First-exit times for compound poisson processes for some types of positive and negative jumps

We consider the one-sided and the two-sided first-exit problem for a compound Poisson process with linear deterministic decrease between positive and negative jumps. This process (X(t)) _t≥0 occurs as the workload process of a single-server queueing system with random workload removal, which we denote by M/G _u /G _d /1, where G _u (G _d ) stands for the distribution of the upward (downward) jumps; other applications are to cash management, dams, and several related fields. Under various conditions on G _u and G _d (assuming e.g. that one of them is hyperexponential, Erlang or Coxian), we derive the joint distribution of τ _y =inf{t≥0|X(t)?(0,y)}, y>0, and X(τ _y ) as well as that of T=inf{t≥0|X(t)≤0} and X(T). We also determine the distribution of sup{X(t)|0≤t≤T}.     

Estimation of gaussian mixtures with rotationally invariant covariance matrices

Homoscedastic and heteroscedastic Gaussian mixtures differ in the constraints placed on the covariance matrices of the mixture components. A new mixture, called herein a strophoscedastic mixture, is defined by a new constraint, This constraint requires the matrices to be identical under orthogonal trans¬formations, where different transformations are allowed for different matrices. It is shown that the M-step of the EM method for estimating the parameters of strophoscedastic mixtures from sample data is explicitly solvable using singular value decompositions. Consequently, the EM-based maximum likelihood estimation algorithm is as easily implemented for strophoscedastic mixtures as it is for homoscedastic and heteroscedastic mixtures. An example of a “noisy” Archimedian spiral is presented.     

Comparing mean ranks for repeated measures data

Rank tests are considered that compare t treatments in repeated measures designs. A statistic is given that contains as special cases several that have been proposed for this problem, including one that corresponds to the randomized block ANOVA statistic applied to the rank transformed data. Another statistic is proposed, having a null distribution holding under more general conditions, that is the rank transform of the Hotelling statistic for repeated measures. A statistic of this type is also given for data that are ordered categorical rather than fully rankedo Unlike the Friedman statistic, the statistics discussed in this article utilize a single ranking of the entire sample. Power calculations for an underlying normal distribution indicate that the rank transformed ANOVA test can be substantially more powerful than the Friedman test.     

Construction of orthogonal factorial designs controlling interaction efficiencies

This paper employs some variants of the usual Kronecker product to construct orthogonal factorial designs controlling the interaction efficiencies. The methods suggested have a fairly wide coverage and the resulting designs involve a small number of replicates.     

An extension of bayesian measure of information to regression

This paper extends Lindley's measure of average information to the linear model, E(Y∣ß) = Xß. An expression which quantifies the average amount of information provided by the nxl vector of observations Y about the pxl vector of coefficient parameters ß will be derived. The effect of the structure of the regressor matrix, X, on the information measure is discussed. An information theoretic optimal design is characterized. Some applications are suggested.     

落葵果实中总黄酮提取条件的研究

采用超声波提取法,通过正交实验确定从落葵果实中提取总黄酮的最佳工艺条件,并用比色法测定提取物中总黄酮的含量.结果表明,最佳条件是以体积分数为70%的乙醇为提取剂、料液比为1：20、提取时间为35min.在此条件下,落葵果实总黄酮提取量为5.3 mg蛐g.     

基于灰色关联分析的注塑成型工艺参数优化设计

本工作研究了灰色关联分析法在注塑成型工艺参数优化中的应用，通过专家评估和实践经验确立工艺参数评价指标的理论期望值，采用正交法设计试验方案，基于灰色关联分析计算其关联度．以寻求最接近理论期望值的注塑工艺方案，为实现注塑工艺参数的优化提供了一种有效的手段。     

西部高校图书馆文献信息资源的开发与利用

文献信息资源的开发与利用 ,是图书馆改革、发展的重要课题。本文旨在通过分析西部高校图书馆文献信息资源开发、利用诸问题 ,讨论西部大开发背景下西部高校图书馆事业的变革与发展。     

有界风险模型中Gerber-Shiu函数的若干结果

研究了有界风险模型中的Gerber-Shiu函数,得到了当索赔到达Erlang(2)过程时Gerber-Shiu函数满足的微积分方程,并进行求解.进而研究了延迟更新有界风险模型中,对首次索赔时刻的分布加入一个新的参数时Gerber-Shiu函数的变化,并得到了一个数学上易处理的Gerber-Shiu函数的公式.     

带传动装置的振动研究

对带传动装置的振动进行了实验研究,测试了在不同带轮偏心配置及不同转速下带轮的纵向振动,发现带轮偏心造成的离心力和由变频调速 引起电机的随时间震荡的电磁转矩是造成振动的主要原因。