A new double sampling control chart for monitoring process mean using auxiliary information

Statistical quality control charts have been widely accepted as a potentially powerful process monitoring tool because of their excellent speed in tracking shifts in the underlying process parameter(s). In recent studies, auxiliary-information-based (AIB) control charts have shown superior run length performances than those constructed without using it. In this paper, a new double sampling (DS) control chart is constructed whose plotting-statistics requires information on the study variable and on any correlated auxiliary variable for efficiently monitoring the process mean, namely AIB DS chart. The AIB DS chart also encompasses the classical DS chart. We discuss in detail the construction, optimal design, run length profiles, and the performance evaluations of the proposed chart. It turns out that the AIB DS chart performs uniformly better than the DS chart when detecting different kinds of shifts in the process mean. It is also more sensitive than the classical synthetic and AIB synthetic charts when detecting a particular shift in the process mean. Moreover, with some realistic beliefs, the proposed chart outperforms the exponentially weighted moving average chart. An illustrative example is also presented to explain the working and implementation of the proposed chart.     

政府双重干预下基于渠道商价格欺诈的农产品交易演化博弈模型

个体小规模、分散式的生产方式以及信息不对称的经营环境,导致了我国农户在农产品供应体系中的弱势地位,政府通常采用保护价收购和价格补贴等行政干预手段保护农民利益。论文构建了信息不对称条件下,考虑渠道商价格欺诈的农户、渠道商以及政府的三方演化博弈模型,分析了政府“惩罚”+“保护价收购”双重干预下的博弈演化过程及稳定策略,探讨了政府监管的边界问题,并应用实例进行了验证。研究结果表明：政府监管的概率与选择“欺诈”策略的渠道商规模和选择“销售”策略的农户规模相关;渠道商选择“欺诈”策略的概率随农产品交易规模的增大而提高,随罚金额度的增加而下降;政府的保护价收购政策不一定能保证积极的效果,不合理的折价系数可能破坏现有的市场秩序。说明了合理、适度的市场监管对于维护农产品交易市场秩序具有重要意义。     

双边道德风险下中小节能服务企业与银行关系契约模型

基于合同能源管理机制运作的节能服务产业快速发展,产生了可观的节能效益,体现出巨大的市场需求和发展潜力。然而,我国的节能服务企业大多为自负盈亏的中小服务企业而难以获得银行贷款。基于此,本文从中小节能服务企业与银行的长期重复借贷合作关系出发,针对节能服务企业贷款过程中所存在的双边道德风险问题,引入银行贷款额度不足带来的潜在收益分享系数以设计激励机制,建立了中小节能服务企业与银行双边道德风险下长期关系契约规划模型,分析了银企关系契约下贴现因子的影响。本文的研究结果论证了银行与中小节能服务企业建立长期关系契约的可行性,银行应通过关系契约与中小节能服务企业建立长期合作关系,基于服务企业承诺的激励机制将有效提高节能服务企业服务效益,进而增加自身的投资效益,实现银企的双赢。     

Estimation of Stratified Mark‐Specific Proportional Hazards Models with Missing Marks

Abstract. An objective of randomized placebo‐controlled preventive HIV vaccine efficacy trials is to assess the relationship between the vaccine effect to prevent infection and the genetic distance of the exposing HIV to the HIV strain represented in the vaccine construct. Motivated by this objective, recently a mark‐specific proportional hazards (PH) model with a continuum of competing risks has been studied, where the genetic distance of the transmitting strain is the continuous ‘mark’ defined and observable only in failures. A high percentage of genetic marks of interest may be missing for a variety of reasons, predominantly because rapid evolution of HIV sequences after transmission before a blood sample is drawn from which HIV sequences are measured. This research investigates the stratified mark‐specific PH model with missing marks where the baseline functions may vary with strata. We develop two consistent estimation approaches, the first based on the inverse probability weighted complete‐case (IPW) technique, and the second based on augmenting the IPW estimator by incorporating auxiliary information predictive of the mark. We investigate the asymptotic properties and finite‐sample performance of the two estimators, and show that the augmented IPW estimator, which satisfies a double robustness property, is more efficient.     

Clustering microarray data using model-based double K-means

The microarray technology allows the measurement of expression levels of thousands of genes simultaneously. The dimension and complexity of gene expression data obtained by microarrays create challenging data analysis and management problems ranging from the analysis of images produced by microarray experiments to biological interpretation of results. Therefore, statistical and computational approaches are beginning to assume a substantial position within the molecular biology area. We consider the problem of simultaneously clustering genes and tissue samples (in general conditions) of a microarray data set. This can be useful for revealing groups of genes involved in the same molecular process as well as groups of conditions where this process takes place. The need of finding a subset of genes and tissue samples defining a homogeneous block had led to the application of double clustering techniques on gene expression data. Here, we focus on an extension of standard K-means to simultaneously cluster observations and features of a data matrix, namely double K-means introduced by Vichi (2000). We introduce this model in a probabilistic framework and discuss the advantages of using this approach. We also develop a coordinate ascent algorithm and test its performance via simulation studies and real data set. Finally, we validate the results obtained on the real data set by building resampling confidence intervals for block centroids.     

风险投资主体、银行和创业企业家三方委托代理研究

研究创业企业家、风险投资主体努力程度的影响因素和他们之间的双向道德危害风险,并从风险管理的角度解释创业企业家难以从银行得到贷款的原因,在Casamana的研究基础上,通过赋予纯金融机构明确的现实定义,构建风险投资主体、创业企业家、银行三方参与的委托代理模型.得出双向道德风险下的最优权益分配.研究表明,若只有银行投资或银行和风险投资主体同时投资时,存在风险限制,当风险高于限制时,创业企业家不可能贷款成功;若只有风险投资主体投资时,则没有风险限制;若银行和风险投资主体同时投资,他们权益分配的最高限制将低于只有一方投资时所得权益分配的最高限制,风险限制高于只有银行投资时的风险限制;若机构在既无资金也无非资金贡献的情况下瓜分风险投资利益,将导致创业企业家努力程度降低;银行、风险投资主体和创业企业家三方参与风险投资时,风险投资主体的最优权益安排与风险投资主体和创业企业家的生产力有关,随着风险投资主体生产力的增大而增大,随着创业企业家生产力的增大而减小.     

Family Social Work: The Past and the Present

SUMMARY

It is easy to blame the dysfunction of a family member on his or her behavioral patterns. I use the title, “It's the Relationship, Stupid!” not to talk down to family therapists, but to remind myself that the source of dysfunction is usually family relationships, especially the marriage relationship. This article gives several case studies for practical application of therapy techniques that focus on developing the “WE” of the family unit. One practical technique that I developed is a communication typology. The married couple (and family members) are divided into “Painters” and “Pointers.” This typology explains much of the conflict and mis-communication that leads to the breakdown of the “WE.” This article also presents dysfunction within the individual as a relationship problem and introduces the concept of the “spirit” of the individual as expressing the relationship the person has with self.     

价格与技术不确定条件下的发电商碳捕获投资模型及分析

碳捕获与储存技术是降低碳排放的有效方法之一。论文针对碳价和碳捕获技术不确定的情况,构建双重不确定条件下的碳捕获技术投资模型,并在模型求解基础上进行了数值仿真分析,其分析结果表明:1)碳价的波动性将延迟碳捕获技术投资,若碳价的波动性足够大,发电商会选择不投资;2)碳捕获技术进步也将延迟投资,但政策性补贴将抵消该投资延迟。     

中国自由贸易区高质量发展:国内国际双循环相互促进的“啮合点”

在新冠肺炎疫情冲击、世界经济发展不确定性增强的形势下,习近平在明确国内循环为主体的基础上,进一步提出国内国际双循环相互促进发展的新型格局。对于国内与国际双循环如何实现良性互动,首先对自由贸易区的高质量发展进行了界定,提出了中国自由贸易区高质量发展是实现国内国际双循环相互促进的“啮合点”,并从中国自由贸易区区域价值链构建、市场规模扩张、一体化深度加强、自由化程度提升四个方面进行了论证。最后,从自由贸易区建设角度提出了实现国内国际双循环相互促进的政策保障措施。     

基于知识流动的软件需求开发双因素模型

软件需求开发本质上是知识流动的过程。基于需求开发知识流动的发生过程,从双因素理论的视角,将影响软件需求开发过程中知识流动的各种因素归纳为保障因素和促进因素两大类,提出了需求开发知识流动的"双因素"模型,并对各类因素及其相互关系进行了较为详细的论述。