Modified chain sampling plans for lot inspection by variables and attributes

The purpose of acceptance sampling is to develop decision rules to accept or reject production lots based on sample data. When testing is destructive or expensive, dependent sampling procedures cumulate results from several preceding lots. This chaining of past lot results reduces the required size of the samples. A large part of these procedures only chain past lot results when defects are found in the current sample. However, such selective use of past lot results only achieves a limited reduction of sample sizes. In this article, a modified approach for chaining past lot results is proposed that is less selective in its use of quality history and, as a result, requires a smaller sample size than the one required for commonly used dependent sampling procedures, such as multiple dependent sampling plans and chain sampling plans of Dodge. The proposed plans are applicable for inspection by attributes and inspection by variables. Several properties of their operating characteristic-curves are derived, and search procedures are given to select such modified chain sampling plans by using the two-point method.     

Predictive Hierarchic Modeling of Operational Characteristics in Clinical Trials

An analytic methodology for patient enrollment modeling using a Poisson-gamma model is developed by Anisimov & Fedorov (2005–2007). For modeling hierarchic processes associated with enrollment, a new methodology using evolving stochastic processes is proposed. This provides rather general and unified framework to describe various operational processes associated with enrollment. The technique for calculating predictive distributions, mean, and credibility bounds for evolving processes is developed. Some applications to modeling operational characteristics in clinical trials are considered with focus to modeling events associated with incoming and follow-up patients in different settings. For these models, predictive characteristics are derived in a closed form.     

Elementary renewal theorems for widely dependent random variables with applications to precise large deviations

Abstract

On the basis of Wang and Cheng (J. Math. Anal. Appl. 384 (2011) 597–606), this paper further investigates elementary renewal theorems for counting processes generated by random walks with widely orthant dependent increments. The obtained results improve the corresponding ones of the above-mentioned paper mainly in the sense of weakening the moment conditions on the positive parts of the increments. Meanwhile, a revised version of strong law of large numbers for random walks with widely orthant dependent increments is established, which improves Theorem 1.4 of Wang and Cheng (2011 Wang, Y., and D. Cheng. 2011. Basic renewal theorems for a random walk with widely dependent increments and their applications. Journal of Mathematical Analysis and Applications 384 (2):597–606. doi:10.1016/j.jmaa.2011.06.010.[Crossref], [Web of Science ®] , [Google Scholar]) by enlarging the regions of dominating coefficients. Finally, by using the above results, some precise large deviation results for a nonstandard renewal risk model are established, in which the innovations are widely orthant dependent random variables with common heavy tails, and the inter-arrival times are also widely orthant dependent.     

Bounded risk estimation of a linear combination of location parameters in negative exponential distributions via three-stage sampling

The paper deals with the problem of bounded risk point estimation for a linear combination of location parameters of two negative exponential distributions. Isogai and Futschik considered the situation when the location and scale parameters are all unknown. They proposed purely sequential procedures and gave second order expansions of the average sample sizes and risks. In this paper we propose three-stage procedures and derive second order expansions of the average sample sizes and risks. Further, we compare the results with those from previous work.     

互动视角下构式压制和承继的合力机制——基于羡余否定构式“好不X”封闭语料库的研究

构式与其组构成分间的互动关系一直是构式语法关注的核心问题之一。Goldberg在构式语法理论框架中提出了动词与构式的双向互动观，但在实际论述中却过于强调构式对动词的单向压制，降低了动词义对构式生成的贡献，忽略了对构式组构成分的系统研究。以构式与其组构成分间的互动关系为视点，从构式压制与承继的辩证关系出发，进一步阐释图示构式生成是构式与组构成分在互动压制和多重承继合力作用下的结果。同时，基于封闭语料库穷尽分析汉语羡余否定构式"好不X"的特征，结果表明：构式压制与词汇压制是双向互动的；图示构式特征的形成取决于构式对其组构成分的多重动态承继；图示构式基于互动压制承继合力机制的形成。     

Transition probabilities and ARL performance of Six Sigma zone control charts

In this article, Six Sigma zone control charts (SSZCCs) are proposed for world class organizations. The transition probabilities are obtained using the Markov chain approach. The Average Run Length (ARL) values are then presented. The ARL performance of the proposed SSZCCs and the standard Six Sigma control chart (SSCC) without zones or run rules is studied. The ARL performance of these charts is then compared with those of the other standard zone control charts (ZCCs), the modified ZCC and the traditional Shewhart control chart (SCC) with common run rules. As expected, it is shown that the proposed SSZCC outperforms the standard SSCC without zones or run rules for process shifts of any magnitude. When compared to the other standard ZCCs and the Shewhart chart with common run rules, it is observed that the proposed SSZCCs have much higher false alarm rates for smaller shifts and hence they prevent unwanted process disturbances. The application of the proposed SSZCC is illustrated using a real time example.     

Machine Learning Vasicek Model Calibration with Gaussian Processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.     

Prediction intervals for farima processes by bootstrap methods

In this paper we introduce a procedure to compute prediction intervals for FARIMA (p d q) processes, taking into account the variability due to model identification and parameter estimation. To this aim, a particular bootstrap technique is developed. The performance of the prediction intervals is then assessed and compared to that of stand­ard bootstrap percentile intervals. The methods are applied to the time series of Nile River annual minima.     

国际航运中心航运服务信息整合研究

以航运高端服务为特征的伦敦和以航运基本服务为标志的新加坡、汉堡等国际航运中心都具有完善的航运服务信息整合能力,本质上也是国际航运信息整合中心。与发达国家相比,上海在国际航运中心航运信息整合范围、信息平台集成水平、权威信息发布和政策自由度等方面存在明显差距,未来需要尽快明确整合路径、落实保障措施。