Confidence and Likelihood*

Confidence intervals for a single parameter are spanned by quantiles of a confidence distribution, and one‐sided p‐values are cumulative confidences. Confidence distributions are thus a unifying format for representing frequentist inference for a single parameter. The confidence distribution, which depends on data, is exact (unbiased) when its cumulative distribution function evaluated at the true parameter is uniformly distributed over the unit interval. A new version of the Neyman–Pearson lemma is given, showing that the confidence distribution based on the natural statistic in exponential models with continuous data is less dispersed than all other confidence distributions, regardless of how dispersion is measured. Approximations are necessary for discrete data, and also in many models with nuisance parameters. Approximate pivots might then be useful. A pivot based on a scalar statistic determines a likelihood in the parameter of interest along with a confidence distribution. This proper likelihood is reduced of all nuisance parameters, and is appropriate for meta‐analysis and updating of information. The reduced likelihood is generally different from the confidence density. Confidence distributions and reduced likelihoods are rooted in Fisher–Neyman statistics. This frequentist methodology has many of the Bayesian attractions, and the two approaches are briefly compared. Concepts, methods and techniques of this brand of Fisher–Neyman statistics are presented. Asymptotics and bootstrapping are used to find pivots and their distributions, and hence reduced likelihoods and confidence distributions. A simple form of inverting bootstrap distributions to approximate pivots of the abc type is proposed. Our material is illustrated in a number of examples and in an application to multiple capture data for bowhead whales.     

Optimal Dynamic Upgrading in Revenue Management

We consider a revenue management problem involving a two compartment aircraft flying a single leg, with no cancellations or over‐booking. We apply the practice of transforming a choice revenue management model into an independent demand model. Within this assumed independent model, there are two sets of demands, business and economy, each with multiple fare class products. A business passenger can only be accepted into business. An economy passenger can be accepted into economy or upgraded into business. We define a two‐dimensional dynamic program (DP) and show that the value function is sub‐modular and concave in seat availability in the two compartments. Thus the bid prices are non‐decreasing with respect to these state variables. We use this result to propose an exact algorithm to solve the DP. Our numerical investigation suggests that in contrast to standard backward induction, our method could be included in production revenue management systems. Further, when the economy compartment is capacity constrained, we observe a substantial monetary benefit from optimal dynamic upgrading compared to the static upgrading procedures currently used in practice.     

一种自适应跳频中的干扰检测算法

为提高跳频通信系统的可靠性和稳定性,根据线性数字调制信号的特点,对信号进行非线性变换,应用变换后信号的功率谱密度中所包含的信号特征信息,提出了一种适合于自适应跳频的干扰检测算法。该算法基于贝叶斯决策理论,属于盲信干(信噪)比检测。仿真结果表明,该算法满足跳频通信系统的要求。     

具任意次幂非线性项的组合KdV方程和广义Boussinesq方程的精确解

本文求解了具任意次幂非线性项的组合K dV方程ut aupux bu2pux δuxxx=0和广义Boussinesq方程utt x(ux aupux bu2pux ruxx δuxxx)=0的若干精确孤立波解.通过适当变换,并结合待定系数法和计算机代数系统M athem atica求出了它们的钟状和扭状精确孤立波解.     

Large Deviations Limit Theorems for the Kernel Density Estimator

We establish pointwise and uniform large deviations limit theorems of Chernoff-type for the non-parametric kernel density estimator based on a sequence of independent and identically distributed random variables. The limits are well-identified and depend upon the underlying kernel and density function. We derive then some implications of our results in the study of asymptotic efficiency of the goodness-of-fit test based on the maximal deviation of the kernel density estimator as well as the inaccuracy rate of this estimate     

CONDITIONING AND CONCENTRATION OF PRINCIPAL COMPONENTS

This paper uses various gauges to construct principal variables that satisfy criteria of maximal scatter. The solutions coincide with Hotelling's (1933) principal components in structured ensembles and mixtures, including heavy-tailed distributions not having moments. Thus, normal-theory tests are exact in level and power under nonstandard models allowing for correlated vector observations and for certain mixtures having neither moments nor unimodal marginals.     

Random r-content of an r-simplex from beta-type-2 random points

We study the r-content Δ of the r -simplex generated by r+ 1 independent random points in R”. Each random point Z_j is isotropic and distributed according to λ||Z_j||² ～ beta-type-2(n/2, v), λ, v > 0. We provide an asymptotic normality result which is analogous to the conjecture made by Miles (1971). A method is introduced to work out the exact density of W = (rλ)^r(r!Δ)²/(r + |)^r+l and hence that of Δ. The distribution of W is also related to some hypothesis-testing problems in multivariate analysis. Furthermore, by using this method, the distribution of W or Δ can easily be simulated.     

La méthode de vraisemblance pour les processus linéaires spatiaux définis sur un treillis triangulaire

Spatial linear processes {X_s, s ? T} where T is a triangular lattice in R² are considered. Special attention is given to the class of spatial moving-average processes. Precisely, for each site s T, the variable X_s is defined as a linear combination of real-valued random shocks located at the vertices of regular concentric hexagons centered at s. For Gaussian random shocks, the process is also Gaussian, and estimates of its parameters are obtained by maximizing the exact likelihood. For non-Gaussian random shocks, the exact likelihood is difficult to obtain; however, the Gaussian likelihood is still used giving the pseudo-Gaussian likelihood estimates. The behaviour of these estimates is analyzed through the study of asymptotic properties and some simulation experiments based on an isotropic model defined with one coefficient.     

A circular test of association between a point process and a continuous time series

A test of association between a point process and a continuous time series is proposed. The test is exact for a general class of point processes, including Poisson processes. Simulation results for a Poisson point process are reported.     

An error-free generalized matrix inversion and linear least squares method based on bordering

The paper develops a method from which algorithms can be constructed to numerically compute error-free (free from computer roundoff error) generalized inverses and solutions to linear least squares problems having rational entries. A multiple modulus system is used to avoid error accumulation that is inherent in the floating-point number system. Some properties of finite fields of characteristic p, GF(p), are used in conjunction with a bordering method for matrix inversion to find nonsingular minors of a matrix over the field of rational numbers.