核事故早期应急群决策模型研究

有效快速的核事故早期应急决策,是核电站发生核事故后最后一道必要的屏障,因此决策的快速性与有效性至关重要。文章先构造效用函数,求出决策者的乐观系数,将决策判断矩阵中的区间值与模糊值精确化;在此基础上建立了个体与群体的决策模型,以提高决策的有效性。同时根据排序结果,构造群体与个体之间一致性判断矩阵,并根据判断矩阵进行交互与修改,使专家内部快速达成一致。最后通过算例说明方法的可行性。     

The Jackknife estimate of covariance of two Kaplan–Meier integrals with covariables

In this paper the Jackknife estimate of covariance of two Kaplan–Meier integrals with covariates is introduced. Its strong consistency is established under mild conditions. Several applications of the estimator are discussed.     

Complete consistency for the estimator of nonparametric regression models based on extended negatively dependent errors

In this paper, we provide some exponential inequalities for extended negatively dependent (END) random variables. By using these exponential inequalities and the truncated method, we investigate the complete consistency for the estimator of nonparametric regression model based on END errors. As an application, the complete consistency for the nearest neighbour estimator is obtained.     

A Banzhaf share function for cooperative games in coalition structure

A cooperative game with transferable utility–or simply a TU-game– describes a situation in which players can obtain certain payoffs by cooperation. A value function for these games assigns to every TU-game a distribution of payoffs over the players. Well-known solutions for TU-games are the Shapley and the Banzhaf value. An alternative type of solution is the concept of share function, which assigns to every player in a TU-game its share in the worth of the grand coalition. In this paper we consider TU-games in which the players are organized into a coalition structure being a finite partition of the set of players. The Shapley value has been generalized by Owen to TU-games in coalition structure. We redefine this value function as a share function and show that this solution satisfies the multiplication property that the share of a player in some coalition is equal to the product of the Shapley share of the coalition in a game between the coalitions and the Shapley share of the player in a game between the players within the coalition. Analogously we introduce a Banzhaf coalition structure share function. Application of these share functions to simple majority games show some appealing properties.     

论《离骚》与《史记》内在精神的一致性

《离骚》与《史记》的内在精神具有高度的一致性,主要表现在两个方面:一是强烈的抒情特征,一是尚“奇”的审美追求。形成这种内在精神一致性的原因,一方面是司马迁与屈原都具有“发愤著书”这一共同的创作动因,另一方面是司马迁深受楚文化及以《离骚》为代表的“楚辞”影响的结果。     

The likelihood ratio test for homogeneity in finite mixture models

The authors study the asymptotic behaviour of the likelihood ratio statistic for testing homogeneity in the finite mixture models of a general parametric distribution family. They prove that the limiting distribution of this statistic is the squared supremum of a truncated standard Gaussian process. The autocorrelation function of the Gaussian process is explicitly presented. A re‐sampling procedure is recommended to obtain the asymptotic p‐value. Three kernel functions, normal, binomial and Poisson, are used in a simulation study which illustrates the procedure.     

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.     

The Extremal Dependence Measure and Asymptotic Independence

Abstract

Extremal dependence analysis assesses the tendency of large values of components of a random vector to occur simultaneously. This kind of dependence information can be qualitatively different than what is given by correlation which averages over the total body of the joint distribution. Also, correlation may be completely inappropriate for heavy tailed data. We study the extremal dependence measure (EDM), a measure of the tendency of large values of components of a random vector to occur simultaneously and show consistency of an estimator of the EDM. We also show asymptotic normality of an idealized estimator in a restricted case of multivariate regular variation where scaling functions do not have to be estimated.     

Tail dependence for skew Laplace distribution and skew Cauchy distribution

ABSTRACT

Coefficient of tail dependence measures the strength of dependence in the tail of a bivariate distribution and it has been found useful in the risk management. In this paper, we derive the upper tail dependence coefficient for a random vector following the skew Laplace distribution and the skew Cauchy distribution, respectively. The result shows that skew Laplace distribution is asymptotically independent in upper tail, however, skew Cauchy distribution has asymptotic upper tail dependence.