通过问卷调查探讨考试规范的现状

考试规范是一个有关考什么和怎样考的书面文献,它在考试命题中起着重要作用。本文在问卷调查和相关文献的基础上,首先分析了广大英语教师对考试规范的认识、制定情况,探讨考试规范与考试大纲的区别和联系,考试规范在保证试卷的内容效度、结构效度及考试评估中的作用,然后指出考试规范制定的程序,希望能引起广大英语教师的重视。     

庆阳市38所乡镇初级中学英语成绩测试调研报告

经过对庆阳市38所乡镇初级中学英语成绩测试现状的调研,发现这些学校的测试实践科学性不足,测试体系不完善,测试结果不能有效地指导教学。要落实新课程标准的各项目标,搞好教改,就必须规范和加强语言测试工作。     

从《普通话水平测试用儿化词语表》看《纲要》的科学性

分析了普通话儿化韵的类型和儿化韵测试中存在争议的原因,并在对《普通话水平测试大纲》儿化词语与《普通话水平测试实施纲要·普通话水平测试用儿化词语表》进行对比分析的基础上,论证了《普通话水平测试实施纲要》比《普通话水平测试大纲》更科学、更严谨、更规范、更具有可操作性的观点。     

大学英语写作教学的现状及改进策略

我国高校英语写作教学在学生学习态度、课程设置、教学时间、教材编写、作文批改等方面存在的问题,使学生四级考试的作文成绩长期得不到提高。要改变这一现状,就要有针对性地改进大学英语写作教学。     

Sequential procedures based on M-estimators with discontinuous score functions

Bounded-width sequential confidence intervals and sequential tests for regression parameter based on M-estimators are extended to the case where the score-functions generating the M-estimators have jump-discontinuities. In the context of the asymptotic normality of the stopping variable, for the confidence interval problem, it is observed that the jump-discontinuities induce a slower rate of convergence. The proofs of the main theorems rest on the weak convergence of some related processes and this is also studied.     

Test for Parameter Change in Linear Processes Based on Whittle's Estimator

In this article, we develop a cusum test for testing for parameter changes in linear processes based on Whittle's estimator. It is shown that under regularity conditions, the test statistic converges to the sup of a Brownian bridge. The result is particularly useful in handling the change point test in stationary ARMA processes. A simulation result is provided for illustration.     

Estimation and Test for Multi-Dimensional Regression Models

This work is concerned with the estimation of multi-dimensional regression and the asymptotic behavior of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to get an optimal estimator. We show in this article that if we choose to minimize the logarithm of the determinant of the empirical error covariance matrix, then we get an asymptotically optimal estimator. Moreover, under suitable assumptions, we show that this cost function leads to a very simple asymptotic law for testing the number of parameters of an identifiable and regular regression model. Numerical experiments confirm the theoretical results.     

Recurrence formula on the joint distribution of sample skewness and kurtosis under normality

Abstract

Two recurrence relations with respect to sample size are given concerning the joint distribution of skewness and kurtosis of random observations from a normal population: one between the probability density functions and the other between the product moments. As a consequence, the latter yields a recurrence formula for the moments of sample kurtosis. The exact moments of Jarque-Bera statistic is also given.     

An exact density-based empirical likelihood ratio test for paired data

The Wilcoxon rank-sum test and its variants are historically well-known to be very powerful nonparametric decision rules for testing no location difference between two groups given paired data versus a shift alternative. In this title, we propose a new alternative empirical likelihood (EL) ratio approach for testing the equality of marginal distributions given that sampling is from a continuous bivariate population. We show that in various shift alternative scenarios the proposed exact test is superior to the classic nonparametric procedures, which may break down completely or are frequently inferior to the density-based EL ratio test. This is particularly true in the cases where there is a nonconstant shift under the alternative or the data distributions are skewed. An extensive Monte Carlo study shows that the proposed test has excellent operating characteristics. We apply the density-based EL ratio test to analyze real data from two medical studies.