20 November 2009, Volume 25 Issue 6

    

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学术论文
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  Confidence Intervals for Successive Comparisons of Ordered Treatment Effects

  Zhao Haibing

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(6): 561-570.

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  present a new procedure for
  making successive comparisons between ordered treatments. Their
  procedure has important applications for problems where the
  treatments can be assumed to satisfy a simple ordering, such as for
  a sequence of increasing dose-levels of a drug. The advantage of
  their procedure is that it provides more chance to detect when
  changes in the treatment means occur than other test procedures (for
  example: test in Hayter\ucite{4}). The disadvantage of their
  procedure is that it is not as powerful as other test procedures. In
  this paper we propose a test procedure which try to keep the
  advantage of Lee and Spurrier's procedure and promote the power
  performance of their test procedure.
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  Some Asymptotic Properties of the Continuous-TimeStochastic Solow Model

  Wu Fuke,Hu Shigeng

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(6): 571-577.

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  The paper reconsiders the continuous-time stochastic
  Solow model and proves that the solution of the stochastic
  differential equation that characterizes the model is positive under
  the conditions of Merton's (1975) model, which fills a gap of his
  result. By the trivial solution's exponential instability of
  stochastic differential equations and combining with the previous
  Merton's result, we find the capital/labor ratio will show the
  steady-state (or asymptotic) distribution or exponential growth. In
  these results, variances of population growth and capital
  accomulation play important roles.
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  A New Method in the Construction of Multi-LevelSupersaturated Designs

  Lu Xuan,Wan Zhicheng

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(6): 578-586.

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  Supersaturated designs are very useful in
  screening experiments. From nineties of the last century to present,
  the research on supersaturated designs has got fruitful results.
  Designs under study include two-level, multi-level and mixed-level
  types, and methods of construction include genius approaches,
  systematical constructions based on combinatorial theory, and
  computer search algorithms. Criteria for the evaluation of
  supersaturated designs have got deeper understanding, too. In this
  paper, a new method for the construction of supersaturated designs
  is introduced. This method is easy to use, and the supersaturated
  designs constructed have nice properties, and are expected useful in
  experimental practice.
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  A Class of Random Approximation Theoremsfor Random Sums of Arbitrary Stochastic Sequence

  Wang Kangkang,Li Fang,Yang Weiguo

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(6): 587-596.

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  In this paper, the notion of limit random logarithmic
  likelihood ratio of stochastic sequence, as a measure of
  dissimilarity between the joint distribution on measure $\pr$ and
  the two-order Markov distribution on measure $\qr$, is introduced. A
  class of random approximation theorems for random sum of arbitrary
  stochastic dominated sequence on random selection system has been
  obtained by using the tools of generating function and the
  tailed-probability generating function.
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  he Stochastic Transport Equation Driven by Combined\\White Noises

  Feng Jinghai,Wang Yan,Feng Enmin

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(6): 597-610.

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  In this paper, we develop a new framework of combined
  white noises basing on the existing Gaussian and pure jump L\'{e}vy
  white noises. The Wick product, Hermite transform and the
  characterization theorem of Hida distribution space are generalized
  in this framework. Moreover, we solve the stochastic transport
  equation by the characterization theorem and discuss the solution in
  detail.
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  Limit Properties for Random Walks in RandomEnvironments on Half-Line

  Hu Xueping,Li Huibao,Xu Song

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(6): 611-618.

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  In this article, we mainly discuss a class of
  random walks in random environments on right half line and obtain an
  recurrence-transience criterion in stationary and ergodic random
  environments. Then we further study the limit properties and derive
  a strong law of large numbers and a center limit theorem of this
  random walks in i.i.d. random environments. So we extend some
  results in \cite{3}.
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  The Improved Estimates of Regression Coefficientsin Seemingly Unrelated Regression Model withTwo Equations

  Ma Tiefeng,Wang Songgui

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(6): 619-631.

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  For regression coefficients in seemingly unrelated
  regression model with two equations, this paper obtains a two-stage
  covariance improved estimator sequence by using the covariance
  improved idea for reference. The condition under which this improved
  estimator is equivalent to the classic two-stage estimator and the
  optimal property on the term of mean square error are also obtained.
  And then, by improving the two-stage estimator in the literature,
  this paper derives a new improved estimator which shows small sample
  property relative to least square estimator in more wide parameters
  space. Through a ultimate way, this paper provides a new estimator
  which have better small sample property. Finally, this paper
  discusses the optimal property of two-stage estimator under the
  Pitman criterion.
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  Testing Hypotheses for Ratios of Normal Density

  Mu Weiyan,Xiong Shifeng

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(6): 632-640.

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  This paper discusses the test problem
  concerning ratios of two normal density functions. We present large
  sample tests based on asymptotic normality of some statistics and
  the test based on generalized $p$-values, respectively. Some
  frequency properties of the generalized $p$-values are proved. We
  conclude from simulation results that the performance of the test
  based on generalized $p$-values is better than the large sample
  tests in small sample cases.

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  The Asymptotic Normality of Estimation on SemivaryingCoefficient Models with Censored Data

  Lv Shiqin,Zhang Riquan,Lu Zhunwei

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(6): 641-648.

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  Semivarying coefficient models are generalization
  of the varying-coefficient regression models, which have extremely
  wide applications. We studied them with censored data in this paper.
  By transform data, the estimator of parametric component and
  nonparametric component on semivarying coefficient models are
  developed. Asymptotic normalities of the estimator are
  investigated.
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  $\mu$-Invariant Measures of Jump Process\\--- Containing Absorbing States

  Wu Xinxing

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(6): 649-658.

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  In this paper, the author discusses the question
  that when there is a $q$-process $P(t)$, such that $\pi$ which is
  the $\mu$-invariant measure of a given $q$-pair containing absorb
  states, is the $\mu$-invariant measure of $P(t)$, and two necessary
  and sufficient conditions are obtained.
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  Summary of Statistical Analysis for Zero-Inflated Data

  Xie Fengchang,Wei Bocheng,Lin Jinguan

  CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST. 2009, 25(6): 659-671.

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  ZI (zero-inflated) data are data with overmuch zeroes.
  The ZI data have been commonly encountered in a wide variation of
  disciplines, and have been a hot topic since last decade. In this
  paper, we first present the actual significance of ZI data via two
  examples. Then we demonstrate the general situation and latest
  improvement of statistical analysis for zero-inflated data.
  Additionally, zero-inflated models, zero-inflated mixed models, and
  the estimation methods and some diagnostic problems are surveyed
  systematically. The relevant work done by authors in recent years
  are also introduced. Finally, several potential topics to be studied
  are listed.