A robust prediction error criterion for pareto modelling of upper tails

Estimation of the Pareto tail index from extreme order statistics is an important problem in many settings. The upper tail of the distribution, where data are sparse, is typically fitted with a model, such as the Pareto model, from which quantities such as probabilities associated with extreme events are deduced. The success of this procedure relies heavily not only on the choice of the estimator for the Pareto tail index but also on the procedure used to determine the number k of extreme order statistics that are used for the estimation. The authors develop a robust prediction error criterion for choosing k and estimating the Pareto index. A Monte Carlo study shows the good performance of the new estimator and the analysis of real data sets illustrates that a robust procedure for selection, and not just for estimation, is needed.     

名词分布是人类语言的不变量吗？——以德语书面语中名词分布为例

此前对人类自然语言中词类分布的研究显示，不同语言中名词所占比例相对固定。德语中名词所占比例是否也符合这一普遍规律？通过对三个大型德语语料库进行研究发现：首先，德语书面语中的名词占比约为38%，尽管德语复合名词比例高、名词化结构多，但其名词占比同英语以及其他语言中的名词占比大致相当，从而进一步证实了人类自然语言中名词占比具有普遍规律这一结论；其次，不同文体中名词及其各子类的占比有所差异，而这一差异由文体特征决定，并且具有跨语言的相似性；最后，时间因素与文体类型均对名词各个子类占比有显著影响，但名词总体占比未受二者影响。综上，可以进一步证实名词分布是人类语言的不变量这一结论。     

分析测试中离群数据的检验与取舍

本文介绍了对分析测试中离群数据进行统计学检验的方法,编制了相应的计算机程序,列举了应用实例。     

对我国物流业发展的新思考

近年来 ,随着我国经济的发展 ,物流一词越来越多地被人们提起。我国物流业刚刚起步 ,其中存在一些严重的问题 ,阻碍了我国经济的发展 ,急需得到解决。我国应从国内、国外两个方面 ,宏观、微观两个层次上采取策略 ,促进我国物流业的发展 ,增强我国企业竞争能力和综合国力。     

对我国储运企业发展策略的思考

储运企业要在激烈的市场竞争中立于不败之地 ,就必须进一步深化企业改革 ,解放思想 ,改变落后的经营观念 ,增强市场竞争意识 ,认真了解市场 ,分析市场 ,研究市场 ,进行竞争策略研究 ,采取各种具有竞争力的经营、服务方式和手段 ,发挥自身优势 ,探索储运企业发展的新路子 ,寻找新的增长点     

中国历代文学家的地理分布——兼谈文学的地域性

本文着重探讨了中国历代文学家的分布格局、分布重心、分布成因和分布规律问题。同时 ,文章提出了文学的地域性问题 ,认为它与文学家的地理分布密切相关 ,应引起文学史研究的重视。     

Integration of Stochastic Effects and Data Uncertainties into the Design of Process Equipment

Stochastic effects and data uncertainties are present in any engineering calculation. Their impact may be particularly important if they concern the design of process equipment. A calculation model for the dynamic behavior of a heat exchanger and procedures to deal with the related uncertainties are presented. Their propagation through the calculation by means of a Monte Carlo approach is shown. The temperature at the heat exchanger outlet and the step response of a sudden variation in the heat exchanger inlet temperature are simulated and evaluated by way of example. It is demonstrated that the inclusion of stochastic effects and uncertainties provides a more reliable basis for design decisions and hence reduces the probability of errors.     

Bayesian estimation in Kibble's bivariate gamma distribution

The authors describe Bayesian estimation for the parameters of the bivariate gamma distribution due to Kibble (1941). The density of this distribution can be written as a mixture, which allows for a simple data augmentation scheme. The authors propose a Markov chain Monte Carlo algorithm to facilitate estimation. They show that the resulting chain is geometrically ergodic, and thus a regenerative sampling procedure is applicable, which allows for estimation of the standard errors of the ergodic means. They develop Bayesian hypothesis testing procedures to test both the dependence hypothesis of the two variables and the hypothesis of equal means. They also propose a reversible jump Markov chain Monte Carlo algorithm to carry out the model selection problem. Finally, they use sets of real and simulated data to illustrate their methodology.     

关于研究分配问题的方法论原则

关于分配问题学术界讨论较多 ,有些观点也比较混乱。在理论上明确一些方法论原则———把分配方式本身与它的具体实现形式区分开来 ,把事物本身的性质同它的历史作用区分开来 ,把理论和政策、宣传区分开来 ,将有助于讨论的深入和问题的解决     

准光学开放式谐振腔场斑半自动测试系统

本文提出了一种测绘准光开放式谐振腔场斑的半自动系统。其优点是使用仪器简单,测试迅速,方便可靠,重复性能好。更重要的是对信号源稳定度要求不高,且能给出场结构的细微变化,对识别开放腔中的基本模式极为方便。