We present the generalized forms of Parrondo＇s paradox existing in fractional-order nonlinear systems. The gener- alization is implemented by applying a parameter switching （PS） algorithm to the corresponding initi...We present the generalized forms of Parrondo＇s paradox existing in fractional-order nonlinear systems. The gener- alization is implemented by applying a parameter switching （PS） algorithm to the corresponding initial value problems associated with the fractional-order nonlinear systems. The PS algorithm switches a system parameter within a specific set of N 〉 2 values when solving the system with some numerical integration method. It is proven that any attractor of the concerned system can be approximated numerically. By replacing the words ＂winning＂ and ＂loosing＂ in the classical Parrondo＇s paradox with ＂order＂ and ＂chaos＂, respectively, the PS algorithm leads to the generalized Parrondo＇s paradox： chaos1 ＋ chaos2 ＋..- ＋ chaosN = order and order1 ＋ order2 ＋.-. ＋ orderN = chaos. Finally, the concept is well demon- strated with the results based on the fractional-order Chen system.展开更多
Yin [1] has developed a new Bayesian measure of evidence for testing a point null hypothesis which agrees with the frequentist p-value thereby, solving Lindley’s paradox. Yin and Li [2] extended the methodology of Yi...Yin [1] has developed a new Bayesian measure of evidence for testing a point null hypothesis which agrees with the frequentist p-value thereby, solving Lindley’s paradox. Yin and Li [2] extended the methodology of Yin [1] to the case of the Behrens-Fisher problem by assigning Jeffreys’ independent prior to the nuisance parameters. In this paper, we were able to show both analytically and through the results from simulation studies that the methodology of Yin?[1] solves simultaneously, the Behrens-Fisher problem and Lindley’s paradox when a Gamma prior is assigned to the nuisance parameters.展开更多
In this paper we have demonstrated the ability of the new Bayesian measure of evidence of Yin (2012, Computational Statistics, 27: 237-249) to solve both the Behrens-Fisher problem and Lindley's paradox. We have p...In this paper we have demonstrated the ability of the new Bayesian measure of evidence of Yin (2012, Computational Statistics, 27: 237-249) to solve both the Behrens-Fisher problem and Lindley's paradox. We have provided a general proof that for any prior which yields a linear combination of two independent t random variables as posterior distribution of the di erence of means, the new Bayesian measure of evidence given that prior will solve Lindleys' paradox thereby serving as a general proof for the works of Yin and Li (2014, Journal of Applied Mathematics, 2014(978691)) and Goltong?and Doguwa (2018, Open Journal of Statistics, 8: 902-914).?Using the Pareto prior as an example, we have shown by the use of?simulation results that the new Bayesian measure of evidence solves?Lindley's paradox.展开更多
文摘We present the generalized forms of Parrondo＇s paradox existing in fractional-order nonlinear systems. The gener- alization is implemented by applying a parameter switching （PS） algorithm to the corresponding initial value problems associated with the fractional-order nonlinear systems. The PS algorithm switches a system parameter within a specific set of N 〉 2 values when solving the system with some numerical integration method. It is proven that any attractor of the concerned system can be approximated numerically. By replacing the words ＂winning＂ and ＂loosing＂ in the classical Parrondo＇s paradox with ＂order＂ and ＂chaos＂, respectively, the PS algorithm leads to the generalized Parrondo＇s paradox： chaos1 ＋ chaos2 ＋..- ＋ chaosN = order and order1 ＋ order2 ＋.-. ＋ orderN = chaos. Finally, the concept is well demon- strated with the results based on the fractional-order Chen system.
文摘Yin [1] has developed a new Bayesian measure of evidence for testing a point null hypothesis which agrees with the frequentist p-value thereby, solving Lindley’s paradox. Yin and Li [2] extended the methodology of Yin [1] to the case of the Behrens-Fisher problem by assigning Jeffreys’ independent prior to the nuisance parameters. In this paper, we were able to show both analytically and through the results from simulation studies that the methodology of Yin?[1] solves simultaneously, the Behrens-Fisher problem and Lindley’s paradox when a Gamma prior is assigned to the nuisance parameters.
文摘In this paper we have demonstrated the ability of the new Bayesian measure of evidence of Yin (2012, Computational Statistics, 27: 237-249) to solve both the Behrens-Fisher problem and Lindley's paradox. We have provided a general proof that for any prior which yields a linear combination of two independent t random variables as posterior distribution of the di erence of means, the new Bayesian measure of evidence given that prior will solve Lindleys' paradox thereby serving as a general proof for the works of Yin and Li (2014, Journal of Applied Mathematics, 2014(978691)) and Goltong?and Doguwa (2018, Open Journal of Statistics, 8: 902-914).?Using the Pareto prior as an example, we have shown by the use of?simulation results that the new Bayesian measure of evidence solves?Lindley's paradox.
