Draxler and Zessin [1] derived the power function for a class of conditional tests of assumptions of a psychometric model known as the Rasch model and suggested an MCMC approach developed by Verhelst [2] for the numer...Draxler and Zessin [1] derived the power function for a class of conditional tests of assumptions of a psychometric model known as the Rasch model and suggested an MCMC approach developed by Verhelst [2] for the numerical approximation of the power of the tests. In this contribution, the precision of the Verhelst approach is investigated and compared with an exact sampling procedure proposed by Miller and Harrison [3] for which the discrete probability distribution to be sampled from is exactly known. Results show no substantial differences between the two numerical procedures and quite accurate power computations. Regarding the question of computing time the Verhelst approach will have to be considered much more efficient.展开更多
In this paper we generalize the aggregated premium income process from a constant rate process to a poisson process for the classical compound Poinsson risk model,then for the generalized model and the classical compo...In this paper we generalize the aggregated premium income process from a constant rate process to a poisson process for the classical compound Poinsson risk model,then for the generalized model and the classical compound poisson risk model ,we respectively get its survival probability in finite time period in case of exponential claim amounts.展开更多
Jacket-type offshore platforms are widely used for oil, gas field, and energy development in shallow water. The design of a jacket structure is highly dependent on target environmental variables. This study focuses on...Jacket-type offshore platforms are widely used for oil, gas field, and energy development in shallow water. The design of a jacket structure is highly dependent on target environmental variables. This study focuses on a strategy to estimate design loads for offshore jacket structures based on an environmental contour approach. In addition to the popular conditional distribution model, various classes of bivariate copulas are adopted to construct joint distributions of environmental variables. Analytical formulations of environmental contours based on various models are presented and discussed in this study. The design loads are examined by dynamic response analysis of jacket platform. Results suggest that the conditional model is not recommended for use in estimating design loads in sampling locations due to poor fitting results. Independent copula produces conservative design loads and the extreme response obtained using the conditional model are smaller than those determined by copulas. The suitability of a model for contour construction varies with the origin of wave data. This study provides a reference for the design load estimation of jacket structures and offers an alternative procedure to determine the design criteria for offshore structures.展开更多
We devise an approach to Bayesian statistics and their applications in the analysis of the Monty Hall problem. We combine knowledge gained through applications of the Maximum Entropy Principle and Nash equilibrium str...We devise an approach to Bayesian statistics and their applications in the analysis of the Monty Hall problem. We combine knowledge gained through applications of the Maximum Entropy Principle and Nash equilibrium strategies to provide results concerning the use of Bayesian approaches unique to the Monty Hall problem. We use a model to describe Monty’s decision process and clarify that Bayesian inference results in an “irrelevant, therefore invariant” hypothesis. We discuss the advantages of Bayesian inference over the frequentist inference in tackling the uneven prior probability Monty Hall variant. We demonstrate that the use of Bayesian statistics conforms to the Maximum Entropy Principle in information theory and Bayesian approach successfully resolves dilemmas in the uneven probability Monty Hall variant. Our findings have applications in the decision making, information theory, bioinformatics, quantum game theory and beyond.展开更多
Based on the physical model of Brownian passage time,the probabilities of recurrence of strong earthquakes on the major active faults in China are calculated in different predictive time spans,based mainly on the anal...Based on the physical model of Brownian passage time,the probabilities of recurrence of strong earthquakes on the major active faults in China are calculated in different predictive time spans,based mainly on the analysis of the earthquake preparation process before a strong earthquake occurs. Furthermore,the seismic risks on active faults are studied. The results show that the earthquake probabilities on the Xianshuihe fault,the Altyn Tagh fault,the east Kunlun fault and Xiaojiang fault are significantly greater than other faults in the Chinese mainland,which indicates that the level of stress accumulation on these faults are higher than on other faults. Therefore,these faults may have a seismic risk for strong earthquake in future.展开更多
文摘Draxler and Zessin [1] derived the power function for a class of conditional tests of assumptions of a psychometric model known as the Rasch model and suggested an MCMC approach developed by Verhelst [2] for the numerical approximation of the power of the tests. In this contribution, the precision of the Verhelst approach is investigated and compared with an exact sampling procedure proposed by Miller and Harrison [3] for which the discrete probability distribution to be sampled from is exactly known. Results show no substantial differences between the two numerical procedures and quite accurate power computations. Regarding the question of computing time the Verhelst approach will have to be considered much more efficient.
基金Supported by the Natural Science Foundation of China(10071019)
文摘In this paper we generalize the aggregated premium income process from a constant rate process to a poisson process for the classical compound Poinsson risk model,then for the generalized model and the classical compound poisson risk model ,we respectively get its survival probability in finite time period in case of exponential claim amounts.
基金supported by the National Key Research and Development Program (No. 2016YFC0303401)the National Natural Science Foundation of China (No. 51779236)the National Natural Science Foundation of China–Shandong Joint Fund Project (No. U1706226)。
文摘Jacket-type offshore platforms are widely used for oil, gas field, and energy development in shallow water. The design of a jacket structure is highly dependent on target environmental variables. This study focuses on a strategy to estimate design loads for offshore jacket structures based on an environmental contour approach. In addition to the popular conditional distribution model, various classes of bivariate copulas are adopted to construct joint distributions of environmental variables. Analytical formulations of environmental contours based on various models are presented and discussed in this study. The design loads are examined by dynamic response analysis of jacket platform. Results suggest that the conditional model is not recommended for use in estimating design loads in sampling locations due to poor fitting results. Independent copula produces conservative design loads and the extreme response obtained using the conditional model are smaller than those determined by copulas. The suitability of a model for contour construction varies with the origin of wave data. This study provides a reference for the design load estimation of jacket structures and offers an alternative procedure to determine the design criteria for offshore structures.
文摘We devise an approach to Bayesian statistics and their applications in the analysis of the Monty Hall problem. We combine knowledge gained through applications of the Maximum Entropy Principle and Nash equilibrium strategies to provide results concerning the use of Bayesian approaches unique to the Monty Hall problem. We use a model to describe Monty’s decision process and clarify that Bayesian inference results in an “irrelevant, therefore invariant” hypothesis. We discuss the advantages of Bayesian inference over the frequentist inference in tackling the uneven prior probability Monty Hall variant. We demonstrate that the use of Bayesian statistics conforms to the Maximum Entropy Principle in information theory and Bayesian approach successfully resolves dilemmas in the uneven probability Monty Hall variant. Our findings have applications in the decision making, information theory, bioinformatics, quantum game theory and beyond.
基金supported by the National Natural Science Foundation of China(Grant No.41104036)
文摘Based on the physical model of Brownian passage time,the probabilities of recurrence of strong earthquakes on the major active faults in China are calculated in different predictive time spans,based mainly on the analysis of the earthquake preparation process before a strong earthquake occurs. Furthermore,the seismic risks on active faults are studied. The results show that the earthquake probabilities on the Xianshuihe fault,the Altyn Tagh fault,the east Kunlun fault and Xiaojiang fault are significantly greater than other faults in the Chinese mainland,which indicates that the level of stress accumulation on these faults are higher than on other faults. Therefore,these faults may have a seismic risk for strong earthquake in future.
