A STEPWISE CONFIDENCE INTERVAL PROCEDURE BASED ON AN ASYMMETRIC LOSS FUNCTION WITH APPLICATIONS TO TOXICOLOGICAL EVALUATION

The purpose of toxicological studies is a safety assessment of compounds (e.g. pesticides, pharmaceuticals, industrial chemicals and food additives) at various dose levels. Because a mistaken declaration that a really non-equivalent dose is equivalent could have dangerous consequences, it is important to adopt reliable statistical methods that can properly control the family-wise error rate. We propose a new stepwise confidence interval procedure for toxicological evaluation based on an asymmetric loss function. The new procedure is shown to be reliable in the sense that the corresponding family-wise error rate is well controlled at or below the pre-specified nominal level. Our simulation results show that the new procedure is to be preferred over the classical confidence interval procedure and the stepwise procedure based on Welch's approximation in terms of practical equivalence/safety. The implementation and significance of the new procedure are illustrated with two real data sets: one from a reproductive toxicological study on Nitrofurazone in Swiss CD-1 mice, and the other from a toxicological study on Aconiazide.     

江苏省补充养老保险替代率的差异研究——基于性别差异视角

为研究未来江苏省补充养老保险替代率变化状况,在分析制度替代率的基础上,建立了测算模型,分别对江苏省2010—2030年不同性别的职工做预测。结果显示：江苏省补充养老保险替代率具有明显的性别差异,制度对不同性别参保职工退休后生活水平的影响差别悬殊,超过制度起初设计的目标。逐步提高缴费率、延长退休年龄特别是女性职工的退休年龄,是提高女性职工补充养老保险金替代率的关键。     

2005年汇改后人民币汇率多次结构突变检验分析——基于循序检验方法

采用最新的多次结构突变循序检验方法,对2005年7月21日汇改后人民币汇率时间序列趋势项是否具有多次结构突变进行研究,并在多次结构突变检验结果的基础上对消除趋势后的人民币汇率数据进行分析,结果发现：人民币汇率时间序列是围绕着4个结构断点的分段趋势平稳的;人民币汇率服从分段趋势平稳的结论对汇率政策有效性、汇率与其他经济总量关系研究及汇率预测具有重要意义。     

Markov Chains and De-initializing Processes

We define a notion of de-initializing Markov chains. We prove that to analyse convergence of Markov chains to stationarity, it suffices to analyse convergence of a de-initializing chain. Applications are given to Markov chain Monte Carlo algorithms and to convergence diagnostics.     

Error rates in classification consisting of discrete and continuous variables in the presence of covariates

We consider classifying an object based on mixed continuous and discrete variables between two populations. Mixed discrete and continuous covariates with identical means in both populations are amongst the variables. Under the location model with homogeneous location specific conditional dispersion matrices for both populations, the Bayes rule is given. Classification is implemented by a plug-in version of the Bayes rule with full covariate adjustment. An asymptotic expansion of the overall expected error of the procedure is derived. Our findings generalize several classical results.     

VaR方法在外汇风险管理中的应用

外汇风险是一个开放型经济所必然要面对的问题,各国央行都把保持币值稳定作为其重要任务,涉外企业因外汇风险处置不当而蒙受巨大损失的事例屡见不鲜。无论是从宏观上还是从微观上,外汇风险都极大地影响着一国的经济状况。VaR方法是近年来国际上流行的一种新的风险防范技术,本文将介绍外汇风险产生的根源以及探讨利用VaR技术予以防范的办法。     

实时调度算法研究

对实时调度进行了讨论：研究了单处理器下的经典调度算法：单调速率调度、最早死线调度和最短空闲时间优先调度;分析了多处理器系统中的典型调度算法：对分布式系统中的两种调度算法：广义单调速率调度和分布式风车调度做了简要论述;指出实时调度研究策略方向。     

关于我国股指期货设计方案的几点建议

本文主要阐述了作者对我国股指期货设计方案的一些看法。关于指数选择问题,本文认为不宜将现有的股价指数直接作为期货合约的交易基础,而应在对沪深两地现有成分股指数进行调整的基础上合成一个新指数;关于期货合约的设计,本文认为在确定乘数,最小波动点,合约交割月份,保证全水平及每日涨跌幅限制时,既要参考发达国家的经验,又要结合我国的国情;关于交易场所的选择,本文认为上海期货交易所应是首选。     

巴格瓦蒂假说与外国直接投资的社会效应

如何评价外国直接投资(FDI)的效应以及怎样对待FDI和国内资本的问题,无论在理论上还是在实践上都值得探讨。本文在介绍巴拉苏布朗梅扬等人实证巴格瓦蒂假说的模型和结果的基础上,对假说和实证结论作了初步的评述。作者认为,假说和实证结论有参考意义,但应避免被其误导PDI的效应不可能超越其运作的经济、社会环境,FDI也不能超越国内资本。     

锗、硒、砷、铬、钨、钼等元素含氧阴离子的分析研究

利用离子色谱对锗、硒、砷、铬、钨、钼等元素的含氧阴离子进行了分析研究 ,实现了在含有阴、阳离子双功能基的色谱柱上对这些离子的同时分离 .其最佳流动相组成为 7.5mmol/LNa2 HPO4 (p H9.3) ;使用紫外检测器消除了其他共存阴离子的影响 ,最佳检测波长为 2 0 4 nm.本法用于测定工业废水中各种含氧阴离子的含量 ,得到了满意的结果 .