荷兰居民生活质量调查方法研究及对中国的启示

通过对荷兰居民生活质量调查方法的研究，旨在分析总结其值得借鉴之处，并在此基础上针对中国正在探索中的居民生活质量调查，提出构建中国居民生活质量调查体系应拓宽其调查信息来源、实现数据共享、积极提高回应率、培养高素质调查队伍以及定期发布调查报告。     

ADF单位根检验中联合检验F统计量研究

摘　　要:ADF检验是实际中最常用的单位根检验之一。ADF检验式有三种：（1）不含漂移项和趋势项;（2）只含漂移项不含趋势项;（3）既含漂移项也含趋势项。选用的检验式是否合适将直接影响到ADF检验的功效。为解决ADF检验过程中检验式的选择问题,本文首先从理论上推导了检验式（3）中时间趋势项系数δ与yz-1系数γ的联合检验统计量F的渐近分布;然后,应用蒙特卡罗模拟的方法研究了上述统计量与检验式（2）中关于漂移项α与系数γ的联合检验统计量的分布特征,进而给出了两统计量分布百分位数关于样本容量的响应面函数,从而进一步完善了单位根检验理论与方法。     

Wavelet goodness-of-fit test for dependent data

We introduce a new goodness-of-fit test which can be applied to hypothesis testing about the marginal distribution of dependent data. We derive a new test for the equivalent hypothesis in the space of wavelet coefficients. Such properties of the wavelet transform as orthogonality, localisation and sparsity make the hypothesis testing in wavelet domain easier than in the domain of distribution functions. We propose to test the null hypothesis separately at each wavelet decomposition level to overcome the problem of bi-dimensionality of wavelet indices and to be able to find the frequency where the empirical distribution function differs from the null in case the null hypothesis is rejected. We suggest a test statistic and state its asymptotic distribution under the null and under some of the alternative hypotheses.     

Identifying Dispersion Effects in Robust Design Experiments—Issues and Improvements

The two experimental methods most commonly used for reducing the effect of noise factors on a response of interest Y aim either to estimate a model of the variability (V(Y), or an associated function), that is transmitted by the noise factors, or to estimate a model of the ratio between the response (Y) and all the control and noise factors involved therein. Both methods aim to determine which control factor conditions minimise the noise factors' effect on the response of interest, and a series of analytical guidelines are established to reach this end. Product array designs allow robustness problems to be solved in both ways, but require a large number of experiments. Thus, practitioners tend to choose more economical designs that only allow them to model the surface response for Y. The general assumption is that both methods would lead to similar conclusions. In this article we present a case that utilises a design based on a product design and for which the conclusions yielded by the two analytical methods are quite different. This example casts doubt on the guidelines that experimental practice follows when using either of the two methods. Based on this example, we show the causes behind these discrepancies and we propose a number of guidelines to help researchers in the design and interpretation of robustness problems when using either of the two methods.     

几种传输线的场分布

求开放平板线、外正三角形內圆同轴线、外方內圆同轴线、外正六边形內圆同轴线的特性阻抗而建立的精确保角变换的基础上,本文进一步讨论了显式逆变换函数,从而求得了这几种传输线的场分布的闭合表达式。由于所用保角变换的精确性,所得的显式场分布在内导体和外导体的内接圆尺寸之比小于0.5in。基本上是准确的,在这个尺寸比稍大些时也可作为参考。这些场分布对于了解传输线的功率容量,计算衰减常数,考虑功率耦合,设计有关的有源器件等都是必不可少的。文中获得的几种传输线的场分布的显著特点是计算方便,在一般实用范围內有足够的精度。     

基于QFD矩阵的竞争战略决策框架

借助于全面质量管理理论中的QFD矩阵,本文提出了一种顾客导向的竞争战略决策框架,它有效地将内部竞争能力与外部竞争要素放在一起进行分析与决策。文中还进一步探讨了其中的竞争要素的特征以及竞争冲击曲线理论,为有效地作出竞争战略决策提供了基础。     

A Note on Inconsistency of NPMLE of the Distribution Function from Left Truncated and Case I Interval Censored Data

We show that under reasonable conditions the nonparametric maximum likelihood estimate (NPMLE) of the distribution function from left-truncated and case 1 interval-censored data is inconsistent, in contrast to the consistency properties of the NPMLE from only left-truncated data or only interval-censored data. However, the conditional NPMLE is shown to be consistent. Numerical examples are provided to illustrate their finite sample properties.     

Weighted Approximations to Continuous Time Martingales with Applications

A weighted approximation to a sequence of continuous time martingales by a time transformed Wiener process is established. The basic tool of proof is the Skorohod imbedding for martingale difference sequences. As an application of the main result a useful weighted approximation to the randomly weighted uniform empirical process is derived. A number of other applications are also discussed.     

Rank tests in the two-sample scale problem with unequal and unknown locations

The two-sample scale problem is studied in the case of unequal and unknown location parameters. The method proposed is based on the idea of Moses (1963) and it is distribution-free. The two samples are separated into random subgroups of the same sizek. It is proposed to choosek=4 and to apply the Wilconxon test or the Savage test to the ranges or sample variances of the subgroups. The asymptotic power functions of the tests are compared. For small and moderate sample sizes simulations are carried out. Relations to some other procedures, especially to the method of Compagnone and Denker (1996) are briefly discussed.     

Bayesian estimation for the Pareto income distribution

The Bayes estimators of the Gini index, the mean income and the proportion of the population living below a prescribed income level are obtained in this paper on the basis of censored income data from a pareto income distribution. The said estimators are obtained under the assumptions of a two-parameter exponential prior distribution and the usual squared error loss function. This work is also extended to the case when the income data are grouped and the exact incomes for the individuals in the population are not available. The method for the assessment of the hyperparameters is also outlined. Finally, the results are generalized for the doubly truncated gamma prior distribution. Now deceased.