Criticism of the predictive distribution

The predictive distribution is a mixture of the original distribution model and is used for predicting a future observation. Therein, the mixing distribution is the posterior distribution of the distribution parameters in the Bayesian inference. The mixture can also be computed for the frequentist inference because the Bayesian posterior distribution has the same meaning as a frequentist confidence interval. I present arguments against the concept of predictive distribution. Examples illustrate these. The most important argument is that the predictive distribution can depend on the parameterization. An improvement of the theory of the predictive distribution is recommended.     

A note on nonlinear regression for the autoregressive moving average with non-hd errors

Estimation by nonlinear regression of the parameters for the stationary and invertible autoregressive moving average (ARMA) model with mixing or martingale difference errors is considered. Simple proofs of consistency and asymptotic normality for the nonlinear least squares estimator are given by exploiting results from nonlinear estimation theory and mixing and mixingale theory.     

Optimality Of Some Two-Stage Sampling Methods

Two-stage sampling plans in which the estimator is computed from the second sample only, and has a guaranteed precision irrespective of the parameter value, are considered. We prove the following optimality property for existing strategies in binomial and Poisson populations: there exists no other

strategy, of the same form, that guarantees the same precision, without increasing the expected sample size for some parameter valucs. The method of proof is illustrnted by proving a similar result for normal populations     

Nonparametric kernel estimation of expected shortfall under negatively associated sequences

Abstract

In this article, Bahadur type expansions of a nonparametric kernel estimator for ES under NA sequences are given. The strong consistency and the uniformly asymptotic normality of the estimator are yielded from the Bahadur type expansions, while the convergence rates of the above asymptotic properties are also obtained. Moreover, the expectation, the variance and the mean squared error (MSE) of the estimator are given. Besides, the optimal bandwidth selection of this estimator is discussed. We point out that all above results are based on the NA sequences. Finally, we conduct numerical simulations and compare performances of some ES estimators.     

我国矿业权市场化的障碍

通过对中国矿业权市场发展现状进行分析 ,找出了中国矿业权市场化的障碍 :矿业权价值的不确定性、矿业权管理机构同时具有管理者与交易者两种身份、中央与地方两级政府管理权限与利益界定不清。根据分析结果 ,提出了中国矿业权市场化的解决办法。     

电磁场中量子体系的规范不变性

本文讨论了处于电磁场中的体系的量子力学形式。结果表明,虽然对体系的描述涉及到电磁势,但体系的物理性质只依赖于电场和磁场的强度;如果改变描述电磁场的势,则体系的物理性质仍保持不变.     

宪法第十三条修改的意义

宪法第十三条的修改,提升了保护公民合法私有财产的法律地位,突出了权利,也强调了义务,有利于鼓励多种成分经济的发展,有利于保障公民基本权利的实现,有利于推进依法治国,有利于生产力的解放和发展,有利于推进现代产权制度建设。     

语音与含意

本文讨论语言单位的语音形式与会话含意的关系 ,主要从两个方面进行论述 ,即 :语音中的谐音现象和超音段现象与含意的关系     

西部大开发热潮中的冷思考

:西部大开发是一项长期、艰巨的伟大工程 ,目前存在的“盲目速成”和“悲观失望”两种思想者都是十分有害的。中央政府和西部各省、市、自治区应通过技术进步与提升产业结构来实现从资源优势到经济优势的转变 ,科学地确定产业发展顺序和制度创新应成为西部经济加速增长的切入点     

Objective Bayesian analysis of spatial data with measurement error

The author shows how geostatistical data that contain measurement errors can be analyzed objectively by a Bayesian approach using Gaussian random fields. He proposes a reference prior and two versions of Jeffreys' prior for the model parameters. He studies the propriety and the existence of moments for the resulting posteriors. He also establishes the existence of the mean and variance of the predictive distributions based on these default priors. His reference prior derives from a representation of the integrated likelihood that is particularly convenient for computation and analysis. He further shows that these default priors are not very sensitive to some aspects of the design and model, and that they have good frequentist properties. Finally, he uses a data set of carbon/nitrogen ratios from an agricultural field to illustrate his approach.