Customizing Generalizations of the Kolmogorov-Smirnov Goodness-of-fit Test

This paper presents a method of customizing goodness-of-fit tests that transforms the empirical distribution function in such a way as to create tests for certain alternatives. Using the @ , g transform described in Blom(1958), one can create non-parametric tests for an assortment of alternative distributions. As examples, three new ( f , g )-corrected Kolmogorov-Smirnov tests for goodness-of-fit are discussed. One of these tests is powerful for testing whether or not the data come from an alternative that is heavier in the tails. Another test identifies whether or not the data come from an alternative which is heavier in the middle of the distribution. The last test identifies if the data come from an alternative in which the first or third quartile is far from the corresponding quartile of the hypothesized distribution. The behavior of the three new tests is investigated through a power study.     

Bayesian inference for the randomly censored Weibull distribution

In this paper, we consider the Bayesian inference of the unknown parameters of the randomly censored Weibull distribution. A joint conjugate prior on the model parameters does not exist; we assume that the parameters have independent gamma priors. Since closed-form expressions for the Bayes estimators cannot be obtained, we use Lindley's approximation, importance sampling and Gibbs sampling techniques to obtain the approximate Bayes estimates and the corresponding credible intervals. A simulation study is performed to observe the behaviour of the proposed estimators. A real data analysis is presented for illustrative purposes.     

基于损失厌恶的团队知识共享激励机制研究

考虑代理人具有损失厌恶非理性心理特征,引入分段线性形式损失厌恶效用函数,建立了基于损失厌恶的团队知识共享激励模型,与不考虑损失厌恶的三种情形进行比较,分析了不同的激励效果;采用仿真方法分析基于损失厌恶的激励机制中目标业绩、损失厌恶系数和知识共享重要性系数对双方最优决策和委托人期望效用的影响。研究结果显示:损失厌恶和委托人惩罚力度是负向激励方式,需同向变化,否则将减弱损失厌恶非理性心理特征的激励作用;损失厌恶激励机制中目标业绩有阈值要求,应设置在相对较低水平;当给定目标业绩时,代理人损失厌恶程度有上限要求,损失厌恶的惩罚激励机制具有优越性和合理性。     

小型化超宽阻带低通滤波器的设计

提出一种小型化超宽阻带低通滤波器设计方法,该方法对常见的高低阻抗低通滤波器进行结构改进。首先将原来直线连接的高阻抗线和低阻抗线变换为成90°直角相连接,利用直角拐角的不连续性产生寄生参量对阻带远端由高次谐波产生的寄生通带进行抑制,极大地缩小了低通滤波器的体积。同时将低通滤波器中的部分传输线用与其等效的T形节替代,实现了带阻滤波器嵌入到低通滤波器内部,既对阻带近端由低次谐波产生的寄生通带进行抑制,又不影响低通滤波器的通带内性能。该低通滤波器性能优越,体积比常见的高低阻抗低通滤波器体积缩小了50%,通带0～4GHz,插入损耗<0.5dB,超宽阻带(5个倍频程)5～30GHz,抑制>40dB。     

当代农村孝道流失的社会原因探析

在当代农村传统孝观念的断裂和孝道的流失则是客观的现实。孝道流失的背后有深刻的社会原因：家庭结构变化疏离代际情感;城市化进程弱化原有孝观念;伦理教育途径缺失阻滞孝道传承;社会保障制度缺位增加秉承孝道的负担。遏制中国农村孝道流失,伦理道德和社会制度需要携手共担。     

我国精神损害赔偿立法之困境与突围

现行立法对于精神损害赔偿的适用条件过于严格,适用范围较狭窄。突破常规思维,承认纯精神损失得为请求权的独立客体,乃是解决之道。引进＂可预见规则＂并对利害关系人的范围作严格界定,可控制被告责任的漫无边际。     

A note on some modified Pulak and Al-Sultan's model

Pulak and Al-Sultan presented a rectifying inspection plan applying in the determination of optimum process mean. However, they did not point out whether the non-conforming items in the sample of accepted lot are replaced or eliminated from the lot and neglected the quality loss within specification limits. In this paper, we further propose the modified Pulak and Al-Sultan model with quadratic quality loss function. There are four cases considered in the modified model: (1) the non-conforming items in the sample of accepted lot are neither replaced nor eliminated from the lot; (2) the non-conforming items in the sample of accepted lot are not replaced but are eliminated from the lot; (3) the non-conforming items in the sample of accepted lot are replaced by conforming ones; (4) the non-conforming items in the sample of accepted lot are replaced by non-inspected items. The numerical results and sensitivity analysis of parameters show that their solutions are slightly different.     

资金紧缺型企业规避风险时的决策行为分析

现实中许多企业（尤其中小企业）往往需要通过各种融资手段获取资金以支持其日常运作。融资在为企业带来运作资金的同时,也增加了企业的财务风险。通过在经典报童模型中引入企业的财务状态,综合分析了企业的最优运作决策与财务决策,以及企业决策者对待风险的态度（风险中性、损失规避等）对其决策行为的影响。研究发现,与风险中性型零售商相比,在一定条件下,损失规避型零售商能够在不降低企业期望收益的前提下降低企业的财务风险。     

Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing

This paper considers studentized tests in time series regressions with nonparametrically autocorrelated errors. The studentization is based on robust standard errors with truncation lag M=bT for some constant b∈(0, 1] and sample size T. It is shown that the nonstandard fixed‐b limit distributions of such nonparametrically studentized tests provide more accurate approximations to the finite sample distributions than the standard small‐b limit distribution. We further show that, for typical economic time series, the optimal bandwidth that minimizes a weighted average of type I and type II errors is larger by an order of magnitude than the bandwidth that minimizes the asymptotic mean squared error of the corresponding long‐run variance estimator. A plug‐in procedure for implementing this optimal bandwidth is suggested and simulations (not reported here) confirm that the new plug‐in procedure works well in finite samples.