Some statistical problems in the presence of an outlier when sampling from truncation parameter densities

Summary In this paper we derive some recurrence relations for moments of order statistics of a random sample from a truncation parameter density when one of the observations is an outlier. We also derive uniform minimum variance unbiased estimator of a parametric function.     

关于城市化的几个问题

一、城市化的实质是经济发展城市化是一个很复杂的问题 ,涉及的方面很多 ,但城市化首先是一个经济问题。城市化的实质是经济发展 ,它是一个国家或地区产业结构大调整的反映。城市化到底是什么 ?城市化是人类生产方式和生活方式由乡村型向城市型转化的历史过程 ,它表现为城市人口的增长、城市数量和规模的发展以及城市现代化水平的提高。城市化的核心是为农村剩余劳力提供大量非农就业岗位。没有这个前提就无所谓城市化。过去为什么我们的城市化推进得慢 ,就是因为我们的经济发展落后 ,我们是一个农业大国 ,吃饭问题长期没有得到解决。今年全…     

Some models for simulating canadian manpower flows and related systems

The paper reports on a series of models designed for computer simulation of Canadian manpower flows at different levels of unemployment, either alone or in conjunction with related population flows. The models are disaggregated macromodels of the state-transition variety. One relates to annual flows, the others to monthly flows.The models have been used for various purposes, including simulation analyses of the effects of changes in economic conditions and government policy variables on two government programs, namely unemployment insurance and manpower training. Other applications are possible and, in general, the basic approach underlying the models is considered to have much potential for manpower policy analysis.     

Some problems of data standardization

Procedure of aggregation of component indicators into one composite index of a multi-dimensional phenomenon under study requires previous standardization of the original raw data in terms of which the component indicators are expressed. The standardization is inevitably connected with an arbitrary choice of a mathematical formula by which the same measurement units, for all component indicators, are established. It is argued that by choosing one of the several possible standardization formulae, a researcher, most often unkowingly, ascribes differential weights to particular component indicators. Two approaches, in solving the problem of arbitrariness of the choice of the standardization formula, are possible: (1) assessment of the margin of “error of arbitrariness,” or “standardization effect,” and the interpretation of substantive results obtained after the aggregation, within that margin; (2) evaluation of equivalencies of things, established by the alternative standardization formulae, in order to choose the formulae ensuring the most acceptable equivalence as judged by certain objective norms or criteria. The two approaches are discussed, and numerical examples illustrating each of them are presented using two kinds of standardization: the one based on percentages, and the other on the deviation from the mean divided by standard deviation.     

关于审计史研究的几个问题

本探讨了审计史研究中的一些基本问题,提出了几条意见：一、应当坚持运用马克思主义的辩证唯物主义和历史唯物主义指导审计史研究;运用《易经》哲理对审计史研究进行指导有着特殊意义。二、对审计的定义和概念应作历史的、辩证的理解。三、运用唯物论和环境论作指导,研究审计产生的时期和条件。四、运用环境论指导审计历史分期。五、夏、商代不能作为审计创始年代。     

事业单位会计核算规范需要修订的几个问题

国家预算管理体制的改革对预算会计产生了重大影响,现行事业单位会计核算规范在许多地方不能与之适应,本文就此提出需要修订的几个问题。     

Design and estimation problems when estimating a regression coefficient from survey data

Summary The values of a variablex are assumed known for all elements in a finite population. Between this variable and another variableY, whose values are registered in a sample survey, there is the usual linear regression relationship. This paper considers problems of design and of estimation of the regression coefficienta and the interceptb. The followingGodambe type theorem is proved: There exists no minimum variance unbiased linear estimator ofa andb. We also derive that the usual estimators ofa andb have minimum variance if attention is restricted to the class of linear estimators unbiased in any given sample.     

Some problems in actuarial finance involving sums of dependent risks

A trend in actuarial finance is to combine technical risk with interest risk. If Y_t , t = 1, 2, denotes the timevalue of money (discount factors at time t ) and X_t the stochastic payments to be made at time t , the random variable of interest is often the scalar product of these two random vectors V = X_t Y_t . The vectors X and Y are supposed to be independent, although in general they have dependent components. The current insurance practice based on the law of large numbers disregards the stochastic financial aspects of insurance. On the other hand, introduction of the variables Y ₁, Y ₂, to describe the financial aspects necessitates estimation or knowledge of their distribution function.
We investigate some statistical models for problems of insurance and finance, including Risk Based Capital/Value at Risk, Asset Liability Management, the distribution of annuities, cash flow evaluations (in the framework of pension funds, embedded value of a portfolio, Asian options) and provisions for claims incurred, but not reported (IBNR).     

Some notes on discount factor restrictions for dynamic optimization problems

We consider dynamic optimization problems on one-dimensional state spaces. Under standard smoothness and convexity assumptions, the optimal solutions are characterized by an optimal policy function h mapping the state space into itself. There exists an extensive literature on the relation between the size of the discount factor of the dynamic optimization problem on the one hand and the properties of the dynamical system x_t+1=h(x_t) on the other hand. The purpose of this paper is to survey some of the most important contributions of this literature and to modify or improve them in various directions. We deal in particular with the topological entropy of the dynamical system, with its Lyapunov exponents, and with its periodic orbits.     

建设项目资金筹措若干问题探讨

资金筹措是建设项目的基础 ,筹措方案是否得当决定了项目的风险性和可行性 ,影响到项目的经济效益。文章从资金筹措阶段项目资金总额的构成、项目资本金筹措以及资金筹措方案和组织形式的比较分析对建设项目资金筹措问题进行探讨。     

10kV送电线路与民航VHF接收机电磁兼容问题分析

文章对民航甚高频通信系统及相关干扰,特别是10 kV送电线路电晕干扰进行发探讨。结合电晕放电辐射场仿真研究成果,深入分析某雷达站甚高频接收机全频段干扰案例,指出10 kV送电设施产生的电晕放电不容忽视。     

室内厕浴间、厨房防水设计与施工需要注意的几个问题

针对厕浴间、厨房经常发生渗漏的部位和节点,通过结构分析,找出导致渗漏的原因.并提出治理厕浴间、厨房渗漏的设计方案和施工方法.     

Tests with correct size when instruments can be arbitrarily weak

This paper applies classical exponential-family statistical theory to develop a unifying framework for testing structural parameters in the simultaneous equations model under the assumption of normal errors with known reduced-form variance matrix. The results can be divided into the limited-information and full-information categories. In the limited-information model, it is possible to characterize the entire class of similar tests in a model with only one endogenous explanatory variable. In the full-information framework, this paper proposes a family of similar tests for subsets of endogenous variables’ coefficients. For both limited- and full-information models, there exist power upper bounds for unbiased tests. When the model is just-identified, the Anderson–Rubin, score, and (pseudo) conditional likelihood ratio tests are optimal. When the model is over-identified, the (pseudo) conditional likelihood ratio test has power close to the power envelope when identification is strong.