Coutsourides (1980) derives an ad hoc nuisance parameter removal test for testing the equality of two multiple correlation coefficients of two independent p variate normal populations, under the assumption that a samp...Coutsourides (1980) derives an ad hoc nuisance parameter removal test for testing the equality of two multiple correlation coefficients of two independent p variate normal populations, under the assumption that a sample of size n is available from each population. He also extends his ad hoc nuisance parameter removal test to the testing of the equality of two multiple correlation matrices. This paper presents likelihood ratio tests for testing the equality of k multiple correlation coefficients, and also k partial correlation coefficients.展开更多
We propose two simple regression models of Pearson correlation coefficient of two normal responses or binary responses to assess the effect of covariates of interest.Likelihood-based inference is established to estima...We propose two simple regression models of Pearson correlation coefficient of two normal responses or binary responses to assess the effect of covariates of interest.Likelihood-based inference is established to estimate the regression coefficients,upon which bootstrap-based method is used to test the significance of covariates of interest.Simulation studies show the effectiveness of the method in terms of type-I error control,power performance in moderate sample size and robustness with respect to model mis-specification.We illustrate the application of the proposed method to some real data concerning health measurements.展开更多
Perceiving harmonic information (especially weak harmonic information) in time series has important scientific and engineering significance. Fourier spectrum and time-frequency spectrum are commonly used tools for per...Perceiving harmonic information (especially weak harmonic information) in time series has important scientific and engineering significance. Fourier spectrum and time-frequency spectrum are commonly used tools for perceiving harmonic information, but they are often ineffective in perceiving weak harmonic signals because they are based on energy or amplitude analysis. Based on the theory of Normal time-frequency transform (NTFT) and complex correlation coefficient, a new type of spectrum, the Harmonicity Spectrum (HS), is developed to perceive harmonic information in time series. HS is based on the degree of signal harmony rather than energy or amplitude analysis, and can therefore perceive very weak harmonic information in signals sensitively. Simulation examples show that HS can detect harmonic information that cannot be detected by Fourier spectrum or time-frequency spectrum. Acoustic data analysis shows that HS has better resolution than traditional LOFAR spectrum.展开更多
考虑失效模式相关性对机械系统可靠性的影响,提出了一种基于FORM(first order reliability methods)近似的系统可靠性分析方法及其实施流程.采用FORM计算系统各失效模式的可靠度和灵敏度,在此基础上,获得用于衡量失效模式相关性的相关...考虑失效模式相关性对机械系统可靠性的影响,提出了一种基于FORM(first order reliability methods)近似的系统可靠性分析方法及其实施流程.采用FORM计算系统各失效模式的可靠度和灵敏度,在此基础上,获得用于衡量失效模式相关性的相关系数矩阵.将系统可靠性模型求解转化为多维正态积分计算,进而采用高效的近似方法获得系统可靠度.给出失效模式灵敏度和随机变量灵敏度的定义及其相应的计算方法.算例结果表明:该方法能够获得较为准确的系统可靠度,且具有较高的计算效率,能够有效识别关键失效模式和随机影响因素.展开更多
文摘Coutsourides (1980) derives an ad hoc nuisance parameter removal test for testing the equality of two multiple correlation coefficients of two independent p variate normal populations, under the assumption that a sample of size n is available from each population. He also extends his ad hoc nuisance parameter removal test to the testing of the equality of two multiple correlation matrices. This paper presents likelihood ratio tests for testing the equality of k multiple correlation coefficients, and also k partial correlation coefficients.
文摘We propose two simple regression models of Pearson correlation coefficient of two normal responses or binary responses to assess the effect of covariates of interest.Likelihood-based inference is established to estimate the regression coefficients,upon which bootstrap-based method is used to test the significance of covariates of interest.Simulation studies show the effectiveness of the method in terms of type-I error control,power performance in moderate sample size and robustness with respect to model mis-specification.We illustrate the application of the proposed method to some real data concerning health measurements.
文摘Perceiving harmonic information (especially weak harmonic information) in time series has important scientific and engineering significance. Fourier spectrum and time-frequency spectrum are commonly used tools for perceiving harmonic information, but they are often ineffective in perceiving weak harmonic signals because they are based on energy or amplitude analysis. Based on the theory of Normal time-frequency transform (NTFT) and complex correlation coefficient, a new type of spectrum, the Harmonicity Spectrum (HS), is developed to perceive harmonic information in time series. HS is based on the degree of signal harmony rather than energy or amplitude analysis, and can therefore perceive very weak harmonic information in signals sensitively. Simulation examples show that HS can detect harmonic information that cannot be detected by Fourier spectrum or time-frequency spectrum. Acoustic data analysis shows that HS has better resolution than traditional LOFAR spectrum.
文摘考虑失效模式相关性对机械系统可靠性的影响,提出了一种基于FORM(first order reliability methods)近似的系统可靠性分析方法及其实施流程.采用FORM计算系统各失效模式的可靠度和灵敏度,在此基础上,获得用于衡量失效模式相关性的相关系数矩阵.将系统可靠性模型求解转化为多维正态积分计算,进而采用高效的近似方法获得系统可靠度.给出失效模式灵敏度和随机变量灵敏度的定义及其相应的计算方法.算例结果表明:该方法能够获得较为准确的系统可靠度,且具有较高的计算效率,能够有效识别关键失效模式和随机影响因素.
