Estimating process capability index C′′pmk for asymmetric tolerances: Distributional properties

Pearn et al. (1999) considered a capability index C ^′′ _pmk, a new generalization of C _pmk, for processes with asymmetric tolerances. In this paper, we provide a comparison between C ^′′ _pmk and other existing generalizations of C _pmk on the accuracy of measuring process performance for processes with asymmetric tolerances. We show that the new generalization C ^′′ _pmk is superior to other existing generalizations of C _pmk. Under the assumption of normality, we derive explicit forms of the cumulative distribution function and the probability density function of the estimated index . We show that the cumulative distribution function and the probability density function of the estimated index can be expressed in terms of a mixture of the chi-square distribution and the normal distribution. The explicit forms of the cumulative distribution function and the probability density function considerably simplify the complexity for analyzing the statistical properties of the estimated index . Received April 2000     

Single-market disequilibrium models : Estimating and testing

The present paper investigates several issues of estimation and hypothesis testing in the context of a single-market disequilibrium model. The paper attempts to shed light on the following four questions: (1) What are the small-sample properties of the maximum likelihood estimator in various disequilibrium models? (2) How can one test the hypothesis of equilibrium vs. disequilibrium? (3) Can one reasonably estimate the unobservable demand and supply quantities from observable data? and (4) What are the consequences of using an equilibrium model instead of a disequilibrium one, or of using a misspecified disequilibrium model? Each of these questions is examined with the aid of sampling experiments.     

Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models

This paper develops tests for comparing the accuracy of predictive densities derived from (possibly misspecified) diffusion models. In particular, we first outline a simple simulation-based framework for constructing predictive densities for one-factor and stochastic volatility models. We then construct tests that are in the spirit of Diebold and Mariano (1995) and White (2000). In order to establish the asymptotic properties of our tests, we also develop a recursive variant of the nonparametric simulated maximum likelihood estimator of Fermanian and Salanié (2004). In an empirical illustration, the predictive densities from several models of the one-month federal funds rates are compared.     

Estimating the natural rate of unemployment and testing the natural rate hypothesis

How should one measure the natural rate of unemployment? This paper proposes a systems procedure as an alternative to NAIRU. The natural rate is treated as an unobserved state variable in a system that includes measurement equations for the unemployment rate, the rate of wage growth and the rate of inflation. The model is derived from a version of the wage bargaining model of Blanchard and embodies a version of the natural rate hypothesis. The model is estimated by embedding the Kalman filter within the full-information maximum likelihood procedure. For US data, the estimated model implies substantial post-war variation in the natural rate and a negative, but weak, effect of inflation surprises on unemployment. Copyright © 1999 John Wiley & Sons, Ltd.     

分组数据条件下基尼系数的有效估算方法

本文先讨论了洛伦兹曲线的KP变换,再使用线性插值法导出了实践中广泛使用的基尼系数公式并分析了误差,接着引进了用样条函数计算基尼系数的方法,最后利用中国统计年鉴于1993－1998年的数据,估算了我国城镇居民收入分配的基尼系数。     

Approximations and time-discretization in testing one-sided hypotheses for the mean of a gaussian process

Summary In addition to the considerations of Luschgy, approximate locally most powerful tests of a computational form based on continuous sampling are derived and the asymptotic effect of discrete sampling is discussed.     

Infrastructure and productivity: An extension to private infrastructure and it productivity

This paper incorporates both public and private infrastructure within the framework of a nonlinear production function. The theoretical model specifies a technological growth rate as a nonlinear function of government infrastructure and private infrastructure generated by the information sector of the economy—cable, wireless stations, satellites, internet facilities, broadcasting, etc. The time trend is included to capture the effect of all other variables. The empirical estimates generated by the model imply increasing returns to scale for the US economy in the last few years. The evaluation of the growth accounting equation implies that information technology was the largest contributing component to growth during the expansion of the 1990s.     

On efficiency of estimation and testing with data quantized to fixed number of cells

Metrika - In continuous parametrized models with i.i.d. observations we consider finite quantizations. We study asymptotic properties of the estimators minimizing disparity between the observed and...     

Supply chain decisions under asymmetric information with cost and fairness concern

ABSTRACT

The two-echelon supply chain including single supplier and single retailer is set, and we study the compact of asymmetric information on the decisions in the supply chain when the both supplier’s private cost information and retailer’s private fairness-concern information are asymmetry between the supply chain members, so as to study the effect of misreporting behavior and fairness concern on the supply chain. By mathematical model derivation and numerical analysis, we prove that the misreporting behavior of supplier will intensify the unfair distribution of supply chain and thus make the supply chain operation further deviate from the optimal condition.     

Mortgage lending in Chicago and Los Angeles: A paired testing study of the pre-application process

In 2000, the Urban Institute paired African-American and Hispanic testers with whites and sent the pairs to visit lenders in Chicago and Los Angeles, in order to inquire about information on obtaining a home mortgage. In Chicago, African Americans and Hispanics systematically received less information and assistance than comparable whites; while in Los Angeles, the treatment of minority and white testers did not differ statistically from each other. Multivariate analyses for Chicago indicate that large lenders treat minorities more favorably than smaller lenders and that lenders with substantial numbers of applications from African-Americans treat African-Americans more favorably than lenders with predominantly white application pools.     

Estimating and Testing Process Precision with Presence of Gauge Measurement Errors

Process capability indices have been widely used in the manufacturing industry. Those capability indices, quantifying process potential and performance, are important for any successful quality improvement activities and quality program implementation. Because of the simplicity and easy of understanding, the precision index C_p has gained its popularity for measuring process consistency. However, the quality of data on the process characteristics relies very much on the gauge measurement. Conclusions about capability of the process just only based on the single numerical value of the index are not reliable. In this paper, we not only conduct the performance of the index C_p with gauge measurement errors, but also present adjusted confidence interval bounds and critical values for capability testing purpose of C_p with unavoidable measurement errors. Our research would help practitioners to determine whether the factory processes meet the capability requirement, and make more reliable decisions.     

基于数据融合的自来水浊度检测方法

为了提高流动电流仪(SCM)对自来水浊度检测的精度,文章提出了一种基于神经网络数据融合技术的数据处理方法。该方法可以消除测量中的原水流量、供电电源波动、絮凝剂浓度、温度等干扰量对流动电流仪的影响,提高了测量的精度。     

基于数据融合的自来水浊度检测方法

为了提高流动电流仪(SCM)对自来水浊度检到的精度，文章提出了一种基于神经网络数据融合技术的数据处理方法。该方法可以消除到量中的原水流量、供电电源波动、絮凝剂浓度、温度等干扰量对流动电流仪的影响，提高了测量的精度。     

On optimal regulation of price and R&D with asymmetric information

This paper deals with the optimal regulation for cost-reducing R&D and pricing in natural monopoly that is privately informed on its efficiency. We extend the work of Cantner and Kuhn (Rev Econ Des 4:191–204, 1999) and then we are able to analyse the entire effects of the interplay between agent’s efficiency and investment in R&D particularly considering the substitutability case.     

实质性测试的类型及其运用

实质性测试是针对会计报表项目金额而进行的测试,是审计工作一道必不可少的环节。审计中,不管是否依赖被审计单位内部控制,不论相关固有风险和控制风险的评估结果如何,都应对各主要账户实施或多或少的实质性测试。 一、实质性测试的类型     

Estimating demand with distance functions: Parameterization in the primal and dual

Our purpose is to investigate the ability of different parametric forms to ‘correctly’ estimate consumer demands based on distance functions using Monte Carlo methods. Our approach combines economic theory, econometrics and quadratic approximation. We begin by deriving parameterizations for transformed quadratic functions which are linear in parameters and characterized by either homogeneity or which satisfy the translation property. Homogeneity is typical of Shephard distance functions and expenditure functions, whereas translation is characteristic of benefit/shortage or directional distance functions. The functional forms which satisfy these conditions and include both first- and second-order terms are the translog and quadratic forms, respectively. We then derive a primal characterization which is homogeneous and parameterized as translog and a dual model which satisfies the translation property and is specified as quadratic. We assess functional form performance by focusing on empirical violations of the regularity conditions. Our analysis corroborates results from earlier Monte Carlo studies on the production side suggesting that the quadratic form more closely approximates the ‘true’ technology or in our context consumer preferences than the translog.     

Identifying and Estimating the Distributions of Ex Post and Ex Ante Returns to Schooling

This paper surveys a recent body of research by Carneiro, Hansen, and Heckman [Carneiro, P., K. Hansen, and J.J. Heckman, 2001, Fall. Removing the veil of ignorance in assessing the distributional impacts of social policies. Swedish Economic Policy Review 8 (2), 273–301., Carneiro, P., K. Hansen, and J.J. Heckman, 2003, May. Estimating distributions of treatment effects with an application to the returns to schooling and measurement of the effects of uncertainty on college choice. International Economic Review 44 (2), 361–422. 2001 Lawrence R. Klein Lecture], Cunha and Heckman [Cunha, F. and J.J. Heckman, 2006. The evolution of earnings risk in the US economy. Presented at the 9th World Congress of the Econometric Society, London], Cunha, Heckman, and Navarro [Cunha, F., J.J. Heckman, and S. Navarro, 2004, March. Separating heterogeneity from uncertainty in an aiyagari–laitner economy. Presented at the Goldwater Conference on Labor Markets, Arizona., Cunha, F., J.J. Heckman, and S. Navarro, 2005, April. Separating uncertainty from heterogeneity in life cycle earnings, The 2004 Hicks Lecture. Oxford Economic Papers 57 (2), 191–261., Cunha, F., J.J. Heckman, and S. Navarro, 2006. Counterfactual analysis of inequality and social mobility. In S.L. Morgan, D.B. Grusky, and G.S. Fields (Eds.), Mobility and Inequality: Frontiers of Research in Sociology and Economics, Chapter 4, pp. 290–348. Stanford, CA: Stanford University Press], Heckman and Navarro [Heckman, J.J. and S. Navarro, 2007, February. Dynamic discrete choice and dynamic treatment effects. Journal of Econometrics 136 (2), 341–396] and Navarro [Navarro, S., 2005. Understanding Schooling: Using Observed Choices to Infer Agent's Information in a Dynamic Model of Schooling Choice When Consumption Allocation is Subject to Borrowing Constraints. Ph.D. Dissertation, University of Chicago, Chicago, IL] that identifies and estimates the ex post distribution of returns to schooling and determines ex ante distributions of returns on which agents base their schooling choices. We discuss methods and evidence, and state a fundamental identification problem concerning the separation of preferences, market structures and agent information sets. For a variety of market structures and preference specifications, we estimate that over 50% of the ex post variance in returns to college are forecastable at the time agents make their schooling choices.     

流程网络图主关键路径确定的MATLAB方法

利用工作流网络图的关键路线为耗期最长的特点，将其转化成最短路径问题，然后利用求最短路径的matlab程序，简单方便地求出流程网络图中的主关键路径。