A note on the projection properties of Hadamard matrices obtained by the first Payley construction

We show that the projections on four factors of an arbitrary orthogonal array of strength 2 allow the estimation of main effects and two-factor interactions when all other effects are assumed to be zero, if those projections satisfy the bounds given by Weils theorem. The only exceptions are the Hadamard matrices of orders 16 and 24. A consequence is again the estimability of main effects and two-factor interactions for the projections on four factors of the first Payley construction for arbitrary run size.     

高等学校内部各学院办学效益的相对有效性评价

本文运用DEA方法,以国内某高校的7个学院为研究对象,对学院办学效率相对有效性进行了评价。研究结果表明,该校非DEA有效的学院存在投入过剩,产出不足等问题,从而对学院的办学规模、科研政策等方面提出了改进的意见。     

基于复杂供应链库存管理策略的系统动力学研究

在分析了具有不同提前期和加工时间的复杂供应链特点基础上，研究了混合CONWIP／Kanban库存管理思想与同步CONWIP库存管理思想在复杂供应链上的应用。同时借助Vensim建模平台。针对这两种管理思想建立了基于复杂供应链系统的动态仿真模型，并对模拟结果进行了分析。     

Chance Constrained Programming Formulations for Stochastic Characterizations of Efficiency and Dominance in DEA

Pareto-Koopmans efficiency in Data Envelopment Analysis (DEA) is extended to stochastic inputs and outputs via probabilistic input-output vector comparisons in a given empirical production (possibility) set. In contrast to other approaches which have used Chance Constrained Programming formulations in DEA, the emphasis here is on joint chance constraints. An assumption of arbitrary but known probability distributions leads to the P-Model of chance constrained programming. A necessary condition for a DMU to be stochastically efficient and a sufficient condition for a DMU to be non-stochastically efficient are provided. Deterministic equivalents using the zero order decision rules of chance constrained programming and multivariate normal distributions take the form of an extended version of the additive model of DEA. Contacts are also maintained with all of the other presently available deterministic DEA models in the form of easily identified extensions which can be used to formalize the treatment of efficiency when stochastic elements are present.     

基于主成分分析的DEA复合评价模式及其应用研究

对于给定的一组决策单元,评价指标集扩大,每一决策单元的有效性系数也会增大,当指标多到一定程度时,就会使每一决策单元的有效性系数普遍接近1。文章尝试将主成分分析(PCA)与之相结合,在不影响DEA方法使用的情况下,对评价体系中的众多指标进行分类和压缩,既可以降低信息损失,又满足DEA方法的要求。     

On the evolutionary edge of altruism: a game-theoretic proof of Hamilton’s rule for a simple case of siblings

We offer a game-theoretic proof of Hamiltons rule for the spread of altruism. For a simple case of siblings, we show that the rule can be derived as the outcome of a one-shot prisoners dilemma game between siblings.JEL Classification: A13, C70, D64Correspondence to: Oded Stark, ZEF, University of Bonn, Walter-Flex-Strasse 3, 53113 Bonn, GermanyWe are indebted to an anonymous referee and to Uwe Cantner for helpful comments and suggestions. Partial financial support from the National Institute on Aging (grant RO1-AG13037) and from the Humboldt Foundation is gratefully acknowledged.     

影响盈余信息含量的因素——来自A股的实证结果

研究中习惯用回报／盈余关系来表示会计盈余的信息含量。通过A股的实证结果发现，当时间窗口为公告日前后60关时，回报／盈余关系较显著；盈余的持续性越高，回报／盈余关系越显著；非线性的模型比线性模型的解释能力更强。但是模型总体的R2水平都较低，这可能是由于研究方法的缺陷、市场的非理性、盈余本身信息含量低等原因造成的。     

西北银行业知识资本结构中人力资源的有效性研究

建立了银行业知识资本评估模型 ,以西北地区 2 0余家银行作为研究对象 ,运用数据包络 (DEA)方法对各银行知本结构中人力资源能力的有效性进行评估 ,从而衡量人力资源能力对银行知识资本的影响。在辨别资本有效性的同时 ,对银行的投入产出规模作相应的调整 ,得到了从人力资源角度实现知识资本增值的有益途径     

Regulatory and environmental effects on public transit efficiency: a mixed DEA-SFA approach

This paper assesses the impact of regulatory and environmental factors and statistical noise on the efficiency of public transit systems within a DEA-based framework. Using a panel of Italian companies, we implement a DEA-SFA mixed approach based on [H.O. Fried et al. (2002) Journal of Productivity Analysis, 17(1–2), 157–174] to decompose DEA inefficiency measures into three components: exogenous effects, managerial inefficiency and stochastic events. Besides providing evidence on the determinants of input-specific efficiency differentials across companies, the results point out that managerial skills play a minor role, and emphasize the relevance of regulatory policies aimed at replacing cost-plus subsidization with high-powered incentive contracts as well as improving environmental conditions of public transit networks.      

THE JOINT ARRIVAL AND DEPARTURE PROCESS FOR THE M/M/l QUEUE

We consider the M/M/1-queue and derive an explicit expression for the joint distribution of the number of arrivals and the number of departures in [0, t), given the number of customers initially present. The derivation is almost purely combinatorial, it avoids the use of generating functions, and immediately yields a simple probabilistic interpretation of the result.