论行政处罚的“一事不再罚”原则

"一事不再罚"原则的规定是为了防止处罚机关滥用职权对相对人同一违法行为以同一事实理由处以多次行政处罚."一事"指符合一个行政违法构成要件的行为;"不再罚"指除非法律有特别规定,行政主体只能给予一次处罚.复杂的事数形态和法条竞合领域也应贯彻"一事不再罚"原则.     

科学性、哲理性和艺术性的完美统一--《邵长兴方志文存》中的治学之道

本文向广大学子推介一部好书<邵长兴方志文存>.该书知识信息量大,人们从中可获得许多文史知识;其思想道德文化底蕴丰厚,人们从中可受到高尚的精神陶冶;其治学规范严谨,人们从中可得到治学之道的诸多启示.     

面向市场 深化改革 打造特色——新时期新建本科师范院校教学改革与建设浅论

在新的发展时期,作为一所新建本科师范院校应如何面向市场、深化改革、寻求教学工作的特色和亮点,实现教学工作的跨越式发展,这是广大高等教育工作者十分关注的问题.本文就此问题进行了粗浅的探讨.     

Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions

Most Cramér -von Mises-type statistics of interest converge in distribution to ript>rc="/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0001.gif" alt=" />ript>rc="//:0" alt=" class="no-mml-formula" data-formula-source="{"type" : "image", "src" : "/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0001.gif"}" /> for some Gaussian process {ξ(t): t ? I}. We present a numerically efficient method for the evaluation of ?(ω²≤x). First ript>rc="/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0002.gif" alt=" />ript>rc="//:0" alt=" class="no-mml-formula" data-formula-source="{"type" : "image", "src" : "/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0002.gif"}" /> is approximated by ript>rc="/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0003.gif" alt=" />ript>rc="//:0" alt=" class="no-mml-formula" data-formula-source="{"type" : "image", "src" : "/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0003.gif"}" /> where a_m and t_i are the coefficients and nodes of a quadrature formula. Under suitable regularity conditions imposed upon the covariance function K of ξ, we show that the approximation error ?_m = ω²- ω^2,m satisfies Var(?_m)=O(1/m ²) This allows us to approximate ?(ω²≤x) by?(ω^2,m≤x) which in turn is evaluated by inverting the characteristic function ript>rc="/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0004.gif" alt=" />ript>rc="//:0" alt=" class="no-mml-formula" data-formula-source="{"type" : "image", "src" : "/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0004.gif"}" />, where ript>rc="/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0005.gif" alt=" />ript>rc="//:0" alt=" class="no-mml-formula" data-formula-source="{"type" : "image", "src" : "/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0005.gif"}" /> and K ^m = (K(t_i,t_j ),1 ≤ i,j ≤m) An application of this method is provided for tests of marginal independence for multivariate extreme values. Given a sample of size n from U = (U₁,U₂ ) with distribution function ript>rc="/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0006.gif" alt=" />ript>rc="//:0" alt=" class="no-mml-formula" data-formula-source="{"type" : "image", "src" : "/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0006.gif"}" /> we test the hypothesis that θ(t) = 1 by a Cramér-von Mises-type test statistic, converging weakly as ript>rc="/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0007.gif" alt=" />ript>rc="//:0" alt=" class="no-mml-formula" data-formula-source="{"type" : "image", "src" : "/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0007.gif"}" /> where ξ(t) is a Gaussian process with covariance function ript>rc="/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0008.gif" alt=" />ript>rc="//:0" alt=" class="no-mml-formula" data-formula-source="{"type" : "image", "src" : "/na101/home/literatum/publisher/tandf/journals/content/lsta20/1996/lsta20.v025.i04/03610929608831737/production/images/lsta_a_8831737_o_ilm0008.gif"}" /> We tabulate the distribution and critical values of ω² with a precision of 10^-5. Further applications are discussed, including Anderson-Darling and Cramér-von Mises-type tests of fit when parameters are estimated.     

An Integral Bhattacharyya Type Bound for the Bayes Risk

In this article, some results are derived on stochastic comparisons of the residual and past lifetimes of an (n ? k + 1)-out-of-n system with dependent components. These findings generalize some recent results obtained on systems with independent components and provide some interesting results for a system with dependent components following an Archimedean copula. An illustrative example is provided.     

Performance of the One-Sample Goodness-of-Fit P–P-Plot Length Test

This article studies the performance of the one-sample goodness-of-fit test which is based on the length of the P–P-plot initially introduced in a similar context by Reschenhofer and Bomze (rid="CIT0010" data-refLink="_i18" href="#">1991 Reschenhofer , E. , Bomze , I. M. ( 1991 ). Length tests for goodness-of-fit . Biometrika 78 : 207 – 216 . ref="http://scholar.google.com/scholar_lookup?hl=en&volume=78&publication_year=1991&pages=207-216&author=E.+Reschenhoferauthor=I.+M.+Bomze&title=Length+tests+for+goodness-of-fit" target="_blank">[Google Scholar]). The distributional properties of the length test are revised empirically via simulations. In the Monte Carlo power study that follows the length test is shown empirically to have high power under various alternatives considered relative to members of the Cramér–von Mises family of goodness-of-fit tests, and the Kolmogorov–Smirnov test.     

Goodness-of-fit tests based on the distance between the Dirichlet process and its base measure

The Dirichlet process is a fundamental tool in studying Bayesian nonparametric inference. The Dirichlet process has several sum representations, where each one of these representations highlights some aspects of this important process. In this paper, we use the sum representations of the Dirichlet process to derive explicit expressions that are used to calculate Kolmogorov, Lévy, and Cramér–von Mises distances between the Dirichlet process and its base measure. The derived expressions of the distance are used to select a proper value for the concentration parameter of the Dirichlet process. These tools are also used in a goodness-of-fit test. Illustrative examples and simulation results are included.     

Higher order inference for stress–strength reliability with independent Burr-type X distributions

In this paper, a small-sample asymptotic method is proposed for higher order inference in the stress–strength reliability model, R=P(Y<X), where X and Y are distributed independently as Burr-type X distributions. In a departure from the current literature, we allow the scale parameters of the two distributions to differ, and the likelihood-based third-order inference procedure is applied to obtain inference for R. The difficulty of the implementation of the method is in obtaining the the constrained maximum likelihood estimates (MLE). A penalized likelihood method is proposed to handle the numerical complications of maximizing the constrained likelihood model. The proposed procedures are illustrated using a sample of carbon fibre strength data. Our results from simulation studies comparing the coverage probabilities of the proposed small-sample asymptotic method with some existing large-sample asymptotic methods show that the proposed method is very accurate even when the sample sizes are small.     

阿尔法拉比为何被伊斯兰思想哲学界称作“第二导师”

自古至今,伊斯兰思想界对法拉比为何被称作＂第二导师＂这一问题有各种不同的阐释。纳斯尔教授认为法拉比是用逻辑学系统化陈述的方法对诸学科进行处理的奠基者,他建立起＂理性＂与＂信仰＂之间,即哲学与宗教之间的和谐。法拉比在伊斯兰传统中所做的工作有如亚里士多德在希腊传统中所做的工作,故被称为＂第二导师＂。     

The Tale of Cochran's Rule: My Contingency Table has so Many Expected Values Smaller than 5, What Am I to Do?

In an informal way, some dilemmas in connection with hypothesis testing in contingency tables are discussed. The body of the article concerns the numerical evaluation of Cochran's Rule about the minimum expected value in r × c contingency tables with fixed margins when testing independence with Pearson's X² statistic using the χ² distribution.