关于已知函数对中间变量的导数求函数的一种方法

本文提出了若干类函数对中间变量的导数,借用微积分的方法,运用变量替换的技巧,找到了求这几类函数的有效方法.给出了所求函数的表达式,其结论是有关文献例题的推广.直接利用所得结论解题,使求解过程大为简化,文中列举了实例.     

一类两指标Volterra型随机积分方程解的存在性、唯一性

本文利用随机积分压缩函数的方法讨论两指标Volterra—ItO方程 X(Z)=φ(Z)+∫_(R_zK(Z,ξ)f_1(ξ,X(ξ)dξ)+∫_(R_zf_2(ξ,X(ξ))dB(ξ)),Z∈R_+~2其中B(Z)是平面上Win-ner—Yeh过程。在较Lip更一般的条件下,得到解的存在唯一性。     

On the wald,lagrangian multiplier and likelihood ratio tests when the information matrix is singular

Summary Modified formulas for the Wald and Lagrangian multiplier statistics are introduced and considered together with the likelihood ratio statistics for testing a typical null hypothesisH ₀ stated in terms of equality constraints. It is demonstrated, subject to known standard regularity conditions, that each of these statistics and the known Wald statistic has the asymptotic chi-square distribution with degrees of freedom equal to the number of equality constraints specified byH ₀ whether the information matrix is singular or nonsingular. The results of this paper include a generalization of the results of Sively (1959) concerning the equivalence of the Wald, Lagrange multiplier and likelihood ratio tests to the case of singular information matrices.     

Consistent testing for non‐correlation of two cointegrated ARMA time series

A consistent approach to the problem of testing non‐correlation between two univariate infinite‐order autoregressive models was proposed by Hong (1996). His test is based on a weighted sum of squares of residual cross‐correlations, with weights depending on a kernel function. In this paper, the author follows Hong's approach to test non‐correlation of two cointegrated (or partially non‐stationary) ARMA time series. The test of Pham, Roy & Cédras (2003) may be seen as a special case of his approach, as it corresponds to the choice of a truncated uniform kernel. The proposed procedure remains valid for testing non‐correlation between two stationary invertible multivariate ARMA time series. The author derives the asymptotic distribution of his test statistics under the null hypothesis and proves that his procedures are consistent. He also studies the level and power of his proposed tests in finite samples through simulation. Finally, he presents an illustration based on real data.     

论知识经济时代科技统计

在知识经济时代,科技统计是科技活动的重要组成部分,是科研管理的基础性工作。科技统计工作要有新思路和新实践。要有观念创新、科技创新、体制经济创新和手段创新。     

基于计算机集群技术的经济数据处理系统构建

计算机集群系统是互相连接的多个独立计算机的集合。在利用计算机集群技术构建基于并行计算的统计分析与经济数据处理系统的基础上,着重论述集群计算技术在经济数据处理系统中的应用、运行方式及性能评价方法,并以北京经济数据处理与计算机仿真实验室为例,构造基于集群并行计算技术的经济数据信息系统。     

关于夫琅禾费环孔衍射的讨论

本文从衍射积分公式出发,利用贝塞尔函数,求得夫琅禾费环孔衍射积分的精确解,并对衍射图样进行分析讨论.     

Procrustes Shape Analysis of Planar Point Subsets

Consider a set of points in the plane randomly perturbed about a mean configuration by Gaussian errors. In this paper a Procrustes statistic based on the shapes of subsets of the points is studied, and its approximate distribution is found for small variations. We derive various properties of the distribution including the first two moments, a central limit result and a scaled χ²–-approximation. We concentrate on the independent isotropic Gaussian error case, although the results are valid for general covariance structures. We investigate triangle subsets in detail and in particular the situation where the population mean is regular (i.e. a Delaunay triangulation of the mean of the process is comprised of equilateral triangles of the same size). We examine the variance of the statistic for differently shaped regions and provide an asymptotic result for general shaped regions. The results are applied to an investigation of regularity in human muscle fibre cross-sections.     

Organizational Change,Politics, and the Official Statistics of Punishment

Most organizational researchers characterize politics as a force organizations experience from outside and administration as the practices managers adopt in response to the uncertain environment. To assess that approach, this paper examines a crisis that changed California criminal justice agencies' administrative practices and their communication of statistical information to outsiders. In 1976, managers and wardens supported conservative reform bills that effectively ended professional criminal rehabilitation and quantitative evaluation studies, and they shifted administration toward bureaucratic controls, using routine population counts. Changes in agency statistical activities clarify how members of government organizations act politically to maintain or change administrative practices.     

3×3一阶线性微分方程组的积分解法

讨论3×3一阶线性微分方程组的积分解法,并给出其通解公式。