VARIATION REDUCTION AND ROBUST DESIGNS

In this paper we consider two strategies for variation reduction. One of them is the exploitation of interactions. We also discuss the role of experiments in discovering interactions and in particular the use of robust designs to obtain the interaction between control and noise factors. Then we attempt to reduce the variation in a measurement system using a robust design.     

RELIABILITY PROPERTIES OF SERIES AND PARALLEL SYSTEMS FROM BIVARIATE EXPONENTIAL MODELS

ABSTRACT

In this paper we study the classification of the generalized mixtures of two or three exponential distributions, in the ILR and DLR classes, and consequently in the IFR and DFR classes. We apply these results to classify the aging of the series and parallel systems, in accord with some common bivariate exponential models of their components.     

SUFFICIENT CONDITIONS FOR A GEOMETRIC TAIL IN A QBD PROCESS WITH MANY COUNTABLE LEVELS AND PHASES

Abstract

In this paper, we present sufficient conditions, under which the stationary probability vector of a QBD process with both infinite levels and phases decays geometrically, characterized by the convergence norm η and the 1/η-left-invariant vector x of the rate matrix R. We also present a method to compute η and x based on spectral properties of the censored matrix of a matrix function constructed with the repeating blocks of the transition matrix of the QBD process. What makes this method attractive is its simplicity; finding η reduces to determining the zeros of a polynomial. We demonstrate the application of our method through a few interesting examples.     

Polynomial Factorization for Servers with Semi-Markovian Workload: Performance and Numerical Aspects of a Verified Solution Technique

Abstract

We investigate polynomial factorization as a classical analysis method for servers with semi-Markov arrival and service processes. The modeling approach is directly applicable to queueing systems and servers in production lines and telecommunication networks, where the flexibility in adaptation to autocorrelated processes is essential.

Although the method offers a compact form of the solution with favourable computation time complexity enabling to consider large state spaces and system equations of high degree, numerical stability is not guaranteed for this approach. Therefore we apply interval arithmetic in order to get verified results for the workload distributions, or otherwise to indicate that the precision of the computation has to be improved. The paper gives an overview of numerical and performance aspects of factorization in comparison to alternative methods.     

Estimation and Welfare Analysis With Large Demand Systems

We develop an approach for estimating individual or household level preferences for a large set of quality-differentiated goods and for constructing Hicksian welfare measures within the demand system framework. Our approach uses a maximum simulated likelihood procedure to recover estimates of the structural parameters and a multistage, Monte Carlo Markov chain algorithm for constructing Hicksian consumer surplus estimates. We illustrate our approach with a recreation dataset consisting of day trips to 62 Mid-Atlantic beaches.     

中国宏观经济预警体系的评价与修正

摘　　要:中国宏观经济预警体系建立于20世纪90年代初,十多年来为国家宏观调控提供了可靠的信息,成为宏观调控的主要依据之一。然而,进入本世纪以来,中国经济的运行格局发生了重大变化,导致预警体系的敏感度和预测精度出现了偏差,已经到了需要修正的时候。本文在对中国宏观预警体系分析与评价的基础上,对体系的结构与指标提出了修正的思路与方案。     

我国商业银行无形资产统计问题研究

摘　　要:商业银行无形资产是形成商业银行核心竞争力的基础和产生超额收益的源泉,加强商业银行无形资产统计工作,有利于充分揭示商业银行无形资产基本内容和对核心竞争力的影响。笔者认为,目前我国商业银行无形资产统计指标体系设置不完整,统计制度不健全,统计内容不全面,统计分析不深入,影响经济决策。笔者认为,完善商业银行无形资产统计制度时,应从组织结构类、客户关系类、知识创新类和人力资本类等四个方面对无形资产进行统计,逐步细化统计指标,明确具体的统计内容,建立、健全无形资产价值信息系统,深化无形资产统计分析工作,以此为基础,提出提高商业银行核心竞争力的基本策略。     

股份制改革是增强国营企业活力创造“深圳效益”的重要途径

本文分析了深圳特区前10年经济高速发展和经济效益滞后的矛盾,认为特区国营企业经济效益不高是影响特区经济效益严重滞后的主要原因之一。在此基础上,提出深圳特区要在90年代创造出“深圳效益”,必须在已取得的改革成果的基础上,加快国营企业股份制改革的进程。文章还从股份制改革的理论和实践两个方面阐述了特区国营企业股份制改革的可行性和必要性。     

论我国高等教育运行机制的过渡与转换

本文认为,我国现阶段的高教运行机制正处于过渡与转换的初始阶段,机制转换的完成需要经历一个较长的过渡时期.为了顺利平稳地完成机制转换,必须构建相应的过渡性目标模式,以此作为从适应产品经济到适应有计划的商品经济的高教运行机制模式转换的中介。因此,今后—个时期高教改革的基本思路就不应只朝一个方向努力,而应以国家职能转变为契机,在国家、社会和学校三方面同时展开,并辅之于教育市场的不断培育和竞争机制的逐步加强。     

项目风险分析与管理

本文在分析比较传统风险分析方法的基础上,提出了一个更为有效的风险分析方法,即“交叉分析-蒙特卡罗模拟”综合模型。并利用此模型对H集团的某技改投资项目进行了案例分析。在此基础上,提出了建立项目风险防范预警系统的风险管理模式。