PROPERTIES OF THE MINIMUM POINT OF AN UNBALANCED TWO-SIDED RANDOM WALK

In this paper, properties of minimum point of a unbalanced two-sided random walk are investigated. Under the condition that the parameters at both sides tend to zero at the same order, probabilities that the minimum point is on which side, and the second order expansions for the first two moments of the minimum point are obtained. Applications of these results are very promising. First, they can be used to study the properties of the maximum likelihood estimator for the change point in the large sample case; second, they can be used to study inference problems after CUSUM test.     

Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models

ABSTRACT

In this article we derive third-order asymptotic expansions for the non null distribution functions of four classic statistics under a sequence of local alternatives in one-parameter exponential family models. Our results are quite general and cover a wide range of important distributions.     

Generalized polya eggenberger family of distributions and its relation to lagrangian katz family

Janardan (1973) introduced the generalized Polya Eggenberger family of distributions (GPED) as a limiting distribution of the generalized Markov-Polya distribution (GMPD). Janardan and Rao (1982) gave a number of characterizing properties of the generalized Markov-Polya and generalized Polya Eggenberger distributions. Here, the GPED family characterized by four parameters, is formally defined and studied. The probability generating function, its moments, and certain recurrence relations with the moments are provided. The Lagrangian Katz family of distributions (Consul and Famoye (1996)) is shown to be a sub-class of the family of GPED (or GPED ₁ ) as it is called in this paper). A generalized Polya Eggenberger distribution of the second kind (GPED ₂ ) is also introduced and some of it's properties are given. Recurrence relations for the probabilities of GPED ₁ and GPED ₂ are given. A number of other structural and characteristic properties of the GPED ₁ are provided, from which the properties of Lagrangian Katz family follow. The parameters of GMPD ₁ are estimated by the method of moments and the maximum likelihood method. An application is provided.     

A one-sided test for testino homogeneity of scale parameters against simple ordered alternative

In an earlier paper the authors (1997) extended the results of Hayter (1990) to the two parameter exponential probability model. This paper addressee the extention to the scale parameter case under location-scale probability model. Consider k (k≧3) treatments or competing firms such that an observation from with treatment or firm follows a distribution with cumulative distribution function (cdf) F_i(x)=F[(x-μ_i)/Q_i], where F(·) is any absolutely continuous cdf, i=1,…,k. We propose a test to test the null hypothesis H₀:θ₁=…=θ_k against the simple ordered alternative H₁:θ₁≦…≦θ_k, with at least one strict inequality, using the data X_i,j, i=1,…k; j=1,…,n₁. Two methods to compute the critical points of the proposed test have been demonstrated by talking k two parameter exponential distributions. The test procedure also allows us to construct simultaneous one sided confidence intervals (SOCIs) for the ordered pairwise ratios θ_j/θ_i, 1≦i<j≦k. Statistical simulation revealed that: 9i) actual sizes of the critical points are almost conservative and (ii) power of the proposed test relative to some existing tests is higher.     

Transformed generalized linear models

The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model. Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the r$r$th moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin et al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214–223]. The usefulness of these models is illustrated in a simulation study and in applications to three real data sets.     

宗族势力对城乡结合部乡村治理的负面影响及对策——基于对Ｓ省Ｗ村的调研

城镇化进程中,宗族势力已成为城乡结合部乡村治理过程中的重要阻力。如何消除宗族势力对城乡结合部乡村治理的负面影响,加强农村的基层民主建设,完善乡村治理结构,已成为社会管理的难点问题。基于对我国 S 省 W 村的实地调研,列举了宗族势力对城乡结合部乡村治理在负面影响方面的两大表现,分析了产生负面影响的原因,并提出了消除负面影响的对策建议。     

全球治理视角下中国与中亚地区绿色合作:现状与前景

当今世界正面临复杂的全球治理危机,其中生态环境危机已成为全世界国家和人民发展的共同威胁。在国际政治和经济秩序都发生深刻变化的背景下,中国提出旨在实现人类低碳和可持续发展的绿色"一带一路"倡议。绿色"一带一路"作为全球治理的新型公共产品,是对全球治理理念的改革性创新,是对人类生存与发展问题的全面而深刻的思考与探索,也是中国与中亚国家推进"一带一路"合作的重要路径。中国与中亚地区绿色合作起步不早,也面临诸多问题,了解合作现状与现存问题有利于中国在推进绿色"一带一路"合作时,实现统筹安排和精准定位,切实提高合作效率,提高域内国家人民的福祉,最终实现构建人类命运共同体的最终目标。     

金融知识差异与我国家庭财富积累

通过应用中国城市家庭消费金融调研数据,本文系统的实证检验了改进后的金融知识指标、经济学专业、金融学专业以及家庭理财规划等因素对家庭各项财富积累的影响,并通过使用合适的工具变量进行两阶段估计,验证了这种正向影响的稳健性。此外,实证结果中家庭理财规划以及理财规划时间跨度的正向边际效应表明,理财规划可能是金融知识差异影响家庭财富积累的重要机制。研究结论有利于更准确地理解居民金融知识差异对于家庭福利,特别是退休福利的影响。     

社会转型期农村家庭养老功能弱化的原因解析——基于陇东南L村的调查

甘肃省东南部L村的个案表明,社会转型时期农村家庭养老功能日渐弱化,其原因在于农村人口流动的持续时问延长与范围扩大,家庭的小型化与核心家庭剧增,老人养老与子女赡养观念的分歧。为此,有必要寻求符合时代发展的新型养老模式。     

组织建言氛围的概念、形成机理及未来展望

组织建言氛围是成员对组织中是否存在着一种接纳或鼓励建言的共享信念或文化感知.根据组织建构理论,个体通过释意过程将从外界环境/氛围领会的信息进行判断处理,从而产生相应的心理氛围,并将其作为自己行动的出发点.研究指出,工作特征、团队氛围、组织环境特征和管理者特征均是个体释意的来源,并经过设定、选择和保留的循环加工过程.其中,后两者并非直接作为释意的来源,而是体现于组织管理理念中,进而指导着组织结构和政策的形成,并在组织管理实践中得以体现和运用,从而作用于个体的释意过程.除此之外,建言氛围的产生和释意过程还受到人际交往的影响,并通过某些心理过程(如心理安全感等)而转化为个体具体的建言活动.