On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions

In this paper, we present a novel approach to estimating distribution functions, which combines ideas from Bayesian nonparametric inference, decision theory and robustness. Given a sample from a Dirichlet process on the space (𝒳, A), with parameter η in a class of measures, the sampling distribution function is estimated according to some optimality criteria (mainly minimax and regret), when a quadratic loss function is assumed. Estimates are then compared in two examples: one with simulated data and one with gas escapes data in a city network.     

跳过程下的公司证券定价和最优资本结构

由于几何布朗运动不能反映复杂经济背景下的资产价值动态,本文以双指数跳扩散过程作为资产价值过程来研究公司证券定价和最优资本结构问题。本文主要结果是：运用均衡定价的方法给出了公司证券的定价并获得了公司资本价值的解析解。通过比较静态分析揭示了跳风险对企业资本价值、最优资本结构、收益率差价等都具有显著的影响。与几何布朗运动相比,跳风险降低了公司价值和债券价值以及公司最优杠杆率,同时增加了债券的收益率差价和股权价值。     

On the generalized process capability under simple and mixture models

Process capability (PC) indices measure the ability of a process of interest to meet the desired specifications under certain restrictions. There are a variety of capability indices available in literature for different interest variables such as weights, lengths, thickness, and the life time of items among many others. The goal of this article is to study the generalized capability indices from the Bayesian view point under different symmetric and asymmetric loss functions for the simple and mixture of generalized lifetime models. For our study purposes, we have covered a simple and two component mixture of Maxwell distribution as a special case of the generalized class of models. A comparative discussion of the PC with the mixture models under Laplace and inverse Rayleigh are also included. Bayesian point estimation of maintenance performance of the system is also part of the study (considering the Maxwell failure lifetime model and the repair time model). A real-life example is also included to illustrate the procedural details of the proposed method.     

Goodness-of-fit tests based on the distance between the Dirichlet process and its base measure

The Dirichlet process is a fundamental tool in studying Bayesian nonparametric inference. The Dirichlet process has several sum representations, where each one of these representations highlights some aspects of this important process. In this paper, we use the sum representations of the Dirichlet process to derive explicit expressions that are used to calculate Kolmogorov, Lévy, and Cramér–von Mises distances between the Dirichlet process and its base measure. The derived expressions of the distance are used to select a proper value for the concentration parameter of the Dirichlet process. These tools are also used in a goodness-of-fit test. Illustrative examples and simulation results are included.     

Uniform Tail Asymptotics for the Sum of Two Correlated Classes with Stochastic Returns and Dependent Heavy Tails

Consider a continuous-time risk model with two correlated classes of insurance business and risky investments whose price processes are geometric Lévy processes. By assuming that the correlation comes from a common shock, and the claim sizes are heavy-tailed and pairwise quasi-asymptotically independent, we investigate the tail behavior of the sum of the stochastic present values of the two correlated classes, and a uniform asymptotic formula is obtained.     

东西方古老爱情诗初探--中国的《诗经》与希腊的萨福

在东西方文明发展历史过程中,诗歌作为一种古老的文学体裁,是人类文明进步的重要载体.由于历史、地理等方面的原因,东西方在文化发展上存在较大的差异,这种差异也反映在诗歌创作上.本文对古希腊女诗人萨福与我国<诗经>中的爱情诗歌在语言表达方式、诗歌意象营造以及所宣扬的爱情观等方面进行了简要比较,呈示出二者的异同.     

伊朗核计划的动因及其影响

自伊朗秘密建造核设施的消息曝光之后,伊朗的核问题成为国际又一热点.本文介绍了伊朗核问题的由来,分析了伊朗现行核政策的意图以及"逆潮流而动"坚持现行核政策的依据,并进一步指出它对未来中东政治格局的影响.     

孙子制胜思想探析

孙子思想体系从内容构成的角度可以分为:孙子的"全胜"思想;孙子的认知规律;孙子的争胜原理。孙子的"全胜"思想是孙子思想的主题,以"不战而屈人之兵"实现目的或目标为其理论目标,追求最"效益"的合理过程为宗旨。孙子的认知规律的核心是"知彼知己"规律,它是孙子知胜和制胜的重要依据和前提。孙子的争胜原理是实现孙子理论宗旨的保障,它衍生于孙子的非对称制胜思想。要获得对抗事件的胜利,必定存在一个非对称的作用,孙子的制胜艺术就是寻找、选择、创造、利用某种非对称作用而获胜的艺术。     

20世纪中国意笔人物画变革纵观

结合20世纪的百年中国社会发展历程背景,以及每阶段中国美术论争的焦点问题,介绍有关中国意笔人物画现代化历程中的重要变革史实,评析中国意笔人物画在内容、形式和技艺发展中的理论和实践,对20世纪中国意笔人物画在不同历史阶段(具体分开创性试验期、探索性发展期和多样化繁荣期三个阶段)中的主要流派及其代表人物,进行分别阐述.