Distributional and Inferential Properties of the Estimated Precision Cp Based on Multiple Samples

Process precision index C_p has been widely used in the manufacturing industry to provide numerical measures on process potential. Pearn et al. (1998) considered an unbiased estimator of C_p for one single sample. They showed that the unbiased estimator is the UMVUE. They also proposed an efficient test for C_p based on one single sample, and showed that the test is the UMP test. In this paper, we consider an unbiased estimator of C_p for multiple samples. We show that the unbiased estimator is the UMVUE of C_p, which is asymptotically efficient. We also consider an efficient test for C_p, and show that the test is the UMPtest for multiple samples. The practitioners can use the proposed test on theirin-plant applications to obtain reliable decisions.     

Record values of the Lomax distribution

In this paper, firstly an introduction to the idea of record values for a sequence of independent and identically (Lomax or Pareto II) distributed random variables is given. Some of the distributional properties of these record values and moments up to second order are derived. These moments clearly depend on the location, scale and shape parameter of the Lomax distribution and two types of estlmators of these parameters, based on a series of observed record values are presented.     

中国保险需求地区差距的实证研究

本文分别构建了我国地区人身险和财产险影响因素的实证模型,使用1996年～2008年的省际面板数据,重点采用动态系统GMM估计方法,检验人身险和财产险需求地区差异的动态形成机制。研究发现：与人身保险需求相比,财产保险需求近年来的“习惯形成”特征更为显著,收入水平的增长更有利于加快当前财产保险市场的发展;东部省份的经济发展...     

湿地功能参数评价及其在湿地研究中的应用--以CH4为例

湿地研究已进入一个崭新的时期,针对湿地生物地球化学作用的参数化模型的建立必将为全球湿地研究带来的生机。目前需要获取的参数主要有①初级生产量（PP）;②温度;③水文;④有机物及颗粒沉积物的迁移;⑤植被;⑥化学构成;⑦含盐量;⑧土壤类型以及⑨地形与地貌。分析了以上9个参数在反映湿地功能变化中的作用机理;提出了湿地参数评价中存在的问题以及需要加强的研究领域。     

产出与通货膨胀实时缺口对中国货币政策的系统性影响

基于HP滤波法对中国1997—2011年各季度统计数据进行分析,结果表明,产出与通货膨胀实时缺口的估算偏差能够对货币政策产生系统性影响,并引发货币政策的过度反应;而且在国际金融危机前后,这种系统性影响更加显著。因此,中央银行需要适当降低货币政策规则当中产出与通货膨胀缺口的实时反应系数,即现实的货币政策的实时反应系数应该比计量模型估算的（理论上的）反应系数更小一些。在制定货币政策时需要更加审慎,一方面进一步加强宏观经济活动的日常监测工作,另一方面要充分利用多种货币政策工具进行“微调”,同时还需要努力构筑防范外部冲击的“防火墙”。     

浅谈我国工程造价管理的改革与发展

阐述了我国目前工程造价管理体制改革发展的新形势下，对有关的几个传统问题的重新认识，分别进行了评述，并提出相关建议。探讨了在加入WTo及市场经济要求的条件下，我国工程造价管理应如何进行改革和发展。最后提出了改革的建议。     

Pricing of Forward and Futures Contracts

There has long been substantial interest in understanding the relative pricing of forward and futures contracts. This has led to the development of two standard theories of forward and futures pricing, namely, the Cost-of-Carry and the Risk Premium (or Unbiased Expectations) hypotheses. These studies have modelled the relationship between spot and forward/futures prices either through a no-arbitrage condition or a general equilibrium setting. Relatively few studies in this area have considered the impact of stochastic trends in the data. With the emergence of non-stationarity and cointegration in recent years, more sophisticated models of futures/forward prices have been specified. This paper surveys the significant contributions made to the literature on the pricing of forward/futures contracts, and examines recent empirical studies pertaining to the estimation and testing of univariate and systems models of futures pricing.     

新药研发项目成本的评估方法分析

新药研发具有周期长、投资大、风险高等特点,怎样对新药研发项目成本进行合理地估算,对制药企业提供新药研发的战略决策、对政府部门新药的定价、风险投资公司实施新药投资计划都具有重要的价值。在美国,已经积累了20多年的新药研发成本的理论和实证经验,这些经验对我国目前的新药研发成本的估算、项目投资价值、新药定价等具有重要的参考意义。     

用Delphi实现基于马氏链的股票走势分析技术的研究

由于在一些假设条件下股票的变动具备马尔可夫过程的状态及关联,并预测未来变化的特性,因此学者以马氏链为基础并引入区间估计的方式建立预测股票走势的数学模型,且利用delphi开发工具实行自动化控制。通过实际数据的输入与结果的检验,证明该程序具备较强的实用性,大大提高了预测的速度与效率。