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21.
Summary We consider a lotL formed byN apparently similar unitsW
1,…,W
N, where each of theW
i may come from one of two different populationsP
1 andP
2;T
1,…,T
N denote the corresponding lifetimes. The units fromP
i
undergo a failure of kindi and their survival function isS
i
(t).
We assume that the failure rate function
are known and that the units fromP
1 are ?substandard?: λ
1
(t)≥λ
2
(t), ∀t≥0.
We want to putW
1,…,W
N under a pre-operational test (burn-in test) in order to eliminate at least a great part of the substandard units and we face
the problem of obtaining a rule for stopping the test under the assumption that, with the failure of a unit, it is possible
to recognize the population from which the unit comes.
Such a problem will be formalized as an optimal stopping problem for a suitably defined Markov process. Our study shall evidentiate
some fundamental aspects of the problem and the role of the prior distribution of the (random) numberM
0 of those units inL coming fromP
1 (substandard). The latter distribution has a great influence on the form of the solution.
This research was supported by the C.N.R. Project ?Statistica Bayesiana e Simulazione in Affidalità e Modellistica Biologica?. 相似文献
22.
Serkan Eryilmaz 《统计学通讯:模拟与计算》2017,46(10):8005-8013
In this article, a system that consists of n independent components each having two dependent subcomponents (Ai, Bi), i = 1, …, n is considered. The system is assumed to compose of components that have two correlated subcomponents (Ai, Bi), and functions iff both systems of subcomponents A1, A2, …, An and B1, B2, …, Bn work under certain structural rules. The expressions for reliability and mean time to failure of such systems are obtained. A sufficient condition to compare two systems of bivariate components in terms of stochastic ordering is also presented. 相似文献
23.
Dr. Yellman proposes to define frequency as “a time‐rate of events of a specified type over a particular time interval.” We review why no definition of frequency, including this one, can satisfy both of two conditions: (1) the definition should agree with the ordinary meaning of frequency, such as that less frequent events are less likely to occur than more frequent events, over any particular time interval for which the frequencies of both are defined; and (2) the definition should be applicable not only to exponentially distributed times between (or until) events, but also to some nonexponential (e.g., uniformly distributed) times. We make the simple point that no definition can satisfy (1) and (2) by showing that any definition that determines which of any two uniformly distributed times has the higher “frequency” (or that determines that they have the same “frequency,” if neither is higher) must assign a higher frequency number to the distribution with the lower probability of occurrence over some time intervals. Dr. Yellman's proposed phrase, “time‐rate of events … over a particular time interval” is profoundly ambiguous in such cases, as the instantaneous failure rates vary over an infinitely wide range (e.g., from one to infinity), making it unclear which value is denoted by the phrase “time‐rate of events.” 相似文献
24.
25.
When does trade become a one-way relationship? We study bilateral trade balances for a sample of 18 European countries over the period from 1948 through 2008. We find that, with the introduction of the euro, trade imbalances among euro area members widened considerably, even after allowing for permanent asymmetries in trade competitiveness within pairs of countries or in the overall trade competitiveness of individual countries. This is consistent with indications that pair-wise trade tends to be more balanced when nominal exchange rates are flexible. Intra-euro area imbalances also seem to have become more persistent with the introduction of the euro, some of which is linked to labor market inflexibility. Reviewing the direction of imbalances, we find that bilateral trade surpluses are decreasing in the real exchange rate, decreasing in growth differentials, and increasing in the relative volatility of national business cycles. Finally, countries with relatively higher fiscal deficits and less flexible labor and product markets exhibit systematically lower trade surpluses than others. 相似文献
26.
27.
In analyzing data from unreplicated factorial designs, the half-normal probability plot is commonly used to screen for the ‘vital few’ effects. Recently, many formal methods have been proposed to overcome the subjectivity of this plot. Lawson (1998) (hereafter denoted as LGB) suggested a hybrid method based on the half-normal probability plot, which is a blend of Lenth (1989) and Loh (1992) method. The method consists of fitting a simple least squares line to the inliers, which are determined by the Lenth method. The effects exceeding the prediction limits based on the fitted line are candidates for the vital few effects. To improve the accuracy of partitioning the effects into inliers and outliers, we propose a modified LGB method (hereafter denoted as the Mod_LGB method), in which more outliers can be classified by using both the Carling’s modification of the box plot (Carling, 2000) and Lenth method. If no outlier exists or there is a wide range in the inliers as determined by the Lenth method, more outliers can be found by the Carling method. A simulation study is conducted in unreplicated designs with the number of active effects ranging from 1 to 6 to compare the efficiency of the Lenth method, original LGB methods, and the proposed modified version of the LGB method. 相似文献
28.
《Journal of Statistical Computation and Simulation》2012,82(9):747-757
Research in many disciplines involves data with spatially correlated observations. Spatial dependence violates the independent errors assumption required for techniques such as the standard one-way analysis of variance for a completely randomized design. The testing methodology within the correlated errors approach has not been investigated within a spatial context. For one-way fixed effects analysis of variance, a permutation test and tests associated with the correlated errors approach are investigated through simulation. No single test was superior with respect to both power and size but the standard Wald F test and a simple adjustment to it performed well overall. 相似文献
29.
Research in the sociology of education has shown that noncognitive traits are important predictors of educational outcomes and a mechanism of the intergenerational transmission of status. However, previous research on this topic typically posits that there is a constant effect of these traits with variable prevalences of these traits by socioeconomic status. Using time spent on homework as an example, I analyze income-based heterogeneity in homework efficacy, defined as the individual effect of study time on academic achievement, using a national U.S. probability sample of secondary students. Higher income students gain more knowledge from their homework time than their counterparts in all grades and all subjects except history, with greater group differences for math than for science and reading. These results are confirmed by models accounting for time-invariant unobserved heterogeneity in the 8th–10th, but not 10th–12th, grade windows. These results imply that increases in the amount of homework assigned may increase the socioeconomic achievement gap in math, science, and reading in secondary school. 相似文献
30.
《Journal of Statistical Computation and Simulation》2012,82(1):137-147
In this study, we provide the Farlie–Gumbel–Morgenstern bivariate copula of rth and sth order statistics. The main emphasis in this study is on the inference procedure which is based on the maximum pseudo-likelihood estimate for the copula parameter. As for the methodology, goodness-of-fit test statistic for copulas which is based on a Cramér–von Mises functional of the empirical copula process is applied for selecting an appropriate model by bootstrapping. An application of the methodology to simulated data set is also presented. 相似文献