Applying a hidden Markov chain model in quality function deployment to analyze dynamic customer requirements

This study applies a hidden Markov chain model in quality function deployment to analyze dynamic customer requirements from probabilities viewpoints. In reality, the needed probabilities can be computed based upon the experts’ opinions for economic conditions as well as the customers’ surveys by asking customers’ preferences under different economic conditions. Each customer requirement can be analyzed as time goes by. In addition, the changes for each technical measure can be closely examined from time to time. More importantly, when new customers’ surveys are conducted and available as well as the new economic conditions analyzed by experts have been updated, both customer requirements and technical measures can be adjusted in a timely basis to reflect and fulfill the dynamic customer requirements. As a result, this proposed approach provides a decision maker to analyze and satisfy both past and present customer needs early on such that a better strategy can be made based upon the most updated customers’ surveys and economic conditions.     

A new condition for identifiability of finite mixture distributions

In this paper a sufficient condition for the identifiability of finite mixtures is given. This condition is less restrictive than Teicher’s condition Teicher H, Ann Math Stat 34:1265–1269 (1963) and therefore it can be applied to a wider range of families of mixtures. In particular, it applies to the classes of all finite mixtures of Log-gamma and of reversed Log-gamma distributions. These families have been already studied by Henna J Jpn Stat Soc 24:193–200 (1994) using another condition, different from Teicher’s, but more difficult to check in many cases. Furthermore, the result given in this paper is very appropiated for the case of mixtures of the union of different distribution families. To illustrate this an application to the class of all finite mixtures generated by the union of Lognormal, Gamma and Weibull distributions is given, where Teicher’s and Henna’s conditions are not applicable     

A new extension of bivariate FGM copulas

We propose a new family of copulas generalizing the Farlie–Gumbel–Morgenstern family and generated by two univariate functions. The main feature of this family is to permit the modeling of high positive dependence. In particular, it is established that the range of the Spearman’s Rho is [ − 3/4,1] and that the upper tail dependence coefficient can reach any value in [0,1]. Necessary and sufficient conditions are given on the generating functions in order to obtain various dependence properties. Some examples of parametric subfamilies are provided.     

Arbitrage in stationary markets

We analyse questions of arbitrage in financial markets in which asset prices change in time as stationary stochastic processes. The main focus of the paper is on a model where the price vectors are independent and identically distributed. In the framework of this model, we find conditions that are necessary and sufficient for the absence of arbitrage opportunities. We discuss the relations between the results obtained and the phenomenon of “volatility-induced growth” in stationary markets. Financial support by the Swiss National Center of Competence in Research “Financial Valuation and Risk Management” (NCCR FINRISK) is gratefully acknowledged.     

A Bayesian-like estimator of the process capability index Cpmk

Pearn et al. (1992) proposed the capability index C_pmk, and investigated the statistical properties of its natural estimator for stable normal processes with constant mean μ. Chen and Hsu (1995) showed that under general conditions the asymptotic distribution of is normal if μ≠m, and is a linear combination of the normal and the folded-normal distributions if μ=m, where m is the mid-point between the upper and the lower specification limits. In this paper, we consider a new estimator for stable processes under a different (more realistic) condition on process mean, namely, P (μ≥m)=p, 0≤p≤1. We obtain the exact distribution, the expected value, and the variance of under normality assumption. We show that for P (μ≥m)=0, or 1, the new estimator is the MLE of C_pmk, which is asymptotically efficient. In addition, we show that under general conditions is consistent and is asymptotically unbiased. We also show that the asymptotic distribution of is a mixture of two normal distributions. RID="*" ID="*"  The research was partially supported by National Science Council of the Republic of China (NSC-89-2213-E-346-003).     

On the smoothness of optimal paths II: some local turnpike results

We study the local turnpike property for two classes of infinite-horizon discrete-time deterministic maximization problems which have common applications, e.g., optimal growth theory. We follow a functional-analytic approach and rely on an implicit function theorem for the space of the sequences which converge to zero. We shall assume the existence of an optimal path which is not necessarily a steady-state. Relying on material developped in Blot and Crettez (Decis Econo Finance 27:1–34, 2004), “On the smoothness of optimal paths” Decis Econ Finance, 21:1–34, 2004), we provide conditions under which a variation in the initial conditions (i.e., capital stock and discount rate) yields an optimal solution which converges toward a reference solution when time becomes infinite. We also provide new results on bounded solutions of difference equations. We gratefully thank the editor, Silvano Holzer, and two anonymous referees for remarks and advices on a previous version of this paper.     

Asymptotic normality

Summary The object of this paper is to show that — under certain regularity conditions — a dominated family of probability measures with Euclidean parameter space behaves approximately like a family of normal distributions if each probability measure is the independent product of a great number of identical components. The paper was written while this author was employed by a grant of the Deutsche Forschungsgemeinschaft.     

Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models

In this paper, we apply empirical likelihood method to study the semi-parametric varying-coefficient partially linear errors-in-variables models. Empirical log-likelihood ratio statistic for the unknown parameter β, which is of primary interest, is suggested. We show that the proposed statistic is asymptotically standard chi-square distribution under some suitable conditions, and hence it can be used to construct the confidence region for the parameter β. Some simulations indicate that, in terms of coverage probabilities and average lengths of the confidence intervals, the proposed method performs better than the least-squares method. We also give the maximum empirical likelihood estimator (MELE) for the unknown parameter β, and prove the MELE is asymptotically normal under some suitable conditions.     

Project evaluation and organizational form

In situations of imperfect testing and communication, as suggested by Sah and Stiglitz (AER, 1986), organizational forms can be identified with different rules of aggregating evaluations of individual screening units. In this paper, we discuss the relative merits of polyarchical organizations versus hierarchical organizations in evaluating cost-reducing R&D projects when individual units' decision thresholds are fully endogenous. Contrary to the results of Sah and Stiglitz, we find that the relative merit of an organizational form depends on the curvature of the screening functions of the individual evaluation units. We find that for certain parameters organizations would want to implement asymmetric decision rules across screening units. This allows us to derive sufficient conditions for a polyarchy to dominate a hierarchy. We also find conditions for which the cost curves associated with the two organizational forms cross each other. In this case the optimal organizational form will depend on product market conditions and on the “lumpiness” of cost-reducing R&D.     

On the generalized principal-agent problem: a comment

Faynzilberg and Kumar (Rev Econ Design 5(1):23–58, 2000) show that the usual Mirrlees–Rogerson conditions to validate the first-order approach in moral hazard agency models are no longer valid in the generalized agency case. They consider the risk-averse agent case and identify one set of technological conditions, where the production technology satisfies the linear distribution function condition in actions and types, that validates ex-ante the first-order approach. With the usefulness of their decomposition approach, we show that the first-order approach in the generalized agency case can be checked ex-ante under the Mirrlees–Rogerson conditions when the agent is risk-neutral but there is a binding limited liability constraint on the agent’s wage.      

细分层注水井封隔器位移磁定位测井误差分析与控制

油田开展的精细分层注水需要对注水井封隔器在井下各工况的位移进行磁定位测量。本文研究了磁定位测井原理,分析了磁定位校电缆、测井过程测量误差的影响因素,确定了系统性误差与随机性误差的组成。制定了封隔器在井下各工况相对于自由悬挂状态的位移的测试方案。该方案抵消了系统误差,将封隔器位移的误差范围控制在±0.15米以内。采用该方案测试了某井五个封隔器在不同工况下的位移。     

Queues with hyper-poisson arrivals and bulk exponential service

Summary In this paper the time-dependent solution of a queueing system is discussed under the conditions (i) the units arrive according to Hyper-Poisson distribution withl branches (ii) the queue-discipline is ‘first come first served’ (iii) the Service-time distribution is exponential with maximum capacity ofM units being served at one instant. Some results have been obtained when the waiting space is finite; in particular the probability for service to be idle has been obtained. Also for infinite queueing-space case, the expressions for the state probabilities and the mean queuelength under steady state conditions have been found.     

A characterization of the normal distribution by sufficiency of the least squares estimation

Summary For a linear modelY =ϑ + Z,ϑ ∈V,V ⊂ ℝ ⁿ a linear space, the following theorem is proved under simple conditions on the subspaceV: The projection onV (i.e. the least squares estimate forϑ) is a sufficient statistic iffZ is normally distributed. Further, this result is extended to the case of a multivariate linear model.     

On a theory of scale types

Summary In this paper conditions will be derived under which two measurement scales are of the same type. To this end the concepts of a regular measurement system, an irreducible relational system, and an exact definition of the type of a scale are introduced. It will be proved that in the case of fundamental measurement regularity of a measurement system, irreducibility of the corresponding relational system, and the restriction on isomorphic representations are closely related. Finally, some remarks about the group-theoretic foundations of Narens “Theory of Possible Scale Types” will be made.     

Incorporating morale into a classical agency model: implications for incentives, effort, and organization

This paper incorporates morale into a standard principal-agent model. When morale is observable, the worker’s effort level, the optimal piece rate, and the firm’s expected profits are all generally increasing in the worker’s level of morale. Furthermore, under reasonable conditions, higher-morale individuals are more responsive to incentives. Finally, when considering morale interdependence, conditions are derived which determine optimal organization strategies in terms of pooling or separating workers, and corresponding staffing policies are discussed.      

A method to obtain new copulas from a given one

Given a strictly increasing continuous function φ from [0, 1] to [0, 1] and its pseudo-inverse φ^[−1], conditions that φ must satisfy for C_φ(x₁, . . . ,x_n)=φ^[−1](C(φ(x₁), . . . ,φ(x_n))) to be a copula for any copula C are studied. Some basic properties of the copulas obtained in this way are analyzed and several examples of generator functions φ that can be used to construct copulas C_φ are presented. In this manner, a method to obtain from a given copula C a variety of new copulas is provided. This method generalizes that used to construct Archimedean copulas in which the original copula C is the product copula, and it is related with mixtures     

On the measurability and consistency of minimum contrast estimates

Summary The concept of minimum contrast (m.c.) estimates used in this paper covers maximum likelihood (m.l.) estimates as a special case. Section 1 contains sufficient conditions for the existence of measurable m.c. estimates and for their consistency. The application of these results to m.l. estimates (section 2) yields the existence of m.l. estimates for families ofp-measures (probability measures) which are compact metric or locally compact with countable base, admitting upper semicontinuous densities, whereas the classical results refer to continuous densities. This generalization is insofar of interest as upper semicontinuous versions of the densities exist whenever the densities areμ-upper semicontinuous (whereasμ-continuity does not, in general, entail the existence of continuous versions). Under appropriate regularity conditions, consistency of asymptotic maximum likelihood estimates is proven for compact (and also locally compact) separable metric families ofp-measures with upper semicontinuous densities and for arbitrary families having uniformly continuous densities with respect to the uniformity of vague convergence. The conditions sufficient for consistency are shown “indispensable” by counterexamples. Section 3 contains auxiliary results. Besides their relevance for sections 1 and 2, some of them may also be of interest in themselves, e.g. Theorem (3.4) on the selection of semicontinuous functions from semicontinuous equivalence classes.     

Demonstrating the instrumentality of motivation oriented approaches for the explanation of academic spin-off formation—an application based on the Chinese case

Much of the current empirical literature on academic spin-off formation focuses either on relevant framework conditions or on the potential academic entrepreneurs’ opportunity-seeking process. The interdependency of these two important factors, in contrast, remains understudied, even though it is theoretically well established in general entrepreneurship literature. Against this background this article makes the case for an integrated consideration of motivation and framework conditions. It demonstrates how this approach can convincingly explain changes in prevalent modes of spin-off creation in developing and transforming economies. To do so, data from 68 academic spin-off enterprises from China are investigated.     

A general class of estimators for estimating population mean using auxiliary information

Summary A general class of estimators for estimating the population mean of the character under study which make use of auxiliary information is proposed. Under simple random sampling without replacement (SRSWOR), the expressions of Bias and Mean Square Error (MSE), up to the first and the second degrees of approximation are derived. General conditions, up to the first order approximation, are also obtained under which any member of this class performs more efficiently than the mean per unit estimator, the ratio estimator and the product estimator. The class of estimators in its optimum case, under the first degree approximation, is discussed. It is shown that it is not possible to obtain optimum values of parameters “a”, “b” and “p”, that are independent of each other. However, the optimum relation among them is given by (b−a)p=ρ C _y/C _x. Under this condition, the expression of MSE of the class is that of the linear regression estimator.     

On consistency of redescending M-kernel smoothers

M-estimators and M-kernel estimators with a redescending ψ-function are not in general consistent. This is often handled by means of coupling the estimator to a consistent one. Coupling the estimator to the (inconsistent) starting point improves the jump preserving properties. However, the consistency depends heavily on the shape of the density of the residuals. This paper shows inconsistency under convenient conditions as well as consistency – even at jump points – under somewhat stronger conditions. Research supported by the Friedrich Ebert Foundation and by grant Mu 1031/4-1/2 of the Deutsche Forschungsgemeinschaft