Application of Multivariate Analysis to Increase the Yield of Dry Cell Batteries

In an organization, the manufacturing process of a dry cell battery was suffering from the problem of frequent stoppages in the assembly line. The complete battery manufacturing operation is highly automated and mechanized. It was suspected that excessive variation in overall height of bobbin was the major reason for such stoppages. The bobbin, the inside part of a dry cell battery acting as cathode, is formed by the battery extrusion process. A planned experiment was carried out on the extrusion process that identified the setting of extrusion machines and the amount of water content in the cathode mixture as the parameters causing variation in the bobbin characteristics. The problem of frequent stoppages was eliminated when appropriate action was taken on these two parameters. Finally, multivariate and univariate control schemes were developed for online control of the bobbin characteristics.     

Kolmogorov-Smirnov Test Statistic and Critical Values for the Erlang-3 and Erlang-4 Distributions

Following a procedure applied to the Erlang-2 distribution in a recent paper, an adjusted Kolmogorov-Smirnov statistic and critical values are developed for the Erlang-3 and -4 cases using data from Monte Carlo simulations. The test statistic produced features of compactness and ease of implementation. It is quite accurate for sample sizes as low as ten.     

基于DEA的交通运输与经济发展的协调性评价

数据包络分析法(DEA)是利用多个输入指标和多个输出指标的数据,对具有可比性的一些"单位"或"部门"(称为"决策单元")进行相对效率评价,应用于对交通运输和经济发展的协调性的动态综合评价,实际是对两个系统相互支持和利用的相对有效性进行动态评价,其评价结果可以通过计量回归模型来验证,即应用Chow's断点(Breakpoint)检验,从交通运输与经济发展计量模型结构发生显著变化的角度,可以进一步验证交通运输与经济发展之间协调性的动态变化趋势.     

对外贸易与经济增长的实证研究——基于江苏和湖南的比较

选取江苏和湖南两省作为研究对象，利用1981—2005年的出口总额、进口总额和地区生产总值等统计数据，在单位根检验和协整检验的基础上建立了误差修正模型．并进行相关的格兰杰因果检验．揭示了江苏和湖南两省的对外贸易与经济增长之间存在长期稳定的关系和短期动态关系。     

Likelihood ratio tests for fuzzy hypotheses testing

In hypotheses testing, such as other statistical problems, we may confront imprecise concepts. One case is a situation in which hypotheses are imprecise. In this paper, we recall and redefine some concepts about fuzzy hypotheses testing, and then we introduce the likelihood ratio test for fuzzy hypotheses testing. Finally, we give some applied examples.     

Testing list effects and diagnosing individual catchabilities in the Rasch model

The Rasch model is useful in the problem of estimating the population size from multiple incomplete lists. It is of great interest to tell whether there are list effects and whether individuals differ in their catchabilities. These two important model selection problems can be easily addressed conditionally. A conditional likelihood ratio test is used to evaluate the list effects and several graphical methods are used to diagnose the individual catchabilities, while neither the unknown population size nor the unknown mixing distribution of individual catchabilities is required to be estimated. Three epidemiological applications are used for illustration.     

中国货币需求函数的Chow检验

东南亚金融危机的冲击以及加入WTO后的规则要求，使中国金融市场发生了一系列的变革，为研究货币需求函数结构是否相应地发生了变化，选取了1994-2006年第二季度的季度数据以1998年为转折点对这一问题进行了实证研究，发现1998年前后两个时期的货币需求函数发生了结构性变化，并在此基础上进行了对策研究。     

论民事证据制度的缺陷及立法完善

证据制度是诉讼制度的核心部分。法治化建设的进程,推动了我国有关证据制度的立法及发展,但其仍有缺陷及需要完善之处。《证据规定》中存在缺乏固定争点及固定证据制度、证人出庭作证制度不完善、有关证据规则不完善、预决事实规定笼统、司法机关的“证据突袭”等存在诸多缺陷,应当完善举证期限制度,增加拒证权及传闻证据排除规则,完善证据排除规则,细化预决事实以及增加法官的中立性,防止司法突袭。     

中国货币政策中介目标选择的实证分析

1996年以来,我国一直采用货币供应量作为货币政策中介目标。不少学者认为货币供应量由于可控性较差而不能作为一种有效的中介目标来作用于最终目标,应该以利率、汇率、通货膨胀率等指标取而代之。为此,本文以1996年第1季度至2006年第4季度数据为基础,结合动态相关系数、VAR法、方差分解、格兰杰因果检验等现代计量方法,探究这一系列指标作为中介目标的有效性。最后本文通过实证分析得出结论,认为我国现阶段仍应以货币供应量作为货币政策中介目标。     

OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES

The k largest order statistics in a random sample from a common heavy‐tailed parent distribution with a regularly varying tail can be characterized as Fréchet extremes. This paper establishes that consecutive ratios of such Fréchet extremes are mutually independent and distributed as functions of beta random variables. The maximum likelihood estimator of the tail index based on these ratios is derived, and the exact distribution of the maximum likelihood estimator is determined for fixed k, and the asymptotic distribution as k →∞ . Inferential procedures based upon the maximum likelihood estimator are shown to be optimal. The Fréchet extremes are not directly observable, but a feasible version of the maximum likelihood estimator is equivalent to Hill's statistic. A simple diagnostic is presented that can be used to decide on the largest value of k for which an assumption of Fréchet extremes is sustainable. The results are illustrated using data on commercial insurance claims arising from fires and explosions, and from hurricanes.