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1.
Recently, Kambo and his co-researchers (2012) proposed a method of approximation for evaluating the one-dimensional renewal function based on the first three moments. Their method is simple and elegant, which gives exact values for well-known distributions. In this article, we propose an analogous method for the evaluation of bivariate renewal function based on the first two moments of the variables and their joint moment. The proposed method yields exact results for certain widely used bivariate distributions like bivariate exponential distribution, bivariate Weibull distributions, and bivariate Pareto distributions. An illustrative example in the form of a two-dimensional warranty problem is considered and comparisons of our method are made with the results of other models. 相似文献
2.
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility 下载免费PDF全文
In this paper, we consider the deterministic trend model where the error process is allowed to be weakly or strongly correlated and subject to non‐stationary volatility. Extant estimators of the trend coefficient are analysed. We find that under heteroskedasticity, the Cochrane–Orcutt‐type estimator (with some initial condition) could be less efficient than Ordinary Least Squares (OLS) when the process is highly persistent, whereas it is asymptotically equivalent to OLS when the process is less persistent. An efficient non‐parametrically weighted Cochrane–Orcutt‐type estimator is then proposed. The efficiency is uniform over weak or strong serial correlation and non‐stationary volatility of unknown form. The feasible estimator relies on non‐parametric estimation of the volatility function, and the asymptotic theory is provided. We use the data‐dependent smoothing bandwidth that can automatically adjust for the strength of non‐stationarity in volatilities. The implementation does not require pretesting persistence of the process or specification of non‐stationary volatility. Finite‐sample evaluation via simulations and an empirical application demonstrates the good performance of proposed estimators. 相似文献
3.
A conformance proportion is an important and useful index to assess industrial quality improvement. Statistical confidence limits for a conformance proportion are usually required not only to perform statistical significance tests, but also to provide useful information for determining practical significance. In this article, we propose approaches for constructing statistical confidence limits for a conformance proportion of multiple quality characteristics. Under the assumption that the variables of interest are distributed with a multivariate normal distribution, we develop an approach based on the concept of a fiducial generalized pivotal quantity (FGPQ). Without any distribution assumption on the variables, we apply some confidence interval construction methods for the conformance proportion by treating it as the probability of a success in a binomial distribution. The performance of the proposed methods is evaluated through detailed simulation studies. The results reveal that the simulated coverage probability (cp) for the FGPQ-based method is generally larger than the claimed value. On the other hand, one of the binomial distribution-based methods, that is, the standard method suggested in classical textbooks, appears to have smaller simulated cps than the nominal level. Two alternatives to the standard method are found to maintain their simulated cps sufficiently close to the claimed level, and hence their performances are judged to be satisfactory. In addition, three examples are given to illustrate the application of the proposed methods. 相似文献
4.
科技企业是实现科技创新的驱动者和科技成果转化的重要载体,也是推动研究开发的重要参与者,科学评价科技企业创新能力有助于企业自身不断发展壮大。在分析国内外新区科技企业创新驱动发展相关理论研究的基础上,从研发投入、研发基础、研发效益和现代科技四个角度,运用层次分析法构建科技企业创新能力评价系统,并通过实证分析说明评价系统的可靠性;根据评价系统测算出现阶段雄安新区科技企业创新能力,通过与成熟新区科技企业的比较,发现其短板和不足,力图为决策者科学合理评价、管理科技企业创新发展提供有益参考。 相似文献
5.
随着勘探程度的深入,为了扩大四川盆地天然气勘探领域、寻找新的勘探接替区,四川盆地的勘探区域由盆内逐渐向盆缘延伸。在这种背景下,川东北地区须家河组二段相继取得新的勘探成果,但在勘探开发过程中逐渐暴露了诸如区块之间气井产能差异大,储层的碎屑组分、结构及厚度、物性、孔隙结构差异明显等问题,制约了勘探开发的步伐。针对上述问题,根据岩芯观察描述、分析化验资料及测井解释成果,从沉积、成岩方面入手,对比剖析了川东北龙岗和营山地区须二段储层特征的差异性及其成因,认为远离物源区和高能水体的反复淘洗是造成储层差异性的首要因素,强烈的压实作用和多期石英加大对储层差异性起关键作用,自生绿泥石衬边胶结和长石选择性溶蚀最终决定了储层差异性。从而解释了气藏勘探开发中遇到的诸多问题,对有效指导该区的下一步勘探开发工作具有重要意义。 相似文献
6.
Modeling spatial overdispersion requires point process models with finite‐dimensional distributions that are overdisperse relative to the Poisson distribution. Fitting such models usually heavily relies on the properties of stationarity, ergodicity, and orderliness. In addition, although processes based on negative binomial finite‐dimensional distributions have been widely considered, they typically fail to simultaneously satisfy the three required properties for fitting. Indeed, it has been conjectured by Diggle and Milne that no negative binomial model can satisfy all three properties. In light of this, we change perspective and construct a new process based on a different overdisperse count model, namely, the generalized Waring (GW) distribution. While comparably tractable and flexible to negative binomial processes, the GW process is shown to possess all required properties and additionally span the negative binomial and Poisson processes as limiting cases. In this sense, the GW process provides an approximate resolution to the conundrum highlighted by Diggle and Milne. 相似文献
7.
CHIN-TSANG CHIANG MEI-CHENG WANG CHIUNG-YU HUANG 《Scandinavian Journal of Statistics》2005,32(1):77-91
Abstract. Recurrent event data are largely characterized by the rate function but smoothing techniques for estimating the rate function have never been rigorously developed or studied in statistical literature. This paper considers the moment and least squares methods for estimating the rate function from recurrent event data. With an independent censoring assumption on the recurrent event process, we study statistical properties of the proposed estimators and propose bootstrap procedures for the bandwidth selection and for the approximation of confidence intervals in the estimation of the occurrence rate function. It is identified that the moment method without resmoothing via a smaller bandwidth will produce a curve with nicks occurring at the censoring times, whereas there is no such problem with the least squares method. Furthermore, the asymptotic variance of the least squares estimator is shown to be smaller under regularity conditions. However, in the implementation of the bootstrap procedures, the moment method is computationally more efficient than the least squares method because the former approach uses condensed bootstrap data. The performance of the proposed procedures is studied through Monte Carlo simulations and an epidemiological example on intravenous drug users. 相似文献
8.
Let ( Xk ) k be a sequence of i.i.d. random variables taking values in a set , and consider the problem of estimating the law of X1 in a Bayesian framework. We prove, under mild conditions on the prior, that the sequence of posterior distributions satisfies a moderate deviation principle. 相似文献
9.
论少数民族地区民族音乐文化教育的实施 总被引:1,自引:0,他引:1
陈伦旺 《湖北民族学院学报(哲学社会科学版)》2002,20(3):90-92
在我国现有的高等音乐教育机制中 ,民族音乐文化教育一直处于从属地位 ,这对我国的历史传统和未来发展不利 ;同时 ,与国际音乐教育总趋势相违背。改变这种状况势在必行 ,地处少数民族地区的音乐专业应首当其冲 ,更新教育观念 ,进行合理的课程设置 ,努力建设师资队伍 ,承上启下 ,将民族音乐文化的传承作为重要专业方向 ,为弘扬我国民族音乐文化而努力 相似文献
10.
以上海宝钢技术经济发展公司为对象,根据公司对提升内部管理及业务流程规范化的要求,研究了公司建立ERP系统的定位及目标,提出应建立以钢材贸易和钢铁产品深加工为主业的ERP体系,实现流通过程中的价值增值.在分析存在的主要问题的基础上,提出了ERP的模式、流程设计及采购业务、库存业务的解决方案. 相似文献