On a distribution of Jasso and Kotz

Explicit expressions are derived for the moments and the Gini coefficient of the ring-exponential distribution introduced by Jasso and Kotz ( Statistica Neerlandica , 61 , 2007, 305–328).     

德国分布式电源接入低压配电网运行管理规定

随着太阳能光伏发电、生物质发电等容量较小的节能环保型电源的快速发展,以分布式电源的形式接入低压配电网的需求不断增加。分布式电源接入低压配电网会对电网电能质量和安全稳定运行产生一定影响,为此,德国制定了相应的分布式电源接入低压配电网运行管理规定。本文介绍了该规定的范围、管理规定和技术要求,以为我国制定相关规定提供参考。     

配电网重构算法的研究

文章对以网损最小为目标函数的配电网重构算法进行了研究,提出一种改进的进化算法进行重构。算法改进了用遗传算法或者差异进化算法进行重构时产生大量不可行解的不足,根据梯度的概念和配电网络的结构特点,对可行解进行加速操作,使之迅速靠近并最终成为一个局部最优解,然后进行移民操作,以保持种群的多样性。最终选择所有局部最优解当中最优的个体为全局最优解。算例结果证明了此算法的优越性,表明该算法有较好的搜索效率。     

Efficient parameter estimation for independent and INAR(1) negative binomial samples

We consider moment based estimation methods for estimating parameters of the negative binomial distribution that are almost as efficient as maximum likelihood estimation and far superior to the celebrated zero term method and the standard method of moments estimator. Maximum likelihood estimators are difficult to compute for dependent samples such as samples generated from the negative binomial first-order autoregressive integer-valued processes. The power method of estimation is suggested as an alternative to maximum likelihood estimation for such samples and a comparison is made of the asymptotic normalized variance between the power method, method of moments and zero term method estimators.     

Testing for unobserved heterogeneity in exponential and Weibull duration models

We examine the use of the likelihood ratio (LR) statistic to test for unobserved heterogeneity in duration models, based on mixtures of exponential or Weibull distributions. We consider both the uncensored and censored duration cases. The asymptotic null distribution of the LR test statistic is not the standard chi-square, as the standard regularity conditions do not hold. Instead, there is a nuisance parameter identified only under the alternative, and a null parameter value on the boundary of the parameter space, as in Cho and White (2007a). We accommodate these and provide methods delivering consistent asymptotic critical values. We conduct a number of Monte Carlo simulations, comparing the level and power of the LR test statistic to an information matrix (IM) test due to Chesher (1984) and Lagrange multiplier (LM) tests of Kiefer (1985) and Sharma (1987). Our simulations show that the LR test statistic generally outperforms the IM and LM tests. We also revisit the work of van den Berg and Ridder (1998) on unemployment durations and of Ghysels et al. (2004) on interarrival times between stock trades, and, as it turns out, affirm their original informal inferences.     

基于叠加原理和前推回代法的10kV配电网合环潮流计算

目前,10kV配电网大部分为环网结构,开环运行。当某一段线路需要检修时,配电网一般采用停电倒负荷方式。其缺点：一是损失供电量;二是要提前通知相关用户停电,比较麻烦。文章分析了配电网的结构特点和配电网潮流算法（前推回代法是配电网潮流计算的有效算法,但该算法只适用于辐射状配网）,在此基础上,提出了一种基于叠加原理和前推回代法的配网合环潮流改进算法。先用前推回代法计算合环前的配网潮流．然后在开口处加反向电压求潮流,二者叠加就是合环后的配网潮流。计算合环潮流的作用,就是要改变检修方式的操作,实现先合环后带电倒负荷。计算合环潮流的目的是确定合环潮流不会使线路保护误动。以保证合环操作带电倒负荷的可靠性。     

Location Choice and Contract Bargaining

We study how managerial bargaining power affects outcomes and payoffs in a Hotelling‐type duopoly framework with restricted and unrestricted locations. We show that bargaining power only affects the distribution of the surplus between owners and managers but does not affect the locations, prices, managerial incentives, and consumer welfare. This is in stark contrast to van Witteloostuijn et al. (2007) and related contributions where bargaining power has real effects. We argue that the difference between our irrelevance result and their findings originates from the fact that their approach seems to be based on a behavioral assumption and not on microeconomic principles of owner–manager bargaining. Copyright © 2015 John Wiley & Sons, Ltd.     

THE GINI CONCENTRATION INDEX: A REVIEW OF THE INFERENCE LITERATURE

More than a century ago, Corrado Gini proposed his well-known concentration index for measuring the degree of inequality in the distribution of income and wealth. His index is still extremely relevant and widely used in several fields of research and application. In this paper, we focus on the inferential properties of the Gini index, and discuss the main directions of analysis proposed in the literature. The aim of the paper is to provide a comprehensive review of the main developments on the inferential aspects of the Gini concentration ratio. We feel that this work can provide a valuable contribution to those scholars who are approaching the large amount of literature on the inferential properties of the Gini index.     

Asymptotic normality of the NPMLE of linear functionals for interval censored data, case 1

We give a new proof of the asymptotic normality of a class of linear functionals of the nonparametric maximum likelihood estimator (NPMLE) of a distribution function with "case 1" interval censored data. In particular our proof simplifies the proof of asymptotic normality of the mean given in Groeneboom and Wellner (1992). The proof relies strongly on a rate of convergence result due to van de Geer (1993), and methods from empirical process theory.     

A statistical equilibrium model of competitive firms

We find that the empirical density of firm profit rates, measured as returns on assets, is markedly non-Gaussian and reasonably well described by an exponential power (or Subbotin) distribution. We start from a statistical equilibrium model that leads to a stationary Subbotin density in the presence of complex interactions among competitive heterogeneous firms. To investigate the dynamics of firm profitability, we construct a diffusion process that has the Subbotin distribution as its stationary probability density. This leads to a phenomenologically inspired interpretation of variations in the shape parameter of the Subbotin distribution, which essentially measures the competitive pressure in and across industries. Our findings have profound implications both for the previous literature on the ‘persistence of profits’ as well as for understanding competition as a dynamic process. Our main formal finding is that firms' idiosyncratic efforts and the tendency for competition to equalize profit rates are two sides of the same coin, and that a ratio of these two effects ultimately determines the dispersion of the equilibrium distribution.     

重庆市渝中半岛集中仓储配送可行性研究

主要分析了重庆渝中半岛实行集中仓储配送的可行性以及其能够为企业带来的巨大的经济效益。通过实施集中仓储配送来完善物流设施，建设物流网络，形成高水平的物流服务能力，提升重庆的影响力、辐射力、积聚力。     

A generalization of Friedman's rank statistic

Abstract  In this paper a very natural generalization of the two-way analysis of variance rank statistic of F riedman is given. The general distribution-free test procedure based on this statistic for the effect of J treatments in a random block design can be applied in general two-way layouts without interactions and with different numbers of the continuous observations per cell provided the design scheme is connected. The asymptotic distribution under the null hypothesis of the test statistic is derived. A comparison with the method of m rankings of B enard and van E lteren is made. The disadvantage of B enard and van E lteren's test procedure is that the number of observations per block does influence the statistic twice, namely firstly by the number itself, as it should, and see ondly by the level of the ranks which will be different in different blocks if the numbers of observations per block are different. The proposed test statistic is not sensitive to differences in the levels of the ranks caused by the different numbers of observations per block. The test is derived from considerhg the K ruskal -W allis statistics per block.
Finally, the results of simulation experiments are given. The simulation is carried out for three designs and a number of normal location alternatives and gives some information about the power of the suggested test procedure. A comparison is made with B enard and van E lteren's test and with the classical analysis of variance technique. For some simple orthogonal designs the exact null distributions of B enard and van E lteren's test and the proposed test are compared.     

电力系统配电网可靠性与经济性问题研究

配电网处于整个电力系统的末端,配电网的可靠性直接影响到用户的使用,与用户直接相关联。长期以来,配电系统的可靠性都备受关注。为了更好地保证配电网的可靠性,很多国家都在研究配电网的评估模型。另外,配电网在整个电力系统的投资中占了大约六成,所以,配电网的经济性也是必须要考虑的问题。本文首先对配电网可靠性经济进行分析,然后简单介绍了影响配网可靠性的因素,以及一些应对措施。     

探析10kV配电网施工技术

在电力系统的建设中,配电网施工是其中一项基础性工作。本文探讨了10k V配电网的施工技术,希望能为10k V配电网施工的开展提供参考。     

On the modeling of size distributions when technologies are complex

The study considers a stochastic R&D process where the invented production technologies consist of a large number $n$ of complementary components. The degree of complementarity is captured by the elasticity of substitution of the CES aggregator function. Drawing from the Central Limit Theorem and the Extreme Value Theory we find, under very general assumptions, that the cross-sectional distributions of technological productivity are well-approximated either by the lognormal, Weibull, or a novel “CES/Normal” distribution, depending on the underlying elasticity of substitution between technology components. We find the tail of the “CES/Normal” distribution to be fatter than the Weibull tail but qualitatively thinner than the Pareto (power law) one. We also numerically assess the rate of convergence of the true technological productivity distribution to the theoretical limit with $n$ as fast in the body but slow in the tail.     

Generalised shape theory via SV decomposition I

This work finds in terms of zonal polynomials, the non isotropic noncentral elliptical shape distributions via singular value decomposition; it avoids the invariant polynomials and the open problems for their computation. The new shape distributions are easily computable and then the inference procedure is based on exact densities, instead of the published approximations and asymptotic distribution of isotropic models. An application of the technique is illustrated with a classical landmark data of Biology, for this, three Kotz type models are proposed (including Gaussian); then the best one is chosen by using a modified BIC criterion.     

Multivariate distributions characterized by a relationship between mean residual life and hazard rate

In this paper, we characterize some multivariate distributions based on a relationship between the multivariate hazard rate, as defined by Johnson and Kotz (1975) and Marshall (1975), and the multivariate mean residual life as defined by Arnold and Zahedi (1988). The results are extensions of the results obtained earlier by Roy (1989, 1990) and Ma (1996, 1997). Received July 1997     

Estimation of stable distributions by indirect inference

This article deals with the estimation of the parameters of an α-stable distribution with indirect inference, using the skewed-t distribution as an auxiliary model. The latter distribution appears as a good candidate since it has the same number of parameters as the α-stable distribution, with each parameter playing a similar role. To improve the properties of the estimator in finite sample, we use constrained indirect inference. In a Monte Carlo study we show that this method delivers estimators with good properties in finite sample. We provide an empirical application to the distribution of jumps in the S&P 500 index returns.     

配电自动化系统中分布式终端的设计与应用

文章通过对配电终端市场的功能需求分析,设计出了具有故障自动检测与识别功能、提供稳定的工作电源、能够适应户外恶劣条件等功能的智能终端装置,并通过系统调试、现场使用,验证其可靠性。     

A Sequential distribution-free two-sample grouped test with three possible decisions*

Summary A sequential two-sample grouped rank test with two possible decisions (onesided testing) developed by WILCOXON, RHODES and BRADLEY (1963) is generalized to a sequential test with three possible decisions (two-sided testing) using a method given by SOBEL and WALD (1949). An auxiliary table with some moments concerning LEHMANN'S alternatives for the normal distribution, is given in order to facilitate the choice of the alternative hypotheses.