A new procedure for testing normality based on the L 2 Wasserstein distance

This paper proposes a new goodness-of-fit test for normality based on the L ₂ Wasserstein distance. The authors first construct a probability through the Bootstrap resampling. Although the probability is not distributed uniformly on the interval (0, 1) under the null hypothesis, it is shown that its distribution is free from the unknown parameters, which indicates that such a probability can be taken as the test statistic. It emerges from the simulation study of power that the new test is able to better discriminate between the normal distribution and those distributions with short tails. For such alternatives, it has a substantially better power than existing tests including the Anderson-Darling test and Shapiro-Wilk test, which are two of the best tests for normality. In addition, the sensitivity analysis of tests is also investigated in the presence of moderate perturbation, which shows that the new test is a rather robust test.     

The ANOVA-type inference in linear mixed model with skew-normal error

Linear mixed effect models with skew-normal errors and distribution-free random effects are considered. The ANOVA-type F-tests are proposed to test the significance of random effects and the hypothesis on fixed effects of interest, respectively. Both tests are proved to be exact F-tests under this model, and the exact confidence interval for fixed effects of interest is derived. Simulation results are given to study the powers of ANOVA-type tests.     

Inference for repeated measures models under heteroscedasticity

This paper considers a widely used mixed effects model in repeated measures under heteroscedasticity. Hypotheses of the equality of the fixed effects and the simultaneous confidence intervals for all pair-wise differences are discussed.A generalized F-test has been proposed to test the equality of the fixed effects in the model,but simulation results for evaluating its performance have not been shown in the literature.Moreover,the generalized F-test cannot be used to deduce the simultaneous confidence intervals for all pair-wise differences of the fixed effects.The authors propose two new p-values to test the hypotheses of equality of the fixed effects and simultaneous confidence intervals of the differences of the effects based on the generalized pivotal quantities derived in this paper.The authors also compare the empirical performances of the proposed tests and the generalized F-test. The typeⅠerror rates and powers of these tests are evaluated using the Monte Carlo simulation.The simulation studies show that the generalized F-test does not perform well in terms of typeⅠerror rate under various sample size and parameter combinations.However,the typeⅠerror probabilities of the proposed tests are always close to the nominal value.It can also be seen that the simultaneous confidence intervals perform well.     

一种基于区间估计的多属性决策组合赋权方法

讨论了多属性决策组合赋权问题中进行权重间相容性检验的必要性,提出了一种权重的相容性定义及判别定理,其基本思想是在评价矩阵已知的情况下,根据不同权重对方案间序关系的影响程度来确定它们的相容性.并且给出了在权重不相容情况下如何寻找并剔除疵点权重的方法.在此基础上,根据组合权重的特点,提出了一种基于区间估计求解组合权重的数学模型.最后运用本文提出的方法给出了一个实例的计算过程,检验了该方法的有效性.     

多相测试时钟低功耗BIST调度

内建自测试(BIST)是解决系统芯片(SoC)测试问题的首选可测性设计方法。为了缩短SoC中的BIST测试时间,应该使尽可能多的BIST模块并行测试。然而过度的并行会引起测试功耗过高,对SoC产生不利的影响。为了改善这个问题,提出了基于多相测试时钟以及在峰值功耗的限制下,通过遗传算法对各BIST模块进行时钟相位分配与时序安排的优化调度算法,使SoC在测试时间得到优化。通过对ISCAS标准电路组成的SoC进行算法仿真,实验结果表明这种方法可以有效地组织测试,提高测试效率。     

附加失败率检验的长距离参考站网模糊度固定

对于长距离参考站网模糊度固定而言,Ratio检验和三角形模糊度闭合差(Triangle Ambiguities Closure Error,TACE)检验是最常用的两种模糊度检验手段,一般认为通过这两种检验后即可将模糊度固定。但事实上,在此情况下,模糊度被错误固定的情况经常出现。为此,本文提出了一种网解失败率(Network Failure Probability,NFP)检验方法,使用该方法可以计算出通过Ratio检验和TACE检验前提下参考站网模糊度固定的失败率。实验表明,当参考站数量小于等于8时,附加NFP检验后模糊度固定的正确率最高提高了25.4%,平均提高了8.1%,初始化成功率平均提高了4.3%。     

2-D algebraic test for robust stability of time-delay systems with interval parameters

1. INTRODUCTION The robust stability test of time-delay systems with interval parameters is to determine whether the eigenvalues of the characteristic polynomials of the systems are located at open left half complex plane. Different from classical 1-D systems, the eigenvalues of the characteristic polynomials are infinite, classical robust stability results (Kharitonov extreme test and Edge test) for 1-D systems are not suitable for the stability test of the characteristic polynomials of…     

SOME NEW RESULTS ON THE CONFIDENCELIMITS FOR RELIABILITY PARAMETERS IN THECASE OF NO FAILURES

1.IntroductionDenotethelifelengthofanyitemofsomekindofproductbyX.ThedistributionfunctionofXisF(t)(F(0)=0).Asiswellknown,themostimportantreliabilitypametersare:(1)R(t)=1--F(t)(reliatiility);(2)tR=tR(F)=sup{t:R(t)2R}(reliablespan);(3)M=M(F)=/ootdF(t)(averagelife).]0Inreliabilityengineeringoneofthemostimportanttasksistoestimatethesereliabilityparameters,especiallytogivegoodlowerconfidencelimitsforthem.Whenitemsofsuchaproductareputintoareliabilitytestitoftenhappensthatnofailureismet.Example…     

小样本DF统计量的分布特征

用蒙特卡罗（ＭｏｎｔｅＣａｒｌｏ）模拟方法着重研究了样本容量在５５以下的ＤＦ统计量的分布特征,并给出检验水平分别为０．０１,０．０５和０．１的ＤＦ检验临界值表并对小样本ＤＦ检验的功效作出分析．因为在有些国家以年为单位的经济时间序列的最大可观测个数并不是很大,所以小样本ＤＦ统计量分布的研究尤其有重要意义．     

设置隶属度函数改善测量结果的判别策略

针对传统的测量值判别策略中,由于误差量的影响造成误判率增加的问题,提出了一种设置隶属函数的判别策略。该策略通过设置适当的隶属函数,获得测量值属于各类别的隶属度,在不增加测量次数的情况下,可大大降低误判率。考虑了二元判别问题,从检测概率的角度,分析了这种策略的可行性。并结合实际问题给出了应用该策略的具体方法,给出了例证,仿真结果证明了该策略的有效性。     

GENERALIZED p-VALUES AND GENERALIZED CONFIDENCE INTERVALS FOR VARIANCE COMPONENTS IN GENERAL RANDOM EFFECT MODEL WITH BALANCED DATA

Various random models with balanced data that are relevant for analyzing practical test data are described, along with several hypothesis testing and interval estimation problems concerning variance components. In this paper, we mainly consider these problems in general random effect model with balanced data. Exact tests and confidence intervals for a single variance component corresponding to random effect are developed by using generalized p-values and generalized confidence intervals. The resulting procedures are easy to compute and are applicable to small samples. Exact tests and confidence intervals are also established for comparing the random-effects variance components and the sum of random-effects variance components in two independent general random effect models with balanced data. Furthermore, we investigate the statistical properties of the resulting tests. Finally, some simulation results on the type Ⅰ error probability and power of the proposed test are reported. The simulation results indicate that exact test is extremely satisfactory for controlling type Ⅰ error probability.     

基于期权与基于会计信息信用模型的一致性研究———对我国上市公司的实证研究

利用我国72家上市公司组成的样本,分9种不同的情况,详细地计算了3类Merton型违约指标d2、DD(违约距离)、RNDF(风险中性违约概率)与Z分值,采用线性分析和严格的ROC分析方法比较了3类Merton型违约指标与Z分值的一致性.实证的结果表明,在我国找不到足够的证据支持基于期权方法的Merton型信用模型与基于会计信息的Z分值模型之间的一致性.最后,阐述了这个基本结论的意义,并提出了后续研究方向.     

基于非参数回归的金融传染检验

本文借助特征函数的优良性质,基于非参数回归构造了金融传染的检验统计量.与现有文献相比,该统计量不仅避免了模型设定偏误问题,而且能够同时捕获线性和各种形式的非线性传染效应.在原假设成立时,该统计量渐近服从于标准正态分布.数值模拟结果表明,该统计量具有良好的有限样本性质,能够识别多种形式的非线性金融传染.本文进一步应用该统计量探讨了中国金融市场与东亚、拉丁美洲、新兴市场国家之间的传染效应,捕获了传统基于线性测度方法无法刻画的非线性传染效应,说明我国与这些金融市场之间存在显著的非线性传染效应.     

典型通信装备带内双频连续波电磁辐射效应预测方法

针对复杂电磁环境下用频装备辐射敏感度试验研究的不足,对用频装备带内双频电磁辐射效应预测方法进行了研究。通过对用频装备带内干扰机理和耦合机理的分析建立了带内双频电磁辐射效应预测模型,并以某型超短波通信电台为受试对象,设计了通信电台电磁辐射效应试验方案。通过通信电台带内单频和双频连续波电磁辐射效应试验,研究了受试电台在带内双频不同权重组合作用下电磁辐射敏感度变化规律。试验结果表明不同频率组合、不同功率强度组合下双频连续波电磁辐射效应预测模型系数都在1左右,预测误差都在±1 dB以内,验证了带内双频连续波电磁辐射效应预测模型的有效性。     

Detecting Change-Point via Saddlepoint Approximations

It's well-known that change-point problem is an important part of model statistical analysis. Most of the existing methods are not robust to criteria of the evaluation of change-point problem.In this article, we consider "mean-shift" problem in change-point studies. A quantile test of single quantile is proposed based on saddlepoint approximation method. In order to utilize the information at different quantile of the sequence, we further construct a "composite quantile test" to calculate the probability of every location of the sequence to be a change-point. The location of change-point can be pinpointed rather than estimated within a interval. The proposed tests make no assumptions about the functional forms of the sequence distribution and work sensitively on both large and small size samples,the case of change-point in the tails, and multiple change-points situation. The good performances of the tests are confirmed by simulations and real data analysis. The saddlepoint approximation based distribution of the test statistic that is developed in the paper is of independent interest and appealing.This finding may be of independent interest to the readers in this research area.     

基于Bayes序贯检验的长周期系统动态试验方法

提出了一套基于正态分布贝叶斯序贯检验的试验设计方法,为长周期、多指标系统的小子样动态试验次数的确定提供了理论依据。该方法以待检系统的单次抽样检验合格概率为统计观测值,从假设多次抽样后的该观测值序列服从正态分布开始分析,应用正态分布贝叶斯序贯验后加权检验理论对多指标系统的序贯抽样检验过程进行设计,给出了验前信息处理、贝叶斯序贯试验及序贯截尾方案设计、序贯截尾风险增量上界计算、以及系统各指标综合合格概率估算的具体实现方法。系统仿真实验的结果表明,该方法是可行的。     

振速变化的环形活塞声源系统的设计分析与仿真研究

设计了环形平面活塞声源系统。从理论上导出了该系统远场指向性公式，并对其正确性和有效性进行了仿真分析。仿真结果表明：该阵地任何声频都有指向性；且环形活塞面积和相邻两活塞中心间距愈小、振速幅度愈大、活塞数量愈多，指向性愈强。当环形活塞的面积、振速幅度、数量一定，且相邻两活塞中心间距为活塞外直径（极限值）时，指向性最强。本文的研究在工程上具有重要的指导意义。     

Bootstrap LM Tests for Spatial Dependence in Panel Data Models with Fixed Effects

This paper applies bootstrap methods to LM tests(including LM-lag test and LM-error test) for spatial dependence in panel data models with fixed effects, and removes fixed effects based on orthogonal transformation method proposed by Lee and Yu(2010). The consistencies of LM tests and their bootstrap versions are proved, and then some asymptotic refinements of bootstrap LM tests are obtained. It shows that the convergence rate of bootstrap LM tests is O((N T)~(-2)) and that of fast double bootstrap LM tests is O((NT)~(-5/2)). Extensive Monte Carlo experiments suggest that,compared to aysmptotic LM tests, the size of bootstrap LM tests gets closer to the nominal level of signifiance, and the power of bootstrap LM tests is higher, especially in the cases with small spatial correlation. Moreover, when the error is not normal or with heteroskedastic, asymptotic LM tests suffer from severe size distortion, but the size of bootstrap LM tests is close to the nominal significance level.Bootstrap LM tests are superior to aysmptotic LM tests in terms of size and power.     

Distance-Based Regression Analysis for Measuring Associations

Distance-based regression model, as a nonparametric multivariate method, has been widely used to detect the association between variations in a distance or dissimilarity matrix for outcomes and predictor variables of interest in genetic association studies, genomic analyses, and many other research areas. Based on it, a pseudo-F statistic which partitions the variation in distance matrices is often constructed to achieve the aim. To the best of our knowledge, the statistical properties of the pseudo-F statistic has not yet been well established in the literature. To fill this gap, the authors study the asymptotic null distribution of the pseudo-F statistic and show that it is asymptotically equivalent to a mixture of chi-squared random variables. Given that the pseudo-F test statistic has unsatisfactory power when the correlations of the response variables are large, the authors propose a square-root F-type test statistic which replaces the similarity matrix with its square root. The asymptotic null distribution of the new test statistic and power of both tests are also investigated. Simulation studies are conducted to validate the asymptotic distributions of the tests and demonstrate that the proposed test has more robust power than the pseudo-F test. Both test statistics are exemplified with a gene expression dataset for a prostate cancer pathway.

     

恒定应力加速退化试验差异化设计

针对高可靠性长寿命产品的寿命估计问题,提出多应力水平的恒定应力加速退化试验差异化设计方案。采用考虑随机效应的非线性Wiener过程模型来描述产品的退化路径,给出了基于极大似然估计的未知参数估计方法。为了差异化地决策每个应力水平对应的加速退化试验所需的样本数量、测量时间间隔和测量次数的最优组合,建立了以试验总成本为约束,平均失效前时间的渐近方差最小化为目标的优化模型,并提出了相应的遗传算法以用于高效地求解模型的最优值。最后通过实例和仿真试验,验证了模型和方法的有效性和实用性。