A curtailed test for the shape parameter of the Weibull distribution

Summary A procedure is proposed in this paper for testing the shape parameter, of the Weibull distribution. The test statistic which is based on the extremal quotient, possesses a monotone property which makes it possible for rejection earlier than the last planned observation of the null hypothesis,H ₀: =₀ when the alternative hypothesis isH _a: <₀ and early acceptance ofH ₀ whenH _a: >₀. The test being scale-free, does not require the scale parameter to be known.     

A time varying parameter approach to the Chinese aggregate consumption function

China experienced a number of economic, political and social upheavals in the pre-reform period, together with a gradual transformation from a centrally-planned to a market oriented economy in the post-reform period. Given this background of extensive change, a time varying parameter (TVP) consumption model for non-durables is developed in order to determine the resulting changes in consumer behaviour caused by both observable and unobservable factors. The parameters of interest are the short and long run marginal propensities to consume (MPC) and the long run average propensity to consume (APC). The model is based on Friedman's permanent income hypothesis (PIH) and estimated using the Kalman filter algorithm. The empirical results suggest that the TVP model is a good representation of the changes in Chinese consumer behaviour over time. In terms of forecasting, the TVP model generally outperforms a number of alternative models.     

The conditional maximum likelihood estimator of the shape parameter in the gamma distribution

Summary The conditional maximum likelihood estimator of the shape parameter in the gamma distribution is studied for a finite sample size in comparison with the (unconditional) maximum likelihood estimator. The former estimator is concluded to be strictly superior to the latter. The reasons for the conclusion include the undesirable behavior of the residual likelihood, the consistency and relatively less bias of the conditional maximum likelihood estimator. Simulation studies for risk comparisons also support the conclusion.     

A note on the size distribution of cities over time

"The Pareto Law of Income Distribution is applied to the analysis of city size structures. Particular concern is focused on the Pareto coefficient as a measure of interurban concentration, and on how this varies through time within a nation. On the basis of evidence from 12 nations, it is argued that over time a nation tends to display a U-shaped pattern in the degree of interurban concentration, and that the higher a nation's overall level of development, the more advanced it will be in the sequence of concentration. Consideration is given to the possibility of supporting these conclusions through cross-sectional analysis among nations. The various bases for the proposed temporal pattern of concentration within a nation are then explored."     

Bayesian life test planning for the Weibull distribution with given shape parameter

This paper describes Bayesian methods for life test planning with Type II censored data from a Weibull distribution, when the Weibull shape parameter is given. We use conjugate prior distributions and criteria based on estimating a quantile of interest of the lifetime distribution. One criterion is based on a precision factor for a credibility interval for a distribution quantile and the other is based on the length of the credibility interval. We provide simple closed form expressions for the relationship between the needed number of failures and the precision criteria. Examples are used to illustrate the results.Received: October 2002 / Revised: March 2004     

Estimation of the scale parameter of a log-logistic distribution

In this work the ranked set sampling technique has been applied to estimate the scale parameter $\alpha $ of a log-logistic distribution under a situation where the units in a sample can be ordered by judgement method without any error. We have evaluated the Fisher information contained in the order statistics arising from this distribution and observed that median of a random sample contains the maximum information about the parameter $\alpha $ . Accordingly we have used median ranked set sampling to estimate $\alpha $ . We have further carried out the multistage median ranked set sampling to estimate $\alpha $ with improved precision. Suppose it is not possible to rank the units in a sample according to judgement method without error but the units can be ordered based on an auxiliary variable $Z$ such that $(X, Z)$ has a Morgenstern type bivariate log-logistic distribution (MTBLLD). In such a situation we have derived the Fisher information contained in the concomitant of rth order statistic of a random sample of size $n$ from MTBLLD and identified those concomitants among others which possess largest amount of Fisher information and defined an unbalanced ranked set sampling utilizing those units in the sample and thereby proposed an estimator of $\alpha $ using the measurements made on those units in this ranked set sample.     

"第一时间"迸发的社会责任——浙江正特集团赈灾救援侧记

"5·12"汶川地震发生后,浙江省正特集团迅速反应、立即行动,在第一时间为灾区群众送去了急需的物资,竭尽全力完成国家下达的救灾帐篷生产任务,及时向家住灾区的本企业员工送去真诚的关怀.充分体现出这个企业强烈的社会责任意识.     

On the waiting time distribution in a GI/G/1 queue with a Coxian–2 service time distribution

The purpose of this paper is to derive in an alternative way the result that the complementary waiting–time distribution function in the Gl/G/I queue is the sum of two exponential functions when the service time has a Coxian–2 distribution. The idea is to interpret this type of service–time distribution as the sum of a stochastic number of exponentially distributed phases. In this way the model can be seen as a special G/^x/W/1 batch–arrival queue where the batch–size distribution is deduced from the Coxian service–time distribution. For the latter model we give an embedded Markov–chain approach. Because of the special form of the batch–size distribution the steady–state distribution of this Markov chain can be represented as the sum of two geometric terms of which the coefficients can be explicitly given. From this result the waiting–time distribution can be deduced immediately. Apart from its didactic interest the result can be useful to obtain simple approximations for more general GI/G/1 models.     

基于动态和空间分布的城市能源规划方法

本文提出一种新的城市能源规划方法,它是在能源负荷需求的时间动态和空间分布特性分析的基础上对城市热力、燃气和电力等能源基础设施系统进行的综合规划,以城市能源系统的模拟计算和情景分析作为手段,并对城市能源系统进行综合评价。同时,本文分析了该城市能源规划方法的内涵及其规划流程。     

计时管理在快递业务操作中的应用

从时间管理的角度为快递作业的全过程规划出操作时间标准,并为快递操作装上醒目的计时器,能够强化快递企业对各环节操作时间的管理。     

Bias in the estimation of the mean reversion parameter in continuous time models

It is well known that for continuous time models with a linear drift standard estimation methods yield biased estimators for the mean reversion parameter both in finite discrete samples and in large in-fill samples. In this paper, we obtain two expressions to approximate the bias of the least squares/maximum likelihood estimator of the mean reversion parameter in the Ornstein–Uhlenbeck process with a known long run mean when discretely sampled data are available. The first expression mimics the bias formula of Marriott and Pope (1954) for the discrete time model. Simulations show that this expression does not work satisfactorily when the speed of mean reversion is slow. Slow mean reversion corresponds to the near unit root situation and is empirically realistic for financial time series. An improvement is made in the second expression where a nonlinear correction term is included into the bias formula. It is shown that the nonlinear term is important in the near unit root situation. Simulations indicate that the second expression captures the magnitude, the curvature and the non-monotonicity of the actual bias better than the first expression.     

Estimation of the parameter of the inverse Gaussian distribution from generalised censored samples

In this paper, a new Type of censored sample referred as generalised censored sample is defined and is differentiated fromCohen's [1963] progressively censored type I and type II samples. The maximum likelihood estimate of the parameter of the inverse Gaussian distribution from generalised censored samples is obtained. An expression for the standard error of the estimate is given.     

The inter-industry distribution of technological capabilities. A case study in the application of the Italian patenting in the U.S.A.

In this paper patent statistics are used as a technological indicator for the purpose of identifying the inter-industry distribution of technological capabilities. A matrix of Italian patents in the U.S.A. by industrial sectors and technological fields is discussed. This matrix, which is complementary to those devoted to inter-industry technology flows, is of interest to technology policy, since it indicates the sources of a given technological capability. The same matrix shows that the companies, and consequently the industrial sectors involved, are multi-technological in that they produce inventions in a wide range of technological fields. The present paper is an initial attempt to quantify this known fact.     

Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small

This paper presents a new approximation to the exact sampling distribution of the instrumental variables estimator in simultaneous equations models. It differs from many of the approximations currently available, Edgeworth expansions for example, in that it is specifically designed to work well when the concentration parameter is small. The approximation is remarkable in that simultaneously: (i) it has an extremely simple final form; (ii) in situations for which it is designed it is typically much more accurate than is the large sample normal approximation; and (iii) it is able to capture most of those stylized facts that characterize lack of identification and weak instrument scenarios. The development leading to the approximation is also novel in that it introduces techniques of some independent interest not seen in this literature hitherto.     

The geographic distribution of unemployment rates in the U.S.: A spatial-time series analysis

This paper presents estimates of the time series and spatial pattern of unemployment rate fluctuations in the U.S. over the period 1977.I–1983.IV. Spatial and time series autocorrelations over a regular lattice are estimated using both simultaneous (SAR) and conditional (CAR) autoregressive models of spatial series. The empirical results indicate that a temporary unemployment rate shock has a significant effect on unemployment rates in adjacent areas contemporaneously, but virtually no impact on neighboring unemployment rates after six quarters. A permanent change in an area's unemployment rate has a strong and persistent impact on unemployment rates in labor markets within 250 miles of the initial shock.     

The changing distribution of physicians.

Over the past decade the problem of physician distribution has been the object of much research. Most past studies, however, have been cross sectional. In this study, ecological (county level) data for two decades are examined. Six consistent predictors of the physician/population ratio (PPR) were identified: the hospital bed/population ratio, per capita retail sales, percentage male professionals, per cent families with high income, the presence of a medical school and percentage of the population over 65 years of age. The percentage of physicians in group practice, recently lauded as a solution to problems of maldistribution, was found to be negatively related to change in the physician/population ratio. Predictions for more populous counties were found to be more accurate than those for less populous counties. Policy implications are discussed.     

五十华诞话"养护"

中国商业经济学会商品储存养护技术研究分会成立五十周年了。五十年来，它挖掘、研究商品养护技术和方法，创制商品养护工具和仪表，总结商品养护经验，创新商品养护理论，指导储运企业、培训储运职工、建立制度、规范操作，向系统内外毫无保留地提供商品养护隋报和信息。使兆亿商品保质、保量、安全储存，使无数劳动产品、社会财富免遭损害、损失，为建设社会主义作出了巨大的贡献。