Sociological Models Based on Fréchet Random Variables

Products of random variables are of both practical and theoretical significance to social scientists. This has increased the need to have available the widest possible range of statistical results on products of random variables. In this note, the distribution of the product XY is derived when X and Y are independent Fréchet random variables. Extensive tabulations of the associated percentage points are also given.     

Bartlett correction to the likelihood ratio test for MCAR with two‐step monotone sample

Assuming that two‐step monotone missing data is drawn from a multivariate normal population, this paper derives the Bartlett‐type correction to the likelihood ratio test for missing completely at random (MCAR), which plays an important role in the statistical analysis of incomplete datasets. The advantages of our approach are confirmed in Monte Carlo simulations. Our correction drastically improved the accuracy of the type I error in Little's (1988, Journal of the American Statistical Association, 83 , 1198–1202) test for MCAR and performed well even on moderate sample sizes.     

Conditional assessment of the impact of a Hausman pretest on confidence intervals

In the analysis of clustered and longitudinal data, which includes a covariate that varies both between and within clusters, a Hausman pretest is commonly used to decide whether subsequent inference is made using the linear random intercept model or the fixed effects model. We assess the effect of this pretest on the coverage probability and expected length of a confidence interval for the slope, conditional on the observed values of the covariate. This assessment has the advantages that it (i) relates to the values of this covariate at hand, (ii) is valid irrespective of how this covariate is generated, (iii) uses exact finite sample results, and (iv) results in an assessment that is determined by the values of this covariate and only two unknown parameters. For two real data sets, our conditional analysis shows that the confidence interval constructed after a Hausman pretest should not be used.     

企业技术创新与企业经济绩效关系的探析

本文以总资产收益率和净资产收益率作为反映企业经济绩效的因变量,以研发密度、技术人员比率、资本支出率和专利作为反映企业技术创新的自变量,同时选用控制变量资产负债率（Debt）和企业规模（Size）进行回归估计,得出如下结论：企业研发密度、企业技术人员比率、专利授权数均与企业经济绩效之间存在正相关关系,资本支出率与企业经济绩效之间存在负相关关系。     

Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets

We use the multiple variance-ratio test of Chow and Denning (1993) to examine the stochastic properties of local currency- and US dollar-based equity returns in 15 emerging capital markets. The technique is based on the Studentized Maximum Modulus distribution and provides a multiple statistical comparison of variance-ratios, with control of the joint-test's size. We find that the random walk model is consistent with the dynamics of returns in most of the emerging markets analyzed, which contrasts many random walk test results documented with the use of single variance-ratio techniques. Further, a runs test suggests that most of the emerging markets are weak-form efficient. Overall, our results suggest that investors are unlikely to make systematic nonzero profit by using past information in many of the examined markets, thus, investors should predicate their investment strategies on the assumption of random walks. Additionally, our results suggest exchange rate matters in returns' dynamics determination for some of the emerging equity markets we analyzed.     

建设工程邀请招标方式中投标单位的选择研究

邀请招标是指招标单位以投标邀请书的方式邀请一些特定的企业单位进行投标。本文介绍了邀请招标的优缺点,分析研究了邀请招标方式中投标单位资质审查,还探讨了邀请招标模式中投标单位数量确定。     

应用ANSYS建立再生混凝土随机骨料模型的方法研究

通过对再生混凝土粗骨料成份的分析,初步提出将再生粗骨料大致分为以附着砂浆石子为主要成分并含有少量砂浆块和砖块杂质,并确定某批次再生粗骨料中各类骨料的百分含量。应用ANSYS的APDL参数化编程,结合蒙特卡罗方法和富勒级配理论,从细观层次上生成再生混凝土各类骨料的二维圆形与三维球形随机骨料模型,并赋予各类骨料的材料属性。然后根据选定的单元类型进行有限元网格的划分,通过判断各单元与骨料形心的位置关系来识别砂浆基质与骨料之间的界面单元,并赋予它相应的材料属性。从而建立起再生混凝土的数值模拟试件,为今后在ANSYS中直接对其进行加载求解,以此来模拟各种力学性能试验提供了必要的基础。     

平方余数序列扩散体于声屏障的应用

传统屏顶吸声体采用的棉状吸声物料存在着比重高,防水性能差,降噪能力不理想等缺点。平方余数序列扩散体基于共振原理消声,不但大大改善了以上传统屏顶吸声体的缺点,更可以通过设计,为指定的音频范围降噪。本文将介绍二款(T型及六角型)专门为减低交通噪声而研发的屏顶平方余数序列扩散体,它们的有效降噪范围从400Hz到2500Hz。T型及六角型扩散体的初步测试结果显示在低中频的插入损失有6至7.5分贝。     

Might randomization in queue discipline be useful when waiting cost is a concave function of waiting time?

This paper suggests that introducing randomization in queue discipline might be welfare enhancing in certain queues for which the cost of waiting is a concave function of waiting time. Concavity can make increased variability in waiting times good not bad for aggregate customer welfare. Such concavity may occur if the costs of waiting asymptotically approach some maximum or if the customer incurs a fixed cost if there is any wait at all. As examples, cost might asymptotically approach a maximum for patients seeking organ transplants who will not live beyond a certain threshold time, and fixed costs could pertain for knowledge workers seeking a piece of information that is required to proceed with their current task, so any delay creates a “set up charge” associated with switching tasks.