Weak disintegrability as a form of preservation of coherence

Summary Weak disintegrations are investigated from various points of view. Kolmogorov's definition of conditional probability is critically analysed, and it is noted how the notion of disintegrability plays some role in connecting Kolmogorov's definition with the one given in line with de Finetti's coherence principle. Conditions are given, on the domain of a prevision, implying the equivalence between weak disintegrability and conglomerability. Moreover, weak sintegrations are characterized in terms of coherence, in de Finetti's sense, of, a suitable function. This fact enables us to give, an interpretation of weak disintegrability as a form of “preservation of coherence”. The previous results are also applied to a hypothetical inferential problem. In particular, an inference is shown to be coherent, in the sense of Heath and Sudderth, if and only if a suitable function is coherent, in de Finetti's sense. Research partially supported by: M.U.R.S.T. 40% “Problemi di inferenza pura”.     

Assessing accuracy of a continuous screening test in the presence of verification bias

Summary.  In studies to assess the accuracy of a screening test, often definitive disease assessment is too invasive or expensive to be ascertained on all the study subjects. Although it may be more ethical or cost effective to ascertain the true disease status with a higher rate in study subjects where the screening test or additional information is suggestive of disease, estimates of accuracy can be biased in a study with such a design. This bias is known as verification bias. Verification bias correction methods that accommodate screening tests with binary or ordinal responses have been developed; however, no verification bias correction methods exist for tests with continuous results. We propose and compare imputation and reweighting bias-corrected estimators of true and false positive rates, receiver operating characteristic curves and area under the receiver operating characteristic curve for continuous tests. Distribution theory and simulation studies are used to compare the proposed estimators with respect to bias, relative efficiency and robustness to model misspecification. The bias correction estimators proposed are applied to data from a study of screening tests for neonatal hearing loss.     

Estimating rating transition probabilites with missing data

In this article we provide a rigorous treatment of one of the central statistical issues of credit risk management. GivenK-1 rating categories, the rating of a corporate bond over a certain horizon may either stay the same or change to one of the remainingK-2 categories; in addition, it is usually the case that the rating of some bonds is withdrawn during the time interval considered in the analysis. When estimating transition probabilities, we have thus to consider aK-th category, called withdrawal, which contains (partially) missing data. We show how maximum likelihood estimation can be performed in this setup; whereas in discrete time our solution gives rigorous support to a solution often used in applications, in continuous time the maximum likelihood estimator of the transition matrix computed by means of the EM algorithm represents a significant improvement over existing methods.     

风险投资家的双重逆向选择风险规避机制

风险投资过程中,由于信息的不对称,投资者与风险投资家之间、风险投资家与风险企业家之间存在着双重逆向选择风险。在融资阶段的信号传递机制中,作为代理人的风险投资家,选择融资计划书信号,向作为委托人的投资者传递其能力信号,投资者据此修正自己的先验概率,然后根据后验概率,与风险投资家签定合同规避风险;在投资阶段的信息甄别机制中,作为中间委托人的风险投资家先提供合同,这时唯一可能是分离均衡,即不同类型的风险企业家选择不同的合同规避风险。     

学术论文摘要的编写要求

介绍了EI对英文摘要的具体要求,给出了缩短摘要的具体方法。指出对作者工作叙述不具体、背景信息和无用信息过多,是我国科技期刊稿件经常出现的问题,并列举实例,说明中英文摘要的修改方法。     

On pooling data summaries in the absence of interactions “response-by-study”

The standard hypothesis testing procedure in meta-analysis (or multi-center clinical trials) in the absence of treatment-by-center interaction relies on approximating the null distribution of the standard test statistic by a standard normal distribution. For relatively small sample sizes, the standard procedure has been shown by various authors to have poor control of the type I error probability, leading to too many liberal decisions. In this article, two test procedures are proposed, which rely on thet—distribution as the reference distribution. A simulation study indicates that the proposed procedures attain significance levels closer to the nominal level compared with the standard procedure.     

具有生存性的WDM网络性能分析

研究了在动态业务量时,可调谐光收发器和波长变换器对生存性WDM网络性能的影响。通过在NSFNET、CERNET、MESH-TORUS网络中的仿真,又从网络阻塞率方面研究了两者对WDM网络性能的影响。研究结果表明,在业务量为动态的生存性WDM网络中,可调谐光收发器和波长变换器对网络的性能都有显著的提高,但波长变换器对网络性能的改善要大于可调谐光收发器。     

论《红楼梦》“十二金钗“的入选与序次

排座论次是中国古典小说的一种重要文化现象。“十二金钗”的入选 ,基于封建末世大家族的各种悲剧类型 ,但又着重强调了“十二金钗”的门第和出身 ,“十二金钗”的序列先后又体现了曹雪芹的爱憎情感和道德评价。通过对《红楼梦》“十二金钗”的入选和序次的考察 ,有助于我们加深对曹雪芹思想及创作心态的理解     

江泽民关于选拔和培养优秀中青年干部的辩证思想

江泽民同志于 2 0 0 0年 6月在全国党校工作会议上的讲话 ,充满了实事求是的精神和深刻的辩证思维风格 ,体现了鲜明的时代特色。他对新时期干部德才基本要求所作出的新的规定 ,是对马克思主义人才理论的极大丰富。他提出的“重发现同时重培养”的原则、“使用、培养同一论”以及“德才具体说”、“辩证的台阶、资历观”等 ,是对传统的人才理论的突破和对马克思主义人才学说的丰富和发展     

均线形态组合在证券分析中的应用

应用结构模式识别的方法建立多阶均线形态组合序列通过对股市历史数据的变换和分析考查各形态组合序列对应的盈利和亏损概率建立新的证券投资分析方法即均线形态组合预测法其优点是可以部分弥补传统技术分析中的滞后性和不确定性能根据市场的变化及时调整相应的参数指标有效提高预测的成功率并易用计算机作出识别