A Bayesian approach for analysing longitudinal nominal outcomes using random coefficients transitional generalized logit model: an application to the labour force survey data

A random-effects transition model is proposed to model the economic activity status of household members. This model is introduced to take into account two kinds of correlations; one due to the longitudinal nature of the study, which will be considered using a transition parameter, and the other due to the existing correlation between responses of members of the same household which is taken into account by introducing random coefficients into the model. The results are presented based on the homogeneous (all parameters are not changed by time) and non-homogeneous Markov models with random coefficients. A Bayesian approach via the Gibbs sampling is used to perform parameter estimation. Results of using random-effects transition model are compared, using deviance information criterion, with those of three other models which exclude random effects and/or transition effects. It is shown that the full model gains more precision due to the consideration of all aspects of the process which generated the data. To illustrate the utility of the proposed model, a longitudinal data set which is extracted from the Iranian Labour Force Survey is analysed to explore the simultaneous effect of some covariates on the current economic activity as a nominal response. Also, some sensitivity analyses are performed to assess the robustness of the posterior estimation of the transition parameters to the perturbations of the prior parameters.     

Central limit theorems of range-based estimators for diffusion models

Abstract

In this article, we consider non parametric range-based estimation procedure for diffusion processes and propose a instantaneous volatility estimator. Under some weak conditions, we certify that the proposed estimator has convergence in probability. Adding some necessary conditions, we prove a central limit theorem. By inference, we reach a conclusion that, with high frequency data in hand, the proposed estimator is more precise than those pure realized instantaneous volatility ones. Numerical simulation illustrates the finite sample properties of the proposed estimator.     

主题转型:国内行政学研究状况分析——以《中国行政管理》为研究对象

经过20多年的发展,中国行政学经历了研究领域从相对集中到多元化发展过程,通过对《中国行政管理》这一行政学研究领域的权威杂志刊登的学术论文进行文献评估可以发现:我国行政学在不同的历史时期有着明显的主题转型,研究的学理性在不断加强而行政性在逐渐减弱,对行政管理实践有着强烈的依托。但是,应当注意我国行政学研究还存在着对研究方法的弱关注等不足。     

Oil the Equivalence of pavlov-ushakov and kaplan-meier estimators of survival probability in multiply censored sample

It is proved that the unbiased estimator of survival probability in a multiply censored sample suggested by Pavlov & Ushakov (1980, 1984) is equivalent to the Kaplan-Meier Product-Limit estimator.     

Estimation of probability of extinction of a multitype branchihg process

Maximoa likelihood estimation of the probability of ultimata extinction of a possibly age dependentaultitype branching process is studied when independent random samples from off spring distributions are available, In multitype daIton-fatson branching process     

Inference for the common mean of several Birnbaum–Saunders populations

The Birnbaum–Saunders distribution is a widely used distribution in reliability applications to model failure times. For several samples from possible different Birnbaum–Saunders distributions, if their means can be considered as the same, it is of importance to make inference for the common mean. This paper presents procedures for interval estimation and hypothesis testing for the common mean of several Birnbaum–Saunders populations. The proposed approaches are hybrids between the generalized inference method and the large sample theory. Some simulation results are conducted to present the performance of the proposed approaches. The simulation results indicate that our proposed approaches perform well. Finally, the proposed approaches are applied to analyze a real example on the fatigue life of 6061-T6 aluminum coupons for illustration.     

The negative contagion reflection of the polya-eggenberger distribution

The Polya-Eggenberger distribution Involves drawing a ball from an urn containing black and white balls and, after each drawing, returning the ball together with s balls of the same color, The model represents positive contagion since the added balls are the same color as the one drawn, See Johnson and Kotz, (1977),

This paper derives and examines the probability distribution which results from the Polya-Eggenberger model with only one change namely, the s additional balls added after each drawing are of the opposite color, producing a negative contagion model.

Formulas in closed form are presented for the probability distribution function, the mean and variance, all binomial moments and, where s is greater than or equal to the number of balls in the urn at start, the mode, A formula for the mode is conjectured where s is less than the number of balls in the urn at start.

Finally, the probability of obtaining k black balls in n drawings is shown in certain instances to be equal to A_nk/n!

where A_nk are the Eulerian numbers.     

Sequential analysis applied to testing the scale parameter in the problem of the nile

The parameter O in the problem of the Nile is tested using the Sequential Probability Ratio Test (SPRT). It is observed that the test can be used to discriminate between two one–sided hypotheses.     

ATM接入网络中非对称性周期传输过程分析

利用嵌入Markov链和概率母函数，对ATM接入网络中离散时间情况下的非对称周期查询门限服务模型进行了数学解析。并进行了计算机模拟，模拟结果与理论分析吻合。     

纳吉布·马哈福兹的民族主义思想探析

民族主义不单表现为一种政治诉求，同时也表现为一种文化诉求，20世纪30年代东方各民族均面临着传统文化的现代化转型，马哈福兹正是在文学的创作园地孜孜不倦地实践着这一重要课题。其作品以宏阔的视野、鲜明独特的创作风格，从不同侧面展示了埃及的历史、现实、未来，不断唤醒民众的民族自豪感，激励民众争取民族的民主自由，同时寻求民族前进和人类发展的理想之道，表现出他强烈的民族主义精神，因而被誉为“阿拉伯民族之魂”。马哈福兹带着其独特的民族特色而走向了世界。