关于加权广义逆的三个矩阵乘积的不变性

利用矩阵D-AXC的最大最小秩,给出了矩阵AXC的乘积、秩以及值域的不变性,其中X为矩阵B的各种加权广义逆.     

Computational Examples of a New Method for Distribution Selection in the Pearson System

A considerable problem in statistics and risk management is finding distributions that capture the complex behaviour exhibited by financial data. The importance of higher order moments in decision making has been well recognized and there is increasing interest in modelling with distributions that are able to account for these effects. The Pearson system can be used to model a wide scale of distributions with various skewness and kurtosis. This paper provides computational examples of a new easily implemented method for selecting probability density functions from the Pearson family of distributions. We apply this method to daily, monthly, and annual series using a range of data from commodity markets to macroeconomic variables.     

中国市场条件下大单交易价格行为的不对称性研究

在中国证券市场选取大盘环境不同的时段,利用配对技术消除样本系统误差,对大单买卖价格冲击不对称性及该不对称与市场环境之间的关系进行了实证分析。研究表明:中国证券市场的大单买卖价格冲击存在显著不对称性,且该不对称性与市场环境相关。当大盘上涨时,买入订单的价格冲击均比卖出订单大,当大盘下跌时,卖出订单的价格冲击多数比买入订单要大。     

E-optimal design in irregular BIBD settings

When the necessary conditions for a BIBD are satisfied, but no BIBD exists, there is no simple answer for the optimal design problem. This paper identifies the E-optimal information matrices for any such irregular BIBD setting when the number of treatments is no larger than 100. A- and D-optimal designs are typically not E-optimal. An E-optimal design for 15 treatments in 21 blocks of size 5 is found.     

Accuracy of variational estimates for random graph mixture models

Variational and variational Bayes techniques are popular approaches for statistical inference of complex models but their theoretical properties are still not well known. Because of both unobserved variables and intricate dependency structures, mixture models for random graphs constitute a good case study. We first present four different variational estimates for the parameters of these models. We then compare their accuracy through simulation studies and show that the variational Bayes estimates seem the most accurate for moderate graph size. We finally re-analyse the regulatory network of Escherichia coli with this approach.     

Γ-Optimal decision procedures for selecting the best population in randomized complete block design

In randomized complete block design, we face the problem of selecting the best population. If some partial information about the unknown parameters is available, then we wish to delermine the optimal decisin rule to select the best population.

In this paper, in the class of natural selection rules, we employ the Γ-optimal criterion to determine optimal decision rules that will minimize the maximum expected risk over the class of some partial information. Furthermore, the traditional hypothesis testing is briefly discussed from the view point of ranking and selecting.     

On the relative performance of the block bootstrap for dependent data

In the independent setting, both Efron's bootstrap and “empiricai Edgeworth expansion” (E.E-expansion) give second-order accurate approximations to distributions of standardized and studentized statistics in the smooth function model. As a result, Efron's bootstrap was often regarded as roughly equivalent to the one-term E.E-expansion. However, a more detailed analysis shows that Efron's bootstrap outperforms the E.E-expansion in terms of loss functions by Bhattacharya and Qumsiyeh (1989) and in terms of probabilities for large deviations by Hall (1990) and Jing et a1 (1994). in this paper, we shall study the performances of the block bootstrap and the E.E-expansion for the weakly dependent data. It turns out that similar properties hold:both perform equally well at the center of the distribution but the block bootstrap provides accurate approximations even in the tails of the distributions. The study is focued on the simple case of standardized and studentized sample mean, but the conclusions can be easily extended to the smooth function of multivariate means.     

Analysis of covariance as an alternative approach to the analysis of non-orthogonal lay-outs

Though the analysis of two, three, and four-way non-orthogonal lay-outs is available in literature, it involves tedious calculations, and experimenters refrain using higher-way non-orthogonal lay-outs where computer facilities are not available. This paper will show that the analysis of a n-way lay-out can be considered as the analysis of a (n-1) lay-out with covariance and this approach is expected to minimize the calculations when the analysis has to be carried through desk calculators.     

减缓渐开线齿轮支座振动的有效措施

在齿轮传动领域中，至今仍然普遍认为，只要主动齿轮的输入扭矩保持恒定，渐开线齿轮支座就不会产生振动。本文的研究充分表明，渐开线齿轮机的构运行时，它的支座不可避免地会发生一定程度的振动，作者对渐开线齿轮机构运行过程中支座实际反力变化规律作了系统的剖析及研究，并推导出渐开线齿轮支座实际反力计算式及支座实际反力波动率方程组。该齿轮支座实际反力波动率方程组所显示的严密的数学力学关系揭示了导致渐开线齿轮支座强迫振动的主要隐因素就是齿间滑动摩擦，深入的分析研究进一步表明，抑制齿轮支座强迫振动的重要措施是有效地降低齿间滑动摩擦系数、合理地调配齿数和传动化比以及严格地控制中心距增量系数。     

A monte carlo study of the f test and three tests based on ranks of treatment effects in randomized block designs

The F test is compared with three procedures based on ranks for testing treatment effects in the randomized complete block, fixed effects, model with one observation per cell.