Model Selection Using Conditional Densities

In this article we propose a new method to select a discrete model f(x; θ), based on the conditional density of a sample given the value of a sufficient statistic for θ. The main idea is to work with a broad family of discrete distributions, called the family of power series distribution, for which there is a common sufficient statistic for the parameter of interest. The proposed method uses the maximum conditional density in order to select the best model.

We compare our proposal with the usual methodology based on Bayes factors. We provide several examples that show that our proposal works fine in most instances. Bayes factors are strongly dependent on the prior information about the parameters. Since our method does not require the specification of a prior distribution, it provides a useful alternative to Bayes factors.     

从热力学第二定律探析《拍卖第49批》中的秩序和混乱

托马斯·品钦是美国最重要的后现代作家。他的代表作《拍卖第49批》描写了主人公在混乱荒谬的现代社会中为寻找意义和恢复秩序所做的努力。品钦运用了热力学第二定律和马克斯韦尔小精灵等科学概念,刻画了现代社会中秩序和混乱对立并存的矛盾关系,由此揭示了现代社会中人类失去生活的意义并处于精神荒芜状态的悲剧内涵。     

基于异质策略型顾客的损失厌恶型零售商决策研究

分析短视型消费者、策略型消费者、廉价品消费者的购买行为,用前景理论刻画零售商的损失厌恶度,构建零售商的决策模型,得到了最优解。研究表明,没有清仓价格时损失厌恶型零售商的最优订货量小于有清仓价格时的最优订货量;没有清仓价格时,最优订货量随零售商损失厌恶度增大而减少,但随缺货损失的增大而增大;当零售商运用清仓价格来吸引潜在消费者时,只有在一定条件下,损失厌恶型零售商的最优订货量随损失厌恶度、缺货损失、非短视消费者比例、批发价格和市场风险的增加而减少。     

东南亚三国学生汉语趋向补语习得顺序研究

沿用肖奚强等（2009）的分类,把汉语趋向补语的各句式分为14类,在对70多万字中介语语料统计分析基础上,得出了以下结论：泰国、越南和老挝三国学生习得趋向补语的顺序大致相似,“动词＋简单趋向补语＋处所宾语”“动词＋处所宾语＋来／去”和“动词＋简单趋向补语（引申义）”的习得呈现出明显的非线性。通过语言类型对比发现,这些句式是汉语中标记性较强的趋向补语句式,“主＋动＋简单趋向补语（引申义）＋宾语”是典型的无标记的趋向补语句式,标记性强的句式习得常常呈现非线性,无标记句式的习得情况较为稳定,且呈现出过度使用的情况。母语对趋向补语习得的影响表现在其影响语言使用者对语言的认知凸显,基于中介语语料库和语言类型对比的研究更能反映出汉语的规律性。     

论度母的起源与文化模式

度母最早产生于古代印度,以一个终极的永恒力量,一个慈悲美丽、利益众生的崇拜偶像,植根于广大信仰者的内心世界和精神生活之中,且以自身富有的性质借助不同方法融入宇宙社会秩序之中,构成人们赖以寄托的信念和动力。而其基本性质又决定了她的存在方式和文化模式,表现为履行一种合乎宇宙秩序的、或体现神圣意志的伦理行为的终极实体或人格力量,获得了信仰者的认同。     

基于时变高阶矩模型的贵金属市场风险测度研究

以黄金为代表的贵金属及其金融衍生品的交易量不断增长,逐渐成为与股票和债券平行的投资和避险工具,但关于贵金属市场风险测度的研究却比较缺乏.以上海和伦敦市场的黄金和白银交易价格为样本,基于常数高阶矩模型和时变高阶矩模型建立风险测度模型,计算出不同模型的风险价值和预期损失;采用严谨的后验分析方法,在多头和空头两种头寸共10种分位数水平下对不同模型的风险测度精确性进行后验分析.研究结果表明,在测度风险价值时,时变高阶矩模型的风险测度精确性略优于常数高阶矩模型,带有杠杠效应的时变高阶矩模型优于不带杠杆效应的时变高阶矩模型;综合对比分析不同风险测度模型的后验分析结果可知,对于准确测度贵金属市场的风险,GJR-GARCHSK模型是一个相对合理的选择.     

Characterizations based on regression assumptions of order statistics

Let X₍₁₎≤X₍₂₎≤···≤X_(n) be the order statistics from independent and identically distributed random variables {X_i, 1≤i≤n} with a common absolutely continuous distribution function. In this work, first a new characterization of distributions based on order statistics is presented. Next, we review some conditional expectation properties of order statistics, which can be used to establish some equivalent forms for conditional expectations for sum of random variables based on order statistics. Using these equivalent forms, some known results can be extended immediately.     

Stochastic comparisons of sample spacings in single- and multiple-outlier exponential models

This article studies some ordering results for the sample spacings arising from the single- and multiple-outlier exponential models. In the single-outlier exponential models, it is shown that the weak majorization order between the two hazard rate vectors implies the hazard rate order as well as the dispersive order between the corresponding sample spacings. We also extend this result from the single-outlier model to the multiple-outlier model for the special case of the second sample spacing. Furthermore, we obtain some necessary and sufficient conditions such that, on the one hand, the hazard rate, dispersive and usual stochastic orders, and on the other hand, the likelihood ratio and reversed hazard rate orders of the second sample spacings from two independent heterogeneous exponential random variables are equivalent.     

Variables acceptance reliability sampling plan for repairable items

Traditionally, acceptance reliability sampling plans have been developed for non-repairable items. However, the functions required for items become more and more complex and, accordingly, the items are composed of several components and tend to be repairable. In this paper, we consider variables acceptance reliability sampling plan for repairable items. We develop a variables acceptance sampling plan based on the failure and repair data observed during the testing period. It is shown that the developed sampling plan improves the reliability characteristic of the population and that the lifetimes of items before and after the reliability sampling test are stochastically ordered.     

The Many Facets of Statistics Education: 175 Years of Common Themes

The American Statistical Association's primary founder, Lemuel Shattuck, was driven by a passion for collecting and disseminating accurate information on vital statistics, public health, and other statistically related concerns. The 175th anniversary provides an opportunity to reflect on the education-related reasons ASA was founded and what it has done in education since its founding, especially in the past 25 years since the 150th anniversary. An examination of early and more recent issues of the ASA's journals reveals some common themes that have recurred over the past 175 years. We discuss what those themes are and what the ASA is doing to address them currently, and then conclude by discussing what ASA members can do to help.