Modified inference about the mean of the exponential distribution using moving extreme ranked set sampling

The maximum likelihood estimator (MLE) and the likelihood ratio test (LRT) will be considered for making inference about the scale parameter of the exponential distribution in case of moving extreme ranked set sampling (MERSS). The MLE and LRT can not be written in closed form. Therefore, a modification of the MLE using the technique suggested by Maharota and Nanda (Biometrika 61:601–606, 1974) will be considered and this modified estimator will be used to modify the LRT to get a test in closed form for testing a simple hypothesis against one sided alternatives. The same idea will be used to modify the most powerful test (MPT) for testing a simple hypothesis versus a simple hypothesis to get a test in closed form for testing a simple hypothesis against one sided alternatives. Then it appears that the modified estimator is a good competitor of the MLE and the modified tests are good competitors of the LRT using MERSS and simple random sampling (SRS).     

中国制造业集聚：度量与显著性检验 ——基于集聚测量新方法

 根据集聚分布的自身特点,本文提出了可以进行显著性检验的普适性产业集聚指数,并对我国28制造业1994年的860个样本和2004年800个样本进行测量和检验,我们的计算结果表明,中国制造业的集聚强度总体上呈上升趋势,同时具有集聚和扩散双重现象。     

缺失数据时两个对数正态分布的估计和检验

讨论了部分缺失数据两对敷正态分布的参数估计和关于总体相同的似然比检验.证明了估计的强相合性和渐近正态性,给出了似然比检验统计量的极限分布,并讨论基于精确分布的检验问题.     

谈高校英语专业口译测试的规范化设计

口译测试是检测考生口译能力并获取教学反馈信息的重要手段。本文分析了当前高校口译测试中存在的问题,并以交际测试理论为指导,对口译测试的原则、内容、题型和评分标准等问题进行了综合研究和探讨,在此基础上对高校口译测试的规范设计和合理实施提出了具体建议和方案。     

股指期货价格发现功能研究——基于印度Nifty50股指期货的实证分析

使用基于VECM（向量误差修正模型）的Granger因果关系检验法验证了印度Nifty50股指期货与现货市场之间的价格发现过程,结果发现现货市场在价格发现过程中占主导地位,在新兴市场国家的印度,股指期货缺乏价格发现功能。     

纽马克的交际翻译理论视角下的公示语研究

公示语是一张城市名片,它不仅代表一个城市的形象,体现其文明程度,而且还直接影响到外商的投资决心。本文以纽马克的交际翻译理论为指导,通过对南宁市公示语翻译现状进行考察,探讨公示语翻译的策略。     

论科技英语中wh-words引导名词性从句的用法

科技英语因其自身特点而成为一个独特的语域.wh-words可以用来引导各种从句.文章研究在科技英语中wh-words的句法功能,重点研究wh-words引导名词性从句的用法.运用统计学方法对wh-words在科技英语(T4)等语料库中的分布频率进行分析,根据卡方测试的结果做出判断.wh-words在不同的从句中使用的频率高低不等,有些wh-words在不同的语料库中的分布存在着显著不同,如what等词.因此,在某种程度上可以说,wh-words这一组词的用法特点是科技英语区别于普通英语的一个反映.     

Fourier–type tests involving martingale difference processes

We develop testing procedures which detect if the observed time series is a martingale difference sequence. Furthermore, tests are developed that detect change–points in the conditional expectation of the series given its past. The test statistics are formulated following the approach of Fourier–type conditional expectations first proposed by Bierens (1982 Bierens, H. J. (1982). Consistent model speci?cation tests. J. Econometr. 20:105–134.[Crossref], [Web of Science ®] , [Google Scholar]) and have the advantage of computational simplicity. The limit behavior of the test statistics is investigated under the null hypothesis as well as under alternatives. Since the asymptotic null distribution contains unknown parameters, a bootstrap procedure is proposed in order to actually perform the test. The performance of the bootstrap version of the test is compared in finite samples with other methods for the same problem. A real–data application is also included.     

Robust inference for group sequential trials

For ethical reasons, group sequential trials were introduced to allow trials to stop early in the event of extreme results. Endpoints in such trials are usually mortality or irreversible morbidity. For a given endpoint, the norm is to use a single test statistic and to use that same statistic for each analysis. This approach is risky because the test statistic has to be specified before the study is unblinded, and there is loss in power if the assumptions that ensure optimality for each analysis are not met. To minimize the risk of moderate to substantial loss in power due to a suboptimal choice of a statistic, a robust method was developed for nonsequential trials. The concept is analogous to diversification of financial investments to minimize risk. The method is based on combining P values from multiple test statistics for formal inference while controlling the type I error rate at its designated value.This article evaluates the performance of 2 P value combining methods for group sequential trials. The emphasis is on time to event trials although results from less complex trials are also included. The gain or loss in power with the combination method relative to a single statistic is asymmetric in its favor. Depending on the power of each individual test, the combination method can give more power than any single test or give power that is closer to the test with the most power. The versatility of the method is that it can combine P values from different test statistics for analysis at different times. The robustness of results suggests that inference from group sequential trials can be strengthened with the use of combined tests.