Stochastic Restricted Biased Estimators in misspecified regression model with incomplete prior information

In this article, the analysis of misspecification was extended to the recently introduced stochastic restricted biased estimators when multicollinearity exists among the explanatory variables. The Stochastic Restricted Ridge Estimator (SRRE), Stochastic Restricted Almost Unbiased Ridge Estimator (SRAURE), Stochastic Restricted Liu Estimator (SRLE), Stochastic Restricted Almost Unbiased Liu Estimator (SRAULE), Stochastic Restricted Principal Component Regression Estimator (SRPCR), Stochastic Restricted r-k class estimator (SRrk) and Stochastic Restricted r-d class estimator (SRrd) were examined in the misspecified regression model due to missing relevant explanatory variables when incomplete prior information of the regression coefficients is available. Further, the superiority conditions between estimators and their respective predictors were obtained in the mean square error matrix (MSEM) sense. Finally, a numerical example and a Monte Carlo simulation study were used to illustrate the theoretical findings.Comment: 35 Pages, 6 Figure

Equilibrium Points of an AND-OR Tree: under Constraints on Probability

We study a probability distribution d on the truth assignments to a uniform binary AND-OR tree. Liu and Tanaka [2007, Inform. Process. Lett.] showed the following: If d achieves the equilibrium among independent distributions (ID) then d is an independent identical distribution (IID). We show a stronger form of the above result. Given a real number r such that 0 < r < 1, we consider a constraint that the probability of the root node having the value 0 is r. Our main result is the following: When we restrict ourselves to IDs satisfying this constraint, the above result of Liu and Tanaka still holds. The proof employs clever tricks of induction. In particular, we show two fundamental relationships between expected cost and probability in an IID on an OR-AND tree: (1) The ratio of the cost to the probability (of the root having the value 0) is a decreasing function of the probability x of the leaf. (2) The ratio of derivative of the cost to the derivative of the probability is a decreasing function of x, too.Comment: 13 pages, 3 figure

On alpha stable distribution of wind driven water surface wave slope

We propose a new formulation of the probability distribution function of wind driven water surface slope with an $\alpha$-stable distribution probability. The mathematical formulation of the probability distribution function is given under an integral formulation. Application to represent the probability of time slope data from laboratory experiments is carried out with satisfactory results. We compare also the $\alpha$-stable model of the water surface slopes with the Gram-Charlier development and the non-Gaussian model of Liu et al\cite{Liu}. Discussions and conclusions are conducted on the basis of the data fit results and the model analysis comparison.Comment: final version of the manuscript: 25 page

Expansion of a compressible gas in vacuum

Tai-Ping Liu \cite{Liu\_JJ} introduced the notion of "physical solution' of the isentropic Euler system when the gas is surrounded by vacuum. This notion can be interpreted by saying that the front is driven by a force resulting from a H\"older singularity of the sound speed. We address the question of when this acceleration appears or when the front just move at constant velocity. We know from \cite{Gra,SerAIF} that smooth isentropic flows with a non-accelerated front exist globally in time, for suitable initial data. In even space dimension, these solutions may persist for all $t\in\R$ ; we say that they are {\em eternal}. We derive a sufficient condition in terms of the initial data, under which the boundary singularity must appear. As a consequence, we show that, in contrast to the even-dimensional case, eternal flows with a non-accelerated front don't exist in odd space dimension. In one space dimension, we give a refined definition of physical solutions. We show that for a shock-free flow, their asymptotics as both ends $t\rightarrow\pm\infty$ are intimately related to each other

A disk in the Galactic Center in the past ?

We raise the question whether in the past a disk could have existed in our Galactic Center which has disappeared now. Our model for the interaction of a cool disk and a hot corona above (Liu et al. 2004) allows to estimate an upper limit for the mass that might have been present in a putative accretion disk after a last star forming event, but would now have evaporated by coronal action.Comment: 2 pages, Contribution to Conference Proc. "Growing Black Holes", Garching, 2004, Eds. A. Merloni, S. Nayakshin, R. Sunyaev, Springer series "ESO Astrophysics Symposia", in prin

Skew NN-Derivations on Semiprime Rings

For a ring $R$ with an automorphism $\sigma$, an $n$-additive mapping $\Delta:R\times R\times... \times R \rightarrow R$ is called a skew $n$-derivation with respect to $\sigma$ if it is always a $\sigma$-derivation of $R$ for each argument. Namely, it is always a $\sigma$-derivation of $R$ for the argument being left once $n-1$ arguments are fixed by $n-1$ elements in $R$. In this short note, starting from Bre\v{s}ar Theorems, we prove that a skew $n$-derivation ($n\geq 3$) on a semiprime ring $R$ must map into the center of $R$.Comment: 8 page