Classical estimation of hazard rate and mean residual life functions of Pareto distribution

Abstract

In this paper we find the maximum likelihood estimates (MLEs) of hazard rate and mean residual life functions (MRLF) of Pareto distribution, their asymptotic non degenerate distribution, exact distribution and moments. We also discuss the uniformly minimum variance unbiased estimate (UMVUE) of hazard rate function and MRLF. Finally, two numerical examples with simulated data and real data set, are presented to illustrate the proposed estimates.     

Asymptotic expaxsioxs for the joint distribution of cirrelated hotellings t2 statlstics under normality

Let T² _i=z′_iS^?1z_i, i==,…k be correlated Hotelling's T² statistics under normality. where z=(z′_i,…,z′_k)′ and nS are independently distributed as N_kp((O,ρ?∑) and Wishart distribution W_p(∑, n), respectively. The purpose of this paper is to study the distribution function F(x₁,…,x_k) of (T² _i,…,T² _k) when n is large. First we derive an asymptotic expansion of the characteristic function of (T² _i,…,T² _k) up to the order n^?2. Next we give asymptotic expansions for (T² _i,…,T² _k) in two cases (i)ρ=I_k and (ii) k=2 by inverting the expanded characteristic function up to the orders n^?2 and n^?1, respectively. Our results can be applied to the distribution function of max (T² _i,…,T² _k) as a special case.     

哈萨克族的语言和文字

本文全面论述了哈萨克族语言的历史发展及其特点,也谈到了哈萨克方言的划分及方言与部落、民俗的关系。文章最后介绍了历史上哈萨克族使用的文字及近年来在这方面考古学上的新发现。     

云南回族的他称--"潘塞"、"潘西"和"帕西"辨析

历史上云南回族马帮商人在云南境内外各条商道上不绝于途,不少人还定居缅甸和泰国.缅族称云南回族为"潘塞"(旧译"潘泰"),掸族称之为"潘西".在国内,西双版纳傣族称回族为"帕西".海外学者对缅语"潘塞"一词的语源争议不休,众说纷纭.本文论述提出(一)"潘塞"、"潘西"和"帕西"原为印度、缅甸一带民间对穆斯林的泛称,尔后用以称呼云南回族,三者系同一名词,仅读音有微小差异;(二)三者均由中世纪以来印度民间称呼波斯人的"帕尔西"(Patsi)一词演变而来.     

神奇母题的历史根源

关于民间口头流传的神奇幻想故事同原始文化、传统宗教信仰之间的关联 ,素为中外学人所关注。本文作为“中国民间故事类型与传承研究”这个重大课题的一个侧面 ,对此做出了较有新意的阐释     

"天书降神"新议--北宋与契丹的文化竞争

宋真宗"天书降神"一事,不但为当时"不语怪力乱神"的儒者反对,亦为今世秉后见之明,崇尚"理性"、"科学"的学人严厉批判.但元儒修撰<宋史>,于此曾表"同情之理解".本文即以此为起点,以考据为基础,试图揭示"天书降神"背后的文化意蕴和实际效果,并提出与亨廷顿"文明冲突"(the clash of civilizations)不同的观念--"文化竞争"(the cultural struggle).     

论西域文化与民族关系的发展

文章从汉文化在西域的传播条件、西域的屯垦移民促使汉文化的广泛传播、西域教育使汉文化逐步植根于少数民族文化等方面论述了文化维系力的重要性。     

纳西族空间观念之色彩表象

空间是抽象的 ,只有对它们进行具体的表象 ,才能将抽象还原成具体。无论在纳西族民俗中 ,还是在其他民族的民俗中 ,色彩常常成为对空间方位进行表象的具体手段之一。由色彩所表象的空间不仅决定着民俗活动的性质 ,也规范着民俗活动的形式与内容。本文从前空间、原空间等方面对纳西族民俗中空间的色彩表象作了介绍和分析     

Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process

Abstract

This paper considers an extension of the classical discrete time risk model for which the claim numbers are assumed to be temporal dependence and overdispersion. The risk model proposed is based on the first-order integer-valued autoregressive (INAR(1)) process with discrete compound Poisson distributed innovations. The explicit expression for the moment generating function of the discounted aggregate claim amount is derived. Some numerical examples are provided to illustrate the impacts of dependence and overdispersion on related quantities such as the stop-loss premium, the value at risk and the tail value at risk.     

构建网络的人力资源实践对组织绩效的影响:人力资源柔性的中介作用

人力资源实践是战略人力资源管理研究中的热点问题.有研究表明,探究社会网络在人力资源实践中的应用有利于进一步揭示人力资源实践的构成及其对组织绩效的作用机理.本文以615份有效问卷为样本,应用多元回归分析方法,研究构建网络的人力资源实践对组织绩效的影响以及人力资源柔性的中介作用.研究结果表明,构建网络的人力资源实践对人力资源柔性和组织绩效都有显著作用,而人力资源柔性在其中起到部分中介作用.研究结论为社会资本理论在人力资源实践中的应用提供了重要启示.