An ANOVA approach for statistical comparisons of brain networks.
Fraiman, Daniel; Fraiman, Ricardo
2018-03-16
The study of brain networks has developed extensively over the last couple of decades. By contrast, techniques for the statistical analysis of these networks are less developed. In this paper, we focus on the statistical comparison of brain networks in a nonparametric framework and discuss the associated detection and identification problems. We tested network differences between groups with an analysis of variance (ANOVA) test we developed specifically for networks. We also propose and analyse the behaviour of a new statistical procedure designed to identify different subnetworks. As an example, we show the application of this tool in resting-state fMRI data obtained from the Human Connectome Project. We identify, among other variables, that the amount of sleep the days before the scan is a relevant variable that must be controlled. Finally, we discuss the potential bias in neuroimaging findings that is generated by some behavioural and brain structure variables. Our method can also be applied to other kind of networks such as protein interaction networks, gene networks or social networks.
Analysis of Variance: What Is Your Statistical Software Actually Doing?
Li, Jian; Lomax, Richard G.
2011-01-01
Users assume statistical software packages produce accurate results. In this article, the authors systematically examined Statistical Package for the Social Sciences (SPSS) and Statistical Analysis System (SAS) for 3 analysis of variance (ANOVA) designs, mixed-effects ANOVA, fixed-effects analysis of covariance (ANCOVA), and nested ANOVA. For each…
Analysis of Variance in Statistical Image Processing
Kurz, Ludwik; Hafed Benteftifa, M.
1997-04-01
A key problem in practical image processing is the detection of specific features in a noisy image. Analysis of variance (ANOVA) techniques can be very effective in such situations, and this book gives a detailed account of the use of ANOVA in statistical image processing. The book begins by describing the statistical representation of images in the various ANOVA models. The authors present a number of computationally efficient algorithms and techniques to deal with such problems as line, edge, and object detection, as well as image restoration and enhancement. By describing the basic principles of these techniques, and showing their use in specific situations, the book will facilitate the design of new algorithms for particular applications. It will be of great interest to graduate students and engineers in the field of image processing and pattern recognition.
International Nuclear Information System (INIS)
Morales P, J.R.; Avila P, P.
1996-01-01
If we have consider the maximum permissible levels showed for the case of oysters, it results forbidding to collect oysters at the four stations of the El Chijol Channel ( Veracruz, Mexico), as well as along the channel itself, because the metal concentrations studied exceed these limits. In this case the application of Welch tests were not necessary. For the water hyacinth the means of the treatments were unequal in Fe, Cu, Ni, and Zn. This case is more illustrative, for the conclusion has been reached through the application of the Welch tests to treatments with heterogeneous variances. (Author)
Constrained statistical inference: sample-size tables for ANOVA and regression
Directory of Open Access Journals (Sweden)
Leonard eVanbrabant
2015-01-01
Full Text Available Researchers in the social and behavioral sciences often have clear expectations about the order/direction of the parameters in their statistical model. For example, a researcher might expect that regression coefficient beta1 is larger than beta2 and beta3. The corresponding hypothesis is H: beta1 > {beta2, beta3} and this is known as an (order constrained hypothesis. A major advantage of testing such a hypothesis is that power can be gained and inherently a smaller sample size is needed. This article discusses this gain in sample size reduction, when an increasing number of constraints is included into the hypothesis. The main goal is to present sample-size tables for constrained hypotheses. A sample-size table contains the necessary sample-size at a prespecified power (say, 0.80 for an increasing number of constraints. To obtain sample-size tables, two Monte Carlo simulations were performed, one for ANOVA and one for multiple regression. Three results are salient. First, in an ANOVA the needed sample-size decreases with 30% to 50% when complete ordering of the parameters is taken into account. Second, small deviations from the imposed order have only a minor impact on the power. Third, at the maximum number of constraints, the linear regression results are comparable with the ANOVA results. However, in the case of fewer constraints, ordering the parameters (e.g., beta1 > beta2 results in a higher power than assigning a positive or a negative sign to the parameters (e.g., beta1 > 0.
Investigation of flood pattern using ANOVA statistic and remote sensing in Malaysia
International Nuclear Information System (INIS)
Ya'acob, Norsuzila; Ismail, Nor Syazwani; Mustafa, Norfazira; Yusof, Azita Laily
2014-01-01
Flood is an overflow or inundation that comes from river or other body of water and causes or threatens damages. In Malaysia, there are no formal categorization of flood but often broadly categorized as monsoonal, flash or tidal floods. This project will be focus on flood causes by monsoon. For the last few years, the number of extreme flood was occurred and brings great economic impact. The extreme weather pattern is the main sector contributes for this phenomenon. In 2010, several districts in the states of Kedah neighbour-hoods state have been hit by floods and it is caused by tremendous weather pattern. During this tragedy, the ratio of the rainfalls volume was not fixed for every region, and the flood happened when the amount of water increase rapidly and start to overflow. This is the main objective why this project has been carried out, and the analysis data has been done from August until October in 2010. The investigation was done to find the possibility correlation pattern parameters related to the flood. ANOVA statistic was used to calculate the percentage of parameters was involved and Regression and correlation calculate the strength of coefficient among parameters related to the flood while remote sensing image was used for validation between the calculation accuracy. According to the results, the prediction is successful as the coefficient of relation in flood event is 0.912 and proved by Terra-SAR image on 4th November 2010. The rates of change in weather pattern give the impact to the flood
DEFF Research Database (Denmark)
Shojaee Nasirabadi, Parizad; Conseil, Helene; Mohanty, Sankhya
2016-01-01
Electronic systems are exposed to harsh environmental conditions such as high humidity in many applications. Moisture transfer into electronic enclosures and condensation can cause several problems as material degradation and corrosion. Therefore, it is important to control the moisture content...... and the relative humidity inside electronic enclosures. In this work, moisture transfer into a typical polycarbonate electronic enclosure with a cylindrical shape opening is studied. The effects of four influential parameters namely, initial relative humidity inside the enclosure, radius and length of the opening...... and temperature are studied. A set of experiments are done based on a fractional factorial design in order to estimate the time constant for moisture transfer into the enclosure by fitting the experimental data to an analytical quasi-steady-state model. According to the statistical analysis, temperature...
Constrained statistical inference : sample-size tables for ANOVA and regression
Vanbrabant, Leonard; Van De Schoot, Rens; Rosseel, Yves
2015-01-01
Researchers in the social and behavioral sciences often have clear expectations about the order/direction of the parameters in their statistical model. For example, a researcher might expect that regression coefficient β1 is larger than β2 and β3. The corresponding hypothesis is H: β1 > {β2, β3} and
ANOVA and ANCOVA A GLM Approach
Rutherford, Andrew
2012-01-01
Provides an in-depth treatment of ANOVA and ANCOVA techniques from a linear model perspective ANOVA and ANCOVA: A GLM Approach provides a contemporary look at the general linear model (GLM) approach to the analysis of variance (ANOVA) of one- and two-factor psychological experiments. With its organized and comprehensive presentation, the book successfully guides readers through conventional statistical concepts and how to interpret them in GLM terms, treating the main single- and multi-factor designs as they relate to ANOVA and ANCOVA. The book begins with a brief history of the separate dev
Estimation of measurement variance in the context of environment statistics
Maiti, Pulakesh
2015-02-01
The object of environment statistics is for providing information on the environment, on its most important changes over time, across locations and identifying the main factors that influence them. Ultimately environment statistics would be required to produce higher quality statistical information. For this timely, reliable and comparable data are needed. Lack of proper and uniform definitions, unambiguous classifications pose serious problems to procure qualitative data. These cause measurement errors. We consider the problem of estimating measurement variance so that some measures may be adopted to improve upon the quality of data on environmental goods and services and on value statement in economic terms. The measurement technique considered here is that of employing personal interviewers and the sampling considered here is that of two-stage sampling.
ANOVA for the behavioral sciences researcher
Cardinal, Rudolf N
2013-01-01
This new book provides a theoretical and practical guide to analysis of variance (ANOVA) for those who have not had a formal course in this technique, but need to use this analysis as part of their research.From their experience in teaching this material and applying it to research problems, the authors have created a summary of the statistical theory underlying ANOVA, together with important issues, guidance, practical methods, references, and hints about using statistical software. These have been organized so that the student can learn the logic of the analytical techniques but also use the
Estimating Predictive Variance for Statistical Gas Distribution Modelling
International Nuclear Information System (INIS)
Lilienthal, Achim J.; Asadi, Sahar; Reggente, Matteo
2009-01-01
Recent publications in statistical gas distribution modelling have proposed algorithms that model mean and variance of a distribution. This paper argues that estimating the predictive concentration variance entails not only a gradual improvement but is rather a significant step to advance the field. This is, first, since the models much better fit the particular structure of gas distributions, which exhibit strong fluctuations with considerable spatial variations as a result of the intermittent character of gas dispersal. Second, because estimating the predictive variance allows to evaluate the model quality in terms of the data likelihood. This offers a solution to the problem of ground truth evaluation, which has always been a critical issue for gas distribution modelling. It also enables solid comparisons of different modelling approaches, and provides the means to learn meta parameters of the model, to determine when the model should be updated or re-initialised, or to suggest new measurement locations based on the current model. We also point out directions of related ongoing or potential future research work.
DEFF Research Database (Denmark)
Christensen, Ole Fredslund; Frydenberg, Morten; Jensen, Jens Ledet
2005-01-01
The large deviation modified likelihood ratio statistic is studied for testing a variance component equal to a specified value. Formulas are presented in the general balanced case, whereas in the unbalanced case only the one-way random effects model is studied. Simulation studies are presented......, showing that the normal approximation to the large deviation modified likelihood ratio statistic gives confidence intervals for variance components with coverage probabilities very close to the nominal confidence coefficient....
Analysis of Variance with Summary Statistics in Microsoft® Excel®
Larson, David A.; Hsu, Ko-Cheng
2010-01-01
Students regularly are asked to solve Single Factor Analysis of Variance problems given only the sample summary statistics (number of observations per category, category means, and corresponding category standard deviations). Most undergraduate students today use Excel for data analysis of this type. However, Excel, like all other statistical…
The problem of low variance voxels in statistical parametric mapping; a new hat avoids a 'haircut'.
Ridgway, Gerard R; Litvak, Vladimir; Flandin, Guillaume; Friston, Karl J; Penny, Will D
2012-02-01
Statistical parametric mapping (SPM) locates significant clusters based on a ratio of signal to noise (a 'contrast' of the parameters divided by its standard error) meaning that very low noise regions, for example outside the brain, can attain artefactually high statistical values. Similarly, the commonly applied preprocessing step of Gaussian spatial smoothing can shift the peak statistical significance away from the peak of the contrast and towards regions of lower variance. These problems have previously been identified in positron emission tomography (PET) (Reimold et al., 2006) and voxel-based morphometry (VBM) (Acosta-Cabronero et al., 2008), but can also appear in functional magnetic resonance imaging (fMRI) studies. Additionally, for source-reconstructed magneto- and electro-encephalography (M/EEG), the problems are particularly severe because sparsity-favouring priors constrain meaningfully large signal and variance to a small set of compactly supported regions within the brain. (Acosta-Cabronero et al., 2008) suggested adding noise to background voxels (the 'haircut'), effectively increasing their noise variance, but at the cost of contaminating neighbouring regions with the added noise once smoothed. Following theory and simulations, we propose to modify--directly and solely--the noise variance estimate, and investigate this solution on real imaging data from a range of modalities. Copyright © 2011 Elsevier Inc. All rights reserved.
International Nuclear Information System (INIS)
Vidal-Codina, F.; Nguyen, N.C.; Giles, M.B.; Peraire, J.
2015-01-01
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method
A default Bayesian hypothesis test for ANOVA designs
Wetzels, R.; Grasman, R.P.P.P.; Wagenmakers, E.J.
2012-01-01
This article presents a Bayesian hypothesis test for analysis of variance (ANOVA) designs. The test is an application of standard Bayesian methods for variable selection in regression models. We illustrate the effect of various g-priors on the ANOVA hypothesis test. The Bayesian test for ANOVA
Shinzato, Takashi
2016-12-01
The portfolio optimization problem in which the variances of the return rates of assets are not identical is analyzed in this paper using the methodology of statistical mechanical informatics, specifically, replica analysis. We defined two characteristic quantities of an optimal portfolio, namely, minimal investment risk and investment concentration, in order to solve the portfolio optimization problem and analytically determined their asymptotical behaviors using replica analysis. Numerical experiments were also performed, and a comparison between the results of our simulation and those obtained via replica analysis validated our proposed method.
Application of SPSS in ANOVA of biological statistics%SPSS方差分析在生物统计的应用
Institute of Scientific and Technical Information of China (English)
高忠江; 施树良; 李钰
2008-01-01
方差分析是生物统计中常采用的一种方法.如何使用统计分析软件进行方差分析来实现对研究结果的快速和科学的处理,获得正确的结论,是生物学研究中重要的一环.本文通过实例介绍了如何使用SPSS(Statistical Package for the Social Science or Statistic Products and Service Solution)数据分析工具进行方差分析的方法;实现了数据分析和处理的快捷、准确和直观;与Excel相比,SPSS的统计分析功能更为强大,既有利于提高数据处理效率,又降低了实验成本.
Farrell, Mary Beth
2018-06-01
This article is the second part of a continuing education series reviewing basic statistics that nuclear medicine and molecular imaging technologists should understand. In this article, the statistics for evaluating interpretation accuracy, significance, and variance are discussed. Throughout the article, actual statistics are pulled from the published literature. We begin by explaining 2 methods for quantifying interpretive accuracy: interreader and intrareader reliability. Agreement among readers can be expressed simply as a percentage. However, the Cohen κ-statistic is a more robust measure of agreement that accounts for chance. The higher the κ-statistic is, the higher is the agreement between readers. When 3 or more readers are being compared, the Fleiss κ-statistic is used. Significance testing determines whether the difference between 2 conditions or interventions is meaningful. Statistical significance is usually expressed using a number called a probability ( P ) value. Calculation of P value is beyond the scope of this review. However, knowing how to interpret P values is important for understanding the scientific literature. Generally, a P value of less than 0.05 is considered significant and indicates that the results of the experiment are due to more than just chance. Variance, standard deviation (SD), confidence interval, and standard error (SE) explain the dispersion of data around a mean of a sample drawn from a population. SD is commonly reported in the literature. A small SD indicates that there is not much variation in the sample data. Many biologic measurements fall into what is referred to as a normal distribution taking the shape of a bell curve. In a normal distribution, 68% of the data will fall within 1 SD, 95% will fall within 2 SDs, and 99.7% will fall within 3 SDs. Confidence interval defines the range of possible values within which the population parameter is likely to lie and gives an idea of the precision of the statistic being
De Hertogh, Benoît; De Meulder, Bertrand; Berger, Fabrice; Pierre, Michael; Bareke, Eric; Gaigneaux, Anthoula; Depiereux, Eric
2010-01-11
Recent reanalysis of spike-in datasets underscored the need for new and more accurate benchmark datasets for statistical microarray analysis. We present here a fresh method using biologically-relevant data to evaluate the performance of statistical methods. Our novel method ranks the probesets from a dataset composed of publicly-available biological microarray data and extracts subset matrices with precise information/noise ratios. Our method can be used to determine the capability of different methods to better estimate variance for a given number of replicates. The mean-variance and mean-fold change relationships of the matrices revealed a closer approximation of biological reality. Performance analysis refined the results from benchmarks published previously.We show that the Shrinkage t test (close to Limma) was the best of the methods tested, except when two replicates were examined, where the Regularized t test and the Window t test performed slightly better. The R scripts used for the analysis are available at http://urbm-cluster.urbm.fundp.ac.be/~bdemeulder/.
Sequential experimental design based generalised ANOVA
Energy Technology Data Exchange (ETDEWEB)
Chakraborty, Souvik, E-mail: csouvik41@gmail.com; Chowdhury, Rajib, E-mail: rajibfce@iitr.ac.in
2016-07-15
Over the last decade, surrogate modelling technique has gained wide popularity in the field of uncertainty quantification, optimization, model exploration and sensitivity analysis. This approach relies on experimental design to generate training points and regression/interpolation for generating the surrogate. In this work, it is argued that conventional experimental design may render a surrogate model inefficient. In order to address this issue, this paper presents a novel distribution adaptive sequential experimental design (DA-SED). The proposed DA-SED has been coupled with a variant of generalised analysis of variance (G-ANOVA), developed by representing the component function using the generalised polynomial chaos expansion. Moreover, generalised analytical expressions for calculating the first two statistical moments of the response, which are utilized in predicting the probability of failure, have also been developed. The proposed approach has been utilized in predicting probability of failure of three structural mechanics problems. It is observed that the proposed approach yields accurate and computationally efficient estimate of the failure probability.
Moddemeijer, R
In the case of two signals with independent pairs of observations (x(n),y(n)) a statistic to estimate the variance of the histogram based mutual information estimator has been derived earlier. We present such a statistic for dependent pairs. To derive this statistic it is necessary to avail of a
Yang, Yi; Tokita, Midori; Ishiguchi, Akira
2018-01-01
A number of studies revealed that our visual system can extract different types of summary statistics, such as the mean and variance, from sets of items. Although the extraction of such summary statistics has been studied well in isolation, the relationship between these statistics remains unclear. In this study, we explored this issue using an individual differences approach. Observers viewed illustrations of strawberries and lollypops varying in size or orientation and performed four tasks in a within-subject design, namely mean and variance discrimination tasks with size and orientation domains. We found that the performances in the mean and variance discrimination tasks were not correlated with each other and demonstrated that extractions of the mean and variance are mediated by different representation mechanisms. In addition, we tested the relationship between performances in size and orientation domains for each summary statistic (i.e. mean and variance) and examined whether each summary statistic has distinct processes across perceptual domains. The results illustrated that statistical summary representations of size and orientation may share a common mechanism for representing the mean and possibly for representing variance. Introspections for each observer performing the tasks were also examined and discussed.
Krumholz, Mark R.; Ting, Yuan-Sen
2018-04-01
The distributions of a galaxy's gas and stars in chemical space encode a tremendous amount of information about that galaxy's physical properties and assembly history. However, present methods for extracting information from chemical distributions are based either on coarse averages measured over galactic scales (e.g. metallicity gradients) or on searching for clusters in chemical space that can be identified with individual star clusters or gas clouds on ˜1 pc scales. These approaches discard most of the information, because in galaxies gas and young stars are observed to be distributed fractally, with correlations on all scales, and the same is likely to be true of metals. In this paper we introduce a first theoretical model, based on stochastically forced diffusion, capable of predicting the multiscale statistics of metal fields. We derive the variance, correlation function, and power spectrum of the metal distribution from first principles, and determine how these quantities depend on elements' astrophysical origin sites and on the large-scale properties of galaxies. Among other results, we explain for the first time why the typical abundance scatter observed in the interstellar media of nearby galaxies is ≈0.1 dex, and we predict that this scatter will be correlated on spatial scales of ˜0.5-1 kpc, and over time-scales of ˜100-300 Myr. We discuss the implications of our results for future chemical tagging studies.
Luh, Wei-Ming; Guo, Jiin-Huarng
2005-01-01
To deal with nonnormal and heterogeneous data for the one-way fixed effect analysis of variance model, the authors adopted a trimmed means method in conjunction with Hall's invertible transformation into a heteroscedastic test statistic (Alexander-Govern test or Welch test). The results of simulation experiments showed that the proposed technique…
Sangnawakij, Patarawan; Böhning, Dankmar; Adams, Stephen; Stanton, Michael; Holling, Heinz
2017-04-30
Statistical inference for analyzing the results from several independent studies on the same quantity of interest has been investigated frequently in recent decades. Typically, any meta-analytic inference requires that the quantity of interest is available from each study together with an estimate of its variability. The current work is motivated by a meta-analysis on comparing two treatments (thoracoscopic and open) of congenital lung malformations in young children. Quantities of interest include continuous end-points such as length of operation or number of chest tube days. As studies only report mean values (and no standard errors or confidence intervals), the question arises how meta-analytic inference can be developed. We suggest two methods to estimate study-specific variances in such a meta-analysis, where only sample means and sample sizes are available in the treatment arms. A general likelihood ratio test is derived for testing equality of variances in two groups. By means of simulation studies, the bias and estimated standard error of the overall mean difference from both methodologies are evaluated and compared with two existing approaches: complete study analysis only and partial variance information. The performance of the test is evaluated in terms of type I error. Additionally, we illustrate these methods in the meta-analysis on comparing thoracoscopic and open surgery for congenital lung malformations and in a meta-analysis on the change in renal function after kidney donation. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
WASP (Write a Scientific Paper) using Excel 9: Analysis of variance.
Grech, Victor
2018-06-01
Analysis of variance (ANOVA) may be required by researchers as an inferential statistical test when more than two means require comparison. This paper explains how to perform ANOVA in Microsoft Excel. Copyright © 2018 Elsevier B.V. All rights reserved.
Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
Arias-Castro, Ery; Candès, Emmanuel J.; Plan, Yaniv
2011-01-01
Testing for the significance of a subset of regression coefficients in a linear model, a staple of statistical analysis, goes back at least to the work of Fisher who introduced the analysis of variance (ANOVA). We study this problem under the assumption that the coefficient vector is sparse, a common situation in modern high-dimensional settings. Suppose we have $p$ covariates and that under the alternative, the response only depends upon the order of $p^{1-\\alpha}$ of those, $0\\le\\alpha\\le1$...
Aziz, Kamran M A
2013-09-01
Ramadan fasting is an obligatory duty for Muslims. Unique physiologic and metabolic changes occur during fasting which requires adjustments of diabetes medications. Although challenging, successful fasting can be accomplished if pre-Ramadan extensive education is provided to the patients. Current research was conducted to study effective Ramadan fasting with different OHAs/insulins without significant risk of hypoglycemia in terms of HbA1c reductions after Ramadan. ANOVA model was used to assess HbA1c levels among different education statuses. Serum creatinine was used to measure renal functions. Pre-Ramadan diabetes education with alteration of therapy and dosage adjustments for OHAs/insulin was done. Regression models for HbA1c before Ramadan with FBS before sunset were also synthesized as a tool to prevent hypoglycemia and successful Ramadan fasting in future. Out of 1046 patients, 998 patients fasted successfully without any episodes of hypoglycemia. 48 patients (4.58%) experienced hypoglycemia. Χ(2) Test for CRD/CKD with hypoglycemia was also significant (p-value Ramadan diabetes management. Some relevant patents are also outlined in this paper.
The Importance of Variance in Statistical Analysis: Don't Throw Out the Baby with the Bathwater.
Peet, Martha W.
This paper analyzes what happens to the effect size of a given dataset when the variance is removed by categorization for the purpose of applying "OVA" methods (analysis of variance, analysis of covariance). The dataset is from a classic study by Holzinger and Swinefors (1939) in which more than 20 ability test were administered to 301…
Drescher, Jack
2010-04-01
The American Psychiatric Association (APA) is in the process of revising its Diagnostic and Statistical Manual (DSM), with the DSM-V having an anticipated publication date of 2012. As part of that ongoing process, in May 2008, APA announced its appointment of the Work Group on Sexual and Gender Identity Disorders (WGSGID). The announcement generated a flurry of concerned and anxious responses in the lesbian, gay, bisexual, and transgender (LGBT) community, mostly focused on the status of the diagnostic categories of Gender Identity Disorder (GID) (for both children and adolescents and adults). Activists argued, as in the case of homosexuality in the 1970s, that it is wrong to label expressions of gender variance as symptoms of a mental disorder and that perpetuating DSM-IV-TR's GID diagnoses in the DSM-V would further stigmatize and cause harm to transgender individuals. Other advocates in the trans community expressed concern that deleting GID would lead to denying medical and surgical care for transgender adults. This review explores how criticisms of the existing GID diagnoses parallel and contrast with earlier historical events that led APA to remove homosexuality from the DSM in 1973. It begins with a brief introduction to binary formulations that lead not only to linkages of sexual orientation and gender identity, but also to scientific and clinical etiological theories that implicitly moralize about matters of sexuality and gender. Next is a review of the history of how homosexuality came to be removed from the DSM-II in 1973 and how, not long thereafter, the GID diagnoses found their way into DSM-III in 1980. Similarities and differences in the relationships of homosexuality and gender identity to psychiatric and medical thinking are elucidated. Following a discussion of these issues, the author recommends changes in the DSM-V and some internal and public actions that the American Psychiatric Association should take.
Permutation Tests for Stochastic Ordering and ANOVA
Basso, Dario; Salmaso, Luigi; Solari, Aldo
2009-01-01
Permutation testing for multivariate stochastic ordering and ANOVA designs is a fundamental issue in many scientific fields such as medicine, biology, pharmaceutical studies, engineering, economics, psychology, and social sciences. This book presents advanced methods and related R codes to perform complex multivariate analyses
International Nuclear Information System (INIS)
Gama, A.J.A.; Menezes, R.R.; Neves, G.A.; Brito, A.L.F. de
2015-01-01
Currently over 80% of industrialized bentonite clay produced in Brazil in sodium form for use in various industrial applications come from the deposits in Boa Vista - PB. Recently they were discovered new bentonite deposits situated in the municipalities of Cubati - PB, Drawn Stone - PB, Sossego - PB, and last in olive groves - PB, requiring systematic studies to develop all its industrial potential. Therefore, this study aimed to evaluate chemical characterization several deposits of smectite clays from various regions of the state of Paraíba through the analysis of statistical variance. Chemical analysis form determined by fluorescence x-ray (EDX). Then analyzes were carried out of variance statistics and Tukey test using the statistical soft MINITAB® 17.0. The results showed that the chemical composition of bentonite clay of new deposits showed different amounts of silica, aluminum, magnesium and calcium in relation clays in Boa Vista, and clays imported. (author)
Energy Technology Data Exchange (ETDEWEB)
Shrivastava, Manish [Pacific Northwest National Laboratory, Richland Washington USA; Zhao, Chun [Pacific Northwest National Laboratory, Richland Washington USA; Easter, Richard C. [Pacific Northwest National Laboratory, Richland Washington USA; Qian, Yun [Pacific Northwest National Laboratory, Richland Washington USA; Zelenyuk, Alla [Pacific Northwest National Laboratory, Richland Washington USA; Fast, Jerome D. [Pacific Northwest National Laboratory, Richland Washington USA; Liu, Ying [Pacific Northwest National Laboratory, Richland Washington USA; Zhang, Qi [Department of Environmental Toxicology, University of California Davis, California USA; Guenther, Alex [Department of Earth System Science, University of California, Irvine California USA
2016-04-08
We investigate the sensitivity of secondary organic aerosol (SOA) loadings simulated by a regional chemical transport model to 7 selected tunable model parameters: 4 involving emissions of anthropogenic and biogenic volatile organic compounds, anthropogenic semi-volatile and intermediate volatility organics (SIVOCs), and NOx, 2 involving dry deposition of SOA precursor gases, and one involving particle-phase transformation of SOA to low volatility. We adopt a quasi-Monte Carlo sampling approach to effectively sample the high-dimensional parameter space, and perform a 250 member ensemble of simulations using a regional model, accounting for some of the latest advances in SOA treatments based on our recent work. We then conduct a variance-based sensitivity analysis using the generalized linear model method to study the responses of simulated SOA loadings to the tunable parameters. Analysis of SOA variance from all 250 simulations shows that the volatility transformation parameter, which controls whether particle-phase transformation of SOA from semi-volatile SOA to non-volatile is on or off, is the dominant contributor to variance of simulated surface-level daytime SOA (65% domain average contribution). We also split the simulations into 2 subsets of 125 each, depending on whether the volatility transformation is turned on/off. For each subset, the SOA variances are dominated by the parameters involving biogenic VOC and anthropogenic SIVOC emissions. Furthermore, biogenic VOC emissions have a larger contribution to SOA variance when the SOA transformation to non-volatile is on, while anthropogenic SIVOC emissions have a larger contribution when the transformation is off. NOx contributes less than 4.3% to SOA variance, and this low contribution is mainly attributed to dominance of intermediate to high NOx conditions throughout the simulated domain. The two parameters related to dry deposition of SOA precursor gases also have very low contributions to SOA variance
Application of one-way ANOVA in completely randomized experiments
Wahid, Zaharah; Izwan Latiff, Ahmad; Ahmad, Kartini
2017-12-01
This paper describes an application of a statistical technique one-way ANOVA in completely randomized experiments with three replicates. This technique was employed to a single factor with four levels and multiple observations at each level. The aim of this study is to investigate the relationship between chemical oxygen demand index and location on-sites. Two different approaches are employed for the analyses; critical value and p-value. It also presents key assumptions of the technique to be satisfied by the data in order to obtain valid results. Pairwise comparisons by Turkey method are also considered and discussed to determine where the significant differences among the means is after the ANOVA has been performed. The results revealed that there are statistically significant relationship exist between the chemical oxygen demand index and the location on-sites.
Parolini, Giuditta
2015-01-01
During the twentieth century statistical methods have transformed research in the experimental and social sciences. Qualitative evidence has largely been replaced by quantitative results and the tools of statistical inference have helped foster a new ideal of objectivity in scientific knowledge. The paper will investigate this transformation by considering the genesis of analysis of variance and experimental design, statistical methods nowadays taught in every elementary course of statistics for the experimental and social sciences. These methods were developed by the mathematician and geneticist R. A. Fisher during the 1920s, while he was working at Rothamsted Experimental Station, where agricultural research was in turn reshaped by Fisher's methods. Analysis of variance and experimental design required new practices and instruments in field and laboratory research, and imposed a redistribution of expertise among statisticians, experimental scientists and the farm staff. On the other hand the use of statistical methods in agricultural science called for a systematization of information management and made computing an activity integral to the experimental research done at Rothamsted, permanently integrating the statisticians' tools and expertise into the station research programme. Fisher's statistical methods did not remain confined within agricultural research and by the end of the 1950s they had come to stay in psychology, sociology, education, chemistry, medicine, engineering, economics, quality control, just to mention a few of the disciplines which adopted them.
De-trending of wind speed variance based on first-order and second-order statistical moments only
DEFF Research Database (Denmark)
Larsen, Gunner Chr.; Hansen, Kurt Schaldemose
2014-01-01
The lack of efficient methods for de-trending of wind speed resource data may lead to erroneous wind turbine fatigue and ultimate load predictions. The present paper presents two models, which quantify the effect of an assumed linear trend on wind speed standard deviations as based on available...... statistical data only. The first model is a pure time series analysis approach, which quantifies the effect of non-stationary characteristics of ensemble mean wind speeds on the estimated wind speed standard deviations as based on mean wind speed statistics only. This model is applicable to statistics...... of arbitrary types of time series. The second model uses the full set of information and includes thus additionally observed wind speed standard deviations to estimate the effect of ensemble mean non-stationarities on wind speed standard deviations. This model takes advantage of a simple physical relationship...
Derkach, Andriy; Chiang, Theodore; Gong, Jiafen; Addis, Laura; Dobbins, Sara; Tomlinson, Ian; Houlston, Richard; Pal, Deb K; Strug, Lisa J
2014-08-01
Sufficiently powered case-control studies with next-generation sequence (NGS) data remain prohibitively expensive for many investigators. If feasible, a more efficient strategy would be to include publicly available sequenced controls. However, these studies can be confounded by differences in sequencing platform; alignment, single nucleotide polymorphism and variant calling algorithms; read depth; and selection thresholds. Assuming one can match cases and controls on the basis of ethnicity and other potential confounding factors, and one has access to the aligned reads in both groups, we investigate the effect of systematic differences in read depth and selection threshold when comparing allele frequencies between cases and controls. We propose a novel likelihood-based method, the robust variance score (RVS), that substitutes genotype calls by their expected values given observed sequence data. We show theoretically that the RVS eliminates read depth bias in the estimation of minor allele frequency. We also demonstrate that, using simulated and real NGS data, the RVS method controls Type I error and has comparable power to the 'gold standard' analysis with the true underlying genotypes for both common and rare variants. An RVS R script and instructions can be found at strug.research.sickkids.ca, and at https://github.com/strug-lab/RVS. lisa.strug@utoronto.ca Supplementary data are available at Bioinformatics online. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.
Austin, Peter C; Steyerberg, Ewout W
2012-06-20
When outcomes are binary, the c-statistic (equivalent to the area under the Receiver Operating Characteristic curve) is a standard measure of the predictive accuracy of a logistic regression model. An analytical expression was derived under the assumption that a continuous explanatory variable follows a normal distribution in those with and without the condition. We then conducted an extensive set of Monte Carlo simulations to examine whether the expressions derived under the assumption of binormality allowed for accurate prediction of the empirical c-statistic when the explanatory variable followed a normal distribution in the combined sample of those with and without the condition. We also examine the accuracy of the predicted c-statistic when the explanatory variable followed a gamma, log-normal or uniform distribution in combined sample of those with and without the condition. Under the assumption of binormality with equality of variances, the c-statistic follows a standard normal cumulative distribution function with dependence on the product of the standard deviation of the normal components (reflecting more heterogeneity) and the log-odds ratio (reflecting larger effects). Under the assumption of binormality with unequal variances, the c-statistic follows a standard normal cumulative distribution function with dependence on the standardized difference of the explanatory variable in those with and without the condition. In our Monte Carlo simulations, we found that these expressions allowed for reasonably accurate prediction of the empirical c-statistic when the distribution of the explanatory variable was normal, gamma, log-normal, and uniform in the entire sample of those with and without the condition. The discriminative ability of a continuous explanatory variable cannot be judged by its odds ratio alone, but always needs to be considered in relation to the heterogeneity of the population.
Savalei, Victoria
2018-01-01
A new type of nonnormality correction to the RMSEA has recently been developed, which has several advantages over existing corrections. In particular, the new correction adjusts the sample estimate of the RMSEA for the inflation due to nonnormality, while leaving its population value unchanged, so that established cutoff criteria can still be used to judge the degree of approximate fit. A confidence interval (CI) for the new robust RMSEA based on the mean-corrected ("Satorra-Bentler") test statistic has also been proposed. Follow up work has provided the same type of nonnormality correction for the CFI (Brosseau-Liard & Savalei, 2014). These developments have recently been implemented in lavaan. This note has three goals: a) to show how to compute the new robust RMSEA and CFI from the mean-and-variance corrected test statistic; b) to offer a new CI for the robust RMSEA based on the mean-and-variance corrected test statistic; and c) to caution that the logic of the new nonnormality corrections to RMSEA and CFI is most appropriate for the maximum likelihood (ML) estimator, and cannot easily be generalized to the most commonly used categorical data estimators.
Wedemeyer, Gary A.; Nelson, Nancy C.
1975-01-01
Gaussian and nonparametric (percentile estimate and tolerance interval) statistical methods were used to estimate normal ranges for blood chemistry (bicarbonate, bilirubin, calcium, hematocrit, hemoglobin, magnesium, mean cell hemoglobin concentration, osmolality, inorganic phosphorus, and pH for juvenile rainbow (Salmo gairdneri, Shasta strain) trout held under defined environmental conditions. The percentile estimate and Gaussian methods gave similar normal ranges, whereas the tolerance interval method gave consistently wider ranges for all blood variables except hemoglobin. If the underlying frequency distribution is unknown, the percentile estimate procedure would be the method of choice.
ANOVA-principal component analysis and ANOVA-simultaneous component analysis: a comparison.
Zwanenburg, G.; Hoefsloot, H.C.J.; Westerhuis, J.A.; Jansen, J.J.; Smilde, A.K.
2011-01-01
ANOVA-simultaneous component analysis (ASCA) is a recently developed tool to analyze multivariate data. In this paper, we enhance the explorative capability of ASCA by introducing a projection of the observations on the principal component subspace to visualize the variation among the measurements.
Reinforcing Sampling Distributions through a Randomization-Based Activity for Introducing ANOVA
Taylor, Laura; Doehler, Kirsten
2015-01-01
This paper examines the use of a randomization-based activity to introduce the ANOVA F-test to students. The two main goals of this activity are to successfully teach students to comprehend ANOVA F-tests and to increase student comprehension of sampling distributions. Four sections of students in an advanced introductory statistics course…
Levine's guide to SPSS for analysis of variance
Braver, Sanford L; Page, Melanie
2003-01-01
A greatly expanded and heavily revised second edition, this popular guide provides instructions and clear examples for running analyses of variance (ANOVA) and several other related statistical tests of significance with SPSS. No other guide offers the program statements required for the more advanced tests in analysis of variance. All of the programs in the book can be run using any version of SPSS, including versions 11 and 11.5. A table at the end of the preface indicates where each type of analysis (e.g., simple comparisons) can be found for each type of design (e.g., mixed two-factor desi
Default Bayes factors for ANOVA designs
Rouder, Jeffrey N.; Morey, Richard D.; Speckman, Paul L.; Province, Jordan M.
2012-01-01
Bayes factors have been advocated as superior to p-values for assessing statistical evidence in data. Despite the advantages of Bayes factors and the drawbacks of p-values, inference by p-values is still nearly ubiquitous. One impediment to the adoption of Bayes factors is a lack of practical
Behnabian, Behzad; Mashhadi Hossainali, Masoud; Malekzadeh, Ahad
2018-02-01
The cross-validation technique is a popular method to assess and improve the quality of prediction by least squares collocation (LSC). We present a formula for direct estimation of the vector of cross-validation errors (CVEs) in LSC which is much faster than element-wise CVE computation. We show that a quadratic form of CVEs follows Chi-squared distribution. Furthermore, a posteriori noise variance factor is derived by the quadratic form of CVEs. In order to detect blunders in the observations, estimated standardized CVE is proposed as the test statistic which can be applied when noise variances are known or unknown. We use LSC together with the methods proposed in this research for interpolation of crustal subsidence in the northern coast of the Gulf of Mexico. The results show that after detection and removing outliers, the root mean square (RMS) of CVEs and estimated noise standard deviation are reduced about 51 and 59%, respectively. In addition, RMS of LSC prediction error at data points and RMS of estimated noise of observations are decreased by 39 and 67%, respectively. However, RMS of LSC prediction error on a regular grid of interpolation points covering the area is only reduced about 4% which is a consequence of sparse distribution of data points for this case study. The influence of gross errors on LSC prediction results is also investigated by lower cutoff CVEs. It is indicated that after elimination of outliers, RMS of this type of errors is also reduced by 19.5% for a 5 km radius of vicinity. We propose a method using standardized CVEs for classification of dataset into three groups with presumed different noise variances. The noise variance components for each of the groups are estimated using restricted maximum-likelihood method via Fisher scoring technique. Finally, LSC assessment measures were computed for the estimated heterogeneous noise variance model and compared with those of the homogeneous model. The advantage of the proposed method is the
Batch variation between branchial cell cultures: An analysis of variance
DEFF Research Database (Denmark)
Hansen, Heinz Johs. Max; Grosell, M.; Kristensen, L.
2003-01-01
We present in detail how a statistical analysis of variance (ANOVA) is used to sort out the effect of an unexpected batch-to-batch variation between cell cultures. Two separate cultures of rainbow trout branchial cells were grown on permeable filtersupports ("inserts"). They were supposed...... and introducing the observed difference between batches as one of the factors in an expanded three-dimensional ANOVA, we were able to overcome an otherwisecrucial lack of sufficiently reproducible duplicate values. We could thereby show that the effect of changing the apical medium was much more marked when...... the radioactive lipid precursors were added on the apical, rather than on the basolateral, side. Theinsert cell cultures were obviously polarized. We argue that it is not reasonable to reject troublesome experimental results, when we do not know a priori that something went wrong. The ANOVA is a very useful...
Cautionary Note on Reporting Eta-Squared Values from Multifactor ANOVA Designs
Pierce, Charles A.; Block, Richard A.; Aguinis, Herman
2004-01-01
The authors provide a cautionary note on reporting accurate eta-squared values from multifactor analysis of variance (ANOVA) designs. They reinforce the distinction between classical and partial eta-squared as measures of strength of association. They provide examples from articles published in premier psychology journals in which the authors…
Use of "t"-Test and ANOVA in Career-Technical Education Research
Rojewski, Jay W.; Lee, In Heok; Gemici, Sinan
2012-01-01
Use of t-tests and analysis of variance (ANOVA) procedures in published research from three scholarly journals in career and technical education (CTE) during a recent 5-year period was examined. Information on post hoc analyses, reporting of effect size, alpha adjustments to account for multiple tests, power, and examination of assumptions…
ANOVA Based Approch for Efficient Customer Recognition: Dealing with Common Names
Saberi , Morteza; Saberi , Zahra
2015-01-01
Part 2: Artificial Intelligence for Knowledge Management; International audience; This study proposes an Analysis of Variance (ANOVA) technique that focuses on the efficient recognition of customers with common names. The continuous improvement of Information and communications technologies (ICT) has led customers to have new expectations and concerns from their related organization. These new expectations bring various difficulties for organizations’ help desk to meet their customers’ needs....
Introduction to Statistics - eNotes
DEFF Research Database (Denmark)
Brockhoff, Per B.; Møller, Jan Kloppenborg; Andersen, Elisabeth Wreford
2015-01-01
Online textbook used in the introductory statistics courses at DTU. It provides a basic introduction to applied statistics for engineers. The necessary elements from probability theory are introduced (stochastic variable, density and distribution function, mean and variance, etc.) and thereafter...... the most basic statistical analysis methods are presented: Confidence band, hypothesis testing, simulation, simple and muliple regression, ANOVA and analysis of contingency tables. Examples with the software R are included for all presented theory and methods....
Energy Technology Data Exchange (ETDEWEB)
Gama, A.J.A.; Menezes, R.R.; Neves, G.A.; Brito, A.L.F. de, E-mail: agama@reitoria.ufcg.edu.br [Universidade Federal de Campina Grande (UFCG), PB (Brazil)
2015-07-01
Currently over 80% of industrialized bentonite clay produced in Brazil in sodium form for use in various industrial applications come from the deposits in Boa Vista - PB. Recently they were discovered new bentonite deposits situated in the municipalities of Cubati - PB, Drawn Stone - PB, Sossego - PB, and last in olive groves - PB, requiring systematic studies to develop all its industrial potential. Therefore, this study aimed to evaluate chemical characterization several deposits of smectite clays from various regions of the state of Paraíba through the analysis of statistical variance. Chemical analysis form determined by fluorescence x-ray (EDX). Then analyzes were carried out of variance statistics and Tukey test using the statistical soft MINITAB® 17.0. The results showed that the chemical composition of bentonite clay of new deposits showed different amounts of silica, aluminum, magnesium and calcium in relation clays in Boa Vista, and clays imported. (author)
Directory of Open Access Journals (Sweden)
Mohammad Manir Hossain Mollah
Full Text Available Identifying genes that are differentially expressed (DE between two or more conditions with multiple patterns of expression is one of the primary objectives of gene expression data analysis. Several statistical approaches, including one-way analysis of variance (ANOVA, are used to identify DE genes. However, most of these methods provide misleading results for two or more conditions with multiple patterns of expression in the presence of outlying genes. In this paper, an attempt is made to develop a hybrid one-way ANOVA approach that unifies the robustness and efficiency of estimation using the minimum β-divergence method to overcome some problems that arise in the existing robust methods for both small- and large-sample cases with multiple patterns of expression.The proposed method relies on a β-weight function, which produces values between 0 and 1. The β-weight function with β = 0.2 is used as a measure of outlier detection. It assigns smaller weights (≥ 0 to outlying expressions and larger weights (≤ 1 to typical expressions. The distribution of the β-weights is used to calculate the cut-off point, which is compared to the observed β-weight of an expression to determine whether that gene expression is an outlier. This weight function plays a key role in unifying the robustness and efficiency of estimation in one-way ANOVA.Analyses of simulated gene expression profiles revealed that all eight methods (ANOVA, SAM, LIMMA, EBarrays, eLNN, KW, robust BetaEB and proposed perform almost identically for m = 2 conditions in the absence of outliers. However, the robust BetaEB method and the proposed method exhibited considerably better performance than the other six methods in the presence of outliers. In this case, the BetaEB method exhibited slightly better performance than the proposed method for the small-sample cases, but the the proposed method exhibited much better performance than the BetaEB method for both the small- and large
ANOVA-HDMR structure of the higher order nodal diffusion solution
International Nuclear Information System (INIS)
Bokov, P. M.; Prinsloo, R. H.; Tomasevic, D. I.
2013-01-01
Nodal diffusion methods still represent a standard in global reactor calculations, but employ some ad-hoc approximations (such as the quadratic leakage approximation) which limit their accuracy in cases where reference quality solutions are sought. In this work we solve the nodal diffusion equations utilizing the so-called higher-order nodal methods to generate reference quality solutions and to decompose the obtained solutions via a technique known as High Dimensional Model Representation (HDMR). This representation and associated decomposition of the solution provides a new formulation of the transverse leakage term. The HDMR structure is investigated via the technique of Analysis of Variance (ANOVA), which indicates why the existing class of transversely-integrated nodal methods prove to be so successful. Furthermore, the analysis leads to a potential solution method for generating reference quality solutions at a much reduced calculational cost, by applying the ANOVA technique to the full higher order solution. (authors)
Estimating linear effects in ANOVA designs: the easy way.
Pinhas, Michal; Tzelgov, Joseph; Ganor-Stern, Dana
2012-09-01
Research in cognitive science has documented numerous phenomena that are approximated by linear relationships. In the domain of numerical cognition, the use of linear regression for estimating linear effects (e.g., distance and SNARC effects) became common following Fias, Brysbaert, Geypens, and d'Ydewalle's (1996) study on the SNARC effect. While their work has become the model for analyzing linear effects in the field, it requires statistical analysis of individual participants and does not provide measures of the proportions of variability accounted for (cf. Lorch & Myers, 1990). In the present methodological note, using both the distance and SNARC effects as examples, we demonstrate how linear effects can be estimated in a simple way within the framework of repeated measures analysis of variance. This method allows for estimating effect sizes in terms of both slope and proportions of variability accounted for. Finally, we show that our method can easily be extended to estimate linear interaction effects, not just linear effects calculated as main effects.
Directory of Open Access Journals (Sweden)
Lazic Stanley E
2008-07-01
Full Text Available Abstract Background Analysis of variance (ANOVA is a common statistical technique in physiological research, and often one or more of the independent/predictor variables such as dose, time, or age, can be treated as a continuous, rather than a categorical variable during analysis – even if subjects were randomly assigned to treatment groups. While this is not common, there are a number of advantages of such an approach, including greater statistical power due to increased precision, a simpler and more informative interpretation of the results, greater parsimony, and transformation of the predictor variable is possible. Results An example is given from an experiment where rats were randomly assigned to receive either 0, 60, 180, or 240 mg/L of fluoxetine in their drinking water, with performance on the forced swim test as the outcome measure. Dose was treated as either a categorical or continuous variable during analysis, with the latter analysis leading to a more powerful test (p = 0.021 vs. p = 0.159. This will be true in general, and the reasons for this are discussed. Conclusion There are many advantages to treating variables as continuous numeric variables if the data allow this, and this should be employed more often in experimental biology. Failure to use the optimal analysis runs the risk of missing significant effects or relationships.
Analysis of half diallel mating designs I: a practical analysis procedure for ANOVA approximation.
G.R. Johnson; J.N. King
1998-01-01
Procedures to analyze half-diallel mating designs using the SAS statistical package are presented. The procedure requires two runs of PROC and VARCOMP and results in estimates of additive and non-additive genetic variation. The procedures described can be modified to work on most statistical software packages which can compute variance component estimates. The...
Effects of different building blocks designs on the statistical ...
African Journals Online (AJOL)
Tholang T. Mokhele
Enumeration Areas (EAs), Small Area Layers (SALs) and SubPlaces) from the 2001 census data were used as building blocks for the generation of census output areas with AZTool program in both rural and urban areas of South Africa. One way-Analysis of Variance (ANOVA) was also performed to determine statistical ...
Prediction and Control of Cutting Tool Vibration in Cnc Lathe with Anova and Ann
Directory of Open Access Journals (Sweden)
S. S. Abuthakeer
2011-06-01
Full Text Available Machining is a complex process in which many variables can deleterious the desired results. Among them, cutting tool vibration is the most critical phenomenon which influences dimensional precision of the components machined, functional behavior of the machine tools and life of the cutting tool. In a machining operation, the cutting tool vibrations are mainly influenced by cutting parameters like cutting speed, depth of cut and tool feed rate. In this work, the cutting tool vibrations are controlled using a damping pad made of Neoprene. Experiments were conducted in a CNC lathe where the tool holder is supported with and without damping pad. The cutting tool vibration signals were collected through a data acquisition system supported by LabVIEW software. To increase the buoyancy and reliability of the experiments, a full factorial experimental design was used. Experimental data collected were tested with analysis of variance (ANOVA to understand the influences of the cutting parameters. Empirical models have been developed using analysis of variance (ANOVA. Experimental studies and data analysis have been performed to validate the proposed damping system. Multilayer perceptron neural network model has been constructed with feed forward back-propagation algorithm using the acquired data. On the completion of the experimental test ANN is used to validate the results obtained and also to predict the behavior of the system under any cutting condition within the operating range. The onsite tests show that the proposed system reduces the vibration of cutting tool to a greater extend.
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.T.
1999-01-01
The present study deals with the (larger-scaled) biomonitoring survey and specifically focuses on the sampling site. In most surveys, the sampling site is simply selected or defined as a spot of (geographical) dimensions which is small relative to the dimensions of the total survey area. Implicitly it is assumed that the sampling site is essentially homogeneous with respect to the investigated variation in survey parameters. As such, the sampling site is mostly regarded as 'the basic unit' of the survey. As a logical consequence, the local (sampling site) variance should also be seen as a basic and important characteristic of the survey. During the study, work is carried out to gain more knowledge of the local variance. Multiple sampling is carried out at a specific site (tree bark, mosses, soils), multi-elemental analyses are carried out by NAA, and local variances are investigated by conventional statistics, factor analytical techniques, and bootstrapping. Consequences of the outcomes are discussed in the context of sampling, sample handling and survey quality. (author)
AnovArray: a set of SAS macros for the analysis of variance of gene expression data
Directory of Open Access Journals (Sweden)
Renard Jean-Paul
2005-06-01
Full Text Available Abstract Background Analysis of variance is a powerful approach to identify differentially expressed genes in a complex experimental design for microarray and macroarray data. The advantage of the anova model is the possibility to evaluate multiple sources of variation in an experiment. Results AnovArray is a package implementing ANOVA for gene expression data using SAS® statistical software. The originality of the package is 1 to quantify the different sources of variation on all genes together, 2 to provide a quality control of the model, 3 to propose two models for a gene's variance estimation and to perform a correction for multiple comparisons. Conclusion AnovArray is freely available at http://www-mig.jouy.inra.fr/stat/AnovArray and requires only SAS® statistical software.
[Analysis of variance of repeated data measured by water maze with SPSS].
Qiu, Hong; Jin, Guo-qin; Jin, Ru-feng; Zhao, Wei-kang
2007-01-01
To introduce the method of analyzing repeated data measured by water maze with SPSS 11.0, and offer a reference statistical method to clinical and basic medicine researchers who take the design of repeated measures. Using repeated measures and multivariate analysis of variance (ANOVA) process of the general linear model in SPSS and giving comparison among different groups and different measure time pairwise. Firstly, Mauchly's test of sphericity should be used to judge whether there were relations among the repeatedly measured data. If any (PSPSS statistical package is available to fulfil this process.
Hidden multiplicity in exploratory multiway ANOVA: Prevalence and remedies
Cramer, A.O.J.; van Ravenzwaaij, D.; Matzke, D.; Steingroever, H.; Wetzels, R.; Grasman, R.P.P.P.; Waldorp, L.J.; Wagenmakers, E.-J.
2016-01-01
Many psychologists do not realize that exploratory use of the popular multiway analysis of variance harbors a multiple-comparison problem. In the case of two factors, three separate null hypotheses are subject to test (i.e., two main effects and one interaction). Consequently, the probability of at
Downside Variance Risk Premium
Feunou, Bruno; Jahan-Parvar, Mohammad; Okou, Cedric
2015-01-01
We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk premium is a priced factor with significant prediction power for aggregate excess returns. Our empirical investigation highlights the positive and s...
Hayslett, H T
1991-01-01
Statistics covers the basic principles of Statistics. The book starts by tackling the importance and the two kinds of statistics; the presentation of sample data; the definition, illustration and explanation of several measures of location; and the measures of variation. The text then discusses elementary probability, the normal distribution and the normal approximation to the binomial. Testing of statistical hypotheses and tests of hypotheses about the theoretical proportion of successes in a binomial population and about the theoretical mean of a normal population are explained. The text the
Introduction to variance estimation
Wolter, Kirk M
2007-01-01
We live in the information age. Statistical surveys are used every day to determine or evaluate public policy and to make important business decisions. Correct methods for computing the precision of the survey data and for making inferences to the target population are absolutely essential to sound decision making. Now in its second edition, Introduction to Variance Estimation has for more than twenty years provided the definitive account of the theory and methods for correct precision calculations and inference, including examples of modern, complex surveys in which the methods have been used successfully. The book provides instruction on the methods that are vital to data-driven decision making in business, government, and academe. It will appeal to survey statisticians and other scientists engaged in the planning and conduct of survey research, and to those analyzing survey data and charged with extracting compelling information from such data. It will appeal to graduate students and university faculty who...
Links to sources of cancer-related statistics, including the Surveillance, Epidemiology and End Results (SEER) Program, SEER-Medicare datasets, cancer survivor prevalence data, and the Cancer Trends Progress Report.
MCNP variance reduction overview
International Nuclear Information System (INIS)
Hendricks, J.S.; Booth, T.E.
1985-01-01
The MCNP code is rich in variance reduction features. Standard variance reduction methods found in most Monte Carlo codes are available as well as a number of methods unique to MCNP. We discuss the variance reduction features presently in MCNP as well as new ones under study for possible inclusion in future versions of the code
Kronecker Product Analytical Approach to ANOVA of Surface ...
African Journals Online (AJOL)
The Fishers-Yates algorithm has remained the most widely used statistical ... with Kronecker product analysis which was enhanced by the use of MATLAB ... Keywords: Kronecker product, Sum of Squares, Mean sum of squares, Optimization.
International Nuclear Information System (INIS)
2005-01-01
For the years 2004 and 2005 the figures shown in the tables of Energy Review are partly preliminary. The annual statistics published in Energy Review are presented in more detail in a publication called Energy Statistics that comes out yearly. Energy Statistics also includes historical time-series over a longer period of time (see e.g. Energy Statistics, Statistics Finland, Helsinki 2004.) The applied energy units and conversion coefficients are shown in the back cover of the Review. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in GDP, energy consumption and electricity consumption, Carbon dioxide emissions from fossile fuels use, Coal consumption, Consumption of natural gas, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices in heat production, Fuel prices in electricity production, Price of electricity by type of consumer, Average monthly spot prices at the Nord pool power exchange, Total energy consumption by source and CO 2 -emissions, Supplies and total consumption of electricity GWh, Energy imports by country of origin in January-June 2003, Energy exports by recipient country in January-June 2003, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Price of natural gas by type of consumer, Price of electricity by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes, precautionary stock fees and oil pollution fees
Estimation of measurement variances
International Nuclear Information System (INIS)
Anon.
1981-01-01
In the previous two sessions, it was assumed that the measurement error variances were known quantities when the variances of the safeguards indices were calculated. These known quantities are actually estimates based on historical data and on data generated by the measurement program. Session 34 discusses how measurement error parameters are estimated for different situations. The various error types are considered. The purpose of the session is to enable participants to: (1) estimate systematic error variances from standard data; (2) estimate random error variances from data as replicate measurement data; (3) perform a simple analysis of variances to characterize the measurement error structure when biases vary over time
International Nuclear Information System (INIS)
2001-01-01
For the year 2000, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy Review appear in more detail from the publication Energiatilastot - Energy Statistics issued annually, which also includes historical time series over a longer period (see e.g. Energiatilastot 1999, Statistics Finland, Helsinki 2000, ISSN 0785-3165). The inside of the Review's back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions from the use of fossil fuels, Total energy consumption by source and CO 2 -emissions, Electricity supply, Energy imports by country of origin in 2000, Energy exports by recipient country in 2000, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes and precautionary stock fees on oil products
International Nuclear Information System (INIS)
2000-01-01
For the year 1999 and 2000, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy Review appear in more detail from the publication Energiatilastot - Energy Statistics issued annually, which also includes historical time series over a longer period (see e.g., Energiatilastot 1998, Statistics Finland, Helsinki 1999, ISSN 0785-3165). The inside of the Review's back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions, Total energy consumption by source and CO 2 -emissions, Electricity supply, Energy imports by country of origin in January-March 2000, Energy exports by recipient country in January-March 2000, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes and precautionary stock fees on oil products
International Nuclear Information System (INIS)
1999-01-01
For the year 1998 and the year 1999, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy Review appear in more detail from the publication Energiatilastot - Energy Statistics issued annually, which also includes historical time series over a longer period (see e.g. Energiatilastot 1998, Statistics Finland, Helsinki 1999, ISSN 0785-3165). The inside of the Review's back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions, Total energy consumption by source and CO 2 -emissions, Electricity supply, Energy imports by country of origin in January-June 1999, Energy exports by recipient country in January-June 1999, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes and precautionary stock fees on oil products
International Nuclear Information System (INIS)
2003-01-01
For the year 2002, part of the figures shown in the tables of the Energy Review are partly preliminary. The annual statistics of the Energy Review also includes historical time-series over a longer period (see e.g. Energiatilastot 2001, Statistics Finland, Helsinki 2002). The applied energy units and conversion coefficients are shown in the inside back cover of the Review. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in GDP, energy consumption and electricity consumption, Carbon dioxide emissions from fossile fuels use, Coal consumption, Consumption of natural gas, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices in heat production, Fuel prices in electricity production, Price of electricity by type of consumer, Average monthly spot prices at the Nord pool power exchange, Total energy consumption by source and CO 2 -emissions, Supply and total consumption of electricity GWh, Energy imports by country of origin in January-June 2003, Energy exports by recipient country in January-June 2003, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Price of natural gas by type of consumer, Price of electricity by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Excise taxes, precautionary stock fees on oil pollution fees on energy products
International Nuclear Information System (INIS)
2004-01-01
For the year 2003 and 2004, the figures shown in the tables of the Energy Review are partly preliminary. The annual statistics of the Energy Review also includes historical time-series over a longer period (see e.g. Energiatilastot, Statistics Finland, Helsinki 2003, ISSN 0785-3165). The applied energy units and conversion coefficients are shown in the inside back cover of the Review. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in GDP, energy consumption and electricity consumption, Carbon dioxide emissions from fossile fuels use, Coal consumption, Consumption of natural gas, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices in heat production, Fuel prices in electricity production, Price of electricity by type of consumer, Average monthly spot prices at the Nord pool power exchange, Total energy consumption by source and CO 2 -emissions, Supplies and total consumption of electricity GWh, Energy imports by country of origin in January-March 2004, Energy exports by recipient country in January-March 2004, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Price of natural gas by type of consumer, Price of electricity by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Excise taxes, precautionary stock fees on oil pollution fees
International Nuclear Information System (INIS)
2000-01-01
For the year 1999 and 2000, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy also includes historical time series over a longer period (see e.g., Energiatilastot 1999, Statistics Finland, Helsinki 2000, ISSN 0785-3165). The inside of the Review's back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions, Total energy consumption by source and CO 2 -emissions, Electricity supply, Energy imports by country of origin in January-June 2000, Energy exports by recipient country in January-June 2000, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes and precautionary stock fees on oil products
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2012-01-01
This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and
An adaptive ANOVA-based PCKF for high-dimensional nonlinear inverse modeling
Li, Weixuan; Lin, Guang; Zhang, Dongxiao
2014-02-01
The probabilistic collocation-based Kalman filter (PCKF) is a recently developed approach for solving inverse problems. It resembles the ensemble Kalman filter (EnKF) in every aspect-except that it represents and propagates model uncertainty by polynomial chaos expansion (PCE) instead of an ensemble of model realizations. Previous studies have shown PCKF is a more efficient alternative to EnKF for many data assimilation problems. However, the accuracy and efficiency of PCKF depends on an appropriate truncation of the PCE series. Having more polynomial chaos basis functions in the expansion helps to capture uncertainty more accurately but increases computational cost. Selection of basis functions is particularly important for high-dimensional stochastic problems because the number of polynomial chaos basis functions required to represent model uncertainty grows dramatically as the number of input parameters (random dimensions) increases. In classic PCKF algorithms, the PCE basis functions are pre-set based on users' experience. Also, for sequential data assimilation problems, the basis functions kept in PCE expression remain unchanged in different Kalman filter loops, which could limit the accuracy and computational efficiency of classic PCKF algorithms. To address this issue, we present a new algorithm that adaptively selects PCE basis functions for different problems and automatically adjusts the number of basis functions in different Kalman filter loops. The algorithm is based on adaptive functional ANOVA (analysis of variance) decomposition, which approximates a high-dimensional function with the summation of a set of low-dimensional functions. Thus, instead of expanding the original model into PCE, we implement the PCE expansion on these low-dimensional functions, which is much less costly. We also propose a new adaptive criterion for ANOVA that is more suited for solving inverse problems. The new algorithm was tested with different examples and demonstrated
Biomarker Detection in Association Studies: Modeling SNPs Simultaneously via Logistic ANOVA
Jung, Yoonsuh; Huang, Jianhua Z.; Hu, Jianhua
2014-01-01
In genome-wide association studies, the primary task is to detect biomarkers in the form of Single Nucleotide Polymorphisms (SNPs) that have nontrivial associations with a disease phenotype and some other important clinical/environmental factors. However, the extremely large number of SNPs comparing to the sample size inhibits application of classical methods such as the multiple logistic regression. Currently the most commonly used approach is still to analyze one SNP at a time. In this paper, we propose to consider the genotypes of the SNPs simultaneously via a logistic analysis of variance (ANOVA) model, which expresses the logit transformed mean of SNP genotypes as the summation of the SNP effects, effects of the disease phenotype and/or other clinical variables, and the interaction effects. We use a reduced-rank representation of the interaction-effect matrix for dimensionality reduction, and employ the L 1-penalty in a penalized likelihood framework to filter out the SNPs that have no associations. We develop a Majorization-Minimization algorithm for computational implementation. In addition, we propose a modified BIC criterion to select the penalty parameters and determine the rank number. The proposed method is applied to a Multiple Sclerosis data set and simulated data sets and shows promise in biomarker detection.
Biomarker Detection in Association Studies: Modeling SNPs Simultaneously via Logistic ANOVA
Jung, Yoonsuh
2014-10-02
In genome-wide association studies, the primary task is to detect biomarkers in the form of Single Nucleotide Polymorphisms (SNPs) that have nontrivial associations with a disease phenotype and some other important clinical/environmental factors. However, the extremely large number of SNPs comparing to the sample size inhibits application of classical methods such as the multiple logistic regression. Currently the most commonly used approach is still to analyze one SNP at a time. In this paper, we propose to consider the genotypes of the SNPs simultaneously via a logistic analysis of variance (ANOVA) model, which expresses the logit transformed mean of SNP genotypes as the summation of the SNP effects, effects of the disease phenotype and/or other clinical variables, and the interaction effects. We use a reduced-rank representation of the interaction-effect matrix for dimensionality reduction, and employ the L 1-penalty in a penalized likelihood framework to filter out the SNPs that have no associations. We develop a Majorization-Minimization algorithm for computational implementation. In addition, we propose a modified BIC criterion to select the penalty parameters and determine the rank number. The proposed method is applied to a Multiple Sclerosis data set and simulated data sets and shows promise in biomarker detection.
ANOVA parameters influence in LCF experimental data and simulation results
Directory of Open Access Journals (Sweden)
Vercelli A.
2010-06-01
structural FEM simulations have been used to assess specimens life by means of several damage models implemented in two dedicated softwares. One of them is commercial life estimation software and the second one has been developed by the present research group. The life estimations results obtained from the two softwares and from the damage models have been compared with experimental duration in different test conditions. A statistical analysis of life estimation results allowed evaluating the effectiveness of the procedure.
Estimation of measurement variances
International Nuclear Information System (INIS)
Jaech, J.L.
1984-01-01
The estimation of measurement error parameters in safeguards systems is discussed. Both systematic and random errors are considered. A simple analysis of variances to characterize the measurement error structure with biases varying over time is presented
International Nuclear Information System (INIS)
Moster, Benjamin P.; Rix, Hans-Walter; Somerville, Rachel S.; Newman, Jeffrey A.
2011-01-01
Deep pencil beam surveys ( 2 ) are of fundamental importance for studying the high-redshift universe. However, inferences about galaxy population properties (e.g., the abundance of objects) are in practice limited by 'cosmic variance'. This is the uncertainty in observational estimates of the number density of galaxies arising from the underlying large-scale density fluctuations. This source of uncertainty can be significant, especially for surveys which cover only small areas and for massive high-redshift galaxies. Cosmic variance for a given galaxy population can be determined using predictions from cold dark matter theory and the galaxy bias. In this paper, we provide tools for experiment design and interpretation. For a given survey geometry, we present the cosmic variance of dark matter as a function of mean redshift z-bar and redshift bin size Δz. Using a halo occupation model to predict galaxy clustering, we derive the galaxy bias as a function of mean redshift for galaxy samples of a given stellar mass range. In the linear regime, the cosmic variance of these galaxy samples is the product of the galaxy bias and the dark matter cosmic variance. We present a simple recipe using a fitting function to compute cosmic variance as a function of the angular dimensions of the field, z-bar , Δz, and stellar mass m * . We also provide tabulated values and a software tool. The accuracy of the resulting cosmic variance estimates (δσ v /σ v ) is shown to be better than 20%. We find that for GOODS at z-bar =2 and with Δz = 0.5, the relative cosmic variance of galaxies with m * >10 11 M sun is ∼38%, while it is ∼27% for GEMS and ∼12% for COSMOS. For galaxies of m * ∼ 10 10 M sun , the relative cosmic variance is ∼19% for GOODS, ∼13% for GEMS, and ∼6% for COSMOS. This implies that cosmic variance is a significant source of uncertainty at z-bar =2 for small fields and massive galaxies, while for larger fields and intermediate mass galaxies, cosmic
Restricted Variance Interaction Effects
DEFF Research Database (Denmark)
Cortina, Jose M.; Köhler, Tine; Keeler, Kathleen R.
2018-01-01
Although interaction hypotheses are increasingly common in our field, many recent articles point out that authors often have difficulty justifying them. The purpose of this article is to describe a particular type of interaction: the restricted variance (RV) interaction. The essence of the RV int...
Forty-one samples of skim milk powder (SMP) and non-fat dry milk (NFDM) from 8 suppliers, 13 production sites, and 3 processing temperatures were analyzed by NIR diffuse reflectance spectrometry over a period of three days. NIR reflectance spectra (1700-2500 nm) were converted to pseudo-absorbance ...
Validation of consistency of Mendelian sampling variance.
Tyrisevä, A-M; Fikse, W F; Mäntysaari, E A; Jakobsen, J; Aamand, G P; Dürr, J; Lidauer, M H
2018-03-01
Experiences from international sire evaluation indicate that the multiple-trait across-country evaluation method is sensitive to changes in genetic variance over time. Top bulls from birth year classes with inflated genetic variance will benefit, hampering reliable ranking of bulls. However, none of the methods available today enable countries to validate their national evaluation models for heterogeneity of genetic variance. We describe a new validation method to fill this gap comprising the following steps: estimating within-year genetic variances using Mendelian sampling and its prediction error variance, fitting a weighted linear regression between the estimates and the years under study, identifying possible outliers, and defining a 95% empirical confidence interval for a possible trend in the estimates. We tested the specificity and sensitivity of the proposed validation method with simulated data using a real data structure. Moderate (M) and small (S) size populations were simulated under 3 scenarios: a control with homogeneous variance and 2 scenarios with yearly increases in phenotypic variance of 2 and 10%, respectively. Results showed that the new method was able to estimate genetic variance accurately enough to detect bias in genetic variance. Under the control scenario, the trend in genetic variance was practically zero in setting M. Testing cows with an average birth year class size of more than 43,000 in setting M showed that tolerance values are needed for both the trend and the outlier tests to detect only cases with a practical effect in larger data sets. Regardless of the magnitude (yearly increases in phenotypic variance of 2 or 10%) of the generated trend, it deviated statistically significantly from zero in all data replicates for both cows and bulls in setting M. In setting S with a mean of 27 bulls in a year class, the sampling error and thus the probability of a false-positive result clearly increased. Still, overall estimated genetic
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.Th; Verburg, T.G.
2001-01-01
The present study was undertaken to explore possibilities to judge survey quality on basis of a limited and restricted number of a-priori observations. Here, quality is defined as the ratio between survey and local variance (signal-to-noise ratio). The results indicate that the presented surveys do not permit such judgement; the discussion also suggests that the 5-fold local sampling strategies do not merit any sound judgement. As it stands, uncertainties in local determinations may largely obscure possibilities to judge survey quality. The results further imply that surveys will benefit from procedures, controls and approaches in sampling and sample handling, to assess both average, variance and the nature of the distribution of elemental concentrations in local sites. This reasoning is compatible with the idea of the site as a basic homogeneous survey unit, which is implicitly and conceptually underlying any survey performed. (author)
Spectral Ambiguity of Allan Variance
Greenhall, C. A.
1996-01-01
We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.
International Nuclear Information System (INIS)
Tang, Kunkun; Congedo, Pietro M.; Abgrall, Rémi
2016-01-01
The Polynomial Dimensional Decomposition (PDD) is employed in this work for the global sensitivity analysis and uncertainty quantification (UQ) of stochastic systems subject to a moderate to large number of input random variables. Due to the intimate connection between the PDD and the Analysis of Variance (ANOVA) approaches, PDD is able to provide a simpler and more direct evaluation of the Sobol' sensitivity indices, when compared to the Polynomial Chaos expansion (PC). Unfortunately, the number of PDD terms grows exponentially with respect to the size of the input random vector, which makes the computational cost of standard methods unaffordable for real engineering applications. In order to address the problem of the curse of dimensionality, this work proposes essentially variance-based adaptive strategies aiming to build a cheap meta-model (i.e. surrogate model) by employing the sparse PDD approach with its coefficients computed by regression. Three levels of adaptivity are carried out in this paper: 1) the truncated dimensionality for ANOVA component functions, 2) the active dimension technique especially for second- and higher-order parameter interactions, and 3) the stepwise regression approach designed to retain only the most influential polynomials in the PDD expansion. During this adaptive procedure featuring stepwise regressions, the surrogate model representation keeps containing few terms, so that the cost to resolve repeatedly the linear systems of the least-squares regression problem is negligible. The size of the finally obtained sparse PDD representation is much smaller than the one of the full expansion, since only significant terms are eventually retained. Consequently, a much smaller number of calls to the deterministic model is required to compute the final PDD coefficients.
Energy Technology Data Exchange (ETDEWEB)
Tang, Kunkun, E-mail: ktg@illinois.edu [The Center for Exascale Simulation of Plasma-Coupled Combustion (XPACC), University of Illinois at Urbana–Champaign, 1308 W Main St, Urbana, IL 61801 (United States); Inria Bordeaux – Sud-Ouest, Team Cardamom, 200 avenue de la Vieille Tour, 33405 Talence (France); Congedo, Pietro M. [Inria Bordeaux – Sud-Ouest, Team Cardamom, 200 avenue de la Vieille Tour, 33405 Talence (France); Abgrall, Rémi [Institut für Mathematik, Universität Zürich, Winterthurerstrasse 190, CH-8057 Zürich (Switzerland)
2016-06-01
The Polynomial Dimensional Decomposition (PDD) is employed in this work for the global sensitivity analysis and uncertainty quantification (UQ) of stochastic systems subject to a moderate to large number of input random variables. Due to the intimate connection between the PDD and the Analysis of Variance (ANOVA) approaches, PDD is able to provide a simpler and more direct evaluation of the Sobol' sensitivity indices, when compared to the Polynomial Chaos expansion (PC). Unfortunately, the number of PDD terms grows exponentially with respect to the size of the input random vector, which makes the computational cost of standard methods unaffordable for real engineering applications. In order to address the problem of the curse of dimensionality, this work proposes essentially variance-based adaptive strategies aiming to build a cheap meta-model (i.e. surrogate model) by employing the sparse PDD approach with its coefficients computed by regression. Three levels of adaptivity are carried out in this paper: 1) the truncated dimensionality for ANOVA component functions, 2) the active dimension technique especially for second- and higher-order parameter interactions, and 3) the stepwise regression approach designed to retain only the most influential polynomials in the PDD expansion. During this adaptive procedure featuring stepwise regressions, the surrogate model representation keeps containing few terms, so that the cost to resolve repeatedly the linear systems of the least-squares regression problem is negligible. The size of the finally obtained sparse PDD representation is much smaller than the one of the full expansion, since only significant terms are eventually retained. Consequently, a much smaller number of calls to the deterministic model is required to compute the final PDD coefficients.
Robustness of S1 statistic with Hodges-Lehmann for skewed distributions
Ahad, Nor Aishah; Yahaya, Sharipah Soaad Syed; Yin, Lee Ping
2016-10-01
Analysis of variance (ANOVA) is a common use parametric method to test the differences in means for more than two groups when the populations are normally distributed. ANOVA is highly inefficient under the influence of non- normal and heteroscedastic settings. When the assumptions are violated, researchers are looking for alternative such as Kruskal-Wallis under nonparametric or robust method. This study focused on flexible method, S1 statistic for comparing groups using median as the location estimator. S1 statistic was modified by substituting the median with Hodges-Lehmann and the default scale estimator with the variance of Hodges-Lehmann and MADn to produce two different test statistics for comparing groups. Bootstrap method was used for testing the hypotheses since the sampling distributions of these modified S1 statistics are unknown. The performance of the proposed statistic in terms of Type I error was measured and compared against the original S1 statistic, ANOVA and Kruskal-Wallis. The propose procedures show improvement compared to the original statistic especially under extremely skewed distribution.
R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization.
Dazard, Jean-Eudes; Xu, Hua; Rao, J Sunil
2011-01-01
We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets ( p ≫ n paradigm), such as in 'omics'-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real 'omics' test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR ('Mean-Variance Regularization'), downloadable from the CRAN.
Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
Energy Technology Data Exchange (ETDEWEB)
Liao, Qifeng, E-mail: liaoqf@shanghaitech.edu.cn [School of Information Science and Technology, ShanghaiTech University, Shanghai 200031 (China); Lin, Guang, E-mail: guanglin@purdue.edu [Department of Mathematics & School of Mechanical Engineering, Purdue University, West Lafayette, IN 47907 (United States)
2016-07-15
In this paper we present a reduced basis ANOVA approach for partial deferential equations (PDEs) with random inputs. The ANOVA method combined with stochastic collocation methods provides model reduction in high-dimensional parameter space through decomposing high-dimensional inputs into unions of low-dimensional inputs. In this work, to further reduce the computational cost, we investigate spatial low-rank structures in the ANOVA-collocation method, and develop efficient spatial model reduction techniques using hierarchically generated reduced bases. We present a general mathematical framework of the methodology, validate its accuracy and demonstrate its efficiency with numerical experiments.
Variance estimation in the analysis of microarray data
Wang, Yuedong; Ma, Yanyuan; Carroll, Raymond J.
2009-01-01
Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing
Pestman, Wiebe R
2009-01-01
This textbook provides a broad and solid introduction to mathematical statistics, including the classical subjects hypothesis testing, normal regression analysis, and normal analysis of variance. In addition, non-parametric statistics and vectorial statistics are considered, as well as applications of stochastic analysis in modern statistics, e.g., Kolmogorov-Smirnov testing, smoothing techniques, robustness and density estimation. For students with some elementary mathematical background. With many exercises. Prerequisites from measure theory and linear algebra are presented.
Assessing a learning process with functional ANOVA estimators of EEG power spectral densities.
Gutiérrez, David; Ramírez-Moreno, Mauricio A
2016-04-01
We propose to assess the process of learning a task using electroencephalographic (EEG) measurements. In particular, we quantify changes in brain activity associated to the progression of the learning experience through the functional analysis-of-variances (FANOVA) estimators of the EEG power spectral density (PSD). Such functional estimators provide a sense of the effect of training in the EEG dynamics. For that purpose, we implemented an experiment to monitor the process of learning to type using the Colemak keyboard layout during a twelve-lessons training. Hence, our aim is to identify statistically significant changes in PSD of various EEG rhythms at different stages and difficulty levels of the learning process. Those changes are taken into account only when a probabilistic measure of the cognitive state ensures the high engagement of the volunteer to the training. Based on this, a series of statistical tests are performed in order to determine the personalized frequencies and sensors at which changes in PSD occur, then the FANOVA estimates are computed and analyzed. Our experimental results showed a significant decrease in the power of [Formula: see text] and [Formula: see text] rhythms for ten volunteers during the learning process, and such decrease happens regardless of the difficulty of the lesson. These results are in agreement with previous reports of changes in PSD being associated to feature binding and memory encoding.
International Nuclear Information System (INIS)
Moore, L.M.; Byers, F.M. Jr.; Broxton, D.E.
1989-06-01
A thin-section operator-variance test was given to the 2 junior authors, petrographers, by the senior author, a statistician, using 16 thin sections cut from core plugs drilled by the US Geological Survey from drill hole USW VH-2 standard (HCQ) drill core. The thin sections are samples of Topopah Spring devitrified rhyolite tuff from four textural zones, in ascending order: (1) lower nonlithophysal, (2) lower lithopysal, (3) middle nonlithophysal, and (4) upper lithophysal. Drill hole USW-VH-2 is near the center of the Crater Flat, about 6 miles WSW of the Yucca Mountain in Exploration Block. The original thin-section labels were opaqued out with removable enamel and renumbered with alpha-numeric labels. The sliders were then given to the petrographer operators for quantitative thin-section modal (point-count) analysis of cryptocrystalline, spherulitic, granophyric, and void textures, as well as phenocryst minerals. Between operator variance was tested by giving the two petrographers the same slide, and within-operator variance was tested by the same operator the same slide to count in a second test set, administered at least three months after the first set. Both operators were unaware that they were receiving the same slide to recount. 14 figs., 6 tabs
Biological Variance in Agricultural Products. Theoretical Considerations
Tijskens, L.M.M.; Konopacki, P.
2003-01-01
The food that we eat is uniform neither in shape or appearance nor in internal composition or content. Since technology became increasingly important, the presence of biological variance in our food became more and more of a nuisance. Techniques and procedures (statistical, technical) were
Variance Reduction Techniques in Monte Carlo Methods
Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.
2010-01-01
Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the
International Nuclear Information System (INIS)
Kanna, S.; Kumaraswamidhs, L. A.; Kumaran, S. Senthil
2016-01-01
The aim of the present work is to optimize the Friction welding of tube to tube plate using an external tool (FWTPET) with clearance fit of commercial aluminum tube to Al 2025 tube plate using an external tool. Conventional frictional welding is suitable to weld only symmetrical joints either tube to tube or rod to rod but in this research with the help of external tool, the welding has been done by unsymmetrical shape of tube to tube plate also. In this investigation, the various welding parameters such as tool rotating speed (rpm), projection of tube (mm) and depth of cut (mm) are determined according to the Taguchi L9 orthogonal array. The two conditions were considered in this process to examine this experiment; where condition 1 is flat plate with plain tube Without holes [WOH] on the circumference of the surface and condition 2 is flat plate with plane tube has holes on its circumference of the surface With holes [WH]. Taguchi L9 orthogonal array was utilized to find the most significant control factors which will yield better joint strength. Besides, the most influential process parameter has been determined using statistical Analysis of variance (ANOVA). Finally, the comparison of each result has been done for conditions by means percentage of contribution and regression analysis. The general regression equation is formulated and better strength is obtained and it is validated by means of confirmation test. It was observed that value of optimal welded joint strength for both tube without holes and tube with holes are to be 319.485 MPa and 264.825 MPa, respectively.
Energy Technology Data Exchange (ETDEWEB)
Kanna, S.; Kumaraswamidhs, L. A. [Indian Institute of Technology, Dhanbad (India); Kumaran, S. Senthil [RVS School of Engineering and Technology, Dindigul (India)
2016-05-15
The aim of the present work is to optimize the Friction welding of tube to tube plate using an external tool (FWTPET) with clearance fit of commercial aluminum tube to Al 2025 tube plate using an external tool. Conventional frictional welding is suitable to weld only symmetrical joints either tube to tube or rod to rod but in this research with the help of external tool, the welding has been done by unsymmetrical shape of tube to tube plate also. In this investigation, the various welding parameters such as tool rotating speed (rpm), projection of tube (mm) and depth of cut (mm) are determined according to the Taguchi L9 orthogonal array. The two conditions were considered in this process to examine this experiment; where condition 1 is flat plate with plain tube Without holes [WOH] on the circumference of the surface and condition 2 is flat plate with plane tube has holes on its circumference of the surface With holes [WH]. Taguchi L9 orthogonal array was utilized to find the most significant control factors which will yield better joint strength. Besides, the most influential process parameter has been determined using statistical Analysis of variance (ANOVA). Finally, the comparison of each result has been done for conditions by means percentage of contribution and regression analysis. The general regression equation is formulated and better strength is obtained and it is validated by means of confirmation test. It was observed that value of optimal welded joint strength for both tube without holes and tube with holes are to be 319.485 MPa and 264.825 MPa, respectively.
Genetic variants influencing phenotypic variance heterogeneity.
Ek, Weronica E; Rask-Andersen, Mathias; Karlsson, Torgny; Enroth, Stefan; Gyllensten, Ulf; Johansson, Åsa
2018-03-01
Most genetic studies identify genetic variants associated with disease risk or with the mean value of a quantitative trait. More rarely, genetic variants associated with variance heterogeneity are considered. In this study, we have identified such variance single-nucleotide polymorphisms (vSNPs) and examined if these represent biological gene × gene or gene × environment interactions or statistical artifacts caused by multiple linked genetic variants influencing the same phenotype. We have performed a genome-wide study, to identify vSNPs associated with variance heterogeneity in DNA methylation levels. Genotype data from over 10 million single-nucleotide polymorphisms (SNPs), and DNA methylation levels at over 430 000 CpG sites, were analyzed in 729 individuals. We identified vSNPs for 7195 CpG sites (P mean DNA methylation levels. We further showed that variance heterogeneity between genotypes mainly represents additional, often rare, SNPs in linkage disequilibrium (LD) with the respective vSNP and for some vSNPs, multiple low frequency variants co-segregating with one of the vSNP alleles. Therefore, our results suggest that variance heterogeneity of DNA methylation mainly represents phenotypic effects by multiple SNPs, rather than biological interactions. Such effects may also be important for interpreting variance heterogeneity of more complex clinical phenotypes.
The analysis of morphometric data on rocky mountain wolves and artic wolves using statistical method
Ammar Shafi, Muhammad; Saifullah Rusiman, Mohd; Hamzah, Nor Shamsidah Amir; Nor, Maria Elena; Ahmad, Noor’ani; Azia Hazida Mohamad Azmi, Nur; Latip, Muhammad Faez Ab; Hilmi Azman, Ahmad
2018-04-01
Morphometrics is a quantitative analysis depending on the shape and size of several specimens. Morphometric quantitative analyses are commonly used to analyse fossil record, shape and size of specimens and others. The aim of the study is to find the differences between rocky mountain wolves and arctic wolves based on gender. The sample utilised secondary data which included seven variables as independent variables and two dependent variables. Statistical modelling was used in the analysis such was the analysis of variance (ANOVA) and multivariate analysis of variance (MANOVA). The results showed there exist differentiating results between arctic wolves and rocky mountain wolves based on independent factors and gender.
Approximation errors during variance propagation
International Nuclear Information System (INIS)
Dinsmore, Stephen
1986-01-01
Risk and reliability analyses are often performed by constructing and quantifying large fault trees. The inputs to these models are component failure events whose probability of occuring are best represented as random variables. This paper examines the errors inherent in two approximation techniques used to calculate the top event's variance from the inputs' variance. Two sample fault trees are evaluated and several three dimensional plots illustrating the magnitude of the error over a wide range of input means and variances are given
Variance function estimation for immunoassays
International Nuclear Information System (INIS)
Raab, G.M.; Thompson, R.; McKenzie, I.
1980-01-01
A computer program is described which implements a recently described, modified likelihood method of determining an appropriate weighting function to use when fitting immunoassay dose-response curves. The relationship between the variance of the response and its mean value is assumed to have an exponential form, and the best fit to this model is determined from the within-set variability of many small sets of repeated measurements. The program estimates the parameter of the exponential function with its estimated standard error, and tests the fit of the experimental data to the proposed model. Output options include a list of the actual and fitted standard deviation of the set of responses, a plot of actual and fitted standard deviation against the mean response, and an ordered list of the 10 sets of data with the largest ratios of actual to fitted standard deviation. The program has been designed for a laboratory user without computing or statistical expertise. The test-of-fit has proved valuable for identifying outlying responses, which may be excluded from further analysis by being set to negative values in the input file. (Auth.)
Group-wise ANOVA simultaneous component analysis for designed omics experiments
Saccenti, Edoardo; Smilde, Age K.; Camacho, José
2018-01-01
Introduction: Modern omics experiments pertain not only to the measurement of many variables but also follow complex experimental designs where many factors are manipulated at the same time. This data can be conveniently analyzed using multivariate tools like ANOVA-simultaneous component analysis
International Nuclear Information System (INIS)
Sood, Avnet; Forster, R. Arthur; Parsons, D. Kent
2001-01-01
Monte Carlo simulations of nuclear criticality eigenvalue problems are often performed by general purpose radiation transport codes such as MCNP. MCNP performs detailed statistical analysis of the criticality calculation and provides feedback to the user with warning messages, tables, and graphs. The purpose of the analysis is to provide the user with sufficient information to assess spatial convergence of the eigenfunction and thus the validity of the criticality calculation. As a test of this statistical analysis package in MCNP, analytic criticality verification benchmark problems have been used for the first time to assess the performance of the criticality convergence tests in MCNP. The MCNP statistical analysis capability has been recently assessed using the 75 multigroup criticality verification analytic problem test set. MCNP was verified with these problems at the 10 -4 to 10 -5 statistical error level using 40 000 histories per cycle and 2000 active cycles. In all cases, the final boxed combined k eff answer was given with the standard deviation and three confidence intervals that contained the analytic k eff . To test the effectiveness of the statistical analysis checks in identifying poor eigenfunction convergence, ten problems from the test set were deliberately run incorrectly using 1000 histories per cycle, 200 active cycles, and 10 inactive cycles. Six problems with large dominance ratios were chosen from the test set because they do not achieve the normal spatial mode in the beginning of the calculation. To further stress the convergence tests, these problems were also started with an initial fission source point 1 cm from the boundary thus increasing the likelihood of a poorly converged initial fission source distribution. The final combined k eff confidence intervals for these deliberately ill-posed problems did not include the analytic k eff value. In no case did a bad confidence interval go undetected. Warning messages were given signaling that
Beginning statistics with data analysis
Mosteller, Frederick; Rourke, Robert EK
2013-01-01
This introduction to the world of statistics covers exploratory data analysis, methods for collecting data, formal statistical inference, and techniques of regression and analysis of variance. 1983 edition.
Realized range-based estimation of integrated variance
DEFF Research Database (Denmark)
Christensen, Kim; Podolskij, Mark
2007-01-01
We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is a...
Variance-based sensitivity indices for models with dependent inputs
International Nuclear Information System (INIS)
Mara, Thierry A.; Tarantola, Stefano
2012-01-01
Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and a univocal set of variance-based sensitivity indices is defined. In the present work, we propose a set of variance-based sensitivity indices to perform sensitivity analysis of models with dependent inputs. These measures allow us to distinguish between the mutual dependent contribution and the independent contribution of an input to the model response variance. Their definition relies on a specific orthogonalisation of the inputs and ANOVA-representations of the model output. In the applications, we show the interest of the new sensitivity indices for model simplification setting. - Highlights: ► Uncertainty and sensitivity analyses are of great help in engineering. ► Several methods exist to perform variance-based sensitivity analysis of model output with independent inputs. ► We define a set of variance-based sensitivity indices for models with dependent inputs. ► Inputs mutual contributions are distinguished from their independent contributions. ► Analytical and computational tests are performed and discussed.
International Nuclear Information System (INIS)
Povoski, Stephen P; Chapman, Gregg J; Murrey, Douglas A; Lee, Robert; Martin, Edward W; Hall, Nathan C
2013-01-01
Intraoperative detection of 18 F-FDG-avid tissue sites during 18 F-FDG-directed surgery can be very challenging when utilizing gamma detection probes that rely on a fixed target-to-background (T/B) ratio (ratiometric threshold) for determination of probe positivity. The purpose of our study was to evaluate the counting efficiency and the success rate of in situ intraoperative detection of 18 F-FDG-avid tissue sites (using the three-sigma statistical threshold criteria method and the ratiometric threshold criteria method) for three different gamma detection probe systems. Of 58 patients undergoing 18 F-FDG-directed surgery for known or suspected malignancy using gamma detection probes, we identified nine 18 F-FDG-avid tissue sites (from amongst seven patients) that were seen on same-day preoperative diagnostic PET/CT imaging, and for which each 18 F-FDG-avid tissue site underwent attempted in situ intraoperative detection concurrently using three gamma detection probe systems (K-alpha probe, and two commercially-available PET-probe systems), and then were subsequently surgical excised. The mean relative probe counting efficiency ratio was 6.9 (± 4.4, range 2.2–15.4) for the K-alpha probe, as compared to 1.5 (± 0.3, range 1.0–2.1) and 1.0 (± 0, range 1.0–1.0), respectively, for two commercially-available PET-probe systems (P < 0.001). Successful in situ intraoperative detection of 18 F-FDG-avid tissue sites was more frequently accomplished with each of the three gamma detection probes tested by using the three-sigma statistical threshold criteria method than by using the ratiometric threshold criteria method, specifically with the three-sigma statistical threshold criteria method being significantly better than the ratiometric threshold criteria method for determining probe positivity for the K-alpha probe (P = 0.05). Our results suggest that the improved probe counting efficiency of the K-alpha probe design used in conjunction with the three
Povoski, Stephen P; Chapman, Gregg J; Murrey, Douglas A; Lee, Robert; Martin, Edward W; Hall, Nathan C
2013-03-04
Intraoperative detection of (18)F-FDG-avid tissue sites during 18F-FDG-directed surgery can be very challenging when utilizing gamma detection probes that rely on a fixed target-to-background (T/B) ratio (ratiometric threshold) for determination of probe positivity. The purpose of our study was to evaluate the counting efficiency and the success rate of in situ intraoperative detection of (18)F-FDG-avid tissue sites (using the three-sigma statistical threshold criteria method and the ratiometric threshold criteria method) for three different gamma detection probe systems. Of 58 patients undergoing (18)F-FDG-directed surgery for known or suspected malignancy using gamma detection probes, we identified nine (18)F-FDG-avid tissue sites (from amongst seven patients) that were seen on same-day preoperative diagnostic PET/CT imaging, and for which each (18)F-FDG-avid tissue site underwent attempted in situ intraoperative detection concurrently using three gamma detection probe systems (K-alpha probe, and two commercially-available PET-probe systems), and then were subsequently surgical excised. The mean relative probe counting efficiency ratio was 6.9 (± 4.4, range 2.2-15.4) for the K-alpha probe, as compared to 1.5 (± 0.3, range 1.0-2.1) and 1.0 (± 0, range 1.0-1.0), respectively, for two commercially-available PET-probe systems (P < 0.001). Successful in situ intraoperative detection of 18F-FDG-avid tissue sites was more frequently accomplished with each of the three gamma detection probes tested by using the three-sigma statistical threshold criteria method than by using the ratiometric threshold criteria method, specifically with the three-sigma statistical threshold criteria method being significantly better than the ratiometric threshold criteria method for determining probe positivity for the K-alpha probe (P = 0.05). Our results suggest that the improved probe counting efficiency of the K-alpha probe design used in conjunction with the three-sigma statistical
Comparative study between EDXRF and ASTM E572 methods using two-way ANOVA
Krummenauer, A.; Veit, H. M.; Zoppas-Ferreira, J.
2018-03-01
Comparison with reference method is one of the necessary requirements for the validation of non-standard methods. This comparison was made using the experiment planning technique with two-way ANOVA. In ANOVA, the results obtained using the EDXRF method, to be validated, were compared with the results obtained using the ASTM E572-13 standard test method. Fisher's tests (F-test) were used to comparative study between of the elements: molybdenum, niobium, copper, nickel, manganese, chromium and vanadium. All F-tests of the elements indicate that the null hypothesis (Ho) has not been rejected. As a result, there is no significant difference between the methods compared. Therefore, according to this study, it is concluded that the EDXRF method was approved in this method comparison requirement.
INFLUENCE OF TECHNOLOGICAL PARAMETERS ON AGROTEXTILES WATER ABSORBENCY USING ANOVA MODEL
Directory of Open Access Journals (Sweden)
LUPU Iuliana G.
2016-05-01
Full Text Available Agrotextiles are now days extensively being used in horticulture, farming and other agricultural activities. Agriculture and textiles are the largest industries in the world providing basic needs such as food and clothing. Agrotextiles plays a significant role to help control environment for crop protection, eliminate variations in climate, weather change and generate optimum condition for plant growth. Water absorptive capacity is a very important property of needle-punched nonwovens used as irrigation substrate in horticulture. Nonwovens used as watering substrate distribute water uniformly and act as slight water buffer owing to the absorbent capacity. The paper analyzes the influence of needling process parameters on water absorptive capacity of needle-punched nonwovens by using ANOVA model. The model allows the identification of optimal action parameters in a shorter time and with less material expenses than by experimental research. The frequency of needle board and needle depth penetration has been used as independent variables while the water absorptive capacity as dependent variable for ANOVA regression model. Based on employed ANOVA model we have established that there is a significant influence of needling parameters on water absorbent capacity. The higher of depth needle penetration and needle board frequency, the higher is the compactness of fabric. A less porous structure has a lower water absorptive capacity.
Direct encoding of orientation variance in the visual system.
Norman, Liam J; Heywood, Charles A; Kentridge, Robert W
2015-01-01
Our perception of regional irregularity, an example of which is orientation variance, seems effortless when we view two patches of texture that differ in this attribute. Little is understood, however, of how the visual system encodes a regional statistic like orientation variance, but there is some evidence to suggest that it is directly encoded by populations of neurons tuned broadly to high or low levels. The present study shows that selective adaptation to low or high levels of variance results in a perceptual aftereffect that shifts the perceived level of variance of a subsequently viewed texture in the direction away from that of the adapting stimulus (Experiments 1 and 2). Importantly, the effect is durable across changes in mean orientation, suggesting that the encoding of orientation variance is independent of global first moment orientation statistics (i.e., mean orientation). In Experiment 3 it was shown that the variance-specific aftereffect did not show signs of being encoded in a spatiotopic reference frame, similar to the equivalent aftereffect of adaptation to the first moment orientation statistic (the tilt aftereffect), which is represented in the primary visual cortex and exists only in retinotopic coordinates. Experiment 4 shows that a neuropsychological patient with damage to ventral areas of the cortex but spared intact early areas retains sensitivity to orientation variance. Together these results suggest that orientation variance is encoded directly by the visual system and possibly at an early cortical stage.
NLO error propagation exercise: statistical results
International Nuclear Information System (INIS)
Pack, D.J.; Downing, D.J.
1985-09-01
Error propagation is the extrapolation and cumulation of uncertainty (variance) above total amounts of special nuclear material, for example, uranium or 235 U, that are present in a defined location at a given time. The uncertainty results from the inevitable inexactness of individual measurements of weight, uranium concentration, 235 U enrichment, etc. The extrapolated and cumulated uncertainty leads directly to quantified limits of error on inventory differences (LEIDs) for such material. The NLO error propagation exercise was planned as a field demonstration of the utilization of statistical error propagation methodology at the Feed Materials Production Center in Fernald, Ohio from April 1 to July 1, 1983 in a single material balance area formed specially for the exercise. Major elements of the error propagation methodology were: variance approximation by Taylor Series expansion; variance cumulation by uncorrelated primary error sources as suggested by Jaech; random effects ANOVA model estimation of variance effects (systematic error); provision for inclusion of process variance in addition to measurement variance; and exclusion of static material. The methodology was applied to material balance area transactions from the indicated time period through a FORTRAN computer code developed specifically for this purpose on the NLO HP-3000 computer. This paper contains a complete description of the error propagation methodology and a full summary of the numerical results of applying the methodlogy in the field demonstration. The error propagation LEIDs did encompass the actual uranium and 235 U inventory differences. Further, one can see that error propagation actually provides guidance for reducing inventory differences and LEIDs in future time periods
Means and Variances without Calculus
Kinney, John J.
2005-01-01
This article gives a method of finding discrete approximations to continuous probability density functions and shows examples of its use, allowing students without calculus access to the calculation of means and variances.
Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.
Dazard, Jean-Eudes; Rao, J Sunil
2012-07-01
The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.
Visualizing Experimental Designs for Balanced ANOVA Models using Lisp-Stat
Directory of Open Access Journals (Sweden)
Philip W. Iversen
2004-12-01
Full Text Available The structure, or Hasse, diagram described by Taylor and Hilton (1981, American Statistician provides a visual display of the relationships between factors for balanced complete experimental designs. Using the Hasse diagram, rules exist for determining the appropriate linear model, ANOVA table, expected means squares, and F-tests in the case of balanced designs. This procedure has been implemented in Lisp-Stat using a software representation of the experimental design. The user can interact with the Hasse diagram to add, change, or delete factors and see the effect on the proposed analysis. The system has potential uses in teaching and consulting.
Cramer, Angélique O.J.; van Ravenzwaaij, Don; Matzke, Dora; Steingroever, Helen; Wetzels, Ruud; Grasman, Raoul P.P.P.; Waldorp, Lourens J.; Wagenmakers, Eric-Jan
Many psychologists do not realize that exploratory use of the popular multiway analysis of variance harbors a multiple-comparison problem. In the case of two factors, three separate null hypotheses are subject to test (i.e., two main effects and one interaction). Consequently, the probability of at
Backfitting in Smoothing Spline Anova, with Application to Historical Global Temperature Data
Luo, Zhen
In the attempt to estimate the temperature history of the earth using the surface observations, various biases can exist. An important source of bias is the incompleteness of sampling over both time and space. There have been a few methods proposed to deal with this problem. Although they can correct some biases resulting from incomplete sampling, they have ignored some other significant biases. In this dissertation, a smoothing spline ANOVA approach which is a multivariate function estimation method is proposed to deal simultaneously with various biases resulting from incomplete sampling. Besides that, an advantage of this method is that we can get various components of the estimated temperature history with a limited amount of information stored. This method can also be used for detecting erroneous observations in the data base. The method is illustrated through an example of modeling winter surface air temperature as a function of year and location. Extension to more complicated models are discussed. The linear system associated with the smoothing spline ANOVA estimates is too large to be solved by full matrix decomposition methods. A computational procedure combining the backfitting (Gauss-Seidel) algorithm and the iterative imputation algorithm is proposed. This procedure takes advantage of the tensor product structure in the data to make the computation feasible in an environment of limited memory. Various related issues are discussed, e.g., the computation of confidence intervals and the techniques to speed up the convergence of the backfitting algorithm such as collapsing and successive over-relaxation.
Revision: Variance Inflation in Regression
Directory of Open Access Journals (Sweden)
D. R. Jensen
2013-01-01
the intercept; and (iv variance deflation may occur, where ill-conditioned data yield smaller variances than their orthogonal surrogates. Conventional VIFs have all regressors linked, or none, often untenable in practice. Beyond these, our models enable the unlinking of regressors that can be unlinked, while preserving dependence among those intrinsically linked. Moreover, known collinearity indices are extended to encompass angles between subspaces of regressors. To reaccess ill-conditioned data, we consider case studies ranging from elementary examples to data from the literature.
Which statistics should tropical biologists learn?
Loaiza Velásquez, Natalia; González Lutz, María Isabel; Monge-Nájera, Julián
2011-09-01
Tropical biologists study the richest and most endangered biodiversity in the planet, and in these times of climate change and mega-extinctions, the need for efficient, good quality research is more pressing than in the past. However, the statistical component in research published by tropical authors sometimes suffers from poor quality in data collection; mediocre or bad experimental design and a rigid and outdated view of data analysis. To suggest improvements in their statistical education, we listed all the statistical tests and other quantitative analyses used in two leading tropical journals, the Revista de Biología Tropical and Biotropica, during a year. The 12 most frequent tests in the articles were: Analysis of Variance (ANOVA), Chi-Square Test, Student's T Test, Linear Regression, Pearson's Correlation Coefficient, Mann-Whitney U Test, Kruskal-Wallis Test, Shannon's Diversity Index, Tukey's Test, Cluster Analysis, Spearman's Rank Correlation Test and Principal Component Analysis. We conclude that statistical education for tropical biologists must abandon the old syllabus based on the mathematical side of statistics and concentrate on the correct selection of these and other procedures and tests, on their biological interpretation and on the use of reliable and friendly freeware. We think that their time will be better spent understanding and protecting tropical ecosystems than trying to learn the mathematical foundations of statistics: in most cases, a well designed one-semester course should be enough for their basic requirements.
Modelling volatility by variance decomposition
DEFF Research Database (Denmark)
Amado, Cristina; Teräsvirta, Timo
In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the variance of the model to have a smooth time-varying structure of either additive or multiplicative type. The suggested parameterisations describe both nonlinearity and structural change in the condit...
Gini estimation under infinite variance
A. Fontanari (Andrea); N.N. Taleb (Nassim Nicholas); P. Cirillo (Pasquale)
2018-01-01
textabstractWe study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α∈(1,2)). We show that, in such a case, the Gini coefficient
Nick, Todd G
2007-01-01
Statistics is defined by the Medical Subject Headings (MeSH) thesaurus as the science and art of collecting, summarizing, and analyzing data that are subject to random variation. The two broad categories of summarizing and analyzing data are referred to as descriptive and inferential statistics. This chapter considers the science and art of summarizing data where descriptive statistics and graphics are used to display data. In this chapter, we discuss the fundamentals of descriptive statistics, including describing qualitative and quantitative variables. For describing quantitative variables, measures of location and spread, for example the standard deviation, are presented along with graphical presentations. We also discuss distributions of statistics, for example the variance, as well as the use of transformations. The concepts in this chapter are useful for uncovering patterns within the data and for effectively presenting the results of a project.
Allowable variance set on left ventricular function parameter
International Nuclear Information System (INIS)
Zhou Li'na; Qi Zhongzhi; Zeng Yu; Ou Xiaohong; Li Lin
2010-01-01
Purpose: To evaluate the influence of allowable Variance settings on left ventricular function parameter of the arrhythmia patients during gated myocardial perfusion imaging. Method: 42 patients with evident arrhythmia underwent myocardial perfusion SPECT, 3 different allowable variance with 20%, 60%, 100% would be set before acquisition for every patients,and they will be acquired simultaneously. After reconstruction by Astonish, end-diastole volume(EDV) and end-systolic volume (ESV) and left ventricular ejection fraction (LVEF) would be computed with Quantitative Gated SPECT(QGS). Using SPSS software EDV, ESV, EF values of analysis of variance. Result: there is no statistical difference between three groups. Conclusion: arrhythmia patients undergo Gated myocardial perfusion imaging, Allowable Variance settings on EDV, ESV, EF value does not have a statistical meaning. (authors)
ANOVA IN MARKETING RESEARCH OF CONSUMER BEHAVIOR OF DIFFERENT CATEGORIES IN GEORGIAN MARKET
Directory of Open Access Journals (Sweden)
NUGZAR TODUA
2015-03-01
Full Text Available Consumer behavior research was conducted on bank services and (non-alcohol soft drinks. Based on four different currencies and ten services there are analyses made on bank clients’ distribution by bank services and currencies, percentage distribution by bank services, percentage distribution of bank services by currencies. Similar results are also received in case of ten soft drinks with their five characteristics: consumers quantities split by types of soft drinks and attributes; Attributes percentage split by types of soft drinks; Types of soft drinks percentage split by attributes. With usage of ANOVA, based on the marketing research outcomes it is concluded that bank clients’ total quantities i.e. populations’ unknown mean scores do not differ from each other. In the soft drinks research case consumers’ total quantities i.e. populations’ unknown mean scores vary by characteristics
Technical Note: Introduction of variance component analysis to setup error analysis in radiotherapy
Energy Technology Data Exchange (ETDEWEB)
Matsuo, Yukinori, E-mail: ymatsuo@kuhp.kyoto-u.ac.jp; Nakamura, Mitsuhiro; Mizowaki, Takashi; Hiraoka, Masahiro [Department of Radiation Oncology and Image-applied Therapy, Kyoto University, 54 Shogoin-Kawaharacho, Sakyo, Kyoto 606-8507 (Japan)
2016-09-15
Purpose: The purpose of this technical note is to introduce variance component analysis to the estimation of systematic and random components in setup error of radiotherapy. Methods: Balanced data according to the one-factor random effect model were assumed. Results: Analysis-of-variance (ANOVA)-based computation was applied to estimate the values and their confidence intervals (CIs) for systematic and random errors and the population mean of setup errors. The conventional method overestimates systematic error, especially in hypofractionated settings. The CI for systematic error becomes much wider than that for random error. The ANOVA-based estimation can be extended to a multifactor model considering multiple causes of setup errors (e.g., interpatient, interfraction, and intrafraction). Conclusions: Variance component analysis may lead to novel applications to setup error analysis in radiotherapy.
DEFF Research Database (Denmark)
Khan, Nasim Ahmed; Spencer, Horace Jack; Nikiphorou, Elena
2017-01-01
Objective: To assess intercentre variability in the ACR core set measures, DAS28 based on three variables (DAS28v3) and Routine Assessment of Patient Index Data 3 in a multinational study. Methods: Seven thousand and twenty-three patients were recruited (84 centres; 30 countries) using a standard...... built to adjust for the remaining ACR core set measure (for each ACR core set measure or each composite index), socio-demographics and medical characteristics. ANOVA and analysis of covariance models yielded similar results, and ANOVA tables were used to present variance attributable to recruiting...... centre. Results: The proportion of variances attributable to recruiting centre was lower for patient reported outcomes (PROs: pain, HAQ, patient global) compared with objective measures (joint counts, ESR, physician global) in all models. In the full model, variance in PROs attributable to recruiting...
Technical Note: Introduction of variance component analysis to setup error analysis in radiotherapy
International Nuclear Information System (INIS)
Matsuo, Yukinori; Nakamura, Mitsuhiro; Mizowaki, Takashi; Hiraoka, Masahiro
2016-01-01
Purpose: The purpose of this technical note is to introduce variance component analysis to the estimation of systematic and random components in setup error of radiotherapy. Methods: Balanced data according to the one-factor random effect model were assumed. Results: Analysis-of-variance (ANOVA)-based computation was applied to estimate the values and their confidence intervals (CIs) for systematic and random errors and the population mean of setup errors. The conventional method overestimates systematic error, especially in hypofractionated settings. The CI for systematic error becomes much wider than that for random error. The ANOVA-based estimation can be extended to a multifactor model considering multiple causes of setup errors (e.g., interpatient, interfraction, and intrafraction). Conclusions: Variance component analysis may lead to novel applications to setup error analysis in radiotherapy.
A Robust Statistics Approach to Minimum Variance Portfolio Optimization
Yang, Liusha; Couillet, Romain; McKay, Matthew R.
2015-12-01
We study the design of portfolios under a minimum risk criterion. The performance of the optimized portfolio relies on the accuracy of the estimated covariance matrix of the portfolio asset returns. For large portfolios, the number of available market returns is often of similar order to the number of assets, so that the sample covariance matrix performs poorly as a covariance estimator. Additionally, financial market data often contain outliers which, if not correctly handled, may further corrupt the covariance estimation. We address these shortcomings by studying the performance of a hybrid covariance matrix estimator based on Tyler's robust M-estimator and on Ledoit-Wolf's shrinkage estimator while assuming samples with heavy-tailed distribution. Employing recent results from random matrix theory, we develop a consistent estimator of (a scaled version of) the realized portfolio risk, which is minimized by optimizing online the shrinkage intensity. Our portfolio optimization method is shown via simulations to outperform existing methods both for synthetic and real market data.
Jackknife Variance Estimator for Two Sample Linear Rank Statistics
1988-11-01
Accesion For - - ,NTIS GPA&I "TIC TAB Unann c, nc .. [d Keywords: strong consistency; linear rank test’ influence function . i , at L By S- )Distribut...reverse if necessary and identify by block number) FIELD IGROUP SUB-GROUP Strong consistency; linear rank test; influence function . 19. ABSTRACT
Global Variance Risk Premium and Forex Return Predictability
Aloosh, Arash
2014-01-01
In a long-run risk model with stochastic volatility and frictionless markets, I express expected forex returns as a function of consumption growth variances and stock variance risk premiums (VRPs)—the difference between the risk-neutral and statistical expectations of market return variation. This provides a motivation for using the forward-looking information available in stock market volatility indices to predict forex returns. Empirically, I find that stock VRPs predict forex returns at a ...
Power Estimation in Multivariate Analysis of Variance
Directory of Open Access Journals (Sweden)
Jean François Allaire
2007-09-01
Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.
Directory of Open Access Journals (Sweden)
Kirankumar B. Balavalad
2017-04-01
Full Text Available Piezoresistive (PZR pressure sensors have gained importance because of their robust construction, high sensitivity and good linearity. The conventional PZR pressure sensor consists of 4 piezoresistors placed on diaphragm and are connected in the form of Wheatstone bridge. These sensors convert stress applied on them into change in resistance, which is quantified into voltage using Wheatstone bridge mechanism. It is observed form the literature that, the dimensions of piezoresistors are very crucial in the performance of the piezoresistive pressure sensor. This paper presents, a novel mechanism of finding best combinations and effect of individual piezoresistors dimensions viz., Length, Width and Thickness, using DoE and ANOVA (Analysis of Variance method, following Taguchi experimentation approach. The paper presents a unique method to find optimum combination of piezoresistors dimensions and also clearly illustrates the effect the dimensions on the output of the sensor. The optimum combinations and the output response of sensor is predicted using DoE and the validation simulation is done. The result of the validation simulation is compared with the predicted value of sensor response i.e., V. Predicted value of V is 1.074 V and the validation simulation gave the response for V as 1.19 V. This actually validates that the model (DoE and ANOVA is adequate in describing V in terms of the variables defined.
Variance based OFDM frame synchronization
Directory of Open Access Journals (Sweden)
Z. Fedra
2012-04-01
Full Text Available The paper deals with a new frame synchronization scheme for OFDM systems and calculates the complexity of this scheme. The scheme is based on the computing of the detection window variance. The variance is computed in two delayed times, so a modified Early-Late loop is used for the frame position detection. The proposed algorithm deals with different variants of OFDM parameters including guard interval, cyclic prefix, and has good properties regarding the choice of the algorithm's parameters since the parameters may be chosen within a wide range without having a high influence on system performance. The verification of the proposed algorithm functionality has been performed on a development environment using universal software radio peripheral (USRP hardware.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Li, Yang; Pirvu, Traian A
2011-01-01
This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma approximation is employed to overcome it. Thus, the optimization problem is reduced to a well posed quadratic program. The methodology developed in this paper can be also applied to pricing and hedging in incomplete markets.
The impact of sample non-normality on ANOVA and alternative methods.
Lantz, Björn
2013-05-01
In this journal, Zimmerman (2004, 2011) has discussed preliminary tests that researchers often use to choose an appropriate method for comparing locations when the assumption of normality is doubtful. The conceptual problem with this approach is that such a two-stage process makes both the power and the significance of the entire procedure uncertain, as type I and type II errors are possible at both stages. A type I error at the first stage, for example, will obviously increase the probability of a type II error at the second stage. Based on the idea of Schmider et al. (2010), which proposes that simulated sets of sample data be ranked with respect to their degree of normality, this paper investigates the relationship between population non-normality and sample non-normality with respect to the performance of the ANOVA, Brown-Forsythe test, Welch test, and Kruskal-Wallis test when used with different distributions, sample sizes, and effect sizes. The overall conclusion is that the Kruskal-Wallis test is considerably less sensitive to the degree of sample normality when populations are distinctly non-normal and should therefore be the primary tool used to compare locations when it is known that populations are not at least approximately normal. © 2012 The British Psychological Society.
Liu, Yan; Salvendy, Gavriel
2009-05-01
This paper aims to demonstrate the effects of measurement errors on psychometric measurements in ergonomics studies. A variety of sources can cause random measurement errors in ergonomics studies and these errors can distort virtually every statistic computed and lead investigators to erroneous conclusions. The effects of measurement errors on five most widely used statistical analysis tools have been discussed and illustrated: correlation; ANOVA; linear regression; factor analysis; linear discriminant analysis. It has been shown that measurement errors can greatly attenuate correlations between variables, reduce statistical power of ANOVA, distort (overestimate, underestimate or even change the sign of) regression coefficients, underrate the explanation contributions of the most important factors in factor analysis and depreciate the significance of discriminant function and discrimination abilities of individual variables in discrimination analysis. The discussions will be restricted to subjective scales and survey methods and their reliability estimates. Other methods applied in ergonomics research, such as physical and electrophysiological measurements and chemical and biomedical analysis methods, also have issues of measurement errors, but they are beyond the scope of this paper. As there has been increasing interest in the development and testing of theories in ergonomics research, it has become very important for ergonomics researchers to understand the effects of measurement errors on their experiment results, which the authors believe is very critical to research progress in theory development and cumulative knowledge in the ergonomics field.
Confidence Interval Approximation For Treatment Variance In ...
African Journals Online (AJOL)
In a random effects model with a single factor, variation is partitioned into two as residual error variance and treatment variance. While a confidence interval can be imposed on the residual error variance, it is not possible to construct an exact confidence interval for the treatment variance. This is because the treatment ...
Variance estimation in the analysis of microarray data
Wang, Yuedong
2009-04-01
Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing to the small number of replications. Various methods have been proposed in the literature to overcome this lack of degrees of freedom problem. In this context, it is commonly observed that the variance increases proportionally with the intensity level, which has led many researchers to assume that the variance is a function of the mean. Here we concentrate on estimation of the variance as a function of an unknown mean in two models: the constant coefficient of variation model and the quadratic variance-mean model. Because the means are unknown and estimated with few degrees of freedom, naive methods that use the sample mean in place of the true mean are generally biased because of the errors-in-variables phenomenon. We propose three methods for overcoming this bias. The first two are variations on the theme of the so-called heteroscedastic simulation-extrapolation estimator, modified to estimate the variance function consistently. The third class of estimators is entirely different, being based on semiparametric information calculations. Simulations show the power of our methods and their lack of bias compared with the naive method that ignores the measurement error. The methodology is illustrated by using microarray data from leukaemia patients.
Comparing estimates of genetic variance across different relationship models.
Legarra, Andres
2016-02-01
Use of relationships between individuals to estimate genetic variances and heritabilities via mixed models is standard practice in human, plant and livestock genetics. Different models or information for relationships may give different estimates of genetic variances. However, comparing these estimates across different relationship models is not straightforward as the implied base populations differ between relationship models. In this work, I present a method to compare estimates of variance components across different relationship models. I suggest referring genetic variances obtained using different relationship models to the same reference population, usually a set of individuals in the population. Expected genetic variance of this population is the estimated variance component from the mixed model times a statistic, Dk, which is the average self-relationship minus the average (self- and across-) relationship. For most typical models of relationships, Dk is close to 1. However, this is not true for very deep pedigrees, for identity-by-state relationships, or for non-parametric kernels, which tend to overestimate the genetic variance and the heritability. Using mice data, I show that heritabilities from identity-by-state and kernel-based relationships are overestimated. Weighting these estimates by Dk scales them to a base comparable to genomic or pedigree relationships, avoiding wrong comparisons, for instance, "missing heritabilities". Copyright © 2015 Elsevier Inc. All rights reserved.
Energy Technology Data Exchange (ETDEWEB)
Timashev, Svyatoslav A.; Bushinskaya, Anna V. [Russian Academy of Sciences, Ekaterinburg (Russian Federation). Ural Branch. Sciences and Engineering Center ' Reliability and Safety of Large Systems and Machines'
2009-07-01
The paper discusses current possibilities and drawbacks of in-line inspection (ILI) in sizing defects in oil and gas pipelines. A methodology based on analysis of variances (ANOVA) is presented that extracts maximum possible information from the ILI measurements of defects and subsequent verification results. This full statistical analysis (FSA) methodology was extensively tested by using the Monte Carlo simulation method. It was then applied to analyze the content of sections 7, 9 and appendix E of the API 1163 RP Standard. (author)
Shieh, Gwowen; Jan, Show-Li
2015-01-01
The general formulation of a linear combination of population means permits a wide range of research questions to be tested within the context of ANOVA. However, it has been stressed in many research areas that the homogeneous variances assumption is frequently violated. To accommodate the heterogeneity of variance structure, the…
Van Hoten, Hendri; Gunawarman; Mulyadi, Ismet Hari; Kurniawan Mainil, Afdhal; Putra, Bismantoloa dan
2018-02-01
This research is about manufacture nanopowder Bioceramics from local materials used Ball Milling for biomedical applications. Source materials for the manufacture of medicines are plants, animal tissues, microbial structures and engineering biomaterial. The form of raw material medicines is a powder before mixed. In the case of medicines, research is to find sources of biomedical materials that will be in the nanoscale powders can be used as raw material for medicine. One of the biomedical materials that can be used as raw material for medicine is of the type of bioceramics is chicken eggshells. This research will develop methods for manufacture nanopowder material from chicken eggshells with Ball Milling using the Taguchi method and ANOVA. Eggshell milled using a variation of Milling rate on 150, 200 and 250 rpm, the time variation of 1, 2 and 3 hours and variations the grinding balls to eggshell powder weight ratio (BPR) 1: 6, 1: 8, 1: 10. Before milled with Ball Milling crushed eggshells in advance and calcinate to a temperature of 900°C. After the milled material characterization of the fine powder of eggshell using SEM to see its size. The result of this research is optimum parameter of Taguchi Design analysis that is 250 rpm milling rate, 3 hours milling time and BPR is 1: 6 with the average eggshell powder size is 1.305 μm. Milling speed, milling time and ball to powder weight of ratio have contribution successively equal to 60.82%, 30.76% and 6.64% by error equal to 1.78%.
Impact of Damping Uncertainty on SEA Model Response Variance
Schiller, Noah; Cabell, Randolph; Grosveld, Ferdinand
2010-01-01
Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.
Energy Technology Data Exchange (ETDEWEB)
Migaszewski, Zdzislaw M. [Pedagogical University, Institute of Chemistry, Geochemistry and the Environment Div., ul. Checinska 5, 25-020 Kielce (Poland)]. E-mail: zmig@pu.kielce.pl; Galuszka, Agnieszka [Pedagogical University, Institute of Chemistry, Geochemistry and the Environment Div., ul. Checinska 5, 25-020 Kielce (Poland); Paslaski, Piotr [Central Chemical Laboratory of the Polish Geological Institute, ul. Rakowiecka 4, 00-975 Warsaw (Poland)
2005-01-01
This report presents an assessment of chemical variability in natural ecosystems of Wigierski National Park (NE Poland) derived from the calculation of geochemical baselines using a barbell cluster ANOVA design. This method enabled us to obtain statistically valid information with a minimum number of samples collected. Results of summary statistics are presented for elemental concentrations in the soil horizons-O (Ol + Ofh), -A and -B, 1- and 2-year old Pinus sylvestris L. (Scots pine) needles, pine bark and Hypogymnia physodes (L.) Nyl. (lichen) thalli, as well as pH and TOC. The scope of this study also encompassed S and C stable isotope determinations and SEM examinations on Scots pine needles. The variability for S and trace metals in soils and plant bioindicators is primarily governed by parent material lithology and to a lesser extent by anthropogenic factors. This fact enabled us to study concentrations that are close to regional background levels. - The barbell cluster ANOVA design allowed the number of samples collected to be reduced to a minimum.
Rossum, Maaike A. van; Schoot, A.G.J. van de; Hoijtink, H.
2011-01-01
Researchers in the behavioral and social sciences often have one informative hypothesis with respect to the state of affairs in the population from which they sampled their data. The question they would like an answer to is ‘‘Is the Hypothesis Correct’’ or ‘‘Is it Not.’’ Classical statistics has
Compounding approach for univariate time series with nonstationary variances
Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich
2015-12-01
A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.
Some asymptotic theory for variance function smoothing | Kibua ...
African Journals Online (AJOL)
Simple selection of the smoothing parameter is suggested. Both homoscedastic and heteroscedastic regression models are considered. Keywords: Asymptotic, Smoothing, Kernel, Bandwidth, Bias, Variance, Mean squared error, Homoscedastic, Heteroscedastic. > East African Journal of Statistics Vol. 1 (1) 2005: pp. 9-22 ...
Properties of realized variance under alternative sampling schemes
Oomen, R.C.A.
2006-01-01
This paper investigates the statistical properties of the realized variance estimator in the presence of market microstructure noise. Different from the existing literature, the analysis relies on a pure jump process for high frequency security prices and explicitly distinguishes among alternative
CMB-S4 and the hemispherical variance anomaly
O'Dwyer, Márcio; Copi, Craig J.; Knox, Lloyd; Starkman, Glenn D.
2017-09-01
Cosmic microwave background (CMB) full-sky temperature data show a hemispherical asymmetry in power nearly aligned with the Ecliptic. In real space, this anomaly can be quantified by the temperature variance in the Northern and Southern Ecliptic hemispheres, with the Northern hemisphere displaying an anomalously low variance while the Southern hemisphere appears unremarkable [consistent with expectations from the best-fitting theory, Lambda Cold Dark Matter (ΛCDM)]. While this is a well-established result in temperature, the low signal-to-noise ratio in current polarization data prevents a similar comparison. This will change with a proposed ground-based CMB experiment, CMB-S4. With that in mind, we generate realizations of polarization maps constrained by the temperature data and predict the distribution of the hemispherical variance in polarization considering two different sky coverage scenarios possible in CMB-S4: full Ecliptic north coverage and just the portion of the North that can be observed from a ground-based telescope at the high Chilean Atacama plateau. We find that even in the set of realizations constrained by the temperature data, the low Northern hemisphere variance observed in temperature is not expected in polarization. Therefore, observing an anomalously low variance in polarization would make the hypothesis that the temperature anomaly is simply a statistical fluke more unlikely and thus increase the motivation for physical explanations. We show, within ΛCDM, how variance measurements in both sky coverage scenarios are related. We find that the variance makes for a good statistic in cases where the sky coverage is limited, however, full northern coverage is still preferable.
Speed Variance and Its Influence on Accidents.
Garber, Nicholas J.; Gadirau, Ravi
A study was conducted to investigate the traffic engineering factors that influence speed variance and to determine to what extent speed variance affects accident rates. Detailed analyses were carried out to relate speed variance with posted speed limit, design speeds, and other traffic variables. The major factor identified was the difference…
Haverkamp, Nicolas; Beauducel, André
2017-01-01
We investigated the effects of violations of the sphericity assumption on Type I error rates for different methodical approaches of repeated measures analysis using a simulation approach. In contrast to previous simulation studies on this topic, up to nine measurement occasions were considered. Effects of the level of inter-correlations between measurement occasions on Type I error rates were considered for the first time. Two populations with non-violation of the sphericity assumption, one with uncorrelated measurement occasions and one with moderately correlated measurement occasions, were generated. One population with violation of the sphericity assumption combines uncorrelated with highly correlated measurement occasions. A second population with violation of the sphericity assumption combines moderately correlated and highly correlated measurement occasions. From these four populations without any between-group effect or within-subject effect 5,000 random samples were drawn. Finally, the mean Type I error rates for Multilevel linear models (MLM) with an unstructured covariance matrix (MLM-UN), MLM with compound-symmetry (MLM-CS) and for repeated measures analysis of variance (rANOVA) models (without correction, with Greenhouse-Geisser-correction, and Huynh-Feldt-correction) were computed. To examine the effect of both the sample size and the number of measurement occasions, sample sizes of n = 20, 40, 60, 80, and 100 were considered as well as measurement occasions of m = 3, 6, and 9. With respect to rANOVA, the results plead for a use of rANOVA with Huynh-Feldt-correction, especially when the sphericity assumption is violated, the sample size is rather small and the number of measurement occasions is large. For MLM-UN, the results illustrate a massive progressive bias for small sample sizes ( n = 20) and m = 6 or more measurement occasions. This effect could not be found in previous simulation studies with a smaller number of measurement occasions. The
Directory of Open Access Journals (Sweden)
Elżbieta Sandurska
2016-12-01
Full Text Available Introduction: Application of statistical software typically does not require extensive statistical knowledge, allowing to easily perform even complex analyses. Consequently, test selection criteria and important assumptions may be easily overlooked or given insufficient consideration. In such cases, the results may likely lead to wrong conclusions. Aim: To discuss issues related to assumption violations in the case of Student's t-test and one-way ANOVA, two parametric tests frequently used in the field of sports science, and to recommend solutions. Description of the state of knowledge: Student's t-test and ANOVA are parametric tests, and therefore some of the assumptions that need to be satisfied include normal distribution of the data and homogeneity of variances in groups. If the assumptions are violated, the original design of the test is impaired, and the test may then be compromised giving spurious results. A simple method to normalize the data and to stabilize the variance is to use transformations. If such approach fails, a good alternative to consider is a nonparametric test, such as Mann-Whitney, the Kruskal-Wallis or Wilcoxon signed-rank tests. Summary: Thorough verification of the parametric tests assumptions allows for correct selection of statistical tools, which is the basis of well-grounded statistical analysis. With a few simple rules, testing patterns in the data characteristic for the study of sports science comes down to a straightforward procedure.
Hybrid biasing approaches for global variance reduction
International Nuclear Information System (INIS)
Wu, Zeyun; Abdel-Khalik, Hany S.
2013-01-01
A new variant of Monte Carlo—deterministic (DT) hybrid variance reduction approach based on Gaussian process theory is presented for accelerating convergence of Monte Carlo simulation and compared with Forward-Weighted Consistent Adjoint Driven Importance Sampling (FW-CADIS) approach implemented in the SCALE package from Oak Ridge National Laboratory. The new approach, denoted the Gaussian process approach, treats the responses of interest as normally distributed random processes. The Gaussian process approach improves the selection of the weight windows of simulated particles by identifying a subspace that captures the dominant sources of statistical response variations. Like the FW-CADIS approach, the Gaussian process approach utilizes particle importance maps obtained from deterministic adjoint models to derive weight window biasing. In contrast to the FW-CADIS approach, the Gaussian process approach identifies the response correlations (via a covariance matrix) and employs them to reduce the computational overhead required for global variance reduction (GVR) purpose. The effective rank of the covariance matrix identifies the minimum number of uncorrelated pseudo responses, which are employed to bias simulated particles. Numerical experiments, serving as a proof of principle, are presented to compare the Gaussian process and FW-CADIS approaches in terms of the global reduction in standard deviation of the estimated responses. - Highlights: ► Hybrid Monte Carlo Deterministic Method based on Gaussian Process Model is introduced. ► Method employs deterministic model to calculate responses correlations. ► Method employs correlations to bias Monte Carlo transport. ► Method compared to FW-CADIS methodology in SCALE code. ► An order of magnitude speed up is achieved for a PWR core model.
Variance of a product with application to uranium estimation
International Nuclear Information System (INIS)
Lowe, V.W.; Waterman, M.S.
1976-01-01
The U in a container can either be determined directly by NDA or by estimating the weight of material in the container and the concentration of U in this material. It is important to examine the statistical properties of estimating the amount of U by multiplying the estimates of weight and concentration. The variance of the product determines the accuracy of the estimate of the amount of uranium. This paper examines the properties of estimates of the variance of the product of two random variables
Handling nonnormality and variance heterogeneity for quantitative sublethal toxicity tests.
Ritz, Christian; Van der Vliet, Leana
2009-09-01
The advantages of using regression-based techniques to derive endpoints from environmental toxicity data are clear, and slowly, this superior analytical technique is gaining acceptance. As use of regression-based analysis becomes more widespread, some of the associated nuances and potential problems come into sharper focus. Looking at data sets that cover a broad spectrum of standard test species, we noticed that some model fits to data failed to meet two key assumptions-variance homogeneity and normality-that are necessary for correct statistical analysis via regression-based techniques. Failure to meet these assumptions often is caused by reduced variance at the concentrations showing severe adverse effects. Although commonly used with linear regression analysis, transformation of the response variable only is not appropriate when fitting data using nonlinear regression techniques. Through analysis of sample data sets, including Lemna minor, Eisenia andrei (terrestrial earthworm), and algae, we show that both the so-called Box-Cox transformation and use of the Poisson distribution can help to correct variance heterogeneity and nonnormality and so allow nonlinear regression analysis to be implemented. Both the Box-Cox transformation and the Poisson distribution can be readily implemented into existing protocols for statistical analysis. By correcting for nonnormality and variance heterogeneity, these two statistical tools can be used to encourage the transition to regression-based analysis and the depreciation of less-desirable and less-flexible analytical techniques, such as linear interpolation.
Improved Test Planning and Analysis Through the Use of Advanced Statistical Methods
Green, Lawrence L.; Maxwell, Katherine A.; Glass, David E.; Vaughn, Wallace L.; Barger, Weston; Cook, Mylan
2016-01-01
The goal of this work is, through computational simulations, to provide statistically-based evidence to convince the testing community that a distributed testing approach is superior to a clustered testing approach for most situations. For clustered testing, numerous, repeated test points are acquired at a limited number of test conditions. For distributed testing, only one or a few test points are requested at many different conditions. The statistical techniques of Analysis of Variance (ANOVA), Design of Experiments (DOE) and Response Surface Methods (RSM) are applied to enable distributed test planning, data analysis and test augmentation. The D-Optimal class of DOE is used to plan an optimally efficient single- and multi-factor test. The resulting simulated test data are analyzed via ANOVA and a parametric model is constructed using RSM. Finally, ANOVA can be used to plan a second round of testing to augment the existing data set with new data points. The use of these techniques is demonstrated through several illustrative examples. To date, many thousands of comparisons have been performed and the results strongly support the conclusion that the distributed testing approach outperforms the clustered testing approach.
Arif, Sajjad; Tanwir Alam, Md; Ansari, Akhter H.; Bilal Naim Shaikh, Mohd; Arif Siddiqui, M.
2018-05-01
The tribological performance of aluminium hybrid composites reinforced with micro SiC (5 wt%) and nano zirconia (0, 3, 6 and 9 wt%) fabricated through powder metallurgy technique were investigated using statistical and artificial neural network (ANN) approach. The influence of zirconia reinforcement, sliding distance and applied load were analyzed with test based on full factorial design of experiments. Analysis of variance (ANOVA) was used to evaluate the percentage contribution of each process parameters on wear loss. ANOVA approach suggested that wear loss be mainly influenced by sliding distance followed by zirconia reinforcement and applied load. Further, a feed forward back propagation neural network was applied on input/output date for predicting and analyzing the wear behaviour of fabricated composite. A very close correlation between experimental and ANN output were achieved by implementing the model. Finally, ANN model was effectively used to find the influence of various control factors on wear behaviour of hybrid composites.
Evolution of Genetic Variance during Adaptive Radiation.
Walter, Greg M; Aguirre, J David; Blows, Mark W; Ortiz-Barrientos, Daniel
2018-04-01
Genetic correlations between traits can concentrate genetic variance into fewer phenotypic dimensions that can bias evolutionary trajectories along the axis of greatest genetic variance and away from optimal phenotypes, constraining the rate of evolution. If genetic correlations limit adaptation, rapid adaptive divergence between multiple contrasting environments may be difficult. However, if natural selection increases the frequency of rare alleles after colonization of new environments, an increase in genetic variance in the direction of selection can accelerate adaptive divergence. Here, we explored adaptive divergence of an Australian native wildflower by examining the alignment between divergence in phenotype mean and divergence in genetic variance among four contrasting ecotypes. We found divergence in mean multivariate phenotype along two major axes represented by different combinations of plant architecture and leaf traits. Ecotypes also showed divergence in the level of genetic variance in individual traits and the multivariate distribution of genetic variance among traits. Divergence in multivariate phenotypic mean aligned with divergence in genetic variance, with much of the divergence in phenotype among ecotypes associated with changes in trait combinations containing substantial levels of genetic variance. Overall, our results suggest that natural selection can alter the distribution of genetic variance underlying phenotypic traits, increasing the amount of genetic variance in the direction of natural selection and potentially facilitating rapid adaptive divergence during an adaptive radiation.
Analysis of Statistical Methods Currently used in Toxicology Journals.
Na, Jihye; Yang, Hyeri; Bae, SeungJin; Lim, Kyung-Min
2014-09-01
Statistical methods are frequently used in toxicology, yet it is not clear whether the methods employed by the studies are used consistently and conducted based on sound statistical grounds. The purpose of this paper is to describe statistical methods used in top toxicology journals. More specifically, we sampled 30 papers published in 2014 from Toxicology and Applied Pharmacology, Archives of Toxicology, and Toxicological Science and described methodologies used to provide descriptive and inferential statistics. One hundred thirteen endpoints were observed in those 30 papers, and most studies had sample size less than 10, with the median and the mode being 6 and 3 & 6, respectively. Mean (105/113, 93%) was dominantly used to measure central tendency, and standard error of the mean (64/113, 57%) and standard deviation (39/113, 34%) were used to measure dispersion, while few studies provide justifications regarding why the methods being selected. Inferential statistics were frequently conducted (93/113, 82%), with one-way ANOVA being most popular (52/93, 56%), yet few studies conducted either normality or equal variance test. These results suggest that more consistent and appropriate use of statistical method is necessary which may enhance the role of toxicology in public health.
Variance bias analysis for the Gelbard's batch method
Energy Technology Data Exchange (ETDEWEB)
Seo, Jae Uk; Shim, Hyung Jin [Seoul National Univ., Seoul (Korea, Republic of)
2014-05-15
In this paper, variances and the bias will be derived analytically when the Gelbard's batch method is applied. And then, the real variance estimated from this bias will be compared with the real variance calculated from replicas. Variance and the bias were derived analytically when the batch method was applied. If the batch method was applied to calculate the sample variance, covariance terms between tallies which exist in the batch were eliminated from the bias. With the 2 by 2 fission matrix problem, we could calculate real variance regardless of whether or not the batch method was applied. However as batch size got larger, standard deviation of real variance was increased. When we perform a Monte Carlo estimation, we could get a sample variance as the statistical uncertainty of it. However, this value is smaller than the real variance of it because a sample variance is biased. To reduce this bias, Gelbard devised the method which is called the Gelbard's batch method. It has been certificated that a sample variance get closer to the real variance when the batch method is applied. In other words, the bias get reduced. This fact is well known to everyone in the MC field. However, so far, no one has given the analytical interpretation on it.
Luthria, Devanand L; Mukhopadhyay, Sudarsan; Robbins, Rebecca J; Finley, John W; Banuelos, Gary S; Harnly, James M
2008-07-23
UV spectral fingerprints, in combination with analysis of variance-principal components analysis (ANOVA-PCA), can differentiate between cultivars and growing conditions (or treatments) and can be used to identify sources of variance. Broccoli samples, composed of two cultivars, were grown under seven different conditions or treatments (four levels of Se-enriched irrigation waters, organic farming, and conventional farming with 100 and 80% irrigation based on crop evaporation and transpiration rate). Freeze-dried powdered samples were extracted with methanol-water (60:40, v/v) and analyzed with no prior separation. Spectral fingerprints were acquired for the UV region (220-380 nm) using a 50-fold dilution of the extract. ANOVA-PCA was used to construct subset matrices that permitted easy verification of the hypothesis that cultivar and treatment contributed to a difference in the chemical expression of the broccoli. The sums of the squares of the same matrices were used to show that cultivar, treatment, and analytical repeatability contributed 30.5, 68.3, and 1.2% of the variance, respectively.
Variance in parametric images: direct estimation from parametric projections
International Nuclear Information System (INIS)
Maguire, R.P.; Leenders, K.L.; Spyrou, N.M.
2000-01-01
Recent work has shown that it is possible to apply linear kinetic models to dynamic projection data in PET in order to calculate parameter projections. These can subsequently be back-projected to form parametric images - maps of parameters of physiological interest. Critical to the application of these maps, to test for significant changes between normal and pathophysiology, is an assessment of the statistical uncertainty. In this context, parametric images also include simple integral images from, e.g., [O-15]-water used to calculate statistical parametric maps (SPMs). This paper revisits the concept of parameter projections and presents a more general formulation of the parameter projection derivation as well as a method to estimate parameter variance in projection space, showing which analysis methods (models) can be used. Using simulated pharmacokinetic image data we show that a method based on an analysis in projection space inherently calculates the mathematically rigorous pixel variance. This results in an estimation which is as accurate as either estimating variance in image space during model fitting, or estimation by comparison across sets of parametric images - as might be done between individuals in a group pharmacokinetic PET study. The method based on projections has, however, a higher computational efficiency, and is also shown to be more precise, as reflected in smooth variance distribution images when compared to the other methods. (author)
Influence of Family Structure on Variance Decomposition
DEFF Research Database (Denmark)
Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter
Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained ge...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...
Efficient Cardinality/Mean-Variance Portfolios
Brito, R. Pedro; Vicente, Luís Nunes
2014-01-01
International audience; We propose a novel approach to handle cardinality in portfolio selection, by means of a biobjective cardinality/mean-variance problem, allowing the investor to analyze the efficient tradeoff between return-risk and number of active positions. Recent progress in multiobjective optimization without derivatives allow us to robustly compute (in-sample) the whole cardinality/mean-variance efficient frontier, for a variety of data sets and mean-variance models. Our results s...
The phenotypic variance gradient - a novel concept.
Pertoldi, Cino; Bundgaard, Jørgen; Loeschcke, Volker; Barker, James Stuart Flinton
2014-11-01
Evolutionary ecologists commonly use reaction norms, which show the range of phenotypes produced by a set of genotypes exposed to different environments, to quantify the degree of phenotypic variance and the magnitude of plasticity of morphometric and life-history traits. Significant differences among the values of the slopes of the reaction norms are interpreted as significant differences in phenotypic plasticity, whereas significant differences among phenotypic variances (variance or coefficient of variation) are interpreted as differences in the degree of developmental instability or canalization. We highlight some potential problems with this approach to quantifying phenotypic variance and suggest a novel and more informative way to plot reaction norms: namely "a plot of log (variance) on the y-axis versus log (mean) on the x-axis, with a reference line added". This approach gives an immediate impression of how the degree of phenotypic variance varies across an environmental gradient, taking into account the consequences of the scaling effect of the variance with the mean. The evolutionary implications of the variation in the degree of phenotypic variance, which we call a "phenotypic variance gradient", are discussed together with its potential interactions with variation in the degree of phenotypic plasticity and canalization.
International Nuclear Information System (INIS)
Bartusch, Cajsa; Odlare, Monica; Wallin, Fredrik; Wester, Lars
2012-01-01
Highlights: ► Statistical analysis of variance are of considerable value in identifying key indicators for policy update. ► Variance in residential electricity use is partly explained by household features. ► Variance in residential electricity use is partly explained by building properties. ► Household behavior has a profound impact on individual electricity use. -- Abstract: Improved means of controlling electricity consumption plays an important part in boosting energy efficiency in the Swedish power market. Developing policy instruments to that end requires more in-depth statistics on electricity use in the residential sector, among other things. The aim of the study has accordingly been to assess the extent of variance in annual electricity consumption in single-family homes as well as to estimate the impact of household features and building properties in this respect using independent samples t-tests and one-way as well as univariate independent samples analyses of variance. Statistically significant variances associated with geographic area, heating system, number of family members, family composition, year of construction, electric water heater and electric underfloor heating have been established. The overall result of the analyses is nevertheless that variance in residential electricity consumption cannot be fully explained by independent variables related to household and building characteristics alone. As for the methodological approach, the results further suggest that methods for statistical analysis of variance are of considerable value in indentifying key indicators for policy update and development.
Efficient Scores, Variance Decompositions and Monte Carlo Swindles.
1984-08-28
to ;r Then a version .of Pythagoras ’ theorem gives the variance decomposition (6.1) varT var S var o(T-S) P P0 0 0 One way to see this is to note...complete sufficient statistics for (B, a) , and that the standard- ized residuals a(y - XB) 6 are ancillary. Basu’s sufficiency- ancillarity theorem
The mean and variance of phylogenetic diversity under rarefaction
Nipperess, David A.; Matsen, Frederick A.
2013-01-01
Phylogenetic diversity (PD) depends on sampling intensity, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD. We have derived exact formulae for t...
On mean reward variance in semi-Markov processes
Czech Academy of Sciences Publication Activity Database
Sladký, Karel
2005-01-01
Roč. 62, č. 3 (2005), s. 387-397 ISSN 1432-2994 R&D Projects: GA ČR(CZ) GA402/05/0115; GA ČR(CZ) GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : Markov and semi-Markov processes with rewards * variance of cumulative reward * asymptotic behaviour Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.259, year: 2005
Least-squares variance component estimation
Teunissen, P.J.G.; Amiri-Simkooei, A.R.
2007-01-01
Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight
Expected Stock Returns and Variance Risk Premia
DEFF Research Database (Denmark)
Bollerslev, Tim; Zhou, Hao
risk premium with the P/E ratio results in an R2 for the quarterly returns of more than twenty-five percent. The results depend crucially on the use of "model-free", as opposed to standard Black-Scholes, implied variances, and realized variances constructed from high-frequency intraday, as opposed...
Nonlinear Epigenetic Variance: Review and Simulations
Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.
2010-01-01
We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…
Variance estimation for generalized Cavalieri estimators
Johanna Ziegel; Eva B. Vedel Jensen; Karl-Anton Dorph-Petersen
2011-01-01
The precision of stereological estimators based on systematic sampling is of great practical importance. This paper presents methods of data-based variance estimation for generalized Cavalieri estimators where errors in sampling positions may occur. Variance estimators are derived under perturbed systematic sampling, systematic sampling with cumulative errors and systematic sampling with random dropouts. Copyright 2011, Oxford University Press.
Portfolio optimization with mean-variance model
Hoe, Lam Weng; Siew, Lam Weng
2016-06-01
Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.
The mean and variance of phylogenetic diversity under rarefaction.
Nipperess, David A; Matsen, Frederick A
2013-06-01
Phylogenetic diversity (PD) depends on sampling depth, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD.We have derived exact formulae for the mean and variance of PD under rarefaction. We confirm that these formulae are correct by comparing exact solution mean and variance to that calculated by repeated random (Monte Carlo) subsampling of a dataset of stem counts of woody shrubs of Toohey Forest, Queensland, Australia. We also demonstrate the application of the method using two examples: identifying hotspots of mammalian diversity in Australasian ecoregions, and characterising the human vaginal microbiome.There is a very high degree of correspondence between the analytical and random subsampling methods for calculating mean and variance of PD under rarefaction, although the Monte Carlo method requires a large number of random draws to converge on the exact solution for the variance.Rarefaction of mammalian PD of ecoregions in Australasia to a common standard of 25 species reveals very different rank orderings of ecoregions, indicating quite different hotspots of diversity than those obtained for unrarefied PD. The application of these methods to the vaginal microbiome shows that a classical score used to quantify bacterial vaginosis is correlated with the shape of the rarefaction curve.The analytical formulae for the mean and variance of PD under rarefaction are both exact and more efficient than repeated subsampling. Rarefaction of PD allows for many applications where comparisons of samples of different depth is required.
Variance-in-Mean Effects of the Long Forward-Rate Slope
DEFF Research Database (Denmark)
Christiansen, Charlotte
2005-01-01
This paper contains an empirical analysis of the dependence of the long forward-rate slope on the long-rate variance. The long forward-rate slope and the long rate are described by a bivariate GARCH-in-mean model. In accordance with theory, a negative long-rate variance-in-mean effect for the long...... forward-rate slope is documented. Thus, the greater the long-rate variance, the steeper the long forward-rate curve slopes downward (the long forward-rate slope is negative). The variance-in-mean effect is both statistically and economically significant....
Gene set analysis using variance component tests.
Huang, Yen-Tsung; Lin, Xihong
2013-06-28
Gene set analyses have become increasingly important in genomic research, as many complex diseases are contributed jointly by alterations of numerous genes. Genes often coordinate together as a functional repertoire, e.g., a biological pathway/network and are highly correlated. However, most of the existing gene set analysis methods do not fully account for the correlation among the genes. Here we propose to tackle this important feature of a gene set to improve statistical power in gene set analyses. We propose to model the effects of an independent variable, e.g., exposure/biological status (yes/no), on multiple gene expression values in a gene set using a multivariate linear regression model, where the correlation among the genes is explicitly modeled using a working covariance matrix. We develop TEGS (Test for the Effect of a Gene Set), a variance component test for the gene set effects by assuming a common distribution for regression coefficients in multivariate linear regression models, and calculate the p-values using permutation and a scaled chi-square approximation. We show using simulations that type I error is protected under different choices of working covariance matrices and power is improved as the working covariance approaches the true covariance. The global test is a special case of TEGS when correlation among genes in a gene set is ignored. Using both simulation data and a published diabetes dataset, we show that our test outperforms the commonly used approaches, the global test and gene set enrichment analysis (GSEA). We develop a gene set analyses method (TEGS) under the multivariate regression framework, which directly models the interdependence of the expression values in a gene set using a working covariance. TEGS outperforms two widely used methods, GSEA and global test in both simulation and a diabetes microarray data.
Portfolio optimization using median-variance approach
Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli
2013-04-01
Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.
Understanding Statistics - Cancer Statistics
Annual reports of U.S. cancer statistics including new cases, deaths, trends, survival, prevalence, lifetime risk, and progress toward Healthy People targets, plus statistical summaries for a number of common cancer types.
Jiang, Yu; Yang, Jiacheng; Gagné, Stéphanie; Chan, Tak W.; Thomson, Kevin; Fofie, Emmanuel; Cary, Robert A.; Rutherford, Dan; Comer, Bryan; Swanson, Jacob; Lin, Yue; Van Rooy, Paul; Asa-Awuku, Akua; Jung, Heejung; Barsanti, Kelley; Karavalakis, Georgios; Cocker, David; Durbin, Thomas D.; Miller, J. Wayne; Johnson, Kent C.
2018-06-01
Knowledge of black carbon (BC) emission factors from ships is important from human health and environmental perspectives. A study of instruments measuring BC and fuels typically used in marine operation was carried out on a small marine engine. Six analytical methods measured the BC emissions in the exhaust of the marine engine operated at two load points (25% and 75%) while burning one of three fuels: a distillate marine (DMA), a low sulfur, residual marine (RMB-30) and a high-sulfur residual marine (RMG-380). The average emission factors with all instruments increased from 0.08 to 1.88 gBC/kg fuel in going from 25 to 75% load. An analysis of variance (ANOVA) tested BC emissions against instrument, load, and combined fuel properties and showed that both engine load and fuels had a statistically significant impact on BC emission factors. While BC emissions were impacted by the fuels used, none of the fuel properties investigated (sulfur content, viscosity, carbon residue and CCAI) was a primary driver for BC emissions. Of the two residual fuels, RMB-30 with the lower sulfur content, lower viscosity and lower residual carbon, had the highest BC emission factors. BC emission factors determined with the different instruments showed a good correlation with the PAS values with correlation coefficients R2 >0.95. A key finding of this research is the relative BC measured values were mostly independent of load and fuel, except for some instruments in certain fuel and load combinations.
Hydrograph variances over different timescales in hydropower production networks
Zmijewski, Nicholas; Wörman, Anders
2016-08-01
The operation of water reservoirs involves a spectrum of timescales based on the distribution of stream flow travel times between reservoirs, as well as the technical, environmental, and social constraints imposed on the operation. In this research, a hydrodynamically based description of the flow between hydropower stations was implemented to study the relative importance of wave diffusion on the spectrum of hydrograph variance in a regulated watershed. Using spectral decomposition of the effluence hydrograph of a watershed, an exact expression of the variance in the outflow response was derived, as a function of the trends of hydraulic and geomorphologic dispersion and management of production and reservoirs. We show that the power spectra of involved time-series follow nearly fractal patterns, which facilitates examination of the relative importance of wave diffusion and possible changes in production demand on the outflow spectrum. The exact spectral solution can also identify statistical bounds of future demand patterns due to limitations in storage capacity. The impact of the hydraulic description of the stream flow on the reservoir discharge was examined for a given power demand in River Dalälven, Sweden, as function of a stream flow Peclet number. The regulation of hydropower production on the River Dalälven generally increased the short-term variance in the effluence hydrograph, whereas wave diffusion decreased the short-term variance over periods of white noise) as a result of current production objectives.
Excoffier, L.; Smouse, P. E.; Quattro, J. M.
1992-01-01
We present here a framework for the study of molecular variation within a single species. Information on DNA haplotype divergence is incorporated into an analysis of variance format, derived from a matrix of squared-distances among all pairs of haplotypes. This analysis of molecular variance (AMOVA) produces estimates of variance components and F-statistic analogs, designated here as φ-statistics, reflecting the correlation of haplotypic diversity at different levels of hierarchical subdivisi...
Statistical Analysis of Human Body Movement and Group Interactions in Response to Music
Desmet, Frank; Leman, Marc; Lesaffre, Micheline; de Bruyn, Leen
Quantification of time series that relate to physiological data is challenging for empirical music research. Up to now, most studies have focused on time-dependent responses of individual subjects in controlled environments. However, little is known about time-dependent responses of between-subject interactions in an ecological context. This paper provides new findings on the statistical analysis of group synchronicity in response to musical stimuli. Different statistical techniques were applied to time-dependent data obtained from an experiment on embodied listening in individual and group settings. Analysis of inter group synchronicity are described. Dynamic Time Warping (DTW) and Cross Correlation Function (CCF) were found to be valid methods to estimate group coherence of the resulting movements. It was found that synchronicity of movements between individuals (human-human interactions) increases significantly in the social context. Moreover, Analysis of Variance (ANOVA) revealed that the type of music is the predominant factor in both the individual and the social context.
Modality-Driven Classification and Visualization of Ensemble Variance
Energy Technology Data Exchange (ETDEWEB)
Bensema, Kevin; Gosink, Luke; Obermaier, Harald; Joy, Kenneth I.
2016-10-01
Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space. While this approach helps address conceptual and parametric uncertainties, the ensemble datasets produced by this technique present a special challenge to visualization researchers as the ensemble dataset records a distribution of possible values for each location in the domain. Contemporary visualization approaches that rely solely on summary statistics (e.g., mean and variance) cannot convey the detailed information encoded in ensemble distributions that are paramount to ensemble analysis; summary statistics provide no information about modality classification and modality persistence. To address this problem, we propose a novel technique that classifies high-variance locations based on the modality of the distribution of ensemble predictions. Additionally, we develop a set of confidence metrics to inform the end-user of the quality of fit between the distribution at a given location and its assigned class. We apply a similar method to time-varying ensembles to illustrate the relationship between peak variance and bimodal or multimodal behavior. These classification schemes enable a deeper understanding of the behavior of the ensemble members by distinguishing between distributions that can be described by a single tendency and distributions which reflect divergent trends in the ensemble.
Grammatical and lexical variance in English
Quirk, Randolph
2014-01-01
Written by one of Britain's most distinguished linguists, this book is concerned with the phenomenon of variance in English grammar and vocabulary across regional, social, stylistic and temporal space.
A Mean variance analysis of arbitrage portfolios
Fang, Shuhong
2007-03-01
Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.
Dynamic Mean-Variance Asset Allocation
Basak, Suleyman; Chabakauri, Georgy
2009-01-01
Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...
PET image reconstruction: mean, variance, and optimal minimax criterion
International Nuclear Information System (INIS)
Liu, Huafeng; Guo, Min; Gao, Fei; Shi, Pengcheng; Xue, Liying; Nie, Jing
2015-01-01
Given the noise nature of positron emission tomography (PET) measurements, it is critical to know the image quality and reliability as well as expected radioactivity map (mean image) for both qualitative interpretation and quantitative analysis. While existing efforts have often been devoted to providing only the reconstructed mean image, we present a unified framework for joint estimation of the mean and corresponding variance of the radioactivity map based on an efficient optimal min–max criterion. The proposed framework formulates the PET image reconstruction problem to be a transformation from system uncertainties to estimation errors, where the minimax criterion is adopted to minimize the estimation errors with possibly maximized system uncertainties. The estimation errors, in the form of a covariance matrix, express the measurement uncertainties in a complete way. The framework is then optimized by ∞-norm optimization and solved with the corresponding H ∞ filter. Unlike conventional statistical reconstruction algorithms, that rely on the statistical modeling methods of the measurement data or noise, the proposed joint estimation stands from the point of view of signal energies and can handle from imperfect statistical assumptions to even no a priori statistical assumptions. The performance and accuracy of reconstructed mean and variance images are validated using Monte Carlo simulations. Experiments on phantom scans with a small animal PET scanner and real patient scans are also conducted for assessment of clinical potential. (paper)
Gaaz, Tayser Sumer; Sulong, Abu Bakar; Kadhum, Abdul Amir H.; Nassir, Mohamed H.; Al-Amiery, Ahmed A.
The variation of the results of the mechanical properties of halloysite nanotubes (HNTs) reinforced thermoplastic polyurethane (TPU) at different HNTs loadings was implemented as a tool for analysis. The preparation of HNTs-TPU nanocomposites was performed under four controlled parameters of mixing temperature, mixing speed, mixing time, and HNTs loading at three levels each to satisfy Taguchi method orthogonal array L9 aiming to optimize these parameters for the best measurements of tensile strength, Young's modulus, and tensile strain (known as responses). The maximum variation of the experimental results for each response was determined and analysed based on the optimized results predicted by Taguchi method and ANOVA. It was found that the maximum absolute variations of the three mentioned responses are 69%, 352%, and 126%, respectively. The analysis has shown that the preparation of the optimized tensile strength requires 1 wt.% HNTs loading (excluding 2 wt.% and 3 wt.%), mixing temperature of 190 °C (excluding 200 °C and 210 °C), and mixing speed of 30 rpm (excluding 40 rpm and 50 rpm). In addition, the analysis has determined that the mixing time at 20 min has no effect on the preparation. The mentioned analysis was fortified by ANOVA, images of FESEM, and DSC results. Seemingly, the agglomeration and distribution of HNTs in the nanocomposite play an important role in the process. The outcome of the analysis could be considered as a very important step towards the reliability of Taguchi method.
The Variance Composition of Firm Growth Rates
Directory of Open Access Journals (Sweden)
Luiz Artur Ledur Brito
2009-04-01
Full Text Available Firms exhibit a wide variability in growth rates. This can be seen as another manifestation of the fact that firms are different from one another in several respects. This study investigated this variability using the variance components technique previously used to decompose the variance of financial performance. The main source of variation in growth rates, responsible for more than 40% of total variance, corresponds to individual, idiosyncratic firm aspects and not to industry, country, or macroeconomic conditions prevailing in specific years. Firm growth, similar to financial performance, is mostly unique to specific firms and not an industry or country related phenomenon. This finding also justifies using growth as an alternative outcome of superior firm resources and as a complementary dimension of competitive advantage. This also links this research with the resource-based view of strategy. Country was the second source of variation with around 10% of total variance. The analysis was done using the Compustat Global database with 80,320 observations, comprising 13,221 companies in 47 countries, covering the years of 1994 to 2002. It also compared the variance structure of growth to the variance structure of financial performance in the same sample.
Robust LOD scores for variance component-based linkage analysis.
Blangero, J; Williams, J T; Almasy, L
2000-01-01
The variance component method is now widely used for linkage analysis of quantitative traits. Although this approach offers many advantages, the importance of the underlying assumption of multivariate normality of the trait distribution within pedigrees has not been studied extensively. Simulation studies have shown that traits with leptokurtic distributions yield linkage test statistics that exhibit excessive Type I error when analyzed naively. We derive analytical formulae relating the deviation from the expected asymptotic distribution of the lod score to the kurtosis and total heritability of the quantitative trait. A simple correction constant yields a robust lod score for any deviation from normality and for any pedigree structure, and effectively eliminates the problem of inflated Type I error due to misspecification of the underlying probability model in variance component-based linkage analysis.
Replica approach to mean-variance portfolio optimization
Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre
2016-12-01
We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r = N/T optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.
Tellinghuisen, Joel
2008-01-01
The method of least squares is probably the most powerful data analysis tool available to scientists. Toward a fuller appreciation of that power, this work begins with an elementary review of statistics fundamentals, and then progressively increases in sophistication as the coverage is extended to the theory and practice of linear and nonlinear least squares. The results are illustrated in application to data analysis problems important in the life sciences. The review of fundamentals includes the role of sampling and its connection to probability distributions, the Central Limit Theorem, and the importance of finite variance. Linear least squares are presented using matrix notation, and the significance of the key probability distributions-Gaussian, chi-square, and t-is illustrated with Monte Carlo calculations. The meaning of correlation is discussed, including its role in the propagation of error. When the data themselves are correlated, special methods are needed for the fitting, as they are also when fitting with constraints. Nonlinear fitting gives rise to nonnormal parameter distributions, but the 10% Rule of Thumb suggests that such problems will be insignificant when the parameter is sufficiently well determined. Illustrations include calibration with linear and nonlinear response functions, the dangers inherent in fitting inverted data (e.g., Lineweaver-Burk equation), an analysis of the reliability of the van't Hoff analysis, the problem of correlated data in the Guggenheim method, and the optimization of isothermal titration calorimetry procedures using the variance-covariance matrix for experiment design. The work concludes with illustrations on assessing and presenting results.
International Nuclear Information System (INIS)
Kim, Jin Gyeong; Park, Jin Ho; Park, Hyeon Jin; Lee, Jae Jun; Jun, Whong Seok; Whang, Jin Su
2009-08-01
This book explains statistics for engineers using MATLAB, which includes arrangement and summary of data, probability, probability distribution, sampling distribution, assumption, check, variance analysis, regression analysis, categorical data analysis, quality assurance such as conception of control chart, consecutive control chart, breakthrough strategy and analysis using Matlab, reliability analysis like measurement of reliability and analysis with Maltab, and Markov chain.
A statistical procedure for the qualification of indoor dust
International Nuclear Information System (INIS)
Scapin, Valdirene O.; Scapin, Marcos A.; Ribeiro, Andreza P.; Sato, Ivone M.
2009-01-01
The materials science advance has contributed to the humanity. Notwithstanding, serious environmental and human health problems are often observed. Thereby, many worldwide researchers have focused their work to diagnose, assess and monitor several environmental systems. In this work, a statistical procedure (on a 0.05 significance level) that allows verifying if indoor dust samples have characteristics of soil/sediment is presented. Dust samples were collected from 69 residences using a domestic vacuum cleaner in four neighborhoods of the Sao Paulo metropolitan region, Brazil, between 2006 and 2008. The samples were sieved in the fractions of 150-75 (C), 75-63 (M) and <63 μm (F). The elemental concentrations were determined by X-ray fluorescence (WDXRF). Afterwards, the indoor samples results (group A) were compared to the group of 109 certificated reference materials, which included different kinds of geological matrices, such as clay, sediment, sand and sludge (group B) and to the continental crust values (group C). Initially, the Al/Si ratio was calculated for the groups (A, B, C). The variance analysis (ANOVA), followed by Tukey test, was used to find out if there was a significant difference between the concentration means of the considered groups. According to the statistical tests; the group B presented results that are considered different from others. The interquartile range (IQR) was used to detected outlier values. ANOVA was applied again and the results (p ≥ 0.05) showed equality between ratios means of the three groups. Accordingly, the results suggest that the indoor dust samples have characteristic of soil/sediment. The statistical procedure may be used as a tool to clear the information about contaminants in dust samples, since they have characteristic of soil and may be compared with values reported by environmental control organisms. (author)
Statistical experimental design for saltstone mixtures
International Nuclear Information System (INIS)
Harris, S.P.; Postles, R.L.
1992-01-01
The authors used a mixture experimental design for determining a window of operability for a process at the U.S. Department of Energy, Savannah River Site, Defense Waste Processing Facility (DWPF). The high-level radioactive waste at the Savannah River Site is stored in large underground carbon steel tanks. The waste consists of a supernate layer and a sludge layer. Cesium-137 will be removed from the supernate by precipitation and filtration. After further processing, the supernate layer will be fixed as a grout for disposal in concrete vaults. The remaining precipitate will be processed at the DWPF with treated waste tank sludge and glass-making chemicals into borosilicate glass. The leach-rate properties of the supernate grout formed from various mixes of solidified coefficients for NO 3 and chromium were used as a measure of leach rate. Various mixes of cement, Ca(OH) 2 , salt, slag, and fly ash were used. These constituents comprise the whole mix. Thus, a mixture experimental design was used. The regression procedure (PROC REG) in SAS was used to produce analysis of variance (ANOVA) statistics. In addition, detailed model diagnostics are readily available for identifying suspicious observations. For convenience, trillinear contour (TLC) plots, a standard graphics tool for examining mixture response surfaces, of the fitted model were produced using ECHIP
DEFF Research Database (Denmark)
Pitkänen, Timo; Mäntysaari, Esa A; Nielsen, Ulrik Sander
2013-01-01
of variance correction is developed for the same observations. As automated milking systems are becoming more popular the current evaluation model needs to be enhanced to account for the different measurement error variances of observations from automated milking systems. In this simulation study different...... models and different approaches to account for heterogeneous variance when observations have different measurement error variances were investigated. Based on the results we propose to upgrade the currently applied models and to calibrate the heterogeneous variance adjustment method to yield same genetic......The Nordic Holstein yield evaluation model describes all available milk, protein and fat test-day yields from Denmark, Finland and Sweden. In its current form all variance components are estimated from observations recorded under conventional milking systems. Also the model for heterogeneity...
Directory of Open Access Journals (Sweden)
Tayser Sumer Gaaz
Full Text Available The variation of the results of the mechanical properties of halloysite nanotubes (HNTs reinforced thermoplastic polyurethane (TPU at different HNTs loadings was implemented as a tool for analysis. The preparation of HNTs-TPU nanocomposites was performed under four controlled parameters of mixing temperature, mixing speed, mixing time, and HNTs loading at three levels each to satisfy Taguchi method orthogonal array L9 aiming to optimize these parameters for the best measurements of tensile strength, Young’s modulus, and tensile strain (known as responses. The maximum variation of the experimental results for each response was determined and analysed based on the optimized results predicted by Taguchi method and ANOVA. It was found that the maximum absolute variations of the three mentioned responses are 69%, 352%, and 126%, respectively. The analysis has shown that the preparation of the optimized tensile strength requires 1 wt.% HNTs loading (excluding 2 wt.% and 3 wt.%, mixing temperature of 190 °C (excluding 200 °C and 210 °C, and mixing speed of 30 rpm (excluding 40 rpm and 50 rpm. In addition, the analysis has determined that the mixing time at 20 min has no effect on the preparation. The mentioned analysis was fortified by ANOVA, images of FESEM, and DSC results. Seemingly, the agglomeration and distribution of HNTs in the nanocomposite play an important role in the process. The outcome of the analysis could be considered as a very important step towards the reliability of Taguchi method. Keywords: Nanocomposite, Design-of-experiment, Taguchi optimization method, Mechanical properties
Integrating Variances into an Analytical Database
Sanchez, Carlos
2010-01-01
For this project, I enrolled in numerous SATERN courses that taught the basics of database programming. These include: Basic Access 2007 Forms, Introduction to Database Systems, Overview of Database Design, and others. My main job was to create an analytical database that can handle many stored forms and make it easy to interpret and organize. Additionally, I helped improve an existing database and populate it with information. These databases were designed to be used with data from Safety Variances and DCR forms. The research consisted of analyzing the database and comparing the data to find out which entries were repeated the most. If an entry happened to be repeated several times in the database, that would mean that the rule or requirement targeted by that variance has been bypassed many times already and so the requirement may not really be needed, but rather should be changed to allow the variance's conditions permanently. This project did not only restrict itself to the design and development of the database system, but also worked on exporting the data from the database to a different format (e.g. Excel or Word) so it could be analyzed in a simpler fashion. Thanks to the change in format, the data was organized in a spreadsheet that made it possible to sort the data by categories or types and helped speed up searches. Once my work with the database was done, the records of variances could be arranged so that they were displayed in numerical order, or one could search for a specific document targeted by the variances and restrict the search to only include variances that modified a specific requirement. A great part that contributed to my learning was SATERN, NASA's resource for education. Thanks to the SATERN online courses I took over the summer, I was able to learn many new things about computers and databases and also go more in depth into topics I already knew about.
International Nuclear Information System (INIS)
Fontolan, Juliana A.; Biral, Antonio Renato P.
2013-01-01
It is known that the distribution at time intervals of random and unrelated events leads to the Poisson distribution . This work aims to study the distribution in time intervals of events resulting from radioactive decay of atoms present in the UNICAMP where activities involving the use of ionizing radiation are performed environments . The proposal is that the distribution surveys at intervals of these events in different locations of the university are carried out through the use of a Geiger-Mueller tube . In a next step , the evaluation of distributions obtained by using non- parametric statistics (Chi- square and Kolmogorov Smirnoff) will be taken . For analyzes involving correlations we intend to use the ANOVA (Analysis of Variance) statistical tool . Measured in six different places within the Campinas , with the use of Geiger- Muller its count mode and a time window of 20 seconds was performed . Through statistical tools chi- square and Kolmogorov Smirnoff tests, using the EXCEL program , it was observed that the distributions actually refer to a Poisson distribution. Finally, the next step is to perform analyzes involving correlations using the statistical tool ANOVA
A guide to SPSS for analysis of variance
Levine, Gustav
2013-01-01
This book offers examples of programs designed for analysis of variance and related statistical tests of significance that can be run with SPSS. The reader may copy these programs directly, changing only the names or numbers of levels of factors according to individual needs. Ways of altering command specifications to fit situations with larger numbers of factors are discussed and illustrated, as are ways of combining program statements to request a variety of analyses in the same program. The first two chapters provide an introduction to the use of SPSS, Versions 3 and 4. General rules conce
A Fay-Herriot Model with Different Random Effect Variances
Czech Academy of Sciences Publication Activity Database
Hobza, Tomáš; Morales, D.; Herrador, M.; Esteban, M.D.
2011-01-01
Roč. 40, č. 5 (2011), s. 785-797 ISSN 0361-0926 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : small area estimation * Fay-Herriot model * Linear mixed model * Labor Force Survey Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.274, year: 2011 http://library.utia.cas.cz/separaty/2011/SI/hobza-a%20fay-herriot%20model%20with%20different%20random%20effect%20variances.pdf
Decomposition of Variance for Spatial Cox Processes.
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-03-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.
Variance in binary stellar population synthesis
Breivik, Katelyn; Larson, Shane L.
2016-03-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations in less than a week, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Estimating quadratic variation using realized variance
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Shephard, N.
2002-01-01
with a rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....
Practical statistics in pain research.
Kim, Tae Kyun
2017-10-01
Pain is subjective, while statistics related to pain research are objective. This review was written to help researchers involved in pain research make statistical decisions. The main issues are related with the level of scales that are often used in pain research, the choice of statistical methods between parametric or nonparametric statistics, and problems which arise from repeated measurements. In the field of pain research, parametric statistics used to be applied in an erroneous way. This is closely related with the scales of data and repeated measurements. The level of scales includes nominal, ordinal, interval, and ratio scales. The level of scales affects the choice of statistics between parametric or non-parametric methods. In the field of pain research, the most frequently used pain assessment scale is the ordinal scale, which would include the visual analogue scale (VAS). There used to be another view, however, which considered the VAS to be an interval or ratio scale, so that the usage of parametric statistics would be accepted practically in some cases. Repeated measurements of the same subjects always complicates statistics. It means that measurements inevitably have correlations between each other, and would preclude the application of one-way ANOVA in which independence between the measurements is necessary. Repeated measures of ANOVA (RMANOVA), however, would permit the comparison between the correlated measurements as long as the condition of sphericity assumption is satisfied. Conclusively, parametric statistical methods should be used only when the assumptions of parametric statistics, such as normality and sphericity, are established.
2014-01-01
Background Analysis of variance (ANOVA), change-score analysis (CSA) and analysis of covariance (ANCOVA) respond differently to baseline imbalance in randomized controlled trials. However, no empirical studies appear to have quantified the differential bias and precision of estimates derived from these methods of analysis, and their relative statistical power, in relation to combinations of levels of key trial characteristics. This simulation study therefore examined the relative bias, precision and statistical power of these three analyses using simulated trial data. Methods 126 hypothetical trial scenarios were evaluated (126 000 datasets), each with continuous data simulated by using a combination of levels of: treatment effect; pretest-posttest correlation; direction and magnitude of baseline imbalance. The bias, precision and power of each method of analysis were calculated for each scenario. Results Compared to the unbiased estimates produced by ANCOVA, both ANOVA and CSA are subject to bias, in relation to pretest-posttest correlation and the direction of baseline imbalance. Additionally, ANOVA and CSA are less precise than ANCOVA, especially when pretest-posttest correlation ≥ 0.3. When groups are balanced at baseline, ANCOVA is at least as powerful as the other analyses. Apparently greater power of ANOVA and CSA at certain imbalances is achieved in respect of a biased treatment effect. Conclusions Across a range of correlations between pre- and post-treatment scores and at varying levels and direction of baseline imbalance, ANCOVA remains the optimum statistical method for the analysis of continuous outcomes in RCTs, in terms of bias, precision and statistical power. PMID:24712304
Adding a Parameter Increases the Variance of an Estimated Regression Function
Withers, Christopher S.; Nadarajah, Saralees
2011-01-01
The linear regression model is one of the most popular models in statistics. It is also one of the simplest models in statistics. It has received applications in almost every area of science, engineering and medicine. In this article, the authors show that adding a predictor to a linear model increases the variance of the estimated regression…
Improved estimation of the variance in Monte Carlo criticality calculations
International Nuclear Information System (INIS)
Hoogenboom, J. Eduard
2008-01-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k eff results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k eff will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k eff are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
Improved estimation of the variance in Monte Carlo criticality calculations
Energy Technology Data Exchange (ETDEWEB)
Hoogenboom, J. Eduard [Delft University of Technology, Delft (Netherlands)
2008-07-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k{sub eff} results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k{sub eff} will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k{sub eff} are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
A statistical approach to optimizing concrete mixture design.
Ahmad, Shamsad; Alghamdi, Saeid A
2014-01-01
A step-by-step statistical approach is proposed to obtain optimum proportioning of concrete mixtures using the data obtained through a statistically planned experimental program. The utility of the proposed approach for optimizing the design of concrete mixture is illustrated considering a typical case in which trial mixtures were considered according to a full factorial experiment design involving three factors and their three levels (3(3)). A total of 27 concrete mixtures with three replicates (81 specimens) were considered by varying the levels of key factors affecting compressive strength of concrete, namely, water/cementitious materials ratio (0.38, 0.43, and 0.48), cementitious materials content (350, 375, and 400 kg/m(3)), and fine/total aggregate ratio (0.35, 0.40, and 0.45). The experimental data were utilized to carry out analysis of variance (ANOVA) and to develop a polynomial regression model for compressive strength in terms of the three design factors considered in this study. The developed statistical model was used to show how optimization of concrete mixtures can be carried out with different possible options.
A Statistical Approach to Optimizing Concrete Mixture Design
Directory of Open Access Journals (Sweden)
Shamsad Ahmad
2014-01-01
Full Text Available A step-by-step statistical approach is proposed to obtain optimum proportioning of concrete mixtures using the data obtained through a statistically planned experimental program. The utility of the proposed approach for optimizing the design of concrete mixture is illustrated considering a typical case in which trial mixtures were considered according to a full factorial experiment design involving three factors and their three levels (33. A total of 27 concrete mixtures with three replicates (81 specimens were considered by varying the levels of key factors affecting compressive strength of concrete, namely, water/cementitious materials ratio (0.38, 0.43, and 0.48, cementitious materials content (350, 375, and 400 kg/m3, and fine/total aggregate ratio (0.35, 0.40, and 0.45. The experimental data were utilized to carry out analysis of variance (ANOVA and to develop a polynomial regression model for compressive strength in terms of the three design factors considered in this study. The developed statistical model was used to show how optimization of concrete mixtures can be carried out with different possible options.
Li, Gaoming; Yi, Dali; Wu, Xiaojiao; Liu, Xiaoyu; Zhang, Yanqi; Liu, Ling; Yi, Dong
2015-01-01
Background Although a substantial number of studies focus on the teaching and application of medical statistics in China, few studies comprehensively evaluate the recognition of and demand for medical statistics. In addition, the results of these various studies differ and are insufficiently comprehensive and systematic. Objectives This investigation aimed to evaluate the general cognition of and demand for medical statistics by undergraduates, graduates, and medical staff in China. Methods We performed a comprehensive database search related to the cognition of and demand for medical statistics from January 2007 to July 2014 and conducted a meta-analysis of non-controlled studies with sub-group analysis for undergraduates, graduates, and medical staff. Results There are substantial differences with respect to the cognition of theory in medical statistics among undergraduates (73.5%), graduates (60.7%), and medical staff (39.6%). The demand for theory in medical statistics is high among graduates (94.6%), undergraduates (86.1%), and medical staff (88.3%). Regarding specific statistical methods, the cognition of basic statistical methods is higher than of advanced statistical methods. The demand for certain advanced statistical methods, including (but not limited to) multiple analysis of variance (ANOVA), multiple linear regression, and logistic regression, is higher than that for basic statistical methods. The use rates of the Statistical Package for the Social Sciences (SPSS) software and statistical analysis software (SAS) are only 55% and 15%, respectively. Conclusion The overall statistical competence of undergraduates, graduates, and medical staff is insufficient, and their ability to practically apply their statistical knowledge is limited, which constitutes an unsatisfactory state of affairs for medical statistics education. Because the demand for skills in this area is increasing, the need to reform medical statistics education in China has become urgent
Estimation of noise-free variance to measure heterogeneity.
Directory of Open Access Journals (Sweden)
Tilo Winkler
Full Text Available Variance is a statistical parameter used to characterize heterogeneity or variability in data sets. However, measurements commonly include noise, as random errors superimposed to the actual value, which may substantially increase the variance compared to a noise-free data set. Our aim was to develop and validate a method to estimate noise-free spatial heterogeneity of pulmonary perfusion using dynamic positron emission tomography (PET scans. On theoretical grounds, we demonstrate a linear relationship between the total variance of a data set derived from averages of n multiple measurements, and the reciprocal of n. Using multiple measurements with varying n yields estimates of the linear relationship including the noise-free variance as the constant parameter. In PET images, n is proportional to the number of registered decay events, and the variance of the image is typically normalized by the square of its mean value yielding a coefficient of variation squared (CV(2. The method was evaluated with a Jaszczak phantom as reference spatial heterogeneity (CV(r(2 for comparison with our estimate of noise-free or 'true' heterogeneity (CV(t(2. We found that CV(t(2 was only 5.4% higher than CV(r2. Additional evaluations were conducted on 38 PET scans of pulmonary perfusion using (13NN-saline injection. The mean CV(t(2 was 0.10 (range: 0.03-0.30, while the mean CV(2 including noise was 0.24 (range: 0.10-0.59. CV(t(2 was in average 41.5% of the CV(2 measured including noise (range: 17.8-71.2%. The reproducibility of CV(t(2 was evaluated using three repeated PET scans from five subjects. Individual CV(t(2 were within 16% of each subject's mean and paired t-tests revealed no difference among the results from the three consecutive PET scans. In conclusion, our method provides reliable noise-free estimates of CV(t(2 in PET scans, and may be useful for similar statistical problems in experimental data.
2010-07-01
...) PROCEDURE FOR VARIATIONS FROM SAFETY AND HEALTH REGULATIONS UNDER THE LONGSHOREMEN'S AND HARBOR WORKERS...) or 6(d) of the Williams-Steiger Occupational Safety and Health Act of 1970 (29 U.S.C. 655). The... under the Williams-Steiger Occupational Safety and Health Act of 1970, and any variance from §§ 1910.13...
78 FR 14122 - Revocation of Permanent Variances
2013-03-04
... Douglas Fir planking had to have at least a 1,900 fiber stress and 1,900,000 modulus of elasticity, while the Yellow Pine planking had to have at least 2,500 fiber stress and 2,000,000 modulus of elasticity... the permanent variances, and affected employees, to submit written data, views, and arguments...
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
Investors in fixed income markets are willing to pay a very large premium to be hedged against shocks in expected volatility and the size of this premium can be studied through variance swaps. Using thirty years of option and high-frequency data, we document the following novel stylized facts...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-01-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...
Decomposition of variance for spatial Cox processes
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introducea general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive...
Variance Swap Replication: Discrete or Continuous?
Directory of Open Access Journals (Sweden)
Fabien Le Floc’h
2018-02-01
Full Text Available The popular replication formula to price variance swaps assumes continuity of traded option strikes. In practice, however, there is only a discrete set of option strikes traded on the market. We present here different discrete replication strategies and explain why the continuous replication price is more relevant.
Zero-intelligence realized variance estimation
Gatheral, J.; Oomen, R.C.A.
2010-01-01
Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and
Analysis of a genetically structured variance heterogeneity model using the Box-Cox transformation
DEFF Research Database (Denmark)
Yang, Ye; Christensen, Ole Fredslund; Sorensen, Daniel
2011-01-01
of the marginal distribution of the data. To investigate how the scale of measurement affects inferences, the genetically structured heterogeneous variance model is extended to accommodate the family of Box–Cox transformations. Litter size data in rabbits and pigs that had previously been analysed...... in the untransformed scale were reanalysed in a scale equal to the mode of the marginal posterior distribution of the Box–Cox parameter. In the rabbit data, the statistical evidence for a genetic component at the level of the environmental variance is considerably weaker than that resulting from an analysis...... in the original metric. In the pig data, the statistical evidence is stronger, but the coefficient of correlation between additive genetic effects affecting mean and variance changes sign, compared to the results in the untransformed scale. The study confirms that inferences on variances can be strongly affected...
Statistical data analysis using SAS intermediate statistical methods
Marasinghe, Mervyn G
2018-01-01
The aim of this textbook (previously titled SAS for Data Analytics) is to teach the use of SAS for statistical analysis of data for advanced undergraduate and graduate students in statistics, data science, and disciplines involving analyzing data. The book begins with an introduction beyond the basics of SAS, illustrated with non-trivial, real-world, worked examples. It proceeds to SAS programming and applications, SAS graphics, statistical analysis of regression models, analysis of variance models, analysis of variance with random and mixed effects models, and then takes the discussion beyond regression and analysis of variance to conclude. Pedagogically, the authors introduce theory and methodological basis topic by topic, present a problem as an application, followed by a SAS analysis of the data provided and a discussion of results. The text focuses on applied statistical problems and methods. Key features include: end of chapter exercises, downloadable SAS code and data sets, and advanced material suitab...
DEFF Research Database (Denmark)
Casas, Isabel; Mao, Xiuping; Veiga, Helena
This study explores the predictive power of new estimators of the equity variance risk premium and conditional variance for future excess stock market returns, economic activity, and financial instability, both during and after the last global financial crisis. These estimators are obtained from...... time-varying coefficient models are the ones showing considerably higher predictive power for stock market returns and financial instability during the financial crisis, suggesting that an extreme volatility period requires models that can adapt quickly to turmoil........ Moreover, a comparison of the overall results reveals that the conditional variance gains predictive power during the global financial crisis period. Furthermore, both the variance risk premium and conditional variance are determined to be predictors of future financial instability, whereas conditional...
ON APPLICATION OF MODIFIED F – STATISTIC: AN EXAMPLE OF ...
African Journals Online (AJOL)
Abidoye et al.
time, then F – test statistic is needed for testing the hypothesis that all the samples are ... homogeneity of the different group means using the classical. Analysis of variance ..... Asymptotics for testing hypothesis In some Multivariate variance ...
Analysis of conditional genetic effects and variance components in developmental genetics.
Zhu, J
1995-12-01
A genetic model with additive-dominance effects and genotype x environment interactions is presented for quantitative traits with time-dependent measures. The genetic model for phenotypic means at time t conditional on phenotypic means measured at previous time (t-1) is defined. Statistical methods are proposed for analyzing conditional genetic effects and conditional genetic variance components. Conditional variances can be estimated by minimum norm quadratic unbiased estimation (MINQUE) method. An adjusted unbiased prediction (AUP) procedure is suggested for predicting conditional genetic effects. A worked example from cotton fruiting data is given for comparison of unconditional and conditional genetic variances and additive effects.
Analysis of a genetically structured variance heterogeneity model using the Box-Cox transformation.
Yang, Ye; Christensen, Ole F; Sorensen, Daniel
2011-02-01
Over recent years, statistical support for the presence of genetic factors operating at the level of the environmental variance has come from fitting a genetically structured heterogeneous variance model to field or experimental data in various species. Misleading results may arise due to skewness of the marginal distribution of the data. To investigate how the scale of measurement affects inferences, the genetically structured heterogeneous variance model is extended to accommodate the family of Box-Cox transformations. Litter size data in rabbits and pigs that had previously been analysed in the untransformed scale were reanalysed in a scale equal to the mode of the marginal posterior distribution of the Box-Cox parameter. In the rabbit data, the statistical evidence for a genetic component at the level of the environmental variance is considerably weaker than that resulting from an analysis in the original metric. In the pig data, the statistical evidence is stronger, but the coefficient of correlation between additive genetic effects affecting mean and variance changes sign, compared to the results in the untransformed scale. The study confirms that inferences on variances can be strongly affected by the presence of asymmetry in the distribution of data. We recommend that to avoid one important source of spurious inferences, future work seeking support for a genetic component acting on environmental variation using a parametric approach based on normality assumptions confirms that these are met.
Directory of Open Access Journals (Sweden)
Adelson Paulo Araújo
2003-01-01
Full Text Available Plant growth analysis presents difficulties related to statistical comparison of growth rates, and the analysis of variance of primary data could guide the interpretation of results. The objective of this work was to evaluate the analysis of variance of data from distinct harvests of an experiment, focusing especially on the homogeneity of variances and the choice of an adequate ANOVA model. Data from five experiments covering different crops and growth conditions were used. From the total number of variables, 19% were originally homoscedastic, 60% became homoscedastic after logarithmic transformation, and 21% remained heteroscedastic after transformation. Data transformation did not affect the F test in one experiment, whereas in the other experiments transformation modified the F test usually reducing the number of significant effects. Even when transformation has not altered the F test, mean comparisons led to divergent interpretations. The mixed ANOVA model, considering harvest as a random effect, reduced the number of significant effects of every factor which had the F test modified by this model. Examples illustrated that analysis of variance of primary variables provides a tool for identifying significant differences in growth rates. The analysis of variance imposes restrictions to experimental design thereby eliminating some advantages of the functional growth analysis.A análise de crescimento vegetal apresenta dificuldades relacionadas à comparação estatística das curvas de crescimento, e a análise de variância dos dados primários pode orientar a interpretação dos resultados. Este trabalho objetivou avaliar a análise de variância de dados de distintas coletas de um experimento, abordando particularmente a homogeneidade das variâncias e a escolha do modelo adequado de ANOVA. Foram utilizados dados de cinco experimentos com diferentes culturas e condições de crescimento. Do total de variáveis, 19% foram originalmente
Variance estimation for complex indicators of poverty and inequality using linearization techniques
Directory of Open Access Journals (Sweden)
Guillaume Osier
2009-12-01
Full Text Available The paper presents the Eurostat experience in calculating measures of precision, including standard errors, confidence intervals and design effect coefficients - the ratio of the variance of a statistic with the actual sample design to the variance of that statistic with a simple random sample of same size - for the "Laeken" indicators, that is, a set of complex indicators of poverty and inequality which had been set out in the framework of the EU-SILC project (European Statistics on Income and Living Conditions. The Taylor linearization method (Tepping, 1968; Woodruff, 1971; Wolter, 1985; Tille, 2000 is actually a well-established method to obtain variance estimators for nonlinear statistics such as ratios, correlation or regression coefficients. It consists of approximating a nonlinear statistic with a linear function of the observations by using first-order Taylor Series expansions. Then, an easily found variance estimator of the linear approximation is used as an estimator of the variance of the nonlinear statistic. Although the Taylor linearization method handles all the nonlinear statistics which can be expressed as a smooth function of estimated totals, the approach fails to encompass the "Laeken" indicators since the latter are having more complex mathematical expressions. Consequently, a generalized linearization method (Deville, 1999, which relies on the concept of influence function (Hampel, Ronchetti, Rousseeuw and Stahel, 1986, has been implemented. After presenting the EU-SILC instrument and the main target indicators for which variance estimates are needed, the paper elaborates on the main features of the linearization approach based on influence functions. Ultimately, estimated standard errors, confidence intervals and design effect coefficients obtained from this approach are presented and discussed.
Tips and Tricks for Successful Application of Statistical Methods to Biological Data.
Schlenker, Evelyn
2016-01-01
This chapter discusses experimental design and use of statistics to describe characteristics of data (descriptive statistics) and inferential statistics that test the hypothesis posed by the investigator. Inferential statistics, based on probability distributions, depend upon the type and distribution of the data. For data that are continuous, randomly and independently selected, as well as normally distributed more powerful parametric tests such as Student's t test and analysis of variance (ANOVA) can be used. For non-normally distributed or skewed data, transformation of the data (using logarithms) may normalize the data allowing use of parametric tests. Alternatively, with skewed data nonparametric tests can be utilized, some of which rely on data that are ranked prior to statistical analysis. Experimental designs and analyses need to balance between committing type 1 errors (false positives) and type 2 errors (false negatives). For a variety of clinical studies that determine risk or benefit, relative risk ratios (random clinical trials and cohort studies) or odds ratios (case-control studies) are utilized. Although both use 2 × 2 tables, their premise and calculations differ. Finally, special statistical methods are applied to microarray and proteomics data, since the large number of genes or proteins evaluated increase the likelihood of false discoveries. Additional studies in separate samples are used to verify microarray and proteomic data. Examples in this chapter and references are available to help continued investigation of experimental designs and appropriate data analysis.
Realized Variance and Market Microstructure Noise
DEFF Research Database (Denmark)
Hansen, Peter R.; Lunde, Asger
2006-01-01
We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel......-based estimator dominates the RV for the estimation of integrated variance (IV). An empirical analysis of the Dow Jones Industrial Average stocks reveals that market microstructure noise its time-dependent and correlated with increments in the efficient price. This has important implications for volatility...... estimation based on high-frequency data. Finally, we apply cointegration techniques to decompose transaction prices and bid-ask quotes into an estimate of the efficient price and noise. This framework enables us to study the dynamic effects on transaction prices and quotes caused by changes in the efficient...
The Theory of Variances in Equilibrium Reconstruction
International Nuclear Information System (INIS)
Zakharov, Leonid E.; Lewandowski, Jerome; Foley, Elizabeth L.; Levinton, Fred M.; Yuh, Howard Y.; Drozdov, Vladimir; McDonald, Darren
2008-01-01
The theory of variances of equilibrium reconstruction is presented. It complements existing practices with information regarding what kind of plasma profiles can be reconstructed, how accurately, and what remains beyond the abilities of diagnostic systems. The σ-curves, introduced by the present theory, give a quantitative assessment of quality of effectiveness of diagnostic systems in constraining equilibrium reconstructions. The theory also suggests a method for aligning the accuracy of measurements of different physical nature
Fundamentals of exploratory analysis of variance
Hoaglin, David C; Tukey, John W
2009-01-01
The analysis of variance is presented as an exploratory component of data analysis, while retaining the customary least squares fitting methods. Balanced data layouts are used to reveal key ideas and techniques for exploration. The approach emphasizes both the individual observations and the separate parts that the analysis produces. Most chapters include exercises and the appendices give selected percentage points of the Gaussian, t, F chi-squared and studentized range distributions.
Variance analysis refines overhead cost control.
Cooper, J C; Suver, J D
1992-02-01
Many healthcare organizations may not fully realize the benefits of standard cost accounting techniques because they fail to routinely report volume variances in their internal reports. If overhead allocation is routinely reported on internal reports, managers can determine whether billing remains current or lost charges occur. Healthcare organizations' use of standard costing techniques can lead to more realistic performance measurements and information system improvements that alert management to losses from unrecovered overhead in time for corrective action.
International Nuclear Information System (INIS)
Garcia, Francisco; Palacio, Carlos; Garcia, Uriel
2012-01-01
Multivariate statistical techniques were used to investigate the temporal and spatial variations of water quality at the Santa Marta coastal area where a submarine out fall that discharges 1 m3/s of domestic wastewater is located. Two-way analysis of variance (ANOVA), cluster and principal component analysis and Krigging interpolation were considered for this report. Temporal variation showed two heterogeneous periods. From December to April, and July, where the concentration of the water quality parameters is higher; the rest of the year (May, June, August-November) were significantly lower. The spatial variation reported two areas where the water quality is different, this difference is related to the proximity to the submarine out fall discharge.
The Genealogical Consequences of Fecundity Variance Polymorphism
Taylor, Jesse E.
2009-01-01
The genealogical consequences of within-generation fecundity variance polymorphism are studied using coalescent processes structured by genetic backgrounds. I show that these processes have three distinctive features. The first is that the coalescent rates within backgrounds are not jointly proportional to the infinitesimal variance, but instead depend only on the frequencies and traits of genotypes containing each allele. Second, the coalescent processes at unlinked loci are correlated with the genealogy at the selected locus; i.e., fecundity variance polymorphism has a genomewide impact on genealogies. Third, in diploid models, there are infinitely many combinations of fecundity distributions that have the same diffusion approximation but distinct coalescent processes; i.e., in this class of models, ancestral processes and allele frequency dynamics are not in one-to-one correspondence. Similar properties are expected to hold in models that allow for heritable variation in other traits that affect the coalescent effective population size, such as sex ratio or fecundity and survival schedules. PMID:19433628
Discussion on variance reduction technique for shielding
Energy Technology Data Exchange (ETDEWEB)
Maekawa, Fujio [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
1998-03-01
As the task of the engineering design activity of the international thermonuclear fusion experimental reactor (ITER), on 316 type stainless steel (SS316) and the compound system of SS316 and water, the shielding experiment using the D-T neutron source of FNS in Japan Atomic Energy Research Institute has been carried out. However, in these analyses, enormous working time and computing time were required for determining the Weight Window parameter. Limitation or complication was felt when the variance reduction by Weight Window method of MCNP code was carried out. For the purpose of avoiding this difficulty, investigation was performed on the effectiveness of the variance reduction by cell importance method. The conditions of calculation in all cases are shown. As the results, the distribution of fractional standard deviation (FSD) related to neutrons and gamma-ray flux in the direction of shield depth is reported. There is the optimal importance change, and when importance was increased at the same rate as that of the attenuation of neutron or gamma-ray flux, the optimal variance reduction can be done. (K.I.)
Introduction to Bayesian statistics
Bolstad, William M
2017-01-01
There is a strong upsurge in the use of Bayesian methods in applied statistical analysis, yet most introductory statistics texts only present frequentist methods. Bayesian statistics has many important advantages that students should learn about if they are going into fields where statistics will be used. In this Third Edition, four newly-added chapters address topics that reflect the rapid advances in the field of Bayesian staistics. The author continues to provide a Bayesian treatment of introductory statistical topics, such as scientific data gathering, discrete random variables, robust Bayesian methods, and Bayesian approaches to inferenfe cfor discrete random variables, bionomial proprotion, Poisson, normal mean, and simple linear regression. In addition, newly-developing topics in the field are presented in four new chapters: Bayesian inference with unknown mean and variance; Bayesian inference for Multivariate Normal mean vector; Bayesian inference for Multiple Linear RegressionModel; and Computati...
Empirical and Statistical Evaluation of the Effectiveness of Four ...
African Journals Online (AJOL)
Akorede
ABSTRACT: Data compression is the process of reducing the size of a file to effectively ... Through the statistical analysis performed using Boxplot and ANOVA and comparison made ...... Automatic Control, Electronics and Computer Science.
Bayesian Information Criterion as an Alternative way of Statistical Inference
Directory of Open Access Journals (Sweden)
Nadejda Yu. Gubanova
2012-05-01
Full Text Available The article treats Bayesian information criterion as an alternative to traditional methods of statistical inference, based on NHST. The comparison of ANOVA and BIC results for psychological experiment is discussed.
Statistical theory and inference
Olive, David J
2014-01-01
This text is for a one semester graduate course in statistical theory and covers minimal and complete sufficient statistics, maximum likelihood estimators, method of moments, bias and mean square error, uniform minimum variance estimators and the Cramer-Rao lower bound, an introduction to large sample theory, likelihood ratio tests and uniformly most powerful tests and the Neyman Pearson Lemma. A major goal of this text is to make these topics much more accessible to students by using the theory of exponential families. Exponential families, indicator functions and the support of the distribution are used throughout the text to simplify the theory. More than 50 ``brand name" distributions are used to illustrate the theory with many examples of exponential families, maximum likelihood estimators and uniformly minimum variance unbiased estimators. There are many homework problems with over 30 pages of solutions.
Directory of Open Access Journals (Sweden)
Vincenza Di Stefano
2009-11-01
Full Text Available The Multicomb variance reduction technique has been introduced in the Direct Monte Carlo Simulation for submicrometric semiconductor devices. The method has been implemented in bulk silicon. The simulations show that the statistical variance of hot electrons is reduced with some computational cost. The method is efficient and easy to implement in existing device simulators.
Correcting for Systematic Bias in Sample Estimates of Population Variances: Why Do We Divide by n-1?
Mittag, Kathleen Cage
An important topic presented in introductory statistics courses is the estimation of population parameters using samples. Students learn that when estimating population variances using sample data, we always get an underestimate of the population variance if we divide by n rather than n-1. One implication of this correction is that the degree of…
Minimum variance and variance of outgoing quality limit MDS-1(c1, c2) plans
Raju, C.; Vidya, R.
2016-06-01
In this article, the outgoing quality (OQ) and total inspection (TI) of multiple deferred state sampling plans MDS-1(c1,c2) are studied. It is assumed that the inspection is rejection rectification. Procedures for designing MDS-1(c1,c2) sampling plans with minimum variance of OQ and TI are developed. A procedure for obtaining a plan for a designated upper limit for the variance of the OQ (VOQL) is outlined.
Sharma, Diksha; Sempau, Josep; Badano, Aldo
2018-02-01
Monte Carlo simulations require large number of histories to obtain reliable estimates of the quantity of interest and its associated statistical uncertainty. Numerous variance reduction techniques (VRTs) have been employed to increase computational efficiency by reducing the statistical uncertainty. We investigate the effect of two VRTs for optical transport methods on accuracy and computing time for the estimation of variance (noise) in x-ray imaging detectors. We describe two VRTs. In the first, we preferentially alter the direction of the optical photons to increase detection probability. In the second, we follow only a fraction of the total optical photons generated. In both techniques, the statistical weight of photons is altered to maintain the signal mean. We use fastdetect2, an open-source, freely available optical transport routine from the hybridmantis package. We simulate VRTs for a variety of detector models and energy sources. The imaging data from the VRT simulations are then compared to the analog case (no VRT) using pulse height spectra, Swank factor, and the variance of the Swank estimate. We analyze the effect of VRTs on the statistical uncertainty associated with Swank factors. VRTs increased the relative efficiency by as much as a factor of 9. We demonstrate that we can achieve the same variance of the Swank factor with less computing time. With this approach, the simulations can be stopped when the variance of the variance estimates reaches the desired level of uncertainty. We implemented analytic estimates of the variance of Swank factor and demonstrated the effect of VRTs on image quality calculations. Our findings indicate that the Swank factor is dominated by the x-ray interaction profile as compared to the additional uncertainty introduced in the optical transport by the use of VRTs. For simulation experiments that aim at reducing the uncertainty in the Swank factor estimate, any of the proposed VRT can be used for increasing the relative
Using the Superpopulation Model for Imputations and Variance Computation in Survey Sampling
Directory of Open Access Journals (Sweden)
Petr Novák
2012-03-01
Full Text Available This study is aimed at variance computation techniques for estimates of population characteristics based on survey sampling and imputation. We use the superpopulation regression model, which means that the target variable values for each statistical unit are treated as random realizations of a linear regression model with weighted variance. We focus on regression models with one auxiliary variable and no intercept, which have many applications and straightforward interpretation in business statistics. Furthermore, we deal with caseswhere the estimates are not independent and thus the covariance must be computed. We also consider chained regression models with auxiliary variables as random variables instead of constants.
International Nuclear Information System (INIS)
Lim, Gyeong Hui
2008-03-01
This book consists of 15 chapters, which are basic conception and meaning of statistical thermodynamics, Maxwell-Boltzmann's statistics, ensemble, thermodynamics function and fluctuation, statistical dynamics with independent particle system, ideal molecular system, chemical equilibrium and chemical reaction rate in ideal gas mixture, classical statistical thermodynamics, ideal lattice model, lattice statistics and nonideal lattice model, imperfect gas theory on liquid, theory on solution, statistical thermodynamics of interface, statistical thermodynamics of a high molecule system and quantum statistics
Directory of Open Access Journals (Sweden)
Tayser Sumer Gaaz
2016-11-01
Taguchi and ANOVA approaches. Seemingly, mHNTs has shown its very important role in the resulting product.
On the noise variance of a digital mammography system
International Nuclear Information System (INIS)
Burgess, Arthur
2004-01-01
variance measurements made on raw data images will be presented. The experimental data are in good agreement with those of Cooper et al. It will be shown that the slope of 0.6 found by Cooper et al. for the log-log plot at low exposure is not due to transfer function nonlinearity, it occurs because of an additive variance term--possibly due to electronic noise. It will also be shown, using population statistics from clinical images, that raw data values below 300 are rare in tissue areas. Those tissue areas with very low raw data values are within about a millimeter of the chest wall or in very dense muscle at corners of images
An elementary components of variance analysis for multi-center quality control
International Nuclear Information System (INIS)
Munson, P.J.; Rodbard, D.
1977-01-01
The serious variability of RIA results from different laboratories indicates the need for multi-laboratory collaborative quality control (QC) studies. Statistical analysis methods for such studies using an 'analysis of variance with components of variance estimation' are discussed. This technique allocates the total variance into components corresponding to between-laboratory, between-assay, and residual or within-assay variability. Components of variance analysis also provides an intelligent way to combine the results of several QC samples run at different evels, from which we may decide if any component varies systematically with dose level; if not, pooling of estimates becomes possible. We consider several possible relationships of standard deviation to the laboratory mean. Each relationship corresponds to an underlying statistical model, and an appropriate analysis technique. Tests for homogeneity of variance may be used to determine if an appropriate model has been chosen, although the exact functional relationship of standard deviation to lab mean may be difficult to establish. Appropriate graphical display of the data aids in visual understanding of the data. A plot of the ranked standard deviation vs. ranked laboratory mean is a convenient way to summarize a QC study. This plot also allows determination of the rank correlation, which indicates a net relationship of variance to laboratory mean. (orig.) [de
Visual SLAM Using Variance Grid Maps
Howard, Andrew B.; Marks, Tim K.
2011-01-01
An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance
Markov bridges, bisection and variance reduction
DEFF Research Database (Denmark)
Asmussen, Søren; Hobolth, Asger
. In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented......Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints...
The value of travel time variance
Fosgerau, Mogens; Engelson, Leonid
2010-01-01
This paper considers the value of travel time variability under scheduling preferences that are de�fined in terms of linearly time-varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can free...
Genetic control of residual variance of yearling weight in Nellore beef cattle.
Iung, L H S; Neves, H H R; Mulder, H A; Carvalheiro, R
2017-04-01
There is evidence for genetic variability in residual variance of livestock traits, which offers the potential for selection for increased uniformity of production. Different statistical approaches have been employed to study this topic; however, little is known about the concordance between them. The aim of our study was to investigate the genetic heterogeneity of residual variance on yearling weight (YW; 291.15 ± 46.67) in a Nellore beef cattle population; to compare the results of the statistical approaches, the two-step approach and the double hierarchical generalized linear model (DHGLM); and to evaluate the effectiveness of power transformation to accommodate scale differences. The comparison was based on genetic parameters, accuracy of EBV for residual variance, and cross-validation to assess predictive performance of both approaches. A total of 194,628 yearling weight records from 625 sires were used in the analysis. The results supported the hypothesis of genetic heterogeneity of residual variance on YW in Nellore beef cattle and the opportunity of selection, measured through the genetic coefficient of variation of residual variance (0.10 to 0.12 for the two-step approach and 0.17 for DHGLM, using an untransformed data set). However, low estimates of genetic variance associated with positive genetic correlations between mean and residual variance (about 0.20 for two-step and 0.76 for DHGLM for an untransformed data set) limit the genetic response to selection for uniformity of production while simultaneously increasing YW itself. Moreover, large sire families are needed to obtain accurate estimates of genetic merit for residual variance, as indicated by the low heritability estimates (Box-Cox transformation was able to decrease the dependence of the variance on the mean and decreased the estimates of genetic parameters for residual variance. The transformation reduced but did not eliminate all the genetic heterogeneity of residual variance, highlighting
Hohn, M. Ed; Nuhfer, E.B.; Vinopal, R.J.; Klanderman, D.S.
1980-01-01
Classifying very fine-grained rocks through fabric elements provides information about depositional environments, but is subject to the biases of visual taxonomy. To evaluate the statistical significance of an empirical classification of very fine-grained rocks, samples from Devonian shales in four cored wells in West Virginia and Virginia were measured for 15 variables: quartz, illite, pyrite and expandable clays determined by X-ray diffraction; total sulfur, organic content, inorganic carbon, matrix density, bulk density, porosity, silt, as well as density, sonic travel time, resistivity, and ??-ray response measured from well logs. The four lithologic types comprised: (1) sharply banded shale, (2) thinly laminated shale, (3) lenticularly laminated shale, and (4) nonbanded shale. Univariate and multivariate analyses of variance showed that the lithologic classification reflects significant differences for the variables measured, difference that can be detected independently of stratigraphic effects. Little-known statistical methods found useful in this work included: the multivariate analysis of variance with more than one effect, simultaneous plotting of samples and variables on canonical variates, and the use of parametric ANOVA and MANOVA on ranked data. ?? 1980 Plenum Publishing Corporation.
Worldwide variance in the potential utilization of Gamma Knife radiosurgery.
Hamilton, Travis; Dade Lunsford, L
2016-12-01
OBJECTIVE The role of Gamma Knife radiosurgery (GKRS) has expanded worldwide during the past 3 decades. The authors sought to evaluate whether experienced users vary in their estimate of its potential use. METHODS Sixty-six current Gamma Knife users from 24 countries responded to an electronic survey. They estimated the potential role of GKRS for benign and malignant tumors, vascular malformations, and functional disorders. These estimates were compared with published disease epidemiological statistics and the 2014 use reports provided by the Leksell Gamma Knife Society (16,750 cases). RESULTS Respondents reported no significant variation in the estimated use in many conditions for which GKRS is performed: meningiomas, vestibular schwannomas, and arteriovenous malformations. Significant variance in the estimated use of GKRS was noted for pituitary tumors, craniopharyngiomas, and cavernous malformations. For many current indications, the authors found significant variance in GKRS users based in the Americas, Europe, and Asia. Experts estimated that GKRS was used in only 8.5% of the 196,000 eligible cases in 2014. CONCLUSIONS Although there was a general worldwide consensus regarding many major indications for GKRS, significant variability was noted for several more controversial roles. This expert opinion survey also suggested that GKRS is significantly underutilized for many current diagnoses, especially in the Americas. Future studies should be conducted to investigate health care barriers to GKRS for many patients.
Hidden temporal order unveiled in stock market volatility variance
Directory of Open Access Journals (Sweden)
Y. Shapira
2011-06-01
Full Text Available When analyzed by standard statistical methods, the time series of the daily return of financial indices appear to behave as Markov random series with no apparent temporal order or memory. This empirical result seems to be counter intuitive since investor are influenced by both short and long term past market behaviors. Consequently much effort has been devoted to unveil hidden temporal order in the market dynamics. Here we show that temporal order is hidden in the series of the variance of the stocks volatility. First we show that the correlation between the variances of the daily returns and means of segments of these time series is very large and thus cannot be the output of random series, unless it has some temporal order in it. Next we show that while the temporal order does not show in the series of the daily return, rather in the variation of the corresponding volatility series. More specifically, we found that the behavior of the shuffled time series is equivalent to that of a random time series, while that of the original time series have large deviations from the expected random behavior, which is the result of temporal structure. We found the same generic behavior in 10 different stock markets from 7 different countries. We also present analysis of specially constructed sequences in order to better understand the origin of the observed temporal order in the market sequences. Each sequence was constructed from segments with equal number of elements taken from algebraic distributions of three different slopes.
Variance-based Salt Body Reconstruction
Ovcharenko, Oleg
2017-05-26
Seismic inversions of salt bodies are challenging when updating velocity models based on Born approximation- inspired gradient methods. We propose a variance-based method for velocity model reconstruction in regions complicated by massive salt bodies. The novel idea lies in retrieving useful information from simultaneous updates corresponding to different single frequencies. Instead of the commonly used averaging of single-iteration monofrequency gradients, our algorithm iteratively reconstructs salt bodies in an outer loop based on updates from a set of multiple frequencies after a few iterations of full-waveform inversion. The variance among these updates is used to identify areas where considerable cycle-skipping occurs. In such areas, we update velocities by interpolating maximum velocities within a certain region. The result of several recursive interpolations is later used as a new starting model to improve results of conventional full-waveform inversion. An application on part of the BP 2004 model highlights the evolution of the proposed approach and demonstrates its effectiveness.
Minimum variance linear unbiased estimators of loss and inventory
International Nuclear Information System (INIS)
Stewart, K.B.
1977-01-01
The article illustrates a number of approaches for estimating the material balance inventory and a constant loss amount from the accountability data from a sequence of accountability periods. The approaches all lead to linear estimates that have minimum variance. Techniques are shown whereby ordinary least squares, weighted least squares and generalized least squares computer programs can be used. Two approaches are recursive in nature and lend themselves to small specialized computer programs. Another approach is developed that is easy to program; could be used with a desk calculator and can be used in a recursive way from accountability period to accountability period. Some previous results are also reviewed that are very similar in approach to the present ones and vary only in the way net throughput measurements are statistically modeled. 5 refs
Cosmic variance in inflation with two light scalars
Energy Technology Data Exchange (ETDEWEB)
Bonga, Béatrice; Brahma, Suddhasattwa; Deutsch, Anne-Sylvie; Shandera, Sarah, E-mail: bpb165@psu.edu, E-mail: suddhasattwa.brahma@gmail.com, E-mail: asdeutsch@psu.edu, E-mail: shandera@gravity.psu.edu [Institute for Gravitation and the Cosmos and Physics Department, The Pennsylvania State University, University Park, PA, 16802 (United States)
2016-05-01
We examine the squeezed limit of the bispectrum when a light scalar with arbitrary non-derivative self-interactions is coupled to the inflaton. We find that when the hidden sector scalar is sufficiently light ( m ∼< 0.1 H ), the coupling between long and short wavelength modes from the series of higher order correlation functions (from arbitrary order contact diagrams) causes the statistics of the fluctuations to vary in sub-volumes. This means that observations of primordial non-Gaussianity cannot be used to uniquely reconstruct the potential of the hidden field. However, the local bispectrum induced by mode-coupling from these diagrams always has the same squeezed limit, so the field's locally determined mass is not affected by this cosmic variance.
A zero-variance-based scheme for variance reduction in Monte Carlo criticality
Energy Technology Data Exchange (ETDEWEB)
Christoforou, S.; Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)
2006-07-01
A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)
A zero-variance-based scheme for variance reduction in Monte Carlo criticality
International Nuclear Information System (INIS)
Christoforou, S.; Hoogenboom, J. E.
2006-01-01
A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)
Directory of Open Access Journals (Sweden)
T.C.C. Bittencourt
2002-06-01
Full Text Available Foram estimados parâmetros genéticos, fenotípicos e valores genéticos de pesos padronizados aos 365 (P365 e 455 (P455 dias de idade de animais pertencentes ao programa de melhoramento genético da raça Nelore, desenvolvido pelo Departamento de Genética da USP. Quatro modelos foram utilizados para obter estimativas de parâmetros genéticos REML: o modelo 1 incluiu apenas os efeitos genético direto e residual; o 2, incluiu o efeito de ambiente permanente e os efeitos incluídos no modelo 1; o modelo 3 incluiu o efeito genético materno e os efeitos incluídos no modelo 1; o modelo 4 é o completo, com a inclusão dos efeitos genéticos direto e materno e de ambiente permanente. Para P365, as herdabilidades obtidas foram: 0,48, 0,32, 0,28 e 0,27 para os modelos 1, 2, 3 e 4, respectivamente. Para P455, os valores observados foram: 0,48, 0,38, 0,35 e 0,34 para os modelos 1, 2, 3 e 4, respectivamente. A comparação entre os modelos indicou que os efeitos maternos não foram importantes na variação do P455, mas podem ter alguma importância no peso aos 365 dias de idade.Data from the Genetic Improvement Program of the Nellore Breed of Genetic Department-USP were used to estimate genetic parameters and breeding values for weights at 365 (P365 and 455 (P455 days of age. Four animal models were used to obtain REML estimates of genetic parameters aiming to evaluate the effect of the inclusion of a random maternal genetic effect and a permanent environmental effect on variance component estimates. The model 1 included genetic and residual random effects; model 2 and model 3 were based on model 1 but included permanent environmental (2 and maternal genetic (3 effects; model 4 included genetic, maternal and permanent environmental effects. The heritability estimates for P365 were 0.48, 0.32, 0.28 and 0.27 using models 1, 2, 3 and 4, respectively. For P455, the values were 0.48, 0.38, 0.35 e 0.34 with the same models. The results suggest that
On the Spike Train Variability Characterized by Variance-to-Mean Power Relationship.
Koyama, Shinsuke
2015-07-01
We propose a statistical method for modeling the non-Poisson variability of spike trains observed in a wide range of brain regions. Central to our approach is the assumption that the variance and the mean of interspike intervals are related by a power function characterized by two parameters: the scale factor and exponent. It is shown that this single assumption allows the variability of spike trains to have an arbitrary scale and various dependencies on the firing rate in the spike count statistics, as well as in the interval statistics, depending on the two parameters of the power function. We also propose a statistical model for spike trains that exhibits the variance-to-mean power relationship. Based on this, a maximum likelihood method is developed for inferring the parameters from rate-modulated spike trains. The proposed method is illustrated on simulated and experimental spike trains.
Kriging with Unknown Variance Components for Regional Ionospheric Reconstruction
Directory of Open Access Journals (Sweden)
Ling Huang
2017-02-01
Full Text Available Ionospheric delay effect is a critical issue that limits the accuracy of precise Global Navigation Satellite System (GNSS positioning and navigation for single-frequency users, especially in mid- and low-latitude regions where variations in the ionosphere are larger. Kriging spatial interpolation techniques have been recently introduced to model the spatial correlation and variability of ionosphere, which intrinsically assume that the ionosphere field is stochastically stationary but does not take the random observational errors into account. In this paper, by treating the spatial statistical information on ionosphere as prior knowledge and based on Total Electron Content (TEC semivariogram analysis, we use Kriging techniques to spatially interpolate TEC values. By assuming that the stochastic models of both the ionospheric signals and measurement errors are only known up to some unknown factors, we propose a new Kriging spatial interpolation method with unknown variance components for both the signals of ionosphere and TEC measurements. Variance component estimation has been integrated with Kriging to reconstruct regional ionospheric delays. The method has been applied to data from the Crustal Movement Observation Network of China (CMONOC and compared with the ordinary Kriging and polynomial interpolations with spherical cap harmonic functions, polynomial functions and low-degree spherical harmonic functions. The statistics of results indicate that the daily ionospheric variations during the experimental period characterized by the proposed approach have good agreement with the other methods, ranging from 10 to 80 TEC Unit (TECU, 1 TECU = 1 × 1016 electrons/m2 with an overall mean of 28.2 TECU. The proposed method can produce more appropriate estimations whose general TEC level is as smooth as the ordinary Kriging but with a smaller standard deviation around 3 TECU than others. The residual results show that the interpolation precision of the
Statistical Optimization of Synthesis of Manganese Carbonates Nanoparticles by Precipitation Methods
International Nuclear Information System (INIS)
Javidan, A.; Rahimi-Nasrabadi, M.; Davoudi, A.A.
2011-01-01
In this study, an orthogonal array design (OAD), OA9, was employed as a statistical experimental method for the controllable, simple and fast synthesis of manganese carbonate nanoparticle. Ultrafine manganese carbonate nanoparticles were synthesized by a precipitation method involving the addition of manganese ion solution to the carbonate reagent. The effects of reaction conditions, for example, manganese and carbonate concentrations, flow rate of reagent addition and temperature, on the diameter of the synthesized manganese carbonate nanoparticle were investigated. The effects of these factors on the width of the manganese carbonate nanoparticle were quantitatively evaluated by the analysis of variance (ANOVA). The results showed that manganese carbonate nanoparticle can be synthesized by controlling the manganese concentration, flow rate and temperature. Finally, the optimum conditions for the synthesis of manganese carbonate nanoparticle by this simple and fast method were proposed. The results of ANOVA showed that 0.001 mol/ L manganese ion and carbonate reagents concentrations, 2.5 mL/ min flow rate for the addition of the manganese reagent to the carbonate solution and 0 degree Celsius temperature are the optimum conditions for producing manganese carbonate nanoparticle with 75 ± 25 nm width. (author)
... What Is Cancer? Cancer Statistics Cancer Disparities Cancer Statistics Cancer has a major impact on society in ... success of efforts to control and manage cancer. Statistics at a Glance: The Burden of Cancer in ...
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...
The value of travel time variance
DEFF Research Database (Denmark)
Fosgerau, Mogens; Engelson, Leonid
2011-01-01
This paper considers the value of travel time variability under scheduling preferences that are defined in terms of linearly time varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability...... that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can freely choose departure time and to travellers who use a scheduled service with fixed headway. Depending...... on parameters, travellers may be risk averse or risk seeking and the value of travel time may increase or decrease in the mean travel time....
Statistics 101 for Radiologists.
Anvari, Arash; Halpern, Elkan F; Samir, Anthony E
2015-10-01
Diagnostic tests have wide clinical applications, including screening, diagnosis, measuring treatment effect, and determining prognosis. Interpreting diagnostic test results requires an understanding of key statistical concepts used to evaluate test efficacy. This review explains descriptive statistics and discusses probability, including mutually exclusive and independent events and conditional probability. In the inferential statistics section, a statistical perspective on study design is provided, together with an explanation of how to select appropriate statistical tests. Key concepts in recruiting study samples are discussed, including representativeness and random sampling. Variable types are defined, including predictor, outcome, and covariate variables, and the relationship of these variables to one another. In the hypothesis testing section, we explain how to determine if observed differences between groups are likely to be due to chance. We explain type I and II errors, statistical significance, and study power, followed by an explanation of effect sizes and how confidence intervals can be used to generalize observed effect sizes to the larger population. Statistical tests are explained in four categories: t tests and analysis of variance, proportion analysis tests, nonparametric tests, and regression techniques. We discuss sensitivity, specificity, accuracy, receiver operating characteristic analysis, and likelihood ratios. Measures of reliability and agreement, including κ statistics, intraclass correlation coefficients, and Bland-Altman graphs and analysis, are introduced. © RSNA, 2015.
Estimating an Effect Size in One-Way Multivariate Analysis of Variance (MANOVA)
Steyn, H. S., Jr.; Ellis, S. M.
2009-01-01
When two or more univariate population means are compared, the proportion of variation in the dependent variable accounted for by population group membership is eta-squared. This effect size can be generalized by using multivariate measures of association, based on the multivariate analysis of variance (MANOVA) statistics, to establish whether…
Genetic control of residual variance of yearling weight in nellore beef cattle
Iung, L.H.S.; Neves, H.H.R.; Mulder, H.A.; Carvalheiro, R.
2017-01-01
There is evidence for genetic variability in residual variance of livestock traits, which offers the potential for selection for increased uniformity of production. Different statistical approaches have been employed to study this topic; however, little is known about the concordance between
LENUS (Irish Health Repository)
Stroebel, Armin M
2010-11-08
Abstract Background Animals, including humans, exhibit a variety of biological rhythms. This article describes a method for the detection and simultaneous comparison of multiple nycthemeral rhythms. Methods A statistical method for detecting periodic patterns in time-related data via harmonic regression is described. The method is particularly capable of detecting nycthemeral rhythms in medical data. Additionally a method for simultaneously comparing two or more periodic patterns is described, which derives from the analysis of variance (ANOVA). This method statistically confirms or rejects equality of periodic patterns. Mathematical descriptions of the detecting method and the comparing method are displayed. Results Nycthemeral rhythms of incidents of bodily harm in Middle Franconia are analyzed in order to demonstrate both methods. Every day of the week showed a significant nycthemeral rhythm of bodily harm. These seven patterns of the week were compared to each other revealing only two different nycthemeral rhythms, one for Friday and Saturday and one for the other weekdays.
Lecture Notes in Statistics. 3rd Semester
DEFF Research Database (Denmark)
The lecture note is prepared to meet the requirements for the 3rd semester course in statistics at the Aarhus School of Business. It focuses on multiple regression models, analysis of variance, and log-linear models.......The lecture note is prepared to meet the requirements for the 3rd semester course in statistics at the Aarhus School of Business. It focuses on multiple regression models, analysis of variance, and log-linear models....
76 FR 78698 - Proposed Revocation of Permanent Variances
2011-12-19
... Administration (``OSHA'' or ``the Agency'') granted permanent variances to 24 companies engaged in the... DEPARTMENT OF LABOR Occupational Safety and Health Administration [Docket No. OSHA-2011-0054] Proposed Revocation of Permanent Variances AGENCY: Occupational Safety and Health Administration (OSHA...
variance components and genetic parameters for live weight
African Journals Online (AJOL)
admin
Against this background the present study estimated the (co)variance .... Starting values for the (co)variance components of two-trait models were ..... Estimates of genetic parameters for weaning weight of beef accounting for direct-maternal.
Mixed emotions: Sensitivity to facial variance in a crowd of faces.
Haberman, Jason; Lee, Pegan; Whitney, David
2015-01-01
The visual system automatically represents summary information from crowds of faces, such as the average expression. This is a useful heuristic insofar as it provides critical information about the state of the world, not simply information about the state of one individual. However, the average alone is not sufficient for making decisions about how to respond to a crowd. The variance or heterogeneity of the crowd--the mixture of emotions--conveys information about the reliability of the average, essential for determining whether the average can be trusted. Despite its importance, the representation of variance within a crowd of faces has yet to be examined. This is addressed here in three experiments. In the first experiment, observers viewed a sample set of faces that varied in emotion, and then adjusted a subsequent set to match the variance of the sample set. To isolate variance as the summary statistic of interest, the average emotion of both sets was random. Results suggested that observers had information regarding crowd variance. The second experiment verified that this was indeed a uniquely high-level phenomenon, as observers were unable to derive the variance of an inverted set of faces as precisely as an upright set of faces. The third experiment replicated and extended the first two experiments using method-of-constant-stimuli. Together, these results show that the visual system is sensitive to emergent information about the emotional heterogeneity, or ambivalence, in crowds of faces.
The Distribution of the Sample Minimum-Variance Frontier
Raymond Kan; Daniel R. Smith
2008-01-01
In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us t...
An elementary components of variance analysis for multi-centre quality control
International Nuclear Information System (INIS)
Munson, P.J.; Rodbard, D.
1978-01-01
The serious variability of RIA results from different laboratories indicates the need for multi-laboratory collaborative quality-control (QC) studies. Simple graphical display of data in the form of histograms is useful but insufficient. The paper discusses statistical analysis methods for such studies using an ''analysis of variance with components of variance estimation''. This technique allocates the total variance into components corresponding to between-laboratory, between-assay, and residual or within-assay variability. Problems with RIA data, e.g. severe non-uniformity of variance and/or departure from a normal distribution violate some of the usual assumptions underlying analysis of variance. In order to correct these problems, it is often necessary to transform the data before analysis by using a logarithmic, square-root, percentile, ranking, RIDIT, ''Studentizing'' or other transformation. Ametric transformations such as ranks or percentiles protect against the undue influence of outlying observations, but discard much intrinsic information. Several possible relationships of standard deviation to the laboratory mean are considered. Each relationship corresponds to an underlying statistical model and an appropriate analysis technique. Tests for homogeneity of variance may be used to determine whether an appropriate model has been chosen, although the exact functional relationship of standard deviation to laboratory mean may be difficult to establish. Appropriate graphical display aids visual understanding of the data. A plot of the ranked standard deviation versus ranked laboratory mean is a convenient way to summarize a QC study. This plot also allows determination of the rank correlation, which indicates a net relationship of variance to laboratory mean
A statistical manual for chemists
Bauer, Edward
1971-01-01
A Statistical Manual for Chemists, Second Edition presents simple and fast statistical tools for data analysis of working chemists. This edition is organized into nine chapters and begins with an overview of the fundamental principles of the statistical techniques used in experimental data analysis. The subsequent chapters deal with the concept of statistical average, experimental design, and analysis of variance. The discussion then shifts to control charts, with particular emphasis on variable charts that are more useful to chemists and chemical engineers. A chapter focuses on the effect
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability
DEFF Research Database (Denmark)
Rombouts, Jerome V.K.; Stentoft, Lars; Violante, Francesco
We develop a joint framework linking the physical variance and its risk neutral expectation implying variance risk premia that are persistent, appropriately reacting to changes in level and variability of the variance and naturally satisfying the sign constraint. Using option market data and real...... events and only marginally by the premium associated with normal price fluctuations....
Statistics in the pharmacy literature.
Lee, Charlene M; Soin, Herpreet K; Einarson, Thomas R
2004-09-01
Research in statistical methods is essential for maintenance of high quality of the published literature. To update previous reports of the types and frequencies of statistical terms and procedures in research studies of selected professional pharmacy journals. We obtained all research articles published in 2001 in 6 journals: American Journal of Health-System Pharmacy, The Annals of Pharmacotherapy, Canadian Journal of Hospital Pharmacy, Formulary, Hospital Pharmacy, and Journal of the American Pharmaceutical Association. Two independent reviewers identified and recorded descriptive and inferential statistical terms/procedures found in the methods, results, and discussion sections of each article. Results were determined by tallying the total number of times, as well as the percentage, that each statistical term or procedure appeared in the articles. One hundred forty-four articles were included. Ninety-eight percent employed descriptive statistics; of these, 28% used only descriptive statistics. The most common descriptive statistical terms were percentage (90%), mean (74%), standard deviation (58%), and range (46%). Sixty-nine percent of the articles used inferential statistics, the most frequent being chi(2) (33%), Student's t-test (26%), Pearson's correlation coefficient r (18%), ANOVA (14%), and logistic regression (11%). Statistical terms and procedures were found in nearly all of the research articles published in pharmacy journals. Thus, pharmacy education should aim to provide current and future pharmacists with an understanding of the common statistical terms and procedures identified to facilitate the appropriate appraisal and consequential utilization of the information available in research articles.
Modeling the subfilter scalar variance for large eddy simulation in forced isotropic turbulence
Cheminet, Adam; Blanquart, Guillaume
2011-11-01
Static and dynamic model for the subfilter scalar variance in homogeneous isotropic turbulence are investigated using direct numerical simulations (DNS) of a lineary forced passive scalar field. First, we introduce a new scalar forcing technique conditioned only on the scalar field which allows the fluctuating scalar field to reach a statistically stationary state. Statistical properties, including 2nd and 3rd statistical moments, spectra, and probability density functions of the scalar field have been analyzed. Using this technique, we performed constant density and variable density DNS of scalar mixing in isotropic turbulence. The results are used in an a-priori study of scalar variance models. Emphasis is placed on further studying the dynamic model introduced by G. Balarac, H. Pitsch and V. Raman [Phys. Fluids 20, (2008)]. Scalar variance models based on Bedford and Yeo's expansion are accurate for small filter width but errors arise in the inertial subrange. Results suggest that a constant coefficient computed from an assumed Kolmogorov spectrum is often sufficient to predict the subfilter scalar variance.
Cornillon, Pierre-Andre; Husson, Francois; Jegou, Nicolas; Josse, Julie; Kloareg, Maela; Matzner-Lober, Eric; Rouviere, Laurent
2012-01-01
An Overview of RMain ConceptsInstalling RWork SessionHelpR ObjectsFunctionsPackagesExercisesPreparing DataReading Data from FileExporting ResultsManipulating VariablesManipulating IndividualsConcatenating Data TablesCross-TabulationExercisesR GraphicsConventional Graphical FunctionsGraphical Functions with latticeExercisesMaking Programs with RControl FlowsPredefined FunctionsCreating a FunctionExercisesStatistical MethodsIntroduction to the Statistical MethodsA Quick Start with RInstalling ROpening and Closing RThe Command PromptAttribution, Objects, and FunctionSelectionOther Rcmdr PackageImporting (or Inputting) DataGraphsStatistical AnalysisHypothesis TestConfidence Intervals for a MeanChi-Square Test of IndependenceComparison of Two MeansTesting Conformity of a ProportionComparing Several ProportionsThe Power of a TestRegressionSimple Linear RegressionMultiple Linear RegressionPartial Least Squares (PLS) RegressionAnalysis of Variance and CovarianceOne-Way Analysis of VarianceMulti-Way Analysis of Varian...
Isotopic safeguards statistics
International Nuclear Information System (INIS)
Timmerman, C.L.; Stewart, K.B.
1978-06-01
The methods and results of our statistical analysis of isotopic data using isotopic safeguards techniques are illustrated using example data from the Yankee Rowe reactor. The statistical methods used in this analysis are the paired comparison and the regression analyses. A paired comparison results when a sample from a batch is analyzed by two different laboratories. Paired comparison techniques can be used with regression analysis to detect and identify outlier batches. The second analysis tool, linear regression, involves comparing various regression approaches. These approaches use two basic types of models: the intercept model (y = α + βx) and the initial point model [y - y 0 = β(x - x 0 )]. The intercept model fits strictly the exposure or burnup values of isotopic functions, while the initial point model utilizes the exposure values plus the initial or fabricator's data values in the regression analysis. Two fitting methods are applied to each of these models. These methods are: (1) the usual least squares fitting approach where x is measured without error, and (2) Deming's approach which uses the variance estimates obtained from the paired comparison results and considers x and y are both measured with error. The Yankee Rowe data were first measured by Nuclear Fuel Services (NFS) and remeasured by Nuclear Audit and Testing Company (NATCO). The ratio of Pu/U versus 235 D (in which 235 D is the amount of depleted 235 U expressed in weight percent) using actual numbers is the isotopic function illustrated. Statistical results using the Yankee Rowe data indicates the attractiveness of Deming's regression model over the usual approach by simple comparison of the given regression variances with the random variance from the paired comparison results
Study of fluctuations. Variance measurement on Proserpine
International Nuclear Information System (INIS)
Berger, F.; Renaux, R.
1960-01-01
The authors present an equipment designed for the study of the statistical fluctuation of the number of neutrons existing in a pile in the neighbourhood of its critical status. This equipment must allow series of counts of constant duration per series, and triggered by a random process. The counting assembly is presented (principle, description and operation), as well as the memorization assembly for a slow or quick count triggering
... this page: https://medlineplus.gov/usestatistics.html MedlinePlus Statistics To use the sharing features on this page, ... By Quarter View image full size Quarterly User Statistics Quarter Page Views Unique Visitors Oct-Dec-98 ...
Whole Frog Project and Virtual Frog Dissection Statistics wwwstats output for January 1 through duplicate or extraneous accesses. For example, in these statistics, while a POST requesting an image is as well. Note that this under-represents the bytes requested. Starting date for following statistics
Energy Technology Data Exchange (ETDEWEB)
Fontolan, Juliana A.; Biral, Antonio Renato P., E-mail: fontolanjuliana@gmail.com.br, E-mail: biral@ceb.unicamp.br [Hospital das Clinicas (CEB/UNICAMP), Campinas, SP (Brazil). Centro de Engenharia Biomedica
2013-07-01
It is known that the distribution at time intervals of random and unrelated events leads to the Poisson distribution . This work aims to study the distribution in time intervals of events resulting from radioactive decay of atoms present in the UNICAMP where activities involving the use of ionizing radiation are performed environments . The proposal is that the distribution surveys at intervals of these events in different locations of the university are carried out through the use of a Geiger-Mueller tube . In a next step , the evaluation of distributions obtained by using non- parametric statistics (Chi- square and Kolmogorov Smirnoff) will be taken . For analyzes involving correlations we intend to use the ANOVA (Analysis of Variance) statistical tool . Measured in six different places within the Campinas , with the use of Geiger- Muller its count mode and a time window of 20 seconds was performed . Through statistical tools chi- square and Kolmogorov Smirnoff tests, using the EXCEL program , it was observed that the distributions actually refer to a Poisson distribution. Finally, the next step is to perform analyzes involving correlations using the statistical tool ANOVA.
On discrete stochastic processes with long-lasting time dependence in the variance
Queirós, S. M. D.
2008-11-01
In this manuscript, we analytically and numerically study statistical properties of an heteroskedastic process based on the celebrated ARCH generator of random variables whose variance is defined by a memory of qm-exponencial, form (eqm=1 x=ex). Specifically, we inspect the self-correlation function of squared random variables as well as the kurtosis. In addition, by numerical procedures, we infer the stationary probability density function of both of the heteroskedastic random variables and the variance, the multiscaling properties, the first-passage times distribution, and the dependence degree. Finally, we introduce an asymmetric variance version of the model that enables us to reproduce the so-called leverage effect in financial markets.
Genetic factors explain half of all variance in serum eosinophil cationic protein
DEFF Research Database (Denmark)
Elmose, Camilla; Sverrild, Asger; van der Sluis, Sophie
2014-01-01
with variation in serum ECP and to determine the relative proportion of the variation in ECP due to genetic and non-genetic factors, in an adult twin sample. METHODS: A sample of 575 twins, selected through a proband with self-reported asthma, had serum ECP, lung function, airway responsiveness to methacholine......, exhaled nitric oxide, and skin test reactivity, measured. Linear regression analysis and variance component models were used to study factors associated with variation in ECP and the relative genetic influence on ECP levels. RESULTS: Sex (regression coefficient = -0.107, P ... was statistically non-significant (r = -0.11, P = 0.50). CONCLUSION: Around half of all variance in serum ECP is explained by genetic factors. Serum ECP is influenced by sex, BMI, and airway responsiveness. Serum ECP and airway responsiveness seem not to share genetic variance....
Variance stabilization for computing and comparing grand mean waveforms in MEG and EEG.
Matysiak, Artur; Kordecki, Wojciech; Sielużycki, Cezary; Zacharias, Norman; Heil, Peter; König, Reinhard
2013-07-01
Grand means of time-varying signals (waveforms) across subjects in magnetoencephalography (MEG) and electroencephalography (EEG) are commonly computed as arithmetic averages and compared between conditions, for example, by subtraction. However, the prerequisite for these operations, homogeneity of the variance of the waveforms in time, and for most common parametric statistical tests also between conditions, is rarely met. We suggest that the heteroscedasticity observed instead results because waveforms may differ by factors and additive terms and follow a mixed model. We propose to apply the asinh-transformation to stabilize the variance in such cases. We demonstrate the homogeneous variance and the normal distributions of data achieved by this transformation using simulated waveforms, and we apply it to real MEG data and show its benefits. The asinh-transformation is thus an essential and useful processing step prior to computing and comparing grand mean waveforms in MEG and EEG. Copyright © 2013 Society for Psychophysiological Research.
Regional sensitivity analysis using revised mean and variance ratio functions
International Nuclear Information System (INIS)
Wei, Pengfei; Lu, Zhenzhou; Ruan, Wenbin; Song, Jingwen
2014-01-01
The variance ratio function, derived from the contribution to sample variance (CSV) plot, is a regional sensitivity index for studying how much the output deviates from the original mean of model output when the distribution range of one input is reduced and to measure the contribution of different distribution ranges of each input to the variance of model output. In this paper, the revised mean and variance ratio functions are developed for quantifying the actual change of the model output mean and variance, respectively, when one reduces the range of one input. The connection between the revised variance ratio function and the original one is derived and discussed. It is shown that compared with the classical variance ratio function, the revised one is more suitable to the evaluation of model output variance due to reduced ranges of model inputs. A Monte Carlo procedure, which needs only a set of samples for implementing it, is developed for efficiently computing the revised mean and variance ratio functions. The revised mean and variance ratio functions are compared with the classical ones by using the Ishigami function. At last, they are applied to a planar 10-bar structure
Identifying misbehaving models using baseline climate variance
Schultz, Colin
2011-06-01
The majority of projections made using general circulation models (GCMs) are conducted to help tease out the effects on a region, or on the climate system as a whole, of changing climate dynamics. Sun et al., however, used model runs from 20 different coupled atmosphere-ocean GCMs to try to understand a different aspect of climate projections: how bias correction, model selection, and other statistical techniques might affect the estimated outcomes. As a case study, the authors focused on predicting the potential change in precipitation for the Murray-Darling Basin (MDB), a 1-million- square- kilometer area in southeastern Australia that suffered a recent decade of drought that left many wondering about the potential impacts of climate change on this important agricultural region. The authors first compared the precipitation predictions made by the models with 107 years of observations, and they then made bias corrections to adjust the model projections to have the same statistical properties as the observations. They found that while the spread of the projected values was reduced, the average precipitation projection for the end of the 21st century barely changed. Further, the authors determined that interannual variations in precipitation for the MDB could be explained by random chance, where the precipitation in a given year was independent of that in previous years.
Applied statistical designs for the researcher
Paulson, Daryl S
2003-01-01
Research and Statistics Basic Review of Parametric Statistics Exploratory Data Analysis Two Sample Tests Completely Randomized One-Factor Analysis of Variance One and Two Restrictions on Randomization Completely Randomized Two-Factor Factorial Designs Two-Factor Factorial Completely Randomized Blocked Designs Useful Small Scale Pilot Designs Nested Statistical Designs Linear Regression Nonparametric Statistics Introduction to Research Synthesis and "Meta-Analysis" and Conclusory Remarks References Index.
Statistics of Data Fitting: Flaws and Fixes of Polynomial Analysis of Channeled Spectra
Karstens, William; Smith, David
2013-03-01
Starting from general statistical principles, we have critically examined Baumeister's procedure* for determining the refractive index of thin films from channeled spectra. Briefly, the method assumes that the index and interference fringe order may be approximated by polynomials quadratic and cubic in photon energy, respectively. The coefficients of the polynomials are related by differentiation, which is equivalent to comparing energy differences between fringes. However, we find that when the fringe order is calculated from the published IR index for silicon* and then analyzed with Baumeister's procedure, the results do not reproduce the original index. This problem has been traced to 1. Use of unphysical powers in the polynomials (e.g., time-reversal invariance requires that the index is an even function of photon energy), and 2. Use of insufficient terms of the correct parity. Exclusion of unphysical terms and addition of quartic and quintic terms to the index and order polynomials yields significantly better fits with fewer parameters. This represents a specific example of using statistics to determine if the assumed fitting model adequately captures the physics contained in experimental data. The use of analysis of variance (ANOVA) and the Durbin-Watson statistic to test criteria for the validity of least-squares fitting will be discussed. *D.F. Edwards and E. Ochoa, Appl. Opt. 19, 4130 (1980). Supported in part by the US Department of Energy, Office of Nuclear Physics under contract DE-AC02-06CH11357.
Variance of a potential of mean force obtained using the weighted histogram analysis method.
Cukier, Robert I
2013-11-27
A potential of mean force (PMF) that provides the free energy of a thermally driven system along some chosen reaction coordinate (RC) is a useful descriptor of systems characterized by complex, high dimensional potential energy surfaces. Umbrella sampling window simulations use potential energy restraints to provide more uniform sampling along a RC so that potential energy barriers that would otherwise make equilibrium sampling computationally difficult can be overcome. Combining the results from the different biased window trajectories can be accomplished using the Weighted Histogram Analysis Method (WHAM). Here, we provide an analysis of the variance of a PMF along the reaction coordinate. We assume that the potential restraints used for each window lead to Gaussian distributions for the window reaction coordinate densities and that the data sampling in each window is from an equilibrium ensemble sampled so that successive points are statistically independent. Also, we assume that neighbor window densities overlap, as required in WHAM, and that further-than-neighbor window density overlap is negligible. Then, an analytic expression for the variance of the PMF along the reaction coordinate at a desired level of spatial resolution can be generated. The variance separates into a sum over all windows with two kinds of contributions: One from the variance of the biased window density normalized by the total biased window density and the other from the variance of the local (for each window's coordinate range) PMF. Based on the desired spatial resolution of the PMF, the former variance can be minimized relative to that from the latter. The method is applied to a model system that has features of a complex energy landscape evocative of a protein with two conformational states separated by a free energy barrier along a collective reaction coordinate. The variance can be constructed from data that is already available from the WHAM PMF construction.
Using variance structure to quantify responses to perturbation in fish catches
Vidal, Tiffany E.; Irwin, Brian J.; Wagner, Tyler; Rudstam, Lars G.; Jackson, James R.; Bence, James R.
2017-01-01
We present a case study evaluation of gill-net catches of Walleye Sander vitreus to assess potential effects of large-scale changes in Oneida Lake, New York, including the disruption of trophic interactions by double-crested cormorants Phalacrocorax auritus and invasive dreissenid mussels. We used the empirical long-term gill-net time series and a negative binomial linear mixed model to partition the variability in catches into spatial and coherent temporal variance components, hypothesizing that variance partitioning can help quantify spatiotemporal variability and determine whether variance structure differs before and after large-scale perturbations. We found that the mean catch and the total variability of catches decreased following perturbation but that not all sampling locations responded in a consistent manner. There was also evidence of some spatial homogenization concurrent with a restructuring of the relative productivity of individual sites. Specifically, offshore sites generally became more productive following the estimated break point in the gill-net time series. These results provide support for the idea that variance structure is responsive to large-scale perturbations; therefore, variance components have potential utility as statistical indicators of response to a changing environment more broadly. The modeling approach described herein is flexible and would be transferable to other systems and metrics. For example, variance partitioning could be used to examine responses to alternative management regimes, to compare variability across physiographic regions, and to describe differences among climate zones. Understanding how individual variance components respond to perturbation may yield finer-scale insights into ecological shifts than focusing on patterns in the mean responses or total variability alone.
Variance estimates for transport in stochastic media by means of the master equation
International Nuclear Information System (INIS)
Pautz, S. D.; Franke, B. C.; Prinja, A. K.
2013-01-01
The master equation has been used to examine properties of transport in stochastic media. It has been shown previously that not only may the Levermore-Pomraning (LP) model be derived from the master equation for a description of ensemble-averaged transport quantities, but also that equations describing higher-order statistical moments may be obtained. We examine in greater detail the equations governing the second moments of the distribution of the angular fluxes, from which variances may be computed. We introduce a simple closure for these equations, as well as several models for estimating the variances of derived transport quantities. We revisit previous benchmarks for transport in stochastic media in order to examine the error of these new variance models. We find, not surprisingly, that the errors in these variance estimates are at least as large as the corresponding estimates of the average, and sometimes much larger. We also identify patterns in these variance estimates that may help guide the construction of more accurate models. (authors)
The efficiency of the crude oil markets: Evidence from variance ratio tests
Energy Technology Data Exchange (ETDEWEB)
Charles, Amelie, E-mail: acharles@audencia.co [Audencia Nantes, School of Management, 8 route de la Joneliere, 44312 Nantes (France); Darne, Olivier, E-mail: olivier.darne@univ-nantes.f [LEMNA, University of Nantes, IEMN-IAE, Chemin de la Censive du Tertre, 44322 Nantes (France)
2009-11-15
This study examines the random walk hypothesis for the crude oil markets, using daily data over the period 1982-2008. The weak-form efficient market hypothesis for two crude oil markets (UK Brent and US West Texas Intermediate) is tested with non-parametric variance ratio tests developed by [Wright J.H., 2000. Alternative variance-ratio tests using ranks and signs. Journal of Business and Economic Statistics, 18, 1-9] and [Belaire-Franch J. and Contreras D., 2004. Ranks and signs-based multiple variance ratio tests. Working paper, Department of Economic Analysis, University of Valencia] as well as the wild-bootstrap variance ratio tests suggested by [Kim, J.H., 2006. Wild bootstrapping variance ratio tests. Economics Letters, 92, 38-43]. We find that the Brent crude oil market is weak-form efficiency while the WTI crude oil market seems to be inefficiency on the 1994-2008 sub-period, suggesting that the deregulation have not improved the efficiency on the WTI crude oil market in the sense of making returns less predictable.
The efficiency of the crude oil markets. Evidence from variance ratio tests
International Nuclear Information System (INIS)
Charles, Amelie; Darne, Olivier
2009-01-01
This study examines the random walk hypothesis for the crude oil markets, using daily data over the period 1982-2008. The weak-form efficient market hypothesis for two crude oil markets (UK Brent and US West Texas Intermediate) is tested with non-parametric variance ratio tests developed by [Wright J.H., 2000. Alternative variance-ratio tests using ranks and signs. Journal of Business and Economic Statistics, 18, 1-9] and [Belaire-Franch J. and Contreras D., 2004. Ranks and signs-based multiple variance ratio tests. Working paper, Department of Economic Analysis, University of Valencia] as well as the wild-bootstrap variance ratio tests suggested by [Kim, J.H., 2006. Wild bootstrapping variance ratio tests. Economics Letters, 92, 38-43]. We find that the Brent crude oil market is weak-form efficiency while the WTI crude oil market seems to be inefficiency on the 1994-2008 sub-period, suggesting that the deregulation have not improved the efficiency on the WTI crude oil market in the sense of making returns less predictable. (author)
The efficiency of the crude oil markets. Evidence from variance ratio tests
Energy Technology Data Exchange (ETDEWEB)
Charles, Amelie [Audencia Nantes, School of Management, 8 route de la Joneliere, 44312 Nantes (France); Darne, Olivier [LEMNA, University of Nantes, IEMN-IAE, Chemin de la Censive du Tertre, 44322 Nantes (France)
2009-11-15
This study examines the random walk hypothesis for the crude oil markets, using daily data over the period 1982-2008. The weak-form efficient market hypothesis for two crude oil markets (UK Brent and US West Texas Intermediate) is tested with non-parametric variance ratio tests developed by [Wright J.H., 2000. Alternative variance-ratio tests using ranks and signs. Journal of Business and Economic Statistics, 18, 1-9] and [Belaire-Franch J. and Contreras D., 2004. Ranks and signs-based multiple variance ratio tests. Working paper, Department of Economic Analysis, University of Valencia] as well as the wild-bootstrap variance ratio tests suggested by [Kim, J.H., 2006. Wild bootstrapping variance ratio tests. Economics Letters, 92, 38-43]. We find that the Brent crude oil market is weak-form efficiency while the WTI crude oil market seems to be inefficiency on the 1994-2008 sub-period, suggesting that the deregulation have not improved the efficiency on the WTI crude oil market in the sense of making returns less predictable. (author)
Statistical analysis and data management
International Nuclear Information System (INIS)
Anon.
1981-01-01
This report provides an overview of the history of the WIPP Biology Program. The recommendations of the American Institute of Biological Sciences (AIBS) for the WIPP biology program are summarized. The data sets available for statistical analyses and problems associated with these data sets are also summarized. Biological studies base maps are presented. A statistical model is presented to evaluate any correlation between climatological data and small mammal captures. No statistically significant relationship between variance in small mammal captures on Dr. Gennaro's 90m x 90m grid and precipitation records from the Duval Potash Mine were found
Estimating the encounter rate variance in distance sampling
Fewster, R.M.; Buckland, S.T.; Burnham, K.P.; Borchers, D.L.; Jupp, P.E.; Laake, J.L.; Thomas, L.
2009-01-01
The dominant source of variance in line transect sampling is usually the encounter rate variance. Systematic survey designs are often used to reduce the true variability among different realizations of the design, but estimating the variance is difficult and estimators typically approximate the variance by treating the design as a simple random sample of lines. We explore the properties of different encounter rate variance estimators under random and systematic designs. We show that a design-based variance estimator improves upon the model-based estimator of Buckland et al. (2001, Introduction to Distance Sampling. Oxford: Oxford University Press, p. 79) when transects are positioned at random. However, if populations exhibit strong spatial trends, both estimators can have substantial positive bias under systematic designs. We show that poststratification is effective in reducing this bias. ?? 2008, The International Biometric Society.
Statistics for experimentalists
Cooper, B E
2014-01-01
Statistics for Experimentalists aims to provide experimental scientists with a working knowledge of statistical methods and search approaches to the analysis of data. The book first elaborates on probability and continuous probability distributions. Discussions focus on properties of continuous random variables and normal variables, independence of two random variables, central moments of a continuous distribution, prediction from a normal distribution, binomial probabilities, and multiplication of probabilities and independence. The text then examines estimation and tests of significance. Topics include estimators and estimates, expected values, minimum variance linear unbiased estimators, sufficient estimators, methods of maximum likelihood and least squares, and the test of significance method. The manuscript ponders on distribution-free tests, Poisson process and counting problems, correlation and function fitting, balanced incomplete randomized block designs and the analysis of covariance, and experiment...
Partitioning of genomic variance using biological pathways
DEFF Research Database (Denmark)
Edwards, Stefan McKinnon; Janss, Luc; Madsen, Per
and that these variants are enriched for genes that are connected in biological pathways or for likely functional effects on genes. These biological findings provide valuable insight for developing better genomic models. These are statistical models for predicting complex trait phenotypes on the basis of SNP......-data and trait phenotypes and can account for a much larger fraction of the heritable component. A disadvantage is that this “black-box” modelling approach conceals the biological mechanisms underlying the trait. We propose to open the “black-box” by building SNP-set genomic models that evaluate the collective...... action of multiple SNPs in genes, biological pathways or other external findings on the trait phenotype. As proof of concept we have tested the modelling framework on several traits in dairy cattle....
Experimental statistics for biological sciences.
Bang, Heejung; Davidian, Marie
2010-01-01
In this chapter, we cover basic and fundamental principles and methods in statistics - from "What are Data and Statistics?" to "ANOVA and linear regression," which are the basis of any statistical thinking and undertaking. Readers can easily find the selected topics in most introductory statistics textbooks, but we have tried to assemble and structure them in a succinct and reader-friendly manner in a stand-alone chapter. This text has long been used in real classroom settings for both undergraduate and graduate students who do or do not major in statistical sciences. We hope that from this chapter, readers would understand the key statistical concepts and terminologies, how to design a study (experimental or observational), how to analyze the data (e.g., describe the data and/or estimate the parameter(s) and make inference), and how to interpret the results. This text would be most useful if it is used as a supplemental material, while the readers take their own statistical courses or it would serve as a great reference text associated with a manual for any statistical software as a self-teaching guide.
Variance swap payoffs, risk premia and extreme market conditions
DEFF Research Database (Denmark)
Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco
This paper estimates the Variance Risk Premium (VRP) directly from synthetic variance swap payoffs. Since variance swap payoffs are highly volatile, we extract the VRP by using signal extraction techniques based on a state-space representation of our model in combination with a simple economic....... The latter variables and the VRP generate different return predictability on the major US indices. A factor model is proposed to extract a market VRP which turns out to be priced when considering Fama and French portfolios....
Towards a mathematical foundation of minimum-variance theory
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [COGS, Sussex University, Brighton (United Kingdom); Zhang Kewei [SMS, Sussex University, Brighton (United Kingdom); Wei Gang [Mathematical Department, Baptist University, Hong Kong (China)
2002-08-30
The minimum-variance theory which accounts for arm and eye movements with noise signal inputs was proposed by Harris and Wolpert (1998 Nature 394 780-4). Here we present a detailed theoretical analysis of the theory and analytical solutions of the theory are obtained. Furthermore, we propose a new version of the minimum-variance theory, which is more realistic for a biological system. For the new version we show numerically that the variance is considerably reduced. (author)
Beyond the GUM: variance-based sensitivity analysis in metrology
International Nuclear Information System (INIS)
Lira, I
2016-01-01
Variance-based sensitivity analysis is a well established tool for evaluating the contribution of the uncertainties in the inputs to the uncertainty in the output of a general mathematical model. While the literature on this subject is quite extensive, it has not found widespread use in metrological applications. In this article we present a succinct review of the fundamentals of sensitivity analysis, in a form that should be useful to most people familiarized with the Guide to the Expression of Uncertainty in Measurement (GUM). Through two examples, it is shown that in linear measurement models, no new knowledge is gained by using sensitivity analysis that is not already available after the terms in the so-called ‘law of propagation of uncertainties’ have been computed. However, if the model behaves non-linearly in the neighbourhood of the best estimates of the input quantities—and if these quantities are assumed to be statistically independent—sensitivity analysis is definitely advantageous for gaining insight into how they can be ranked according to their importance in establishing the uncertainty of the measurand. (paper)
Working Around Cosmic Variance: Remote Quadrupole Measurements of the CMB
Adil, Arsalan; Bunn, Emory
2018-01-01
Anisotropies in the CMB maps continue to revolutionize our understanding of the Cosmos. However, the statistical interpretation of these anisotropies is tainted with a posteriori statistics. The problem is particularly emphasized for lower order multipoles, i.e. in the cosmic variance regime of the power spectrum. Naturally, the solution lies in acquiring a new data set – a rather difficult task given the sample size of the Universe.The CMB temperature, in theory, depends on: the direction of photon propagation, the time at which the photons are observed, and the observer’s location in space. In existing CMB data, only the first parameter varies. However, as first pointed out by Kamionkowski and Loeb, a solution lies in making the so-called “Remote Quadrupole Measurements” by analyzing the secondary polarization produced by incoming CMB photons via the Sunyaev-Zel’dovich (SZ) effect. These observations allow us to measure the projected CMB quadrupole at the location and look-back time of a galaxy cluster.At low redshifts, the remote quadrupole is strongly correlated to the CMB anisotropy from our last scattering surface. We provide here a formalism for computing the covariance and relation matrices for both the two-point correlation function on the last scattering surface of a galaxy cluster and the cross correlation of the remote quadrupole with the local CMB. We then calculate these matrices based on a fiducial model and a non-standard model that suppresses power at large angles for ~104 clusters up to z=2. We anticipate to make a priori predictions of the differences between our expectations for the standard and non-standard models. Such an analysis is timely in the wake of the CMB S4 era which will provide us with an extensive SZ cluster catalogue.
Sadovskii, Michael V
2012-01-01
This volume provides a compact presentation of modern statistical physics at an advanced level. Beginning with questions on the foundations of statistical mechanics all important aspects of statistical physics are included, such as applications to ideal gases, the theory of quantum liquids and superconductivity and the modern theory of critical phenomena. Beyond that attention is given to new approaches, such as quantum field theory methods and non-equilibrium problems.
RR-Interval variance of electrocardiogram for atrial fibrillation detection
Nuryani, N.; Solikhah, M.; Nugoho, A. S.; Afdala, A.; Anzihory, E.
2016-11-01
Atrial fibrillation is a serious heart problem originated from the upper chamber of the heart. The common indication of atrial fibrillation is irregularity of R peak-to-R-peak time interval, which is shortly called RR interval. The irregularity could be represented using variance or spread of RR interval. This article presents a system to detect atrial fibrillation using variances. Using clinical data of patients with atrial fibrillation attack, it is shown that the variance of electrocardiographic RR interval are higher during atrial fibrillation, compared to the normal one. Utilizing a simple detection technique and variances of RR intervals, we find a good performance of atrial fibrillation detection.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
Energy Technology Data Exchange (ETDEWEB)
Ankirchner, Stefan, E-mail: ankirchner@hcm.uni-bonn.de [Rheinische Friedrich-Wilhelms-Universitaet Bonn, Institut fuer Angewandte Mathematik, Hausdorff Center for Mathematics (Germany); Dermoune, Azzouz, E-mail: Azzouz.Dermoune@math.univ-lille1.fr [Universite des Sciences et Technologies de Lille, Laboratoire Paul Painleve UMR CNRS 8524 (France)
2011-08-15
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Network Structure and Biased Variance Estimation in Respondent Driven Sampling.
Verdery, Ashton M; Mouw, Ted; Bauldry, Shawn; Mucha, Peter J
2015-01-01
This paper explores bias in the estimation of sampling variance in Respondent Driven Sampling (RDS). Prior methodological work on RDS has focused on its problematic assumptions and the biases and inefficiencies of its estimators of the population mean. Nonetheless, researchers have given only slight attention to the topic of estimating sampling variance in RDS, despite the importance of variance estimation for the construction of confidence intervals and hypothesis tests. In this paper, we show that the estimators of RDS sampling variance rely on a critical assumption that the network is First Order Markov (FOM) with respect to the dependent variable of interest. We demonstrate, through intuitive examples, mathematical generalizations, and computational experiments that current RDS variance estimators will always underestimate the population sampling variance of RDS in empirical networks that do not conform to the FOM assumption. Analysis of 215 observed university and school networks from Facebook and Add Health indicates that the FOM assumption is violated in every empirical network we analyze, and that these violations lead to substantially biased RDS estimators of sampling variance. We propose and test two alternative variance estimators that show some promise for reducing biases, but which also illustrate the limits of estimating sampling variance with only partial information on the underlying population social network.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
International Nuclear Information System (INIS)
Ankirchner, Stefan; Dermoune, Azzouz
2011-01-01
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Discrete time and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Goodman, Joseph W
2015-01-01
This book discusses statistical methods that are useful for treating problems in modern optics, and the application of these methods to solving a variety of such problems This book covers a variety of statistical problems in optics, including both theory and applications. The text covers the necessary background in statistics, statistical properties of light waves of various types, the theory of partial coherence and its applications, imaging with partially coherent light, atmospheric degradations of images, and noise limitations in the detection of light. New topics have been introduced i
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: eliazar@post.tau.ac.il
2017-05-15
The exponential, the normal, and the Poisson statistical laws are of major importance due to their universality. Harmonic statistics are as universal as the three aforementioned laws, but yet they fall short in their ‘public relations’ for the following reason: the full scope of harmonic statistics cannot be described in terms of a statistical law. In this paper we describe harmonic statistics, in their full scope, via an object termed harmonic Poisson process: a Poisson process, over the positive half-line, with a harmonic intensity. The paper reviews the harmonic Poisson process, investigates its properties, and presents the connections of this object to an assortment of topics: uniform statistics, scale invariance, random multiplicative perturbations, Pareto and inverse-Pareto statistics, exponential growth and exponential decay, power-law renormalization, convergence and domains of attraction, the Langevin equation, diffusions, Benford’s law, and 1/f noise. - Highlights: • Harmonic statistics are described and reviewed in detail. • Connections to various statistical laws are established. • Connections to perturbation, renormalization and dynamics are established.
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
The exponential, the normal, and the Poisson statistical laws are of major importance due to their universality. Harmonic statistics are as universal as the three aforementioned laws, but yet they fall short in their ‘public relations’ for the following reason: the full scope of harmonic statistics cannot be described in terms of a statistical law. In this paper we describe harmonic statistics, in their full scope, via an object termed harmonic Poisson process: a Poisson process, over the positive half-line, with a harmonic intensity. The paper reviews the harmonic Poisson process, investigates its properties, and presents the connections of this object to an assortment of topics: uniform statistics, scale invariance, random multiplicative perturbations, Pareto and inverse-Pareto statistics, exponential growth and exponential decay, power-law renormalization, convergence and domains of attraction, the Langevin equation, diffusions, Benford’s law, and 1/f noise. - Highlights: • Harmonic statistics are described and reviewed in detail. • Connections to various statistical laws are established. • Connections to perturbation, renormalization and dynamics are established.
Szulc, Stefan
1965-01-01
Statistical Methods provides a discussion of the principles of the organization and technique of research, with emphasis on its application to the problems in social statistics. This book discusses branch statistics, which aims to develop practical ways of collecting and processing numerical data and to adapt general statistical methods to the objectives in a given field.Organized into five parts encompassing 22 chapters, this book begins with an overview of how to organize the collection of such information on individual units, primarily as accomplished by government agencies. This text then
... Testing Treatment & Outcomes Health Professionals Statistics More Resources Candidiasis Candida infections of the mouth, throat, and esophagus Vaginal candidiasis Invasive candidiasis Definition Symptoms Risk & Prevention Sources Diagnosis ...
Directory of Open Access Journals (Sweden)
Alireza Tavakkoli
2015-06-01
Full Text Available This paper presents the comprehensive results of the study of a cohort of college graduate and undergraduate students who participated in playing a Massively Multiplayer Online Role Playing Game (MMORPG as a gameplay rich with social interaction as well as intellectual and aesthetic features. We present the full results of the study in the form of inferential statistics and a review of our descriptive statistics previously reported in [46]. Separate one-way independent-measures multivariate analysis of variance (MANOVA's were used to analyze the data from several instruments to determine if there were statistically significant differences first by gender, then by age group, and then by degree. Moreover, a one-way repeated-measures analysis of variance (ANOVA was used to determine if there was a statistically significant difference between the clusters in the 5 gaming clusters on the Game Characteristic Survey. Follow-up paired samples t-tests were used to see if there was a statistically significant difference between each of the 10 possible combinations of paired clusters. Our results support the hypotheses and outline the features that may need to be taken into account in support of tailoring gamified educational content targeting a certain demographic. Sections 1, 2, and 3 below from our pervious study [46] are included because this is the second part of the two-part study. [46] Tavakkoli, A., Loffredo, D., Ward, M., Sr. (2014. "Insights from Massively Multiplayer Online Role Playing Games to Enhance Gamification in Education", Journal of Systemics, Cybernetics, and Informatics, 12(4, 66-78.
Directory of Open Access Journals (Sweden)
D. Prezzi
Full Text Available Objectives: To determine the effect of Adaptive Statistical Iterative Reconstruction (ASIR on perfusion CT (pCT parameter quantitation and image quality in primary colorectal cancer. Methods: Prospective observational study. Following institutional review board approval and informed consent, 32 patients with colorectal adenocarcinoma underwent pCT (100Â kV, 150Â mA, 120Â s acquisition, axial mode. Tumour regional blood flow (BF, blood volume (BV, mean transit time (MTT and permeability surface area product (PS were determined using identical regions-of-interests for ASIR percentages of 0%, 20%, 40%, 60%, 80% and 100%. Image noise, contrast-to-noise ratio (CNR and pCT parameters were assessed across ASIR percentages. Coefficients of variation (CV, repeated measures analysis of variance (rANOVA and Spearmanâ rank order correlation were performed with statistical significance at 5%. Results: With increasing ASIR percentages, image noise decreased by 33% while CNR increased by 61%; peak tumour CNR was greater than 1.5 with 60% ASIR and above. Mean BF, BV, MTT and PS differed by less than 1.8%, 2.9%, 2.5% and 2.6% across ASIR percentages. CV were 4.9%, 4.2%, 3.3% and 7.9%; rANOVA P values: 0.85, 0.62, 0.02 and 0.81 respectively. Conclusions: ASIR improves image noise and CNR without altering pCT parameters substantially. Keywords: Perfusion imaging, Multidetector computed tomography, Colorectal neoplasms, Computer-assisted image processing, Radiation dosage
A generalization of Friedman's rank statistic
Kroon, de J.; Laan, van der P.
1983-01-01
In this paper a very natural generalization of the two·way analysis of variance rank statistic of FRIEDMAN is given. The general distribution-free test procedure based on this statistic for the effect of J treatments in a random block design can be applied in general two-way layouts without
Petocz, Peter; Sowey, Eric
2012-01-01
The term "data snooping" refers to the practice of choosing which statistical analyses to apply to a set of data after having first looked at those data. Data snooping contradicts a fundamental precept of applied statistics, that the scheme of analysis is to be planned in advance. In this column, the authors shall elucidate the…
Petocz, Peter; Sowey, Eric
2008-01-01
In this article, the authors focus on hypothesis testing--that peculiarly statistical way of deciding things. Statistical methods for testing hypotheses were developed in the 1920s and 1930s by some of the most famous statisticians, in particular Ronald Fisher, Jerzy Neyman and Egon Pearson, who laid the foundations of almost all modern methods of…
Glaz, Joseph
2009-01-01
Suitable for graduate students and researchers in applied probability and statistics, as well as for scientists in biology, computer science, pharmaceutical science and medicine, this title brings together a collection of chapters illustrating the depth and diversity of theory, methods and applications in the area of scan statistics.
Lyons, L.
2016-01-01
Accelerators and detectors are expensive, both in terms of money and human effort. It is thus important to invest effort in performing a good statistical anal- ysis of the data, in order to extract the best information from it. This series of five lectures deals with practical aspects of statistical issues that arise in typical High Energy Physics analyses.
Stevens, Mark I; Hogendoorn, Katja; Schwarz, Michael P
2007-01-01
Abstract Background The Central Limit Theorem (CLT) is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of ...
The Risk Return Relationship: Evidence from Index Return and Realised Variance Series
Minxian Yang
2014-01-01
The risk return relationship is analysed in bivariate models for return and realised variance(RV) series. Based on daily time series from 21 international market indices for more than 13 years (January 2000 to February 2013), the empirical findings support the arguments of risk return tradeoff, volatility feedback and statistical balance. It is reasoned that the empirical risk return relationship is primarily shaped by two important data features: the negative contemporaneous correlation betw...
Statistical modelling of transcript profiles of differentially regulated genes
Directory of Open Access Journals (Sweden)
Sergeant Martin J
2008-07-01
Full Text Available Abstract Background The vast quantities of gene expression profiling data produced in microarray studies, and the more precise quantitative PCR, are often not statistically analysed to their full potential. Previous studies have summarised gene expression profiles using simple descriptive statistics, basic analysis of variance (ANOVA and the clustering of genes based on simple models fitted to their expression profiles over time. We report the novel application of statistical non-linear regression modelling techniques to describe the shapes of expression profiles for the fungus Agaricus bisporus, quantified by PCR, and for E. coli and Rattus norvegicus, using microarray technology. The use of parametric non-linear regression models provides a more precise description of expression profiles, reducing the "noise" of the raw data to produce a clear "signal" given by the fitted curve, and describing each profile with a small number of biologically interpretable parameters. This approach then allows the direct comparison and clustering of the shapes of response patterns between genes and potentially enables a greater exploration and interpretation of the biological processes driving gene expression. Results Quantitative reverse transcriptase PCR-derived time-course data of genes were modelled. "Split-line" or "broken-stick" regression identified the initial time of gene up-regulation, enabling the classification of genes into those with primary and secondary responses. Five-day profiles were modelled using the biologically-oriented, critical exponential curve, y(t = A + (B + CtRt + ε. This non-linear regression approach allowed the expression patterns for different genes to be compared in terms of curve shape, time of maximal transcript level and the decline and asymptotic response levels. Three distinct regulatory patterns were identified for the five genes studied. Applying the regression modelling approach to microarray-derived time course data
Chen, Jie; Hu, Jiangnan
2017-06-01
Industry 4.0 and lean production has become the focus of manufacturing. A current issue is to analyse the performance of the assembly line balancing. This study focus on distinguishing the factors influencing the assembly line balancing. The one-way ANOVA method is applied to explore the significant degree of distinguished factors. And regression model is built to find key points. The maximal task time (tmax ), the quantity of tasks (n), and degree of convergence of precedence graph (conv) are critical for the performance of assembly line balancing. The conclusion will do a favor to the lean production in the manufacturing.
Which statistics should tropical biologists learn?
Directory of Open Access Journals (Sweden)
Natalia Loaiza Velásquez
2011-09-01
Full Text Available Tropical biologists study the richest and most endangered biodiversity in the planet, and in these times of climate change and mega-extinctions, the need for efficient, good quality research is more pressing than in the past. However, the statistical component in research published by tropical authors sometimes suffers from poor quality in data collection; mediocre or bad experimental design and a rigid and outdated view of data analysis. To suggest improvements in their statistical education, we listed all the statistical tests and other quantitative analyses used in two leading tropical journals, the Revista de Biología Tropical and Biotropica, during a year. The 12 most frequent tests in the articles were: Analysis of Variance (ANOVA, Chi-Square Test, Student’s T Test, Linear Regression, Pearson’s Correlation Coefficient, Mann-Whitney U Test, Kruskal-Wallis Test, Shannon’s Diversity Index, Tukey’s Test, Cluster Analysis, Spearman’s Rank Correlation Test and Principal Component Analysis. We conclude that statistical education for tropical biologists must abandon the old syllabus based on the mathematical side of statistics and concentrate on the correct selection of these and other procedures and tests, on their biological interpretation and on the use of reliable and friendly freeware. We think that their time will be better spent understanding and protecting tropical ecosystems than trying to learn the mathematical foundations of statistics: in most cases, a well designed one-semester course should be enough for their basic requirements. Rev. Biol. Trop. 59 (3: 983-992. Epub 2011 September 01.Los biólogos tropicales estudian la biodiversidad más rica y amenazada del planeta, y en estos tiempos de cambio climático y mega-extinción, la necesidad de investigación de buena calidad es más acuciante que en el pasado. Sin embargo, el componente estadístico en la investigación publicada por los autores tropicales adolece a veces
ANALISIS PORTOFOLIO RESAMPLED EFFICIENT FRONTIER BERDASARKAN OPTIMASI MEAN-VARIANCE
Abdurakhman, Abdurakhman
2008-01-01
Keputusan alokasi asset yang tepat pada investasi portofolio dapat memaksimalkan keuntungan dan atau meminimalkan risiko. Metode yang sering dipakai dalam optimasi portofolio adalah metode Mean-Variance Markowitz. Dalam prakteknya, metode ini mempunyai kelemahan tidak terlalu stabil. Sedikit perubahan dalam estimasi parameter input menyebabkan perubahan besar pada komposisi portofolio. Untuk itu dikembangkan metode optimasi portofolio yang dapat mengatasi ketidakstabilan metode Mean-Variance ...
Capturing option anomalies with a variance-dependent pricing kernel
Christoffersen, P.; Heston, S.; Jacobs, K.
2013-01-01
We develop a GARCH option model with a variance premium by combining the Heston-Nandi (2000) dynamic with a new pricing kernel that nests Rubinstein (1976) and Brennan (1979). While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is
Diagnostic checking in linear processes with infinit variance
Krämer, Walter; Runde, Ralf
1998-01-01
We consider empirical autocorrelations of residuals from infinite variance autoregressive processes. Unlike the finite-variance case, it emerges that the limiting distribution, after suitable normalization, is not always more concentrated around zero when residuals rather than true innovations are employed.
Evaluation of Mean and Variance Integrals without Integration
Joarder, A. H.; Omar, M. H.
2007-01-01
The mean and variance of some continuous distributions, in particular the exponentially decreasing probability distribution and the normal distribution, are considered. Since they involve integration by parts, many students do not feel comfortable. In this note, a technique is demonstrated for deriving mean and variance through differential…
Adjustment of heterogenous variances and a calving year effect in ...
African Journals Online (AJOL)
Data at the beginning and at the end of lactation period, have higher variances than tests in the middle of the lactation. Furthermore, first lactations have lower mean and variances compared to second and third lactations. This is a deviation from the basic assumptions required for the application of repeatability models.
Beyond the Mean: Sensitivities of the Variance of Population Growth.
Trotter, Meredith V; Krishna-Kumar, Siddharth; Tuljapurkar, Shripad
2013-03-01
Populations in variable environments are described by both a mean growth rate and a variance of stochastic population growth. Increasing variance will increase the width of confidence bounds around estimates of population size, growth, probability of and time to quasi-extinction. However, traditional sensitivity analyses of stochastic matrix models only consider the sensitivity of the mean growth rate. We derive an exact method for calculating the sensitivity of the variance in population growth to changes in demographic parameters. Sensitivities of the variance also allow a new sensitivity calculation for the cumulative probability of quasi-extinction. We apply this new analysis tool to an empirical dataset on at-risk polar bears to demonstrate its utility in conservation biology We find that in many cases a change in life history parameters will increase both the mean and variance of population growth of polar bears. This counterintuitive behaviour of the variance complicates predictions about overall population impacts of management interventions. Sensitivity calculations for cumulative extinction risk factor in changes to both mean and variance, providing a highly useful quantitative tool for conservation management. The mean stochastic growth rate and its sensitivities do not fully describe the dynamics of population growth. The use of variance sensitivities gives a more complete understanding of population dynamics and facilitates the calculation of new sensitivities for extinction processes.
Genotypic-specific variance in Caenorhabditis elegans lifetime fecundity.
Diaz, S Anaid; Viney, Mark
2014-06-01
Organisms live in heterogeneous environments, so strategies that maximze fitness in such environments will evolve. Variation in traits is important because it is the raw material on which natural selection acts during evolution. Phenotypic variation is usually thought to be due to genetic variation and/or environmentally induced effects. Therefore, genetically identical individuals in a constant environment should have invariant traits. Clearly, genetically identical individuals do differ phenotypically, usually thought to be due to stochastic processes. It is now becoming clear, especially from studies of unicellular species, that phenotypic variance among genetically identical individuals in a constant environment can be genetically controlled and that therefore, in principle, this can be subject to selection. However, there has been little investigation of these phenomena in multicellular species. Here, we have studied the mean lifetime fecundity (thus a trait likely to be relevant to reproductive success), and variance in lifetime fecundity, in recently-wild isolates of the model nematode Caenorhabditis elegans. We found that these genotypes differed in their variance in lifetime fecundity: some had high variance in fecundity, others very low variance. We find that this variance in lifetime fecundity was negatively related to the mean lifetime fecundity of the lines, and that the variance of the lines was positively correlated between environments. We suggest that the variance in lifetime fecundity may be a bet-hedging strategy used by this species.
On the Endogeneity of the Mean-Variance Efficient Frontier.
Somerville, R. A.; O'Connell, Paul G. J.
2002-01-01
Explains that the endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in portfolio selection literature and in widely used textbooks. Demonstrates endogeneity and discusses the impact of parameter changes on the mean-variance efficient frontier and on the beta coefficients of individual…
42 CFR 456.522 - Content of request for variance.
2010-10-01
... 42 Public Health 4 2010-10-01 2010-10-01 false Content of request for variance. 456.522 Section 456.522 Public Health CENTERS FOR MEDICARE & MEDICAID SERVICES, DEPARTMENT OF HEALTH AND HUMAN... perform UR within the time requirements for which the variance is requested and its good faith efforts to...
29 CFR 1905.5 - Effect of variances.
2010-07-01
...-STEIGER OCCUPATIONAL SAFETY AND HEALTH ACT OF 1970 General § 1905.5 Effect of variances. All variances... Regulations Relating to Labor (Continued) OCCUPATIONAL SAFETY AND HEALTH ADMINISTRATION, DEPARTMENT OF LABOR... concerning a proposed penalty or period of abatement is pending before the Occupational Safety and Health...
29 CFR 1904.38 - Variances from the recordkeeping rule.
2010-07-01
..., DEPARTMENT OF LABOR RECORDING AND REPORTING OCCUPATIONAL INJURIES AND ILLNESSES Other OSHA Injury and Illness... he or she finds appropriate. (iv) If the Assistant Secretary grants your variance petition, OSHA will... Secretary is reviewing your variance petition. (4) If I have already been cited by OSHA for not following...
Gender Variance and Educational Psychology: Implications for Practice
Yavuz, Carrie
2016-01-01
The area of gender variance appears to be more visible in both the media and everyday life. Within educational psychology literature gender variance remains underrepresented. The positioning of educational psychologists working across the three levels of child and family, school or establishment and education authority/council, means that they are…
Minimum Variance Portfolios in the Brazilian Equity Market
Directory of Open Access Journals (Sweden)
Alexandre Rubesam
2013-03-01
Full Text Available We investigate minimum variance portfolios in the Brazilian equity market using different methods to estimate the covariance matrix, from the simple model of using the sample covariance to multivariate GARCH models. We compare the performance of the minimum variance portfolios to those of the following benchmarks: (i the IBOVESPA equity index, (ii an equally-weighted portfolio, (iii the maximum Sharpe ratio portfolio and (iv the maximum growth portfolio. Our results show that the minimum variance portfolio has higher returns with lower risk compared to the benchmarks. We also consider long-short 130/30 minimum variance portfolios and obtain similar results. The minimum variance portfolio invests in relatively few stocks with low βs measured with respect to the IBOVESPA index, being easily replicable by individual and institutional investors alike.
Blakemore, J S
1962-01-01
Semiconductor Statistics presents statistics aimed at complementing existing books on the relationships between carrier densities and transport effects. The book is divided into two parts. Part I provides introductory material on the electron theory of solids, and then discusses carrier statistics for semiconductors in thermal equilibrium. Of course a solid cannot be in true thermodynamic equilibrium if any electrical current is passed; but when currents are reasonably small the distribution function is but little perturbed, and the carrier distribution for such a """"quasi-equilibrium"""" co
Wannier, Gregory Hugh
1966-01-01
Until recently, the field of statistical physics was traditionally taught as three separate subjects: thermodynamics, statistical mechanics, and kinetic theory. This text, a forerunner in its field and now a classic, was the first to recognize the outdated reasons for their separation and to combine the essentials of the three subjects into one unified presentation of thermal physics. It has been widely adopted in graduate and advanced undergraduate courses, and is recommended throughout the field as an indispensable aid to the independent study and research of statistical physics.Designed for
Feiveson, Alan H.; Foy, Millennia; Ploutz-Snyder, Robert; Fiedler, James
2014-01-01
Do you have elevated p-values? Is the data analysis process getting you down? Do you experience anxiety when you need to respond to criticism of statistical methods in your manuscript? You may be suffering from Insufficient Statistical Support Syndrome (ISSS). For symptomatic relief of ISSS, come for a free consultation with JSC biostatisticians at our help desk during the poster sessions at the HRP Investigators Workshop. Get answers to common questions about sample size, missing data, multiple testing, when to trust the results of your analyses and more. Side effects may include sudden loss of statistics anxiety, improved interpretation of your data, and increased confidence in your results.
Energy Technology Data Exchange (ETDEWEB)
Wendelberger, Laura Jean [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2017-08-08
In large datasets, it is time consuming or even impossible to pick out interesting images. Our proposed solution is to find statistics to quantify the information in each image and use those to identify and pick out images of interest.
Department of Homeland Security — Accident statistics available on the Coast Guard’s website by state, year, and one variable to obtain tables and/or graphs. Data from reports has been loaded for...
U.S. Department of Health & Human Services — The CMS Center for Strategic Planning produces an annual CMS Statistics reference booklet that provides a quick reference for summary information about health...
Allegheny County / City of Pittsburgh / Western PA Regional Data Center — Data about the usage of the WPRDC site and its various datasets, obtained by combining Google Analytics statistics with information from the WPRDC's data portal.
Serdobolskii, Vadim Ivanovich
2007-01-01
This monograph presents mathematical theory of statistical models described by the essentially large number of unknown parameters, comparable with sample size but can also be much larger. In this meaning, the proposed theory can be called "essentially multiparametric". It is developed on the basis of the Kolmogorov asymptotic approach in which sample size increases along with the number of unknown parameters.This theory opens a way for solution of central problems of multivariate statistics, which up until now have not been solved. Traditional statistical methods based on the idea of an infinite sampling often break down in the solution of real problems, and, dependent on data, can be inefficient, unstable and even not applicable. In this situation, practical statisticians are forced to use various heuristic methods in the hope the will find a satisfactory solution.Mathematical theory developed in this book presents a regular technique for implementing new, more efficient versions of statistical procedures. ...
... Search Form Controls Cancel Submit Search the CDC Gonorrhea Note: Javascript is disabled or is not supported ... Twitter STD on Facebook Sexually Transmitted Diseases (STDs) Gonorrhea Statistics Recommend on Facebook Tweet Share Compartir Gonorrhea ...
DEFF Research Database (Denmark)
Tryggestad, Kjell
2004-01-01
The study aims is to describe how the inclusion and exclusion of materials and calculative devices construct the boundaries and distinctions between statistical facts and artifacts in economics. My methodological approach is inspired by John Graunt's (1667) Political arithmetic and more recent work...... within constructivism and the field of Science and Technology Studies (STS). The result of this approach is here termed reversible statistics, reconstructing the findings of a statistical study within economics in three different ways. It is argued that all three accounts are quite normal, albeit...... in different ways. The presence and absence of diverse materials, both natural and political, is what distinguishes them from each other. Arguments are presented for a more symmetric relation between the scientific statistical text and the reader. I will argue that a more symmetric relation can be achieved...
MacKenzie, Dana
2004-01-01
The drawbacks of using 19th-century mathematics in physics and astronomy are illustrated. To continue with the expansion of the knowledge about the cosmos, the scientists will have to come in terms with modern statistics. Some researchers have deliberately started importing techniques that are used in medical research. However, the physicists need to identify the brand of statistics that will be suitable for them, and make a choice between the Bayesian and the frequentists approach. (Edited abstract).
Integrating mean and variance heterogeneities to identify differentially expressed genes.
Ouyang, Weiwei; An, Qiang; Zhao, Jinying; Qin, Huaizhen
2016-12-06
In functional genomics studies, tests on mean heterogeneity have been widely employed to identify differentially expressed genes with distinct mean expression levels under different experimental conditions. Variance heterogeneity (aka, the difference between condition-specific variances) of gene expression levels is simply neglected or calibrated for as an impediment. The mean heterogeneity in the expression level of a gene reflects one aspect of its distribution alteration; and variance heterogeneity induced by condition change may reflect another aspect. Change in condition may alter both mean and some higher-order characteristics of the distributions of expression levels of susceptible genes. In this report, we put forth a conception of mean-variance differentially expressed (MVDE) genes, whose expression means and variances are sensitive to the change in experimental condition. We mathematically proved the null independence of existent mean heterogeneity tests and variance heterogeneity tests. Based on the independence, we proposed an integrative mean-variance test (IMVT) to combine gene-wise mean heterogeneity and variance heterogeneity induced by condition change. The IMVT outperformed its competitors under comprehensive simulations of normality and Laplace settings. For moderate samples, the IMVT well controlled type I error rates, and so did existent mean heterogeneity test (i.e., the Welch t test (WT), the moderated Welch t test (MWT)) and the procedure of separate tests on mean and variance heterogeneities (SMVT), but the likelihood ratio test (LRT) severely inflated type I error rates. In presence of variance heterogeneity, the IMVT appeared noticeably more powerful than all the valid mean heterogeneity tests. Application to the gene profiles of peripheral circulating B raised solid evidence of informative variance heterogeneity. After adjusting for background data structure, the IMVT replicated previous discoveries and identified novel experiment
Statistical assessment of numerous Monte Carlo tallies
International Nuclear Information System (INIS)
Kiedrowski, Brian C.; Solomon, Clell J.
2011-01-01
Four tests are developed to assess the statistical reliability of collections of tallies that number in thousands or greater. To this end, the relative-variance density function is developed and its moments are studied using simplified, non-transport models. The statistical tests are performed upon the results of MCNP calculations of three different transport test problems and appear to show that the tests are appropriate indicators of global statistical quality. (author)
Normality of raw data in general linear models: The most widespread myth in statistics
Kery, Marc; Hatfield, Jeff S.
2003-01-01
In years of statistical consulting for ecologists and wildlife biologists, by far the most common misconception we have come across has been the one about normality in general linear models. These comprise a very large part of the statistical models used in ecology and include t tests, simple and multiple linear regression, polynomial regression, and analysis of variance (ANOVA) and covariance (ANCOVA). There is a widely held belief that the normality assumption pertains to the raw data rather than to the model residuals. We suspect that this error may also occur in countless published studies, whenever the normality assumption is tested prior to analysis. This may lead to the use of nonparametric alternatives (if there are any), when parametric tests would indeed be appropriate, or to use of transformations of raw data, which may introduce hidden assumptions such as multiplicative effects on the natural scale in the case of log-transformed data. Our aim here is to dispel this myth. We very briefly describe relevant theory for two cases of general linear models to show that the residuals need to be normally distributed if tests requiring normality are to be used, such as t and F tests. We then give two examples demonstrating that the distribution of the response variable may be nonnormal, and yet the residuals are well behaved. We do not go into the issue of how to test normality; instead we display the distributions of response variables and residuals graphically.
Wear behavior of AA 5083/SiC nano-particle metal matrix composite: Statistical analysis
Hussain Idrisi, Amir; Ismail Mourad, Abdel-Hamid; Thekkuden, Dinu Thomas; Christy, John Victor
2018-03-01
This paper reports study on statistical analysis of the wear characteristics of AA5083/SiC nanocomposite. The aluminum matrix composites with different wt % (0%, 1% and 2%) of SiC nanoparticles were fabricated by using stir casting route. The developed composites were used in the manufacturing of spur gears on which the study was conducted. A specially designed test rig was used in testing the wear performance of the gears. The wear was investigated under different conditions of applied load (10N, 20N, and 30N) and operation time (30 mins, 60 mins, 90 mins, and 120mins). The analysis carried out at room temperature under constant speed of 1450 rpm. The wear parameters were optimized by using Taguchi’s method. During this statistical approach, L27 Orthogonal array was selected for the analysis of output. Furthermore, analysis of variance (ANOVA) was used to investigate the influence of applied load, operation time and SiC wt. % on wear behaviour. The wear resistance was analyzed by selecting “smaller is better” characteristics as the objective of the model. From this research, it is observed that experiment time and SiC wt % have the most significant effect on the wear performance followed by the applied load.
Pressley, Joanna; Troyer, Todd W
2011-05-01
The leaky integrate-and-fire (LIF) is the simplest neuron model that captures the essential properties of neuronal signaling. Yet common intuitions are inadequate to explain basic properties of LIF responses to sinusoidal modulations of the input. Here we examine responses to low and moderate frequency modulations of both the mean and variance of the input current and quantify how these responses depend on baseline parameters. Across parameters, responses to modulations in the mean current are low pass, approaching zero in the limit of high frequencies. For very low baseline firing rates, the response cutoff frequency matches that expected from membrane integration. However, the cutoff shows a rapid, supralinear increase with firing rate, with a steeper increase in the case of lower noise. For modulations of the input variance, the gain at high frequency remains finite. Here, we show that the low-frequency responses depend strongly on baseline parameters and derive an analytic condition specifying the parameters at which responses switch from being dominated by low versus high frequencies. Additionally, we show that the resonant responses for variance modulations have properties not expected for common oscillatory resonances: they peak at frequencies higher than the baseline firing rate and persist when oscillatory spiking is disrupted by high noise. Finally, the responses to mean and variance modulations are shown to have a complementary dependence on baseline parameters at higher frequencies, resulting in responses to modulations of Poisson input rates that are independent of baseline input statistics.
Relative variance of the mean-squared pressure in multimode media: rehabilitating former approaches.
Monsef, Florian; Cozza, Andrea; Rodrigues, Dominique; Cellard, Patrick; Durocher, Jean-Noel
2014-11-01
The commonly accepted model for the relative variance of transmission functions in room acoustics, derived by Weaver, aims at including the effects of correlation between eigenfrequencies. This model is based on an analytical expression of the relative variance derived by means of an approximated correlation function. The relevance of the approximation used for modeling such correlation is questioned here. Weaver's model was motivated by the fact that earlier models derived by Davy and Lyon assumed independent eigenfrequencies and led to an overestimation with respect to relative variances found in practice. It is shown here that this overestimation is due to an inadequate truncation of the modal expansion, and to an improper choice of the frequency range over which ensemble averages of the eigenfrequencies is defined. An alternative definition is proposed, settling the inconsistency; predicted relative variances are found to be in good agreement with experimental data. These results rehabilitate former approaches that were based on independence assumptions between eigenfrequencies. Some former studies showed that simpler correlation models could be used to predict the statistics of some field-related physical quantity at low modal overlap. The present work confirms that this is also the case when dealing with transmission functions.
Variance computations for functional of absolute risk estimates.
Pfeiffer, R M; Petracci, E
2011-07-01
We present a simple influence function based approach to compute the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.
Estimating High-Frequency Based (Co-) Variances: A Unified Approach
DEFF Research Database (Denmark)
Voev, Valeri; Nolte, Ingmar
We propose a unified framework for estimating integrated variances and covariances based on simple OLS regressions, allowing for a general market microstructure noise specification. We show that our estimators can outperform, in terms of the root mean squared error criterion, the most recent...... and commonly applied estimators, such as the realized kernels of Barndorff-Nielsen, Hansen, Lunde & Shephard (2006), the two-scales realized variance of Zhang, Mykland & Aït-Sahalia (2005), the Hayashi & Yoshida (2005) covariance estimator, and the realized variance and covariance with the optimal sampling...
Meta-analysis of SNPs involved in variance heterogeneity using Levene's test for equal variances
Deng, Wei Q; Asma, Senay; Paré, Guillaume
2014-01-01
Meta-analysis is a commonly used approach to increase the sample size for genome-wide association searches when individual studies are otherwise underpowered. Here, we present a meta-analysis procedure to estimate the heterogeneity of the quantitative trait variance attributable to genetic variants using Levene's test without needing to exchange individual-level data. The meta-analysis of Levene's test offers the opportunity to combine the considerable sample size of a genome-wide meta-analysis to identify the genetic basis of phenotypic variability and to prioritize single-nucleotide polymorphisms (SNPs) for gene–gene and gene–environment interactions. The use of Levene's test has several advantages, including robustness to departure from the normality assumption, freedom from the influence of the main effects of SNPs, and no assumption of an additive genetic model. We conducted a meta-analysis of the log-transformed body mass index of 5892 individuals and identified a variant with a highly suggestive Levene's test P-value of 4.28E-06 near the NEGR1 locus known to be associated with extreme obesity. PMID:23921533
Statistical properties of earthquakes clustering
Directory of Open Access Journals (Sweden)
A. Vecchio
2008-04-01
Full Text Available Often in nature the temporal distribution of inhomogeneous stochastic point processes can be modeled as a realization of renewal Poisson processes with a variable rate. Here we investigate one of the classical examples, namely, the temporal distribution of earthquakes. We show that this process strongly departs from a Poisson statistics for both catalogue and sequence data sets. This indicate the presence of correlations in the system probably related to the stressing perturbation characterizing the seismicity in the area under analysis. As shown by this analysis, the catalogues, at variance with sequences, show common statistical properties.
Goodman, J. W.
This book is based on the thesis that some training in the area of statistical optics should be included as a standard part of any advanced optics curriculum. Random variables are discussed, taking into account definitions of probability and random variables, distribution functions and density functions, an extension to two or more random variables, statistical averages, transformations of random variables, sums of real random variables, Gaussian random variables, complex-valued random variables, and random phasor sums. Other subjects examined are related to random processes, some first-order properties of light waves, the coherence of optical waves, some problems involving high-order coherence, effects of partial coherence on imaging systems, imaging in the presence of randomly inhomogeneous media, and fundamental limits in photoelectric detection of light. Attention is given to deterministic versus statistical phenomena and models, the Fourier transform, and the fourth-order moment of the spectrum of a detected speckle image.
Schwabl, Franz
2006-01-01
The completely revised new edition of the classical book on Statistical Mechanics covers the basic concepts of equilibrium and non-equilibrium statistical physics. In addition to a deductive approach to equilibrium statistics and thermodynamics based on a single hypothesis - the form of the microcanonical density matrix - this book treats the most important elements of non-equilibrium phenomena. Intermediate calculations are presented in complete detail. Problems at the end of each chapter help students to consolidate their understanding of the material. Beyond the fundamentals, this text demonstrates the breadth of the field and its great variety of applications. Modern areas such as renormalization group theory, percolation, stochastic equations of motion and their applications to critical dynamics, kinetic theories, as well as fundamental considerations of irreversibility, are discussed. The text will be useful for advanced students of physics and other natural sciences; a basic knowledge of quantum mechan...
Jana, Madhusudan
2015-01-01
Statistical mechanics is self sufficient, written in a lucid manner, keeping in mind the exam system of the universities. Need of study this subject and its relation to Thermodynamics is discussed in detail. Starting from Liouville theorem gradually, the Statistical Mechanics is developed thoroughly. All three types of Statistical distribution functions are derived separately with their periphery of applications and limitations. Non-interacting ideal Bose gas and Fermi gas are discussed thoroughly. Properties of Liquid He-II and the corresponding models have been depicted. White dwarfs and condensed matter physics, transport phenomenon - thermal and electrical conductivity, Hall effect, Magneto resistance, viscosity, diffusion, etc. are discussed. Basic understanding of Ising model is given to explain the phase transition. The book ends with a detailed coverage to the method of ensembles (namely Microcanonical, canonical and grand canonical) and their applications. Various numerical and conceptual problems ar...
Guénault, Tony
2007-01-01
In this revised and enlarged second edition of an established text Tony Guénault provides a clear and refreshingly readable introduction to statistical physics, an essential component of any first degree in physics. The treatment itself is self-contained and concentrates on an understanding of the physical ideas, without requiring a high level of mathematical sophistication. A straightforward quantum approach to statistical averaging is adopted from the outset (easier, the author believes, than the classical approach). The initial part of the book is geared towards explaining the equilibrium properties of a simple isolated assembly of particles. Thus, several important topics, for example an ideal spin-½ solid, can be discussed at an early stage. The treatment of gases gives full coverage to Maxwell-Boltzmann, Fermi-Dirac and Bose-Einstein statistics. Towards the end of the book the student is introduced to a wider viewpoint and new chapters are included on chemical thermodynamics, interactions in, for exam...
Mandl, Franz
1988-01-01
The Manchester Physics Series General Editors: D. J. Sandiford; F. Mandl; A. C. Phillips Department of Physics and Astronomy, University of Manchester Properties of Matter B. H. Flowers and E. Mendoza Optics Second Edition F. G. Smith and J. H. Thomson Statistical Physics Second Edition E. Mandl Electromagnetism Second Edition I. S. Grant and W. R. Phillips Statistics R. J. Barlow Solid State Physics Second Edition J. R. Hook and H. E. Hall Quantum Mechanics F. Mandl Particle Physics Second Edition B. R. Martin and G. Shaw The Physics of Stars Second Edition A. C. Phillips Computing for Scient
Rohatgi, Vijay K
2003-01-01
Unified treatment of probability and statistics examines and analyzes the relationship between the two fields, exploring inferential issues. Numerous problems, examples, and diagrams--some with solutions--plus clear-cut, highlighted summaries of results. Advanced undergraduate to graduate level. Contents: 1. Introduction. 2. Probability Model. 3. Probability Distributions. 4. Introduction to Statistical Inference. 5. More on Mathematical Expectation. 6. Some Discrete Models. 7. Some Continuous Models. 8. Functions of Random Variables and Random Vectors. 9. Large-Sample Theory. 10. General Meth
Levine-Wissing, Robin
2012-01-01
All Access for the AP® Statistics Exam Book + Web + Mobile Everything you need to prepare for the Advanced Placement® exam, in a study system built around you! There are many different ways to prepare for an Advanced Placement® exam. What's best for you depends on how much time you have to study and how comfortable you are with the subject matter. To score your highest, you need a system that can be customized to fit you: your schedule, your learning style, and your current level of knowledge. This book, and the online tools that come with it, will help you personalize your AP® Statistics prep
Davidson, Norman
2003-01-01
Clear and readable, this fine text assists students in achieving a grasp of the techniques and limitations of statistical mechanics. The treatment follows a logical progression from elementary to advanced theories, with careful attention to detail and mathematical development, and is sufficiently rigorous for introductory or intermediate graduate courses.Beginning with a study of the statistical mechanics of ideal gases and other systems of non-interacting particles, the text develops the theory in detail and applies it to the study of chemical equilibrium and the calculation of the thermody
Holmes, John B; Dodds, Ken G; Lee, Michael A
2017-03-02
An important issue in genetic evaluation is the comparability of random effects (breeding values), particularly between pairs of animals in different contemporary groups. This is usually referred to as genetic connectedness. While various measures of connectedness have been proposed in the literature, there is general agreement that the most appropriate measure is some function of the prediction error variance-covariance matrix. However, obtaining the prediction error variance-covariance matrix is computationally demanding for large-scale genetic evaluations. Many alternative statistics have been proposed that avoid the computational cost of obtaining the prediction error variance-covariance matrix, such as counts of genetic links between contemporary groups, gene flow matrices, and functions of the variance-covariance matrix of estimated contemporary group fixed effects. In this paper, we show that a correction to the variance-covariance matrix of estimated contemporary group fixed effects will produce the exact prediction error variance-covariance matrix averaged by contemporary group for univariate models in the presence of single or multiple fixed effects and one random effect. We demonstrate the correction for a series of models and show that approximations to the prediction error matrix based solely on the variance-covariance matrix of estimated contemporary group fixed effects are inappropriate in certain circumstances. Our method allows for the calculation of a connectedness measure based on the prediction error variance-covariance matrix by calculating only the variance-covariance matrix of estimated fixed effects. Since the number of fixed effects in genetic evaluation is usually orders of magnitudes smaller than the number of random effect levels, the computational requirements for our method should be reduced.
Nordin, Norfarah; Samsudin, Mohd Ali; Hadi Harun, Abdul
2017-01-01
This research aimed to investigate whether online problem based learning (PBL) approach to teach renewable energy topic improves students’ behaviour towards energy conservation. A renewable energy online problem based learning (REePBaL) instruction package was developed based on the theory of constructivism and adaptation of the online learning model. This study employed a single group quasi-experimental design to ascertain the changed in students’ behaviour towards energy conservation after underwent the intervention. The study involved 48 secondary school students in a Malaysian public school. ANOVA Repeated Measure technique was employed in order to compare scores of students’ behaviour towards energy conservation before and after the intervention. Based on the finding, students’ behaviour towards energy conservation improved after the intervention.
Directory of Open Access Journals (Sweden)
Gumieniczek Anna
2018-03-01
Full Text Available It is well known that drugs can directly react with excipients. In addition, excipients can be a source of impurities that either directly react with drugs or catalyze their degradation. Thus, binary mixtures of three diuretics, torasemide, furosemide and amiloride with different excipients, i.e. citric acid anhydrous, povidone K25 (PVP, magnesium stearate (Mg stearate, lactose, D-mannitol, glycine, calcium hydrogen phosphate anhydrous (CaHPO4 and starch, were examined to detect interactions. High temperature and humidity or UV/VIS irradiation were applied as stressing conditions. Differential scanning calorimetry (DSC, FT-IR and NIR were used to adequately collect information. In addition, chemometric assessments of NIR signals with principal component analysis (PCA and ANOVA were applied.
Comparison of variance estimators for metaanalysis of instrumental variable estimates
Schmidt, A. F.; Hingorani, A. D.; Jefferis, B. J.; White, J.; Groenwold, R. H H; Dudbridge, F.; Ben-Shlomo, Y.; Chaturvedi, N.; Engmann, J.; Hughes, A.; Humphries, S.; Hypponen, E.; Kivimaki, M.; Kuh, D.; Kumari, M.; Menon, U.; Morris, R.; Power, C.; Price, J.; Wannamethee, G.; Whincup, P.
2016-01-01
Background: Mendelian randomization studies perform instrumental variable (IV) analysis using genetic IVs. Results of individual Mendelian randomization studies can be pooled through meta-analysis. We explored how different variance estimators influence the meta-analysed IV estimate. Methods: Two
Capturing Option Anomalies with a Variance-Dependent Pricing Kernel
DEFF Research Database (Denmark)
Christoffersen, Peter; Heston, Steven; Jacobs, Kris
2013-01-01
We develop a GARCH option model with a new pricing kernel allowing for a variance premium. While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is nonmonotonic. A negative variance premium makes it U shaped. We present new semiparametric...... evidence to confirm this U-shaped relationship between the risk-neutral and physical probability densities. The new pricing kernel substantially improves our ability to reconcile the time-series properties of stock returns with the cross-section of option prices. It provides a unified explanation...... for the implied volatility puzzle, the overreaction of long-term options to changes in short-term variance, and the fat tails of the risk-neutral return distribution relative to the physical distribution....
Phenotypic variance explained by local ancestry in admixed African Americans.
Shriner, Daniel; Bentley, Amy R; Doumatey, Ayo P; Chen, Guanjie; Zhou, Jie; Adeyemo, Adebowale; Rotimi, Charles N
2015-01-01
We surveyed 26 quantitative traits and disease outcomes to understand the proportion of phenotypic variance explained by local ancestry in admixed African Americans. After inferring local ancestry as the number of African-ancestry chromosomes at hundreds of thousands of genotyped loci across all autosomes, we used a linear mixed effects model to estimate the variance explained by local ancestry in two large independent samples of unrelated African Americans. We found that local ancestry at major and polygenic effect genes can explain up to 20 and 8% of phenotypic variance, respectively. These findings provide evidence that most but not all additive genetic variance is explained by genetic markers undifferentiated by ancestry. These results also inform the proportion of health disparities due to genetic risk factors and the magnitude of error in association studies not controlling for local ancestry.
Host nutrition alters the variance in parasite transmission potential.
Vale, Pedro F; Choisy, Marc; Little, Tom J
2013-04-23
The environmental conditions experienced by hosts are known to affect their mean parasite transmission potential. How different conditions may affect the variance of transmission potential has received less attention, but is an important question for disease management, especially if specific ecological contexts are more likely to foster a few extremely infectious hosts. Using the obligate-killing bacterium Pasteuria ramosa and its crustacean host Daphnia magna, we analysed how host nutrition affected the variance of individual parasite loads, and, therefore, transmission potential. Under low food, individual parasite loads showed similar mean and variance, following a Poisson distribution. By contrast, among well-nourished hosts, parasite loads were right-skewed and overdispersed, following a negative binomial distribution. Abundant food may, therefore, yield individuals causing potentially more transmission than the population average. Measuring both the mean and variance of individual parasite loads in controlled experimental infections may offer a useful way of revealing risk factors for potential highly infectious hosts.
Minimum variance Monte Carlo importance sampling with parametric dependence
International Nuclear Information System (INIS)
Ragheb, M.M.H.; Halton, J.; Maynard, C.W.
1981-01-01
An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de
Advanced methods of analysis variance on scenarios of nuclear prospective
International Nuclear Information System (INIS)
Blazquez, J.; Montalvo, C.; Balbas, M.; Garcia-Berrocal, A.
2011-01-01
Traditional techniques of propagation of variance are not very reliable, because there are uncertainties of 100% relative value, for this so use less conventional methods, such as Beta distribution, Fuzzy Logic and the Monte Carlo Method.
Some variance reduction methods for numerical stochastic homogenization.
Blanc, X; Le Bris, C; Legoll, F
2016-04-28
We give an overview of a series of recent studies devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires that a set of problems is solved at the microscale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behaviour. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts in the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here. © 2016 The Author(s).
Heritability, variance components and genetic advance of some ...
African Journals Online (AJOL)
Heritability, variance components and genetic advance of some yield and yield related traits in Ethiopian ... African Journal of Biotechnology ... randomized complete block design at Adet Agricultural Research Station in 2008 cropping season.
Variance Function Partially Linear Single-Index Models1.
Lian, Heng; Liang, Hua; Carroll, Raymond J
2015-01-01
We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.
2017-01-01
Several talent development programs in youth soccer have implemented motor diagnostics measuring performance factors. However, the predictive value of such tests for adult success is a controversial topic in talent research. This prospective cohort study evaluated the long-term predictive value of 1) motor tests and 2) players’ speed abilities (SA) and technical skills (TS) in early adolescence. The sample consisted of 14,178 U12 players from the German talent development program. Five tests (sprint, agility, dribbling, ball control, shooting) were conducted and players’ height, weight as well as relative age were assessed at nationwide diagnostics between 2004 and 2006. In the 2014/15 season, the players were then categorized as professional (n = 89), semi-professional (n = 913), or non-professional players (n = 13,176), indicating their adult performance level (APL). The motor tests’ prognostic relevance was determined using ANOVAs. Players’ future success was predicted by a logistic regression threshold model. This structural equation model comprised a measurement model with the motor tests and two correlated latent factors, SA and TS, with simultaneous consideration for the manifest covariates height, weight and relative age. Each motor predictor and anthropometric characteristic discriminated significantly between the APL (p < .001; η2 ≤ .02). The threshold model significantly predicted the APL (R2 = 24.8%), and in early adolescence the factor TS (p < .001) seems to have a stronger effect on adult performance than SA (p < .05). Both approaches (ANOVA, SEM) verified the diagnostics’ predictive validity over a long-term period (≈ 9 years). However, because of the limited effect sizes, the motor tests’ prognostic relevance remains ambiguous. A challenge for future research lies in the integration of different (e.g., person-oriented or multilevel) multivariate approaches that expand beyond the “traditional” topic of single tests’ predictive
Energy Technology Data Exchange (ETDEWEB)
Berger, F.; Renaux, R.
1960-06-10
The authors present an equipment designed for the study of the statistical fluctuation of the number of neutrons existing in a pile in the neighbourhood of its critical status. This equipment must allow series of counts of constant duration per series, and triggered by a random process. The counting assembly is presented (principle, description and operation), as well as the memorization assembly for a slow or quick count triggering.
Röring, Johan
2017-01-01
Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...
ASYMMETRY OF MARKET RETURNS AND THE MEAN VARIANCE FRONTIER
SENGUPTA, Jati K.; PARK, Hyung S.
1994-01-01
The hypothesis that the skewness and asymmetry have no significant impact on the mean variance frontier is found to be strongly violated by monthly U.S. data over the period January 1965 through December 1974. This result raises serious doubts whether the common market portifolios such as SP 500, value weighted and equal weighted returns can serve as suitable proxies for meanvariance efficient portfolios in the CAPM framework. A new test for assessing the impact of skewness on the variance fr...
Towards the ultimate variance-conserving convection scheme
International Nuclear Information System (INIS)
Os, J.J.A.M. van; Uittenbogaard, R.E.
2004-01-01
In the past various arguments have been used for applying kinetic energy-conserving advection schemes in numerical simulations of incompressible fluid flows. One argument is obeying the programmed dissipation by viscous stresses or by sub-grid stresses in Direct Numerical Simulation and Large Eddy Simulation, see e.g. [Phys. Fluids A 3 (7) (1991) 1766]. Another argument is that, according to e.g. [J. Comput. Phys. 6 (1970) 392; 1 (1966) 119], energy-conserving convection schemes are more stable i.e. by prohibiting a spurious blow-up of volume-integrated energy in a closed volume without external energy sources. In the above-mentioned references it is stated that nonlinear instability is due to spatial truncation rather than to time truncation and therefore these papers are mainly concerned with the spatial integration. In this paper we demonstrate that discretized temporal integration of a spatially variance-conserving convection scheme can induce non-energy conserving solutions. In this paper the conservation of the variance of a scalar property is taken as a simple model for the conservation of kinetic energy. In addition, the derivation and testing of a variance-conserving scheme allows for a clear definition of kinetic energy-conserving advection schemes for solving the Navier-Stokes equations. Consequently, we first derive and test a strictly variance-conserving space-time discretization for the convection term in the convection-diffusion equation. Our starting point is the variance-conserving spatial discretization of the convection operator presented by Piacsek and Williams [J. Comput. Phys. 6 (1970) 392]. In terms of its conservation properties, our variance-conserving scheme is compared to other spatially variance-conserving schemes as well as with the non-variance-conserving schemes applied in our shallow-water solver, see e.g. [Direct and Large-eddy Simulation Workshop IV, ERCOFTAC Series, Kluwer Academic Publishers, 2001, pp. 409-287
Problems of variance reduction in the simulation of random variables
International Nuclear Information System (INIS)
Lessi, O.
1987-01-01
The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced
Cumulative prospect theory and mean variance analysis. A rigorous comparison
Hens, Thorsten; Mayer, Janos
2012-01-01
We compare asset allocations derived for cumulative prospect theory(CPT) based on two different methods: Maximizing CPT along the mean–variance efficient frontier and maximizing it without that restriction. We find that with normally distributed returns the difference is negligible. However, using standard asset allocation data of pension funds the difference is considerable. Moreover, with derivatives like call options the restriction to the mean-variance efficient frontier results in a siza...
Global Gravity Wave Variances from Aura MLS: Characteristics and Interpretation
2008-12-01
slight longitudinal variations, with secondary high- latitude peaks occurring over Greenland and Europe . As the QBO changes to the westerly phase, the...equatorial GW temperature variances from suborbital data (e.g., Eck- ermann et al. 1995). The extratropical wave variances are generally larger in the...emanating from tropopause altitudes, presumably radiated from tropospheric jet stream in- stabilities associated with baroclinic storm systems that
Temperature variance study in Monte-Carlo photon transport theory
International Nuclear Information System (INIS)
Giorla, J.
1985-10-01
We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case [fr
Mean-Variance Optimization in Markov Decision Processes
Mannor, Shie; Tsitsiklis, John N.
2011-01-01
We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomized or history-based policies can improve performance. We prove that the complexity of computing a policy that maximizes the mean reward under a variance constraint is NP-hard for some cases, and strongly NP-hard for others. We finally offer pseudo-polynomial exact and approximation algorithms.
The asymptotic variance of departures in critically loaded queues
Al Hanbali, Ahmad; Mandjes, M.R.H.; Nazarathy, Y.; Whitt, W.
2011-01-01
We consider the asymptotic variance of the departure counting process D(t) of the GI/G/1 queue; D(t) denotes the number of departures up to time t. We focus on the case where the system load ϱ equals 1, and prove that the asymptotic variance rate satisfies limt→∞varD(t) / t = λ(1 - 2 / π)(ca2 +
Indian Academy of Sciences (India)
inference and finite population sampling. Sudhakar Kunte. Elements of statistical computing are discussed in this series. ... which captain gets an option to decide whether to field first or bat first ... may of course not be fair, in the sense that the team which wins ... describe two methods of drawing a random number between 0.
Schrödinger, Erwin
1952-01-01
Nobel Laureate's brilliant attempt to develop a simple, unified standard method of dealing with all cases of statistical thermodynamics - classical, quantum, Bose-Einstein, Fermi-Dirac, and more.The work also includes discussions of Nernst theorem, Planck's oscillator, fluctuations, the n-particle problem, problem of radiation, much more.
RepExplore: addressing technical replicate variance in proteomics and metabolomics data analysis.
Glaab, Enrico; Schneider, Reinhard
2015-07-01
High-throughput omics datasets often contain technical replicates included to account for technical sources of noise in the measurement process. Although summarizing these replicate measurements by using robust averages may help to reduce the influence of noise on downstream data analysis, the information on the variance across the replicate measurements is lost in the averaging process and therefore typically disregarded in subsequent statistical analyses.We introduce RepExplore, a web-service dedicated to exploit the information captured in the technical replicate variance to provide more reliable and informative differential expression and abundance statistics for omics datasets. The software builds on previously published statistical methods, which have been applied successfully to biomedical omics data but are difficult to use without prior experience in programming or scripting. RepExplore facilitates the analysis by providing a fully automated data processing and interactive ranking tables, whisker plot, heat map and principal component analysis visualizations to interpret omics data and derived statistics. Freely available at http://www.repexplore.tk enrico.glaab@uni.lu Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press.
Semenov, Alexander V; Elsas, Jan Dirk; Glandorf, Debora C M; Schilthuizen, Menno; Boer, Willem F
2013-08-01
To fulfill existing guidelines, applicants that aim to place their genetically modified (GM) insect-resistant crop plants on the market are required to provide data from field experiments that address the potential impacts of the GM plants on nontarget organisms (NTO's). Such data may be based on varied experimental designs. The recent EFSA guidance document for environmental risk assessment (2010) does not provide clear and structured suggestions that address the statistics of field trials on effects on NTO's. This review examines existing practices in GM plant field testing such as the way of randomization, replication, and pseudoreplication. Emphasis is placed on the importance of design features used for the field trials in which effects on NTO's are assessed. The importance of statistical power and the positive and negative aspects of various statistical models are discussed. Equivalence and difference testing are compared, and the importance of checking the distribution of experimental data is stressed to decide on the selection of the proper statistical model. While for continuous data (e.g., pH and temperature) classical statistical approaches - for example, analysis of variance (ANOVA) - are appropriate, for discontinuous data (counts) only generalized linear models (GLM) are shown to be efficient. There is no golden rule as to which statistical test is the most appropriate for any experimental situation. In particular, in experiments in which block designs are used and covariates play a role GLMs should be used. Generic advice is offered that will help in both the setting up of field testing and the interpretation and data analysis of the data obtained in this testing. The combination of decision trees and a checklist for field trials, which are provided, will help in the interpretation of the statistical analyses of field trials and to assess whether such analyses were correctly applied. We offer generic advice to risk assessors and applicants that will
Variance and covariance calculations for nuclear materials accounting using ''MAVARIC''
International Nuclear Information System (INIS)
Nasseri, K.K.
1987-07-01
Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined
Why risk is not variance: an expository note.
Cox, Louis Anthony Tony
2008-08-01
Variance (or standard deviation) of return is widely used as a measure of risk in financial investment risk analysis applications, where mean-variance analysis is applied to calculate efficient frontiers and undominated portfolios. Why, then, do health, safety, and environmental (HS&E) and reliability engineering risk analysts insist on defining risk more flexibly, as being determined by probabilities and consequences, rather than simply by variances? This note suggests an answer by providing a simple proof that mean-variance decision making violates the principle that a rational decisionmaker should prefer higher to lower probabilities of receiving a fixed gain, all else being equal. Indeed, simply hypothesizing a continuous increasing indifference curve for mean-variance combinations at the origin is enough to imply that a decisionmaker must find unacceptable some prospects that offer a positive probability of gain and zero probability of loss. Unlike some previous analyses of limitations of variance as a risk metric, this expository note uses only simple mathematics and does not require the additional framework of von Neumann Morgenstern utility theory.
Approximate zero-variance Monte Carlo estimation of Markovian unreliability
International Nuclear Information System (INIS)
Delcoux, J.L.; Labeau, P.E.; Devooght, J.
1997-01-01
Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)
A versatile omnibus test for detecting mean and variance heterogeneity.
Cao, Ying; Wei, Peng; Bailey, Matthew; Kauwe, John S K; Maxwell, Taylor J
2014-01-01
Recent research has revealed loci that display variance heterogeneity through various means such as biological disruption, linkage disequilibrium (LD), gene-by-gene (G × G), or gene-by-environment interaction. We propose a versatile likelihood ratio test that allows joint testing for mean and variance heterogeneity (LRT(MV)) or either effect alone (LRT(M) or LRT(V)) in the presence of covariates. Using extensive simulations for our method and others, we found that all parametric tests were sensitive to nonnormality regardless of any trait transformations. Coupling our test with the parametric bootstrap solves this issue. Using simulations and empirical data from a known mean-only functional variant, we demonstrate how LD can produce variance-heterogeneity loci (vQTL) in a predictable fashion based on differential allele frequencies, high D', and relatively low r² values. We propose that a joint test for mean and variance heterogeneity is more powerful than a variance-only test for detecting vQTL. This takes advantage of loci that also have mean effects without sacrificing much power to detect variance only effects. We discuss using vQTL as an approach to detect G × G interactions and also how vQTL are related to relationship loci, and how both can create prior hypothesis for each other and reveal the relationships between traits and possibly between components of a composite trait.
Variance and covariance calculations for nuclear materials accounting using 'MAVARIC'
International Nuclear Information System (INIS)
Nasseri, K.K.
1987-01-01
Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined
International Nuclear Information System (INIS)
Asim, F.; Mahmood, M.
2017-01-01
Statistical modeling imparts significant role in predicting the impact of potential factors affecting the one step fixation process of reactive printing and easy care finishing. Investigation of significant factors on tear strength of cotton fabric for single step fixation of reactive printing and easy care finishing has been carried out in this research work using experimental design technique. The potential design factors were; concentration of reactive dye, concentration of crease resistant, fixation method and fixation temperature. The experiments were designed using DoE (Design of Experiment) and analyzed through software Design Expert. The detailed analysis of significant factors and interactions including ANOVA (Analysis of Variance), residuals, model accuracy and statistical model for tear strength has been presented. The interaction and contour plots of vital factors has been examined. It has been found from the statistical analysis that each factor has an interaction with other factor. Most of the investigated factors showed curvature effect on other factor. After critical examination of significant plots, quadratic model of tear strength with significant terms and their interaction at alpha = 0.05 has been developed. The calculated correlation coefficient, R2 of the developed model is 0.9056. The high values of correlation coefficient inferred that developed equation of tear strength will precisely predict the tear strength over the range of values. (author)
Neel, John H.; Stallings, William M.
An influential statistics test recommends a Levene text for homogeneity of variance. A recent note suggests that Levene's test is upwardly biased for small samples. Another report shows inflated Alpha estimates and low power. Neither study utilized more than two sample sizes. This Monte Carlo study involved sampling from a normal population for…
Variance of discharge estimates sampled using acoustic Doppler current profilers from moving boats
Garcia, Carlos M.; Tarrab, Leticia; Oberg, Kevin; Szupiany, Ricardo; Cantero, Mariano I.
2012-01-01
This paper presents a model for quantifying the random errors (i.e., variance) of acoustic Doppler current profiler (ADCP) discharge measurements from moving boats for different sampling times. The model focuses on the random processes in the sampled flow field and has been developed using statistical methods currently available for uncertainty analysis of velocity time series. Analysis of field data collected using ADCP from moving boats from three natural rivers of varying sizes and flow conditions shows that, even though the estimate of the integral time scale of the actual turbulent flow field is larger than the sampling interval, the integral time scale of the sampled flow field is on the order of the sampling interval. Thus, an equation for computing the variance error in discharge measurements associated with different sampling times, assuming uncorrelated flow fields is appropriate. The approach is used to help define optimal sampling strategies by choosing the exposure time required for ADCPs to accurately measure flow discharge.
Harrison, Jay M; Howard, Delia; Malven, Marianne; Halls, Steven C; Culler, Angela H; Harrigan, George G; Wolfinger, Russell D
2013-07-03
Compositional studies on genetically modified (GM) and non-GM crops have consistently demonstrated that their respective levels of key nutrients and antinutrients are remarkably similar and that other factors such as germplasm and environment contribute more to compositional variability than transgenic breeding. We propose that graphical and statistical approaches that can provide meaningful evaluations of the relative impact of different factors to compositional variability may offer advantages over traditional frequentist testing. A case study on the novel application of principal variance component analysis (PVCA) in a compositional assessment of herbicide-tolerant GM cotton is presented. Results of the traditional analysis of variance approach confirmed the compositional equivalence of the GM and non-GM cotton. The multivariate approach of PVCA provided further information on the impact of location and germplasm on compositional variability relative to GM.
A log-sinh transformation for data normalization and variance stabilization
Wang, Q. J.; Shrestha, D. L.; Robertson, D. E.; Pokhrel, P.
2012-05-01
When quantifying model prediction uncertainty, it is statistically convenient to represent model errors that are normally distributed with a constant variance. The Box-Cox transformation is the most widely used technique to normalize data and stabilize variance, but it is not without limitations. In this paper, a log-sinh transformation is derived based on a pattern of errors commonly seen in hydrological model predictions. It is suited to applications where prediction variables are positively skewed and the spread of errors is seen to first increase rapidly, then slowly, and eventually approach a constant as the prediction variable becomes greater. The log-sinh transformation is applied in two case studies, and the results are compared with one- and two-parameter Box-Cox transformations.
Gaussian statistics for palaeomagnetic vectors
Love, J.J.; Constable, C.G.
2003-01-01
With the aim of treating the statistics of palaeomagnetic directions and intensities jointly and consistently, we represent the mean and the variance of palaeomagnetic vectors, at a particular site and of a particular polarity, by a probability density function in a Cartesian three-space of orthogonal magnetic-field components consisting of a single (unimoda) non-zero mean, spherically-symmetrical (isotropic) Gaussian function. For palaeomagnetic data of mixed polarities, we consider a bimodal distribution consisting of a pair of such symmetrical Gaussian functions, with equal, but opposite, means and equal variances. For both the Gaussian and bi-Gaussian distributions, and in the spherical three-space of intensity, inclination, and declination, we obtain analytical expressions for the marginal density functions, the cumulative distributions, and the expected values and variances for each spherical coordinate (including the angle with respect to the axis of symmetry of the distributions). The mathematical expressions for the intensity and off-axis angle are closed-form and especially manageable, with the intensity distribution being Rayleigh-Rician. In the limit of small relative vectorial dispersion, the Gaussian (bi-Gaussian) directional distribution approaches a Fisher (Bingham) distribution and the intensity distribution approaches a normal distribution. In the opposite limit of large relative vectorial dispersion, the directional distributions approach a spherically-uniform distribution and the intensity distribution approaches a Maxwell distribution. We quantify biases in estimating the properties of the vector field resulting from the use of simple arithmetic averages, such as estimates of the intensity or the inclination of the mean vector, or the variances of these quantities. With the statistical framework developed here and using the maximum-likelihood method, which gives unbiased estimates in the limit of large data numbers, we demonstrate how to
Gaussian statistics for palaeomagnetic vectors
Love, J. J.; Constable, C. G.
2003-03-01
With the aim of treating the statistics of palaeomagnetic directions and intensities jointly and consistently, we represent the mean and the variance of palaeomagnetic vectors, at a particular site and of a particular polarity, by a probability density function in a Cartesian three-space of orthogonal magnetic-field components consisting of a single (unimodal) non-zero mean, spherically-symmetrical (isotropic) Gaussian function. For palaeomagnetic data of mixed polarities, we consider a bimodal distribution consisting of a pair of such symmetrical Gaussian functions, with equal, but opposite, means and equal variances. For both the Gaussian and bi-Gaussian distributions, and in the spherical three-space of intensity, inclination, and declination, we obtain analytical expressions for the marginal density functions, the cumulative distributions, and the expected values and variances for each spherical coordinate (including the angle with respect to the axis of symmetry of the distributions). The mathematical expressions for the intensity and off-axis angle are closed-form and especially manageable, with the intensity distribution being Rayleigh-Rician. In the limit of small relative vectorial dispersion, the Gaussian (bi-Gaussian) directional distribution approaches a Fisher (Bingham) distribution and the intensity distribution approaches a normal distribution. In the opposite limit of large relative vectorial dispersion, the directional distributions approach a spherically-uniform distribution and the intensity distribution approaches a Maxwell distribution. We quantify biases in estimating the properties of the vector field resulting from the use of simple arithmetic averages, such as estimates of the intensity or the inclination of the mean vector, or the variances of these quantities. With the statistical framework developed here and using the maximum-likelihood method, which gives unbiased estimates in the limit of large data numbers, we demonstrate how to
Empirical single sample quantification of bias and variance in Q-ball imaging.
Hainline, Allison E; Nath, Vishwesh; Parvathaneni, Prasanna; Blaber, Justin A; Schilling, Kurt G; Anderson, Adam W; Kang, Hakmook; Landman, Bennett A
2018-02-06
The bias and variance of high angular resolution diffusion imaging methods have not been thoroughly explored in the literature and may benefit from the simulation extrapolation (SIMEX) and bootstrap techniques to estimate bias and variance of high angular resolution diffusion imaging metrics. The SIMEX approach is well established in the statistics literature and uses simulation of increasingly noisy data to extrapolate back to a hypothetical case with no noise. The bias of calculated metrics can then be computed by subtracting the SIMEX estimate from the original pointwise measurement. The SIMEX technique has been studied in the context of diffusion imaging to accurately capture the bias in fractional anisotropy measurements in DTI. Herein, we extend the application of SIMEX and bootstrap approaches to characterize bias and variance in metrics obtained from a Q-ball imaging reconstruction of high angular resolution diffusion imaging data. The results demonstrate that SIMEX and bootstrap approaches provide consistent estimates of the bias and variance of generalized fractional anisotropy, respectively. The RMSE for the generalized fractional anisotropy estimates shows a 7% decrease in white matter and an 8% decrease in gray matter when compared with the observed generalized fractional anisotropy estimates. On average, the bootstrap technique results in SD estimates that are approximately 97% of the true variation in white matter, and 86% in gray matter. Both SIMEX and bootstrap methods are flexible, estimate population characteristics based on single scans, and may be extended for bias and variance estimation on a variety of high angular resolution diffusion imaging metrics. © 2018 International Society for Magnetic Resonance in Medicine.
Energy Technology Data Exchange (ETDEWEB)
Negash, A. W.; Mwambi, H.; Zewotir, T.; Eweke, G.
2014-06-01
The most common procedure for analyzing multi-environmental trials is based on the assumption that the residual error variance is homogenous across all locations considered. However, this may often be unrealistic, and therefore limit the accuracy of variety evaluation or the reliability of variety recommendations. The objectives of this study were to show the advantages of mixed models with spatial variance-covariance structures, and direct implications of model choice on the inference of varietal performance, ranking and testing based on two multi-environmental data sets from realistic national trials. A model comparison with a {chi}{sup 2}-test for the trials in the two data sets (wheat data set BW00RVTI and barley data set BW01RVII) suggested that selected spatial variance-covariance structures fitted the data significantly better than the ANOVA model. The forms of optimally-fitted spatial variance-covariance, ranking and consistency ratio test were not the same from one trial (location) to the other. Linear mixed models with single stage analysis including spatial variance-covariance structure with a group factor of location on the random model also improved the real estimation of genotype effect and their ranking. The model also improved varietal performance estimation because of its capacity to handle additional sources of variation, location and genotype by location (environment) interaction variation and accommodating of local stationary trend. (Author)
Powerful Statistical Inference for Nested Data Using Sufficient Summary Statistics
Dowding, Irene; Haufe, Stefan
2018-01-01
Hierarchically-organized data arise naturally in many psychology and neuroscience studies. As the standard assumption of independent and identically distributed samples does not hold for such data, two important problems are to accurately estimate group-level effect sizes, and to obtain powerful statistical tests against group-level null hypotheses. A common approach is to summarize subject-level data by a single quantity per subject, which is often the mean or the difference between class means, and treat these as samples in a group-level t-test. This “naive” approach is, however, suboptimal in terms of statistical power, as it ignores information about the intra-subject variance. To address this issue, we review several approaches to deal with nested data, with a focus on methods that are easy to implement. With what we call the sufficient-summary-statistic approach, we highlight a computationally efficient technique that can improve statistical power by taking into account within-subject variances, and we provide step-by-step instructions on how to apply this approach to a number of frequently-used measures of effect size. The properties of the reviewed approaches and the potential benefits over a group-level t-test are quantitatively assessed on simulated data and demonstrated on EEG data from a simulated-driving experiment. PMID:29615885
International Nuclear Information System (INIS)
Anon.
1994-01-01
For the years 1992 and 1993, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy Review appear in more detail from the publication Energiatilastot - Energy Statistics issued annually, which also includes historical time series over a longer period. The tables and figures shown in this publication are: Changes in the volume of GNP and energy consumption; Coal consumption; Natural gas consumption; Peat consumption; Domestic oil deliveries; Import prices of oil; Price development of principal oil products; Fuel prices for power production; Total energy consumption by source; Electricity supply; Energy imports by country of origin in 1993; Energy exports by recipient country in 1993; Consumer prices of liquid fuels; Consumer prices of hard coal and natural gas, prices of indigenous fuels; Average electricity price by type of consumer; Price of district heating by type of consumer and Excise taxes and turnover taxes included in consumer prices of some energy sources
Goodman, Joseph W.
2000-07-01
The Wiley Classics Library consists of selected books that have become recognized classics in their respective fields. With these new unabridged and inexpensive editions, Wiley hopes to extend the life of these important works by making them available to future generations of mathematicians and scientists. Currently available in the Series: T. W. Anderson The Statistical Analysis of Time Series T. S. Arthanari & Yadolah Dodge Mathematical Programming in Statistics Emil Artin Geometric Algebra Norman T. J. Bailey The Elements of Stochastic Processes with Applications to the Natural Sciences Robert G. Bartle The Elements of Integration and Lebesgue Measure George E. P. Box & Norman R. Draper Evolutionary Operation: A Statistical Method for Process Improvement George E. P. Box & George C. Tiao Bayesian Inference in Statistical Analysis R. W. Carter Finite Groups of Lie Type: Conjugacy Classes and Complex Characters R. W. Carter Simple Groups of Lie Type William G. Cochran & Gertrude M. Cox Experimental Designs, Second Edition Richard Courant Differential and Integral Calculus, Volume I RIchard Courant Differential and Integral Calculus, Volume II Richard Courant & D. Hilbert Methods of Mathematical Physics, Volume I Richard Courant & D. Hilbert Methods of Mathematical Physics, Volume II D. R. Cox Planning of Experiments Harold S. M. Coxeter Introduction to Geometry, Second Edition Charles W. Curtis & Irving Reiner Representation Theory of Finite Groups and Associative Algebras Charles W. Curtis & Irving Reiner Methods of Representation Theory with Applications to Finite Groups and Orders, Volume I Charles W. Curtis & Irving Reiner Methods of Representation Theory with Applications to Finite Groups and Orders, Volume II Cuthbert Daniel Fitting Equations to Data: Computer Analysis of Multifactor Data, Second Edition Bruno de Finetti Theory of Probability, Volume I Bruno de Finetti Theory of Probability, Volume 2 W. Edwards Deming Sample Design in Business Research
Pivato, Marcus
2013-01-01
We show that, in a sufficiently large population satisfying certain statistical regularities, it is often possible to accurately estimate the utilitarian social welfare function, even if we only have very noisy data about individual utility functions and interpersonal utility comparisons. In particular, we show that it is often possible to identify an optimal or close-to-optimal utilitarian social choice using voting rules such as the Borda rule, approval voting, relative utilitarianism, or a...
Natrella, Mary Gibbons
1963-01-01
Formulated to assist scientists and engineers engaged in army ordnance research and development programs, this well-known and highly regarded handbook is a ready reference for advanced undergraduate and graduate students as well as for professionals seeking engineering information and quantitative data for designing, developing, constructing, and testing equipment. Topics include characterizing and comparing the measured performance of a material, product, or process; general considerations in planning experiments; statistical techniques for analyzing extreme-value data; use of transformations
Biometry: the principles and practice of statistics in biological research
National Research Council Canada - National Science Library
Sokal, R.R; Rohlf, F.J
1969-01-01
.... The text is the first in biometry to present such techniques as the simultaneous test procedures, goodness of fit tests by means of the information statistic, and shortest unbiased confidence intervals for the variance...
Coherent states for oscillators of non-conventional statistics
International Nuclear Information System (INIS)
Dao Vong Duc; Nguyen Ba An
1998-12-01
In this work we consider systematically the concept of coherent states for oscillators of non-conventional statistics - parabose oscillator, infinite statistics oscillator and generalised q-deformed oscillator. The expressions for the quadrature variances and particle number distribution are derived and displayed graphically. The obtained results show drastic changes when going from one statistics to another. (author)
Genetic Variance in Homophobia: Evidence from Self- and Peer Reports.
Zapko-Willmes, Alexandra; Kandler, Christian
2018-01-01
The present twin study combined self- and peer assessments of twins' general homophobia targeting gay men in order to replicate previous behavior genetic findings across different rater perspectives and to disentangle self-rater-specific variance from common variance in self- and peer-reported homophobia (i.e., rater-consistent variance). We hypothesized rater-consistent variance in homophobia to be attributable to genetic and nonshared environmental effects, and self-rater-specific variance to be partially accounted for by genetic influences. A sample of 869 twins and 1329 peer raters completed a seven item scale containing cognitive, affective, and discriminatory homophobic tendencies. After correction for age and sex differences, we found most of the genetic contributions (62%) and significant nonshared environmental contributions (16%) to individual differences in self-reports on homophobia to be also reflected in peer-reported homophobia. A significant genetic component, however, was self-report-specific (38%), suggesting that self-assessments alone produce inflated heritability estimates to some degree. Different explanations are discussed.
How does variance in fertility change over the demographic transition?
Hruschka, Daniel J; Burger, Oskar
2016-04-19
Most work on the human fertility transition has focused on declines in mean fertility. However, understanding changes in the variance of reproductive outcomes can be equally important for evolutionary questions about the heritability of fertility, individual determinants of fertility and changing patterns of reproductive skew. Here, we document how variance in completed fertility among women (45-49 years) differs across 200 surveys in 72 low- to middle-income countries where fertility transitions are currently in progress at various stages. Nearly all (91%) of samples exhibit variance consistent with a Poisson process of fertility, which places systematic, and often severe, theoretical upper bounds on the proportion of variance that can be attributed to individual differences. In contrast to the pattern of total variance, these upper bounds increase from high- to mid-fertility samples, then decline again as samples move from mid to low fertility. Notably, the lowest fertility samples often deviate from a Poisson process. This suggests that as populations move to low fertility their reproduction shifts from a rate-based process to a focus on an ideal number of children. We discuss the implications of these findings for predicting completed fertility from individual-level variables. © 2016 The Author(s).
International Nuclear Information System (INIS)
Anon.
1989-01-01
World data from the United Nation's latest Energy Statistics Yearbook, first published in our last issue, are completed here. The 1984-86 data were revised and 1987 data added for world commercial energy production and consumption, world natural gas plant liquids production, world LP-gas production, imports, exports, and consumption, world residual fuel oil production, imports, exports, and consumption, world lignite production, imports, exports, and consumption, world peat production and consumption, world electricity production, imports, exports, and consumption (Table 80), and world nuclear electric power production
Directory of Open Access Journals (Sweden)
Jing Zhang
2016-09-01
Full Text Available Background Statistical analysis and data visualization are two crucial aspects in molecular biology and biology. For analyses that compare one dependent variable between standard (e.g., control and one or multiple independent variables, a comprehensive yet highly streamlined solution is valuable. The computer programming language R is a popular platform for researchers to develop tools that are tailored specifically for their research needs. Here we present an R package RBioplot that takes raw input data for automated statistical analysis and plotting, highly compatible with various molecular biology and biochemistry lab techniques, such as, but not limited to, western blotting, PCR, and enzyme activity assays. Method The package is built based on workflows operating on a simple raw data layout, with minimum user input or data manipulation required. The package is distributed through GitHub, which can be easily installed through one single-line R command. A detailed installation guide is available at http://kenstoreylab.com/?page_id=2448. Users can also download demo datasets from the same website. Results and Discussion By integrating selected functions from existing statistical and data visualization packages with extensive customization, RBioplot features both statistical analysis and data visualization functionalities. Key properties of RBioplot include: -Fully automated and comprehensive statistical analysis, including normality test, equal variance test, Student’s t-test and ANOVA (with post-hoc tests; -Fully automated histogram, heatmap and joint-point curve plotting modules; -Detailed output files for statistical analysis, data manipulation and high quality graphs; -Axis range finding and user customizable tick settings; -High user-customizability.
Permutation statistical methods an integrated approach
Berry, Kenneth J; Johnston, Janis E
2016-01-01
This research monograph provides a synthesis of a number of statistical tests and measures, which, at first consideration, appear disjoint and unrelated. Numerous comparisons of permutation and classical statistical methods are presented, and the two methods are compared via probability values and, where appropriate, measures of effect size. Permutation statistical methods, compared to classical statistical methods, do not rely on theoretical distributions, avoid the usual assumptions of normality and homogeneity of variance, and depend only on the data at hand. This text takes a unique approach to explaining statistics by integrating a large variety of statistical methods, and establishing the rigor of a topic that to many may seem to be a nascent field in statistics. This topic is new in that it took modern computing power to make permutation methods available to people working in the mainstream of research. This research monograph addresses a statistically-informed audience, and can also easily serve as a ...
Com aplicar les proves paramètriques bivariades t de Student i ANOVA en SPSS. Cas pràctic
Directory of Open Access Journals (Sweden)
María-José Rubio-Hurtado
2012-07-01
Full Text Available Les proves paramètriques són un tipus de proves de significació estadística que quantifiquen l'associació o independència entre una variable quantitativa i una categòrica. Les proves paramètriques són exigents amb certs requisits previs per a la seva aplicació: la distribució Normal de la variable quantitativa en els grups que es comparen, l'homogeneïtat de variàncies en les poblacions de les quals procedeixen els grups i una n mostral no inferior a 30. El seu no compliment comporta la necessitat de recórrer a proves estadístiques no paramètriques. Les proves paramètriques es classifiquen en dos: prova t (per a una mostra o per a dues mostres relacionades o independents i prova ANOVA (per a més de dues mostres independents.
Genetic and environmental variance in content dimensions of the MMPI.
Rose, R J
1988-08-01
To evaluate genetic and environmental variance in the Minnesota Multiphasic Personality Inventory (MMPI), I studied nine factor scales identified in the first item factor analysis of normal adult MMPIs in a sample of 820 adolescent and young adult co-twins. Conventional twin comparisons documented heritable variance in six of the nine MMPI factors (Neuroticism, Psychoticism, Extraversion, Somatic Complaints, Inadequacy, and Cynicism), whereas significant influence from shared environmental experience was found for four factors (Masculinity versus Femininity, Extraversion, Religious Orthodoxy, and Intellectual Interests). Genetic variance in the nine factors was more evident in results from twin sisters than those of twin brothers, and a developmental-genetic analysis, using hierarchical multiple regressions of double-entry matrixes of the twins' raw data, revealed that in four MMPI factor scales, genetic effects were significantly modulated by age or gender or their interaction during the developmental period from early adolescence to early adulthood.
A new variance stabilizing transformation for gene expression data analysis.
Kelmansky, Diana M; Martínez, Elena J; Leiva, Víctor
2013-12-01
In this paper, we introduce a new family of power transformations, which has the generalized logarithm as one of its members, in the same manner as the usual logarithm belongs to the family of Box-Cox power transformations. Although the new family has been developed for analyzing gene expression data, it allows a wider scope of mean-variance related data to be reached. We study the analytical properties of the new family of transformations, as well as the mean-variance relationships that are stabilized by using its members. We propose a methodology based on this new family, which includes a simple strategy for selecting the family member adequate for a data set. We evaluate the finite sample behavior of different classical and robust estimators based on this strategy by Monte Carlo simulations. We analyze real genomic data by using the proposed transformation to empirically show how the new methodology allows the variance of these data to be stabilized.
Pricing perpetual American options under multiscale stochastic elasticity of variance
International Nuclear Information System (INIS)
Yoon, Ji-Hun
2015-01-01
Highlights: • We study the effects of the stochastic elasticity of variance on perpetual American option. • Our SEV model consists of a fast mean-reverting factor and a slow mean-revering factor. • A slow scale factor has a very significant impact on the option price. • We analyze option price structures through the market prices of elasticity risk. - Abstract: This paper studies pricing the perpetual American options under a constant elasticity of variance type of underlying asset price model where the constant elasticity is replaced by a fast mean-reverting Ornstein–Ulenbeck process and a slowly varying diffusion process. By using a multiscale asymptotic analysis, we find the impact of the stochastic elasticity of variance on the option prices and the optimal exercise prices with respect to model parameters. Our results enhance the existing option price structures in view of flexibility and applicability through the market prices of elasticity risk
Monte Carlo variance reduction approaches for non-Boltzmann tallies
International Nuclear Information System (INIS)
Booth, T.E.
1992-12-01
Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed
Variance of foot biomechanical parameters across age groups for the elderly people in Romania
Deselnicu, D. C.; Vasilescu, A. M.; Militaru, G.
2017-10-01
The paper presents the results of a fieldwork study conducted in order to analyze major causal factors that influence the foot deformities and pathologies of elderly women in Romania. The study has an exploratory and descriptive nature and uses quantitative methodology. The sample consisted of 100 elderly women from Romania, ranging from 55 to over 75 years of age. The collected data was analyzed on multiple dimensions using a statistic analysis software program. The analysis of variance demonstrated significant differences across age groups in terms of several biomechanical parameters such as travel speed, toe off phase and support phase in the case of elderly women.
Modelling Changes in the Unconditional Variance of Long Stock Return Series
DEFF Research Database (Denmark)
Amado, Cristina; Teräsvirta, Timo
In this paper we develop a testing and modelling procedure for describing the long-term volatility movements over very long return series. For the purpose, we assume that volatility is multiplicatively decomposed into a conditional and an unconditional component as in Amado and Teräsvirta (2011...... show that the long-memory property in volatility may be explained by ignored changes in the unconditional variance of the long series. Finally, based on a formal statistical test we find evidence of the superiority of volatility forecast accuracy of the new model over the GJR-GARCH model at all...... horizons for a subset of the long return series....
Modelling changes in the unconditional variance of long stock return series
DEFF Research Database (Denmark)
Amado, Cristina; Teräsvirta, Timo
2014-01-01
In this paper we develop a testing and modelling procedure for describing the long-term volatility movements over very long daily return series. For this purpose we assume that volatility is multiplicatively decomposed into a conditional and an unconditional component as in Amado and Teräsvirta...... that the apparent long memory property in volatility may be interpreted as changes in the unconditional variance of the long series. Finally, based on a formal statistical test we find evidence of the superiority of volatility forecasting accuracy of the new model over the GJR-GARCH model at all horizons for eight...... subsets of the long return series....
Risk-Sensitive and Mean Variance Optimality in Markov Decision Processes
Czech Academy of Sciences Publication Activity Database
Sladký, Karel
2013-01-01
Roč. 7, č. 3 (2013), s. 146-161 ISSN 0572-3043 R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/11/0150 Grant - others:AVČR a CONACyT(CZ) 171396 Institutional support: RVO:67985556 Keywords : Discrete-time Markov decision chains * exponential utility functions * certainty equivalent * mean-variance optimality * connections between risk -sensitive and risk -neutral models Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2013/E/sladky-0399099.pdf
Variance estimation for sensitivity analysis of poverty and inequality measures
Directory of Open Access Journals (Sweden)
Christian Dudel
2017-04-01
Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.
Studying Variance in the Galactic Ultra-compact Binary Population
Larson, Shane; Breivik, Katelyn
2017-01-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations on week-long timescales, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
Variance components for body weight in Japanese quails (Coturnix japonica
Directory of Open Access Journals (Sweden)
RO Resende
2005-03-01
Full Text Available The objective of this study was to estimate the variance components for body weight in Japanese quails by Bayesian procedures. The body weight at hatch (BWH and at 7 (BW07, 14 (BW14, 21 (BW21 and 28 days of age (BW28 of 3,520 quails was recorded from August 2001 to June 2002. A multiple-trait animal model with additive genetic, maternal environment and residual effects was implemented by Gibbs sampling methodology. A single Gibbs sampling with 80,000 rounds was generated by the program MTGSAM (Multiple Trait Gibbs Sampling in Animal Model. Normal and inverted Wishart distributions were used as prior distributions for the random effects and the variance components, respectively. Variance components were estimated based on the 500 samples that were left after elimination of 30,000 rounds in the burn-in period and 100 rounds of each thinning interval. The posterior means of additive genetic variance components were 0.15; 4.18; 14.62; 27.18 and 32.68; the posterior means of maternal environment variance components were 0.23; 1.29; 2.76; 4.12 and 5.16; and the posterior means of residual variance components were 0.084; 6.43; 22.66; 31.21 and 30.85, at hatch, 7, 14, 21 and 28 days old, respectively. The posterior means of heritability were 0.33; 0.35; 0.36; 0.43 and 0.47 at hatch, 7, 14, 21 and 28 days old, respectively. These results indicate that heritability increased with age. On the other hand, after hatch there was a marked reduction in the maternal environment variance proportion of the phenotypic variance, whose estimates were 0.50; 0.11; 0.07; 0.07 and 0.08 for BWH, BW07, BW14, BW21 and BW28, respectively. The genetic correlation between weights at different ages was high, except for those estimates between BWH and weight at other ages. Changes in body weight of quails can be efficiently achieved by selection.
Variance squeezing and entanglement of the XX central spin model
International Nuclear Information System (INIS)
El-Orany, Faisal A A; Abdalla, M Sebawe
2011-01-01
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
Asymptotic variance of grey-scale surface area estimators
DEFF Research Database (Denmark)
Svane, Anne Marie
Grey-scale local algorithms have been suggested as a fast way of estimating surface area from grey-scale digital images. Their asymptotic mean has already been described. In this paper, the asymptotic behaviour of the variance is studied in isotropic and sufficiently smooth settings, resulting...... in a general asymptotic bound. For compact convex sets with nowhere vanishing Gaussian curvature, the asymptotics can be described more explicitly. As in the case of volume estimators, the variance is decomposed into a lattice sum and an oscillating term of at most the same magnitude....
Variance squeezing and entanglement of the XX central spin model
Energy Technology Data Exchange (ETDEWEB)
El-Orany, Faisal A A [Department of Mathematics and Computer Science, Faculty of Science, Suez Canal University, Ismailia (Egypt); Abdalla, M Sebawe, E-mail: m.sebaweh@physics.org [Mathematics Department, College of Science, King Saud University PO Box 2455, Riyadh 11451 (Saudi Arabia)
2011-01-21
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.
First-Generation Transgenic Plants and Statistics
Nap, Jan-Peter; Keizer, Paul; Jansen, Ritsert
1993-01-01
The statistical analyses of populations of first-generation transgenic plants are commonly based on mean and variance and generally require a test of normality. Since in many cases the assumptions of normality are not met, analyses can result in erroneous conclusions. Transformation of data to
Statistical inference based on latent ability estimates
Hoijtink, H.J.A.; Boomsma, A.
The quality of approximations to first and second order moments (e.g., statistics like means, variances, regression coefficients) based on latent ability estimates is being discussed. The ability estimates are obtained using either the Rasch, oi the two-parameter logistic model. Straightforward use
Error calculations statistics in radioactive measurements
International Nuclear Information System (INIS)
Verdera, Silvia
1994-01-01
Basic approach and procedures frequently used in the practice of radioactive measurements.Statistical principles applied are part of Good radiopharmaceutical Practices and quality assurance.Concept of error, classification as systematic and random errors.Statistic fundamentals,probability theories, populations distributions, Bernoulli, Poisson,Gauss, t-test distribution,Ξ2 test, error propagation based on analysis of variance.Bibliography.z table,t-test table, Poisson index ,Ξ2 test
Poplová, Michaela; Sovka, Pavel; Cifra, Michal
2017-01-01
Photonic signals are broadly exploited in communication and sensing and they typically exhibit Poisson-like statistics. In a common scenario where the intensity of the photonic signals is low and one needs to remove a nonstationary trend of the signals for any further analysis, one faces an obstacle: due to the dependence between the mean and variance typical for a Poisson-like process, information about the trend remains in the variance even after the trend has been subtracted, possibly yielding artifactual results in further analyses. Commonly available detrending or normalizing methods cannot cope with this issue. To alleviate this issue we developed a suitable pre-processing method for the signals that originate from a Poisson-like process. In this paper, a Poisson pre-processing method for nonstationary time series with Poisson distribution is developed and tested on computer-generated model data and experimental data of chemiluminescence from human neutrophils and mung seeds. The presented method transforms a nonstationary Poisson signal into a stationary signal with a Poisson distribution while preserving the type of photocount distribution and phase-space structure of the signal. The importance of the suggested pre-processing method is shown in Fano factor and Hurst exponent analysis of both computer-generated model signals and experimental photonic signals. It is demonstrated that our pre-processing method is superior to standard detrending-based methods whenever further signal analysis is sensitive to variance of the signal.
Reduction of variance in spectral estimates for correction of ultrasonic aberration.
Astheimer, Jeffrey P; Pilkington, Wayne C; Waag, Robert C
2006-01-01
A variance reduction factor is defined to describe the rate of convergence and accuracy of spectra estimated from overlapping ultrasonic scattering volumes when the scattering is from a spatially uncorrelated medium. Assuming that the individual volumes are localized by a spherically symmetric Gaussian window and that centers of the volumes are located on orbits of an icosahedral rotation group, the factor is minimized by adjusting the weight and radius of each orbit. Conditions necessary for the application of the variance reduction method, particularly for statistical estimation of aberration, are examined. The smallest possible value of the factor is found by allowing an unlimited number of centers constrained only to be within a ball rather than on icosahedral orbits. Computations using orbits formed by icosahedral vertices, face centers, and edge midpoints with a constraint radius limited to a small multiple of the Gaussian width show that a significant reduction of variance can be achieved from a small number of centers in the confined volume and that this reduction is nearly the maximum obtainable from an unlimited number of centers in the same volume.
Wright, George W; Simon, Richard M
2003-12-12
Microarray techniques provide a valuable way of characterizing the molecular nature of disease. Unfortunately expense and limited specimen availability often lead to studies with small sample sizes. This makes accurate estimation of variability difficult, since variance estimates made on a gene by gene basis will have few degrees of freedom, and the assumption that all genes share equal variance is unlikely to be true. We propose a model by which the within gene variances are drawn from an inverse gamma distribution, whose parameters are estimated across all genes. This results in a test statistic that is a minor variation of those used in standard linear models. We demonstrate that the model assumptions are valid on experimental data, and that the model has more power than standard tests to pick up large changes in expression, while not increasing the rate of false positives. This method is incorporated into BRB-ArrayTools version 3.0 (http://linus.nci.nih.gov/BRB-ArrayTools.html). ftp://linus.nci.nih.gov/pub/techreport/RVM_supplement.pdf
Prochaska, John D; Buschmann, Robert N; Jupiter, Daniel; Mutambudzi, Miriam; Peek, M Kristen
2018-06-01
Research suggests a linkage between perceptions of neighborhood quality and the likelihood of engaging in leisure-time physical activity. Often in these studies, intra-neighborhood variance is viewed as something to be controlled for statistically. However, we hypothesized that intra-neighborhood variance in perceptions of neighborhood quality may be contextually relevant. We examined the relationship between intra-neighborhood variance of subjective neighborhood quality and neighborhood-level reported physical inactivity across 48 neighborhoods within a medium-sized city, Texas City, Texas using survey data from 2706 residents collected between 2004 and 2006. Neighborhoods where the aggregated perception of neighborhood quality was poor also had a larger proportion of residents reporting being physically inactive. However, higher degrees of disagreement among residents within neighborhoods about their neighborhood quality was significantly associated with a lower proportion of residents reporting being physically inactive (p=0.001). Our results suggest that intra-neighborhood variability may be contextually relevant in studies seeking to better understand the relationship between neighborhood quality and behaviors sensitive to neighborhood environments, like physical activity. Copyright © 2017 Elsevier Inc. All rights reserved.
Mean and variance evolutions of the hot and cold temperatures in Europe
Energy Technology Data Exchange (ETDEWEB)
Parey, Sylvie [EDF/R and D, Chatou Cedex (France); Dacunha-Castelle, D. [Universite Paris 11, Laboratoire de Mathematiques, Orsay (France); Hoang, T.T.H. [Universite Paris 11, Laboratoire de Mathematiques, Orsay (France); EDF/R and D, Chatou Cedex (France)
2010-02-15
In this paper, we examine the trends of temperature series in Europe, for the mean as well as for the variance in hot and cold seasons. To do so, we use as long and homogenous series as possible, provided by the European Climate Assessment and Dataset project for different locations in Europe, as well as the European ENSEMBLES project gridded dataset and the ERA40 reanalysis. We provide a definition of trends that we keep as intrinsic as possible and apply non-parametric statistical methods to analyse them. Obtained results show a clear link between trends in mean and variance of the whole series of hot or cold temperatures: in general, variance increases when the absolute value of temperature increases, i.e. with increasing summer temperature and decreasing winter temperature. This link is reinforced in locations where winter and summer climate has more variability. In very cold or very warm climates, the variability is lower and the link between the trends is weaker. We performed the same analysis on outputs of six climate models proposed by European teams for the 1961-2000 period (1950-2000 for one model), available through the PCMDI portal for the IPCC fourth assessment climate model simulations. The models generally perform poorly and have difficulties in capturing the relation between the two trends, especially in summer. (orig.)
Energy Technology Data Exchange (ETDEWEB)
Christoforou, Stavros, E-mail: stavros.christoforou@gmail.com [Kirinthou 17, 34100, Chalkida (Greece); Hoogenboom, J. Eduard, E-mail: j.e.hoogenboom@tudelft.nl [Department of Applied Sciences, Delft University of Technology (Netherlands)
2011-07-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k{sub eff} estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
International Nuclear Information System (INIS)
Christoforou, Stavros; Hoogenboom, J. Eduard
2011-01-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k_e_f_f estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
2014-01-01
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...
Genetic variance components for residual feed intake and feed ...
African Journals Online (AJOL)
Feeding costs of animals is a major determinant of profitability in livestock production enterprises. Genetic selection to improve feed efficiency aims to reduce feeding cost in beef cattle and thereby improve profitability. This study estimated genetic (co)variances between weaning weight and other production, reproduction ...
Cumulative Prospect Theory, Option Returns, and the Variance Premium
Baele, Lieven; Driessen, Joost; Ebert, Sebastian; Londono Yarce, J.M.; Spalt, Oliver
The variance premium and the pricing of out-of-the-money (OTM) equity index options are major challenges to standard asset pricing models. We develop a tractable equilibrium model with Cumulative Prospect Theory (CPT) preferences that can overcome both challenges. The key insight is that the
Gravity interpretation of dipping faults using the variance analysis method
International Nuclear Information System (INIS)
Essa, Khalid S
2013-01-01
A new algorithm is developed to estimate simultaneously the depth and the dip angle of a buried fault from the normalized gravity gradient data. This algorithm utilizes numerical first horizontal derivatives computed from the observed gravity anomaly, using filters of successive window lengths to estimate the depth and the dip angle of a buried dipping fault structure. For a fixed window length, the depth is estimated using a least-squares sense for each dip angle. The method is based on computing the variance of the depths determined from all horizontal gradient anomaly profiles using the least-squares method for each dip angle. The minimum variance is used as a criterion for determining the correct dip angle and depth of the buried structure. When the correct dip angle is used, the variance of the depths is always less than the variances computed using wrong dip angles. The technique can be applied not only to the true residuals, but also to the measured Bouguer gravity data. The method is applied to synthetic data with and without random errors and two field examples from Egypt and Scotland. In all cases examined, the estimated depths and other model parameters are found to be in good agreement with the actual values. (paper)
Bounds for Tail Probabilities of the Sample Variance
Directory of Open Access Journals (Sweden)
Van Zuijlen M
2009-01-01
Full Text Available We provide bounds for tail probabilities of the sample variance. The bounds are expressed in terms of Hoeffding functions and are the sharpest known. They are designed having in mind applications in auditing as well as in processing data related to environment.
Robust estimation of the noise variance from background MR data
Sijbers, J.; Den Dekker, A.J.; Poot, D.; Bos, R.; Verhoye, M.; Van Camp, N.; Van der Linden, A.
2006-01-01
In the literature, many methods are available for estimation of the variance of the noise in magnetic resonance (MR) images. A commonly used method, based on the maximum of the background mode of the histogram, is revisited and a new, robust, and easy to use method is presented based on maximum
Stable limits for sums of dependent infinite variance random variables
DEFF Research Database (Denmark)
Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas
2011-01-01
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to hold are known in the literature. However, most of these...
Computing the Expected Value and Variance of Geometric Measures
DEFF Research Database (Denmark)
Staals, Frank; Tsirogiannis, Constantinos
2017-01-01
distance (MPD), the squared Euclidean distance from the centroid, and the diameter of the minimum enclosing disk. We also describe an efficient (1-e)-approximation algorithm for computing the mean and variance of the mean pairwise distance. We implemented three of our algorithms and we show that our...
Estimation of the additive and dominance variances in South African ...
African Journals Online (AJOL)
The objective of this study was to estimate dominance variance for number born alive (NBA), 21- day litter weight (LWT21) and interval between parities (FI) in South African Landrace pigs. A total of 26223 NBA, 21335 LWT21 and 16370 FI records were analysed. Bayesian analysis via Gibbs sampling was used to estimate ...
A note on minimum-variance theory and beyond
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [Department of Informatics, Sussex University, Brighton, BN1 9QH (United Kingdom); Tartaglia, Giangaetano [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy); Tirozzi, Brunello [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy)
2004-04-30
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons.
A Visual Model for the Variance and Standard Deviation
Orris, J. B.
2011-01-01
This paper shows how the variance and standard deviation can be represented graphically by looking at each squared deviation as a graphical object--in particular, as a square. A series of displays show how the standard deviation is the size of the average square.
Multidimensional adaptive testing with a minimum error-variance criterion
van der Linden, Willem J.
1997-01-01
The case of adaptive testing under a multidimensional logistic response model is addressed. An adaptive algorithm is proposed that minimizes the (asymptotic) variance of the maximum-likelihood (ML) estimator of a linear combination of abilities of interest. The item selection criterion is a simple
Asymptotics of variance of the lattice point count
Czech Academy of Sciences Publication Activity Database
Janáček, Jiří
2008-01-01
Roč. 58, č. 3 (2008), s. 751-758 ISSN 0011-4642 R&D Projects: GA AV ČR(CZ) IAA100110502 Institutional research plan: CEZ:AV0Z50110509 Keywords : point lattice * variance Subject RIV: BA - General Mathematics Impact factor: 0.210, year: 2008
Vertical velocity variances and Reynold stresses at Brookhaven
DEFF Research Database (Denmark)
Busch, Niels E.; Brown, R.M.; Frizzola, J.A.
1970-01-01
Results of wind tunnel tests of the Brookhaven annular bivane are presented. The energy transfer functions describing the instrument response and the numerical filter employed in the data reduction process have been used to obtain corrected values of the normalized variance of the vertical wind v...
Estimates of variance components for postweaning feed intake and ...
African Journals Online (AJOL)
Mike
2013-03-09
Mar 9, 2013 ... transformation of RFIp and RDGp to z-scores (mean = 0.0, variance = 1.0) and then ... generation pedigree (n = 9 653) used for this analysis. ..... Nkrumah, J.D., Basarab, J.A., Wang, Z., Li, C., Price, M.A., Okine, E.K., Crews Jr., ...
An observation on the variance of a predicted response in ...
African Journals Online (AJOL)
... these properties and computational simplicity. To avoid over fitting, along with the obvious advantage of having a simpler equation, it is shown that the addition of a variable to a regression equation does not reduce the variance of a predicted response. Key words: Linear regression; Partitioned matrix; Predicted response ...
An entropy approach to size and variance heterogeneity
Balasubramanyan, L.; Stefanou, S.E.; Stokes, J.R.
2012-01-01
In this paper, we investigate the effect of bank size differences on cost efficiency heterogeneity using a heteroskedastic stochastic frontier model. This model is implemented by using an information theoretic maximum entropy approach. We explicitly model both bank size and variance heterogeneity
The Threat of Common Method Variance Bias to Theory Building
Reio, Thomas G., Jr.
2010-01-01
The need for more theory building scholarship remains one of the pressing issues in the field of HRD. Researchers can employ quantitative, qualitative, and/or mixed methods to support vital theory-building efforts, understanding however that each approach has its limitations. The purpose of this article is to explore common method variance bias as…
40 CFR 268.44 - Variance from a treatment standard.
2010-07-01
... complete petition may be requested as needed to send to affected states and Regional Offices. (e) The... provide an opportunity for public comment. The final decision on a variance from a treatment standard will... than) the concentrations necessary to minimize short- and long-term threats to human health and the...
Application of effective variance method for contamination monitor calibration
International Nuclear Information System (INIS)
Goncalez, O.L.; Freitas, I.S.M. de.
1990-01-01
In this report, the calibration of a thin window Geiger-Muller type monitor for alpha superficial contamination is presented. The calibration curve is obtained by the method of the least-squares fitting with effective variance. The method and the approach for the calculation are briefly discussed. (author)
The VIX, the Variance Premium, and Expected Returns
DEFF Research Database (Denmark)
Osterrieder, Daniela Maria; Ventosa-Santaulària, Daniel; Vera-Valdés, Eduardo
2018-01-01
. These problems are eliminated if risk is captured by the variance premium (VP) instead; it is unobservable, however. We propose a 2SLS estimator that produces consistent estimates without observing the VP. Using this method, we find a positive risk–return trade-off and long-run return predictability. Our...
Variance-optimal hedging for processes with stationary independent increments
DEFF Research Database (Denmark)
Hubalek, Friedrich; Kallsen, J.; Krawczyk, L.
We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward recursion or backward stochastic differential equation, we...
Adaptive Nonparametric Variance Estimation for a Ratio Estimator ...
African Journals Online (AJOL)
Kernel estimators for smooth curves require modifications when estimating near end points of the support, both for practical and asymptotic reasons. The construction of such boundary kernels as solutions of variational problem is a difficult exercise. For estimating the error variance of a ratio estimator, we suggest an ...
A note on minimum-variance theory and beyond
International Nuclear Information System (INIS)
Feng Jianfeng; Tartaglia, Giangaetano; Tirozzi, Brunello
2004-01-01
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons
Molecular variance of the Tunisian almond germplasm assessed by ...
African Journals Online (AJOL)
The genetic variance analysis of 82 almond (Prunus dulcis Mill.) genotypes was performed using ten genomic simple sequence repeats (SSRs). A total of 50 genotypes from Tunisia including local landraces identified while prospecting the different sites of Bizerte and Sidi Bouzid (Northern and central parts) which are the ...
Starting design for use in variance exchange algorithms | Iwundu ...
African Journals Online (AJOL)
A new method of constructing the initial design for use in variance exchange algorithms is presented. The method chooses support points to go into the design as measures of distances of the support points from the centre of the geometric region and of permutation-invariant sets. The initial design is as close as possible to ...
Decomposition of variance in terms of conditional means
Directory of Open Access Journals (Sweden)
Alessandro Figà Talamanca
2013-05-01
Full Text Available Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables. We suggest that this approach be used to complement other existing techniques to study the interdependence of the variables involved. According to our method, the variance is expressed as a sum of orthogonal components, obtained as differences of conditional means, with respect to the qualitative characters. The resulting expression for the variance depends on the ordering in which the characters are considered. We suggest an algorithm which leads to an ordering which is deemed natural. The first set of data concerns the score achieved by a population of students on an entrance examination based on a multiple choice test with 30 questions. In this case the qualitative characters are dyadic and correspond to correct or incorrect answer to each question. The second set of data concerns the delay to obtain the degree for a population of graduates of Italian universities. The variance in this case is analyzed with respect to a set of seven specific qualitative characters of the population studied (gender, previous education, working condition, parent's educational level, field of study, etc..
A Hold-out method to correct PCA variance inflation
DEFF Research Database (Denmark)
Garcia-Moreno, Pablo; Artes-Rodriguez, Antonio; Hansen, Lars Kai
2012-01-01
In this paper we analyze the problem of variance inflation experienced by the PCA algorithm when working in an ill-posed scenario where the dimensionality of the training set is larger than its sample size. In an earlier article a correction method based on a Leave-One-Out (LOO) procedure...
Heterogeneity of variance and its implications on dairy cattle breeding
African Journals Online (AJOL)
Milk yield data (n = 12307) from 116 Holstein-Friesian herds were grouped into three production environments based on mean and standard deviation of herd 305-day milk yield and evaluated for within herd variation using univariate animal model procedures. Variance components were estimated by derivative free REML ...
Effects of Diversification of Assets on Mean and Variance | Jayeola ...
African Journals Online (AJOL)
Diversification is a means of minimizing risk and maximizing returns by investing in a variety of assets of the portfolio. This paper is written to determine the effects of diversification of three types of Assets; uncorrelated, perfectly correlated and perfectly negatively correlated assets on mean and variance. To go about this, ...
Perspective projection for variance pose face recognition from camera calibration
Fakhir, M. M.; Woo, W. L.; Chambers, J. A.; Dlay, S. S.
2016-04-01
Variance pose is an important research topic in face recognition. The alteration of distance parameters across variance pose face features is a challenging. We provide a solution for this problem using perspective projection for variance pose face recognition. Our method infers intrinsic camera parameters of the image which enable the projection of the image plane into 3D. After this, face box tracking and centre of eyes detection can be identified using our novel technique to verify the virtual face feature measurements. The coordinate system of the perspective projection for face tracking allows the holistic dimensions for the face to be fixed in different orientations. The training of frontal images and the rest of the poses on FERET database determine the distance from the centre of eyes to the corner of box face. The recognition system compares the gallery of images against different poses. The system initially utilises information on position of both eyes then focuses principally on closest eye in order to gather data with greater reliability. Differentiation between the distances and position of the right and left eyes is a unique feature of our work with our algorithm outperforming other state of the art algorithms thus enabling stable measurement in variance pose for each individual.
On zero variance Monte Carlo path-stretching schemes
International Nuclear Information System (INIS)
Lux, I.
1983-01-01
A zero variance path-stretching biasing scheme proposed for a special case by Dwivedi is derived in full generality. The procedure turns out to be the generalization of the exponential transform. It is shown that the biased game can be interpreted as an analog simulation procedure, thus saving some computational effort in comparison with the corresponding nonanalog game