Simulation of the p-generalized Gaussian distribution

In this paper, we introduce the p-generalized polar methods for the simulation of the p-generalized Gaussian distribution. On the basis of geometric measure representations, the well-known Box–Muller method and the Marsaglia–Bray rejecting polar method for the simulation of the Gaussian distribution are generalized to simulate the p-generalized Gaussian distribution, which fits much more flexibly to data than the Gaussian distribution and has already been applied in various fields of modern sciences. To prove the correctness of the p-generalized polar methods, we give stochastic representations, and to demonstrate their adequacy, we perform a comparison of six simulation techniques w.r.t. the goodness of fit and the complexity. The competing methods include adapted general methods and another special method. Furthermore, we prove stochastic representations for all the adapted methods.     

歌德《威廉·迈斯特》中的教育思想

在18～19世纪欧洲社会变革的大背景下，分析了歌德《威廉·迈斯特》中的教育思想。分析认为，《威廉·迈斯特》作为教育／启悟小说，不仅追寻一种和谐健全的人性理想，而且思考了宗教信仰和人性关系；表达了歌德对教育实践的思考，即艺术是培养全面发展和和谐一致的人的一种手段，社会也不能束缚个人的发展。     

A segmented regime-switching model with its application to stock market indices

This paper evaluates the ability of a Markov regime-switching log-normal (RSLN) model to capture the time-varying features of stock return and volatility. The model displays a better ability to depict a fat tail distribution as compared with using a log-normal model, which means that the RSLN model can describe observed market behavior better. Our major objective is to explore the capability of the model to capture stock market behavior over time. By analyzing the behavior of calibrated regime-switching parameters over different lengths of time intervals, the change-point concept is introduced and an algorithm is proposed for identifying the change-points in the series corresponding to the times when there are changes in parameter estimates. This algorithm for identifying change-points is tested on the Standard and Poor's 500 monthly index data from 1971 to 2008, and the Nikkei 225 monthly index data from 1984 to 2008. It is evident that the change-points we identify match the big events observed in the US stock market and the Japan stock market (e.g., the October 1987 stock market crash), and that the segmentations of stock index series, which are defined as the periods between change-points, match the observed bear–bull market phases.     

On the improvement of one-sided S control charts

The most common charting procedure used for monitoring the variance of the distribution of a quality characteristic is the S control chart. As a Shewhart-type control chart, it is relatively insensitive in the quick detection of small and moderate shifts in process variance. The performance of the S chart can be improved by supplementing it with runs rules or by varying the sample size and the sampling interval. In this work, we introduce and study one-sided adaptive S control charts, supplemented or not with one powerful runs rule, for detecting increases or decreases in process variation. The properties of the proposed control schemes are obtained by using a Markov chain approach. Furthermore, a practical guidance for the choice of the most suitable control scheme is also provided.     

Friendships Between Older Women: Interactions and Reactions

SUMMARY

The purpose of this study was to examine specific interactions between older women and multiple members of their close friend network. Ninety-four women, 65 years of age and older, described their interactions with 182 close friends. The women reported substantial social and emotional involvement with their close friends. Almost all of the women reported getting together with their close friends “just to talk.” For women with multiple close friends, the topics of these conversations differed depending on which friends the women described. Perceptions of equity and inequity in their relationships influenced the way in which the women described their friends and the feelings they expressed about their friendships.     

论“与时俱进”的理论内涵

江泽民同志在"七一"讲话中指出:与时俱进是马克思主义的理论品质。这一科学论断既是对马克思主义科学性的新概括,更是对其理论创新的实质要求。它强调了坚持、运用和发展马克思主义一定要以变化着的社会实践为根本价值参照;一定要敢于和善于解放自己、否定自己;强调了理论创新的基本原则是求立性、升级性和单维指向性。     

先秦诸子论礼与法(下)

法家以重“法”而称于世。梁启超说:“其发生甚早或竟在儒家前”,其确立则在儒墨道之后[1]（p78）。春秋至于战国,其代表人物多直接参与政治,为相于各诸侯国,如管仲、子产、李悝、吴起、申不害、商鞅等。而立言者则有慎到、韩非,又“《管     

论诉讼时效开始

我国《民法通则》对诉讼时效的规定过于原则 ,不利于指导司法实践活动 ,应进行研究和修改     

项目管理的多维结构体系

本文从时间、交付物、专业技术、管理职能等方面出发,尝试建立项目管理的多维结构体系。