设X_1,…,X_n是一组独立的随机变量序列,设EX_i=0,VarZ_i=μ_2,i=1,2,…,n,其中μ_2是待估参数。当X_i,i=1,2,…n给定后,分别用D_n=sum from i=1 to n (V_i(X_i-X)~2)-(1/n) sum from i=1 to n (X_i-X)~2及U_n=sum from i=1 to n (V_i(X...设X_1,…,X_n是一组独立的随机变量序列,设EX_i=0,VarZ_i=μ_2,i=1,2,…,n,其中μ_2是待估参数。当X_i,i=1,2,…n给定后,分别用D_n=sum from i=1 to n (V_i(X_i-X)~2)-(1/n) sum from i=1 to n (X_i-X)~2及U_n=sum from i=1 to n (V_i(X_i-sum from i=1 to n V_iX_i)~2)-(1/n) sum from i=1 to n (X_i-X)~2两种形式的随机加权分布来逼近T_n=(1/n)sum from i=1 to n (X_i-X)~2-μ_2的分布,这里(V_1,…,V_n)是服从Dirichlet分布D(4,…,4)的随机向量。若记F_n是T_n/(VarT_n^(1/2))的分布,F_n~*,G_n~*分别是给定X_1,…,X_n条件下,D_n/(Var~*D_n^(1/2))和U_n/(Var~*U_n^(1/2))的条件分布。Var~*是关于X_1,…,X_n的条件方差。则在一定的条件下,对几乎所有的样本序列X_1,…,X_n (i)lim n^(1/2)(n→∞) sup |F_n~*(y)-F_n(y)|=0 (-∞<y<∞) (ii)lim n^(1/2)(n→∞) sup |G_n~*(y)-F_n(y)|=0 (-∞<y<∞)展开更多
Rao and Zhao (1992) used random weighting method to derive the approximate distribution of the M-estimator in linear regression model.In this paper we extend the result to the censored regression model (or censored “...Rao and Zhao (1992) used random weighting method to derive the approximate distribution of the M-estimator in linear regression model.In this paper we extend the result to the censored regression model (or censored “Tobit” model).展开更多
Let {Xni} be an array of rowwise negatively associated random variables and Tnk=k∑i=1 i^a Xni for a ≥ -1, Snk =∑|i|≤k Ф(i/nη)1/nη Xni for η∈(0,1],where Ф is some function. The author studies necessary a...Let {Xni} be an array of rowwise negatively associated random variables and Tnk=k∑i=1 i^a Xni for a ≥ -1, Snk =∑|i|≤k Ф(i/nη)1/nη Xni for η∈(0,1],where Ф is some function. The author studies necessary and sufficient conditions of ∞∑n=1 AnP(max 1≤k≤n|Tnk|〉εBn)〈∞ and ∞∑n=1 CnP(max 0≤k≤mn|Snk|〉εDn)〈∞ for all ε 〉 0, where An, Bn, Cn and Dn are some positive constants, mn ∈ N with mn /nη →∞. The results of Lanzinger and Stadtmfiller in 2003 are extended from the i.i.d, case to the case of the negatively associated, not necessarily identically distributed random variables. Also, the result of Pruss in 2003 on independent variables reduces to a special case of the present paper; furthermore, the necessity part of his result is complemented.展开更多
We propose a weighted model to explain the self-organizing formation of scale-free phenomenon in nongrowth random networks. In this model, we use multiple-edges to represent the connections between vertices and define...We propose a weighted model to explain the self-organizing formation of scale-free phenomenon in nongrowth random networks. In this model, we use multiple-edges to represent the connections between vertices and define the weight of a multiple-edge as the total weights of all single-edges within it and the strength of a vertex as the sum of weights for those multiple-edges attached to it. The network evolves according to a vertex strength preferential selection mechanism. During the evolution process, the network always holds its totM number of vertices and its total number of single-edges constantly. We show analytically and numerically that a network will form steady scale-free distributions with our model. The results show that a weighted non-growth random network can evolve into scMe-free state. It is interesting that the network also obtains the character of an exponential edge weight distribution. Namely, coexistence of scale-free distribution and exponential distribution emerges.展开更多
文摘设X_1,…,X_n是一组独立的随机变量序列,设EX_i=0,VarZ_i=μ_2,i=1,2,…,n,其中μ_2是待估参数。当X_i,i=1,2,…n给定后,分别用D_n=sum from i=1 to n (V_i(X_i-X)~2)-(1/n) sum from i=1 to n (X_i-X)~2及U_n=sum from i=1 to n (V_i(X_i-sum from i=1 to n V_iX_i)~2)-(1/n) sum from i=1 to n (X_i-X)~2两种形式的随机加权分布来逼近T_n=(1/n)sum from i=1 to n (X_i-X)~2-μ_2的分布,这里(V_1,…,V_n)是服从Dirichlet分布D(4,…,4)的随机向量。若记F_n是T_n/(VarT_n^(1/2))的分布,F_n~*,G_n~*分别是给定X_1,…,X_n条件下,D_n/(Var~*D_n^(1/2))和U_n/(Var~*U_n^(1/2))的条件分布。Var~*是关于X_1,…,X_n的条件方差。则在一定的条件下,对几乎所有的样本序列X_1,…,X_n (i)lim n^(1/2)(n→∞) sup |F_n~*(y)-F_n(y)|=0 (-∞<y<∞) (ii)lim n^(1/2)(n→∞) sup |G_n~*(y)-F_n(y)|=0 (-∞<y<∞)
基金This research is partially supported by National Natural Science Foundation of China(Grant No. 10171094) Ph. D. Program Foundation of the Ministry of Education of China Special Foundations of the Chinese Academy of Sciences and USTC.
文摘Rao and Zhao (1992) used random weighting method to derive the approximate distribution of the M-estimator in linear regression model.In this paper we extend the result to the censored regression model (or censored “Tobit” model).
基金supported by the National Natural Science Foundation of China (No.10871146)the Spanish Ministry of Science and Innovation (No.MTM2008-03129)the Xunta de Galicia,Spain (No.PGIDIT07PXIB300191PR)
文摘Let {Xni} be an array of rowwise negatively associated random variables and Tnk=k∑i=1 i^a Xni for a ≥ -1, Snk =∑|i|≤k Ф(i/nη)1/nη Xni for η∈(0,1],where Ф is some function. The author studies necessary and sufficient conditions of ∞∑n=1 AnP(max 1≤k≤n|Tnk|〉εBn)〈∞ and ∞∑n=1 CnP(max 0≤k≤mn|Snk|〉εDn)〈∞ for all ε 〉 0, where An, Bn, Cn and Dn are some positive constants, mn ∈ N with mn /nη →∞. The results of Lanzinger and Stadtmfiller in 2003 are extended from the i.i.d, case to the case of the negatively associated, not necessarily identically distributed random variables. Also, the result of Pruss in 2003 on independent variables reduces to a special case of the present paper; furthermore, the necessity part of his result is complemented.
基金Supported by the National Natural Science Foundation of China under Grant No.60874080the Commonweal Application Technique Research Project of Zhejiang Province under Grant No.2012C2316the Open Project of State Key Lab of Industrial Control Technology of Zhejiang University under Grant No.ICT1107
文摘We propose a weighted model to explain the self-organizing formation of scale-free phenomenon in nongrowth random networks. In this model, we use multiple-edges to represent the connections between vertices and define the weight of a multiple-edge as the total weights of all single-edges within it and the strength of a vertex as the sum of weights for those multiple-edges attached to it. The network evolves according to a vertex strength preferential selection mechanism. During the evolution process, the network always holds its totM number of vertices and its total number of single-edges constantly. We show analytically and numerically that a network will form steady scale-free distributions with our model. The results show that a weighted non-growth random network can evolve into scMe-free state. It is interesting that the network also obtains the character of an exponential edge weight distribution. Namely, coexistence of scale-free distribution and exponential distribution emerges.