A Comparison of Two Random Number Generators for the Birnbaum–Saunders Distribution

Abstract

The Birnbaum–Saunders distribution was developed to describe fatigue failure lifetimes, however, the distribution has been shown to be applicable for a variety of situations that frequently occur in the engineering sciences. In general, the distribution can be used for situations that involve stochastic wear–out failure. The distribution does not have an exponential family structure, and it is often necessary to use simulation methods to study the properties of statistical inference procedures for this distribution. Two random number generators for the Birnbaum–Saunders distribution have appeared in the literature. The purpose of this article is to present and compare these two random number generators to determine which is more efficient. It is shown that one of these generators is a special case of the other and is simpler and more efficient to use.     

晚明北方下层民众价值观与商业社会的发展

通过对明中期以后商品经济较东南落后的北方下层民众涉及商业行为的观念进行初步考察说明:中国下层民众的伦理观念体系与近代意义上的商业行为之间并没有任何严重的障碍,而儒家思想与商业伦理之间反而存在严重的紧张。对于下层民众说来,卷入商业活动只是条件问题,而对于严肃的儒家人物则是自我变异的问题。韦伯主义的方式因为对儒家思想与中国社会关系,乃至对中国社会多样化特征的误解而不可能回答传统中国商品经济没有自行转为近代形态的原因问题,也不能恰当地回答中国宗教文化伦理的特点问题。     

非线性方程的Newton解法

解非线性方程的方法很多 ,能使用一个通用的方法解非线性方程吗 ?为此例谈Newton法 ,按程式认识Newton法、收敛性、实例分析实方程的实根、复根和复方程的复根、初值和选取等 .     

Phillips-Perron-type unit root tests in the nonlinear ESTAR framework

Summary In this paper, we propose Phillips-Perron type, semi-parametric testing procedures to distinguish a unit root process from a mean-reverting exponential smooth transition autoregressive one. The limiting nonstandard distributions are derived under very general conditions and simulation evidence shows that the tests perform better than the standard Phillips-Perron or Dickey-Fuller tests in the region of the null. We would like to thank conference participants of the Pfingsttagung 2005 in Münster for their helpful comments.     

The limiting distribution of the least-squares estimator in nearly integrated seasonal models

We consider the least-squares estimator of the autoregressive parameter in a nearly integrated seasonal model. Building on the study by Chan (1989), who obtained the limiting distribution, we derive a closed-form expression for the appropriate limiting joint moment generating function. We use this function to tabulate percentage points of the asymptotic distribution for various seasonal periods via numerical integration. The results are extended by deriving a stochastic asymptotic expansion to order O_p(T^-l), whose percentage points are also obtained by numerically integrating the appropriate limiting joint moment generating function. The adequacy of the approximation to the finite-sample distribution is discussed.     

关于反腐败标本兼治的哲学思考

我党反腐败标本兼治的方针包含了个性与共性的统一、事物联系的普遍性、质量互变的普遍性和复杂性、否定之否定规律和人民群众是历史的创造者等丰富的马克思主义哲学内容。     

农村基层组织人员腐败演变实证分析

利用发生于1990 ～ 2012年间的849个农村基层组织人员腐败案件信息,分析我国农村基层组织人员腐败的主要特征和演变规律.结果显示,2000年以前,我国农村基层组织人员腐败的规模较小;2000年以后腐败规模开始扩大;2006年我国农村基层组织人员出现新一轮腐败高潮.对农村基层组织人员腐败活动内容的研究表明,“涉地”项目和“三农”项目中的腐败活动较为严重;我国农村改革各阶段不同的制度安排客观上为农村基层组织人员从事腐败活动提供了不同的物质基础,腐败内容表现出鲜明的时代特征.此外,农村基层组织人员集体腐败突出,且表现出明显的阶段性增多、加深趋势.     

Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests

Standard methods for inference in cointegrating systems require all the variables to have exact unit roots and are not at all robust even to slight violations of this condition. In this article, I consider an alternative approach to inference in a cointegrating system. This involves testing the hypothesis that a cointegrating vector takes on a specified value by testing for the stationarity of the associated residual. Confidence sets for the cointegrating vector can be constructed by exploiting the equivalence between tests and confidence sets. This method has the advantage that it remains valid even if the regressors have roots that are not exactly equal to unity.     

辛亥革命以来中国大一统国家体制再造中的承续(下)

自秦汉以来,大一统一直是中国历史发展的一条主轴。近代以来,大一统国家继续居于主导地位,中央集权的国家政权统领着整个社会从传统向现代的转型,并在这一进程中使自身通过再造而得到承续。一百多年来,人们环绕着建立多民族统一国家还是汉民族单一民族国家、建立单一制国家还是联邦制国家、建立新的集权制国家还是三权分立的分权制国家、建立中央集权制国家还是广泛实行地方自治的国家、建立一党制或以党治国的国家还是两党制或多党轮流执政的国家、建立继续以家国共同体为本位的国家还是以个人为本位的国家、建立实行精英主义精英治国的国家还是坚持草根主义草根治国的国家这样一些根本性的问题,展开了异常激烈的反复争论,并通过色彩斑斓的各种实践论证和检验他们的主张。20世纪以来的全部中国历史,在走过非常曲折的道路,总结了极为丰富的经验和教训后,终于作出了正确的选择。对于大一统国家体制如何承续又如何适应新的时代而变革与再造,是一个不容回避的历史课题。     

决策单元交叉效率的自适应群评价方法

传统交叉效率评价方法因决策单元偏好权重不唯一而难以操作,因交叉效率有效性分值平均化集结而难以被接受。目前的学者通常围绕决策单元指标权重的确定性分配方法、交叉效率有效性分值的去平均化集结等分别开展研究。本文将交叉效率评价方法中自评互评相结合的评价模式看作群决策过程,即每个决策单元既是一个被评对象,又是一个决策"专家",提出了一种决策单元交叉效率的自适应群评价方法,将决策单元偏好权重的确定和交叉效率有效性分值的去平均化集结作为同一个决策过程,根据每个决策单元的评价结果与群体评价结果的接近程度,同步迭代调整决策单元的"专家"权重和决策单元自评产生的、并提供给其他被评价决策单元的一组确定的偏好指标权重。实验验证与实例运用分析表明,该方法收敛效果良好,能得到客观稳定的决策单元交叉效率有效性分值及排序。