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681.
AbstractIn this article, in the framework of sublinear expectation initiated by Peng, we derive a strong law of large numbers (SLLN) for negatively dependent and non identical distributed random variables. This result includes and extends some existing results. Furthermore, we give two examples of our result for applications. 相似文献
682.
《随机性模型》2013,29(2-3):531-550
ABSTRACT In this paper, we consider a retrial queueing system consisting of a waiting line of infinite capacity in front of a single server subject to breakdowns. A customer upon arrival may join the queue (waiting line) or go to the retrial orbit (another queue) to retry for service after a random time. Only the customer at the head of the retrial orbit is allowed to retry for service. Upon retrial, the customer enters the service if the server is idle; otherwise, it may go back to the retrial orbit or leave the system (become impatient). All the interarrival times, service times, server up times, server down times and retrial times are exponential, and all the necessary independence conditions in these variables are assumed. For this system, we provide sufficient conditions under which, for any given number of customers in the orbit, the stationary probability of the number of customers in the waiting line decays geometrically. We also provide explicitly an expression for the decay parameter. 相似文献
683.
Consider a life testing experiment in which n units are put on test, successive failure times are recorded, and the observation is terminated either at a specified number r of failures or a specified time T whichever is reached first. This mixture of type I and type II censoring schemes, called hybrid censoring, is of wide use. Under this censoring scheme and the assumption of an exponential life distribution, the distribution of the maximum likelihood estimator of the mean life θ is derived. It is then used to construct an exact lower confidence bound for θ. 相似文献
684.
In this paper, we study the class of inflated modified power series distributions (IMPSD) where inflation occurs at any of the support points. This class include among other the generalized Poisson, the generalized negative binomial, the generalized logarithmic series and the lost games distributions. We give expressions for the moments, factorial moments and central moments of the IMPSD. The maximum likelihood estimation of the parameters of the IMPSD and the variance – covariance matrix of the estimators is obtained. We derive these estimators and their information matrices for mentioned above particular members of IMPSD class. The second part of this paper deals with the distribution of sum of independent and identically distributed random variables taking values s, s+1. s + 2, …, s ≥ 0, with modified power series distributions inflated at the point s. 相似文献
685.
In this paper, we propose some alternative estimatiors to that given by C. G. Khatri and C. R. Rao (1985), for estimating Signal to Noise ratio. Using Pitman Nearness, Condition for prefering one estimator over the other is estabilished. It is shown numerically that estimators corresponding to Entropy loss function are better more oftern than those corresponding to Squared Error loss. 相似文献
686.
《Journal of Statistical Computation and Simulation》2012,82(10):1233-1246
Using a new approach based on Meijer G-functions and computer simulation, we numerically compute the exact null distribution of the modified-likelihood ratio statistic used to test the hypothesis that several covariances matrices of normal distributions are equal. Small samples of different sizes are considered, and for the case of two matrices, we introduce a new test based on determinants, with the null distribution of its criterion also fully computable. Comparisons with published results show the accuracy of our approach, which is proved to be more flexible and adaptable to different cases. 相似文献
687.
Hanfeng Chen Jiahua Chen & John D. Kalbfleisch 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2001,63(1):19-29
Testing for homogeneity in finite mixture models has been investigated by many researchers. The asymptotic null distribution of the likelihood ratio test (LRT) is very complex and difficult to use in practice. We propose a modified LRT for homogeneity in finite mixture models with a general parametric kernel distribution family. The modified LRT has a χ-type of null limiting distribution and is asymptotically most powerful under local alternatives. Simulations show that it performs better than competing tests. They also reveal that the limiting distribution with some adjustment can satisfactorily approximate the quantiles of the test statistic, even for moderate sample sizes. 相似文献
688.
Vasileios Alevizakos 《统计学通讯:理论与方法》2013,42(20):5138-5144
AbstractThe use of indices as an estimation tool of process capability is long-established among the statistical quality professionals. Numerous capability indices have been proposed in last few years. Cpm constitutes one of the most widely used capability indices and its estimation has attracted much interest. In this paper, we propose a new method for constructing an approximate confidence interval for the index Cpm. The proposed method is based on the asymptotic distribution of the index Cpm obtained by the Delta Method. Under some regularity conditions, the distribution of an estimator of the process capability index Cpm is asymptotically normal. 相似文献
689.
James A. Koziol 《统计学通讯:理论与方法》2013,42(3):207-221
Hollander (1970) proposed a conditionally distribution-free test of bivariate symmetry based on the empirical distribution function. In this paper Hollander’s test statistic is examined In greater detail: in particular; its conditional asymptotic distribution is derived under the null hypothesis as well as under a sequence of local alternatives. Percentage points of the asymptotic distribution are presented; a power comparison between Hollander’s statistic and the likelihood ratio criterion in testing a variant of the sphericity hypothesis in multivariate analysis is made. 相似文献
690.
Janes Galambos 《统计学通讯:理论与方法》2013,42(7):2211-2221
With a set X1, X2, .... Xn n random variables, a graph is associated whose vertices are the integers 1,2,..., n and whose edges represent those pairs i and j for which the events {Xi>X} and {Xj>X} do not become “almost independent” for “large X”. With a variety of assumption on the edge set of the graph, the asymptotic distribution of the extremes of the Xj, when properly normalized, is determined. This refines the earlier result of the present author on this kind of dependence, and extends and unifies several known dependent extreme value models. 相似文献