职后教师培训反哺职前师范生培养的策略性思考

尝试以“教师教育一体化”理论的新视角,审视新时期职后教师培训反哺职前师范生培养的问题,是这一探索中十分有意义的一部分。职后教师培训具有职前师范生学历教育相同的特质渊源,而突破师范生培养瓶颈呼唤职后教师培训的有益反哺,职后教师培训有利于促进师范生培养质量的提高。职后教师培训为师范生的教育实践搭建桥梁,职后教师培训资源丰富师范生教育内容,开展教师培训还有利于提高师范院校教师的专业水平和能力。     

当代大学生消费状况调查报告——以河北科技师范学院为例

论文在河北科技师范学院大学生消费状况的调查资料基础上，分析了当代大学生的消费结构、消费特点以及存在的问题，并提出了以下几点建议：大学生自己要树立合理的消费观念，父母要注重培养孩子正确的消费观念，高校要健全奖学金和贷款等方面的管理制度，社会要规范大学生的消费市场秩序。     

高等师范院校推行顶岗实习的实践意义

近年来,高校师范生顶岗实习作为改革教师教育的一项战略性重要举措备受关注。顶岗实习既是高校师范教育的需要,也是培养师范生四种能力的有效途径,同时也使贫困地区的基础教育获得持续的、较高水准的师资补充。顶岗实习是一项"顶岗学生、师范院校、实习学校"三方共赢的系统工程,具有十分重要的现实意义。     

高师学生德育现状分析与对策

教师不仅是学校智力教育的"母机",而且是学校德育工作的"母机",师范生作为教师的生力军,其德育能力如何,事关学校素质教育的直接效果。而分析当前高师大学生德育状况存在的问题,提出解决办法有着重要的意义。     

Fitting probability distributions to economic growth: a maximum likelihood approach

The growth rate of the gross domestic product (GDP) usually carries heteroscedasticity, asymmetry and fat-tails. In this study three important and significantly heteroscedastic GDP series are examined. A Normal, normal-mixture, normal-asymmetric Laplace distribution and a Student's t-Asymmetric Laplace (TAL) distribution mixture are considered for distributional fit comparison of GDP growth series after removing heteroscedasticity. The parameters of the distributions have been estimated using maximum likelihood method. Based on the results of different accuracy measures, goodness-of-fit tests and plots, we find out that in the case of asymmetric, heteroscedastic and highly leptokurtic data the TAL-distribution fits better than the alternatives. In the case of asymmetric, heteroscedastic but less leptokurtic data the NM fit is superior. Furthermore, a simulation study has been carried out to obtain standard errors for the estimated parameters. The results of this study might be used in e.g. density forecasting of GDP growth series or to compare different economies.     

A Note on parameter and standard error estimation in adaptive robust regression

This paper introduces practical methods of parameter and standard error estimation for adaptive robust regression where errors are assumed to be from a normal/independent family of distributions. In particular, generalized EM algorithms (GEM) are considered for the two cases of t and slash families of distributions. For the t family, a one step method is proposed to estimate the degree of freedom parameter. Use of empirical information is suggested for standard error estimation. It is shown that this choice leads to standard errors that can be obtained as a by-product of the GEM algorithm. The proposed methods, as discussed, can be implemented in most available nonlinear regression programs. Details of implementation in SAS NLIN are given using two specific examples.     

Prediction of Variables Via Their Order Statistics in Bivariate Elliptical Distributions with Application in the Financial Markets

Assuming that (X₁, X₂) has a bivariate elliptical distribution, we obtain an exact expression for the joint probability density function (pdf) as well as the corresponding conditional pdfs of X₁ and X₍₂₎ ? max?{X₁, X₂}. The problem is motivated by an application in financial markets. Exchangeable random variables are discussed in more detail. Two special cases of the elliptical distributions that is the normal and the student’s t models are investigated. For illustrative purposes, a real data set on the total personal income in California and New York is analyzed using the results obtained. Finally, some concluding remarks and further works are discussed.     

Improved point and confidence interval estimators of mean response in simulation when control variates are used

In discrete event simulation, the method of control variates is often used to reduce the variance of estimation for the mean of the output response. In the present paper, it is shown that when three or more control variates are used, the usual linear regression estimator of the mean response is one of a large class of unbiased estimators, many of which have smaller variance than the usual estimator. In simulation studies using control variates, a confidence interval for the mean response is typically reported as well. Intervals with shorter width have been proposed using control variates in the literature. The present paper however develops confidence intervals which not only have shorter width but also have higher coverage probability than the usual confidence interval     

Information and the Likelihood Function in Exponential Families

A very strong relationship between the directed Kullback divergence and the likelihood function emerges simply and naturally in the context of exponential families. The directed Kullback divergence is an information-theoretic measure of the distance from one distribution to another.     

Testing equality of two normal means using combined samples of paired and unpaired data

A test for equality of two normal means when the data consist of both paired and unpaired observations is proposed. The proposed test is compared with two other standard methods known in the literature with respect to the type I error rate and power using simulation results.