Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade y...Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.展开更多
Combining the mutual information theory and the sequential hypothesis testing(SHT)method,a selfadapting radio frequency(RF)stealth signal design method is proposed. The channel information is gained through the radar ...Combining the mutual information theory and the sequential hypothesis testing(SHT)method,a selfadapting radio frequency(RF)stealth signal design method is proposed. The channel information is gained through the radar echo and feeds back to the radar system,and then the radar system adaptively designs the transmission waveform. So the close-loop system is formed. The correlations between these transmission waveforms are decreased because of the adaptive change of these transmission waveforms,and the number of illuminations is reduced for adopting the SHT,which lowers the transmission power of the radar system. The radar system using the new method possesses the RF stealth performance. Aiming at the application of radar automatic target recognition(RATR),experimental simulations show the effectiveness and feasibility of the proposed method.展开更多
A statistical damage detection and condition assessment scheme for existing structures is developed. First a virtual work error estimator is defined to express the discrepancy between a real structure and its analytic...A statistical damage detection and condition assessment scheme for existing structures is developed. First a virtual work error estimator is defined to express the discrepancy between a real structure and its analytical model, with which a system identification algorithm is derived by using the improved Newton method. In order to investigate its properties in the face of measurement errors, the Monte Carlo method is introduced to simulate the measured data. Based on the identified results, their statistical distributions can be assumed, the status of an existing structure can be statistically evaluated by hypothesis tests. A 5-story, two-bay steel frame is used to carry out numerical simulation studies in detail, and the proposed scheme is proved to be effective.展开更多
Hydraulic pumps belong to reliable long-life hydraulic components. The reliability evaluation includes characters such as long test period,high cost,and high power loss and so on. Based on the principle of energy-savi...Hydraulic pumps belong to reliable long-life hydraulic components. The reliability evaluation includes characters such as long test period,high cost,and high power loss and so on. Based on the principle of energy-saving and power recovery,a small sample hydraulic pump reliability test rig is built,and the service life of hydraulic pump is predicted,and then the sampling period of reliability test is optimized. On the basis of considering the performance degradation mechanism of hydraulic pump,the feature information of degradation distribution of hydraulic pump volumetric efficiency during the test is collected,so an optimal degradation path model of feature information is selected from the aspect of fitting accuracy,and pseudo life data are obtained. Then a small sample reliability test of period constrained optimization search strategy for hydraulic pump is constructed to solve the optimization problem of the test sampling period and tightening end threshold,and it is verified that the accuracy of the minimum sampling period by the non-parametric hypothes is tested. Simulation result shows it could possess instructional significance and referenced value for hydraulic pump reliability life evaluation and the test's research and design.展开更多
In this paper,we investigate the matched filter based spectrum sensing in a more reasonable cognitive radio(CR) scenario when the primary user(PU) has more than one transmit power levels,as regulated in most standards...In this paper,we investigate the matched filter based spectrum sensing in a more reasonable cognitive radio(CR) scenario when the primary user(PU) has more than one transmit power levels,as regulated in most standards,i.e.,IEEE 802.11 Series,GSM,LTE,LTE-A,etc.This new multiple primary transmit power(MPTP) scenario is specialized by two different targets:detecting the presence of PU and identifying the power level.Compared to the traditional binary sensing where only the presence of PU is checked,SU may attain more information about the primary network(making CR more "intelligent") and design the subsequent optimization strategy.The key technology is the multiple hypothesis testing as opposed to the traditional binary hypothesis testing.We discuss two situations under whether the channel phase is known or not,and we derive the closed form solutions for decision regions and several performance metrics,from which some interesting phenomenons are observed and the related discussions are presented.Numerical examples are provided to corroborate the proposed studies.展开更多
Sample size determination is commonly encountered in modern medical studies for two inde- pendent binomial experiments. A new approach for calculating sample size is developed by combining Bayesian and frequentist ide...Sample size determination is commonly encountered in modern medical studies for two inde- pendent binomial experiments. A new approach for calculating sample size is developed by combining Bayesian and frequentist idea when a hypothesis test between two binomial proportions is conducted. Sample size is calculated according to Bayesian posterior decision function and power of the most powerful test under 0-1 loss function. Sample sizes are investigated for two cases that two proportions are equal to some fixed value or a random value. A simulation study and a real example are used to illustrate the proposed methodologies.展开更多
The authors consider the partially linear model relating a response Y to predictors (x, T) with a mean function x^Tβ0 + g(T) when the x's are measured with an additive error. The estimators of parameter β0 are...The authors consider the partially linear model relating a response Y to predictors (x, T) with a mean function x^Tβ0 + g(T) when the x's are measured with an additive error. The estimators of parameter β0 are derived by using the nearest neighbor-generalized randomly weighted least absolute deviation (LAD for short) method. The resulting estimator of the unknown vector 30 is shown to be consistent and asymptotically normal. In addition, the results facilitate the construction of confidence regions and the hypothesis testing for the unknown parameters. Extensive simulations are reported, showing that the proposed method works well in practical settings. The proposed methods are also applied to a data set from the study of an AIDS clinical trial group.展开更多
One important model in handling the multivariate data is the varying-coefficient partially linear regression model. In this paper, the generalized likelihood ratio test is developed to test whether its coefficient fun...One important model in handling the multivariate data is the varying-coefficient partially linear regression model. In this paper, the generalized likelihood ratio test is developed to test whether its coefficient functions are varying or not. It is showed that the normalized proposed test follows asymptotically x2-distribution and the Wilks phenomenon under the null hypothesis, and its asymptotic power achieves the optimal rate of the convergence for the nonparametric hypotheses testing. Some simulation studies illustrate that the test works well.展开更多
Abstract We use moderate deviations to study the signal detection problem for a diffusion model. We establish a moderate deviation principle for the log-likelihood function of the diffusion model. Then applying the mo...Abstract We use moderate deviations to study the signal detection problem for a diffusion model. We establish a moderate deviation principle for the log-likelihood function of the diffusion model. Then applying the moderate deviation estimates to hypothesis testing for signal detection problem we give a decision region such that its error probability of the second kind tends to zero with faster speed than the error probability of the first kind when the error probability of the first kind is approximated by e-ατ(T), where α〉 0, τ(T) = o(T) and τ(T)→∞ as the observation time T goes to infinity.展开更多
Hypothesis test on the population mean with various inequality constraints is studied in this paper.The empirical likelihood method is applied to construct test statistics.Limiting distributions of the empirical likel...Hypothesis test on the population mean with various inequality constraints is studied in this paper.The empirical likelihood method is applied to construct test statistics.Limiting distributions of the empirical likelihood ratio test statistics are proven to be a weighted mixture of chi-square distributions.Numerical results are presented to show the validity of the proposed method.展开更多
This paper systematically studies the statistical diagnosis and hypothesis testing for the semiparametric linear regression model according to the theories and methods of the statistical diagnosis and hypothesis testi...This paper systematically studies the statistical diagnosis and hypothesis testing for the semiparametric linear regression model according to the theories and methods of the statistical diagnosis and hypothesis testing for parametric regression model.Several diagnostic measures and the methods for gross error testing are derived.Especially,the global and local influence analysis of the gross error on the parameter X and the nonparameter s are discussed in detail;at the same time,the paper proves that the data point deletion model is equivalent to the mean shift model for the semiparametric regression model.Finally,with one simulative computing example,some helpful conclusions are drawn.展开更多
To date, Wald sequential probability ratio test(WSPRT) has been widely applied to track management of multiple hypothesis tracking(MHT). But in a real situation, if the false alarm spatial density is much larger than ...To date, Wald sequential probability ratio test(WSPRT) has been widely applied to track management of multiple hypothesis tracking(MHT). But in a real situation, if the false alarm spatial density is much larger than the new target spatial density, the original track score will be very close to the deletion threshold of the WSPRT. Consequently, all tracks, including target tracks, may easily be deleted, which means that the tracking performance is sensitive to the tracking environment. Meanwhile, if a target exists for a long time, its track will have a high score, which will make the track survive for a long time even after the target has disappeared. In this paper, to consider the relationship between the hypotheses of the test, we adopt the Shiryayev SPRT(SSPRT) for track management in MHT. By introducing a hypothesis transition probability, the original track score can increase faster, which solves the first problem. In addition, by setting an independent SSPRT for track deletion, the track score can decrease faster, which solves the second problem. The simulation results show that the proposed SSPRT-based MHT can achieve better tracking performance than MHT based on the WSPRT under a high false alarm spatial density.展开更多
We prove some transportation inequalities for hidden Markov chains, generalize the results proved by Kontorovich and Ramanan in two directions and give some applications to log-likelihood functions and hypothesis test...We prove some transportation inequalities for hidden Markov chains, generalize the results proved by Kontorovich and Ramanan in two directions and give some applications to log-likelihood functions and hypothesis testing.展开更多
基金Foundation item: Supported by the National Natural Science Foundation of China(10501053) Acknowledgement I would like to thank Henan Society of Applied Statistics for which give me a chance to declare my opinion about the varying-coefficient model.
文摘Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.
基金supported by the National Natural Science Foundation of China(No.61661035)the Natural Science Foundation of Jiangxi Province (No.20192BAB207001)the Aviation Science Foundation (No.201920056001)。
文摘Combining the mutual information theory and the sequential hypothesis testing(SHT)method,a selfadapting radio frequency(RF)stealth signal design method is proposed. The channel information is gained through the radar echo and feeds back to the radar system,and then the radar system adaptively designs the transmission waveform. So the close-loop system is formed. The correlations between these transmission waveforms are decreased because of the adaptive change of these transmission waveforms,and the number of illuminations is reduced for adopting the SHT,which lowers the transmission power of the radar system. The radar system using the new method possesses the RF stealth performance. Aiming at the application of radar automatic target recognition(RATR),experimental simulations show the effectiveness and feasibility of the proposed method.
基金The National Natural Science Foundation of China(No50538020)
文摘A statistical damage detection and condition assessment scheme for existing structures is developed. First a virtual work error estimator is defined to express the discrepancy between a real structure and its analytical model, with which a system identification algorithm is derived by using the improved Newton method. In order to investigate its properties in the face of measurement errors, the Monte Carlo method is introduced to simulate the measured data. Based on the identified results, their statistical distributions can be assumed, the status of an existing structure can be statistically evaluated by hypothesis tests. A 5-story, two-bay steel frame is used to carry out numerical simulation studies in detail, and the proposed scheme is proved to be effective.
基金Supported by the National Natural Science Foundation of China(No.51405424,11673040)the Special Scientific Research Fund of Public Welfare for Quality Inspection(No.201510202)
文摘Hydraulic pumps belong to reliable long-life hydraulic components. The reliability evaluation includes characters such as long test period,high cost,and high power loss and so on. Based on the principle of energy-saving and power recovery,a small sample hydraulic pump reliability test rig is built,and the service life of hydraulic pump is predicted,and then the sampling period of reliability test is optimized. On the basis of considering the performance degradation mechanism of hydraulic pump,the feature information of degradation distribution of hydraulic pump volumetric efficiency during the test is collected,so an optimal degradation path model of feature information is selected from the aspect of fitting accuracy,and pseudo life data are obtained. Then a small sample reliability test of period constrained optimization search strategy for hydraulic pump is constructed to solve the optimization problem of the test sampling period and tightening end threshold,and it is verified that the accuracy of the minimum sampling period by the non-parametric hypothes is tested. Simulation result shows it could possess instructional significance and referenced value for hydraulic pump reliability life evaluation and the test's research and design.
基金supported in part by the National Basic Research Program of China(973 Program)under Grant 2013CB336600the Beijing Natural Science Foundation under Grant 4131003+1 种基金the National Natural Science Foundation of China under Grant{61201187,61422109}the Importation and Development of High-Caliber Talents Project of Beijing Municipal Institutions under Grant YETP0110
文摘In this paper,we investigate the matched filter based spectrum sensing in a more reasonable cognitive radio(CR) scenario when the primary user(PU) has more than one transmit power levels,as regulated in most standards,i.e.,IEEE 802.11 Series,GSM,LTE,LTE-A,etc.This new multiple primary transmit power(MPTP) scenario is specialized by two different targets:detecting the presence of PU and identifying the power level.Compared to the traditional binary sensing where only the presence of PU is checked,SU may attain more information about the primary network(making CR more "intelligent") and design the subsequent optimization strategy.The key technology is the multiple hypothesis testing as opposed to the traditional binary hypothesis testing.We discuss two situations under whether the channel phase is known or not,and we derive the closed form solutions for decision regions and several performance metrics,from which some interesting phenomenons are observed and the related discussions are presented.Numerical examples are provided to corroborate the proposed studies.
基金This research is supported by the National Natural Science Foundation of China under Grant Nos. 10761011, 10961026, Ph.D. Special Scientific Research Foundation of Chinese University under Grant No. 20060673002, and by program for New Century Excellent Talents in University (NCET-07-0737).
文摘Sample size determination is commonly encountered in modern medical studies for two inde- pendent binomial experiments. A new approach for calculating sample size is developed by combining Bayesian and frequentist idea when a hypothesis test between two binomial proportions is conducted. Sample size is calculated according to Bayesian posterior decision function and power of the most powerful test under 0-1 loss function. Sample sizes are investigated for two cases that two proportions are equal to some fixed value or a random value. A simulation study and a real example are used to illustrate the proposed methodologies.
文摘The authors consider the partially linear model relating a response Y to predictors (x, T) with a mean function x^Tβ0 + g(T) when the x's are measured with an additive error. The estimators of parameter β0 are derived by using the nearest neighbor-generalized randomly weighted least absolute deviation (LAD for short) method. The resulting estimator of the unknown vector 30 is shown to be consistent and asymptotically normal. In addition, the results facilitate the construction of confidence regions and the hypothesis testing for the unknown parameters. Extensive simulations are reported, showing that the proposed method works well in practical settings. The proposed methods are also applied to a data set from the study of an AIDS clinical trial group.
基金supported by National Natural Science Foundation of China under Grant No.1117112the Fund of Shanxi Datong University under Grant No.2010K4+1 种基金the Doctoral Fund of Ministry of Education of China under Grant No.20090076110001National Statistical Science Research Major Program of China under Grant No.2011LZ051
文摘One important model in handling the multivariate data is the varying-coefficient partially linear regression model. In this paper, the generalized likelihood ratio test is developed to test whether its coefficient functions are varying or not. It is showed that the normalized proposed test follows asymptotically x2-distribution and the Wilks phenomenon under the null hypothesis, and its asymptotic power achieves the optimal rate of the convergence for the nonparametric hypotheses testing. Some simulation studies illustrate that the test works well.
基金supported by National Natural Science Foundation of China (Grant Nos.10871153 and 11171262)the Specialized Research Fund for the Doctoral Program of Higher Education of China (Grant No. 200804860048)
文摘Abstract We use moderate deviations to study the signal detection problem for a diffusion model. We establish a moderate deviation principle for the log-likelihood function of the diffusion model. Then applying the moderate deviation estimates to hypothesis testing for signal detection problem we give a decision region such that its error probability of the second kind tends to zero with faster speed than the error probability of the first kind when the error probability of the first kind is approximated by e-ατ(T), where α〉 0, τ(T) = o(T) and τ(T)→∞ as the observation time T goes to infinity.
基金supported by National Nature Science Foundation of China(Grant No.10731010),National Nature Science Fund for Creative Research Groups(GrantNo.10721101)Key Fund of Yunnan Province(Grant No.2010CC003)
文摘Hypothesis test on the population mean with various inequality constraints is studied in this paper.The empirical likelihood method is applied to construct test statistics.Limiting distributions of the empirical likelihood ratio test statistics are proven to be a weighted mixture of chi-square distributions.Numerical results are presented to show the validity of the proposed method.
基金Supported by the National Natural Science Foundation of China (No. 40604001),the National High Technology Research and Development Program of China (No. 2007AA12Z312).Acknowledgement The authors thank Prof. Tao Benzao and Prof. Wang Xingzhou for several helpful suggestions during the preparation of this manuscript.
文摘This paper systematically studies the statistical diagnosis and hypothesis testing for the semiparametric linear regression model according to the theories and methods of the statistical diagnosis and hypothesis testing for parametric regression model.Several diagnostic measures and the methods for gross error testing are derived.Especially,the global and local influence analysis of the gross error on the parameter X and the nonparameter s are discussed in detail;at the same time,the paper proves that the data point deletion model is equivalent to the mean shift model for the semiparametric regression model.Finally,with one simulative computing example,some helpful conclusions are drawn.
基金supported by National Natural Science Foundation of China (Grant Nos. 61471019, 61501011)
文摘To date, Wald sequential probability ratio test(WSPRT) has been widely applied to track management of multiple hypothesis tracking(MHT). But in a real situation, if the false alarm spatial density is much larger than the new target spatial density, the original track score will be very close to the deletion threshold of the WSPRT. Consequently, all tracks, including target tracks, may easily be deleted, which means that the tracking performance is sensitive to the tracking environment. Meanwhile, if a target exists for a long time, its track will have a high score, which will make the track survive for a long time even after the target has disappeared. In this paper, to consider the relationship between the hypotheses of the test, we adopt the Shiryayev SPRT(SSPRT) for track management in MHT. By introducing a hypothesis transition probability, the original track score can increase faster, which solves the first problem. In addition, by setting an independent SSPRT for track deletion, the track score can decrease faster, which solves the second problem. The simulation results show that the proposed SSPRT-based MHT can achieve better tracking performance than MHT based on the WSPRT under a high false alarm spatial density.
基金supported by the Youth Innovation Foundation of Zhongnan University of Economics and Law from the Fundamental Research Funds for the Central Universities of China (Grant No. 2009004/31540911202)
文摘We prove some transportation inequalities for hidden Markov chains, generalize the results proved by Kontorovich and Ramanan in two directions and give some applications to log-likelihood functions and hypothesis testing.