尽快建立我国社会危机管理体系的思考

为了保持社会政治经济的安全、稳定和健康发展,必须建立完善的社会危机管理体系.2003年春SARS病毒在全球的流行和蔓延,也充分暴露出我国社会危机管理体系的严重不足.为此,应当多管齐下,尽快建立和完善具有中国特色的社会危机管理体系.     

试析经济时空压缩下的发展战略

后发工业化与先发工业化国家相比总体处于劣势 ,但只要我们正确认识我们自身所处的经济时空的特点和后发的艰难性 ,注意吸取各国特别是发达国家的经验与教训 ,付出多倍于先发工业化国家的努力 ,正确认识和处理政府机制与市场机制、经济发展与社会发展的关系 ,及在知识经济背景下各种生产要素的互补和替代关系 ,加大制度和技术创新的强度 ,才能在压缩的时空中变被动为相对的主动 ,实现渐进中的加速发展。     

Asymptotic distribution of hotelling's trace for two unequal covariance matrices and robustness study of test of equality of mean vectors

Asymptotic expansions for the percentiles and c.d.f., up to terms of order $\text{1}\text{n}{}^2$ of the statistic $\text{T =m}\text{T}\text{r}\text{S}{}_1\text{S}{}^{-1}{}_2$, where mS₁ and nS₂ independently distributed W(m, p, Σ₁) and W(n, p, Σ₂) respectively, are obtained using methods similar to those of Ito [4], Chattopadhyay and Pillai [2]. These expansions hold when $\text{Σ}{}_1\text{Σ}{}^{-1}{}_2\text{=}\text{I}\text{+}\text{F}$ and$\text{|}\text{Ch}{}_{\mathrm{i}}\text{(}\text{F}\text{)| < 1}$. Tables of powers of T for p = 3 and p = 4 for m = 4 and various values of n are given and comparison made with the exact powers for p = 3. These powers are useful for the study of (i) the test of equality of covariance matrices in two p-variate normal populations and (ii) robustness of test of equality of mean vectors of l normal populations against the violation of the assumption of equality of covariance matrices.     

The two-sample -test with a known ratio of variances

We consider the two-sample t-test where error variances are unknown but with known relationships between them. This situation arises, for example, when two measuring instruments average different number of replicates to report the response. In particular we compare our procedure with the usual Satterthwaite approximation in the two sample t-test with variances unequal. Our procedure uses the knowledge of a known ratio of variances while the Satterthwaite approximation assumes only that the two variances are unequal. Simulations show that our procedure has both better size and better power than the Satterthwaite approximation. Finally, we consider an extension of our results to the General Linear Model.     

Estimating the Lyapunov exponent from chaotic time series with dynamic noise

In this paper, we propose an estimator of the Lyapunov exponent of the skeleton for chaotic time series with dynamic noise and prove the consistency of the estimator under some assumptions.     

梅曾亮与晚清岭西文坛

通过献疑,证明朱琦、龙启瑞、王拯、彭昱尧等人并非通过吕璜得以结识梅曾亮,梅曾亮不曾到过岭西。梅曾亮通过与朱琦等人的宴饮、通信等社交活动对岭西文人进行文学熏陶,他与朱琦等人的文学切劘,提高了朱琦等人的桐城文法水平,使岭西文坛之名在晚清渐起。梅曾亮对岭西文坛的主要影响包括:培养了一批尊崇桐城文法的岭西才士,促进桐城义法在岭西的开衍;促成了《涵通楼师友文钞》的编撰;奠定"岭西五大家"称号形成的基础。     

马克思主义生产力价值论和当代西方经济学

马克思恩格斯的价值论,并非"劳动价值论一元论",而是"效用/劳动价值论",或曰"生产力(率)价值论",它体现并贯彻了生产力决定性;被长期误认为马克思主义价值理论"正宗"的"劳动价值论一元论",源于考茨基在"批修"时对马克思的错解,应予否定;西方经济学的宏观要素价值论及微观效用价值论与马恩有相通之处,我们应批判借鉴。     

Lower bounds of the wrap-around -discrepancy and relationships between MLHD and uniform design with a large size

The wrap-around (WD) L₂-discrepancy has been commonly used in experimental designs. In this paper, some lower bounds of the WD L₂-discrepancy for asymmetrical U-type designs are given and the expectation and variance of midpoint Latin hypercube designs (LHD) are also obtained. Relationships between midpoint LHD and uniform designs for symmetrical and asymmetrical cases are discussed in the sense of comparing the lower bound and the expectation of squared wrap-around L₂-discrepancy of U-type designs. Some comparisons between simple random sampling and the lower bounds of U-type designs are given.     

期权定价方法综述

介绍了期权定价理论的产生和发展; 然后对期权定价方法及其实证研究进行了较详细的 分类综述, 突出综述了既适用于完全金融市场, 又适用于非完全的金融市场的确定性套利定价 方法、区间定价方法和E2套利定价方法; 最后, 对各种方法的条件和特点进行了讨论和评价.     

A partitioning of the power in the one sample Student t-test

The power of Student's t-test is partitioned to determine* the proportion of time the sample standard deviation is too small or the mean is misestimated given that rejection of the hypothesis under test has occurred