Testing for markov process vs semi-markov process

Here we have obtained a non-parametric test for testing the null hypothesis H₀ that the given realization is from a Markov process against the alternative hypothesis H₁ that it is from a semi-Markov process with the transition rate monotone increasing (or decreasing). We have shown that the test criterion has normal distribution asymptotically, and the test is consistent and unbiased.     

一类平衡阶数为负整数的非线性偏微分方程的精确解

以齐次平衡原理为基础,给出了平衡阶数为负整数时的求解非线性偏微分方程的基本方法,并对方程ut=αuuxx+βu2x+p(u-u2)进行求解,到得了它的两个不同形式的精确解。     

广义数学期望

本文应用 H.L.P.均值于样本,构造了广义样本均值;为了将它用于参数估计,根据替换法则(Substitution rule),推广了数学期望的定义,同时引入新的无偏性.最后应用广义数学期望的基本性质推出若干结论(定理1～4),说明在参数估计方面应用广义均值是有意义的.     

Improved WLP and GWP lower bounds based on exact integer programming

By using exact integer programming (IP) (integer programming in infinite precision) bounds on the word-length patterns (WLPs) and generalized word-length patterns (GWPs) for fractional factorial designs are improved. In the literature, bounds on WLPs are formulated as linear programming (LP) problems. Although the solutions to such problems must be integral, the optimization is performed without the integrality constraints. Two examples of this approach are bounds on the number of words of length four for resolution IV regular designs, and a lower bound for the GWP of two-level orthogonal arrays. We reformulate these optimization problems as IP problems with additional valid constraints in the literature and improve the bounds in many cases. We compare the improved bound to the enumeration results in the literature to find many cases for which our bounds are achieved. By using the constraints in our integer programs we prove that f(16λ,2,4)?9$f(16\lambda ,2,4)?9$ if λ$\lambda$ is odd where f(2^tλ,2,t)$f(2^t\lambda ,2,t)$ is the maximum n   for which an OA(N,n,2,t)$\mathrm{OA}(N,n,2,t)$ exists. We also present a theorem for constructing GMA OA(N,N/2-u,2,3)$\mathrm{OA}(N,N/2-u,2,3)$ for u=1,…,5$u=1,\dots ,5$.     

Plug-in estimators for the mean value and variance functions in delayed renewal processes

Abstract

In this paper, we deal with the problem of estimating the delayed renewal and variance functions in delayed renewal processes. Two parametric plug-in estimators for these functions are proposed and their unbiasedness, asymptotic unbiasedness and consistency properties are investigated. The asymptotic normality of these estimators are established. Further, a method for the computation of the estimators is given. Finally, the performances of the estimators are evaluated for small sample sizes by a simulation study.     

Sunset Salvo

The Wilcoxon—Mann—Whitney test enjoys great popularity among scientists comparing two groups of observations, especially when measurements made on a continuous scale are non-normally distributed. Triggered by different results for the procedure from two statistics programs, we compared the outcomes from 11 PC-based statistics packages. The findings were that the delivered p values ranged from significant to nonsignificant at the 5% level, depending on whether a large-sample approximation or an exact permutation form of the test was used and, in the former case, whether or not a correction for continuity was used and whether or not a correction for ties was made. Some packages also produced pseudo-exact p values, based on the null distribution under the assumption of no ties. A further crucial point is that the variant of the algorithm used for computation by the packages is rarely indicated in the output or documented in the Help facility and the manuals. We conclude that the only accurate form of the Wilcoxon—Mann—Whitney procedure is one in which the exact permutation null distribution is compiled for the actual data.     

On Sampling Designs for Integral Estimation of a Random Process

Abstract

In this paper the problem of finding exactly optimal sampling designs for estimating the weighted integral of a stochastic process with a product covariance structure (R(s,t)=u(s)v(t), s<t) is discussed. The sampling designs for certain standard processes belonging to the product class are calculated. An asymptotic solution to the design problem also follows as a consequence.     

An algorithm for the exact likelihood of periodic autoregressive moving average models

An algorithm to compute the autocovariance functions of periodic autoregressive moving average models is proposed. As a result, an easily implemented algorithm for the exact likelihood of these models is rendered possible.     

Tests for the equality of multinomial parameters

In this paper we face the problem of testing the equality of two or more parameters of a multinomial distribution. We develop a likelihood ratio test and we consider an asymptotically equivalent Pearson's statistic. Moreover we develop an exact and a randomized test. Relationships between these tests are then discussed. The behaviour of these tests is studied by simulations. Results from two known tests developed for less general situations are compared to ours.     

Markov chain Monte Carlo exact inference for social networks

The uniformly most powerful unbiased test of reciprocity compares the observed number of mutual relations to its exact conditional distribution. Metropolis–Hastings algorithms have been proposed for generating from this distribution in order to perform Monte Carlo exact inference. Triad census statistics are often used to test for the presence of network group structure. We show how one of the proposed Metropolis–Hastings algorithms can be modified to generate from the conditional distribution of the triad census given the in-degrees, the out-degrees and the number of mutual dyads. We compare the results of this algorithm with those obtained by using various approximations.