Stochastic Production Frontier and Technical Inefficiency: A Sensitivity Analysis

The present paper focuses attention on the sensitivity of technical inefficiency to most commonly used one-sided distributions of the inefficiency error term, namely the truncated normal, the half-normal, and the exponential distributions. A generalized version of the half-normal, which does not embody the zero-mean restriction, is also explored. For each distribution, the likelihood function and the counterpart of the estimator of technical efficiency are explicitly stated (Jondrow, J., Lovell, C. A. K., Materov, I. S., Schmidt, P. ([1982]), On estimation of technical inefficiency in the stochastic frontier production function model, J. Econometrics19:233-238). Based on our panel data set, related to Tunisian manufacturing firms over the period 1983-1993, formal tests lead to a strong rejection of the zero-mean restriction embodied in the half normal distribution. Our main conclusion is that the degree of measured inefficiency is very sensitive to the postulated assumptions about the distribution of the one-sided error term. The estimated inefficiency indices are, however, unaffected by the choice of the functional form for the production function.     

Bayesian palaeoclimate reconstruction

Summary.  We consider the problem of reconstructing prehistoric climates by using fossil data that have been extracted from lake sediment cores. Such reconstructions promise to provide one of the few ways to validate modern models of climate change. A hierarchical Bayesian modelling approach is presented and its use, inversely, is demonstrated in a relatively small but statistically challenging exercise: the reconstruction of prehistoric climate at Glendalough in Ireland from fossil pollen. This computationally intensive method extends current approaches by explicitly modelling uncertainty and reconstructing entire climate histories. The statistical issues that are raised relate to the use of compositional data (pollen) with covariates (climate) which are available at many modern sites but are missing for the fossil data. The compositional data arise as mixtures and the missing covariates have a temporal structure. Novel aspects of the analysis include a spatial process model for compositional data, local modelling of lattice data, the use, as a prior, of a random walk with long-tailed increments, a two-stage implementation of the Markov chain Monte Carlo approach and a fast approximate procedure for cross-validation in inverse problems. We present some details, contrasting its reconstructions with those which have been generated by a method in use in the palaeoclimatology literature. We suggest that the method provides a basis for resolving important challenging issues in palaeoclimate research. We draw attention to several challenging statistical issues that need to be overcome.     

我国利用外商直接投资的区域分布研究

从我国利用外商直接投资的地区分布存在"东热西冷"的现象入手,分析了造成这种地区分布失衡的原因,并在此基础上对利用外商直接投资促进区域协调发展提出了相应的对策.     

Multivariate Life Testing in Variably Scaled Environments

This paper examines modeling and inference questions for experiments in which different subsets of a set of k possibly dependent components are tested in r different environments. In each environment, the failure times of the set of components on test is assumed to be governed by a particular type of multivariate exponential (MVE) distribution. For any given component tested in several environments, it is assumed that its marginal failure rate varies from one environment to another via a change of scale between the environments, resulting in a joint MVE model which links in a natural way the applicable MVE distributions describing component behavior in each fixed environment. This study thus extends the work of Proschan and Sullo (1976) to multiple environments and the work of Kvam and Samaniego (1993) to dependent data. The problem of estimating model parameters via the method of maximum likelihood is examined in detail. First, necessary and sufficient conditions for the identifiability of model parameters are established. We then treat the derivation of the MLE via a numerically-augmented application of the EM algorithm. The feasibility of the estimation method is demonstrated in an example in which the likelihood ratio test of the hypothesis of equal component failure rates within any given environment is carried out.     

Testing for ordered failure rates under general progressive censoring

For exponentially distributed failure times under general progressive censoring schemes, testing procedures for ordered failure rates are proposed using the likelihood ratio principle. Constrained maximum likelihood estimators of the failure rates are found. The asymptotic distributions of the test statistics are shown to be mixtures of chi-square distributions. When testing the equality of the failure rates, a simulation study shows that the proposed test with restricted alternative has improved power over the usual chi-square statistic with an unrestricted alternative. The proposed methods are illustrated using data of survival times of patients with squamous carcinoma of the oropharynx.     

The changing spatial distribution and concentration of Australias chinese and Vietnamese communities: An analysis of 1986–2006 Australian population census data

This paper describes the changing spatial distribution and concentration of Chinese and Vietnamese communities in Australia over the two past decades. The research analyses data of individuals (i) born in the People’s Republic of China or Vietnam, (ii) of Chinese or Vietnamese ancestry, and (iii) who spoke Chinese or Vietnamese languages at home. Basic demographic and economic factors at the SLA level are considered to provide an initial discussion of meso-level factors which may have contributed to changes in Chinese-and Vietnamese-Australian distributions and concentrations since 1986. As expected, from field observations, the data reveal a contrasting picture of the spatial distribution and concentration of the Chinese- and Vietnamese-Australian communities, and indicate that although a few areas of high Vietnamese spatial concentration have persisted into 2006, and a few areas of high’ Chinese spatial concentration have developed since 1986, overall there is an increasing dispersion of both communities into the broader Australian community.     

Simulation of right and left truncated gamma distributions by mixtures

We study the properties of truncated gamma distributions and we derive simulation algorithms which dominate the standard algorithms for these distributions. For the right truncated gamma distribution, an optimal accept–reject algorithm is based on the fact that its density can be expressed as an infinite mixture of beta distribution. For integer values of the parameters, the density of the left truncated distributions can be rewritten as a mixture which can be easily generated. We give an optimal accept–reject algorithm for the other values of the parameter. We compare the efficiency of our algorithm with the previous method and show the improvement in terms of minimum acceptance probability. The algorithm proposed here has an acceptance probability which is superior to e/4.     

LDPC编码的最优化HARQ方案研究

使用高斯近似和最优化理论的方法,对基于LDPC码度分布的混合自动重发请求(HARQ)方案的性能进行了研究。研究表明,根据LDPC编码的度分布和初始信道条件,能够确定一个编码码字中各个度数的比特所对应的最优的重发比例,如果按照该比例进行重发,重发功率的效率能够最大化。计算结果显示基于LDPC码度分布的混合自动重发请求方案具有最优的重发比例,是一种最优化方案。     

基于多尺度特征和支持向量机的股市趋势预测

应用支持向量机方法对股票市场趋势性变动进行预测是金融市场行为研究领域里一个重要的研究课题。为了提高股市趋势预测的准确率,现有文献中基本将研究重点集中在改善支持向量机参数上,而没有对输入数据的特征进行深入研究。股票市场时序数据是不同时间尺度因素非线性作用的结果,因此具有本质的多尺度特性。据此构建了股票市场多尺度时序特征趋势预测方法,该方法首先基于小波多分辨分析对股市时序数据进行多尺度分解,然后提取了股票市场数据的记忆性和趋势性特征,最后应用支持向量机对股票市场趋势进行预测,预测结果表明该方法提高了股市趋势预测的准确率。     

Bayesian point null hypothesis testing via the posterior likelihood ratio

This paper gives an exposition of the use of the posterior likelihood ratio for testing point null hypotheses in a fully Bayesian framework. Connections between the frequentist P-value and the posterior distribution of the likelihood ratio are used to interpret and calibrate P-values in a Bayesian context, and examples are given to show the use of simple posterior simulation methods to provide Bayesian tests of common hypotheses.