是统计学所面临的机遇和挑战。     

Nonlinear filters based on taylor series expansions ∗

The nonlinear filters based on Taylor series approximation are broadly used for computational simplicity, even though their filtering estimates are clearly biased. In this paper, first, we analyze what is approximated when we apply the expanded nonlinear functions to the standard linear recursive Kalman filter algorithm. Next, since the state variable α_t and α_t-t are approximated as a conditional normal distribution given information up to time t - 1 (i.e., I_t-1) in approximation of the Taylor series expansion, it might be appropriate to evaluate each expectation by generating normal random numbers of α_t and α_t-1 given I_t-1 and those of the error terms θ and η_t. Thus, we propose the Monte-Carlo simulation filter using normal random draws. Finally we perform two Monte-Carlo experiments, where we obtain the result that the Monte-Carlo simulation filter has a superior performance over the nonlinear filters such as the extended Kalman filter and the second-order nonlinear filter.