Prediction intervals for farima processes by bootstrap methods

In this paper we introduce a procedure to compute prediction intervals for FARIMA (p d q) processes, taking into account the variability due to model identification and parameter estimation. To this aim, a particular bootstrap technique is developed. The performance of the prediction intervals is then assessed and compared to that of stand­ard bootstrap percentile intervals. The methods are applied to the time series of Nile River annual minima.     

The effect of autocorrelation on the ewma maxmin tolerance limits

Amin et al. (1999) developed an exponentially weighted moving average (EWMA) control chart, based on the smallest and largest observations in each sample. The resulting plot of the extremes suggests that the MaxMin EWMA may also be viewed as smoothed tolerance limits. Tolerance limits are limits that include a specific proportion of the population at a given confidence level. In the context of process control, they are used to make sure that production will not be outside specifications. Amin and Li (2000) provided the coverages of the MaxMin EWMA tolerance limits for independent data. In this article, it is shown how autocorrelation affects the confidence level of MaxMin tolerance limits, for a specified level of coverage of the population, and modified smoothed tolerance limits are suggested for autocorrelated processes.     

Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities

Under appropriate long range dependence conditions, the point process of exceedances of a stationary sequence weakly converges to a homogeneous compound Poisson point process. This limiting point process can be characterized by the extremal index and the cluster-size probabilities. In this paper we address the problem of estimating these quantities and we consider the intervals estimators introduced in Ferro and Segers [2003. Inference for clusters of extreme values. J. Roy. Statist. Soc. Ser. B 545–556] and in Ferro [2004. Statistical methods for clusters of extreme values. Ph.D. Thesis, Lancaster University]. We establish asymptotic weak convergence to Gaussian random variables and we give their asymptotic variance.     

双曲率面光线追迹公式及应用

本文提出了用牛顿迭代法计算光线与双曲率面的交点,并给出了具体的计算公式。文中还认为可以利用双曲率面来描述存在着局部变形的球面光学零件,为制定光学零件的公差提供了依据。     

改进的L1范数故障诊断方法

本文提出一种线性模拟容差电路故障诊断方法——改进的L_1范数方法。此方法首先运用蒙特卡诺容差分析方法,建立线性模拟容差电路模型,然后通过求解L_1范数优化诊断方程,以诊断故障元件,并在优化求解过程中作了线性化处理。     

A tolerance interval approach for assessment of agreement in method comparison studies with repeated measurements

This paper generalizes the tolerance interval approach for assessing agreement between two methods of continuous measurement for repeated measurement data—a common scenario in applications. The repeated measurements may be longitudinal or they may be replicates of the same underlying measurement. Our approach is to first model the data using a mixed model and then construct a relevant asymptotic tolerance interval (or band) for the distribution of appropriately defined differences. We present the methodology in the general context of a mixed model that can incorporate covariates, heteroscedasticity and serial correlation in the errors. Simulation for the no-covariate case shows good small-sample performance of the proposed methodology. For the longitudinal data, we also describe an extension for the case when the observed time profiles are modelled nonparametrically through penalized splines. Two real data applications are presented.     

Sequential procedures based on M-estimators with discontinuous score functions

Bounded-width sequential confidence intervals and sequential tests for regression parameter based on M-estimators are extended to the case where the score-functions generating the M-estimators have jump-discontinuities. In the context of the asymptotic normality of the stopping variable, for the confidence interval problem, it is observed that the jump-discontinuities induce a slower rate of convergence. The proofs of the main theorems rest on the weak convergence of some related processes and this is also studied.     

理解的伦理学

人类之间的相互理解现在具有十分重要的意义,而真正地实现理解需要运用复杂性认识方法。看到每个人都具有潜在的多重人格,在随着历史背景条件飘移中实现某一种自身,因此我们不应把犯有罪过的人简化为他们一时犯下的罪过,而看到他们改变的可能性。客观的理性的理解还应辅之以主观的推己及人的理解,才能产生同情。了解产生不理解的各种根源自觉地加以克服,从而力争达到人类的相互宽容和团结。     

Confidence intervals for a two-parameter exponential distribution: One- and two-sample problems

The problems of interval estimating the mean, quantiles, and survival probability in a two-parameter exponential distribution are addressed. Distribution function of a pivotal quantity whose percentiles can be used to construct confidence limits for the mean and quantiles is derived. A simple approximate method of finding confidence intervals for the difference between two means and for the difference between two location parameters is also proposed. Monte Carlo evaluation studies indicate that the approximate confidence intervals are accurate even for small samples. The methods are illustrated using two examples.     

A Canadian Population Level Analysis of the Roles of Irrational Gambling Cognitions and Risky Gambling Practices as Correlates of Gambling Intensity and Pathological Gambling

Using population data (N = 11,562) drawn from five Canadian gambling prevalence surveys conducted between 2000 and 2005, the current study investigated the relationship between irrational gambling cognitions and risky gambling practices upon (a) gambling intensity, as measured by percent of income spent on gambling and (b) tolerance, a diagnostic indicator of pathological gambling. First, we found irrational gambling cognitions and risky gambling practices to be positively related. Second, irrational gambling cognitions moderated the relationship between risky gambling practices and gambling intensity. Specifically, people engaging in risky practices, spent less of their income on gambling when they had fewer irrational gambling cognitions compared to those with more irrational cognitions. Third, irrational gambling cognitions moderated the relationship between risky gambling practices and tolerance. Of the people engaging in risky practices, those with no irrational cognitions reported lower levels of tolerance than those with at least one irrational cognition. Interactions with gender are reported and discussed. These findings demonstrate the importance of both gambling cognitions and gambling practices upon the intensity of gambling and pathological gambling.