追求新亚洲安全:文化视角中的地区合作

21世纪各个国家特别是亚洲各国进入了发展的新阶段。亚洲在经济发展中实现了建设性的双边伙伴关系。但是亚洲国家形成“与西方传统不同的亚洲国际关系模式”仍然任重道远。作者认为,亚洲共同的文化认同可以发挥重要作用,理应把亚洲国家特别是两个人口最多的国家中国和印度团结起来,全面实现“亚洲共同体”的战略目标。     

Tibetans in South Asia: a research note

The research note provides an overview of Tibetan refugee settlements in South Asia, viz. in India, Nepal and Bhutan. The note focuses on the residential status of Tibetans and their life and livelihood. Tibetan refugees are viewed as representatives of Tibetan culture and religion in these countries.     

From Ordinary to Shrinkage Square-Root Estimators

Consider a skewed population. Suppose an intelligent guess could be made about an interval that contains the population mean. There may exist biased estimators with smaller mean squared error than the arithmetic mean within such an interval. This article indicates when it is advisable to shrink the arithmetic mean towards a guessed interval using root estimators. The goal is to obtain an estimator that is better near the average of natural origins. An estimator proposed. This estimator contains the Thompson (1968 Thompson , J. R. ( 1968 ). Accuracy borrowing in the estimation of the mean by shrinkage towards an interval . J. Amer. Statist. Assoc. 63 : 953 – 963 . [CSA] [CROSSREF] [Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) ordinary shrinkage estimator, the Jenkins et al. (1973 Jenkins , O. C. , Ringer , L. J. , Hartley , H. O. ( 1973 ). Root estimators . J Amer. Statist. Assoc. 68 : 414 – 419 . [CSA] [CROSSREF] [Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) square-root estimator, and the arithmetic sample mean as special cases. The bias and the mean squared error of the proposed more general estimator is compared with the three special cases. Shrinkage coefficients that yield minimum mean squared error estimators are obtained. The proposed estimator is considerably more efficient than the three special cases. This remains true for highly skewed populations. The merits of the proposed shrinkage square-root estimator are supported by the results of numerical and simulation studies.     

Object-oriented design of a distributed agent-based framework for e-Procurement

Procurement is an important function in any manufacturing organization and it also has strategic business value attached to it. Hence, any improvements in the process would result in tremendous benefits. E-Procurement exploits the Internet and agent technologies to conduct procurement-related processes. In this paper, we design and develop a software agent-based framework for a typical e-Procurement process by decomposing it into three business processes: e-Negotiations, reverse auctions and e-Settlement. The artefacts of the system for each of the three business processes have been designed and developed using Unified Modeling Language (UML). A prototype of one of the processes, viz. reverse auction, has also been implemented.     

A useful distribution for fitting discrete data: revival of the Conway–Maxwell–Poisson distribution

Summary.  A useful discrete distribution (the Conway–Maxwell–Poisson distribution) is revived and its statistical and probabilistic properties are introduced and explored. This distribution is a two-parameter extension of the Poisson distribution that generalizes some well-known discrete distributions (Poisson, Bernoulli and geometric). It also leads to the generalization of distributions derived from these discrete distributions (i.e. the binomial and negative binomial distributions). We describe three methods for estimating the parameters of the Conway–Maxwell–Poisson distribution. The first is a fast simple weighted least squares method, which leads to estimates that are sufficiently accurate for practical purposes. The second method, using maximum likelihood, can be used to refine the initial estimates. This method requires iterations and is more computationally intensive. The third estimation method is Bayesian. Using the conjugate prior, the posterior density of the parameters of the Conway–Maxwell–Poisson distribution is easily computed. It is a flexible distribution that can account for overdispersion or underdispersion that is commonly encountered in count data. We also explore two sets of real world data demonstrating the flexibility and elegance of the Conway–Maxwell–Poisson distribution in fitting count data which do not seem to follow the Poisson distribution.     

Average run lengths for cusum control charts applied to residuals

A common approach to building control charts for autocorrelated data is to apply classical SPC to the residuals from a time series model of the process. However, Shewhart charts and even CUSUM charts are less sensitive to small shifts in the process mean when applied to residuals than when applied to independent data. Using an approximate analytical model, we show that the average run length of a CUSUM chart for residuals can be reduced substantially by modifying traditional chart design guidelines to account for the degree of autocorrelation in the data.     

A family of shrinkage estimators for Weibull shape parameter in censored sampling

In this paper a new class of shrinkage estimators has been introduced for the shape parameter in an independently identically distributed two-parameterWeibull model under censored sampling. The main idea is to incorporate the prior guessed value by correcting the standard estimator, which is essentially an unbiased estimator, with optimally weighted ratios of the guessed value and the standard estimator, instead of considering a convex combination of the standard estimator and the difference of the guessed value and the standard estimator. The resulting estimator dominates the standard estimator in a surprisingly large neighborhood of the guessed value. The suggested estimator has also been compared with the minimum mean squared error estimator and a class of estimators suggested by Singh and Shukla in IAPQR Trans 25(2), 107–118, 2000. It is found that the suggested class of estimators has lesser bias as well as lesser mean squared error than its competitors subject to certain conditions.      

Auxiliary sets of matrices with non-increasing step parameter sequences

The following result is proved: for every projective plane ?p there exists a projective Hjelmslev plane π of type 4 over ?p such that the step parameter sequence of π is non-increasing.