Zero-inflated models and estimation in zero-inflated Poisson distribution

In this paper, we briefly overview different zero-inflated probability distributions. We compare the performance of the estimates of Poisson, Generalized Poisson, ZIP, ZIGP and ZINB models through Mean square error (MSE), bias and Standard error (SE) when the samples are generated from ZIP distribution. We propose a new estimator referred to as probability estimator (PE) of inflation parameter of ZIP distribution based on moment estimator (ME) of the mean parameter and compare its performance with ME and maximum likelihood estimator (MLE) through a simulation study. We use the PE along with ME and MLE to fit ZIP distribution to various zero-inflated datasets and observe that the results do not differ significantly. We recommend using PE in place of MLE since it is easy to calculate and the simulation study in this paper demonstrates that the PE performs as good as MLE irrespective of the sample size.     

Optimal consumption and portfolio selection with negative wealth constraints,subsistence consumption constraints,and CARA utility

We consider the optimal consumption and portfolio selection problem with constant absolute risk aversion (CARA) utility. The economic agent in this model receives constant labor income, and her economic behavior is restricted on consumption and wealth, which are called the subsistence consumption constraint and the negative wealth constraint. We use the convex duality method to derive the value function and the optimal policies in closed-form solutions. Also we illustrate some numerical examples.     

地震死亡人数预测与巨灾保险基金测算

巨灾保险制度在很大程度上依赖于巨灾损失的建模分析。由于巨灾损失通常存在极端值,一般的统计分布很难对其进行有效拟合。本文以我国大陆地区1950-2015年期间的地震灾害为研究样本,基于二维泊松过程建立了地震灾害死亡人数的预测模型。根据地震死亡人数的分布特征,将地震灾害分为非巨灾事件和巨灾事件,分别用右截断的负二项分布和右截断的广义帕累托分布拟合死亡人数;用齐次泊松过程描述地震灾害在给定期间的发生次数;用Panjer迭代法和快速傅里叶变换计算地震死亡人数在特定时期的分布以及风险度量值;用蒙特卡罗模拟法测算我国地震死亡保险基金的规模和纯保费水平。与传统的巨灾模型相比,本文提出的方法同时考虑了地震灾害发生的时间和地震死亡人数两个维度,并用贝叶斯方法估计模型参数,对地震死亡人数的拟合更加合理,为完善我国地震死亡保险提供了一种新的思路。     

美联储应对2007-2009金融危机的负面效应探讨——基于风险视角

以中长期经济运行和中央银行制度建设面临的风险为视角,文章探讨美联储应对2007-09金融危机的负面效应。综合来看,恶性通货膨胀风险、金融市场扭曲风险、中央银行独立性风险和财务风险是美联储为稳定金融体系而带来的潜在隐患。从中得出的启示是需要客观认识货币政策在危机时期的作用,以求审慎平衡货币政策的积极效应和负面效应。     

负二项分布的推广

本文主要是在二项分布,多项分布,负二项分布的基础上,把负二项分布进一步推广,给出负N项分布的定义,推导出它的概率分布,并计算出其数学期望和方差.     

Optimal acceptance sampling for modules F and F1 of the European Measuring Instruments Directive

ABSTRACT

Acceptance sampling plans offered by ISO 2859-1 are far from optimal under the conditions for statistical verification in modules F and F1 as prescribed by Annex II of the Measuring Instruments Directive (MID) 2014/32/EU, resulting in sample sizes that are larger than necessary. An optimised single-sampling scheme is derived, both for large lots using the binomial distribution and for finite-sized lots using the exact hypergeometric distribution, resulting in smaller sample sizes that are economically more efficient while offering the full statistical protection required by the MID.     

阶乘幂多项式及其基本恒等式

考虑两类阶乘幂多项式，由向前或向后差分公式，得到两个同类阶乘幂多项式等价的充分必要条件．给出并证明了阶乘幂代数系统的两类基本恒等式，一类是阶乘幂的二项式定理；另一类是同阶阶乘幂之差的因式分解定理(乘方差定理)．     

阻抗变换器的负阻特性分析

本文就广义阻抗变换器的负阻特性进行了分析。在采用运算放大器单极点模型的条件下,得到了负阻特性并作出其频率曲线,给出了负阻变换器的最佳元件设计方案,并进行了灵敏度分析,提出了选择负阻变换器参数应注意的问题。     

Unbiased estimation following selection for bernoulli populations

Although a large number of selection procedures have been published in the statistics literature, the selection approach has received only limited use in applications. One drawback to the use of such procedures has been the lack of parameter estimates, which prevents quantitative comparisons among the treatments. To partially address this criticism, we present a general method for constructing unbiased estimators of the success probabilities after the termination of a sequential experiment involving two or more Bernoulli populations. Some theoretical properties are presented, and examples are provided for several different selection procedures.     

汉英并列二项式固化程度差异的语言系统分析

词序制约因素在汉英并列二项式中的表现差异部分是由汉英并列二项式本身的固化程度引起。汉英并列连词系统的差异、汉语的“意合”和英语的“形合”、汉语的双音词汇化现象的普遍性、英语并列二项式习语化倾向等四种汉英语言系统中的差异是导致汉语并列二项式固化程度较低而英语并列二项式固化程度较高的主要原因。