海上救助公约的发展及其主要影响

1989年通过的国际救助公约对传统的“无效果无报酬”原则所作的例外规定,引起了海运界和贸易界的极大关注,从而导致某些国际规则和国内法的修订。本文运用比较的方法对海上救助公约的发展及其对英国劳氏标准救助契约、国际共同海损理算规则和我国海商法的影响作了论述,并且提出了我国当前海商法应作修改补充的几点建议。     

组合预测误差信息矩阵研究

研究组合预测误差信息矩阵的结构与组合预测方法性质之间的联系,首次提出冗余信息概念,对最优组合预测方法的组合结构进行了研究。     

谈普通高校体育课程改革思路

为贯彻《全国普通高等学校体育课程教学指导纲要》精神,结合当前高校体育教学实际,通过调查研究、经验总结等方法,对普通高校体育课程改革中存在的一些问题进行了分析,着重研究和探讨了深化改革的思路和途径,提出了改革大学体育课程建设的建议,以促进学校体育教学改革的进一步深化。     

A Sparse Implementation of the Average Information Algorithm for Factor Analytic and Reduced Rank Variance Models

Factor analytic variance models have been widely considered for the analysis of multivariate data particularly in the psychometrics area. Recently Smith, Cullis & Thompson (2001) have considered their use in the analysis of multi‐environment data arising from plant improvement programs. For these data, the size of the problem and the complexity of the variance models chosen to account for spatial heterogeneity within trials implies that standard algorithms for fitting factor analytic models can be computationally expensive. This paper presents a sparse implementation of the average information algorithm (Gilmour, Thompson & Cullis, 1995) for fitting factor analytic and reduced rank variance models.     

A comparison of maximum likelihood and least squares for the estimation of a cumulative distribution

Monte Carlo methods are used to compare the methods of maximum likelihood and least squares to estimate a cumulative distribution function. When the probabilistic model used is correct or nearly correct, the two methods produce similar results with the MLE usually slightly superior When an incorrect model is used, or when the data is contaminated, the least squares technique often gives substantially superior results.     

Robustness to non-normality and autocorrelation of individuals control charts

This paper studies the effects of non-normality and autocorrelation on the performances of various individuals control charts for monitoring the process mean and/or variance. The traditional Shewhart X chart and moving range (MR) chart are investigated as well as several types of exponentially weighted moving average (EWMA) charts and combinations of control charts involving these EWMA charts. It is shown that the combination of the X and MR charts will not detect small and moderate parameter shifts as fast as combinations involving the EWMA charts, and that the performana of the X and MR charts is very sensitive to the normality assumption. It is also shown that certain combinations of EWMA charts can be designed to be robust to non-normality and very effective at detecting small and moderate shifts in the process mean and/or variance. Although autocorrelation can have a significant effect on the in-control performances of these combinations of EWMA charts, their relative out-of-control performances under independence are generally maintained for low to moderate levels of autocorrelation.     

Economic and economic statistical designs for three-level control charts

In some situations, an appropriate quality measure uses three or more discrete levels to classify a product characteristic. For these situations, some control charts have been developed based on statistical criteria regardless of economic considerations. In this paper, we develop economic and economic statistical designs (ESD) for 3-level control charts. We apply the cost model proposed by Costa and Rahim.[Economic design of X charts with variable parameters: the Markov chain approach, J Appl Stat 28 (2001), 875–885] Furthermore, we assume that the length of time that the process remains in control is exponentially distributed which allows us to apply the Markov chain approach for developing the cost model. We apply a genetic algorithm to determine the optimal values of model parameters by minimizing the cost function. A numerical example is provided to illustrate the performance of the proposed models and to compare the cost of the pure economic and ESD for three-level control charts. A sensitivity analysis is also conducted in this numerical example.     

A note on spectral estimation for ARMA processes

The standard frequency domain approximation to the Gaussian likelihood of a sample from an ARMA process is considered. The Newton-Raphson and Gauss-Newton numerical maximisation algorithms are evaluated for this approximate likelihood and the relationships between these algorithms and those of Akaike and Hannan explored. In particular it is shown that Hannan's method has certain computational advantages compared to the other spectral estimation methods considered     

A bootstrap control chart for inverse Gaussian percentiles

The conventional Shewhart-type control chart is developed essentially on the central limit theorem. Thus, the Shewhart-type control chart performs particularly well when the observed process data come from a near-normal distribution. On the other hand, when the underlying distribution is unknown or non-normal, the sampling distribution of a parameter estimator may not be available theoretically. In this case, the Shewhart-type charts are not available. Thus, in this paper, we propose a parametric bootstrap control chart for monitoring percentiles when process measurements have an inverse Gaussian distribution. Through extensive Monte Carlo simulations, we investigate the behaviour and performance of the proposed bootstrap percentile charts. The average run lengths of the proposed percentage charts are investigated.