AIM:Population-based assessment of noncardiac chest pain (NCCP) is lacking. The aim of this study was to evaluate the prevalence, psychosocial factors and health seeking behaviour of NCCP in southern Chinese.METHODS:A...AIM:Population-based assessment of noncardiac chest pain (NCCP) is lacking. The aim of this study was to evaluate the prevalence, psychosocial factors and health seeking behaviour of NCCP in southern Chinese.METHODS:A total of 2 209 ethnic Hong Kong Chinese households were recruited to participate in a telephone survey to study the epidemiology of NCCP using the Rose angina questionnaire, a validated gastroesophageal reflux disease (GERD) questionnaire and the hospital anxiety-depression scale. NCCP was defined as non-exertional chest pain according to the Rose angina questionnaire and had not been diagnosed as ischaemic heart diseases by a physician.RESULTS: Chest pain over the past year was present in 454 subjects (20.6%, 95% CI 19-22), while NCCP was present in 307 subjects (13.9%, 95% CI 13-15). GERD was present in 51% of subjects with NCCP and 34% had consulted a physician for chest pain. Subjects with NCCP had a significantly higher anxiety (P<0.001) and depression score (P=0.007), and required more days off (P=0.021) than subjects with no chest pain. By multiple logistic regression analysis, female gender (OR 1.9, 95% CI 1.1-3.2), presence of GERD (OR 2.8, 95% CI 1.6-4.8), and social life being affected by NCCP (OR 6.9, 95% CI 3.3-15.9) were independent factors associated with health seeking behaviour in southern Chinese with NCCP.CONCLUSION: NCCP is a common problem in southern Chinese and associated with anxiety and depression. Female gender, GERD and social life affected by chest pain were associated with health care utilization in subjects with NCCP.展开更多
To tackle multi collinearity or ill-conditioned design matrices in linear models, adaptive biased estimators such as the time-honored Stein estimator, the ridge and the principal component estimators have been studied...To tackle multi collinearity or ill-conditioned design matrices in linear models, adaptive biased estimators such as the time-honored Stein estimator, the ridge and the principal component estimators have been studied intensively. To study when a biased estimator uniformly outperforms the least squares estimator, some sufficient conditions are proposed in the literature. In this paper, we propose a unified framework to formulate a class of adaptive biased estimators. This class includes all existing biased estimators and some new ones. A sufficient condition for outperforming the least squares estimator is proposed. In terms of selecting parameters in the condition, we can obtain all double-type conditions in the literature.展开更多
In this paper we first consider a risk process in which claim inter-arrival times and the time until the first claim have an Erlang (2) distribution. An explicit solution is derived for the probability of ultimate rui...In this paper we first consider a risk process in which claim inter-arrival times and the time until the first claim have an Erlang (2) distribution. An explicit solution is derived for the probability of ultimate ruin, given an initial reserve of u when the claim size follows a Pareto distribution. Follow Ramsay[8], Laplace transforms and exponential integrals are used to derive the solution, which involves a single integral of real valued functions along the positive real line, and the integrand is not of an oscillating kind. Then we show that the ultimate ruin probability can be expressed as the sum of expected values of functions of two different Gamma random variables. Finally, the results are extended to the Erlang(n) case. Numerical examples are given to illustrate the main results.展开更多
The relationship between the linear errors-in-variables model and the corresponding ordinary linear model in statistical inference is studied. It is shown that normality of the distribution of covariate is a necessary...The relationship between the linear errors-in-variables model and the corresponding ordinary linear model in statistical inference is studied. It is shown that normality of the distribution of covariate is a necessary and sufficient condition for the equivalence. Therefore, testing for lack-of-fit in linear errors-in-variables model can be converted into testing for it in the corresponding ordinary linear model under normality assumption. A test of score type is constructed and the limiting chi-squared distribution is derived under the null hypothesis. Furthermore, we discuss the power of the test and the choice of the weight function involved in the test statistic.展开更多
Using the GARCH model to describe the risky asset's return process so thatits time-varying moments and conditional heteroskedasticity can be properly reflected,general multiperiod optimal investment and consumptio...Using the GARCH model to describe the risky asset's return process so thatits time-varying moments and conditional heteroskedasticity can be properly reflected,general multiperiod optimal investment and consumption problems with both fixed andproportional transactions costs are investigated in this paper. We model this kind ofdifficult problems as a dynamic stochastic optimization problem, which can cope withdifferent utility functions and any number of time periods. The procedure to solve theresulting complex nonlinear stochastic optimization problem is discussed in detail and abranch-decomposition algorithm is devised.展开更多
Geometric process (GP) was introduced by Lam<SUP>[4,5]</SUP>, it is defined as a stochastic process {X <SUB>n </SUB>, n = 1, 2, · · ·} for which there exists a real number a 】 0...Geometric process (GP) was introduced by Lam<SUP>[4,5]</SUP>, it is defined as a stochastic process {X <SUB>n </SUB>, n = 1, 2, · · ·} for which there exists a real number a 】 0, such that {a <SUP>n−1</SUP> X <SUB>n </SUB>, n = 1, 2, · · ·} forms a renewal process (RP). In this paper, we study some limit theorems in GP. We first derive the Wald equation for GP and then obtain the limit theorems of the age, residual life and the total life at t for a GP. A general limit theorem for S <SUB>n </SUB>with a 】 1 is also studied. Furthermore, we make a comparison between GP and RP, including the comparison of their limit distributions of the age, residual life and the total life at t.展开更多
基金Supported by the Competitive Earmarked Research Grant HKU 7487/03M of the Hong Kong Research Grant Council,the Simon K.Y.Lee Gastroenterology Fund of the University of Hong Kong and the Hong Kong Society of Gastroenterology
文摘AIM:Population-based assessment of noncardiac chest pain (NCCP) is lacking. The aim of this study was to evaluate the prevalence, psychosocial factors and health seeking behaviour of NCCP in southern Chinese.METHODS:A total of 2 209 ethnic Hong Kong Chinese households were recruited to participate in a telephone survey to study the epidemiology of NCCP using the Rose angina questionnaire, a validated gastroesophageal reflux disease (GERD) questionnaire and the hospital anxiety-depression scale. NCCP was defined as non-exertional chest pain according to the Rose angina questionnaire and had not been diagnosed as ischaemic heart diseases by a physician.RESULTS: Chest pain over the past year was present in 454 subjects (20.6%, 95% CI 19-22), while NCCP was present in 307 subjects (13.9%, 95% CI 13-15). GERD was present in 51% of subjects with NCCP and 34% had consulted a physician for chest pain. Subjects with NCCP had a significantly higher anxiety (P<0.001) and depression score (P=0.007), and required more days off (P=0.021) than subjects with no chest pain. By multiple logistic regression analysis, female gender (OR 1.9, 95% CI 1.1-3.2), presence of GERD (OR 2.8, 95% CI 1.6-4.8), and social life being affected by NCCP (OR 6.9, 95% CI 3.3-15.9) were independent factors associated with health seeking behaviour in southern Chinese with NCCP.CONCLUSION: NCCP is a common problem in southern Chinese and associated with anxiety and depression. Female gender, GERD and social life affected by chest pain were associated with health care utilization in subjects with NCCP.
基金Supported by a grant from The Research Grants Council of Hong Kong HKU7181/02H.The authors wishes to thank the referees for the constructive comments
文摘To tackle multi collinearity or ill-conditioned design matrices in linear models, adaptive biased estimators such as the time-honored Stein estimator, the ridge and the principal component estimators have been studied intensively. To study when a biased estimator uniformly outperforms the least squares estimator, some sufficient conditions are proposed in the literature. In this paper, we propose a unified framework to formulate a class of adaptive biased estimators. This class includes all existing biased estimators and some new ones. A sufficient condition for outperforming the least squares estimator is proposed. In terms of selecting parameters in the condition, we can obtain all double-type conditions in the literature.
基金Supported by Postdoctoral Scientific Foundation of China,a CRGC grant from the University of Hong Kong and a grant from the Research Grants Council of the Hong Kong Special Administrative Region,China (Project No.HKU 7139/01H).
文摘In this paper we first consider a risk process in which claim inter-arrival times and the time until the first claim have an Erlang (2) distribution. An explicit solution is derived for the probability of ultimate ruin, given an initial reserve of u when the claim size follows a Pareto distribution. Follow Ramsay[8], Laplace transforms and exponential integrals are used to derive the solution, which involves a single integral of real valued functions along the positive real line, and the integrand is not of an oscillating kind. Then we show that the ultimate ruin probability can be expressed as the sum of expected values of functions of two different Gamma random variables. Finally, the results are extended to the Erlang(n) case. Numerical examples are given to illustrate the main results.
文摘The relationship between the linear errors-in-variables model and the corresponding ordinary linear model in statistical inference is studied. It is shown that normality of the distribution of covariate is a necessary and sufficient condition for the equivalence. Therefore, testing for lack-of-fit in linear errors-in-variables model can be converted into testing for it in the corresponding ordinary linear model under normality assumption. A test of score type is constructed and the limiting chi-squared distribution is derived under the null hypothesis. Furthermore, we discuss the power of the test and the choice of the weight function involved in the test statistic.
基金This research is partially supported by the Natural Science Foundation of Shaanxi Province,China(2001SL09)
文摘Using the GARCH model to describe the risky asset's return process so thatits time-varying moments and conditional heteroskedasticity can be properly reflected,general multiperiod optimal investment and consumption problems with both fixed andproportional transactions costs are investigated in this paper. We model this kind ofdifficult problems as a dynamic stochastic optimization problem, which can cope withdifferent utility functions and any number of time periods. The procedure to solve theresulting complex nonlinear stochastic optimization problem is discussed in detail and abranch-decomposition algorithm is devised.
基金the Department of Statistics of the Chinese University of Hong Kong.
文摘Geometric process (GP) was introduced by Lam<SUP>[4,5]</SUP>, it is defined as a stochastic process {X <SUB>n </SUB>, n = 1, 2, · · ·} for which there exists a real number a 】 0, such that {a <SUP>n−1</SUP> X <SUB>n </SUB>, n = 1, 2, · · ·} forms a renewal process (RP). In this paper, we study some limit theorems in GP. We first derive the Wald equation for GP and then obtain the limit theorems of the age, residual life and the total life at t for a GP. A general limit theorem for S <SUB>n </SUB>with a 】 1 is also studied. Furthermore, we make a comparison between GP and RP, including the comparison of their limit distributions of the age, residual life and the total life at t.
