Inference and optimal design of multiple constant-stress testing for generalized half-normal distribution under type-II progressive censoring

The generalized half-normal (GHN) distribution and progressive type-II censoring are considered in this article for studying some statistical inferences of constant-stress accelerated life testing. The EM algorithm is considered to calculate the maximum likelihood estimates. Fisher information matrix is formed depending on the missing information law and it is utilized for structuring the asymptomatic confidence intervals. Further, interval estimation is discussed through bootstrap intervals. The Tierney and Kadane method, importance sampling procedure and Metropolis-Hastings algorithm are utilized to compute Bayesian estimates. Furthermore, predictive estimates for censored data and the related prediction intervals are obtained. We consider three optimality criteria to find out the optimal stress level. A real data set is used to illustrate the importance of GHN distribution as an alternative lifetime model for well-known distributions. Finally, a simulation study is provided with discussion.     

Modifications of sequential designs in bioequivalence trials

Bioequivalence (BE) studies are designed to show that two formulations of one drug are equivalent and they play an important role in drug development. When in a design stage, it is possible that there is a high degree of uncertainty on variability of the formulations and the actual performance of the test versus reference formulation. Therefore, an interim look may be desirable to stop the study if there is no chance of claiming BE at the end (futility), or claim BE if evidence is sufficient (efficacy), or adjust the sample size. Sequential design approaches specially for BE studies have been proposed previously in publications. We applied modification to the existing methods focusing on simplified multiplicity adjustment and futility stopping. We name our method modified sequential design for BE studies (MSDBE). Simulation results demonstrate comparable performance between MSDBE and the original published methods while MSDBE offers more transparency and better applicability. The R package MSDBE is available at https://sites.google.com/site/modsdbe/ . Copyright © 2015 John Wiley & Sons, Ltd.     

Restricted minimax estimation in semiparametric linear models

Abstract

In this article we develop the minimax estimation approach of general linear models to the semiparametric linear models when the parameters are simultaneously constrained by an ellipsoid and linear restrictions. Combining sample information and prior constraints the minimax estimator is obtained and compared with partially least square estimator by theoretical and simulation methods.     

审计定价管制与交易剩余——2010年审计定价管制失效的自然实验

在经济下行压力加大、资本市场进一步开放的新形势下,厘清审计市场交易——监管机制,完善审计服务市场尤为必要。借由2010 年审计定价管制政策失效的自然实验,本文通过嵌入双边随机边界模型,得到审计双方的定价交易剩余指标,运用双重差分模型解析价格管制与交易定价的作用机制。研究发现,定价管制失效的原因不在于规制俘获,而在于价格管制与当前的市场效率不匹配。下限管制尽管能够提高审计师剩余,但同时会放大交易定价风险,增加剩余的错配,扰乱交易秩序。上限管制则进一步固化市场的低价竞争。进一步研究发现审计师剩余与盈余质量显著相关,2014年的放开定价管制政策提高了审计师剩余。研究厘清了审计市场交易机制,有利于未来研究审计交易机制的微观影响及与盈余质量的关联,为在新时代把握审计市场交易——监管规律、培育自发良性交易的审计市场提供有益借鉴。     

一种新型的GSM接收机的设计与实现

依据GSM协议,结合GSM数字移动通信系统信号传输的特点,给出了基于GSM系统的带软输出结构的MLSE接收机的设计方案,阐述了MLSE接收机的实现算法。实际环境的试验结果表明:工程实现的MLSE接收机具有良好的工作性能和一定的实际应用价值。     

冲激噪声环境中LFM信号的特征参数估计

SαS稳定分布是一类非常重要的非高斯随机分布,具有这类分布的噪声称为冲激噪声。在冲激噪声情况下,α阶以上的矩均不存在,导致基于二阶矩的高斯模型算法性能下降,甚至不能正常工作。该文提出了一种在冲激噪声环境下线性调频信号特征参数估计的算法,通过分析冲激噪声的具体特点,给出了修正的低阶矩模糊函数,并结合Radon变换估计了冲激噪声环境下LFM信号的参数。该算法既可应用于冲激噪声下,又可应用于高斯噪声环境,故具有较好的鲁棒性。最后用计算机仿真验证了该算法的有效性。     

关于元评估

本文阐述了元评估工作的重要意义 ,并对元评估活动所依据的原则 (客观性、整体性　全面性、综合性 )、应遵循的程序和采用的方法 (元研究方法、系统方法、评价方法、模型方法 )作了系统论述。元评估活动将对提高各级领导决策的科学性和自觉性 ,推动社会各个领域乃至整个社会与自然界协调而持续的发展作出宝贵的贡献     

On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models

While much used in practice, latent variable models raise challenging estimation problems due to the intractability of their likelihood. Monte Carlo maximum likelihood (MCML), as proposed by Geyer & Thompson (1992 ), is a simulation-based approach to maximum likelihood approximation applicable to general latent variable models. MCML can be described as an importance sampling method in which the likelihood ratio is approximated by Monte Carlo averages of importance ratios simulated from the complete data model corresponding to an arbitrary value of the unknown parameter. This paper studies the asymptotic (in the number of observations) performance of the MCML method in the case of latent variable models with independent observations. This is in contrast with previous works on the same topic which only considered conditional convergence to the maximum likelihood estimator, for a fixed set of observations. A first important result is that when is fixed, the MCML method can only be consistent if the number of simulations grows exponentially fast with the number of observations. If on the other hand, is obtained from a consistent sequence of estimates of the unknown parameter, then the requirements on the number of simulations are shown to be much weaker.     

Computing maximum likelihood estimates from type II doubly censored exponential data

It is well-known that, under Type II double censoring, the maximum likelihood (ML) estimators of the location and scale parameters, θ and δ, of a twoparameter exponential distribution are linear functions of the order statistics. In contrast, when θ is known, theML estimator of δ does not admit a closed form expression. It is shown, however, that theML estimator of the scale parameter exists and is unique. Moreover, it has good large-sample properties. In addition, sharp lower and upper bounds for this estimator are provided, which can serve as starting points for iterative interpolation methods such as regula falsi. Explicit expressions for the expected Fisher information and Cramér-Rao lower bound are also derived. In the Bayesian context, assuming an inverted gamma prior on δ, the uniqueness, boundedness and asymptotics of the highest posterior density estimator of δ can be deduced in a similar way. Finally, an illustrative example is included.     

城市房地产开发项目土地费用估算原理

我国城市房地产开发项目土地费用的政策灵活性和地方特殊性很强 ,它的正确估算的前提是估算原理科学。文章以马克思的土地经济学说为指导 ,借鉴发达国家的土地管理经验 ,从我国城市房地产业发展的需要出发 ,对我国城市房地产开发项目的土地使用费、征地拆迁费、场地开发费、土地税收和管理费的估算原理进行了全面深入的探讨