Markov chain Monte Carlo exact tests for incomplete two-way contingency tables

We consider testing the quasi-independence hypothesis for two-way contingency tables which contain some structural zero cells. For sparse contingency tables where the large sample approximation is not adequate, the Markov chain Monte Carlo exact tests are powerful tools. To construct a connected chain over the two-way contingency tables with fixed sufficient statistics and an arbitrary configuration of structural zero cells, an algebraic algorithm proposed by Diaconis and Sturmfels [Diaconis, P. and Sturmfels, B. (1998). The Annals of statistics, 26, pp. 363–397.] can be used. However, their algorithm does not seem to be a satisfactory answer, because the Markov basis produced by the algorithm often contains many redundant elements and is hard to interpret. We derive an explicit characterization of a minimal Markov basis, prove its uniqueness, and present an algorithm for obtaining the unique minimal basis. A computational example and the discussion on further basis reduction for the case of positive sufficient statistics are also given.     

Minimal circular strongly balanced repeated measurements designs in periods of three different sizes

Repeated measurements designs (RMD) are widely used in medicine, pharmacology, animal sciences, and psychology. If there is a restriction on the total number of treatments, some experimental units can receive on the total length of time while some experimental units can remain in the trial, then RMD in periods of unequal sizes should be used. In this article, some infinite series are developed to generate the minimal circular strongly balanced RMD in periods of three different sizes p₁, p₂, and p₃, where 2 ≤ p₃ < p₂ ≤ 10.     

Power Law Selection Model for Repairable Systems

A repairable system, under minimal repair, is usually modeled according to a Non-Homogeneous Poisson Process (NHPP) assuming a Power Law intensity function. A traditional approach considers iid NHPPs in order to conduct a statistical analysis based on a sample of systems. However, systems might be heterogeneous due to unmeasured variables such as age, suppliers, and so on. In order to verify this assumption a frequentist approach is proposed in this article. Some possible model scenarios considering different systems heterogeneity are compared using likelihood ratio tests and information criteria. Real data sets illustrate the proposed methodology.     

On study of dynamic survival and cumulative past entropies

Abstract

Recently, a new class of measure of uncertainty, called “dynamic survival entropy”, has been defined and studied in the literature. Based on this entropy, DSE(α) ordering, IDSE(α), and DDSE(α) classes of life distributions are defined and some results are studied. In this paper, our main aim is to prove some more results of the ordering and the aging classes of life distributions mentioned above. Some important distributions such as exponential, Pareto, Pareto II, and finite range distributions are also characterized. Here we have defined cumulative past entropy and proved some interesting results.     

基于绩效的产品维修服务合同最优设计与比较分析——考虑零部件过期的影响

基于绩效的合同 (Performance-based Contracts-PBC) 是近年来在产品售后维修服务领域出现的全新商业模式。PBC 改变了传统上供应商通过提供维修活动和销售零件获取收益的方式,将供应商最终实现的产品可用率作为客户付款的标准。在 PBC 模式下,供应商以提高产品可用率为目标,其运营管理决策需要重新审视。备件库存对维修服务十分重要,直接影响故障修复时间。而零部件过期会影响备件库存的正常补货,降低产品可用率。本文基于 Stackelberg 博弈框架,建立了两种不同惩罚机制PBC合同的供应链动态博弈模型,得出了供应商的最优合同设计方案和用户的最优产品订购批量,分析了博弈均衡策略之间的相互作用,探讨了备件过期应对策略对供应链成员最优利润的影响。结果表明,不同的惩罚机制会对供应链成员的决策产生不同的影响。相对于基于备件缺货数量的惩罚机制,基于用户停机损失的惩罚机制对供应商提高产品可用率具有更加强烈的激励效应。然而,这种惩罚机制会导致供应商对备件库存过度投资,并减少用户的产品购买数量,进而会降低供应链成员的最优利润。同时,一个有意思的结果是在基于备件缺货数量的惩罚机制下,供应链均衡状态中惩罚金额与批发价格有联动特征,使得罚金的大小不会对产品订单数量和备件库存数量产生单独的影响。     

Parameter estimation in an alternating repair model

The Weibull intensity is often used in survival analysis of technical products, it is an extremely important intensity to characterize the probabilistic behavior of a large number of real phenomena. This intensity is especially useful as a failure model analyzing the reliability of different types of systems. In this paper we develop statistical methods for an alternating repair model using Weibull intensity. The maximum likelihood estimator is considered for determining the estimations of the model parameters. The distribution of the life times after perfect repairs and imperfect repairs are obtained. The estimation of the Fisher information matrix is given. Simultaneous confidence regions based on the likelihood ratio statistics are developed for the estimators of the shape and scale parameter of the Weibull intensity. Finally simulation study will be given.     

Pricing and hedging equity-indexed annuities via local risk-minimization

Lin et al. (2009) employed the Esscher transform method to price equity-indexed annuities (EIAs) when the dynamic of the market value of a reference asset was driven by a generalized geometric Brownian motion model with regime-switching. Some rare events (release of an unexpected economic figure, major political changes or even a natural disaster in a major economy) can lead to brusque variations in asset prices, and hence we sometimes need to consider jump models. This paper extends the model and analysis in Lin et al. (2009). Specifically, we assume that the financial market has a regime-switching jump-diffusion model, under which we price the point-to-point, the Asian-end, the high water mark and the annual reset EIAs by exploiting the local risk-minimization approach. The effects of the model parameters on the EIAs pricing are illustrated through numerical experiments. Meanwhile, we present the locally risk-minimizing hedging strategies for EIAs.     

On damage accumulation and biological aging

If biological aging is understood as some process of damage accumulation, it does not necessarily lead to increasing mortality rate. Within the framework of suggested models and relevant examples we show that even for the monotonically increasing degradation, the mortality rate can, at least, ultimately decrease. Aging properties of systems with imperfect repair are also studied. It is shown that for some models of imperfect repair the corresponding age process is monotone and stable. This means that as t→∞$t\to \infty$, degradation slows down, which results in the mortality rate deceleration and its possible convergence to a constant.     

Getting out of the doghouse: The image repair strategies of Michael Vick

Michael Vick's federal dog-fighting conviction in 2007 made him notorious. Vick spoke publicly about his role in the dog-fighting operation only once before beginning a prison term. Three years after entering prison, he returned to National Football League action. By 2011, some in the media proposed that Vick had successfully rehabilitated his image and redeemed himself in the eyes of the public. This study examines the image repair strategies Vick employed at his August 27, 2007, press conference. It concludes that Vick chose appropriate strategies but did not fully develop one critical strategy: corrective action. The paper also explores Vick's strategic use of the third person and appeals to a supernatural being.     

Managing a nation's image during crisis: A study of the Chinese government's image repair efforts in the “Made in China” controversy

The image of a nation is crucial in the conduct of international relations (Wang, J. (2006). Managing national reputation and international relations in the global era: Public diplomacy revisited. Public Relations Review, 32, 91–96). A favorable image plays a critical role in asserting one's influence (Benoit, W. L., & Brinson, S. L. (1994). AT&T: “Apologies are not enough”. Communication Quarterly, 42, 75–88; Wang, J. (2006). Managing national reputation and international relations in the global era: Public diplomacy revisited. Public Relations Review, 32, 91–96). Often, strategic communication tools like public relations and media diplomacy are used to enhance a nation's image (Giffard, A., & Rivenburgh, N. K. (2000). News agencies, national images, and global media events. Journalism Quarterly, 77, 8–21). In 2007, China's reputation as “the workshop of the world” (Gaulier, G., Lemoine, F., & Unal-Kesenci, D. (2005). China: A workshop of the Cd and a market for Europe. At: http://ideas.repec.org/a/cii/cepill/2005-245.html. Accessed on 14 May 2009) came under severe threat with a series of product recalls. This was arguably the first time that allegations of product deficiencies were targeted at a country. Using the image repair theory, this paper examined the strategies used and the image these strategies generated for China. Findings showed that the initial defensive strategies generated an image of a hurried and harried country. After it was willing to confront the crises through corrective action, a surer and more determined image emerged.