Soil organic matter (SOM) is important for plant growth and production. Conventional analyses of SOM are expensive and time consuming. Hyperspectral remote sensing is an alternative approach for SOM estimation. In thi...Soil organic matter (SOM) is important for plant growth and production. Conventional analyses of SOM are expensive and time consuming. Hyperspectral remote sensing is an alternative approach for SOM estimation. In this study, the diffuse reflectance spectra of soil samples from Qixia City, the Shandong Peninsula, China, were measured with an ASD FieldSpec 3 portable object spectrometer (Analytical Spectral Devices Inc., Boulder, USA). Raw spectral reflectance data were transformed using four methods: nine points weighted moving average (NWMA), NWMA with first derivative (NWMA + FD), NWMA with standard normal variate (NWMA + SNV), and NWMA with min-max standardization (NWMA + MS). These data were analyzed and correlated with SOM content. The evaluation model was established using support vector machine regression (SVM) with sensitive wavelengths. The results showed that NWMA + FD was the best of the four pretreatment methods. The sensitive wavelengths based on NWMA + FD were 917, 991, 1 007, 1 996, and 2 267 nm. The SVM model established with the above-mentioned five sensitive wavelengths was significant ( R 2 = 0.875, root mean square error (RMSE) = 0.107 g kg −1 for calibration set;R 2 = 0.853, RMSE = 0.097 g kg −1 for validation set). The results indicate that hyperspectral remote sensing can quickly and accurately predict SOM content in the brown forest soil areas of the Shandong Peninsula. This is a novel approach for rapid monitoring and accurate diagnosis of brown forest soil nutrients.展开更多
Estimates of PMP are needed in order to estimate the spillway design flood for dams which must be capable of safely passing the probable maximum flood (PMF). For over forty years the standard estimates of the Flood St...Estimates of PMP are needed in order to estimate the spillway design flood for dams which must be capable of safely passing the probable maximum flood (PMF). For over forty years the standard estimates of the Flood Studies Report (FSR) have almost always been used. However, since then several studies have shown that these values are too low, and new estimates for South West England and then Britain were published. This paper extends these studies to include the whole of the British Isles. The study uses 6570 station years’ data in a new method of frequency analysis that identifies part of the data which represents the long term situation. Further analyses to support the results of this approach have been produced from the in situ maximisation of 12 historic storms using World Meteorological Organisation methods. The results are broadly consistent with those obtained from frequency analysis. Values of 24 hour PMP in Britain range from 600 mm in upland areas of the Lake District, to 400 mm in parts of East Anglia. This range of values is present in Wales and parts of South West England. For Ireland the highest values are over the upland areas, such as in the Wicklow Mountains (550 mm) and SW Ireland (600 mm), while in the lowlands values around 350 mm can be expected. The question of uncertainty in estimating PMP is considered, most of which is due to the temporal and spatial shortcomings of the data. The implications for the probable maximum flood (PMF) and spillway design flood mean that widespread reassessment of dam safety should be carried out at once.展开更多
Further geometric morphometric analysis of the genus Eysarcoris was done based on the former studies to classified the nine Eysarcoris species from China. In this study, six characters, such as forewing, hindwing, pyg...Further geometric morphometric analysis of the genus Eysarcoris was done based on the former studies to classified the nine Eysarcoris species from China. In this study, six characters, such as forewing, hindwing, pygophore, head, pronotum and scutellum, were selected to investigate the shape variation of Eysarcoris. Significant divergence in the shapes of the six characters was observed among the species（p 〈 0.05）. For all methods, phenetic similarity based on the six characters agrees with the current status of the genus. The cluster analysis of eight species are consistent with the traditional morphological studies. CVA analysis also shows that the values of the six characters are not equal in taxonomy. Pygophore, forewing, hindwing and pronotum play more important roles in the classification.展开更多
The ratio R of two random quantities is frequently encountered in probability and statistics. But while for unidimensional statistical variables the distribution of R can be computed relatively easily, for symmetric p...The ratio R of two random quantities is frequently encountered in probability and statistics. But while for unidimensional statistical variables the distribution of R can be computed relatively easily, for symmetric positive definite random matrices, this ratio can take various forms and its distribution, and even its definition, can offer many challenges. However, for the distribution of its determinant, Meijer G-function often provides an effective analytic and computational tool, applicable at any division level, because of its reproductive property.展开更多
This paper presents an efficient class of estimators for estimating the population mean of the variate under study in two-phase sampling using information on several auxiliary variates.The expressions for bias and mea...This paper presents an efficient class of estimators for estimating the population mean of the variate under study in two-phase sampling using information on several auxiliary variates.The expressions for bias and mean square error(MSE)of the proposed class have been obtained using Taylor series method.In addition,the minimum attainableMSE of the proposed class is obtained to the first order of approximation.The proposed class encompasses a wide range of estimators of the sampling literature.Efficiency comparison has been made for demonstrating the performance of the proposed class.An attempt has been made to find optimum sample sizes under a known fixed cost function.Numerical illustrations are given in support of theoretical findings.展开更多
The identification of soy sauce adulteration can avoid fraud, and protect the rights and interests of producers and consumers. Based on two measurement models (1 mm, 10 mm), the visible and near-infrared (Vis-NIR) spe...The identification of soy sauce adulteration can avoid fraud, and protect the rights and interests of producers and consumers. Based on two measurement models (1 mm, 10 mm), the visible and near-infrared (Vis-NIR) spectroscopy combined with standard normal variate-partial least squares-discriminant analysis (SNV-PLS-DA) was used to establish the discriminant analysis models for adulterated and brewed soy sauces. Chubang soy sauce was selected as an identification brand (negative, 70). The adulteration samples (positive, 72) were prepared by mixing Chubang soy sauce and blended soy sauce with different adulteration rates. Among them, the “blended soy sauce” sample was concocted of salt water (NaCl), monosodium glutamate (C<sub>5</sub>H<sub>10</sub>NNaO<sub>5</sub>) and caramel color (C<sub>6</sub>H<sub>8</sub>O<sub>3</sub>). The rigorous calibration-prediction-validation sample design was adopted. For the case of 1 mm, five waveband models (visible, short-NIR, long-NIR, whole NIR and whole scanning regions) were established respectively;in the case of 10 mm, three waveband models (visible, short-NIR and visible-short-NIR regions) for unsaturated absorption were also established respectively. In independent validation, the models of all wavebands in the cases of 1 mm and 10 mm have achieved good discrimination effects. For the case of 1 mm, the visible model achieved the optimal validation effect, the validation recognition-accuracy rate (RAR<sub>V</sub>) was 99.6%;while in the case of 10 mm, both the visible and visible-short-NIR models achieved the optimal validation effect (RAR<sub>V</sub> = 100%). The detection method does not require reagents and is fast and simple, which is easy to promote the application. The results can provide valuable reference for designing small dedicated spectrometers with different measurement modals and different spectral regions.展开更多
This paper discusses an approximate algorithm method which can be used to generate arbitrary non-uniform continuous variates. Percentile calculations of arbitrary continuous distributions are given.In addition, the id...This paper discusses an approximate algorithm method which can be used to generate arbitrary non-uniform continuous variates. Percentile calculations of arbitrary continuous distributions are given.In addition, the idea Of the algorithm is applied to probability computing.展开更多
The purpose of this paper is to present a general universal formula for <span style="font-family:Verdana;"><i></i></span><i><span><span><i><span style="...The purpose of this paper is to present a general universal formula for <span style="font-family:Verdana;"><i></i></span><i><span><span><i><span style="font-family:Verdana;">k</span></i><span style="font-family:Verdana;"></span></span></span></i><span><span><span style="font-family:Verdana;">-variate survival functions for arbitrary </span><span style="font-family:Verdana;"><i></i></span></span></span><i><span><span><i><span style="font-family:Verdana;">k</span></i><span style="font-family:Verdana;"></span></span></span></i><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> = 2, 3, </span></span></span><span><span><span style="font-family:;" "=""><span style="font-family:Verdana;">...</span><span style="font-family:Verdana;">, given all the univariate marginal survival functions. This universal form of </span></span><span style="font-family:Verdana;"><i></i></span></span></span><i><span><span><i><span style="font-family:Verdana;">k</span></i><span style="font-family:Verdana;"></span></span></span></i><span><span><span style="font-family:Verdana;">-variate probability distributions was obtained by means of “dependence functions” named “joiners” in the text. These joiners determine all the involved stochastic dependencies between the underlying random variables. However, in order that the presented formula (the form) represents a legitimate survival function, some necessary and sufficient conditions for the joiners had to be found. Basically, finding those conditions is the main task of this paper. This task was successfully performed for the case </span><span style="font-family:Verdana;"><i></i></span></span></span><i><span><span><i><span style="font-family:Verdana;">k</span></i><span style="font-family:Verdana;"></span></span></span></i><span><span><span style="font-family:Verdana;"> = 2 and the main results for the case </span><span style="font-family:Verdana;"><i></i></span></span></span><i><span><span><i><span style="font-family:Verdana;">k</span><展开更多
This paper studied the expert system of genotype discrimination for the STR locus D5S818 based on near-infrared spectroscopy-principal discriminant variate (PDV).Six genotypes,i.e.genotypes 10-10,10-11,11-11,11-12,11-...This paper studied the expert system of genotype discrimination for the STR locus D5S818 based on near-infrared spectroscopy-principal discriminant variate (PDV).Six genotypes,i.e.genotypes 10-10,10-11,11-11,11-12,11-13 and 13-13,were selected as research subjects.Based on the optimum polymerase chain reaction (PCR) conditions,about 54 measuring samples for each genotype were obtained;these samples were tested by near-infrared spectroscopy directly.With differences between homozygote genotypes and heterozygote ones,and differences of the total number of core repeat units between the six genotypes,two types of genotyping-tree structure were constructed and their respective PDV models were studied using the near-infrared spectra of the samples as recognition variables.Finally,based on the classification ability of these two genotyping-tree structures,an optimum expert system of genotype discrimination was built using the PDV models.The result demonstrated that the built expert system had good discriminability and robustness;without any preprocessing for PCR products,the six genotypes studied could be discriminated rapidly and correctly.It provided a methodological support for establishing an expert system of genotype discrimination for all genotypes of locus D5S818 and other STR loci.展开更多
This paper presents exponential-type ratio and product estimators for a finite population mean in double sampling using information on several auxiliary variates.The proposed estimators can be viewed as a generalizati...This paper presents exponential-type ratio and product estimators for a finite population mean in double sampling using information on several auxiliary variates.The proposed estimators can be viewed as a generalization over the estimators suggested by Singh and Vishwakarma(Austrian J Stat 36(3):217–225,2007).The expressions for biases and mean square errors(MSEs)of the proposed estimators have been derived to the first degree of approximation.In addition,the expressions for minimum attainable MSEs are also investigated using the criterion for optimality of the weights.An empirical study is carried out in the support of the present study.Both theoretical andempirical findings are encouraging and support thesoundness that the proposed procedures for mean estimation perform better than the usual unbiased estimators and other well-known estimators under some realistic conditions.展开更多
We establish an identity for E f(Y)-E f(X),when X and Y both have matrix variate skew-normal distributions and the function f satisfies some weak conditions.The characteristic function of matrix variate skew normal dis...We establish an identity for E f(Y)-E f(X),when X and Y both have matrix variate skew-normal distributions and the function f satisfies some weak conditions.The characteristic function of matrix variate skew normal distribution is then derived.We then make use of it to derive some necessary and sufficient conditions for the comparison of matrix variate skew-normal distributions under six different orders,such as usual stochastic order,convex order,increasing convex order,upper orthant order,directionally convex order and supermodular order.展开更多
This paper proposes a hybrid Monte Carlo simulation method for pricing European options under the stochastic volatility model and three-factor model.First,the European options are expressed as a conditional expectatio...This paper proposes a hybrid Monte Carlo simulation method for pricing European options under the stochastic volatility model and three-factor model.First,the European options are expressed as a conditional expectation formula,which can be used not only for reducing variance of simulations,but also for calculating the value of Greeks easily,due to the elimination of the weak singularity for the payoff of the option.Then,in order to reduce variance further,the authors also construct a new explicit regression based control variate under Heston model and three-factor model respectively.Numerical results of experiments show that the proposed method can greatly reduce the variance of simulation for pricing European option,and is easy to complement for the calculation of Greeks.展开更多
Objective To summarize the experience of extracor-poreal membrane oxygenation(ECMO) for patients with severe acute respiratory failure in adults and to investigate the factors associated with death. Methods
2005198 Study on the relationship of plasma fib-rinogen, platelet aggregation rate ad peripheral arterial occlusive disease. WANG Jie(王洁), et al. Dept Emerg, Gene Hosp Chin People’s Armed Police Forces, Beijing 100...2005198 Study on the relationship of plasma fib-rinogen, platelet aggregation rate ad peripheral arterial occlusive disease. WANG Jie(王洁), et al. Dept Emerg, Gene Hosp Chin People’s Armed Police Forces, Beijing 100039. Chin J Epidemiol, 2005; 26 (1):1-4. Objective: To detect the relationship of plasma fibrinogen, platelet aggregation rate and peripheral arterial occlusive disease (PAOD) in the elderly.展开更多
A.simplicial mesh(triangulation)is constructed that generalizes the two-dimensional 4-direction mesh to R^m.This mesh,with symmetric,shift-invariant values at the vertices,is shown to admit a bounded C^1 interpolant i...A.simplicial mesh(triangulation)is constructed that generalizes the two-dimensional 4-direction mesh to R^m.This mesh,with symmetric,shift-invariant values at the vertices,is shown to admit a bounded C^1 interpolant if and only if the alternating sum of the values at the vertices of any 1-cube is zero.This im- plies thai interpolation at the vertices of an m-dimensional,simplicial mesh by a C^1 piecewise polynomial of degree m+1 with one piece per simplex is unstable.展开更多
In this paper, our discussion is based on Zeilberg＇s basic idea and use an elimination in the non-commutative Weyl algebra to get the differential operator. Thereby we can obtain the algorithm of proving identities o...In this paper, our discussion is based on Zeilberg＇s basic idea and use an elimination in the non-commutative Weyl algebra to get the differential operator. Thereby we can obtain the algorithm of proving identities of the form ∫∞ -∞F（x, y）dy = a（x）.展开更多
基金supported by the National Nature Science Foundation of China(Nos.41671346 and41301482)the Shandong Province Natural Science Fund of China(No.ZR2012DM007)
文摘Soil organic matter (SOM) is important for plant growth and production. Conventional analyses of SOM are expensive and time consuming. Hyperspectral remote sensing is an alternative approach for SOM estimation. In this study, the diffuse reflectance spectra of soil samples from Qixia City, the Shandong Peninsula, China, were measured with an ASD FieldSpec 3 portable object spectrometer (Analytical Spectral Devices Inc., Boulder, USA). Raw spectral reflectance data were transformed using four methods: nine points weighted moving average (NWMA), NWMA with first derivative (NWMA + FD), NWMA with standard normal variate (NWMA + SNV), and NWMA with min-max standardization (NWMA + MS). These data were analyzed and correlated with SOM content. The evaluation model was established using support vector machine regression (SVM) with sensitive wavelengths. The results showed that NWMA + FD was the best of the four pretreatment methods. The sensitive wavelengths based on NWMA + FD were 917, 991, 1 007, 1 996, and 2 267 nm. The SVM model established with the above-mentioned five sensitive wavelengths was significant ( R 2 = 0.875, root mean square error (RMSE) = 0.107 g kg −1 for calibration set;R 2 = 0.853, RMSE = 0.097 g kg −1 for validation set). The results indicate that hyperspectral remote sensing can quickly and accurately predict SOM content in the brown forest soil areas of the Shandong Peninsula. This is a novel approach for rapid monitoring and accurate diagnosis of brown forest soil nutrients.
文摘Estimates of PMP are needed in order to estimate the spillway design flood for dams which must be capable of safely passing the probable maximum flood (PMF). For over forty years the standard estimates of the Flood Studies Report (FSR) have almost always been used. However, since then several studies have shown that these values are too low, and new estimates for South West England and then Britain were published. This paper extends these studies to include the whole of the British Isles. The study uses 6570 station years’ data in a new method of frequency analysis that identifies part of the data which represents the long term situation. Further analyses to support the results of this approach have been produced from the in situ maximisation of 12 historic storms using World Meteorological Organisation methods. The results are broadly consistent with those obtained from frequency analysis. Values of 24 hour PMP in Britain range from 600 mm in upland areas of the Lake District, to 400 mm in parts of East Anglia. This range of values is present in Wales and parts of South West England. For Ireland the highest values are over the upland areas, such as in the Wicklow Mountains (550 mm) and SW Ireland (600 mm), while in the lowlands values around 350 mm can be expected. The question of uncertainty in estimating PMP is considered, most of which is due to the temporal and spatial shortcomings of the data. The implications for the probable maximum flood (PMF) and spillway design flood mean that widespread reassessment of dam safety should be carried out at once.
基金benefited from the National Natural Sciences Foundation of China(31440078,31501840)Shanxi Province Programs for Science and Technology Development(20150311010-7)+1 种基金Scientific and Technological Innovation Programs of Higher Education Institutions in Shanxi(2017169)Graduate Innovation Project in Shanxi Province(2016BY067)
文摘Further geometric morphometric analysis of the genus Eysarcoris was done based on the former studies to classified the nine Eysarcoris species from China. In this study, six characters, such as forewing, hindwing, pygophore, head, pronotum and scutellum, were selected to investigate the shape variation of Eysarcoris. Significant divergence in the shapes of the six characters was observed among the species（p 〈 0.05）. For all methods, phenetic similarity based on the six characters agrees with the current status of the genus. The cluster analysis of eight species are consistent with the traditional morphological studies. CVA analysis also shows that the values of the six characters are not equal in taxonomy. Pygophore, forewing, hindwing and pronotum play more important roles in the classification.
文摘The ratio R of two random quantities is frequently encountered in probability and statistics. But while for unidimensional statistical variables the distribution of R can be computed relatively easily, for symmetric positive definite random matrices, this ratio can take various forms and its distribution, and even its definition, can offer many challenges. However, for the distribution of its determinant, Meijer G-function often provides an effective analytic and computational tool, applicable at any division level, because of its reproductive property.
文摘This paper presents an efficient class of estimators for estimating the population mean of the variate under study in two-phase sampling using information on several auxiliary variates.The expressions for bias and mean square error(MSE)of the proposed class have been obtained using Taylor series method.In addition,the minimum attainableMSE of the proposed class is obtained to the first order of approximation.The proposed class encompasses a wide range of estimators of the sampling literature.Efficiency comparison has been made for demonstrating the performance of the proposed class.An attempt has been made to find optimum sample sizes under a known fixed cost function.Numerical illustrations are given in support of theoretical findings.
文摘The identification of soy sauce adulteration can avoid fraud, and protect the rights and interests of producers and consumers. Based on two measurement models (1 mm, 10 mm), the visible and near-infrared (Vis-NIR) spectroscopy combined with standard normal variate-partial least squares-discriminant analysis (SNV-PLS-DA) was used to establish the discriminant analysis models for adulterated and brewed soy sauces. Chubang soy sauce was selected as an identification brand (negative, 70). The adulteration samples (positive, 72) were prepared by mixing Chubang soy sauce and blended soy sauce with different adulteration rates. Among them, the “blended soy sauce” sample was concocted of salt water (NaCl), monosodium glutamate (C<sub>5</sub>H<sub>10</sub>NNaO<sub>5</sub>) and caramel color (C<sub>6</sub>H<sub>8</sub>O<sub>3</sub>). The rigorous calibration-prediction-validation sample design was adopted. For the case of 1 mm, five waveband models (visible, short-NIR, long-NIR, whole NIR and whole scanning regions) were established respectively;in the case of 10 mm, three waveband models (visible, short-NIR and visible-short-NIR regions) for unsaturated absorption were also established respectively. In independent validation, the models of all wavebands in the cases of 1 mm and 10 mm have achieved good discrimination effects. For the case of 1 mm, the visible model achieved the optimal validation effect, the validation recognition-accuracy rate (RAR<sub>V</sub>) was 99.6%;while in the case of 10 mm, both the visible and visible-short-NIR models achieved the optimal validation effect (RAR<sub>V</sub> = 100%). The detection method does not require reagents and is fast and simple, which is easy to promote the application. The results can provide valuable reference for designing small dedicated spectrometers with different measurement modals and different spectral regions.
文摘This paper discusses an approximate algorithm method which can be used to generate arbitrary non-uniform continuous variates. Percentile calculations of arbitrary continuous distributions are given.In addition, the idea Of the algorithm is applied to probability computing.
文摘The purpose of this paper is to present a general universal formula for <span style="font-family:Verdana;"><i></i></span><i><span><span><i><span style="font-family:Verdana;">k</span></i><span style="font-family:Verdana;"></span></span></span></i><span><span><span style="font-family:Verdana;">-variate survival functions for arbitrary </span><span style="font-family:Verdana;"><i></i></span></span></span><i><span><span><i><span style="font-family:Verdana;">k</span></i><span style="font-family:Verdana;"></span></span></span></i><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> = 2, 3, </span></span></span><span><span><span style="font-family:;" "=""><span style="font-family:Verdana;">...</span><span style="font-family:Verdana;">, given all the univariate marginal survival functions. This universal form of </span></span><span style="font-family:Verdana;"><i></i></span></span></span><i><span><span><i><span style="font-family:Verdana;">k</span></i><span style="font-family:Verdana;"></span></span></span></i><span><span><span style="font-family:Verdana;">-variate probability distributions was obtained by means of “dependence functions” named “joiners” in the text. These joiners determine all the involved stochastic dependencies between the underlying random variables. However, in order that the presented formula (the form) represents a legitimate survival function, some necessary and sufficient conditions for the joiners had to be found. Basically, finding those conditions is the main task of this paper. This task was successfully performed for the case </span><span style="font-family:Verdana;"><i></i></span></span></span><i><span><span><i><span style="font-family:Verdana;">k</span></i><span style="font-family:Verdana;"></span></span></span></i><span><span><span style="font-family:Verdana;"> = 2 and the main results for the case </span><span style="font-family:Verdana;"><i></i></span></span></span><i><span><span><i><span style="font-family:Verdana;">k</span><
基金supported by grants from the National Natural Science Foundation of China (Grant no. 81001686)
文摘This paper studied the expert system of genotype discrimination for the STR locus D5S818 based on near-infrared spectroscopy-principal discriminant variate (PDV).Six genotypes,i.e.genotypes 10-10,10-11,11-11,11-12,11-13 and 13-13,were selected as research subjects.Based on the optimum polymerase chain reaction (PCR) conditions,about 54 measuring samples for each genotype were obtained;these samples were tested by near-infrared spectroscopy directly.With differences between homozygote genotypes and heterozygote ones,and differences of the total number of core repeat units between the six genotypes,two types of genotyping-tree structure were constructed and their respective PDV models were studied using the near-infrared spectra of the samples as recognition variables.Finally,based on the classification ability of these two genotyping-tree structures,an optimum expert system of genotype discrimination was built using the PDV models.The result demonstrated that the built expert system had good discriminability and robustness;without any preprocessing for PCR products,the six genotypes studied could be discriminated rapidly and correctly.It provided a methodological support for establishing an expert system of genotype discrimination for all genotypes of locus D5S818 and other STR loci.
文摘This paper presents exponential-type ratio and product estimators for a finite population mean in double sampling using information on several auxiliary variates.The proposed estimators can be viewed as a generalization over the estimators suggested by Singh and Vishwakarma(Austrian J Stat 36(3):217–225,2007).The expressions for biases and mean square errors(MSEs)of the proposed estimators have been derived to the first degree of approximation.In addition,the expressions for minimum attainable MSEs are also investigated using the criterion for optimality of the weights.An empirical study is carried out in the support of the present study.Both theoretical andempirical findings are encouraging and support thesoundness that the proposed procedures for mean estimation perform better than the usual unbiased estimators and other well-known estimators under some realistic conditions.
基金supported by the National Natural Science Foundation of China(No.12071251,11571198,11701319).
文摘We establish an identity for E f(Y)-E f(X),when X and Y both have matrix variate skew-normal distributions and the function f satisfies some weak conditions.The characteristic function of matrix variate skew normal distribution is then derived.We then make use of it to derive some necessary and sufficient conditions for the comparison of matrix variate skew-normal distributions under six different orders,such as usual stochastic order,convex order,increasing convex order,upper orthant order,directionally convex order and supermodular order.
文摘This paper proposes a hybrid Monte Carlo simulation method for pricing European options under the stochastic volatility model and three-factor model.First,the European options are expressed as a conditional expectation formula,which can be used not only for reducing variance of simulations,but also for calculating the value of Greeks easily,due to the elimination of the weak singularity for the payoff of the option.Then,in order to reduce variance further,the authors also construct a new explicit regression based control variate under Heston model and three-factor model respectively.Numerical results of experiments show that the proposed method can greatly reduce the variance of simulation for pricing European option,and is easy to complement for the calculation of Greeks.
文摘Objective To summarize the experience of extracor-poreal membrane oxygenation(ECMO) for patients with severe acute respiratory failure in adults and to investigate the factors associated with death. Methods
文摘2005198 Study on the relationship of plasma fib-rinogen, platelet aggregation rate ad peripheral arterial occlusive disease. WANG Jie(王洁), et al. Dept Emerg, Gene Hosp Chin People’s Armed Police Forces, Beijing 100039. Chin J Epidemiol, 2005; 26 (1):1-4. Objective: To detect the relationship of plasma fibrinogen, platelet aggregation rate and peripheral arterial occlusive disease (PAOD) in the elderly.
文摘A.simplicial mesh(triangulation)is constructed that generalizes the two-dimensional 4-direction mesh to R^m.This mesh,with symmetric,shift-invariant values at the vertices,is shown to admit a bounded C^1 interpolant if and only if the alternating sum of the values at the vertices of any 1-cube is zero.This im- plies thai interpolation at the vertices of an m-dimensional,simplicial mesh by a C^1 piecewise polynomial of degree m+1 with one piece per simplex is unstable.
基金the Education Department Project Research Foundation of Hubei Province (2003A004)
文摘In this paper, our discussion is based on Zeilberg＇s basic idea and use an elimination in the non-commutative Weyl algebra to get the differential operator. Thereby we can obtain the algorithm of proving identities of the form ∫∞ -∞F（x, y）dy = a（x）.
