On fractional moments of quadratic expressions in normal variables1

Fractional moments, product cumulants and product moments of general quadratic expressions in singular and nonsingular normal variables are explicitly evaluated. A general method of deriving such moments is also indicated. Particular cases art; shown to agree with known results.     

Some tests for the power series distibutions in one parameter using the kullback-leibler information measure

The purpose of the article is, in case of one sample, to obtain tests concerning the parameter in the power series distribution in one parameter using Ku11back-Leibier information measure. The class of power series distibutions contains a host of discrete distributions. Ve illustrate the general results obtained in case of the geometric distibution.     

Dempster's combination rule and sufficient statistics

In his articles (1966-1968) concerning statistical inference based on lower and upper probabilities, Dempster refers to the connection between Fisher's fiducial argument and his own ideas of statistical inference. Dempster's main concern however focuses on the “Bayesian” aspects of his theory and not on an elaboration of the relation between Fisher's and his ideas. This article attempts to work out the connection between those two approaches and focuses primarily on the question, whether Dempster's combination rule, his upper and lower probabilty based on sufficient statistics and inference based on sufficient statistics in Fisher's sense are consistent. To be adequate to Fisher's reasoning, we deal with absolutely continuous, one parametric families of distributions.This is certainly not the usual assumption in context with Dempster's theory and implies a normative but straightforward definition concerning the underlying conditional distribution; this definition however is done in Dempster's spirit as can be seen from his articles, (1966, 1968,a,b). Under those assumptions it can be shown that - similar to Lindley's results concerning consistency in fiducial reasoning (1958) - the combination rule, Dempster's procedure based on sufficient statistics and fiducial inference by sufficient statistics agree iff the parametric family under consideration can be transformed to location parameter form.     

An exact test for nbue class of survival functions

Let F(x) be a life distribution. An exact test is given for testing H₀ F is exponential, versusH₁Fε NBUE (NWUE); along with a table of critical values for n=5(l)80, and n=80(5)65. An asymptotic test is made available for large values of n, where the standardized normal table can be used for testing.     

On a bayesian approach for the shiftpoint problem

Using a direct resampling process, a Bayesian approach is developed for the analysis of the shiftpoint problem. In many problems it is straight forward to isolate the marginal posterior distribution of the shift-point parameter and the conditional distribution of some of the parameters given the shift point and the other remaining parameters. When this is possible, a direct sampling approach is easily implemented whereby standard random number generators can be used to generate samples from the joint posterior distribution of aii the parameters in the model. This technique is illustrated with examples involving one shift for Poisson processes and regression models.     

Asymptotic robustness of least median of squares for autoregressions with additive outliers

This paper considers the robustness properties in the time series context of the least median of squares (LMS) estimator. The influence function of the LMS estimator is derived under additive outlier contamination. This influence function is redescending and bounded for fixed values of the AR parameters. The gross-error sensitivity, however, is an unbounded function of the AR parameters. In order to asses the global robustness behavior of the LMS estimator, we consider several notions of breakdown. The breakdown points of the LMS estimator depend on the value of the underlying AR parameter. Generally, the breakdown point is below one half for high values of the AR parameter. The bias curves of the LMS estimator reveal, however, that the magnitude of outliers has to be considerable in order to cause breakdown.     

A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression

We propose a corrected plug-in method for constructing confidence intervals of the conditional quantiles of an original response variable through a transformed regression with heteroscedastic errors. The interval is easy to compute. Factors affecting the magnitude of the correction are examined analytically through the special case of Box–Cox regression. Monte Carlo simulations show that the new method works well in general and is superior over the commonly used delta method and the quantile regression method. An empirical application is presented.     

A Comparison of Three-level Orthogonal Arrays in the Presence of a Possible Correlation in Observations

When we want to compare two designs we usually assume the standard linear model with uncorrelated observations. In this paper we use the comparison method proposed by Ghosh & Shen (2006) to compare three level orthogonal arrays with 18, 27 and 36 runs under a possible presence of correlation in observations.     

中国基础设施投资对经济增长波动的冲击效应分析

基础设施是经济发展的重要影响因素，而“基础设施投资促进经济发展”这一主流观点已得到广泛共识，但人们对经济增长与基础设施的探讨仅局限于总量的分析框架，并未对基础设施的类型加以区分，更没发现经济发展的不同阶段对基础设施的需求结构也是不同的。而以“基础设施投资促进经济发展”为出发点，将基础设施投资细分为生产性、生活性、社会性基础设施投资，并分别讨论其对经济的影响。通过邹检验发现：自1994年以来，基础设施投资冲击改变了中国经济增长的特征。其结论是生产性、生活性基础设施对经济增长的影响是明确的、同步的，但社会性基础设施对经济增长的作用是不确定的。因此，加强社会性基础设施投资是一个渐进地逐步推进的过程。     

由1971—2011年诺贝尔文学奖获奖情况反思中国文学

针对当前现状,以1971—2011年的诺贝尔文学奖四十年来的获奖情况为研究对象,从获奖作家所属的不同的国家分布、作家性别比例及和获奖作品风格与主旨这三个大的方面入手进行分析,探究诺贝尔文学奖的发展态势,概括和反思目前中国文学的发展状况,剖析中国作家莫言的获奖原因,由此提出对于中国作家要在诺贝尔文学奖中占有更多席位需要完善方面的建议和看法。