平实的深刻:论朱自清的《新诗杂话》

《新诗杂话》是朱自清先生研究中国现代新诗的一部著作。朱先生在这部诗学著作中,坚守诗歌文本的分析,坚持对诗歌意义进进缜密详实的“解读”,并认为这是新诗研究的基础。论及范围宽泛,富于创见性,是这部著作的显著特点。以“解诗”为出发点,《新诗杂话》探讨了诗与感觉、诗与哲理、诗与幽默、抗战与诗、诗与建国、诗的形式、歌谣与译诗、新诗的进步性、新诗的发展趋势等诸多关系,平实而深刻,精确而简洁,“将深化为浅”是《新诗杂话》最富于生机与活力的语言叙述原则。     

浅析“生态整体论”对我国林业建设的指导意义

我国林业工作在取得巨大成就的同时,也存在着一些突出问题。如人工纯林问题、天然林保护不力、绿化中大面积铺设草皮等现象。其根本原因在于传统的人类中心主义价值观指导下人们只关注森林的工具价值,而忽视森林的内在价值尤其是森林生态系统的价值。罗尔斯顿＂生态整体论＂为人类认识森林问题和森林价值提供了新视角,对林业实践具有指导意义。为实现林业可持续发展,必须扭转人类中心主义观念,实现由以木材生产为主向以生态建设为主的转变,注重维护森林系统整体性、保护生物多样性。     

Confidence intervals for treatment effect from restricted maximum likelihood

An explicit form of confidence intervals for the treatment effect in random effects meta-analysis model obtained from Harville–Jeske–Kenward–Roger approach is given. These restricted likelihood based intervals are compared to alternative procedures commonly used in collaborative studies when the number of participants is small and study-specific variances are heterogeneous. Monte Carlo simulation experiments show that the former intervals have quite conservative coverage probabilities and favor the latter intervals.     

Uniform Convergence of Compactly Supported Wavelet Expansions of Gaussian Random Processes

New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of non stationary processes. An application of the obtained results to stationary processes is also presented. It is shown that the convergence rate of the expansions is exponential.     

刘敦南的钢琴协奏曲《山林》浅析

通过对钢琴协奏曲《山林》的创作背景、创作手法、曲式结构、音乐风格等内容的分析,阐明了作曲家只有深入生活、热爱生活,才能使富于幻想的笔调升华,才能创作出真挚感人的、无愧于时代的优秀作品。     

The Representation of Hypergeometric Random Variables using Independent Bernoulli Random Variables

In this paper, we show that a hypergeometric random variable can be represented as a sum of independent Bernoulli random variables that are, except in degenerate cases, not identically distributed. In the proof, we use the factorial moment generating function. An asymptotic result on the probabilities of the Bernoulli random variables in the sum is also presented. Numerical examples are used to illustrate the results.     

Pooled Cross-Sectional and Time Series Data: A Survey of Current Statistical Methodology

A data base that provides a multivariate statistical history for each of a number of individual entities is called a pooled cross-sectional and time series data base in the econometrics literature. In marketing and survey literature the terms panel data or longitudinal data are often used. In management science a convenient term might be management data base. Such a data base provides a particularly rich environment for statistical analysis. This article reviews methods for estimating multivariate relationships particular to each individual entity and for summarizing these relationships for a number of individuals. Inference to a larger population when the data base is viewed as a sample is also considered.     

A statistical measure of internal consistency

A test for homogeneity of several populations against the simple tree alternative is proposed when the observations in various groups are subject to the same pattern of random right-censorship. The test is a generalization of the one proposed by Slivka (1970) which is useful when testing time is expensive so that an early termination of an experiment is desirable. The power of the test is examined in a simulation study.     

Estimation and Welfare Analysis With Large Demand Systems

We develop an approach for estimating individual or household level preferences for a large set of quality-differentiated goods and for constructing Hicksian welfare measures within the demand system framework. Our approach uses a maximum simulated likelihood procedure to recover estimates of the structural parameters and a multistage, Monte Carlo Markov chain algorithm for constructing Hicksian consumer surplus estimates. We illustrate our approach with a recreation dataset consisting of day trips to 62 Mid-Atlantic beaches.     

Generalized RCINAR(1) Process with Signed Thinning Operator

A generalized random coefficient first-order integer-valued autoregressive process with signed thinning operator is introduced, this kind of process is appropriate for modeling negative integer-valued time series. Strict stationarity and ergodicity of process are established. Estimators of the parameters of interest are derived and their properties are studied via simulation. At last, we use bootstrap method in the real data analysis.