Testing for markov process vs semi-markov process

Here we have obtained a non-parametric test for testing the null hypothesis H₀ that the given realization is from a Markov process against the alternative hypothesis H₁ that it is from a semi-Markov process with the transition rate monotone increasing (or decreasing). We have shown that the test criterion has normal distribution asymptotically, and the test is consistent and unbiased.     

Testing asymptotic independence in bivariate extremes

Bivariate extreme value condition (see (1.1) below) includes the marginal extreme value conditions and the existence of the (extreme) dependence function. Two cases are of interest: asymptotic independence and asymptotic dependence. In this paper, we investigate testing the existence of the dependence function under the null hypothesis of asymptotic independence and present two suitable test statistics. Small simulations are studied and the application for a real data is shown. The other case with the null hypothesis of asymptotic dependence is already investigated.     

Detection of frailty in weibull lifetime data using outlier tests

Heterogeneity in lifetime data may be modelled by multiplying an individual's hazard by an unobserved frailty. We test for the presence of frailty of this kind in univariate and bivariate data with Weibull distributed lifetimes, using statistics based on the ordered Cox–Snell residuals from the null model of no frailty. The form of the statistics is suggested by outlier testing in the gamma distribution. We find through simulation that the sum of the k largest or k smallest order statistics, for suitably chosen k, provides a powerful test when the frailty distribution is assumed to be gamma or positive stable, respectively. We provide recommended values of k for sample sizes up to 100 and simple formulae for estimated critical values for tests at the 5% level.     

基于VaR-EGARCH-GED模型的深圳股票市场波动性分析

本文应用模型EGARCH(1,1)-GED和GARCH(1,1)-N计算了深圳股票市场成份指数的日对数回报VaR值。通过后验测试和统计分析表明,对深圳成份指数的波动性分析,模型EGARCH(1,1)-GED优于GARCH(1,1)-N。在此分析结果基础上,文中进一步分析了深圳股票市场的系统性风险并提出了相关结论与政策建议。     

论交际式语言测试

在以交际法为主导的语言教学的今天 ,交际式语言测试应运而生。科学的语言测试应以交际为中心 ,不仅测试语言知识 ,更要把测试的重点放在运用语言的能力上     

Testing transition probability matrix of a multi-state model with censored data

In this paper, we develop procedures to test hypotheses concerning transition probability matrices arising from certain nonhomogeneous Markov processes. It is assumed that the data consist of sample paths, some of which are observed until a certain terminal state, and the other paths are censored. Problems of this type arise in the context of multi-state models relevant to Health Related Quality of Life (HRQoL) and Competing Risks. The test statistic is based on the estimator for the associated intensity matrix. We show that the asymptotic null distribution of the proposed statistic is Gaussian, and demonstrate how the procedure can be adopted for HRQoL studies and competing risks model using real data sets. Finally, we establish that the test statistic for the HRQoL has greatest local asymptotic power against a sequence of proportional hazards alternatives converging to the null hypothesis.     

The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean

This paper compares the Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean. First, this paper proposes a simple way to assign a Bayesian posterior probability to one-sided hypotheses about a multivariate mean. The approach is to use (almost) the exact posterior probability under the assumption that the data has multivariate normal distribution, under either a conjugate prior in large samples or under a vague Jeffreys prior. This is also approximately the Bayesian posterior probability of the hypothesis based on a suitably flat Dirichlet process prior over an unknown distribution generating the data. Then, the Bayesian approach and a frequentist approach to testing the one-sided hypothesis are compared, with results that show a major difference between Bayesian reasoning and frequentist reasoning. The Bayesian posterior probability can be substantially smaller than the frequentist p-value. A class of example is given where the Bayesian posterior probability is basically 0, while the frequentist p-value is basically 1. The Bayesian posterior probability in these examples seems to be more reasonable. Other drawbacks of the frequentist p-value as a measure of whether the one-sided hypothesis is true are also discussed.     

实时超声弹性成像诊断老年人乳腺肿块良恶性的价值

目的探讨利用实时超声弹性成像(弹性成像)诊断老年人乳腺肿块良恶性的价值。方法 2009年1月至2009年11月,162例患者187个乳腺肿块行常规超声检查和弹性成像检查,实时弹性成像结果评分参照改良5分法,将弹性成像结果与手术病理结果对照分析。结果恶性肿块55个,弹性成像评分结果:1分1个;2分5个,3分8个,4分24个,5分17个。良性肿块132个,弹性成像评分结果:1分68个;2分46个,3分9个,4分9个,5分0个,乳腺恶性肿块弹性评分与良性肿块弹性评分分布明显不同(P=0.000)。以弹性成像评分≥3分诊断恶性肿块,其敏感性、特异性、准确性分别为:89.1%,86.4%,87.2%。结论超声弹性成像鉴别老年人乳腺肿块良恶性具有较高临床应用价值。     

对高校考试改革的一点思考

在素质教育的大旗下,高校考试制度的弊端日益突显,改革已是刻不容缓,我借鉴某些高校的成功做法,结合本地区的实际情况,就考试内容、考试形式等方面的改革提出一点拙见。     

提高大学日语四级教学质量的基本途径

随着我国对外交流日趋频繁,特别是加入WTO后,如何提高大学日语四级教学质量,是当 务之急。本文对此提出了相应的对策:综合分析测试方法,不断改革教材、教法;提高学生的口语表达与 写作能力;传授应试技巧;加强综合训练,定期进行模拟考试。