Viana, Duarte S; Santamaría, Luis; Figuerola, Jordi
2016-02-01
Propagule retention time is a key factor in determining propagule dispersal distance and the shape of "seed shadows". Propagules dispersed by animal vectors are either ingested and retained in the gut until defecation or attached externally to the body until detachment. Retention time is a continuous variable, but it is commonly measured at discrete time points, according to pre-established sampling time-intervals. Although parametric continuous distributions have been widely fitted to these interval-censored data, the performance of different fitting methods has not been evaluated. To investigate the performance of five different fitting methods, we fitted parametric probability distributions to typical discretized retention-time data with known distribution using as data-points either the lower, mid or upper bounds of sampling intervals, as well as the cumulative distribution of observed values (using either maximum likelihood or non-linear least squares for parameter estimation); then compared the estimated and original distributions to assess the accuracy of each method. We also assessed the robustness of these methods to variations in the sampling procedure (sample size and length of sampling time-intervals). Fittings to the cumulative distribution performed better for all types of parametric distributions (lognormal, gamma and Weibull distributions) and were more robust to variations in sample size and sampling time-intervals. These estimated distributions had negligible deviations of up to 0.045 in cumulative probability of retention times (according to the Kolmogorov-Smirnov statistic) in relation to original distributions from which propagule retention time was simulated, supporting the overall accuracy of this fitting method. In contrast, fitting the sampling-interval bounds resulted in greater deviations that ranged from 0.058 to 0.273 in cumulative probability of retention times, which may introduce considerable biases in parameter estimates. We recommend the use of cumulative probability to fit parametric probability distributions to propagule retention time, specifically using maximum likelihood for parameter estimation. Furthermore, the experimental design for an optimal characterization of unimodal propagule retention time should contemplate at least 500 recovered propagules and sampling time-intervals not larger than the time peak of propagule retrieval, except in the tail of the distribution where broader sampling time-intervals may also produce accurate fits.
Cooley, Richard L.
1993-01-01
Calibration data (observed values corresponding to model-computed values of dependent variables) are incorporated into a general method of computing exact Scheffé-type confidence intervals analogous to the confidence intervals developed in part 1 (Cooley, this issue) for a function of parameters derived from a groundwater flow model. Parameter uncertainty is specified by a distribution of parameters conditioned on the calibration data. This distribution was obtained as a posterior distribution by applying Bayes' theorem to the hydrogeologically derived prior distribution of parameters from part 1 and a distribution of differences between the calibration data and corresponding model-computed dependent variables. Tests show that the new confidence intervals can be much smaller than the intervals of part 1 because the prior parameter variance-covariance structure is altered so that combinations of parameters that give poor model fit to the data are unlikely. The confidence intervals of part 1 and the new confidence intervals can be effectively employed in a sequential method of model construction whereby new information is used to reduce confidence interval widths at each stage.
ERIC Educational Resources Information Center
Weber, Deborah A.
Greater understanding and use of confidence intervals is central to changes in statistical practice (G. Cumming and S. Finch, 2001). Reliability coefficients and confidence intervals for reliability coefficients can be computed using a variety of methods. Estimating confidence intervals includes both central and noncentral distribution approaches.…
Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis.
Bishara, Anthony J; Li, Jiexiang; Nash, Thomas
2018-02-01
When bivariate normality is violated, the default confidence interval of the Pearson correlation can be inaccurate. Two new methods were developed based on the asymptotic sampling distribution of Fisher's z' under the general case where bivariate normality need not be assumed. In Monte Carlo simulations, the most successful of these methods relied on the (Vale & Maurelli, 1983, Psychometrika, 48, 465) family to approximate a distribution via the marginal skewness and kurtosis of the sample data. In Simulation 1, this method provided more accurate confidence intervals of the correlation in non-normal data, at least as compared to no adjustment of the Fisher z' interval, or to adjustment via the sample joint moments. In Simulation 2, this approximate distribution method performed favourably relative to common non-parametric bootstrap methods, but its performance was mixed relative to an observed imposed bootstrap and two other robust methods (PM1 and HC4). No method was completely satisfactory. An advantage of the approximate distribution method, though, is that it can be implemented even without access to raw data if sample skewness and kurtosis are reported, making the method particularly useful for meta-analysis. Supporting information includes R code. © 2017 The British Psychological Society.
NASA Astrophysics Data System (ADS)
Wu, Yunna; Chen, Kaifeng; Xu, Hu; Xu, Chuanbo; Zhang, Haobo; Yang, Meng
2017-12-01
There is insufficient research relating to offshore wind farm site selection in China. The current methods for site selection have some defects. First, information loss is caused by two aspects: the implicit assumption that the probability distribution on the interval number is uniform; and ignoring the value of decision makers' (DMs') common opinion on the criteria information evaluation. Secondly, the difference in DMs' utility function has failed to receive attention. An innovative method is proposed in this article to solve these drawbacks. First, a new form of interval number and its weighted operator are proposed to reflect the uncertainty and reduce information loss. Secondly, a new stochastic dominance degree is proposed to quantify the interval number with a probability distribution. Thirdly, a two-stage method integrating the weighted operator with stochastic dominance degree is proposed to evaluate the alternatives. Finally, a case from China proves the effectiveness of this method.
The Applicability of Confidence Intervals of Quantiles for the Generalized Logistic Distribution
NASA Astrophysics Data System (ADS)
Shin, H.; Heo, J.; Kim, T.; Jung, Y.
2007-12-01
The generalized logistic (GL) distribution has been widely used for frequency analysis. However, there is a little study related to the confidence intervals that indicate the prediction accuracy of distribution for the GL distribution. In this paper, the estimation of the confidence intervals of quantiles for the GL distribution is presented based on the method of moments (MOM), maximum likelihood (ML), and probability weighted moments (PWM) and the asymptotic variances of each quantile estimator are derived as functions of the sample sizes, return periods, and parameters. Monte Carlo simulation experiments are also performed to verify the applicability of the derived confidence intervals of quantile. As the results, the relative bias (RBIAS) and relative root mean square error (RRMSE) of the confidence intervals generally increase as return period increases and reverse as sample size increases. And PWM for estimating the confidence intervals performs better than the other methods in terms of RRMSE when the data is almost symmetric while ML shows the smallest RBIAS and RRMSE when the data is more skewed and sample size is moderately large. The GL model was applied to fit the distribution of annual maximum rainfall data. The results show that there are little differences in the estimated quantiles between ML and PWM while distinct differences in MOM.
Confidence Intervals for True Scores Using the Skew-Normal Distribution
ERIC Educational Resources Information Center
Garcia-Perez, Miguel A.
2010-01-01
A recent comparative analysis of alternative interval estimation approaches and procedures has shown that confidence intervals (CIs) for true raw scores determined with the Score method--which uses the normal approximation to the binomial distribution--have actual coverage probabilities that are closest to their nominal level. It has also recently…
Four applications of permutation methods to testing a single-mediator model.
Taylor, Aaron B; MacKinnon, David P
2012-09-01
Four applications of permutation tests to the single-mediator model are described and evaluated in this study. Permutation tests work by rearranging data in many possible ways in order to estimate the sampling distribution for the test statistic. The four applications to mediation evaluated here are the permutation test of ab, the permutation joint significance test, and the noniterative and iterative permutation confidence intervals for ab. A Monte Carlo simulation study was used to compare these four tests with the four best available tests for mediation found in previous research: the joint significance test, the distribution of the product test, and the percentile and bias-corrected bootstrap tests. We compared the different methods on Type I error, power, and confidence interval coverage. The noniterative permutation confidence interval for ab was the best performer among the new methods. It successfully controlled Type I error, had power nearly as good as the most powerful existing methods, and had better coverage than any existing method. The iterative permutation confidence interval for ab had lower power than do some existing methods, but it performed better than any other method in terms of coverage. The permutation confidence interval methods are recommended when estimating a confidence interval is a primary concern. SPSS and SAS macros that estimate these confidence intervals are provided.
Cooley, Richard L.
1993-01-01
A new method is developed to efficiently compute exact Scheffé-type confidence intervals for output (or other function of parameters) g(β) derived from a groundwater flow model. The method is general in that parameter uncertainty can be specified by any statistical distribution having a log probability density function (log pdf) that can be expanded in a Taylor series. However, for this study parameter uncertainty is specified by a statistical multivariate beta distribution that incorporates hydrogeologic information in the form of the investigator's best estimates of parameters and a grouping of random variables representing possible parameter values so that each group is defined by maximum and minimum bounds and an ordering according to increasing value. The new method forms the confidence intervals from maximum and minimum limits of g(β) on a contour of a linear combination of (1) the quadratic form for the parameters used by Cooley and Vecchia (1987) and (2) the log pdf for the multivariate beta distribution. Three example problems are used to compare characteristics of the confidence intervals for hydraulic head obtained using different weights for the linear combination. Different weights generally produced similar confidence intervals, whereas the method of Cooley and Vecchia (1987) often produced much larger confidence intervals.
Machine learning approaches for estimation of prediction interval for the model output.
Shrestha, Durga L; Solomatine, Dimitri P
2006-03-01
A novel method for estimating prediction uncertainty using machine learning techniques is presented. Uncertainty is expressed in the form of the two quantiles (constituting the prediction interval) of the underlying distribution of prediction errors. The idea is to partition the input space into different zones or clusters having similar model errors using fuzzy c-means clustering. The prediction interval is constructed for each cluster on the basis of empirical distributions of the errors associated with all instances belonging to the cluster under consideration and propagated from each cluster to the examples according to their membership grades in each cluster. Then a regression model is built for in-sample data using computed prediction limits as targets, and finally, this model is applied to estimate the prediction intervals (limits) for out-of-sample data. The method was tested on artificial and real hydrologic data sets using various machine learning techniques. Preliminary results show that the method is superior to other methods estimating the prediction interval. A new method for evaluating performance for estimating prediction interval is proposed as well.
Buffered coscheduling for parallel programming and enhanced fault tolerance
Petrini, Fabrizio [Los Alamos, NM; Feng, Wu-chun [Los Alamos, NM
2006-01-31
A computer implemented method schedules processor jobs on a network of parallel machine processors or distributed system processors. Control information communications generated by each process performed by each processor during a defined time interval is accumulated in buffers, where adjacent time intervals are separated by strobe intervals for a global exchange of control information. A global exchange of the control information communications at the end of each defined time interval is performed during an intervening strobe interval so that each processor is informed by all of the other processors of the number of incoming jobs to be received by each processor in a subsequent time interval. The buffered coscheduling method of this invention also enhances the fault tolerance of a network of parallel machine processors or distributed system processors
Resampling methods in Microsoft Excel® for estimating reference intervals
Theodorsson, Elvar
2015-01-01
Computer- intensive resampling/bootstrap methods are feasible when calculating reference intervals from non-Gaussian or small reference samples. Microsoft Excel® in version 2010 or later includes natural functions, which lend themselves well to this purpose including recommended interpolation procedures for estimating 2.5 and 97.5 percentiles. The purpose of this paper is to introduce the reader to resampling estimation techniques in general and in using Microsoft Excel® 2010 for the purpose of estimating reference intervals in particular. Parametric methods are preferable to resampling methods when the distributions of observations in the reference samples is Gaussian or can transformed to that distribution even when the number of reference samples is less than 120. Resampling methods are appropriate when the distribution of data from the reference samples is non-Gaussian and in case the number of reference individuals and corresponding samples are in the order of 40. At least 500-1000 random samples with replacement should be taken from the results of measurement of the reference samples. PMID:26527366
Resampling methods in Microsoft Excel® for estimating reference intervals.
Theodorsson, Elvar
2015-01-01
Computer-intensive resampling/bootstrap methods are feasible when calculating reference intervals from non-Gaussian or small reference samples. Microsoft Excel® in version 2010 or later includes natural functions, which lend themselves well to this purpose including recommended interpolation procedures for estimating 2.5 and 97.5 percentiles. The purpose of this paper is to introduce the reader to resampling estimation techniques in general and in using Microsoft Excel® 2010 for the purpose of estimating reference intervals in particular. Parametric methods are preferable to resampling methods when the distributions of observations in the reference samples is Gaussian or can transformed to that distribution even when the number of reference samples is less than 120. Resampling methods are appropriate when the distribution of data from the reference samples is non-Gaussian and in case the number of reference individuals and corresponding samples are in the order of 40. At least 500-1000 random samples with replacement should be taken from the results of measurement of the reference samples.
On Some Confidence Intervals for Estimating the Mean of a Skewed Population
ERIC Educational Resources Information Center
Shi, W.; Kibria, B. M. Golam
2007-01-01
A number of methods are available in the literature to measure confidence intervals. Here, confidence intervals for estimating the population mean of a skewed distribution are considered. This note proposes two alternative confidence intervals, namely, Median t and Mad t, which are simple adjustments to the Student's t confidence interval. In…
Tian, Guo-Liang; Li, Hui-Qiong
2017-08-01
Some existing confidence interval methods and hypothesis testing methods in the analysis of a contingency table with incomplete observations in both margins entirely depend on an underlying assumption that the sampling distribution of the observed counts is a product of independent multinomial/binomial distributions for complete and incomplete counts. However, it can be shown that this independency assumption is incorrect and can result in unreliable conclusions because of the under-estimation of the uncertainty. Therefore, the first objective of this paper is to derive the valid joint sampling distribution of the observed counts in a contingency table with incomplete observations in both margins. The second objective is to provide a new framework for analyzing incomplete contingency tables based on the derived joint sampling distribution of the observed counts by developing a Fisher scoring algorithm to calculate maximum likelihood estimates of parameters of interest, the bootstrap confidence interval methods, and the bootstrap testing hypothesis methods. We compare the differences between the valid sampling distribution and the sampling distribution under the independency assumption. Simulation studies showed that average/expected confidence-interval widths of parameters based on the sampling distribution under the independency assumption are shorter than those based on the new sampling distribution, yielding unrealistic results. A real data set is analyzed to illustrate the application of the new sampling distribution for incomplete contingency tables and the analysis results again confirm the conclusions obtained from the simulation studies.
Heterogeneous Data Fusion Method to Estimate Travel Time Distributions in Congested Road Networks
Lam, William H. K.; Li, Qingquan
2017-01-01
Travel times in congested urban road networks are highly stochastic. Provision of travel time distribution information, including both mean and variance, can be very useful for travelers to make reliable path choice decisions to ensure higher probability of on-time arrival. To this end, a heterogeneous data fusion method is proposed to estimate travel time distributions by fusing heterogeneous data from point and interval detectors. In the proposed method, link travel time distributions are first estimated from point detector observations. The travel time distributions of links without point detectors are imputed based on their spatial correlations with links that have point detectors. The estimated link travel time distributions are then fused with path travel time distributions obtained from the interval detectors using Dempster-Shafer evidence theory. Based on fused path travel time distribution, an optimization technique is further introduced to update link travel time distributions and their spatial correlations. A case study was performed using real-world data from Hong Kong and showed that the proposed method obtained accurate and robust estimations of link and path travel time distributions in congested road networks. PMID:29210978
Heterogeneous Data Fusion Method to Estimate Travel Time Distributions in Congested Road Networks.
Shi, Chaoyang; Chen, Bi Yu; Lam, William H K; Li, Qingquan
2017-12-06
Travel times in congested urban road networks are highly stochastic. Provision of travel time distribution information, including both mean and variance, can be very useful for travelers to make reliable path choice decisions to ensure higher probability of on-time arrival. To this end, a heterogeneous data fusion method is proposed to estimate travel time distributions by fusing heterogeneous data from point and interval detectors. In the proposed method, link travel time distributions are first estimated from point detector observations. The travel time distributions of links without point detectors are imputed based on their spatial correlations with links that have point detectors. The estimated link travel time distributions are then fused with path travel time distributions obtained from the interval detectors using Dempster-Shafer evidence theory. Based on fused path travel time distribution, an optimization technique is further introduced to update link travel time distributions and their spatial correlations. A case study was performed using real-world data from Hong Kong and showed that the proposed method obtained accurate and robust estimations of link and path travel time distributions in congested road networks.
Robust Confidence Interval for a Ratio of Standard Deviations
ERIC Educational Resources Information Center
Bonett, Douglas G.
2006-01-01
Comparing variability of test scores across alternate forms, test conditions, or subpopulations is a fundamental problem in psychometrics. A confidence interval for a ratio of standard deviations is proposed that performs as well as the classic method with normal distributions and performs dramatically better with nonnormal distributions. A simple…
Mukhopadhyay, Nitai D; Sampson, Andrew J; Deniz, Daniel; Alm Carlsson, Gudrun; Williamson, Jeffrey; Malusek, Alexandr
2012-01-01
Correlated sampling Monte Carlo methods can shorten computing times in brachytherapy treatment planning. Monte Carlo efficiency is typically estimated via efficiency gain, defined as the reduction in computing time by correlated sampling relative to conventional Monte Carlo methods when equal statistical uncertainties have been achieved. The determination of the efficiency gain uncertainty arising from random effects, however, is not a straightforward task specially when the error distribution is non-normal. The purpose of this study is to evaluate the applicability of the F distribution and standardized uncertainty propagation methods (widely used in metrology to estimate uncertainty of physical measurements) for predicting confidence intervals about efficiency gain estimates derived from single Monte Carlo runs using fixed-collision correlated sampling in a simplified brachytherapy geometry. A bootstrap based algorithm was used to simulate the probability distribution of the efficiency gain estimates and the shortest 95% confidence interval was estimated from this distribution. It was found that the corresponding relative uncertainty was as large as 37% for this particular problem. The uncertainty propagation framework predicted confidence intervals reasonably well; however its main disadvantage was that uncertainties of input quantities had to be calculated in a separate run via a Monte Carlo method. The F distribution noticeably underestimated the confidence interval. These discrepancies were influenced by several photons with large statistical weights which made extremely large contributions to the scored absorbed dose difference. The mechanism of acquiring high statistical weights in the fixed-collision correlated sampling method was explained and a mitigation strategy was proposed. Copyright © 2011 Elsevier Ltd. All rights reserved.
Sun, J
1995-09-01
In this paper we discuss the non-parametric estimation of a distribution function based on incomplete data for which the measurement origin of a survival time or the date of enrollment in a study is known only to belong to an interval. Also the survival time of interest itself is observed from a truncated distribution and is known only to lie in an interval. To estimate the distribution function, a simple self-consistency algorithm, a generalization of Turnbull's (1976, Journal of the Royal Statistical Association, Series B 38, 290-295) self-consistency algorithm, is proposed. This method is then used to analyze two AIDS cohort studies, for which direct use of the EM algorithm (Dempster, Laird and Rubin, 1976, Journal of the Royal Statistical Association, Series B 39, 1-38), which is computationally complicated, has previously been the usual method of the analysis.
Daly, Caitlin H; Higgins, Victoria; Adeli, Khosrow; Grey, Vijay L; Hamid, Jemila S
2017-12-01
To statistically compare and evaluate commonly used methods of estimating reference intervals and to determine which method is best based on characteristics of the distribution of various data sets. Three approaches for estimating reference intervals, i.e. parametric, non-parametric, and robust, were compared with simulated Gaussian and non-Gaussian data. The hierarchy of the performances of each method was examined based on bias and measures of precision. The findings of the simulation study were illustrated through real data sets. In all Gaussian scenarios, the parametric approach provided the least biased and most precise estimates. In non-Gaussian scenarios, no single method provided the least biased and most precise estimates for both limits of a reference interval across all sample sizes, although the non-parametric approach performed the best for most scenarios. The hierarchy of the performances of the three methods was only impacted by sample size and skewness. Differences between reference interval estimates established by the three methods were inflated by variability. Whenever possible, laboratories should attempt to transform data to a Gaussian distribution and use the parametric approach to obtain the most optimal reference intervals. When this is not possible, laboratories should consider sample size and skewness as factors in their choice of reference interval estimation method. The consequences of false positives or false negatives may also serve as factors in this decision. Copyright © 2017 The Canadian Society of Clinical Chemists. Published by Elsevier Inc. All rights reserved.
One-way ANOVA based on interval information
NASA Astrophysics Data System (ADS)
Hesamian, Gholamreza
2016-08-01
This paper deals with extending the one-way analysis of variance (ANOVA) to the case where the observed data are represented by closed intervals rather than real numbers. In this approach, first a notion of interval random variable is introduced. Especially, a normal distribution with interval parameters is introduced to investigate hypotheses about the equality of interval means or test the homogeneity of interval variances assumption. Moreover, the least significant difference (LSD method) for investigating multiple comparison of interval means is developed when the null hypothesis about the equality of means is rejected. Then, at a given interval significance level, an index is applied to compare the interval test statistic and the related interval critical value as a criterion to accept or reject the null interval hypothesis of interest. Finally, the method of decision-making leads to some degrees to accept or reject the interval hypotheses. An applied example will be used to show the performance of this method.
NASA Astrophysics Data System (ADS)
Christen, Alejandra; Escarate, Pedro; Curé, Michel; Rial, Diego F.; Cassetti, Julia
2016-10-01
Aims: Knowing the distribution of stellar rotational velocities is essential for understanding stellar evolution. Because we measure the projected rotational speed v sin I, we need to solve an ill-posed problem given by a Fredholm integral of the first kind to recover the "true" rotational velocity distribution. Methods: After discretization of the Fredholm integral we apply the Tikhonov regularization method to obtain directly the probability distribution function for stellar rotational velocities. We propose a simple and straightforward procedure to determine the Tikhonov parameter. We applied Monte Carlo simulations to prove that the Tikhonov method is a consistent estimator and asymptotically unbiased. Results: This method is applied to a sample of cluster stars. We obtain confidence intervals using a bootstrap method. Our results are in close agreement with those obtained using the Lucy method for recovering the probability density distribution of rotational velocities. Furthermore, Lucy estimation lies inside our confidence interval. Conclusions: Tikhonov regularization is a highly robust method that deconvolves the rotational velocity probability density function from a sample of v sin I data directly without the need for any convergence criteria.
Interval sampling methods and measurement error: a computer simulation.
Wirth, Oliver; Slaven, James; Taylor, Matthew A
2014-01-01
A simulation study was conducted to provide a more thorough account of measurement error associated with interval sampling methods. A computer program simulated the application of momentary time sampling, partial-interval recording, and whole-interval recording methods on target events randomly distributed across an observation period. The simulation yielded measures of error for multiple combinations of observation period, interval duration, event duration, and cumulative event duration. The simulations were conducted up to 100 times to yield measures of error variability. Although the present simulation confirmed some previously reported characteristics of interval sampling methods, it also revealed many new findings that pertain to each method's inherent strengths and weaknesses. The analysis and resulting error tables can help guide the selection of the most appropriate sampling method for observation-based behavioral assessments. © Society for the Experimental Analysis of Behavior.
Publication Bias in Meta-Analysis: Confidence Intervals for Rosenthal's Fail-Safe Number.
Fragkos, Konstantinos C; Tsagris, Michail; Frangos, Christos C
2014-01-01
The purpose of the present paper is to assess the efficacy of confidence intervals for Rosenthal's fail-safe number. Although Rosenthal's estimator is highly used by researchers, its statistical properties are largely unexplored. First of all, we developed statistical theory which allowed us to produce confidence intervals for Rosenthal's fail-safe number. This was produced by discerning whether the number of studies analysed in a meta-analysis is fixed or random. Each case produces different variance estimators. For a given number of studies and a given distribution, we provided five variance estimators. Confidence intervals are examined with a normal approximation and a nonparametric bootstrap. The accuracy of the different confidence interval estimates was then tested by methods of simulation under different distributional assumptions. The half normal distribution variance estimator has the best probability coverage. Finally, we provide a table of lower confidence intervals for Rosenthal's estimator.
Publication Bias in Meta-Analysis: Confidence Intervals for Rosenthal's Fail-Safe Number
Fragkos, Konstantinos C.; Tsagris, Michail; Frangos, Christos C.
2014-01-01
The purpose of the present paper is to assess the efficacy of confidence intervals for Rosenthal's fail-safe number. Although Rosenthal's estimator is highly used by researchers, its statistical properties are largely unexplored. First of all, we developed statistical theory which allowed us to produce confidence intervals for Rosenthal's fail-safe number. This was produced by discerning whether the number of studies analysed in a meta-analysis is fixed or random. Each case produces different variance estimators. For a given number of studies and a given distribution, we provided five variance estimators. Confidence intervals are examined with a normal approximation and a nonparametric bootstrap. The accuracy of the different confidence interval estimates was then tested by methods of simulation under different distributional assumptions. The half normal distribution variance estimator has the best probability coverage. Finally, we provide a table of lower confidence intervals for Rosenthal's estimator. PMID:27437470
O'Gorman, Thomas W
2018-05-01
In the last decade, it has been shown that an adaptive testing method could be used, along with the Robbins-Monro search procedure, to obtain confidence intervals that are often narrower than traditional confidence intervals. However, these confidence interval limits require a great deal of computation and some familiarity with stochastic search methods. We propose a method for estimating the limits of confidence intervals that uses only a few tests of significance. We compare these limits to those obtained by a lengthy Robbins-Monro stochastic search and find that the proposed method is nearly as accurate as the Robbins-Monro search. Adaptive confidence intervals that are produced by the proposed method are often narrower than traditional confidence intervals when the distributions are long-tailed, skewed, or bimodal. Moreover, the proposed method of estimating confidence interval limits is easy to understand, because it is based solely on the p-values from a few tests of significance.
NASA Astrophysics Data System (ADS)
Endreny, Theodore A.; Pashiardis, Stelios
2007-02-01
SummaryRobust and accurate estimates of rainfall frequencies are difficult to make with short, and arid-climate, rainfall records, however new regional and global methods were used to supplement such a constrained 15-34 yr record in Cyprus. The impact of supplementing rainfall frequency analysis with the regional and global approaches was measured with relative bias and root mean square error (RMSE) values. Analysis considered 42 stations with 8 time intervals (5-360 min) in four regions delineated by proximity to sea and elevation. Regional statistical algorithms found the sites passed discordancy tests of coefficient of variation, skewness and kurtosis, while heterogeneity tests revealed the regions were homogeneous to mildly heterogeneous. Rainfall depths were simulated in the regional analysis method 500 times, and then goodness of fit tests identified the best candidate distribution as the general extreme value (GEV) Type II. In the regional analysis, the method of L-moments was used to estimate location, shape, and scale parameters. In the global based analysis, the distribution was a priori prescribed as GEV Type II, a shape parameter was a priori set to 0.15, and a time interval term was constructed to use one set of parameters for all time intervals. Relative RMSE values were approximately equal at 10% for the regional and global method when regions were compared, but when time intervals were compared the global method RMSE had a parabolic-shaped time interval trend. Relative bias values were also approximately equal for both methods when regions were compared, but again a parabolic-shaped time interval trend was found for the global method. The global method relative RMSE and bias trended with time interval, which may be caused by fitting a single scale value for all time intervals.
The Distribution of the Product Explains Normal Theory Mediation Confidence Interval Estimation.
Kisbu-Sakarya, Yasemin; MacKinnon, David P; Miočević, Milica
2014-05-01
The distribution of the product has several useful applications. One of these applications is its use to form confidence intervals for the indirect effect as the product of 2 regression coefficients. The purpose of this article is to investigate how the moments of the distribution of the product explain normal theory mediation confidence interval coverage and imbalance. Values of the critical ratio for each random variable are used to demonstrate how the moments of the distribution of the product change across values of the critical ratio observed in research studies. Results of the simulation study showed that as skewness in absolute value increases, coverage decreases. And as skewness in absolute value and kurtosis increases, imbalance increases. The difference between testing the significance of the indirect effect using the normal theory versus the asymmetric distribution of the product is further illustrated with a real data example. This article is the first study to show the direct link between the distribution of the product and indirect effect confidence intervals and clarifies the results of previous simulation studies by showing why normal theory confidence intervals for indirect effects are often less accurate than those obtained from the asymmetric distribution of the product or from resampling methods.
Hyltoft Petersen, Per; Lund, Flemming; Fraser, Callum G; Sandberg, Sverre; Sölétormos, György
2018-01-01
Background Many clinical decisions are based on comparison of patient results with reference intervals. Therefore, an estimation of the analytical performance specifications for the quality that would be required to allow sharing common reference intervals is needed. The International Federation of Clinical Chemistry (IFCC) recommended a minimum of 120 reference individuals to establish reference intervals. This number implies a certain level of quality, which could then be used for defining analytical performance specifications as the maximum combination of analytical bias and imprecision required for sharing common reference intervals, the aim of this investigation. Methods Two methods were investigated for defining the maximum combination of analytical bias and imprecision that would give the same quality of common reference intervals as the IFCC recommendation. Method 1 is based on a formula for the combination of analytical bias and imprecision and Method 2 is based on the Microsoft Excel formula NORMINV including the fractional probability of reference individuals outside each limit and the Gaussian variables of mean and standard deviation. The combinations of normalized bias and imprecision are illustrated for both methods. The formulae are identical for Gaussian and log-Gaussian distributions. Results Method 2 gives the correct results with a constant percentage of 4.4% for all combinations of bias and imprecision. Conclusion The Microsoft Excel formula NORMINV is useful for the estimation of analytical performance specifications for both Gaussian and log-Gaussian distributions of reference intervals.
Krishnamoorthy, K; Oral, Evrim
2017-12-01
Standardized likelihood ratio test (SLRT) for testing the equality of means of several log-normal distributions is proposed. The properties of the SLRT and an available modified likelihood ratio test (MLRT) and a generalized variable (GV) test are evaluated by Monte Carlo simulation and compared. Evaluation studies indicate that the SLRT is accurate even for small samples, whereas the MLRT could be quite liberal for some parameter values, and the GV test is in general conservative and less powerful than the SLRT. Furthermore, a closed-form approximate confidence interval for the common mean of several log-normal distributions is developed using the method of variance estimate recovery, and compared with the generalized confidence interval with respect to coverage probabilities and precision. Simulation studies indicate that the proposed confidence interval is accurate and better than the generalized confidence interval in terms of coverage probabilities. The methods are illustrated using two examples.
Bansal, Ravi; Staib, Lawrence H.; Laine, Andrew F.; Xu, Dongrong; Liu, Jun; Posecion, Lainie F.; Peterson, Bradley S.
2010-01-01
Images from different individuals typically cannot be registered precisely because anatomical features within the images differ across the people imaged and because the current methods for image registration have inherent technological limitations that interfere with perfect registration. Quantifying the inevitable error in image registration is therefore of crucial importance in assessing the effects that image misregistration may have on subsequent analyses in an imaging study. We have developed a mathematical framework for quantifying errors in registration by computing the confidence intervals of the estimated parameters (3 translations, 3 rotations, and 1 global scale) for the similarity transformation. The presence of noise in images and the variability in anatomy across individuals ensures that estimated registration parameters are always random variables. We assume a functional relation among intensities across voxels in the images, and we use the theory of nonlinear, least-squares estimation to show that the parameters are multivariate Gaussian distributed. We then use the covariance matrix of this distribution to compute the confidence intervals of the transformation parameters. These confidence intervals provide a quantitative assessment of the registration error across the images. Because transformation parameters are nonlinearly related to the coordinates of landmark points in the brain, we subsequently show that the coordinates of those landmark points are also multivariate Gaussian distributed. Using these distributions, we then compute the confidence intervals of the coordinates for landmark points in the image. Each of these confidence intervals in turn provides a quantitative assessment of the registration error at a particular landmark point. Because our method is computationally intensive, however, its current implementation is limited to assessing the error of the parameters in the similarity transformation across images. We assessed the performance of our method in computing the error in estimated similarity parameters by applying that method to real world dataset. Our results showed that the size of the confidence intervals computed using our method decreased – i.e. our confidence in the registration of images from different individuals increased – for increasing amounts of blur in the images. Moreover, the size of the confidence intervals increased for increasing amounts of noise, misregistration, and differing anatomy. Thus, our method precisely quantified confidence in the registration of images that contain varying amounts of misregistration and varying anatomy across individuals. PMID:19138877
Xu, Yonghong; Gao, Xiaohuan; Wang, Zhengxi
2014-04-01
Missing data represent a general problem in many scientific fields, especially in medical survival analysis. Dealing with censored data, interpolation method is one of important methods. However, most of the interpolation methods replace the censored data with the exact data, which will distort the real distribution of the censored data and reduce the probability of the real data falling into the interpolation data. In order to solve this problem, we in this paper propose a nonparametric method of estimating the survival function of right-censored and interval-censored data and compare its performance to SC (self-consistent) algorithm. Comparing to the average interpolation and the nearest neighbor interpolation method, the proposed method in this paper replaces the right-censored data with the interval-censored data, and greatly improves the probability of the real data falling into imputation interval. Then it bases on the empirical distribution theory to estimate the survival function of right-censored and interval-censored data. The results of numerical examples and a real breast cancer data set demonstrated that the proposed method had higher accuracy and better robustness for the different proportion of the censored data. This paper provides a good method to compare the clinical treatments performance with estimation of the survival data of the patients. This pro vides some help to the medical survival data analysis.
NASA Astrophysics Data System (ADS)
Kawaguchi, Hiroshi; Hayashi, Toshiyuki; Kato, Toshinori; Okada, Eiji
2004-06-01
Near-infrared (NIR) topography can obtain a topographical distribution of the activated region in the brain cortex. Near-infrared light is strongly scattered in the head, and the volume of tissue sampled by a source-detector pair on the head surface is broadly distributed in the brain. This scattering effect results in poor resolution and contrast in the topographic image of the brain activity. In this study, a one-dimensional distribution of absorption change in a head model is calculated by mapping and reconstruction methods to evaluate the effect of the image reconstruction algorithm and the interval of measurement points for topographic imaging on the accuracy of the topographic image. The light propagation in the head model is predicted by Monte Carlo simulation to obtain the spatial sensitivity profile for a source-detector pair. The measurement points are one-dimensionally arranged on the surface of the model, and the distance between adjacent measurement points is varied from 4 mm to 28 mm. Small intervals of the measurement points improve the topographic image calculated by both the mapping and reconstruction methods. In the conventional mapping method, the limit of the spatial resolution depends upon the interval of the measurement points and spatial sensitivity profile for source-detector pairs. The reconstruction method has advantages over the mapping method which improve the results of one-dimensional analysis when the interval of measurement points is less than 12 mm. The effect of overlapping of spatial sensitivity profiles indicates that the reconstruction method may be effective to improve the spatial resolution of a two-dimensional reconstruction of topographic image obtained with larger interval of measurement points. Near-infrared topography with the reconstruction method potentially obtains an accurate distribution of absorption change in the brain even if the size of absorption change is less than 10 mm.
Tsukerman, B M; Finkel'shteĭn, I E
1987-07-01
A statistical analysis of prolonged ECG records has been carried out in patients with various heart rhythm and conductivity disorders. The distribution of absolute R-R duration values and relationships between adjacent intervals have been examined. A two-step algorithm has been constructed that excludes anomalous and "suspicious" intervals from a sample of consecutively recorded R-R intervals, until only the intervals between contractions of veritably sinus origin remain in the sample. The algorithm has been developed into a programme for microcomputer Electronica NC-80. It operates reliably even in cases of complex combined rhythm and conductivity disorders.
Age-dependent biochemical quantities: an approach for calculating reference intervals.
Bjerner, J
2007-01-01
A parametric method is often preferred when calculating reference intervals for biochemical quantities, as non-parametric methods are less efficient and require more observations/study subjects. Parametric methods are complicated, however, because of three commonly encountered features. First, biochemical quantities seldom display a Gaussian distribution, and there must either be a transformation procedure to obtain such a distribution or a more complex distribution has to be used. Second, biochemical quantities are often dependent on a continuous covariate, exemplified by rising serum concentrations of MUC1 (episialin, CA15.3) with increasing age. Third, outliers often exert substantial influence on parametric estimations and therefore need to be excluded before calculations are made. The International Federation of Clinical Chemistry (IFCC) currently recommends that confidence intervals be calculated for the reference centiles obtained. However, common statistical packages allowing for the adjustment of a continuous covariate do not make this calculation. In the method described in the current study, Tukey's fence is used to eliminate outliers and two-stage transformations (modulus-exponential-normal) in order to render Gaussian distributions. Fractional polynomials are employed to model functions for mean and standard deviations dependent on a covariate, and the model is selected by maximum likelihood. Confidence intervals are calculated for the fitted centiles by combining parameter estimation and sampling uncertainties. Finally, the elimination of outliers was made dependent on covariates by reiteration. Though a good knowledge of statistical theory is needed when performing the analysis, the current method is rewarding because the results are of practical use in patient care.
Bootstrap Prediction Intervals in Non-Parametric Regression with Applications to Anomaly Detection
NASA Technical Reports Server (NTRS)
Kumar, Sricharan; Srivistava, Ashok N.
2012-01-01
Prediction intervals provide a measure of the probable interval in which the outputs of a regression model can be expected to occur. Subsequently, these prediction intervals can be used to determine if the observed output is anomalous or not, conditioned on the input. In this paper, a procedure for determining prediction intervals for outputs of nonparametric regression models using bootstrap methods is proposed. Bootstrap methods allow for a non-parametric approach to computing prediction intervals with no specific assumptions about the sampling distribution of the noise or the data. The asymptotic fidelity of the proposed prediction intervals is theoretically proved. Subsequently, the validity of the bootstrap based prediction intervals is illustrated via simulations. Finally, the bootstrap prediction intervals are applied to the problem of anomaly detection on aviation data.
Recurrence interval analysis of trading volumes
NASA Astrophysics Data System (ADS)
Ren, Fei; Zhou, Wei-Xing
2010-06-01
We study the statistical properties of the recurrence intervals τ between successive trading volumes exceeding a certain threshold q . The recurrence interval analysis is carried out for the 20 liquid Chinese stocks covering a period from January 2000 to May 2009, and two Chinese indices from January 2003 to April 2009. Similar to the recurrence interval distribution of the price returns, the tail of the recurrence interval distribution of the trading volumes follows a power-law scaling, and the results are verified by the goodness-of-fit tests using the Kolmogorov-Smirnov (KS) statistic, the weighted KS statistic and the Cramér-von Mises criterion. The measurements of the conditional probability distribution and the detrended fluctuation function show that both short-term and long-term memory effects exist in the recurrence intervals between trading volumes. We further study the relationship between trading volumes and price returns based on the recurrence interval analysis method. It is found that large trading volumes are more likely to occur following large price returns, and the comovement between trading volumes and price returns is more pronounced for large trading volumes.
Recurrence interval analysis of trading volumes.
Ren, Fei; Zhou, Wei-Xing
2010-06-01
We study the statistical properties of the recurrence intervals τ between successive trading volumes exceeding a certain threshold q. The recurrence interval analysis is carried out for the 20 liquid Chinese stocks covering a period from January 2000 to May 2009, and two Chinese indices from January 2003 to April 2009. Similar to the recurrence interval distribution of the price returns, the tail of the recurrence interval distribution of the trading volumes follows a power-law scaling, and the results are verified by the goodness-of-fit tests using the Kolmogorov-Smirnov (KS) statistic, the weighted KS statistic and the Cramér-von Mises criterion. The measurements of the conditional probability distribution and the detrended fluctuation function show that both short-term and long-term memory effects exist in the recurrence intervals between trading volumes. We further study the relationship between trading volumes and price returns based on the recurrence interval analysis method. It is found that large trading volumes are more likely to occur following large price returns, and the comovement between trading volumes and price returns is more pronounced for large trading volumes.
Black, Andrew J.; Ross, Joshua V.
2013-01-01
The clinical serial interval of an infectious disease is the time between date of symptom onset in an index case and the date of symptom onset in one of its secondary cases. It is a quantity which is commonly collected during a pandemic and is of fundamental importance to public health policy and mathematical modelling. In this paper we present a novel method for calculating the serial interval distribution for a Markovian model of household transmission dynamics. This allows the use of Bayesian MCMC methods, with explicit evaluation of the likelihood, to fit to serial interval data and infer parameters of the underlying model. We use simulated and real data to verify the accuracy of our methodology and illustrate the importance of accounting for household size. The output of our approach can be used to produce posterior distributions of population level epidemic characteristics. PMID:24023679
Gengsheng Qin; Davis, Angela E; Jing, Bing-Yi
2011-06-01
For a continuous-scale diagnostic test, it is often of interest to find the range of the sensitivity of the test at the cut-off that yields a desired specificity. In this article, we first define a profile empirical likelihood ratio for the sensitivity of a continuous-scale diagnostic test and show that its limiting distribution is a scaled chi-square distribution. We then propose two new empirical likelihood-based confidence intervals for the sensitivity of the test at a fixed level of specificity by using the scaled chi-square distribution. Simulation studies are conducted to compare the finite sample performance of the newly proposed intervals with the existing intervals for the sensitivity in terms of coverage probability. A real example is used to illustrate the application of the recommended methods.
Reclaimed mineland curve number response to temporal distribution of rainfall
Warner, R.C.; Agouridis, C.T.; Vingralek, P.T.; Fogle, A.W.
2010-01-01
The curve number (CN) method is a common technique to estimate runoff volume, and it is widely used in coal mining operations such as those in the Appalachian region of Kentucky. However, very little CN data are available for watersheds disturbed by surface mining and then reclaimed using traditional techniques. Furthermore, as the CN method does not readily account for variations in infiltration rates due to varying rainfall distributions, the selection of a single CN value to encompass all temporal rainfall distributions could lead engineers to substantially under- or over-size water detention structures used in mining operations or other land uses such as development. Using rainfall and runoff data from a surface coal mine located in the Cumberland Plateau of eastern Kentucky, CNs were computed for conventionally reclaimed lands. The effects of temporal rainfall distributions on CNs was also examined by classifying storms as intense, steady, multi-interval intense, or multi-interval steady. Results indicate that CNs for such reclaimed lands ranged from 62 to 94 with a mean value of 85. Temporal rainfall distributions were also shown to significantly affect CN values with intense storms having significantly higher CNs than multi-interval storms. These results indicate that a period of recovery is present between rainfall bursts of a multi-interval storm that allows depressional storage and infiltration rates to rebound. ?? 2010 American Water Resources Association.
Estimation of reference intervals from small samples: an example using canine plasma creatinine.
Geffré, A; Braun, J P; Trumel, C; Concordet, D
2009-12-01
According to international recommendations, reference intervals should be determined from at least 120 reference individuals, which often are impossible to achieve in veterinary clinical pathology, especially for wild animals. When only a small number of reference subjects is available, the possible bias cannot be known and the normality of the distribution cannot be evaluated. A comparison of reference intervals estimated by different methods could be helpful. The purpose of this study was to compare reference limits determined from a large set of canine plasma creatinine reference values, and large subsets of this data, with estimates obtained from small samples selected randomly. Twenty sets each of 120 and 27 samples were randomly selected from a set of 1439 plasma creatinine results obtained from healthy dogs in another study. Reference intervals for the whole sample and for the large samples were determined by a nonparametric method. The estimated reference limits for the small samples were minimum and maximum, mean +/- 2 SD of native and Box-Cox-transformed values, 2.5th and 97.5th percentiles by a robust method on native and Box-Cox-transformed values, and estimates from diagrams of cumulative distribution functions. The whole sample had a heavily skewed distribution, which approached Gaussian after Box-Cox transformation. The reference limits estimated from small samples were highly variable. The closest estimates to the 1439-result reference interval for 27-result subsamples were obtained by both parametric and robust methods after Box-Cox transformation but were grossly erroneous in some cases. For small samples, it is recommended that all values be reported graphically in a dot plot or histogram and that estimates of the reference limits be compared using different methods.
Power in Bayesian Mediation Analysis for Small Sample Research
Miočević, Milica; MacKinnon, David P.; Levy, Roy
2018-01-01
It was suggested that Bayesian methods have potential for increasing power in mediation analysis (Koopman, Howe, Hollenbeck, & Sin, 2015; Yuan & MacKinnon, 2009). This paper compares the power of Bayesian credibility intervals for the mediated effect to the power of normal theory, distribution of the product, percentile, and bias-corrected bootstrap confidence intervals at N≤ 200. Bayesian methods with diffuse priors have power comparable to the distribution of the product and bootstrap methods, and Bayesian methods with informative priors had the most power. Varying degrees of precision of prior distributions were also examined. Increased precision led to greater power only when N≥ 100 and the effects were small, N < 60 and the effects were large, and N < 200 and the effects were medium. An empirical example from psychology illustrated a Bayesian analysis of the single mediator model from prior selection to interpreting results. PMID:29662296
Power in Bayesian Mediation Analysis for Small Sample Research.
Miočević, Milica; MacKinnon, David P; Levy, Roy
2017-01-01
It was suggested that Bayesian methods have potential for increasing power in mediation analysis (Koopman, Howe, Hollenbeck, & Sin, 2015; Yuan & MacKinnon, 2009). This paper compares the power of Bayesian credibility intervals for the mediated effect to the power of normal theory, distribution of the product, percentile, and bias-corrected bootstrap confidence intervals at N≤ 200. Bayesian methods with diffuse priors have power comparable to the distribution of the product and bootstrap methods, and Bayesian methods with informative priors had the most power. Varying degrees of precision of prior distributions were also examined. Increased precision led to greater power only when N≥ 100 and the effects were small, N < 60 and the effects were large, and N < 200 and the effects were medium. An empirical example from psychology illustrated a Bayesian analysis of the single mediator model from prior selection to interpreting results.
Characterization of Fissile Assemblies Using Low-Efficiency Detection Systems
Chapline, George F.; Verbeke, Jerome M.
2017-02-02
Here, we have investigated the possibility that the amount, chemical form, multiplication, and shape of the fissile material in an assembly can be passively assayed using scintillator detection systems by only measuring the fast neutron pulse height distribution and distribution of time intervals Δt between fast neutrons. We have previously demonstrated that the alpha-ratio can be obtained from the observed pulse height distribution for fast neutrons. In this paper we report that we report that when the distribution of time intervals is plotted as a function of logΔt, the position of the correlated neutron peak is nearly independent of detectormore » efficiency and determines the internal relaxation rate for fast neutrons. If this information is combined with knowledge of the alpha-ratio, then the position of the minimum between the correlated and uncorrelated peaks can be used to rapidly estimate the mass, multiplication, and shape of fissile material. This method does not require a priori knowledge of either the efficiency for neutron detection or the alpha-ratio. Although our method neglects 3-neutron correlations, we have used previously obtained experimental data for metallic and oxide forms of Pu to demonstrate that our method yields good estimates for multiplications as large as 2, and that the only constraint on detector efficiency/observation time is that a peak in the interval time distribution due to correlated neutrons is visible.« less
Parsons, Tom
2008-01-01
Paleoearthquake observations often lack enough events at a given site to directly define a probability density function (PDF) for earthquake recurrence. Sites with fewer than 10-15 intervals do not provide enough information to reliably determine the shape of the PDF using standard maximum-likelihood techniques [e.g., Ellsworth et al., 1999]. In this paper I present a method that attempts to fit wide ranges of distribution parameters to short paleoseismic series. From repeated Monte Carlo draws, it becomes possible to quantitatively estimate most likely recurrence PDF parameters, and a ranked distribution of parameters is returned that can be used to assess uncertainties in hazard calculations. In tests on short synthetic earthquake series, the method gives results that cluster around the mean of the input distribution, whereas maximum likelihood methods return the sample means [e.g., NIST/SEMATECH, 2006]. For short series (fewer than 10 intervals), sample means tend to reflect the median of an asymmetric recurrence distribution, possibly leading to an overestimate of the hazard should they be used in probability calculations. Therefore a Monte Carlo approach may be useful for assessing recurrence from limited paleoearthquake records. Further, the degree of functional dependence among parameters like mean recurrence interval and coefficient of variation can be established. The method is described for use with time-independent and time-dependent PDF?s, and results from 19 paleoseismic sequences on strike-slip faults throughout the state of California are given.
Parsons, T.
2008-01-01
Paleoearthquake observations often lack enough events at a given site to directly define a probability density function (PDF) for earthquake recurrence. Sites with fewer than 10-15 intervals do not provide enough information to reliably determine the shape of the PDF using standard maximum-likelihood techniques (e.g., Ellsworth et al., 1999). In this paper I present a method that attempts to fit wide ranges of distribution parameters to short paleoseismic series. From repeated Monte Carlo draws, it becomes possible to quantitatively estimate most likely recurrence PDF parameters, and a ranked distribution of parameters is returned that can be used to assess uncertainties in hazard calculations. In tests on short synthetic earthquake series, the method gives results that cluster around the mean of the input distribution, whereas maximum likelihood methods return the sample means (e.g., NIST/SEMATECH, 2006). For short series (fewer than 10 intervals), sample means tend to reflect the median of an asymmetric recurrence distribution, possibly leading to an overestimate of the hazard should they be used in probability calculations. Therefore a Monte Carlo approach may be useful for assessing recurrence from limited paleoearthquake records. Further, the degree of functional dependence among parameters like mean recurrence interval and coefficient of variation can be established. The method is described for use with time-independent and time-dependent PDFs, and results from 19 paleoseismic sequences on strike-slip faults throughout the state of California are given.
A single-loop optimization method for reliability analysis with second order uncertainty
NASA Astrophysics Data System (ADS)
Xie, Shaojun; Pan, Baisong; Du, Xiaoping
2015-08-01
Reliability analysis may involve random variables and interval variables. In addition, some of the random variables may have interval distribution parameters owing to limited information. This kind of uncertainty is called second order uncertainty. This article develops an efficient reliability method for problems involving the three aforementioned types of uncertain input variables. The analysis produces the maximum and minimum reliability and is computationally demanding because two loops are needed: a reliability analysis loop with respect to random variables and an interval analysis loop for extreme responses with respect to interval variables. The first order reliability method and nonlinear optimization are used for the two loops, respectively. For computational efficiency, the two loops are combined into a single loop by treating the Karush-Kuhn-Tucker (KKT) optimal conditions of the interval analysis as constraints. Three examples are presented to demonstrate the proposed method.
H. T. Schreuder; M. S. Williams
2000-01-01
In simulation sampling from forest populations using sample sizes of 20, 40, and 60 plots respectively, confidence intervals based on the bootstrap (accelerated, percentile, and t-distribution based) were calculated and compared with those based on the classical t confidence intervals for mapped populations and subdomains within those populations. A 68.1 ha mapped...
NASA Astrophysics Data System (ADS)
Schuckers, Michael E.; Hawley, Anne; Livingstone, Katie; Mramba, Nona
2004-08-01
Confidence intervals are an important way to assess and estimate a parameter. In the case of biometric identification devices, several approaches to confidence intervals for an error rate have been proposed. Here we evaluate six of these methods. To complete this evaluation, we simulate data from a wide variety of parameter values. This data are simulated via a correlated binary distribution. We then determine how well these methods do at what they say they do: capturing the parameter inside the confidence interval. In addition, the average widths of the various confidence intervals are recorded for each set of parameters. The complete results of this simulation are presented graphically for easy comparison. We conclude by making a recommendation regarding which method performs best.
NASA Astrophysics Data System (ADS)
van de Giesen, Nicolaas; Hut, Rolf; ten Veldhuis, Marie-claire
2017-04-01
If one can assume that drop size distributions can be effectively described by a generalized gamma function [1], one can estimate this function on the basis of the distribution of time intervals between drops hitting a certain area. The arrival of a single drop is relatively easy to measure with simple consumer devices such as cameras or piezoelectric elements. Here we present an open-hardware design for the electronics and statistical processing of an intervalometer that measures time intervals between drop arrivals. The specific hardware in this case is a piezoelectric element in an appropriate housing, combined with an instrumentation op-amp and an Arduino processor. Although it would not be too difficult to simply register the arrival times of all drops, it is more practical to only report the main statistics. For this purpose, all intervals below a certain threshold during a reporting interval are summed and counted. We also sum the scaled squares, cubes, and fourth powers of the intervals. On the basis of the first four moments, one can estimate the corresponding generalized gamma function and obtain some sense of the accuracy of the underlying assumptions. Special attention is needed to determine the lower threshold of the drop sizes that can be measured. This minimum size often varies over the area being monitored, such as is the case for piezoelectric elements. We describe a simple method to determine these (distributed) minimal drop sizes and present a bootstrap method to make the necessary corrections. Reference [1] Uijlenhoet, R., and J. N. M. Stricker. "A consistent rainfall parameterization based on the exponential raindrop size distribution." Journal of Hydrology 218, no. 3 (1999): 101-127.
Modelling volatility recurrence intervals in the Chinese commodity futures market
NASA Astrophysics Data System (ADS)
Zhou, Weijie; Wang, Zhengxin; Guo, Haiming
2016-09-01
The law of extreme event occurrence attracts much research. The volatility recurrence intervals of Chinese commodity futures market prices are studied: the results show that the probability distributions of the scaled volatility recurrence intervals have a uniform scaling curve for different thresholds q. So we can deduce the probability distribution of extreme events from normal events. The tail of a scaling curve can be well fitted by a Weibull form, which is significance-tested by KS measures. Both short-term and long-term memories are present in the recurrence intervals with different thresholds q, which denotes that the recurrence intervals can be predicted. In addition, similar to volatility, volatility recurrence intervals also have clustering features. Through Monte Carlo simulation, we artificially synthesise ARMA, GARCH-class sequences similar to the original data, and find out the reason behind the clustering. The larger the parameter d of the FIGARCH model, the stronger the clustering effect is. Finally, we use the Fractionally Integrated Autoregressive Conditional Duration model (FIACD) to analyse the recurrence interval characteristics. The results indicated that the FIACD model may provide a method to analyse volatility recurrence intervals.
Kistner, Emily O; Muller, Keith E
2004-09-01
Intraclass correlation and Cronbach's alpha are widely used to describe reliability of tests and measurements. Even with Gaussian data, exact distributions are known only for compound symmetric covariance (equal variances and equal correlations). Recently, large sample Gaussian approximations were derived for the distribution functions. New exact results allow calculating the exact distribution function and other properties of intraclass correlation and Cronbach's alpha, for Gaussian data with any covariance pattern, not just compound symmetry. Probabilities are computed in terms of the distribution function of a weighted sum of independent chi-square random variables. New F approximations for the distribution functions of intraclass correlation and Cronbach's alpha are much simpler and faster to compute than the exact forms. Assuming the covariance matrix is known, the approximations typically provide sufficient accuracy, even with as few as ten observations. Either the exact or approximate distributions may be used to create confidence intervals around an estimate of reliability. Monte Carlo simulations led to a number of conclusions. Correctly assuming that the covariance matrix is compound symmetric leads to accurate confidence intervals, as was expected from previously known results. However, assuming and estimating a general covariance matrix produces somewhat optimistically narrow confidence intervals with 10 observations. Increasing sample size to 100 gives essentially unbiased coverage. Incorrectly assuming compound symmetry leads to pessimistically large confidence intervals, with pessimism increasing with sample size. In contrast, incorrectly assuming general covariance introduces only a modest optimistic bias in small samples. Hence the new methods seem preferable for creating confidence intervals, except when compound symmetry definitely holds.
Examples of measurement uncertainty evaluations in accordance with the revised GUM
NASA Astrophysics Data System (ADS)
Runje, B.; Horvatic, A.; Alar, V.; Medic, S.; Bosnjakovic, A.
2016-11-01
The paper presents examples of the evaluation of uncertainty components in accordance with the current and revised Guide to the expression of uncertainty in measurement (GUM). In accordance with the proposed revision of the GUM a Bayesian approach was conducted for both type A and type B evaluations.The law of propagation of uncertainty (LPU) and the law of propagation of distribution applied through the Monte Carlo method, (MCM) were used to evaluate associated standard uncertainties, expanded uncertainties and coverage intervals. Furthermore, the influence of the non-Gaussian dominant input quantity and asymmetric distribution of the output quantity y on the evaluation of measurement uncertainty was analyzed. In the case when the probabilistically coverage interval is not symmetric, the coverage interval for the probability P is estimated from the experimental probability density function using the Monte Carlo method. Key highlights of the proposed revision of the GUM were analyzed through a set of examples.
Interval Estimation of Seismic Hazard Parameters
NASA Astrophysics Data System (ADS)
Orlecka-Sikora, Beata; Lasocki, Stanislaw
2017-03-01
The paper considers Poisson temporal occurrence of earthquakes and presents a way to integrate uncertainties of the estimates of mean activity rate and magnitude cumulative distribution function in the interval estimation of the most widely used seismic hazard functions, such as the exceedance probability and the mean return period. The proposed algorithm can be used either when the Gutenberg-Richter model of magnitude distribution is accepted or when the nonparametric estimation is in use. When the Gutenberg-Richter model of magnitude distribution is used the interval estimation of its parameters is based on the asymptotic normality of the maximum likelihood estimator. When the nonparametric kernel estimation of magnitude distribution is used, we propose the iterated bias corrected and accelerated method for interval estimation based on the smoothed bootstrap and second-order bootstrap samples. The changes resulted from the integrated approach in the interval estimation of the seismic hazard functions with respect to the approach, which neglects the uncertainty of the mean activity rate estimates have been studied using Monte Carlo simulations and two real dataset examples. The results indicate that the uncertainty of mean activity rate affects significantly the interval estimates of hazard functions only when the product of activity rate and the time period, for which the hazard is estimated, is no more than 5.0. When this product becomes greater than 5.0, the impact of the uncertainty of cumulative distribution function of magnitude dominates the impact of the uncertainty of mean activity rate in the aggregated uncertainty of the hazard functions. Following, the interval estimates with and without inclusion of the uncertainty of mean activity rate converge. The presented algorithm is generic and can be applied also to capture the propagation of uncertainty of estimates, which are parameters of a multiparameter function, onto this function.
Kwon, Yong Hyun; Kwon, Jung Won; Lee, Myoung Hee
2015-01-01
[Purpose] The purpose of the current study was to compare the effectiveness of motor sequential learning according to two different types of practice schedules, distributed practice schedule (two 12-hour inter-trial intervals) and massed practice schedule (two 10-minute inter-trial intervals) using a serial reaction time (SRT) task. [Subjects and Methods] Thirty healthy subjects were recruited and then randomly and evenly assigned to either the distributed practice group or the massed practice group. All subjects performed three consecutive sessions of the SRT task following one of the two different types of practice schedules. Distributed practice was scheduled for two 12-hour inter-session intervals including sleeping time, whereas massed practice was administered for two 10-minute inter-session intervals. Response time (RT) and response accuracy (RA) were measured in at pre-test, mid-test, and post-test. [Results] For RT, univariate analysis demonstrated significant main effects in the within-group comparison of the three tests as well as the interaction effect of two groups × three tests, whereas the between-group comparison showed no significant effect. The results for RA showed no significant differences in neither the between-group comparison nor the interaction effect of two groups × three tests, whereas the within-group comparison of the three tests showed a significant main effect. [Conclusion] Distributed practice led to enhancement of motor skill acquisition at the first inter-session interval as well as at the second inter-interval the following day, compared to massed practice. Consequentially, the results of this study suggest that a distributed practice schedule can enhance the effectiveness of motor sequential learning in 1-day learning as well as for two days learning formats compared to massed practice. PMID:25931727
Modeling stream fish distributions using interval-censored detection times.
Ferreira, Mário; Filipe, Ana Filipa; Bardos, David C; Magalhães, Maria Filomena; Beja, Pedro
2016-08-01
Controlling for imperfect detection is important for developing species distribution models (SDMs). Occupancy-detection models based on the time needed to detect a species can be used to address this problem, but this is hindered when times to detection are not known precisely. Here, we extend the time-to-detection model to deal with detections recorded in time intervals and illustrate the method using a case study on stream fish distribution modeling. We collected electrofishing samples of six fish species across a Mediterranean watershed in Northeast Portugal. Based on a Bayesian hierarchical framework, we modeled the probability of water presence in stream channels, and the probability of species occupancy conditional on water presence, in relation to environmental and spatial variables. We also modeled time-to-first detection conditional on occupancy in relation to local factors, using modified interval-censored exponential survival models. Posterior distributions of occupancy probabilities derived from the models were used to produce species distribution maps. Simulations indicated that the modified time-to-detection model provided unbiased parameter estimates despite interval-censoring. There was a tendency for spatial variation in detection rates to be primarily influenced by depth and, to a lesser extent, stream width. Species occupancies were consistently affected by stream order, elevation, and annual precipitation. Bayesian P-values and AUCs indicated that all models had adequate fit and high discrimination ability, respectively. Mapping of predicted occupancy probabilities showed widespread distribution by most species, but uncertainty was generally higher in tributaries and upper reaches. The interval-censored time-to-detection model provides a practical solution to model occupancy-detection when detections are recorded in time intervals. This modeling framework is useful for developing SDMs while controlling for variation in detection rates, as it uses simple data that can be readily collected by field ecologists.
Monitoring molecular interactions using photon arrival-time interval distribution analysis
Laurence, Ted A [Livermore, CA; Weiss, Shimon [Los Angels, CA
2009-10-06
A method for analyzing/monitoring the properties of species that are labeled with fluorophores. A detector is used to detect photons emitted from species that are labeled with one or more fluorophores and located in a confocal detection volume. The arrival time of each of the photons is determined. The interval of time between various photon pairs is then determined to provide photon pair intervals. The number of photons that have arrival times within the photon pair intervals is also determined. The photon pair intervals are then used in combination with the corresponding counts of intervening photons to analyze properties and interactions of the molecules including brightness, concentration, coincidence and transit time. The method can be used for analyzing single photon streams and multiple photon streams.
Bucchi, L; Pierri, C; Caprara, L; Cortecchia, S; De Lillo, M; Bondi, A
2003-02-01
This paper presents a computerised system for the monitoring of integrated cervical screening, i.e. the integration of spontaneous Pap smear practice into organised screening. The general characteristics of the system are described, including background and rationale (integrated cervical screening in European countries, impact of integration on monitoring, decentralised organization of screening and levels of monitoring), general methods (definitions, sections, software description, and setting of application), and indicators of participation (distribution by time interval since previous Pap smear, distribution by screening sector--organised screening centres vs public and private clinical settings--, distribution by time interval between the last two Pap smears, and movement of women between the two screening sectors). Also, the paper reports the results of the application of these indicators in the general database of the Pathology Department of Imola Health District in northern Italy.
Feng, Dai; Svetnik, Vladimir; Coimbra, Alexandre; Baumgartner, Richard
2014-01-01
The intraclass correlation coefficient (ICC) with fixed raters or, equivalently, the concordance correlation coefficient (CCC) for continuous outcomes is a widely accepted aggregate index of agreement in settings with small number of raters. Quantifying the precision of the CCC by constructing its confidence interval (CI) is important in early drug development applications, in particular in qualification of biomarker platforms. In recent years, there have been several new methods proposed for construction of CIs for the CCC, but their comprehensive comparison has not been attempted. The methods consisted of the delta method and jackknifing with and without Fisher's Z-transformation, respectively, and Bayesian methods with vague priors. In this study, we carried out a simulation study, with data simulated from multivariate normal as well as heavier tailed distribution (t-distribution with 5 degrees of freedom), to compare the state-of-the-art methods for assigning CI to the CCC. When the data are normally distributed, the jackknifing with Fisher's Z-transformation (JZ) tended to provide superior coverage and the difference between it and the closest competitor, the Bayesian method with the Jeffreys prior was in general minimal. For the nonnormal data, the jackknife methods, especially the JZ method, provided the coverage probabilities closest to the nominal in contrast to the others which yielded overly liberal coverage. Approaches based upon the delta method and Bayesian method with conjugate prior generally provided slightly narrower intervals and larger lower bounds than others, though this was offset by their poor coverage. Finally, we illustrated the utility of the CIs for the CCC in an example of a wake after sleep onset (WASO) biomarker, which is frequently used in clinical sleep studies of drugs for treatment of insomnia.
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.
NASA Technical Reports Server (NTRS)
Kraft, Ralph P.; Burrows, David N.; Nousek, John A.
1991-01-01
Two different methods, classical and Bayesian, for determining confidence intervals involving Poisson-distributed data are compared. Particular consideration is given to cases where the number of counts observed is small and is comparable to the mean number of background counts. Reasons for preferring the Bayesian over the classical method are given. Tables of confidence limits calculated by the Bayesian method are provided for quick reference.
Generalized Bootstrap Method for Assessment of Uncertainty in Semivariogram Inference
Olea, R.A.; Pardo-Iguzquiza, E.
2011-01-01
The semivariogram and its related function, the covariance, play a central role in classical geostatistics for modeling the average continuity of spatially correlated attributes. Whereas all methods are formulated in terms of the true semivariogram, in practice what can be used are estimated semivariograms and models based on samples. A generalized form of the bootstrap method to properly model spatially correlated data is used to advance knowledge about the reliability of empirical semivariograms and semivariogram models based on a single sample. Among several methods available to generate spatially correlated resamples, we selected a method based on the LU decomposition and used several examples to illustrate the approach. The first one is a synthetic, isotropic, exhaustive sample following a normal distribution, the second example is also a synthetic but following a non-Gaussian random field, and a third empirical sample consists of actual raingauge measurements. Results show wider confidence intervals than those found previously by others with inadequate application of the bootstrap. Also, even for the Gaussian example, distributions for estimated semivariogram values and model parameters are positively skewed. In this sense, bootstrap percentile confidence intervals, which are not centered around the empirical semivariogram and do not require distributional assumptions for its construction, provide an achieved coverage similar to the nominal coverage. The latter cannot be achieved by symmetrical confidence intervals based on the standard error, regardless if the standard error is estimated from a parametric equation or from bootstrap. ?? 2010 International Association for Mathematical Geosciences.
Intermittency via moments and distributions in central O+Cu collisions at 14. 6 A[center dot]GeV/c
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tannenbaum, M.J.
Fluctuations in pseudorapidity distributions of charged particles from central (ZCAL) collisions of [sup 16]O+Cu at 14.6 A[center dot]GeV/c have been analyzed by Ju Kang using the method of scaled factorial moments as a function of the interval [delta][eta] an apparent power-law growth of moments with decreasing interval is observed down to [delta][eta] [approximately] 0.1, and the measured slope parameters are found to obey two scaling rules. Previous experience with E[sub T] distributions suggested that fluctuations of multiplicity and transverse energy can be well described by Gamma or Negative Binomial Distributions (NBD) and excellent fits to NBD were obtained in allmore » [delta][eta] bins. The k parameter of the NBD fit was found to increase linearly with the [delta][eta] interval, which due to the well known property of the NBD under convolution, indicates that the multiplicity distributions in adjacent bins of pseudorapidity [delta][eta] [approximately] 0.1 are largely statistically independent.« less
Intermittency via moments and distributions in central O+Cu collisions at 14.6 A{center_dot}GeV/c
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tannenbaum, M.J.; The E802 Collaboration
Fluctuations in pseudorapidity distributions of charged particles from central (ZCAL) collisions of {sup 16}O+Cu at 14.6 A{center_dot}GeV/c have been analyzed by Ju Kang using the method of scaled factorial moments as a function of the interval {delta}{eta} an apparent power-law growth of moments with decreasing interval is observed down to {delta}{eta} {approximately} 0.1, and the measured slope parameters are found to obey two scaling rules. Previous experience with E{sub T} distributions suggested that fluctuations of multiplicity and transverse energy can be well described by Gamma or Negative Binomial Distributions (NBD) and excellent fits to NBD were obtained in all {delta}{eta}more » bins. The k parameter of the NBD fit was found to increase linearly with the {delta}{eta} interval, which due to the well known property of the NBD under convolution, indicates that the multiplicity distributions in adjacent bins of pseudorapidity {delta}{eta} {approximately} 0.1 are largely statistically independent.« less
A hierarchical Bayesian GEV model for improving local and regional flood quantile estimates
NASA Astrophysics Data System (ADS)
Lima, Carlos H. R.; Lall, Upmanu; Troy, Tara; Devineni, Naresh
2016-10-01
We estimate local and regional Generalized Extreme Value (GEV) distribution parameters for flood frequency analysis in a multilevel, hierarchical Bayesian framework, to explicitly model and reduce uncertainties. As prior information for the model, we assume that the GEV location and scale parameters for each site come from independent log-normal distributions, whose mean parameter scales with the drainage area. From empirical and theoretical arguments, the shape parameter for each site is shrunk towards a common mean. Non-informative prior distributions are assumed for the hyperparameters and the MCMC method is used to sample from the joint posterior distribution. The model is tested using annual maximum series from 20 streamflow gauges located in an 83,000 km2 flood prone basin in Southeast Brazil. The results show a significant reduction of uncertainty estimates of flood quantile estimates over the traditional GEV model, particularly for sites with shorter records. For return periods within the range of the data (around 50 years), the Bayesian credible intervals for the flood quantiles tend to be narrower than the classical confidence limits based on the delta method. As the return period increases beyond the range of the data, the confidence limits from the delta method become unreliable and the Bayesian credible intervals provide a way to estimate satisfactory confidence bands for the flood quantiles considering parameter uncertainties and regional information. In order to evaluate the applicability of the proposed hierarchical Bayesian model for regional flood frequency analysis, we estimate flood quantiles for three randomly chosen out-of-sample sites and compare with classical estimates using the index flood method. The posterior distributions of the scaling law coefficients are used to define the predictive distributions of the GEV location and scale parameters for the out-of-sample sites given only their drainage areas and the posterior distribution of the average shape parameter is taken as the regional predictive distribution for this parameter. While the index flood method does not provide a straightforward way to consider the uncertainties in the index flood and in the regional parameters, the results obtained here show that the proposed Bayesian method is able to produce adequate credible intervals for flood quantiles that are in accordance with empirical estimates.
NASA Astrophysics Data System (ADS)
Olafsdottir, Kristin B.; Mudelsee, Manfred
2013-04-01
Estimation of the Pearson's correlation coefficient between two time series to evaluate the influences of one time depended variable on another is one of the most often used statistical method in climate sciences. Various methods are used to estimate confidence interval to support the correlation point estimate. Many of them make strong mathematical assumptions regarding distributional shape and serial correlation, which are rarely met. More robust statistical methods are needed to increase the accuracy of the confidence intervals. Bootstrap confidence intervals are estimated in the Fortran 90 program PearsonT (Mudelsee, 2003), where the main intention was to get an accurate confidence interval for correlation coefficient between two time series by taking the serial dependence of the process that generated the data into account. However, Monte Carlo experiments show that the coverage accuracy for smaller data sizes can be improved. Here we adapt the PearsonT program into a new version called PearsonT3, by calibrating the confidence interval to increase the coverage accuracy. Calibration is a bootstrap resampling technique, which basically performs a second bootstrap loop or resamples from the bootstrap resamples. It offers, like the non-calibrated bootstrap confidence intervals, robustness against the data distribution. Pairwise moving block bootstrap is used to preserve the serial correlation of both time series. The calibration is applied to standard error based bootstrap Student's t confidence intervals. The performances of the calibrated confidence intervals are examined with Monte Carlo simulations, and compared with the performances of confidence intervals without calibration, that is, PearsonT. The coverage accuracy is evidently better for the calibrated confidence intervals where the coverage error is acceptably small (i.e., within a few percentage points) already for data sizes as small as 20. One form of climate time series is output from numerical models which simulate the climate system. The method is applied to model data from the high resolution ocean model, INALT01 where the relationship between the Agulhas Leakage and the North Brazil Current is evaluated. Preliminary results show significant correlation between the two variables when there is 10 year lag between them, which is more or less the time that takes the Agulhas Leakage water to reach the North Brazil Current. Mudelsee, M., 2003. Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series. Mathematical Geology 35, 651-665.
Kwon, Deukwoo; Reis, Isildinha M
2015-08-12
When conducting a meta-analysis of a continuous outcome, estimated means and standard deviations from the selected studies are required in order to obtain an overall estimate of the mean effect and its confidence interval. If these quantities are not directly reported in the publications, they must be estimated from other reported summary statistics, such as the median, the minimum, the maximum, and quartiles. We propose a simulation-based estimation approach using the Approximate Bayesian Computation (ABC) technique for estimating mean and standard deviation based on various sets of summary statistics found in published studies. We conduct a simulation study to compare the proposed ABC method with the existing methods of Hozo et al. (2005), Bland (2015), and Wan et al. (2014). In the estimation of the standard deviation, our ABC method performs better than the other methods when data are generated from skewed or heavy-tailed distributions. The corresponding average relative error (ARE) approaches zero as sample size increases. In data generated from the normal distribution, our ABC performs well. However, the Wan et al. method is best for estimating standard deviation under normal distribution. In the estimation of the mean, our ABC method is best regardless of assumed distribution. ABC is a flexible method for estimating the study-specific mean and standard deviation for meta-analysis, especially with underlying skewed or heavy-tailed distributions. The ABC method can be applied using other reported summary statistics such as the posterior mean and 95 % credible interval when Bayesian analysis has been employed.
Sample Size Calculation for Estimating or Testing a Nonzero Squared Multiple Correlation Coefficient
ERIC Educational Resources Information Center
Krishnamoorthy, K.; Xia, Yanping
2008-01-01
The problems of hypothesis testing and interval estimation of the squared multiple correlation coefficient of a multivariate normal distribution are considered. It is shown that available one-sided tests are uniformly most powerful, and the one-sided confidence intervals are uniformly most accurate. An exact method of calculating sample size to…
Statistical inferences with jointly type-II censored samples from two Pareto distributions
NASA Astrophysics Data System (ADS)
Abu-Zinadah, Hanaa H.
2017-08-01
In the several fields of industries the product comes from more than one production line, which is required to work the comparative life tests. This problem requires sampling of the different production lines, then the joint censoring scheme is appeared. In this article we consider the life time Pareto distribution with jointly type-II censoring scheme. The maximum likelihood estimators (MLE) and the corresponding approximate confidence intervals as well as the bootstrap confidence intervals of the model parameters are obtained. Also Bayesian point and credible intervals of the model parameters are presented. The life time data set is analyzed for illustrative purposes. Monte Carlo results from simulation studies are presented to assess the performance of our proposed method.
Confidence intervals for a difference between lognormal means in cluster randomization trials.
Poirier, Julia; Zou, G Y; Koval, John
2017-04-01
Cluster randomization trials, in which intact social units are randomized to different interventions, have become popular in the last 25 years. Outcomes from these trials in many cases are positively skewed, following approximately lognormal distributions. When inference is focused on the difference between treatment arm arithmetic means, existent confidence interval procedures either make restricting assumptions or are complex to implement. We approach this problem by assuming log-transformed outcomes from each treatment arm follow a one-way random effects model. The treatment arm means are functions of multiple parameters for which separate confidence intervals are readily available, suggesting that the method of variance estimates recovery may be applied to obtain closed-form confidence intervals. A simulation study showed that this simple approach performs well in small sample sizes in terms of empirical coverage, relatively balanced tail errors, and interval widths as compared to existing methods. The methods are illustrated using data arising from a cluster randomization trial investigating a critical pathway for the treatment of community acquired pneumonia.
Confidence intervals for distinguishing ordinal and disordinal interactions in multiple regression.
Lee, Sunbok; Lei, Man-Kit; Brody, Gene H
2015-06-01
Distinguishing between ordinal and disordinal interaction in multiple regression is useful in testing many interesting theoretical hypotheses. Because the distinction is made based on the location of a crossover point of 2 simple regression lines, confidence intervals of the crossover point can be used to distinguish ordinal and disordinal interactions. This study examined 2 factors that need to be considered in constructing confidence intervals of the crossover point: (a) the assumption about the sampling distribution of the crossover point, and (b) the possibility of abnormally wide confidence intervals for the crossover point. A Monte Carlo simulation study was conducted to compare 6 different methods for constructing confidence intervals of the crossover point in terms of the coverage rate, the proportion of true values that fall to the left or right of the confidence intervals, and the average width of the confidence intervals. The methods include the reparameterization, delta, Fieller, basic bootstrap, percentile bootstrap, and bias-corrected accelerated bootstrap methods. The results of our Monte Carlo simulation study suggest that statistical inference using confidence intervals to distinguish ordinal and disordinal interaction requires sample sizes more than 500 to be able to provide sufficiently narrow confidence intervals to identify the location of the crossover point. (c) 2015 APA, all rights reserved).
Geffré, Anne; Concordet, Didier; Braun, Jean-Pierre; Trumel, Catherine
2011-03-01
International recommendations for determination of reference intervals have been recently updated, especially for small reference sample groups, and use of the robust method and Box-Cox transformation is now recommended. Unfortunately, these methods are not included in most software programs used for data analysis by clinical laboratories. We have created a set of macroinstructions, named Reference Value Advisor, for use in Microsoft Excel to calculate reference limits applying different methods. For any series of data, Reference Value Advisor calculates reference limits (with 90% confidence intervals [CI]) using a nonparametric method when n≥40 and by parametric and robust methods from native and Box-Cox transformed values; tests normality of distributions using the Anderson-Darling test and outliers using Tukey and Dixon-Reed tests; displays the distribution of values in dot plots and histograms and constructs Q-Q plots for visual inspection of normality; and provides minimal guidelines in the form of comments based on international recommendations. The critical steps in determination of reference intervals are correct selection of as many reference individuals as possible and analysis of specimens in controlled preanalytical and analytical conditions. Computing tools cannot compensate for flaws in selection and size of the reference sample group and handling and analysis of samples. However, if those steps are performed properly, Reference Value Advisor, available as freeware at http://www.biostat.envt.fr/spip/spip.php?article63, permits rapid assessment and comparison of results calculated using different methods, including currently unavailable methods. This allows for selection of the most appropriate method, especially as the program provides the CI of limits. It should be useful in veterinary clinical pathology when only small reference sample groups are available. ©2011 American Society for Veterinary Clinical Pathology.
Indication of multiscaling in the volatility return intervals of stock markets
NASA Astrophysics Data System (ADS)
Wang, Fengzhong; Yamasaki, Kazuko; Havlin, Shlomo; Stanley, H. Eugene
2008-01-01
The distribution of the return intervals τ between price volatilities above a threshold height q for financial records has been approximated by a scaling behavior. To explore how accurate is the scaling and therefore understand the underlined nonlinear mechanism, we investigate intraday data sets of 500 stocks which consist of Standard & Poor’s 500 index. We show that the cumulative distribution of return intervals has systematic deviations from scaling. We support this finding by studying the m -th moment μm≡⟨(τ/⟨τ⟩)m⟩1/m , which show a certain trend with the mean interval ⟨τ⟩ . We generate surrogate records using the Schreiber method, and find that their cumulative distributions almost collapse to a single curve and moments are almost constant for most ranges of ⟨τ⟩ . Those substantial differences suggest that nonlinear correlations in the original volatility sequence account for the deviations from a single scaling law. We also find that the original and surrogate records exhibit slight tendencies for short and long ⟨τ⟩ , due to the discreteness and finite size effects of the records, respectively. To avoid as possible those effects for testing the multiscaling behavior, we investigate the moments in the range 10<⟨τ⟩≤100 , and find that the exponent α from the power law fitting μm˜⟨τ⟩α has a narrow distribution around α≠0 which depends on m for the 500 stocks. The distribution of α for the surrogate records are very narrow and centered around α=0 . This suggests that the return interval distribution exhibits multiscaling behavior due to the nonlinear correlations in the original volatility.
Confidence limit calculation for antidotal potency ratio derived from lethal dose 50
Manage, Ananda; Petrikovics, Ilona
2013-01-01
AIM: To describe confidence interval calculation for antidotal potency ratios using bootstrap method. METHODS: We can easily adapt the nonparametric bootstrap method which was invented by Efron to construct confidence intervals in such situations like this. The bootstrap method is a resampling method in which the bootstrap samples are obtained by resampling from the original sample. RESULTS: The described confidence interval calculation using bootstrap method does not require the sampling distribution antidotal potency ratio. This can serve as a substantial help for toxicologists, who are directed to employ the Dixon up-and-down method with the application of lower number of animals to determine lethal dose 50 values for characterizing the investigated toxic molecules and eventually for characterizing the antidotal protections by the test antidotal systems. CONCLUSION: The described method can serve as a useful tool in various other applications. Simplicity of the method makes it easier to do the calculation using most of the programming software packages. PMID:25237618
Program for Weibull Analysis of Fatigue Data
NASA Technical Reports Server (NTRS)
Krantz, Timothy L.
2005-01-01
A Fortran computer program has been written for performing statistical analyses of fatigue-test data that are assumed to be adequately represented by a two-parameter Weibull distribution. This program calculates the following: (1) Maximum-likelihood estimates of the Weibull distribution; (2) Data for contour plots of relative likelihood for two parameters; (3) Data for contour plots of joint confidence regions; (4) Data for the profile likelihood of the Weibull-distribution parameters; (5) Data for the profile likelihood of any percentile of the distribution; and (6) Likelihood-based confidence intervals for parameters and/or percentiles of the distribution. The program can account for tests that are suspended without failure (the statistical term for such suspension of tests is "censoring"). The analytical approach followed in this program for the software is valid for type-I censoring, which is the removal of unfailed units at pre-specified times. Confidence regions and intervals are calculated by use of the likelihood-ratio method.
Likelihood-based confidence intervals for estimating floods with given return periods
NASA Astrophysics Data System (ADS)
Martins, Eduardo Sávio P. R.; Clarke, Robin T.
1993-06-01
This paper discusses aspects of the calculation of likelihood-based confidence intervals for T-year floods, with particular reference to (1) the two-parameter gamma distribution; (2) the Gumbel distribution; (3) the two-parameter log-normal distribution, and other distributions related to the normal by Box-Cox transformations. Calculation of the confidence limits is straightforward using the Nelder-Mead algorithm with a constraint incorporated, although care is necessary to ensure convergence either of the Nelder-Mead algorithm, or of the Newton-Raphson calculation of maximum-likelihood estimates. Methods are illustrated using records from 18 gauging stations in the basin of the River Itajai-Acu, State of Santa Catarina, southern Brazil. A small and restricted simulation compared likelihood-based confidence limits with those given by use of the central limit theorem; for the same confidence probability, the confidence limits of the simulation were wider than those of the central limit theorem, which failed more frequently to contain the true quantile being estimated. The paper discusses possible applications of likelihood-based confidence intervals in other areas of hydrological analysis.
Prediction of Malaysian monthly GDP
NASA Astrophysics Data System (ADS)
Hin, Pooi Ah; Ching, Soo Huei; Yeing, Pan Wei
2015-12-01
The paper attempts to use a method based on multivariate power-normal distribution to predict the Malaysian Gross Domestic Product next month. Letting r(t) be the vector consisting of the month-t values on m selected macroeconomic variables, and GDP, we model the month-(t+1) GDP to be dependent on the present and l-1 past values r(t), r(t-1),…,r(t-l+1) via a conditional distribution which is derived from a [(m+1)l+1]-dimensional power-normal distribution. The 100(α/2)% and 100(1-α/2)% points of the conditional distribution may be used to form an out-of sample prediction interval. This interval together with the mean of the conditional distribution may be used to predict the month-(t+1) GDP. The mean absolute percentage error (MAPE), estimated coverage probability and average length of the prediction interval are used as the criterions for selecting the suitable lag value l-1 and the subset from a pool of 17 macroeconomic variables. It is found that the relatively better models would be those of which 2 ≤ l ≤ 3, and involving one or two of the macroeconomic variables given by Market Indicative Yield, Oil Prices, Exchange Rate and Import Trade.
Wu, Zheng-Guang; Shi, Peng; Su, Hongye; Chu, Jian
2012-09-01
This paper investigates the problem of master-slave synchronization for neural networks with discrete and distributed delays under variable sampling with a known upper bound on the sampling intervals. An improved method is proposed, which captures the characteristic of sampled-data systems. Some delay-dependent criteria are derived to ensure the exponential stability of the error systems, and thus the master systems synchronize with the slave systems. The desired sampled-data controller can be achieved by solving a set of linear matrix inequalitys, which depend upon the maximum sampling interval and the decay rate. The obtained conditions not only have less conservatism but also have less decision variables than existing results. Simulation results are given to show the effectiveness and benefits of the proposed methods.
Comparing interval estimates for small sample ordinal CFA models
Natesan, Prathiba
2015-01-01
Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading. Therefore, editors and policymakers should continue to emphasize the inclusion of interval estimates in research. PMID:26579002
Comparing interval estimates for small sample ordinal CFA models.
Natesan, Prathiba
2015-01-01
Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading. Therefore, editors and policymakers should continue to emphasize the inclusion of interval estimates in research.
NASA Astrophysics Data System (ADS)
Beach, Shaun E.; Semkow, Thomas M.; Remling, David J.; Bradt, Clayton J.
2017-07-01
We have developed accessible methods to demonstrate fundamental statistics in several phenomena, in the context of teaching electronic signal processing in a physics-based college-level curriculum. A relationship between the exponential time-interval distribution and Poisson counting distribution for a Markov process with constant rate is derived in a novel way and demonstrated using nuclear counting. Negative binomial statistics is demonstrated as a model for overdispersion and justified by the effect of electronic noise in nuclear counting. The statistics of digital packets on a computer network are shown to be compatible with the fractal-point stochastic process leading to a power-law as well as generalized inverse Gaussian density distributions of time intervals between packets.
Confidence bounds for normal and lognormal distribution coefficients of variation
Steve Verrill
2003-01-01
This paper compares the so-called exact approach for obtaining confidence intervals on normal distribution coefficients of variation to approximate methods. Approximate approaches were found to perform less well than the exact approach for large coefficients of variation and small sample sizes. Web-based computer programs are described for calculating confidence...
Guo, Guang-Hui; Wu, Feng-Chang; He, Hong-Ping; Feng, Cheng-Lian; Zhang, Rui-Qing; Li, Hui-Xian
2012-04-01
Probabilistic approaches, such as Monte Carlo Sampling (MCS) and Latin Hypercube Sampling (LHS), and non-probabilistic approaches, such as interval analysis, fuzzy set theory and variance propagation, were used to characterize uncertainties associated with risk assessment of sigma PAH8 in surface water of Taihu Lake. The results from MCS and LHS were represented by probability distributions of hazard quotients of sigma PAH8 in surface waters of Taihu Lake. The probabilistic distribution of hazard quotient were obtained from the results of MCS and LHS based on probabilistic theory, which indicated that the confidence intervals of hazard quotient at 90% confidence level were in the range of 0.000 18-0.89 and 0.000 17-0.92, with the mean of 0.37 and 0.35, respectively. In addition, the probabilities that the hazard quotients from MCS and LHS exceed the threshold of 1 were 9.71% and 9.68%, respectively. The sensitivity analysis suggested the toxicity data contributed the most to the resulting distribution of quotients. The hazard quotient of sigma PAH8 to aquatic organisms ranged from 0.000 17 to 0.99 using interval analysis. The confidence interval was (0.001 5, 0.016 3) at the 90% confidence level calculated using fuzzy set theory, and the confidence interval was (0.000 16, 0.88) at the 90% confidence level based on the variance propagation. These results indicated that the ecological risk of sigma PAH8 to aquatic organisms were low. Each method has its own set of advantages and limitations, which was based on different theory; therefore, the appropriate method should be selected on a case-by-case to quantify the effects of uncertainties on the ecological risk assessment. Approach based on the probabilistic theory was selected as the most appropriate method to assess the risk of sigma PAH8 in surface water of Taihu Lake, which provided an important scientific foundation of risk management and control for organic pollutants in water.
Hurst Estimation of Scale Invariant Processes with Stationary Increments and Piecewise Linear Drift
NASA Astrophysics Data System (ADS)
Modarresi, N.; Rezakhah, S.
The characteristic feature of the discrete scale invariant (DSI) processes is the invariance of their finite dimensional distributions by dilation for certain scaling factor. DSI process with piecewise linear drift and stationary increments inside prescribed scale intervals is introduced and studied. To identify the structure of the process, first, we determine the scale intervals, their linear drifts and eliminate them. Then, a new method for the estimation of the Hurst parameter of such DSI processes is presented and applied to some period of the Dow Jones indices. This method is based on fixed number equally spaced samples inside successive scale intervals. We also present some efficient method for estimating Hurst parameter of self-similar processes with stationary increments. We compare the performance of this method with the celebrated FA, DFA and DMA on the simulated data of fractional Brownian motion (fBm).
Manktelow, Bradley N; Seaton, Sarah E; Evans, T Alun
2016-12-01
There is an increasing use of statistical methods, such as funnel plots, to identify poorly performing healthcare providers. Funnel plots comprise the construction of control limits around a benchmark and providers with outcomes falling outside the limits are investigated as potential outliers. The benchmark is usually estimated from observed data but uncertainty in this estimate is usually ignored when constructing control limits. In this paper, the use of funnel plots in the presence of uncertainty in the value of the benchmark is reviewed for outcomes from a Binomial distribution. Two methods to derive the control limits are shown: (i) prediction intervals; (ii) tolerance intervals Tolerance intervals formally include the uncertainty in the value of the benchmark while prediction intervals do not. The probability properties of 95% control limits derived using each method were investigated through hypothesised scenarios. Neither prediction intervals nor tolerance intervals produce funnel plot control limits that satisfy the nominal probability characteristics when there is uncertainty in the value of the benchmark. This is not necessarily to say that funnel plots have no role to play in healthcare, but that without the development of intervals satisfying the nominal probability characteristics they must be interpreted with care. © The Author(s) 2014.
Toward a quantitative account of pitch distribution in spontaneous narrative: Method and validation
Matteson, Samuel E.; Streit Olness, Gloria; Caplow, Nancy J.
2013-01-01
Pitch is well-known both to animate human discourse and to convey meaning in communication. The study of the statistical population distributions of pitch in discourse will undoubtedly benefit from methodological improvements. The current investigation examines a method that parameterizes pitch in discourse as musical pitch interval H measured in units of cents and that disaggregates the sequence of peak word-pitches using tools employed in time-series analysis and digital signal processing. The investigators test the proposed methodology by its application to distributions in pitch interval of the peak word-pitch (collectively called the discourse gamut) that occur in simulated and actual spontaneous emotive narratives obtained from 17 middle-aged African-American adults. The analysis, in rigorous tests, not only faithfully reproduced simulated distributions imbedded in realistic time series that drift and include pitch breaks, but the protocol also reveals that the empirical distributions exhibit a common hidden structure when normalized to a slowly varying mode (called the gamut root) of their respective probability density functions. Quantitative differences between narratives reveal the speakers' relative propensity for the use of pitch levels corresponding to elevated degrees of a discourse gamut (the “e-la”) superimposed upon a continuum that conforms systematically to an asymmetric Laplace distribution. PMID:23654400
Sun, Xing; Li, Xiaoyun; Chen, Cong; Song, Yang
2013-01-01
Frequent rise of interval-censored time-to-event data in randomized clinical trials (e.g., progression-free survival [PFS] in oncology) challenges statistical researchers in the pharmaceutical industry in various ways. These challenges exist in both trial design and data analysis. Conventional statistical methods treating intervals as fixed points, which are generally practiced by pharmaceutical industry, sometimes yield inferior or even flawed analysis results in extreme cases for interval-censored data. In this article, we examine the limitation of these standard methods under typical clinical trial settings and further review and compare several existing nonparametric likelihood-based methods for interval-censored data, methods that are more sophisticated but robust. Trial design issues involved with interval-censored data comprise another topic to be explored in this article. Unlike right-censored survival data, expected sample size or power for a trial with interval-censored data relies heavily on the parametric distribution of the baseline survival function as well as the frequency of assessments. There can be substantial power loss in trials with interval-censored data if the assessments are very infrequent. Such an additional dependency controverts many fundamental assumptions and principles in conventional survival trial designs, especially the group sequential design (e.g., the concept of information fraction). In this article, we discuss these fundamental changes and available tools to work around their impacts. Although progression-free survival is often used as a discussion point in the article, the general conclusions are equally applicable to other interval-censored time-to-event endpoints.
Complementary Density Measurements for the 200W Busek Hall Thruster (PREPRINT)
2006-07-12
Hall thruster are presented. Both a Faraday probe and microwave interferometry system are used to examine the density distribution of the thruster plasma at regular spatial intervals. Both experiments are performed in situ under the same conditions. The resulting density distributions obtained from both experiments are presented. Advantages and uncertainties of both methods are presented, as well as how comparison between the two data sets can account for the uncertainties of each method
Statistical physics approaches to financial fluctuations
NASA Astrophysics Data System (ADS)
Wang, Fengzhong
2009-12-01
Complex systems attract many researchers from various scientific fields. Financial markets are one of these widely studied complex systems. Statistical physics, which was originally developed to study large systems, provides novel ideas and powerful methods to analyze financial markets. The study of financial fluctuations characterizes market behavior, and helps to better understand the underlying market mechanism. Our study focuses on volatility, a fundamental quantity to characterize financial fluctuations. We examine equity data of the entire U.S. stock market during 2001 and 2002. To analyze the volatility time series, we develop a new approach, called return interval analysis, which examines the time intervals between two successive volatilities exceeding a given value threshold. We find that the return interval distribution displays scaling over a wide range of thresholds. This scaling is valid for a range of time windows, from one minute up to one day. Moreover, our results are similar for commodities, interest rates, currencies, and for stocks of different countries. Further analysis shows some systematic deviations from a scaling law, which we can attribute to nonlinear correlations in the volatility time series. We also find a memory effect in return intervals for different time scales, which is related to the long-term correlations in the volatility. To further characterize the mechanism of price movement, we simulate the volatility time series using two different models, fractionally integrated generalized autoregressive conditional heteroscedasticity (FIGARCH) and fractional Brownian motion (fBm), and test these models with the return interval analysis. We find that both models can mimic time memory but only fBm shows scaling in the return interval distribution. In addition, we examine the volatility of daily opening to closing and of closing to opening. We find that each volatility distribution has a power law tail. Using the detrended fluctuation analysis (DFA) method, we show long-term auto-correlations in these volatility time series. We also analyze return, the actual price changes of stocks, and find that the returns over the two sessions are often anti-correlated.
Real-time hydraulic interval state estimation for water transport networks: a case study
NASA Astrophysics Data System (ADS)
Vrachimis, Stelios G.; Eliades, Demetrios G.; Polycarpou, Marios M.
2018-03-01
Hydraulic state estimation in water distribution networks is the task of estimating water flows and pressures in the pipes and nodes of the network based on some sensor measurements. This requires a model of the network as well as knowledge of demand outflow and tank water levels. Due to modeling and measurement uncertainty, standard state estimation may result in inaccurate hydraulic estimates without any measure of the estimation error. This paper describes a methodology for generating hydraulic state bounding estimates based on interval bounds on the parametric and measurement uncertainties. The estimation error bounds provided by this method can be applied to determine the existence of unaccounted-for water in water distribution networks. As a case study, the method is applied to a modified transport network in Cyprus, using actual data in real time.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kang, Hyun-Ju; Chung, Chin-Wook, E-mail: joykang@hanyang.ac.kr; Choi, Hyeok
A modified central difference method (MCDM) is proposed to obtain the electron energy distribution functions (EEDFs) in single Langmuir probes. Numerical calculation of the EEDF with MCDM is simple and has less noise. This method provides the second derivatives at a given point as the weighted average of second order central difference derivatives calculated at different voltage intervals, weighting each by the square of the interval. In this paper, the EEDFs obtained from MCDM are compared to those calculated via the averaged central difference method. It is found that MCDM effectively suppresses the noises in the EEDF, while the samemore » number of points are used to calculate of the second derivative.« less
2014-01-01
Background Meta-regression is becoming increasingly used to model study level covariate effects. However this type of statistical analysis presents many difficulties and challenges. Here two methods for calculating confidence intervals for the magnitude of the residual between-study variance in random effects meta-regression models are developed. A further suggestion for calculating credible intervals using informative prior distributions for the residual between-study variance is presented. Methods Two recently proposed and, under the assumptions of the random effects model, exact methods for constructing confidence intervals for the between-study variance in random effects meta-analyses are extended to the meta-regression setting. The use of Generalised Cochran heterogeneity statistics is extended to the meta-regression setting and a Newton-Raphson procedure is developed to implement the Q profile method for meta-analysis and meta-regression. WinBUGS is used to implement informative priors for the residual between-study variance in the context of Bayesian meta-regressions. Results Results are obtained for two contrasting examples, where the first example involves a binary covariate and the second involves a continuous covariate. Intervals for the residual between-study variance are wide for both examples. Conclusions Statistical methods, and R computer software, are available to compute exact confidence intervals for the residual between-study variance under the random effects model for meta-regression. These frequentist methods are almost as easily implemented as their established counterparts for meta-analysis. Bayesian meta-regressions are also easily performed by analysts who are comfortable using WinBUGS. Estimates of the residual between-study variance in random effects meta-regressions should be routinely reported and accompanied by some measure of their uncertainty. Confidence and/or credible intervals are well-suited to this purpose. PMID:25196829
NASA Astrophysics Data System (ADS)
Zoeller, G.
2017-12-01
Paleo- and historic earthquakes are the most important source of information for the estimationof long-term recurrence intervals in fault zones, because sequences of paleoearthquakes cover more than one seismic cycle. On the other hand, these events are often rare, dating uncertainties are enormous and the problem of missing or misinterpreted events leads to additional problems. Taking these shortcomings into account, long-term recurrence intervals are usually unstable as long as no additional information are included. In the present study, we assume that the time to the next major earthquake depends on the rate of small and intermediate events between the large ones in terms of a ``clock-change'' model that leads to a Brownian Passage Time distribution for recurrence intervals. We take advantage of an earlier finding that the aperiodicity of this distribution can be related to the Gutenberg-Richter-b-value, which is usually around one and can be estimated easily from instrumental seismicity in the region under consideration. This allows to reduce the uncertainties in the estimation of the mean recurrence interval significantly, especially for short paleoearthquake sequences and high dating uncertainties. We present illustrative case studies from Southern California and compare the method with the commonly used approach of exponentially distributed recurrence times assuming a stationary Poisson process.
Virlogeux, Victor; Fang, Vicky J; Park, Minah; Wu, Joseph T; Cowling, Benjamin J
2016-10-24
The incubation period is an important epidemiologic distribution, it is often incorporated in case definitions, used to determine appropriate quarantine periods, and is an input to mathematical modeling studies. Middle East Respiratory Syndrome coronavirus (MERS) is an emerging infectious disease in the Arabian Peninsula. There was a large outbreak of MERS in South Korea in 2015. We examined the incubation period distribution of MERS coronavirus infection for cases in South Korea and in Saudi Arabia. Using parametric and nonparametric methods, we estimated a mean incubation period of 6.9 days (95% credibility interval: 6.3-7.5) for cases in South Korea and 5.0 days (95% credibility interval: 4.0-6.6) among cases in Saudi Arabia. In a log-linear regression model, the mean incubation period was 1.42 times longer (95% credibility interval: 1.18-1.71) among cases in South Korea compared to Saudi Arabia. The variation that we identified in the incubation period distribution between locations could be associated with differences in ascertainment or reporting of exposure dates and illness onset dates, differences in the source or mode of infection, or environmental differences.
Color image enhancement based on particle swarm optimization with Gaussian mixture
NASA Astrophysics Data System (ADS)
Kattakkalil Subhashdas, Shibudas; Choi, Bong-Seok; Yoo, Ji-Hoon; Ha, Yeong-Ho
2015-01-01
This paper proposes a Gaussian mixture based image enhancement method which uses particle swarm optimization (PSO) to have an edge over other contemporary methods. The proposed method uses the guassian mixture model to model the lightness histogram of the input image in CIEL*a*b* space. The intersection points of the guassian components in the model are used to partition the lightness histogram. . The enhanced lightness image is generated by transforming the lightness value in each interval to appropriate output interval according to the transformation function that depends on PSO optimized parameters, weight and standard deviation of Gaussian component and cumulative distribution of the input histogram interval. In addition, chroma compensation is applied to the resulting image to reduce washout appearance. Experimental results show that the proposed method produces a better enhanced image compared to the traditional methods. Moreover, the enhanced image is free from several side effects such as washout appearance, information loss and gradation artifacts.
Yang, Qian; Lew, Hwee Yeong; Peh, Raymond Hock Huat; Metz, Michael Patrick; Loh, Tze Ping
2016-10-01
Reference intervals are the most commonly used decision support tool when interpreting quantitative laboratory results. They may require partitioning to better describe subpopulations that display significantly different reference values. Partitioning by age is particularly important for the paediatric population since there are marked physiological changes associated with growth and maturation. However, most partitioning methods are either technically complex or require prior knowledge of the underlying physiology/biological variation of the population. There is growing interest in the use of continuous centile curves, which provides seamless laboratory reference values as a child grows, as an alternative to rigidly described fixed reference intervals. However, the mathematical functions that describe these curves can be complex and may not be easily implemented in laboratory information systems. Hence, the use of fixed reference intervals is expected to continue for a foreseeable time. We developed a method that objectively proposes optimised age partitions and reference intervals for quantitative laboratory data (http://research.sph.nus.edu.sg/pp/ppResult.aspx), based on the sum of gradient that best describes the underlying distribution of the continuous centile curves. It is hoped that this method may improve the selection of age intervals for partitioning, which is receiving increasing attention in paediatric laboratory medicine. Copyright © 2016 Royal College of Pathologists of Australasia. Published by Elsevier B.V. All rights reserved.
Quantification of Uncertainty in the Flood Frequency Analysis
NASA Astrophysics Data System (ADS)
Kasiapillai Sudalaimuthu, K.; He, J.; Swami, D.
2017-12-01
Flood frequency analysis (FFA) is usually carried out for planning and designing of water resources and hydraulic structures. Owing to the existence of variability in sample representation, selection of distribution and estimation of distribution parameters, the estimation of flood quantile has been always uncertain. Hence, suitable approaches must be developed to quantify the uncertainty in the form of prediction interval as an alternate to deterministic approach. The developed framework in the present study to include uncertainty in the FFA discusses a multi-objective optimization approach to construct the prediction interval using ensemble of flood quantile. Through this approach, an optimal variability of distribution parameters is identified to carry out FFA. To demonstrate the proposed approach, annual maximum flow data from two gauge stations (Bow river at Calgary and Banff, Canada) are used. The major focus of the present study was to evaluate the changes in magnitude of flood quantiles due to the recent extreme flood event occurred during the year 2013. In addition, the efficacy of the proposed method was further verified using standard bootstrap based sampling approaches and found that the proposed method is reliable in modeling extreme floods as compared to the bootstrap methods.
Richard A. Johnson; James W. Evans; David W. Green
2003-01-01
Ratios of strength properties of lumber are commonly used to calculate property values for standards. Although originally proposed in terms of means, ratios are being applied without regard to position in the distribution. It is now known that lumber strength properties are generally not normally distributed. Therefore, nonparametric methods are often used to derive...
Valid statistical inference methods for a case-control study with missing data.
Tian, Guo-Liang; Zhang, Chi; Jiang, Xuejun
2018-04-01
The main objective of this paper is to derive the valid sampling distribution of the observed counts in a case-control study with missing data under the assumption of missing at random by employing the conditional sampling method and the mechanism augmentation method. The proposed sampling distribution, called the case-control sampling distribution, can be used to calculate the standard errors of the maximum likelihood estimates of parameters via the Fisher information matrix and to generate independent samples for constructing small-sample bootstrap confidence intervals. Theoretical comparisons of the new case-control sampling distribution with two existing sampling distributions exhibit a large difference. Simulations are conducted to investigate the influence of the three different sampling distributions on statistical inferences. One finding is that the conclusion by the Wald test for testing independency under the two existing sampling distributions could be completely different (even contradictory) from the Wald test for testing the equality of the success probabilities in control/case groups under the proposed distribution. A real cervical cancer data set is used to illustrate the proposed statistical methods.
NASA Astrophysics Data System (ADS)
Zi, Bin; Zhou, Bin
2016-07-01
For the prediction of dynamic response field of the luffing system of an automobile crane (LSOAAC) with random and interval parameters, a hybrid uncertain model is introduced. In the hybrid uncertain model, the parameters with certain probability distribution are modeled as random variables, whereas, the parameters with lower and upper bounds are modeled as interval variables instead of given precise values. Based on the hybrid uncertain model, the hybrid uncertain dynamic response equilibrium equation, in which different random and interval parameters are simultaneously included in input and output terms, is constructed. Then a modified hybrid uncertain analysis method (MHUAM) is proposed. In the MHUAM, based on random interval perturbation method, the first-order Taylor series expansion and the first-order Neumann series, the dynamic response expression of the LSOAAC is developed. Moreover, the mathematical characteristics of extrema of bounds of dynamic response are determined by random interval moment method and monotonic analysis technique. Compared with the hybrid Monte Carlo method (HMCM) and interval perturbation method (IPM), numerical results show the feasibility and efficiency of the MHUAM for solving the hybrid LSOAAC problems. The effects of different uncertain models and parameters on the LSOAAC response field are also investigated deeply, and numerical results indicate that the impact made by the randomness in the thrust of the luffing cylinder F is larger than that made by the gravity of the weight in suspension Q . In addition, the impact made by the uncertainty in the displacement between the lower end of the lifting arm and the luffing cylinder a is larger than that made by the length of the lifting arm L .
NASA Astrophysics Data System (ADS)
Bierwage, A.; Todo, Y.
2017-11-01
The transport of fast ions in a beam-driven JT-60U tokamak plasma subject to resonant magnetohydrodynamic (MHD) mode activity is simulated using the so-called multi-phase method, where 4 ms intervals of classical Monte-Carlo simulations (without MHD) are interlaced with 1 ms intervals of hybrid simulations (with MHD). The multi-phase simulation results are compared to results obtained with continuous hybrid simulations, which were recently validated against experimental data (Bierwage et al., 2017). It is shown that the multi-phase method, in spite of causing significant overshoots in the MHD fluctuation amplitudes, accurately reproduces the frequencies and positions of the dominant resonant modes, as well as the spatial profile and velocity distribution of the fast ions, while consuming only a fraction of the computation time required by the continuous hybrid simulation. The present paper is limited to low-amplitude fluctuations consisting of a few long-wavelength modes that interact only weakly with each other. The success of this benchmark study paves the way for applying the multi-phase method to the simulation of Abrupt Large-amplitude Events (ALE), which were seen in the same JT-60U experiments but at larger time intervals. Possible implications for the construction of reduced models for fast ion transport are discussed.
A method for analyzing clustered interval-censored data based on Cox's model.
Kor, Chew-Teng; Cheng, Kuang-Fu; Chen, Yi-Hau
2013-02-28
Methods for analyzing interval-censored data are well established. Unfortunately, these methods are inappropriate for the studies with correlated data. In this paper, we focus on developing a method for analyzing clustered interval-censored data. Our method is based on Cox's proportional hazard model with piecewise-constant baseline hazard function. The correlation structure of the data can be modeled by using Clayton's copula or independence model with proper adjustment in the covariance estimation. We establish estimating equations for the regression parameters and baseline hazards (and a parameter in copula) simultaneously. Simulation results confirm that the point estimators follow a multivariate normal distribution, and our proposed variance estimations are reliable. In particular, we found that the approach with independence model worked well even when the true correlation model was derived from Clayton's copula. We applied our method to a family-based cohort study of pandemic H1N1 influenza in Taiwan during 2009-2010. Using the proposed method, we investigate the impact of vaccination and family contacts on the incidence of pH1N1 influenza. Copyright © 2012 John Wiley & Sons, Ltd.
Apparatus and method for data communication in an energy distribution network
Hussain, Mohsin; LaPorte, Brock; Uebel, Udo; Zia, Aftab
2014-07-08
A system for communicating information on an energy distribution network is disclosed. In one embodiment, the system includes a local supervisor on a communication network, wherein the local supervisor can collect data from one or more energy generation/monitoring devices. The system also includes a command center on the communication network, wherein the command center can generate one or more commands for controlling the one or more energy generation devices. The local supervisor can periodically transmit a data signal indicative of the data to the command center via a first channel of the communication network at a first interval. The local supervisor can also periodically transmit a request for a command to the command center via a second channel of the communication network at a second interval shorter than the first interval. This channel configuration provides effective data communication without a significant increase in the use of network resources.
The temporal organization of behavior on periodic food schedules.
Reid, A K; Bacha, G; Morán, C
1993-01-01
Various theories of temporal control and schedule induction imply that periodic schedules temporally modulate an organism's motivational states within interreinforcement intervals. This speculation has been fueled by frequently observed multimodal activity distributions created by averaging across interreinforcement intervals. We tested this hypothesis by manipulating the cost associated with schedule-induced activities and the availability of other activities to determine the degree to which (a) the temporal distributions of activities within the interreinforcement interval are fixed or can be temporally displaced, (b) rats can reallocate activities across different interreinforcement intervals, and (c) noninduced activities can substitute for schedule-induced activities. Obtained multimodal activity distributions created by averaging across interreinforcement intervals were not representative of the transitions occurring within individual intervals, so the averaged multimodal distributions should not be assumed to represent changes in the subject's motivational states within the interval. Rather, the multimodal distributions often result from averaging across interreinforcement intervals in which only a single activity occurs. A direct influence of the periodic schedule on the motivational states implies that drinking and running should occur at different periods within the interval, but in three experiments the starting times of drinking and running within interreinforcement intervals were equal. Thus, the sequential pattern of drinking and running on periodic schedules does not result from temporal modulation of motivational states within interreinforcement intervals. PMID:8433061
Wen, Zhe; Tong, Guansheng; Liu, Yong; Meeks, Jacqui K; Ma, Daqing; Yang, Jigang
2014-05-01
The aim of this study was to analyze the imaging characteristics of (99m)Tc-dextran ((99m)Tc-DX) lymphatic imaging in the diagnosis of primary intestinal lymphangiectasia (PIL). Forty-one PIL patients were diagnosed as having PIL with the diagnosis being subsequently confirmed by laparotomy, endoscopy, biopsy, or capsule colonoscopy. Nineteen patients were male and 22 were female. A whole-body (99m)Tc-DX scan was performed at 10 min, 1 h, 3 h, and 6 h intervals after injection. The 10 min and 1 h postinjection intervals were considered the early phase, the 3 h postinjection interval was considered the middle phase, and the 6 h postinjection interval was considered the delayed phase. The imaging characteristics of (99m)Tc-DX lymphatic imaging in PIL were of five different types: (i) presence of dynamic radioactivity in the intestine, associated with radioactivity moving from the small intestine to the ascending and transverse colon; (ii) presence of delayed dynamic radioactivity in the intestine, no radioactivity or little radioactivity distributing in the intestine in the early phase, or significant radioactivity distributing in the intestine in the delayed phase; (iii) radioactivity distributing in the intestine and abdominal cavity; (iv) radioactivity distributing only in the abdominal cavity with no radioactivity in the intestines; and (v) no radioactivity distributing in the intestine and abdominal activity. (99m)Tc-DX lymphatic imaging in PIL showed different imaging characteristics. Caution should be exercised in the diagnosis of PIL using lymphoscintigraphy. Lymphoscintigraphy is a safe and accurate examination method and is a significant diagnostic tool in the diagnosis of PIL.
Guo, Wei; Song, Binbin; Shen, Junfei; Wu, Jiong; Zhang, Chunyan; Wang, Beili; Pan, Baishen
2015-08-25
To establish an indirect reference interval based on the test results of alanine aminotransferase stored in a laboratory information system. All alanine aminotransferase results were included for outpatients and physical examinations that were stored in the laboratory information system of Zhongshan Hospital during 2014. The original data were transformed using a Box-Cox transformation to obtain an approximate normal distribution. Outliers were identified and omitted using the Chauvenet and Tukey methods. The indirect reference intervals were obtained by simultaneously applying nonparametric and Hoffmann methods. The reference change value was selected to determine the statistical significance of the observed differences between the calculated and published reference intervals. The indirect reference intervals for alanine aminotransferase of all groups were 12 to 41 U/L (male, outpatient), 12 to 48 U/L (male, physical examination), 9 to 32 U/L (female, outpatient), and 8 to 35 U/L (female, physical examination), respectively. The absolute differences when compared with the direct results were all smaller than the reference change value of alanine aminotransferase. The Box-Cox transformation combined with the Hoffmann and Tukey methods is a simple and reliable technique that should be promoted and used by clinical laboratories.
A simple method for assessing occupational exposure via the one-way random effects model.
Krishnamoorthy, K; Mathew, Thomas; Peng, Jie
2016-11-01
A one-way random effects model is postulated for the log-transformed shift-long personal exposure measurements, where the random effect in the model represents an effect due to the worker. Simple closed-form confidence intervals are proposed for the relevant parameters of interest using the method of variance estimates recovery (MOVER). The performance of the confidence bounds is evaluated and compared with those based on the generalized confidence interval approach. Comparison studies indicate that the proposed MOVER confidence bounds are better than the generalized confidence bounds for the overall mean exposure and an upper percentile of the exposure distribution. The proposed methods are illustrated using a few examples involving industrial hygiene data.
Risky Group Decision-Making Method for Distribution Grid Planning
NASA Astrophysics Data System (ADS)
Li, Cunbin; Yuan, Jiahang; Qi, Zhiqiang
2015-12-01
With rapid speed on electricity using and increasing in renewable energy, more and more research pay attention on distribution grid planning. For the drawbacks of existing research, this paper proposes a new risky group decision-making method for distribution grid planning. Firstly, a mixing index system with qualitative and quantitative indices is built. On the basis of considering the fuzziness of language evaluation, choose cloud model to realize "quantitative to qualitative" transformation and construct interval numbers decision matrices according to the "3En" principle. An m-dimensional interval numbers decision vector is regarded as super cuboids in m-dimensional attributes space, using two-level orthogonal experiment to arrange points uniformly and dispersedly. The numbers of points are assured by testing numbers of two-level orthogonal arrays and these points compose of distribution points set to stand for decision-making project. In order to eliminate the influence of correlation among indices, Mahalanobis distance is used to calculate the distance from each solutions to others which means that dynamic solutions are viewed as the reference. Secondly, due to the decision-maker's attitude can affect the results, this paper defines the prospect value function based on SNR which is from Mahalanobis-Taguchi system and attains the comprehensive prospect value of each program as well as the order. At last, the validity and reliability of this method is illustrated by examples which prove the method is more valuable and superiority than the other.
Horton, Bethany Jablonski; Wages, Nolan A.; Conaway, Mark R.
2016-01-01
Toxicity probability interval designs have received increasing attention as a dose-finding method in recent years. In this study, we compared the two-stage, likelihood-based continual reassessment method (CRM), modified toxicity probability interval (mTPI), and the Bayesian optimal interval design (BOIN) in order to evaluate each method's performance in dose selection for Phase I trials. We use several summary measures to compare the performance of these methods, including percentage of correct selection (PCS) of the true maximum tolerable dose (MTD), allocation of patients to doses at and around the true MTD, and an accuracy index. This index is an efficiency measure that describes the entire distribution of MTD selection and patient allocation by taking into account the distance between the true probability of toxicity at each dose level and the target toxicity rate. The simulation study considered a broad range of toxicity curves and various sample sizes. When considering PCS, we found that CRM outperformed the two competing methods in most scenarios, followed by BOIN, then mTPI. We observed a similar trend when considering the accuracy index for dose allocation, where CRM most often outperformed both the mTPI and BOIN. These trends were more pronounced with increasing number of dose levels. PMID:27435150
Yu, Chanki; Lee, Sang Wook
2016-05-20
We present a reliable and accurate global optimization framework for estimating parameters of isotropic analytical bidirectional reflectance distribution function (BRDF) models. This approach is based on a branch and bound strategy with linear programming and interval analysis. Conventional local optimization is often very inefficient for BRDF estimation since its fitting quality is highly dependent on initial guesses due to the nonlinearity of analytical BRDF models. The algorithm presented in this paper employs L1-norm error minimization to estimate BRDF parameters in a globally optimal way and interval arithmetic to derive our feasibility problem and lower bounding function. Our method is developed for the Cook-Torrance model but with several normal distribution functions such as the Beckmann, Berry, and GGX functions. Experiments have been carried out to validate the presented method using 100 isotropic materials from the MERL BRDF database, and our experimental results demonstrate that the L1-norm minimization provides a more accurate and reliable solution than the L2-norm minimization.
Hu, X H; Li, Y P; Huang, G H; Zhuang, X W; Ding, X W
2016-05-01
In this study, a Bayesian-based two-stage inexact optimization (BTIO) method is developed for supporting water quality management through coupling Bayesian analysis with interval two-stage stochastic programming (ITSP). The BTIO method is capable of addressing uncertainties caused by insufficient inputs in water quality model as well as uncertainties expressed as probabilistic distributions and interval numbers. The BTIO method is applied to a real case of water quality management for the Xiangxi River basin in the Three Gorges Reservoir region to seek optimal water quality management schemes under various uncertainties. Interval solutions for production patterns under a range of probabilistic water quality constraints have been generated. Results obtained demonstrate compromises between the system benefit and the system failure risk due to inherent uncertainties that exist in various system components. Moreover, information about pollutant emission is accomplished, which would help managers to adjust production patterns of regional industry and local policies considering interactions of water quality requirement, economic benefit, and industry structure.
Zhang, Zhiyong; Yuan, Ke-Hai
2016-06-01
Cronbach's coefficient alpha is a widely used reliability measure in social, behavioral, and education sciences. It is reported in nearly every study that involves measuring a construct through multiple items. With non-tau-equivalent items, McDonald's omega has been used as a popular alternative to alpha in the literature. Traditional estimation methods for alpha and omega often implicitly assume that data are complete and normally distributed. This study proposes robust procedures to estimate both alpha and omega as well as corresponding standard errors and confidence intervals from samples that may contain potential outlying observations and missing values. The influence of outlying observations and missing data on the estimates of alpha and omega is investigated through two simulation studies. Results show that the newly developed robust method yields substantially improved alpha and omega estimates as well as better coverage rates of confidence intervals than the conventional nonrobust method. An R package coefficientalpha is developed and demonstrated to obtain robust estimates of alpha and omega.
Belitz, Kenneth; Jurgens, Bryant C.; Landon, Matthew K.; Fram, Miranda S.; Johnson, Tyler D.
2010-01-01
The proportion of an aquifer with constituent concentrations above a specified threshold (high concentrations) is taken as a nondimensional measure of regional scale water quality. If computed on the basis of area, it can be referred to as the aquifer scale proportion. A spatially unbiased estimate of aquifer scale proportion and a confidence interval for that estimate are obtained through the use of equal area grids and the binomial distribution. Traditionally, the confidence interval for a binomial proportion is computed using either the standard interval or the exact interval. Research from the statistics literature has shown that the standard interval should not be used and that the exact interval is overly conservative. On the basis of coverage probability and interval width, the Jeffreys interval is preferred. If more than one sample per cell is available, cell declustering is used to estimate the aquifer scale proportion, and Kish's design effect may be useful for estimating an effective number of samples. The binomial distribution is also used to quantify the adequacy of a grid with a given number of cells for identifying a small target, defined as a constituent that is present at high concentrations in a small proportion of the aquifer. Case studies illustrate a consistency between approaches that use one well per grid cell and many wells per cell. The methods presented in this paper provide a quantitative basis for designing a sampling program and for utilizing existing data.
Goldberg, Joshua F; Tempa, Tshering; Norbu, Nawang; Hebblewhite, Mark; Mills, L Scott; Wangchuk, Tshewang R; Lukacs, Paul
2015-01-01
Many large carnivores occupy a wide geographic distribution, and face threats from habitat loss and fragmentation, poaching, prey depletion, and human wildlife-conflicts. Conservation requires robust techniques for estimating population densities and trends, but the elusive nature and low densities of many large carnivores make them difficult to detect. Spatial capture-recapture (SCR) models provide a means for handling imperfect detectability, while linking population estimates to individual movement patterns to provide more accurate estimates than standard approaches. Within this framework, we investigate the effect of different sample interval lengths on density estimates, using simulations and a common leopard (Panthera pardus) model system. We apply Bayesian SCR methods to 89 simulated datasets and camera-trapping data from 22 leopards captured 82 times during winter 2010-2011 in Royal Manas National Park, Bhutan. We show that sample interval length from daily, weekly, monthly or quarterly periods did not appreciably affect median abundance or density, but did influence precision. We observed the largest gains in precision when moving from quarterly to shorter intervals. We therefore recommend daily sampling intervals for monitoring rare or elusive species where practicable, but note that monthly or quarterly sample periods can have similar informative value. We further develop a novel application of Bayes factors to select models where multiple ecological factors are integrated into density estimation. Our simulations demonstrate that these methods can help identify the "true" explanatory mechanisms underlying the data. Using this method, we found strong evidence for sex-specific movement distributions in leopards, suggesting that sexual patterns of space-use influence density. This model estimated a density of 10.0 leopards/100 km2 (95% credibility interval: 6.25-15.93), comparable to contemporary estimates in Asia. These SCR methods provide a guide to monitor and observe the effect of management interventions on leopards and other species of conservation interest.
Goldberg, Joshua F.; Tempa, Tshering; Norbu, Nawang; Hebblewhite, Mark; Mills, L. Scott; Wangchuk, Tshewang R.; Lukacs, Paul
2015-01-01
Many large carnivores occupy a wide geographic distribution, and face threats from habitat loss and fragmentation, poaching, prey depletion, and human wildlife-conflicts. Conservation requires robust techniques for estimating population densities and trends, but the elusive nature and low densities of many large carnivores make them difficult to detect. Spatial capture-recapture (SCR) models provide a means for handling imperfect detectability, while linking population estimates to individual movement patterns to provide more accurate estimates than standard approaches. Within this framework, we investigate the effect of different sample interval lengths on density estimates, using simulations and a common leopard (Panthera pardus) model system. We apply Bayesian SCR methods to 89 simulated datasets and camera-trapping data from 22 leopards captured 82 times during winter 2010–2011 in Royal Manas National Park, Bhutan. We show that sample interval length from daily, weekly, monthly or quarterly periods did not appreciably affect median abundance or density, but did influence precision. We observed the largest gains in precision when moving from quarterly to shorter intervals. We therefore recommend daily sampling intervals for monitoring rare or elusive species where practicable, but note that monthly or quarterly sample periods can have similar informative value. We further develop a novel application of Bayes factors to select models where multiple ecological factors are integrated into density estimation. Our simulations demonstrate that these methods can help identify the “true” explanatory mechanisms underlying the data. Using this method, we found strong evidence for sex-specific movement distributions in leopards, suggesting that sexual patterns of space-use influence density. This model estimated a density of 10.0 leopards/100 km2 (95% credibility interval: 6.25–15.93), comparable to contemporary estimates in Asia. These SCR methods provide a guide to monitor and observe the effect of management interventions on leopards and other species of conservation interest. PMID:26536231
Mean-field approximation for spacing distribution functions in classical systems
NASA Astrophysics Data System (ADS)
González, Diego Luis; Pimpinelli, Alberto; Einstein, T. L.
2012-01-01
We propose a mean-field method to calculate approximately the spacing distribution functions p(n)(s) in one-dimensional classical many-particle systems. We compare our method with two other commonly used methods, the independent interval approximation and the extended Wigner surmise. In our mean-field approach, p(n)(s) is calculated from a set of Langevin equations, which are decoupled by using a mean-field approximation. We find that in spite of its simplicity, the mean-field approximation provides good results in several systems. We offer many examples illustrating that the three previously mentioned methods give a reasonable description of the statistical behavior of the system. The physical interpretation of each method is also discussed.
Posterior white matter disease distribution as a predictor of amyloid angiopathy
Thanprasertsuk, Sekh; Martinez-Ramirez, Sergi; Pontes-Neto, Octavio Marques; Ni, Jun; Ayres, Alison; Reed, Anne; Swords, Kyleen; Gurol, M. Edip; Greenberg, Steven M.
2014-01-01
Objectives: We sought to examine whether a posterior distribution of white matter hyperintensities (WMH) is an independent predictor of pathologically confirmed cerebral amyloid angiopathy (CAA) and whether it is associated with MRI markers of CAA, in patients without lobar intracerebral hemorrhage. Methods: We developed a quantitative method to measure anteroposterior (AP) distribution of WMH. A retrospective cohort of patients without intracerebral hemorrhage and with pathologic evaluation of CAA was examined to determine whether posterior WMH distribution was an independent predictor of CAA (n = 59). The relationship of AP distributions of WMH to strictly lobar microbleeds (MBs) (n = 259) and location of dilated perivascular spaces (DPVS) (n = 85) was examined in a separate cohort of patients evaluated in a memory clinic. Results: A more posterior WMH distribution was found to be an independent predictor of pathologic evidence of CAA (p = 0.001, odds ratio [95% confidence interval] = 1.19 [1.07–1.32]), even in the subgroup without lobar MBs (p = 0.016, odds ratio [95% confidence interval] = 1.18 [1.03–1.36]). In the memory clinic cohort, strictly lobar MBs were independently associated with more posterior WMH distribution (p = 0.009). AP distribution of WMH was also associated with location of DPVS (p = 0.001), in that patients with predominant DPVS in the white matter over the basal ganglia harbored a more posterior WMH distribution. Conclusions: Our results suggest that AP distribution of WMH may represent an additional marker of CAA, irrespective of the presence of lobar hemorrhages. Classification of evidence: This study provides Class III evidence that there is a significant association between the AP distribution of WMH on MRI with the presence of pathologically confirmed CAA pathology. PMID:25063759
Uncertainty analysis for absorbed dose from a brain receptor imaging agent
DOE Office of Scientific and Technical Information (OSTI.GOV)
Aydogan, B.; Miller, L.F.; Sparks, R.B.
Absorbed dose estimates are known to contain uncertainties. A recent literature search indicates that prior to this study no rigorous investigation of uncertainty associated with absorbed dose has been undertaken. A method of uncertainty analysis for absorbed dose calculations has been developed and implemented for the brain receptor imaging agent {sup 123}I-IPT. The two major sources of uncertainty considered were the uncertainty associated with the determination of residence time and that associated with the determination of the S values. There are many sources of uncertainty in the determination of the S values, but only the inter-patient organ mass variation wasmore » considered in this work. The absorbed dose uncertainties were determined for lung, liver, heart and brain. Ninety-five percent confidence intervals of the organ absorbed dose distributions for each patient and for a seven-patient population group were determined by the ``Latin Hypercube Sampling`` method. For an individual patient, the upper bound of the 95% confidence interval of the absorbed dose was found to be about 2.5 times larger than the estimated mean absorbed dose. For the seven-patient population the upper bound of the 95% confidence interval of the absorbed dose distribution was around 45% more than the estimated population mean. For example, the 95% confidence interval of the population liver dose distribution was found to be between 1.49E+0.7 Gy/MBq and 4.65E+07 Gy/MBq with a mean of 2.52E+07 Gy/MBq. This study concluded that patients in a population receiving {sup 123}I-IPT could receive absorbed doses as much as twice as large as the standard estimated absorbed dose due to these uncertainties.« less
Permeability profiles in granular aquifers using flowmeters in direct-push wells
Paradis, D.; Lefebvre, R.; Morin, R.H.; Gloaguen, E.
2010-01-01
Numerical hydrogeological models should ideally be based on the spatial distribution of hydraulic conductivity (K), a property rarely defined on the basis of sufficient data due to the lack of efficient characterization methods. Electromagnetic borehole flowmeter measurements during pumping in uncased wells can effectively provide a continuous vertical distribution of K in consolidated rocks. However, relatively few studies have used the flowmeter in screened wells penetrating unconsolidated aquifers, and tests conducted in gravel-packed wells have shown that flowmeter data may yield misleading results. This paper describes the practical application of flowmeter profiles in direct-push wells to measure K and delineate hydrofacies in heterogeneous unconsolidated aquifers having low-to-moderate K (10−6 to 10−4 m/s). The effect of direct-push well installation on K measurements in unconsolidated deposits is first assessed based on the previous work indicating that such installations minimize disturbance to the aquifer fabric. The installation and development of long-screen wells are then used in a case study validating Kprofiles from flowmeter tests at high-resolution intervals (15 cm) with K profiles derived from multilevel slug tests between packers at identical intervals. For 119 intervals tested in five different wells, the difference in log K values obtained from the two methods is consistently below 10%. Finally, a graphical approach to the interpretation of flowmeter profiles is proposed to delineate intervals corresponding to distinct hydrofacies, thus providing a method whereby both the scale and magnitude of K contrasts in heterogeneous unconsolidated aquifers may be represented.
Permeability profiles in granular aquifers using flowmeters in direct-push wells.
Paradis, Daniel; Lefebvre, René; Morin, Roger H; Gloaguen, Erwan
2011-01-01
Numerical hydrogeological models should ideally be based on the spatial distribution of hydraulic conductivity (K), a property rarely defined on the basis of sufficient data due to the lack of efficient characterization methods. Electromagnetic borehole flowmeter measurements during pumping in uncased wells can effectively provide a continuous vertical distribution of K in consolidated rocks. However, relatively few studies have used the flowmeter in screened wells penetrating unconsolidated aquifers, and tests conducted in gravel-packed wells have shown that flowmeter data may yield misleading results. This paper describes the practical application of flowmeter profiles in direct-push wells to measure K and delineate hydrofacies in heterogeneous unconsolidated aquifers having low-to-moderate K (10(-6) to 10(-4) m/s). The effect of direct-push well installation on K measurements in unconsolidated deposits is first assessed based on the previous work indicating that such installations minimize disturbance to the aquifer fabric. The installation and development of long-screen wells are then used in a case study validating K profiles from flowmeter tests at high-resolution intervals (15 cm) with K profiles derived from multilevel slug tests between packers at identical intervals. For 119 intervals tested in five different wells, the difference in log K values obtained from the two methods is consistently below 10%. Finally, a graphical approach to the interpretation of flowmeter profiles is proposed to delineate intervals corresponding to distinct hydrofacies, thus providing a method whereby both the scale and magnitude of K contrasts in heterogeneous unconsolidated aquifers may be represented. Journal compilation © 2010 National Ground Water Association. No claim to original US government works.
Assessing and minimizing contamination in time of flight based validation data
NASA Astrophysics Data System (ADS)
Lennox, Kristin P.; Rosenfield, Paul; Blair, Brenton; Kaplan, Alan; Ruz, Jaime; Glenn, Andrew; Wurtz, Ronald
2017-10-01
Time of flight experiments are the gold standard method for generating labeled training and testing data for the neutron/gamma pulse shape discrimination problem. As the popularity of supervised classification methods increases in this field, there will also be increasing reliance on time of flight data for algorithm development and evaluation. However, time of flight experiments are subject to various sources of contamination that lead to neutron and gamma pulses being mislabeled. Such labeling errors have a detrimental effect on classification algorithm training and testing, and should therefore be minimized. This paper presents a method for identifying minimally contaminated data sets from time of flight experiments and estimating the residual contamination rate. This method leverages statistical models describing neutron and gamma travel time distributions and is easily implemented using existing statistical software. The method produces a set of optimal intervals that balance the trade-off between interval size and nuisance particle contamination, and its use is demonstrated on a time of flight data set for Cf-252. The particular properties of the optimal intervals for the demonstration data are explored in detail.
Matthews, D R; Hindmarsh, P C; Pringle, P J; Brook, C G
1991-09-01
To develop a method for quantifying the distribution of concentrations present in hormone profiles, which would allow an observer-unbiased estimate of the time concentration attribute and to make an assessment of the baseline. The log-transformed concentrations (regardless of their temporal attribute) are sorted and allocated to class intervals. The number of observations in each interval are then determined and expressed as a percentage of the total number of samples drawn in the study period. The data may be displayed as a frequency distribution or as a cumulative distribution. Cumulative distributions may be plotted as sigmoidal ogives or can be transformed into discrete probabilities (linear probits), which are then linear, and amenable to regression analysis. Probability analysis gives estimates of the mean (the value below which 50% of the observed concentrations lie, which we term 'OC50'). 'Baseline' can be defined in terms of percentage occupancy--the 'Observed Concentration for 5%' (which we term 'OC5') which is the threshold at or below which the hormone concentrations are measured 5% of the time. We report the use of applying this method to 24-hour growth hormone (GH) profiles from 63 children, 26 adults and one giant. We demonstrate that GH effects (growth or gigantism) in these groups are more related to the baseline OC5 concentration than peak concentration (OC5 +/- 95% confidence limits: adults 0.05 +/- 0.04, peak-height-velocity pubertal 0.39 +/- 0.22, giant 8.9 mU/l). Pulsatile hormone profiles can be analysed using this method in order to assess baseline and other concentration domains.
Reliable prediction intervals with regression neural networks.
Papadopoulos, Harris; Haralambous, Haris
2011-10-01
This paper proposes an extension to conventional regression neural networks (NNs) for replacing the point predictions they produce with prediction intervals that satisfy a required level of confidence. Our approach follows a novel machine learning framework, called Conformal Prediction (CP), for assigning reliable confidence measures to predictions without assuming anything more than that the data are independent and identically distributed (i.i.d.). We evaluate the proposed method on four benchmark datasets and on the problem of predicting Total Electron Content (TEC), which is an important parameter in trans-ionospheric links; for the latter we use a dataset of more than 60000 TEC measurements collected over a period of 11 years. Our experimental results show that the prediction intervals produced by our method are both well calibrated and tight enough to be useful in practice. Copyright © 2011 Elsevier Ltd. All rights reserved.
Closed-form confidence intervals for functions of the normal mean and standard deviation.
Donner, Allan; Zou, G Y
2012-08-01
Confidence interval methods for a normal mean and standard deviation are well known and simple to apply. However, the same cannot be said for important functions of these parameters. These functions include the normal distribution percentiles, the Bland-Altman limits of agreement, the coefficient of variation and Cohen's effect size. We present a simple approach to this problem by using variance estimates recovered from confidence limits computed for the mean and standard deviation separately. All resulting confidence intervals have closed forms. Simulation results demonstrate that this approach performs very well for limits of agreement, coefficients of variation and their differences.
A text zero-watermarking method based on keyword dense interval
NASA Astrophysics Data System (ADS)
Yang, Fan; Zhu, Yuesheng; Jiang, Yifeng; Qing, Yin
2017-07-01
Digital watermarking has been recognized as a useful technology for the copyright protection and authentication of digital information. However, rarely did the former methods focus on the key content of digital carrier. The idea based on the protection of key content is more targeted and can be considered in different digital information, including text, image and video. In this paper, we use text as research object and a text zero-watermarking method which uses keyword dense interval (KDI) as the key content is proposed. First, we construct zero-watermarking model by introducing the concept of KDI and giving the method of KDI extraction. Second, we design detection model which includes secondary generation of zero-watermark and the similarity computing method of keyword distribution. Besides, experiments are carried out, and the results show that the proposed method gives better performance than other available methods especially in the attacks of sentence transformation and synonyms substitution.
Extraction and LOD control of colored interval volumes
NASA Astrophysics Data System (ADS)
Miyamura, Hiroko N.; Takeshima, Yuriko; Fujishiro, Issei; Saito, Takafumi
2005-03-01
Interval volume serves as a generalized isosurface and represents a three-dimensional subvolume for which the associated scalar filed values lie within a user-specified closed interval. In general, it is not an easy task for novices to specify the scalar field interval corresponding to their ROIs. In order to extract interval volumes from which desirable geometric features can be mined effectively, we propose a suggestive technique which extracts interval volumes automatically based on the global examination of the field contrast structure. Also proposed here is a simplification scheme for decimating resultant triangle patches to realize efficient transmission and rendition of large-scale interval volumes. Color distributions as well as geometric features are taken into account to select best edges to be collapsed. In addition, when a user wants to selectively display and analyze the original dataset, the simplified dataset is restructured to the original quality. Several simulated and acquired datasets are used to demonstrate the effectiveness of the present methods.
Guo, P; Huang, G H
2010-03-01
In this study, an interval-parameter semi-infinite fuzzy-chance-constrained mixed-integer linear programming (ISIFCIP) approach is developed for supporting long-term planning of waste-management systems under multiple uncertainties in the City of Regina, Canada. The method improves upon the existing interval-parameter semi-infinite programming (ISIP) and fuzzy-chance-constrained programming (FCCP) by incorporating uncertainties expressed as dual uncertainties of functional intervals and multiple uncertainties of distributions with fuzzy-interval admissible probability of violating constraint within a general optimization framework. The binary-variable solutions represent the decisions of waste-management-facility expansion, and the continuous ones are related to decisions of waste-flow allocation. The interval solutions can help decision-makers to obtain multiple decision alternatives, as well as provide bases for further analyses of tradeoffs between waste-management cost and system-failure risk. In the application to the City of Regina, Canada, two scenarios are considered. In Scenario 1, the City's waste-management practices would be based on the existing policy over the next 25 years. The total diversion rate for the residential waste would be approximately 14%. Scenario 2 is associated with a policy for waste minimization and diversion, where 35% diversion of residential waste should be achieved within 15 years, and 50% diversion over 25 years. In this scenario, not only landfill would be expanded, but also CF and MRF would be expanded. Through the scenario analyses, useful decision support for the City's solid-waste managers and decision-makers has been generated. Three special characteristics of the proposed method make it unique compared with other optimization techniques that deal with uncertainties. Firstly, it is useful for tackling multiple uncertainties expressed as intervals, functional intervals, probability distributions, fuzzy sets, and their combinations; secondly, it has capability in addressing the temporal variations of the functional intervals; thirdly, it can facilitate dynamic analysis for decisions of facility-expansion planning and waste-flow allocation within a multi-facility, multi-period and multi-option context. Copyright 2009 Elsevier Ltd. All rights reserved.
Intertime jump statistics of state-dependent Poisson processes.
Daly, Edoardo; Porporato, Amilcare
2007-01-01
A method to obtain the probability distribution of the interarrival times of jump occurrences in systems driven by state-dependent Poisson noise is proposed. Such a method uses the survivor function obtained by a modified version of the master equation associated to the stochastic process under analysis. A model for the timing of human activities shows the capability of state-dependent Poisson noise to generate power-law distributions. The application of the method to a model for neuron dynamics and to a hydrological model accounting for land-atmosphere interaction elucidates the origin of characteristic recurrence intervals and possible persistence in state-dependent Poisson models.
Latin Hypercube Sampling (LHS) UNIX Library/Standalone
DOE Office of Scientific and Technical Information (OSTI.GOV)
2004-05-13
The LHS UNIX Library/Standalone software provides the capability to draw random samples from over 30 distribution types. It performs the sampling by a stratified sampling method called Latin Hypercube Sampling (LHS). Multiple distributions can be sampled simultaneously, with user-specified correlations amongst the input distributions, LHS UNIX Library/ Standalone provides a way to generate multi-variate samples. The LHS samples can be generated either as a callable library (e.g., from within the DAKOTA software framework) or as a standalone capability. LHS UNIX Library/Standalone uses the Latin Hypercube Sampling method (LHS) to generate samples. LHS is a constrained Monte Carlo sampling scheme. Inmore » LHS, the range of each variable is divided into non-overlapping intervals on the basis of equal probability. A sample is selected at random with respect to the probability density in each interval, If multiple variables are sampled simultaneously, then values obtained for each are paired in a random manner with the n values of the other variables. In some cases, the pairing is restricted to obtain specified correlations amongst the input variables. Many simulation codes have input parameters that are uncertain and can be specified by a distribution, To perform uncertainty analysis and sensitivity analysis, random values are drawn from the input parameter distributions, and the simulation is run with these values to obtain output values. If this is done repeatedly, with many input samples drawn, one can build up a distribution of the output as well as examine correlations between input and output variables.« less
Collaborative derivation of reference intervals for major clinical laboratory tests in Japan.
Ichihara, Kiyoshi; Yomamoto, Yoshikazu; Hotta, Taeko; Hosogaya, Shigemi; Miyachi, Hayato; Itoh, Yoshihisa; Ishibashi, Midori; Kang, Dongchon
2016-05-01
Three multicentre studies of reference intervals were conducted recently in Japan. The Committee on Common Reference Intervals of the Japan Society of Clinical Chemistry sought to establish common reference intervals for 40 laboratory tests which were measured in common in the three studies and regarded as well harmonized in Japan. The study protocols were comparable with recruitment mostly from hospital workers with body mass index ≤28 and no medications. Age and sex distributions were made equal to obtain a final data size of 6345 individuals. Between-subgroup differences were expressed as the SD ratio (between-subgroup SD divided by SD representing the reference interval). Between-study differences were all within acceptable levels, and thus the three datasets were merged. By adopting SD ratio ≥0.50 as a guide, sex-specific reference intervals were necessary for 12 assays. Age-specific reference intervals for females partitioned at age 45 were required for five analytes. The reference intervals derived by the parametric method resulted in appreciable narrowing of the ranges by applying the latent abnormal values exclusion method in 10 items which were closely associated with prevalent disorders among healthy individuals. Sex- and age-related profiles of reference values, derived from individuals with no abnormal results in major tests, showed peculiar patterns specific to each analyte. Common reference intervals for nationwide use were developed for 40 major tests, based on three multicentre studies by advanced statistical methods. Sex- and age-related profiles of reference values are of great relevance not only for interpreting test results, but for applying clinical decision limits specified in various clinical guidelines. © The Author(s) 2015.
An interval model updating strategy using interval response surface models
NASA Astrophysics Data System (ADS)
Fang, Sheng-En; Zhang, Qiu-Hu; Ren, Wei-Xin
2015-08-01
Stochastic model updating provides an effective way of handling uncertainties existing in real-world structures. In general, probabilistic theories, fuzzy mathematics or interval analyses are involved in the solution of inverse problems. However in practice, probability distributions or membership functions of structural parameters are often unavailable due to insufficient information of a structure. At this moment an interval model updating procedure shows its superiority in the aspect of problem simplification since only the upper and lower bounds of parameters and responses are sought. To this end, this study develops a new concept of interval response surface models for the purpose of efficiently implementing the interval model updating procedure. The frequent interval overestimation due to the use of interval arithmetic can be maximally avoided leading to accurate estimation of parameter intervals. Meanwhile, the establishment of an interval inverse problem is highly simplified, accompanied by a saving of computational costs. By this means a relatively simple and cost-efficient interval updating process can be achieved. Lastly, the feasibility and reliability of the developed method have been verified against a numerical mass-spring system and also against a set of experimentally tested steel plates.
Mean-field approximation for spacing distribution functions in classical systems.
González, Diego Luis; Pimpinelli, Alberto; Einstein, T L
2012-01-01
We propose a mean-field method to calculate approximately the spacing distribution functions p((n))(s) in one-dimensional classical many-particle systems. We compare our method with two other commonly used methods, the independent interval approximation and the extended Wigner surmise. In our mean-field approach, p((n))(s) is calculated from a set of Langevin equations, which are decoupled by using a mean-field approximation. We find that in spite of its simplicity, the mean-field approximation provides good results in several systems. We offer many examples illustrating that the three previously mentioned methods give a reasonable description of the statistical behavior of the system. The physical interpretation of each method is also discussed. © 2012 American Physical Society
Permutation-based inference for the AUC: A unified approach for continuous and discontinuous data.
Pauly, Markus; Asendorf, Thomas; Konietschke, Frank
2016-11-01
We investigate rank-based studentized permutation methods for the nonparametric Behrens-Fisher problem, that is, inference methods for the area under the ROC curve. We hereby prove that the studentized permutation distribution of the Brunner-Munzel rank statistic is asymptotically standard normal, even under the alternative. Thus, incidentally providing the hitherto missing theoretical foundation for the Neubert and Brunner studentized permutation test. In particular, we do not only show its consistency, but also that confidence intervals for the underlying treatment effects can be computed by inverting this permutation test. In addition, we derive permutation-based range-preserving confidence intervals. Extensive simulation studies show that the permutation-based confidence intervals appear to maintain the preassigned coverage probability quite accurately (even for rather small sample sizes). For a convenient application of the proposed methods, a freely available software package for the statistical software R has been developed. A real data example illustrates the application. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Zhang, Zhiyong; Yuan, Ke-Hai
2015-01-01
Cronbach’s coefficient alpha is a widely used reliability measure in social, behavioral, and education sciences. It is reported in nearly every study that involves measuring a construct through multiple items. With non-tau-equivalent items, McDonald’s omega has been used as a popular alternative to alpha in the literature. Traditional estimation methods for alpha and omega often implicitly assume that data are complete and normally distributed. This study proposes robust procedures to estimate both alpha and omega as well as corresponding standard errors and confidence intervals from samples that may contain potential outlying observations and missing values. The influence of outlying observations and missing data on the estimates of alpha and omega is investigated through two simulation studies. Results show that the newly developed robust method yields substantially improved alpha and omega estimates as well as better coverage rates of confidence intervals than the conventional nonrobust method. An R package coefficientalpha is developed and demonstrated to obtain robust estimates of alpha and omega. PMID:29795870
Wei, Shaoceng; Kryscio, Richard J.
2015-01-01
Continuous-time multi-state stochastic processes are useful for modeling the flow of subjects from intact cognition to dementia with mild cognitive impairment and global impairment as intervening transient, cognitive states and death as a competing risk (Figure 1). Each subject's cognition is assessed periodically resulting in interval censoring for the cognitive states while death without dementia is not interval censored. Since back transitions among the transient states are possible, Markov chains are often applied to this type of panel data. In this manuscript we apply a Semi-Markov process in which we assume that the waiting times are Weibull distributed except for transitions from the baseline state, which are exponentially distributed and in which we assume no additional changes in cognition occur between two assessments. We implement a quasi-Monte Carlo (QMC) method to calculate the higher order integration needed for likelihood estimation. We apply our model to a real dataset, the Nun Study, a cohort of 461 participants. PMID:24821001
Wei, Shaoceng; Kryscio, Richard J
2016-12-01
Continuous-time multi-state stochastic processes are useful for modeling the flow of subjects from intact cognition to dementia with mild cognitive impairment and global impairment as intervening transient cognitive states and death as a competing risk. Each subject's cognition is assessed periodically resulting in interval censoring for the cognitive states while death without dementia is not interval censored. Since back transitions among the transient states are possible, Markov chains are often applied to this type of panel data. In this manuscript, we apply a semi-Markov process in which we assume that the waiting times are Weibull distributed except for transitions from the baseline state, which are exponentially distributed and in which we assume no additional changes in cognition occur between two assessments. We implement a quasi-Monte Carlo (QMC) method to calculate the higher order integration needed for likelihood estimation. We apply our model to a real dataset, the Nun Study, a cohort of 461 participants. © The Author(s) 2014.
Schwacke, Lori H; Hall, Ailsa J; Townsend, Forrest I; Wells, Randall S; Hansen, Larry J; Hohn, Aleta A; Bossart, Gregory D; Fair, Patricia A; Rowles, Teresa K
2009-08-01
To develop robust reference intervals for hematologic and serum biochemical variables by use of data derived from free-ranging bottlenose dolphins (Tursiops truncatus) and examine potential variation in distributions of clinicopathologic values related to sampling sites' geographic locations. 255 free-ranging bottlenose dolphins. Data from samples collected during multiple bottlenose dolphin capture-release projects conducted at 4 southeastern US coastal locations in 2000 through 2006 were combined to determine reference intervals for 52 clinicopathologic variables. A nonparametric bootstrap approach was applied to estimate 95th percentiles and associated 90% confidence intervals; the need for partitioning by length and sex classes was determined by testing for differences in estimated thresholds with a bootstrap method. When appropriate, quantile regression was used to determine continuous functions for 95th percentiles dependent on length. The proportion of out-of-range samples for all clinicopathologic measurements was examined for each geographic site, and multivariate ANOVA was applied to further explore variation in leukocyte subgroups. A need for partitioning by length and sex classes was indicated for many clinicopathologic variables. For each geographic site, few significant deviations from expected number of out-of-range samples were detected. Although mean leukocyte counts did not vary among sites, differences in the mean counts for leukocyte subgroups were identified. Although differences in the centrality of distributions for some variables were detected, the 95th percentiles estimated from the pooled data were robust and applicable across geographic sites. The derived reference intervals provide critical information for conducting bottlenose dolphin population health studies.
NASA Astrophysics Data System (ADS)
Dietze, Michael; Fuchs, Margret; Kreutzer, Sebastian
2016-04-01
Many modern approaches of radiometric dating or geochemical fingerprinting rely on sampling sedimentary deposits. A key assumption of most concepts is that the extracted grain-size fraction of the sampled sediment adequately represents the actual process to be dated or the source area to be fingerprinted. However, these assumptions are not always well constrained. Rather, they have to align with arbitrary, method-determined size intervals, such as "coarse grain" or "fine grain" with partly even different definitions. Such arbitrary intervals violate principal process-based concepts of sediment transport and can thus introduce significant bias to the analysis outcome (i.e., a deviation of the measured from the true value). We present a flexible numerical framework (numOlum) for the statistical programming language R that allows quantifying the bias due to any given analysis size interval for different types of sediment deposits. This framework is applied to synthetic samples from the realms of luminescence dating and geochemical fingerprinting, i.e. a virtual reworked loess section. We show independent validation data from artificially dosed and subsequently mixed grain-size proportions and we present a statistical approach (end-member modelling analysis, EMMA) that allows accounting for the effect of measuring the compound dosimetric history or geochemical composition of a sample. EMMA separates polymodal grain-size distributions into the underlying transport process-related distributions and their contribution to each sample. These underlying distributions can then be used to adjust grain-size preparation intervals to minimise the incorporation of "undesired" grain-size fractions.
NASA Technical Reports Server (NTRS)
Rutledge, Charles K.
1988-01-01
The validity of applying chi-square based confidence intervals to far-field acoustic flyover spectral estimates was investigated. Simulated data, using a Kendall series and experimental acoustic data from the NASA/McDonnell Douglas 500E acoustics test, were analyzed. Statistical significance tests to determine the equality of distributions of the simulated and experimental data relative to theoretical chi-square distributions were performed. Bias and uncertainty errors associated with the spectral estimates were easily identified from the data sets. A model relating the uncertainty and bias errors to the estimates resulted, which aided in determining the appropriateness of the chi-square distribution based confidence intervals. Such confidence intervals were appropriate for nontonally associated frequencies of the experimental data but were inappropriate for tonally associated estimate distributions. The appropriateness at the tonally associated frequencies was indicated by the presence of bias error and noncomformity of the distributions to the theoretical chi-square distribution. A technique for determining appropriate confidence intervals at the tonally associated frequencies was suggested.
Levine, M W
1991-01-01
Simulated neural impulse trains were generated by a digital realization of the integrate-and-fire model. The variability in these impulse trains had as its origin a random noise of specified distribution. Three different distributions were used: the normal (Gaussian) distribution (no skew, normokurtic), a first-order gamma distribution (positive skew, leptokurtic), and a uniform distribution (no skew, platykurtic). Despite these differences in the distribution of the variability, the distributions of the intervals between impulses were nearly indistinguishable. These inter-impulse distributions were better fit with a hyperbolic gamma distribution than a hyperbolic normal distribution, although one might expect a better approximation for normally distributed inverse intervals. Consideration of why the inter-impulse distribution is independent of the distribution of the causative noise suggests two putative interval distributions that do not depend on the assumed noise distribution: the log normal distribution, which is predicated on the assumption that long intervals occur with the joint probability of small input values, and the random walk equation, which is the diffusion equation applied to a random walk model of the impulse generating process. Either of these equations provides a more satisfactory fit to the simulated impulse trains than the hyperbolic normal or hyperbolic gamma distributions. These equations also provide better fits to impulse trains derived from the maintained discharges of ganglion cells in the retinae of cats or goldfish. It is noted that both equations are free from the constraint that the coefficient of variation (CV) have a maximum of unity.(ABSTRACT TRUNCATED AT 250 WORDS)
NASA Astrophysics Data System (ADS)
Yin, Shengwen; Yu, Dejie; Yin, Hui; Lü, Hui; Xia, Baizhan
2017-09-01
Considering the epistemic uncertainties within the hybrid Finite Element/Statistical Energy Analysis (FE/SEA) model when it is used for the response analysis of built-up systems in the mid-frequency range, the hybrid Evidence Theory-based Finite Element/Statistical Energy Analysis (ETFE/SEA) model is established by introducing the evidence theory. Based on the hybrid ETFE/SEA model and the sub-interval perturbation technique, the hybrid Sub-interval Perturbation and Evidence Theory-based Finite Element/Statistical Energy Analysis (SIP-ETFE/SEA) approach is proposed. In the hybrid ETFE/SEA model, the uncertainty in the SEA subsystem is modeled by a non-parametric ensemble, while the uncertainty in the FE subsystem is described by the focal element and basic probability assignment (BPA), and dealt with evidence theory. Within the hybrid SIP-ETFE/SEA approach, the mid-frequency response of interest, such as the ensemble average of the energy response and the cross-spectrum response, is calculated analytically by using the conventional hybrid FE/SEA method. Inspired by the probability theory, the intervals of the mean value, variance and cumulative distribution are used to describe the distribution characteristics of mid-frequency responses of built-up systems with epistemic uncertainties. In order to alleviate the computational burdens for the extreme value analysis, the sub-interval perturbation technique based on the first-order Taylor series expansion is used in ETFE/SEA model to acquire the lower and upper bounds of the mid-frequency responses over each focal element. Three numerical examples are given to illustrate the feasibility and effectiveness of the proposed method.
Normal probability plots with confidence.
Chantarangsi, Wanpen; Liu, Wei; Bretz, Frank; Kiatsupaibul, Seksan; Hayter, Anthony J; Wan, Fang
2015-01-01
Normal probability plots are widely used as a statistical tool for assessing whether an observed simple random sample is drawn from a normally distributed population. The users, however, have to judge subjectively, if no objective rule is provided, whether the plotted points fall close to a straight line. In this paper, we focus on how a normal probability plot can be augmented by intervals for all the points so that, if the population distribution is normal, then all the points should fall into the corresponding intervals simultaneously with probability 1-α. These simultaneous 1-α probability intervals provide therefore an objective mean to judge whether the plotted points fall close to the straight line: the plotted points fall close to the straight line if and only if all the points fall into the corresponding intervals. The powers of several normal probability plot based (graphical) tests and the most popular nongraphical Anderson-Darling and Shapiro-Wilk tests are compared by simulation. Based on this comparison, recommendations are given in Section 3 on which graphical tests should be used in what circumstances. An example is provided to illustrate the methods. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Entropy Methods For Univariate Distributions in Decision Analysis
NASA Astrophysics Data System (ADS)
Abbas, Ali E.
2003-03-01
One of the most important steps in decision analysis practice is the elicitation of the decision-maker's belief about an uncertainty of interest in the form of a representative probability distribution. However, the probability elicitation process is a task that involves many cognitive and motivational biases. Alternatively, the decision-maker may provide other information about the distribution of interest, such as its moments, and the maximum entropy method can be used to obtain a full distribution subject to the given moment constraints. In practice however, decision makers cannot readily provide moments for the distribution, and are much more comfortable providing information about the fractiles of the distribution of interest or bounds on its cumulative probabilities. In this paper we present a graphical method to determine the maximum entropy distribution between upper and lower probability bounds and provide an interpretation for the shape of the maximum entropy distribution subject to fractile constraints, (FMED). We also discuss the problems with the FMED in that it is discontinuous and flat over each fractile interval. We present a heuristic approximation to a distribution if in addition to its fractiles, we also know it is continuous and work through full examples to illustrate the approach.
Ohyu, Shigeharu; Okamoto, Yoshiwo; Kuriki, Shinya
2002-06-01
A novel magnetocardiographic inverse method for reconstructing the action potential amplitude (APA) and the activation time (AT) on the ventricular myocardium is proposed. This method is based on the propagated excitation model, in which the excitation is propagated through the ventricle with nonuniform height of action potential. Assumption of stepwise waveform on the transmembrane potential was introduced in the model. Spatial gradient of transmembrane potential, which is defined by APA and AT distributed in the ventricular wall, is used for the computation of a current source distribution. Based on this source model, the distributions of APA and AT are inversely reconstructed from the QRS interval of magnetocardiogram (MCG) utilizing a maximum a posteriori approach. The proposed reconstruction method was tested through computer simulations. Stability of the methods with respect to measurement noise was demonstrated. When reference APA was provided as a uniform distribution, root-mean-square errors of estimated APA were below 10 mV for MCG signal-to-noise ratios greater than, or equal to, 20 dB. Low-amplitude regions located at several sites in reference APA distributions were correctly reproduced in reconstructed APA distributions. The goal of our study is to develop a method for detecting myocardial ischemia through the depression of reconstructed APA distributions.
NASA Astrophysics Data System (ADS)
Lagrosas, N.; Bautista, D. L. B.; Miranda, J. P.
2016-12-01
Aerosol optical properties and growth were measured during 2014 and 2016 New Year celebrations at Manila Observatory, Philippines. Measurements were done using a USB2000 spectrometer from 22:00 of 31 December 2013 to 03:00 of 01 January 2014 and from 18:00 of 31 December 2015 to 05:30 01 January 2016. A xenon lamp was used as a light source 150m from the spectrometer. Fireworks and firecrackers were the main sources of aerosols during these festivities. Data were collected every 60s and 10s for 2014 and 2016 respectively. The aerosol volume size distribution was derived using the parametric inversion method proposed by Kaijser (1983). The method is performed by selecting 8 wavelengths from 387.30nm to 600.00nm. The reference intensities were obtained when firework activities were considerably low and the air was assumed to be relatively clean. Using Mie theory and assuming that the volume size distribution is a linear combination of 33 bimodal lognormal distribution functions with geometric mean radii between 0.003um and 1.2um, a least-square minimization process was implemented between measured optical depths and computed optical depths. The 2016 New Year distribution showed mostly a unimodal size distribution (mean radius = 0.3um) from 23:00 to 05:30 (Fig. 1a). The mean Angstrom coefficient value during the same time interval was approximately 0.75. This could be attributed to a constant RH (100%) during this time interval. A bimodal distribution was observed when RH value was 94% from 18:30 to 21:30. The transition to a unimodal distribution was observed at 21:00 when the RH value changes from 94% to 100%. In contrast to the 2016 New Year celebration, the 2014 size distribution was bimodal from 23:30 to 02:30 (Fig 1b). The bimodal distribution is the result of firework activities before New Year. Aerosol growth was evident when the size distribution became unimodal after 02:30 (mean radius = 1.1um). The mean Angstrom coefficient, when the size distribution is unimodal, was around 0.5 and this could be attributed to increasing RH from 78% to 88% during this time interval. The two New Year celebrations showed different patterns of aerosols growth. Aerosols produced at high RH tend to be unimodal while aerosols produced at low RH tend to have a bimodal distribution. As RH increased, the bimodal distribution became unimodal.
Bayesian alternative to the ISO-GUM's use of the Welch Satterthwaite formula
NASA Astrophysics Data System (ADS)
Kacker, Raghu N.
2006-02-01
In certain disciplines, uncertainty is traditionally expressed as an interval about an estimate for the value of the measurand. Development of such uncertainty intervals with a stated coverage probability based on the International Organization for Standardization (ISO) Guide to the Expression of Uncertainty in Measurement (GUM) requires a description of the probability distribution for the value of the measurand. The ISO-GUM propagates the estimates and their associated standard uncertainties for various input quantities through a linear approximation of the measurement equation to determine an estimate and its associated standard uncertainty for the value of the measurand. This procedure does not yield a probability distribution for the value of the measurand. The ISO-GUM suggests that under certain conditions motivated by the central limit theorem the distribution for the value of the measurand may be approximated by a scaled-and-shifted t-distribution with effective degrees of freedom obtained from the Welch-Satterthwaite (W-S) formula. The approximate t-distribution may then be used to develop an uncertainty interval with a stated coverage probability for the value of the measurand. We propose an approximate normal distribution based on a Bayesian uncertainty as an alternative to the t-distribution based on the W-S formula. A benefit of the approximate normal distribution based on a Bayesian uncertainty is that it greatly simplifies the expression of uncertainty by eliminating altogether the need for calculating effective degrees of freedom from the W-S formula. In the special case where the measurand is the difference between two means, each evaluated from statistical analyses of independent normally distributed measurements with unknown and possibly unequal variances, the probability distribution for the value of the measurand is known to be a Behrens-Fisher distribution. We compare the performance of the approximate normal distribution based on a Bayesian uncertainty and the approximate t-distribution based on the W-S formula with respect to the Behrens-Fisher distribution. The approximate normal distribution is simpler and better in this case. A thorough investigation of the relative performance of the two approximate distributions would require comparison for a range of measurement equations by numerical methods.
Estimation and confidence intervals for empirical mixing distributions
Link, W.A.; Sauer, J.R.
1995-01-01
Questions regarding collections of parameter estimates can frequently be expressed in terms of an empirical mixing distribution (EMD). This report discusses empirical Bayes estimation of an EMD, with emphasis on the construction of interval estimates. Estimation of the EMD is accomplished by substitution of estimates of prior parameters in the posterior mean of the EMD. This procedure is examined in a parametric model (the normal-normal mixture) and in a semi-parametric model. In both cases, the empirical Bayes bootstrap of Laird and Louis (1987, Journal of the American Statistical Association 82, 739-757) is used to assess the variability of the estimated EMD arising from the estimation of prior parameters. The proposed methods are applied to a meta-analysis of population trend estimates for groups of birds.
Distribution functions of probabilistic automata
NASA Technical Reports Server (NTRS)
Vatan, F.
2001-01-01
Each probabilistic automaton M over an alphabet A defines a probability measure Prob sub(M) on the set of all finite and infinite words over A. We can identify a k letter alphabet A with the set {0, 1,..., k-1}, and, hence, we can consider every finite or infinite word w over A as a radix k expansion of a real number X(w) in the interval [0, 1]. This makes X(w) a random variable and the distribution function of M is defined as usual: F(x) := Prob sub(M) { w: X(w) < x }. Utilizing the fixed-point semantics (denotational semantics), extended to probabilistic computations, we investigate the distribution functions of probabilistic automata in detail. Automata with continuous distribution functions are characterized. By a new, and much more easier method, it is shown that the distribution function F(x) is an analytic function if it is a polynomial. Finally, answering a question posed by D. Knuth and A. Yao, we show that a polynomial distribution function F(x) on [0, 1] can be generated by a prob abilistic automaton iff all the roots of F'(x) = 0 in this interval, if any, are rational numbers. For this, we define two dynamical systems on the set of polynomial distributions and study attracting fixed points of random composition of these two systems.
Yin, Jingjing; Nakas, Christos T; Tian, Lili; Reiser, Benjamin
2018-03-01
This article explores both existing and new methods for the construction of confidence intervals for differences of indices of diagnostic accuracy of competing pairs of biomarkers in three-class classification problems and fills the methodological gaps for both parametric and non-parametric approaches in the receiver operating characteristic surface framework. The most widely used such indices are the volume under the receiver operating characteristic surface and the generalized Youden index. We describe implementation of all methods and offer insight regarding the appropriateness of their use through a large simulation study with different distributional and sample size scenarios. Methods are illustrated using data from the Alzheimer's Disease Neuroimaging Initiative study, where assessment of cognitive function naturally results in a three-class classification setting.
Comparison of Methods for Analyzing Left-Censored Occupational Exposure Data
Huynh, Tran; Ramachandran, Gurumurthy; Banerjee, Sudipto; Monteiro, Joao; Stenzel, Mark; Sandler, Dale P.; Engel, Lawrence S.; Kwok, Richard K.; Blair, Aaron; Stewart, Patricia A.
2014-01-01
The National Institute for Environmental Health Sciences (NIEHS) is conducting an epidemiologic study (GuLF STUDY) to investigate the health of the workers and volunteers who participated from April to December of 2010 in the response and cleanup of the oil release after the Deepwater Horizon explosion in the Gulf of Mexico. The exposure assessment component of the study involves analyzing thousands of personal monitoring measurements that were collected during this effort. A substantial portion of these data has values reported by the analytic laboratories to be below the limits of detection (LOD). A simulation study was conducted to evaluate three established methods for analyzing data with censored observations to estimate the arithmetic mean (AM), geometric mean (GM), geometric standard deviation (GSD), and the 95th percentile (X0.95) of the exposure distribution: the maximum likelihood (ML) estimation, the β-substitution, and the Kaplan–Meier (K-M) methods. Each method was challenged with computer-generated exposure datasets drawn from lognormal and mixed lognormal distributions with sample sizes (N) varying from 5 to 100, GSDs ranging from 2 to 5, and censoring levels ranging from 10 to 90%, with single and multiple LODs. Using relative bias and relative root mean squared error (rMSE) as the evaluation metrics, the β-substitution method generally performed as well or better than the ML and K-M methods in most simulated lognormal and mixed lognormal distribution conditions. The ML method was suitable for large sample sizes (N ≥ 30) up to 80% censoring for lognormal distributions with small variability (GSD = 2–3). The K-M method generally provided accurate estimates of the AM when the censoring was <50% for lognormal and mixed distributions. The accuracy and precision of all methods decreased under high variability (GSD = 4 and 5) and small to moderate sample sizes (N < 20) but the β-substitution was still the best of the three methods. When using the ML method, practitioners are cautioned to be aware of different ways of estimating the AM as they could lead to biased interpretation. A limitation of the β-substitution method is the absence of a confidence interval for the estimate. More research is needed to develop methods that could improve the estimation accuracy for small sample sizes and high percent censored data and also provide uncertainty intervals. PMID:25261453
Digital Correlation In Laser-Speckle Velocimetry
NASA Technical Reports Server (NTRS)
Gilbert, John A.; Mathys, Donald R.
1992-01-01
Periodic recording helps to eliminate spurious results. Improved digital-correlation process extracts velocity field of two-dimensional flow from laser-speckle images of seed particles distributed sparsely in flow. Method which involves digital correlation of images recorded at unequal intervals, completely automated and has potential to be fastest yet.
A random effects meta-analysis model with Box-Cox transformation.
Yamaguchi, Yusuke; Maruo, Kazushi; Partlett, Christopher; Riley, Richard D
2017-07-19
In a random effects meta-analysis model, true treatment effects for each study are routinely assumed to follow a normal distribution. However, normality is a restrictive assumption and the misspecification of the random effects distribution may result in a misleading estimate of overall mean for the treatment effect, an inappropriate quantification of heterogeneity across studies and a wrongly symmetric prediction interval. We focus on problems caused by an inappropriate normality assumption of the random effects distribution, and propose a novel random effects meta-analysis model where a Box-Cox transformation is applied to the observed treatment effect estimates. The proposed model aims to normalise an overall distribution of observed treatment effect estimates, which is sum of the within-study sampling distributions and the random effects distribution. When sampling distributions are approximately normal, non-normality in the overall distribution will be mainly due to the random effects distribution, especially when the between-study variation is large relative to the within-study variation. The Box-Cox transformation addresses this flexibly according to the observed departure from normality. We use a Bayesian approach for estimating parameters in the proposed model, and suggest summarising the meta-analysis results by an overall median, an interquartile range and a prediction interval. The model can be applied for any kind of variables once the treatment effect estimate is defined from the variable. A simulation study suggested that when the overall distribution of treatment effect estimates are skewed, the overall mean and conventional I 2 from the normal random effects model could be inappropriate summaries, and the proposed model helped reduce this issue. We illustrated the proposed model using two examples, which revealed some important differences on summary results, heterogeneity measures and prediction intervals from the normal random effects model. The random effects meta-analysis with the Box-Cox transformation may be an important tool for examining robustness of traditional meta-analysis results against skewness on the observed treatment effect estimates. Further critical evaluation of the method is needed.
Lott, B.; Escande, L.; Larsson, S.; ...
2012-07-19
Here, we present a method enabling the creation of constant-uncertainty/constant-significance light curves with the data of the Fermi-Large Area Telescope (LAT). The adaptive-binning method enables more information to be encapsulated within the light curve than with the fixed-binning method. Although primarily developed for blazar studies, it can be applied to any sources. Furthermore, this method allows the starting and ending times of each interval to be calculated in a simple and quick way during a first step. The reported mean flux and spectral index (assuming the spectrum is a power-law distribution) in the interval are calculated via the standard LATmore » analysis during a second step. In the absence of major caveats associated with this method Monte-Carlo simulations have been established. We present the performance of this method in determining duty cycles as well as power-density spectra relative to the traditional fixed-binning method.« less
Multifractal analysis of mobile social networks
NASA Astrophysics Data System (ADS)
Zheng, Wei; Zhang, Zifeng; Deng, Yufan
2017-09-01
As Wireless Fidelity (Wi-Fi)-enabled handheld devices have been widely used, the mobile social networks (MSNs) has been attracting extensive attention. Fractal approaches have also been widely applied to characterierize natural networks as useful tools to depict their spatial distribution and scaling properties. Moreover, when the complexity of the spatial distribution of MSNs cannot be properly charaterized by single fractal dimension, multifractal analysis is required. For further research, we introduced a multifractal analysis method based on box-covering algorithm to describe the structure of MSNs. Using this method, we find that the networks are multifractal at different time interval. The simulation results demonstrate that the proposed method is efficient for analyzing the multifractal characteristic of MSNs, which provides a distribution of singularities adequately describing both the heterogeneity of fractal patterns and the statistics of measurements across spatial scales in MSNs.
Methods for the behavioral, educational, and social sciences: an R package.
Kelley, Ken
2007-11-01
Methods for the Behavioral, Educational, and Social Sciences (MBESS; Kelley, 2007b) is an open source package for R (R Development Core Team, 2007b), an open source statistical programming language and environment. MBESS implements methods that are not widely available elsewhere, yet are especially helpful for the idiosyncratic techniques used within the behavioral, educational, and social sciences. The major categories of functions are those that relate to confidence interval formation for noncentral t, F, and chi2 parameters, confidence intervals for standardized effect sizes (which require noncentral distributions), and sample size planning issues from the power analytic and accuracy in parameter estimation perspectives. In addition, MBESS contains collections of other functions that should be helpful to substantive researchers and methodologists. MBESS is a long-term project that will continue to be updated and expanded so that important methods can continue to be made available to researchers in the behavioral, educational, and social sciences.
NASA Astrophysics Data System (ADS)
Godsey, S. E.; Kirchner, J. W.
2008-12-01
The mean residence time - the average time that it takes rainfall to reach the stream - is a basic parameter used to characterize catchment processes. Heterogeneities in these processes lead to a distribution of travel times around the mean residence time. By examining this travel time distribution, we can better predict catchment response to contamination events. A catchment system with shorter residence times or narrower distributions will respond quickly to contamination events, whereas systems with longer residence times or longer-tailed distributions will respond more slowly to those same contamination events. The travel time distribution of a catchment is typically inferred from time series of passive tracers (e.g., water isotopes or chloride) in precipitation and streamflow. Variations in the tracer concentration in streamflow are usually damped compared to those in precipitation, because precipitation inputs from different storms (with different tracer signatures) are mixed within the catchment. Mathematically, this mixing process is represented by the convolution of the travel time distribution and the precipitation tracer inputs to generate the stream tracer outputs. Because convolution in the time domain is equivalent to multiplication in the frequency domain, it is relatively straightforward to estimate the parameters of the travel time distribution in either domain. In the time domain, the parameters describing the travel time distribution are typically estimated by maximizing the goodness of fit between the modeled and measured tracer outputs. In the frequency domain, the travel time distribution parameters can be estimated by fitting a power-law curve to the ratio of precipitation spectral power to stream spectral power. Differences between the methods of parameter estimation in the time and frequency domain mean that these two methods may respond differently to variations in data quality, record length and sampling frequency. Here we evaluate how well these two methods of travel time parameter estimation respond to different sources of uncertainty and compare the methods to one another. We do this by generating synthetic tracer input time series of different lengths, and convolve these with specified travel-time distributions to generate synthetic output time series. We then sample both the input and output time series at various sampling intervals and corrupt the time series with realistic error structures. Using these 'corrupted' time series, we infer the apparent travel time distribution, and compare it to the known distribution that was used to generate the synthetic data in the first place. This analysis allows us to quantify how different record lengths, sampling intervals, and error structures in the tracer measurements affect the apparent mean residence time and the apparent shape of the travel time distribution.
Tsunami Simulation Method Assimilating Ocean Bottom Pressure Data Near a Tsunami Source Region
NASA Astrophysics Data System (ADS)
Tanioka, Yuichiro
2018-02-01
A new method was developed to reproduce the tsunami height distribution in and around the source area, at a certain time, from a large number of ocean bottom pressure sensors, without information on an earthquake source. A dense cabled observation network called S-NET, which consists of 150 ocean bottom pressure sensors, was installed recently along a wide portion of the seafloor off Kanto, Tohoku, and Hokkaido in Japan. However, in the source area, the ocean bottom pressure sensors cannot observe directly an initial ocean surface displacement. Therefore, we developed the new method. The method was tested and functioned well for a synthetic tsunami from a simple rectangular fault with an ocean bottom pressure sensor network using 10 arc-min, or 20 km, intervals. For a test case that is more realistic, ocean bottom pressure sensors with 15 arc-min intervals along the north-south direction and sensors with 30 arc-min intervals along the east-west direction were used. In the test case, the method also functioned well enough to reproduce the tsunami height field in general. These results indicated that the method could be used for tsunami early warning by estimating the tsunami height field just after a great earthquake without the need for earthquake source information.
Bayesian inference for disease prevalence using negative binomial group testing
Pritchard, Nicholas A.; Tebbs, Joshua M.
2011-01-01
Group testing, also known as pooled testing, and inverse sampling are both widely used methods of data collection when the goal is to estimate a small proportion. Taking a Bayesian approach, we consider the new problem of estimating disease prevalence from group testing when inverse (negative binomial) sampling is used. Using different distributions to incorporate prior knowledge of disease incidence and different loss functions, we derive closed form expressions for posterior distributions and resulting point and credible interval estimators. We then evaluate our new estimators, on Bayesian and classical grounds, and apply our methods to a West Nile Virus data set. PMID:21259308
NASA Astrophysics Data System (ADS)
Meng, Hao; Ren, Fei; Gu, Gao-Feng; Xiong, Xiong; Zhang, Yong-Jie; Zhou, Wei-Xing; Zhang, Wei
2012-05-01
Understanding the statistical properties of recurrence intervals (also termed return intervals in econophysics literature) of extreme events is crucial to risk assessment and management of complex systems. The probability distributions and correlations of recurrence intervals for many systems have been extensively investigated. However, the impacts of microscopic rules of a complex system on the macroscopic properties of its recurrence intervals are less studied. In this letter, we adopt an order-driven stock model to address this issue for stock returns. We find that the distributions of the scaled recurrence intervals of simulated returns have a power-law scaling with stretched exponential cutoff and the intervals possess multifractal nature, which are consistent with empirical results. We further investigate the effects of long memory in the directions (or signs) and relative prices of the order flow on the characteristic quantities of these properties. It is found that the long memory in the order directions (Hurst index Hs) has a negligible effect on the interval distributions and the multifractal nature. In contrast, the power-law exponent of the interval distribution increases linearly with respect to the Hurst index Hx of the relative prices, and the singularity width of the multifractal nature fluctuates around a constant value when Hx<0.7 and then increases with Hx. No evident effects of Hs and Hx are found on the long memory of the recurrence intervals. Our results indicate that the nontrivial properties of the recurrence intervals of returns are mainly caused by traders' behaviors of persistently placing new orders around the best bid and ask prices.
An understanding of human dynamics in urban subway traffic from the Maximum Entropy Principle
NASA Astrophysics Data System (ADS)
Yong, Nuo; Ni, Shunjiang; Shen, Shifei; Ji, Xuewei
2016-08-01
We studied the distribution of entry time interval in Beijing subway traffic by analyzing the smart card transaction data, and then deduced the probability distribution function of entry time interval based on the Maximum Entropy Principle. Both theoretical derivation and data statistics indicated that the entry time interval obeys power-law distribution with an exponential cutoff. In addition, we pointed out the constraint conditions for the distribution form and discussed how the constraints affect the distribution function. It is speculated that for bursts and heavy tails in human dynamics, when the fitted power exponent is less than 1.0, it cannot be a pure power-law distribution, but with an exponential cutoff, which may be ignored in the previous studies.
Quantifying Safety Margin Using the Risk-Informed Safety Margin Characterization (RISMC)
DOE Office of Scientific and Technical Information (OSTI.GOV)
Grabaskas, David; Bucknor, Matthew; Brunett, Acacia
2015-04-26
The Risk-Informed Safety Margin Characterization (RISMC), developed by Idaho National Laboratory as part of the Light-Water Reactor Sustainability Project, utilizes a probabilistic safety margin comparison between a load and capacity distribution, rather than a deterministic comparison between two values, as is usually done in best-estimate plus uncertainty analyses. The goal is to determine the failure probability, or in other words, the probability of the system load equaling or exceeding the system capacity. While this method has been used in pilot studies, there has been little work conducted investigating the statistical significance of the resulting failure probability. In particular, it ismore » difficult to determine how many simulations are necessary to properly characterize the failure probability. This work uses classical (frequentist) statistics and confidence intervals to examine the impact in statistical accuracy when the number of simulations is varied. Two methods are proposed to establish confidence intervals related to the failure probability established using a RISMC analysis. The confidence interval provides information about the statistical accuracy of the method utilized to explore the uncertainty space, and offers a quantitative method to gauge the increase in statistical accuracy due to performing additional simulations.« less
Hailu, Desta; Gulte, Teklemariam
2016-01-01
Background. One of the key strategies to reduce fertility and promote the health status of mothers and their children is adhering to optimal birth spacing. However, women still have shorter birth intervals and studies addressing their determinants were scarce. The objective of this study, therefore, was to assess determinants of birth interval among women who had at least two consecutive live births. Methods. Case control study was conducted from February to April 2014. Cases were women with short birth intervals (<3 years), whereas controls were women having history of optimal birth intervals (3 to 5 years). Bivariate and multivariable analyses were performed. Result. Having no formal education (AOR = 2.36, 95% CL: [1.23–4.52]), duration of breast feeding for less than 24 months (AOR: 66.03, 95% CI; [34.60–126]), preceding child being female (AOR: 5.73, 95% CI; [3.18–10.310]), modern contraceptive use (AOR: 2.79, 95% CI: [1.58–4.940]), and poor wealth index (AOR: 4.89, 95% CI; [1.81–13.25]) of respondents were independent predictors of short birth interval. Conclusion. In equalities in education, duration of breast feeding, sex of the preceding child, contraceptive method use, and wealth index were markers of unequal distribution of inter birth intervals. Thus, to optimize birth spacing, strategies of providing information, education and communication targeting predictor variables should be improved. PMID:27239553
NASA Astrophysics Data System (ADS)
Song, Yiliao; Qin, Shanshan; Qu, Jiansheng; Liu, Feng
2015-10-01
The issue of air quality regarding PM pollution levels in China is a focus of public attention. To address that issue, to date, a series of studies is in progress, including PM monitoring programs, PM source apportionment, and the enactment of new ambient air quality index standards. However, related research concerning computer modeling for PM future trends estimation is rare, despite its significance to forecasting and early warning systems. Thereby, a study regarding deterministic and interval forecasts of PM is performed. In this study, data on hourly and 12 h-averaged air pollutants are applied to forecast PM concentrations within the Yangtze River Delta (YRD) region of China. The characteristics of PM emissions have been primarily examined and analyzed using different distribution functions. To improve the distribution fitting that is crucial for estimating PM levels, an artificial intelligence algorithm is incorporated to select the optimal parameters. Following that step, an ANF model is used to conduct deterministic forecasts of PM. With the identified distributions and deterministic forecasts, different levels of PM intervals are estimated. The results indicate that the lognormal or gamma distributions are highly representative of the recorded PM data with a goodness-of-fit R2 of approximately 0.998. Furthermore, the results of the evaluation metrics (MSE, MAPE and CP, AW) also show high accuracy within the deterministic and interval forecasts of PM, indicating that this method enables the informative and effective quantification of future PM trends.
Aagten-Murphy, David; Cappagli, Giulia; Burr, David
2014-03-01
Expert musicians are able to time their actions accurately and consistently during a musical performance. We investigated how musical expertise influences the ability to reproduce auditory intervals and how this generalises across different techniques and sensory modalities. We first compared various reproduction strategies and interval length, to examine the effects in general and to optimise experimental conditions for testing the effect of music, and found that the effects were robust and consistent across different paradigms. Focussing on a 'ready-set-go' paradigm subjects reproduced time intervals drawn from distributions varying in total length (176, 352 or 704 ms) or in the number of discrete intervals within the total length (3, 5, 11 or 21 discrete intervals). Overall, Musicians performed more veridical than Non-Musicians, and all subjects reproduced auditory-defined intervals more accurately than visually-defined intervals. However, Non-Musicians, particularly with visual stimuli, consistently exhibited a substantial and systematic regression towards the mean interval. When subjects judged intervals from distributions of longer total length they tended to regress more towards the mean, while the ability to discriminate between discrete intervals within the distribution had little influence on subject error. These results are consistent with a Bayesian model that minimizes reproduction errors by incorporating a central tendency prior weighted by the subject's own temporal precision relative to the current distribution of intervals. Finally a strong correlation was observed between all durations of formal musical training and total reproduction errors in both modalities (accounting for 30% of the variance). Taken together these results demonstrate that formal musical training improves temporal reproduction, and that this improvement transfers from audition to vision. They further demonstrate the flexibility of sensorimotor mechanisms in adapting to different task conditions to minimise temporal estimation errors. © 2013.
Reference interval for thyrotropin in a ultrasonography screened Korean population
Kim, Mijin; Kim, Soo Han; Lee, Yunkyoung; Park, Su-yeon; Kim, Hyung-don; Kwon, Hyemi; Choi, Yun Mi; Jang, Eun Kyung; Jeon, Min Ji; Kim, Won Gu; Shong, Young Kee; Kim, Won Bae
2015-01-01
Background/Aims The diagnostic accuracy of thyroid dysfunctions is primarily affected by the validity of the reference interval for serum thyroid-stimulating hormone (TSH). Thus, the present study aimed to establish a reference interval for TSH using a normal Korean population. Methods This study included 19,465 subjects who were recruited after undergoing routine health check-ups. Subjects with overt thyroid disease, a prior history of thyroid disease, or a family history of thyroid cancer were excluded from the present analyses. The reference range for serum TSH was evaluated in a normal Korean reference population which was defined according to criteria based on the guidelines of the National Academy of Clinical Biochemistry, ultrasound (US) findings, and smoking status. Sex and age were also taken into consideration when evaluating the distribution of serum TSH levels in different groups. Results In the presence of positive anti-thyroid peroxidase antibodies or abnormal US findings, the central 95 percentile interval of the serum TSH levels was widened. Additionally, the distribution of serum TSH levels shifted toward lower values in the current smokers group. The reference interval for TSH obtained using a normal Korean reference population was 0.73 to 7.06 mIU/L. The serum TSH levels were higher in females than in males in all groups, and there were no age-dependent shifts. Conclusions The present findings demonstrate that the serum TSH reference interval in a normal Korean reference population was higher than that in other countries. This result suggests that the upper and lower limits of the TSH reference interval, which was previously defined by studies from Western countries, should be raised for Korean populations. PMID:25995664
A computer program for uncertainty analysis integrating regression and Bayesian methods
Lu, Dan; Ye, Ming; Hill, Mary C.; Poeter, Eileen P.; Curtis, Gary
2014-01-01
This work develops a new functionality in UCODE_2014 to evaluate Bayesian credible intervals using the Markov Chain Monte Carlo (MCMC) method. The MCMC capability in UCODE_2014 is based on the FORTRAN version of the differential evolution adaptive Metropolis (DREAM) algorithm of Vrugt et al. (2009), which estimates the posterior probability density function of model parameters in high-dimensional and multimodal sampling problems. The UCODE MCMC capability provides eleven prior probability distributions and three ways to initialize the sampling process. It evaluates parametric and predictive uncertainties and it has parallel computing capability based on multiple chains to accelerate the sampling process. This paper tests and demonstrates the MCMC capability using a 10-dimensional multimodal mathematical function, a 100-dimensional Gaussian function, and a groundwater reactive transport model. The use of the MCMC capability is made straightforward and flexible by adopting the JUPITER API protocol. With the new MCMC capability, UCODE_2014 can be used to calculate three types of uncertainty intervals, which all can account for prior information: (1) linear confidence intervals which require linearity and Gaussian error assumptions and typically 10s–100s of highly parallelizable model runs after optimization, (2) nonlinear confidence intervals which require a smooth objective function surface and Gaussian observation error assumptions and typically 100s–1,000s of partially parallelizable model runs after optimization, and (3) MCMC Bayesian credible intervals which require few assumptions and commonly 10,000s–100,000s or more partially parallelizable model runs. Ready access allows users to select methods best suited to their work, and to compare methods in many circumstances.
Inversion method based on stochastic optimization for particle sizing.
Sánchez-Escobar, Juan Jaime; Barbosa-Santillán, Liliana Ibeth; Vargas-Ubera, Javier; Aguilar-Valdés, Félix
2016-08-01
A stochastic inverse method is presented based on a hybrid evolutionary optimization algorithm (HEOA) to retrieve a monomodal particle-size distribution (PSD) from the angular distribution of scattered light. By solving an optimization problem, the HEOA (with the Fraunhofer approximation) retrieves the PSD from an intensity pattern generated by Mie theory. The analyzed light-scattering pattern can be attributed to unimodal normal, gamma, or lognormal distribution of spherical particles covering the interval of modal size parameters 46≤α≤150. The HEOA ensures convergence to the near-optimal solution during the optimization of a real-valued objective function by combining the advantages of a multimember evolution strategy and locally weighted linear regression. The numerical results show that our HEOA can be satisfactorily applied to solve the inverse light-scattering problem.
1985-03-01
distribution. Samples of suspended partici’lates will also be collected for later image and elemental analysis . 25 Method of analysis for particle...will be flow injection analysis . This method will allow rapid, continuous analysis of seawater nutrients. Measurements will be made at one minute...5 m intervals) as well as from the underway pumping system. Method of pigment analysis for porphyrin and carotenoid pigments will be separation by
Redshift data and statistical inference
NASA Technical Reports Server (NTRS)
Newman, William I.; Haynes, Martha P.; Terzian, Yervant
1994-01-01
Frequency histograms and the 'power spectrum analysis' (PSA) method, the latter developed by Yu & Peebles (1969), have been widely employed as techniques for establishing the existence of periodicities. We provide a formal analysis of these two classes of methods, including controlled numerical experiments, to better understand their proper use and application. In particular, we note that typical published applications of frequency histograms commonly employ far greater numbers of class intervals or bins than is advisable by statistical theory sometimes giving rise to the appearance of spurious patterns. The PSA method generates a sequence of random numbers from observational data which, it is claimed, is exponentially distributed with unit mean and variance, essentially independent of the distribution of the original data. We show that the derived random processes is nonstationary and produces a small but systematic bias in the usual estimate of the mean and variance. Although the derived variable may be reasonably described by an exponential distribution, the tail of the distribution is far removed from that of an exponential, thereby rendering statistical inference and confidence testing based on the tail of the distribution completely unreliable. Finally, we examine a number of astronomical examples wherein these methods have been used giving rise to widespread acceptance of statistically unconfirmed conclusions.
Analysis and machine mapping of the distribution of band recoveries
Cowardin, L.M.
1977-01-01
A method of calculating distance and bearing from banding site to recovery location based on the solution of a spherical triangle is presented. X and Y distances on an ordinate grid were applied to computer plotting of recoveries on a map. The advantages and disadvantages of tables of recoveries by State or degree block, axial lines, and distance of recovery from banding site for presentation and comparison of the spatial distribution of band recoveries are discussed. A special web-shaped partition formed by concentric circles about the point of banding and great circles at 30-degree intervals through the point of banding has certain advantages over other methods. Comparison of distributions by means of a X? contingency test is illustrated. The statistic V = X?/N can be used as a measure of difference between two distributions of band recoveries and its possible use is illustrated as a measure of the degree of migrational homing.
This commentary is the second of a series outlining one specific concept in interpreting biomarkers data. In the first, an observational method was presented for assessing the distribution of measurements before making parametric calculations. Here, the discussion revolves around...
Load estimator (LOADEST): a FORTRAN program for estimating constituent loads in streams and rivers
Runkel, Robert L.; Crawford, Charles G.; Cohn, Timothy A.
2004-01-01
LOAD ESTimator (LOADEST) is a FORTRAN program for estimating constituent loads in streams and rivers. Given a time series of streamflow, additional data variables, and constituent concentration, LOADEST assists the user in developing a regression model for the estimation of constituent load (calibration). Explanatory variables within the regression model include various functions of streamflow, decimal time, and additional user-specified data variables. The formulated regression model then is used to estimate loads over a user-specified time interval (estimation). Mean load estimates, standard errors, and 95 percent confidence intervals are developed on a monthly and(or) seasonal basis. The calibration and estimation procedures within LOADEST are based on three statistical estimation methods. The first two methods, Adjusted Maximum Likelihood Estimation (AMLE) and Maximum Likelihood Estimation (MLE), are appropriate when the calibration model errors (residuals) are normally distributed. Of the two, AMLE is the method of choice when the calibration data set (time series of streamflow, additional data variables, and concentration) contains censored data. The third method, Least Absolute Deviation (LAD), is an alternative to maximum likelihood estimation when the residuals are not normally distributed. LOADEST output includes diagnostic tests and warnings to assist the user in determining the appropriate estimation method and in interpreting the estimated loads. This report describes the development and application of LOADEST. Sections of the report describe estimation theory, input/output specifications, sample applications, and installation instructions.
Statistical regularities in the return intervals of volatility
NASA Astrophysics Data System (ADS)
Wang, F.; Weber, P.; Yamasaki, K.; Havlin, S.; Stanley, H. E.
2007-01-01
We discuss recent results concerning statistical regularities in the return intervals of volatility in financial markets. In particular, we show how the analysis of volatility return intervals, defined as the time between two volatilities larger than a given threshold, can help to get a better understanding of the behavior of financial time series. We find scaling in the distribution of return intervals for thresholds ranging over a factor of 25, from 0.6 to 15 standard deviations, and also for various time windows from one minute up to 390 min (an entire trading day). Moreover, these results are universal for different stocks, commodities, interest rates as well as currencies. We also analyze the memory in the return intervals which relates to the memory in the volatility and find two scaling regimes, ℓ<ℓ* with α1=0.64±0.02 and ℓ> ℓ* with α2=0.92±0.04; these exponent values are similar to results of Liu et al. for the volatility. As an application, we use the scaling and memory properties of the return intervals to suggest a possibly useful method for estimating risk.
Classical and Bayesian Seismic Yield Estimation: The 1998 Indian and Pakistani Tests
NASA Astrophysics Data System (ADS)
Shumway, R. H.
2001-10-01
- The nuclear tests in May, 1998, in India and Pakistan have stimulated a renewed interest in yield estimation, based on limited data from uncalibrated test sites. We study here the problem of estimating yields using classical and Bayesian methods developed by Shumway (1992), utilizing calibration data from the Semipalatinsk test site and measured magnitudes for the 1998 Indian and Pakistani tests given by Murphy (1998). Calibration is done using multivariate classical or Bayesian linear regression, depending on the availability of measured magnitude-yield data and prior information. Confidence intervals for the classical approach are derived applying an extension of Fieller's method suggested by Brown (1982). In the case where prior information is available, the posterior predictive magnitude densities are inverted to give posterior intervals for yield. Intervals obtained using the joint distribution of magnitudes are comparable to the single-magnitude estimates produced by Murphy (1998) and reinforce the conclusion that the announced yields of the Indian and Pakistani tests were too high.
Classical and Bayesian Seismic Yield Estimation: The 1998 Indian and Pakistani Tests
NASA Astrophysics Data System (ADS)
Shumway, R. H.
The nuclear tests in May, 1998, in India and Pakistan have stimulated a renewed interest in yield estimation, based on limited data from uncalibrated test sites. We study here the problem of estimating yields using classical and Bayesian methods developed by Shumway (1992), utilizing calibration data from the Semipalatinsk test site and measured magnitudes for the 1998 Indian and Pakistani tests given by Murphy (1998). Calibration is done using multivariate classical or Bayesian linear regression, depending on the availability of measured magnitude-yield data and prior information. Confidence intervals for the classical approach are derived applying an extension of Fieller's method suggested by Brown (1982). In the case where prior information is available, the posterior predictive magnitude densities are inverted to give posterior intervals for yield. Intervals obtained using the joint distribution of magnitudes are comparable to the single-magnitude estimates produced by Murphy (1998) and reinforce the conclusion that the announced yields of the Indian and Pakistani tests were too high.
Wainwright, Haruko M; Seki, Akiyuki; Chen, Jinsong; Saito, Kimiaki
2017-02-01
This paper presents a multiscale data integration method to estimate the spatial distribution of air dose rates in the regional scale around the Fukushima Daiichi Nuclear Power Plant. We integrate various types of datasets, such as ground-based walk and car surveys, and airborne surveys, all of which have different scales, resolutions, spatial coverage, and accuracy. This method is based on geostatistics to represent spatial heterogeneous structures, and also on Bayesian hierarchical models to integrate multiscale, multi-type datasets in a consistent manner. The Bayesian method allows us to quantify the uncertainty in the estimates, and to provide the confidence intervals that are critical for robust decision-making. Although this approach is primarily data-driven, it has great flexibility to include mechanistic models for representing radiation transport or other complex correlations. We demonstrate our approach using three types of datasets collected at the same time over Fukushima City in Japan: (1) coarse-resolution airborne surveys covering the entire area, (2) car surveys along major roads, and (3) walk surveys in multiple neighborhoods. Results show that the method can successfully integrate three types of datasets and create an integrated map (including the confidence intervals) of air dose rates over the domain in high resolution. Moreover, this study provides us with various insights into the characteristics of each dataset, as well as radiocaesium distribution. In particular, the urban areas show high heterogeneity in the contaminant distribution due to human activities as well as large discrepancy among different surveys due to such heterogeneity. Copyright © 2016 Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Glazner, Allen F.; Sadler, Peter M.
2016-12-01
The duration of a geologic interval, such as the time over which a given volume of magma accumulated to form a pluton, or the lifespan of a large igneous province, is commonly determined from a relatively small number of geochronologic determinations (e.g., 4-10) within that interval. Such sample sets can underestimate the true length of the interval by a significant amount. For example, the average interval determined from a sample of size n = 5, drawn from a uniform random distribution, will underestimate the true interval by 50%. Even for n = 10, the average sample only captures ˜80% of the interval. If the underlying distribution is known then a correction factor can be determined from theory or Monte Carlo analysis; for a uniform random distribution, this factor is
New approach application of data transformation in mean centering of ratio spectra method
NASA Astrophysics Data System (ADS)
Issa, Mahmoud M.; Nejem, R.'afat M.; Van Staden, Raluca Ioana Stefan; Aboul-Enein, Hassan Y.
2015-05-01
Most of mean centering (MCR) methods are designed to be used with data sets whose values have a normal or nearly normal distribution. The errors associated with the values are also assumed to be independent and random. If the data are skewed, the results obtained may be doubtful. Most of the time, it was assumed a normal distribution and if a confidence interval includes a negative value, it was cut off at zero. However, it is possible to transform the data so that at least an approximately normal distribution is attained. Taking the logarithm of each data point is one transformation frequently used. As a result, the geometric mean is deliberated a better measure of central tendency than the arithmetic mean. The developed MCR method using the geometric mean has been successfully applied to the analysis of a ternary mixture of aspirin (ASP), atorvastatin (ATOR) and clopidogrel (CLOP) as a model. The results obtained were statistically compared with reported HPLC method.
Large-scale expensive black-box function optimization
NASA Astrophysics Data System (ADS)
Rashid, Kashif; Bailey, William; Couët, Benoît
2012-09-01
This paper presents the application of an adaptive radial basis function method to a computationally expensive black-box reservoir simulation model of many variables. An iterative proxy-based scheme is used to tune the control variables, distributed for finer control over a varying number of intervals covering the total simulation period, to maximize asset NPV. The method shows that large-scale simulation-based function optimization of several hundred variables is practical and effective.
A simple transformation independent method for outlier definition.
Johansen, Martin Berg; Christensen, Peter Astrup
2018-04-10
Definition and elimination of outliers is a key element for medical laboratories establishing or verifying reference intervals (RIs). Especially as inclusion of just a few outlying observations may seriously affect the determination of the reference limits. Many methods have been developed for definition of outliers. Several of these methods are developed for the normal distribution and often data require transformation before outlier elimination. We have developed a non-parametric transformation independent outlier definition. The new method relies on drawing reproducible histograms. This is done by using defined bin sizes above and below the median. The method is compared to the method recommended by CLSI/IFCC, which uses Box-Cox transformation (BCT) and Tukey's fences for outlier definition. The comparison is done on eight simulated distributions and an indirect clinical datasets. The comparison on simulated distributions shows that without outliers added the recommended method in general defines fewer outliers. However, when outliers are added on one side the proposed method often produces better results. With outliers on both sides the methods are equally good. Furthermore, it is found that the presence of outliers affects the BCT, and subsequently affects the determined limits of current recommended methods. This is especially seen in skewed distributions. The proposed outlier definition reproduced current RI limits on clinical data containing outliers. We find our simple transformation independent outlier detection method as good as or better than the currently recommended methods.
NASA Astrophysics Data System (ADS)
Lundberg, J.; Conrad, J.; Rolke, W.; Lopez, A.
2010-03-01
A C++ class was written for the calculation of frequentist confidence intervals using the profile likelihood method. Seven combinations of Binomial, Gaussian, Poissonian and Binomial uncertainties are implemented. The package provides routines for the calculation of upper and lower limits, sensitivity and related properties. It also supports hypothesis tests which take uncertainties into account. It can be used in compiled C++ code, in Python or interactively via the ROOT analysis framework. Program summaryProgram title: TRolke version 2.0 Catalogue identifier: AEFT_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFT_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: MIT license No. of lines in distributed program, including test data, etc.: 3431 No. of bytes in distributed program, including test data, etc.: 21 789 Distribution format: tar.gz Programming language: ISO C++. Computer: Unix, GNU/Linux, Mac. Operating system: Linux 2.6 (Scientific Linux 4 and 5, Ubuntu 8.10), Darwin 9.0 (Mac-OS X 10.5.8). RAM:˜20 MB Classification: 14.13. External routines: ROOT ( http://root.cern.ch/drupal/) Nature of problem: The problem is to calculate a frequentist confidence interval on the parameter of a Poisson process with statistical or systematic uncertainties in signal efficiency or background. Solution method: Profile likelihood method, Analytical Running time:<10 seconds per extracted limit.
NASA Astrophysics Data System (ADS)
Nomura, Shunichi; Ogata, Yosihiko
2016-04-01
We propose a Bayesian method of probability forecasting for recurrent earthquakes of inland active faults in Japan. Renewal processes with the Brownian Passage Time (BPT) distribution are applied for over a half of active faults in Japan by the Headquarters for Earthquake Research Promotion (HERP) of Japan. Long-term forecast with the BPT distribution needs two parameters; the mean and coefficient of variation (COV) for recurrence intervals. The HERP applies a common COV parameter for all of these faults because most of them have very few specified paleoseismic events, which is not enough to estimate reliable COV values for respective faults. However, different COV estimates are proposed for the same paleoseismic catalog by some related works. It can make critical difference in forecast to apply different COV estimates and so COV should be carefully selected for individual faults. Recurrence intervals on a fault are, on the average, determined by the long-term slip rate caused by the tectonic motion but fluctuated by nearby seismicities which influence surrounding stress field. The COVs of recurrence intervals depend on such stress perturbation and so have spatial trends due to the heterogeneity of tectonic motion and seismicity. Thus we introduce a spatial structure on its COV parameter by Bayesian modeling with a Gaussian process prior. The COVs on active faults are correlated and take similar values for closely located faults. It is found that the spatial trends in the estimated COV values coincide with the density of active faults in Japan. We also show Bayesian forecasts by the proposed model using Markov chain Monte Carlo method. Our forecasts are different from HERP's forecast especially on the active faults where HERP's forecasts are very high or low.
Estimating soil water content from ground penetrating radar coarse root reflections
NASA Astrophysics Data System (ADS)
Liu, X.; Cui, X.; Chen, J.; Li, W.; Cao, X.
2016-12-01
Soil water content (SWC) is an indispensable variable for understanding the organization of natural ecosystems and biodiversity. Especially in semiarid and arid regions, soil moisture is the plants primary source of water and largely determine their strategies for growth and survival, such as root depth, distribution and competition between them. Ground penetrating radar (GPR), a kind of noninvasive geophysical technique, has been regarded as an accurate tool for measuring soil water content at intermediate scale in past decades. For soil water content estimation with surface GPR, fixed antenna offset reflection method has been considered to have potential to obtain average soil water content between land surface and reflectors, and provide high resolution and few measurement time. In this study, 900MHz surface GPR antenna was used to estimate SWC with fixed offset reflection method; plant coarse roots (with diameters greater than 5 mm) were regarded as reflectors; a kind of advanced GPR data interpretation method, HADA (hyperbola automatic detection algorithm), was introduced to automatically obtain average velocity by recognizing coarse root hyperbolic reflection signals on GPR radargrams during estimating SWC. In addition, a formula was deduced to determine interval average SWC between two roots at different depths as well. We examined the performance of proposed method on a dataset simulated under different scenarios. Results showed that HADA could provide a reasonable average velocity to estimate SWC without knowledge of root depth and interval average SWC also be determined. When the proposed method was applied to estimation of SWC on a real-field measurement dataset, a very small soil water content vertical variation gradient about 0.006 with depth was captured as well. Therefore, the proposed method could be used to estimate average soil water content from ground penetrating radar coarse root reflections and obtain interval average SWC between two roots at different depths. It is very promising for measuring root-zone-soil-moisture and mapping soil moisture distribution around a shrub or even in field plot scale.
On the Determination of Poisson Statistics for Haystack Radar Observations of Orbital Debris
NASA Technical Reports Server (NTRS)
Stokely, Christopher L.; Benbrook, James R.; Horstman, Matt
2007-01-01
A convenient and powerful method is used to determine if radar detections of orbital debris are observed according to Poisson statistics. This is done by analyzing the time interval between detection events. For Poisson statistics, the probability distribution of the time interval between events is shown to be an exponential distribution. This distribution is a special case of the Erlang distribution that is used in estimating traffic loads on telecommunication networks. Poisson statistics form the basis of many orbital debris models but the statistical basis of these models has not been clearly demonstrated empirically until now. Interestingly, during the fiscal year 2003 observations with the Haystack radar in a fixed staring mode, there are no statistically significant deviations observed from that expected with Poisson statistics, either independent or dependent of altitude or inclination. One would potentially expect some significant clustering of events in time as a result of satellite breakups, but the presence of Poisson statistics indicates that such debris disperse rapidly with respect to Haystack's very narrow radar beam. An exception to Poisson statistics is observed in the months following the intentional breakup of the Fengyun satellite in January 2007.
Confidence intervals for expected moments algorithm flood quantile estimates
Cohn, Timothy A.; Lane, William L.; Stedinger, Jery R.
2001-01-01
Historical and paleoflood information can substantially improve flood frequency estimates if appropriate statistical procedures are properly applied. However, the Federal guidelines for flood frequency analysis, set forth in Bulletin 17B, rely on an inefficient “weighting” procedure that fails to take advantage of historical and paleoflood information. This has led researchers to propose several more efficient alternatives including the Expected Moments Algorithm (EMA), which is attractive because it retains Bulletin 17B's statistical structure (method of moments with the Log Pearson Type 3 distribution) and thus can be easily integrated into flood analyses employing the rest of the Bulletin 17B approach. The practical utility of EMA, however, has been limited because no closed‐form method has been available for quantifying the uncertainty of EMA‐based flood quantile estimates. This paper addresses that concern by providing analytical expressions for the asymptotic variance of EMA flood‐quantile estimators and confidence intervals for flood quantile estimates. Monte Carlo simulations demonstrate the properties of such confidence intervals for sites where a 25‐ to 100‐year streamgage record is augmented by 50 to 150 years of historical information. The experiments show that the confidence intervals, though not exact, should be acceptable for most purposes.
Wong, Ngai Sze; Wong, Ka Hing; Lee, Man Po; Tsang, Owen T Y; Chan, Denise P C; Lee, Shui Shan
2016-01-01
Undiagnosed infections accounted for the hidden proportion of HIV cases that have escaped from public health surveillance. To assess the population risk of HIV transmission, we estimated the undiagnosed interval of each known infection for constructing the HIV incidence curves. We used modified back-calculation methods to estimate the seroconversion year for each diagnosed patient attending any one of the 3 HIV specialist clinics in Hong Kong. Three approaches were used, depending on the adequacy of CD4 data: (A) estimating one's pre-treatment CD4 depletion rate in multilevel model;(B) projecting one's seroconversion year by referencing seroconverters' CD4 depletion rate; or (C) projecting from the distribution of estimated undiagnosed intervals in (B). Factors associated with long undiagnosed interval (>2 years) were examined in univariate analyses. Epidemic curves constructed from estimated seroconversion data were evaluated by modes of transmission. Between 1991 and 2010, a total of 3695 adult HIV patients were diagnosed. The undiagnosed intervals were derived from method (A) (28%), (B) (61%) and (C) (11%) respectively. The intervals ranged from 0 to 10 years, and were shortened from 2001. Heterosexual infection, female, Chinese and age >64 at diagnosis were associated with long undiagnosed interval. Overall, the peaks of the new incidence curves were reached 4-6 years ahead of reported diagnoses, while their contours varied by mode of transmission. Characteristically, the epidemic growth of heterosexual male and female declined after 1998 with slight rebound in 2004-2006, but that of MSM continued to rise after 1998. By determining the time of seroconversion, HIV epidemic curves could be reconstructed from clinical data to better illustrate the trends of new infections. With the increasing coverage of antiretroviral therapy, the undiagnosed interval can add to the measures for assessing HIV transmission risk in the population.
Are EUR and GBP different words for the same currency?
NASA Astrophysics Data System (ADS)
Ivanova, K.; Ausloos, M.
2002-05-01
The British Pound (GBP) is not part of the Euro (EUR) monetary system. In order to find out arguments on whether GBP should join the EUR or not correlations are calculated between GBP exchange rates with respect to various currencies: USD, JPY, CHF, DKK, the currencies forming EUR and a reconstructed EUR for the time interval from 1993 till June 30, 2000. The distribution of fluctuations of the exchange rates is Gaussian for the central part of the distribution, but has fat tails for the large size fluctuations. Within the Detrended Fluctuation Analysis (DFA) statistical method the power law behavior describing the root-mean-square deviation from a linear trend of the exchange rate fluctuations is obtained as a function of time for the time interval of interest. The time-dependent exponent evolution of the exchange rate fluctuations is given. Statistical considerations imply that the GBP is already behaving as a true EUR.
Brown, Angus M
2010-04-01
The objective of the method described in this paper is to develop a spreadsheet template for the purpose of comparing multiple sample means. An initial analysis of variance (ANOVA) test on the data returns F--the test statistic. If F is larger than the critical F value drawn from the F distribution at the appropriate degrees of freedom, convention dictates rejection of the null hypothesis and allows subsequent multiple comparison testing to determine where the inequalities between the sample means lie. A variety of multiple comparison methods are described that return the 95% confidence intervals for differences between means using an inclusive pairwise comparison of the sample means. 2009 Elsevier Ireland Ltd. All rights reserved.
Pigeons' Choices between Fixed-Interval and Random-Interval Schedules: Utility of Variability?
ERIC Educational Resources Information Center
Andrzejewski, Matthew E.; Cardinal, Claudia D.; Field, Douglas P.; Flannery, Barbara A.; Johnson, Michael; Bailey, Kathleen; Hineline, Philip N.
2005-01-01
Pigeons' choosing between fixed-interval and random-interval schedules of reinforcement was investigated in three experiments using a discrete-trial procedure. In all three experiments, the random-interval schedule was generated by sampling a probability distribution at an interval (and in multiples of the interval) equal to that of the…
Emura, Takeshi; Konno, Yoshihiko; Michimae, Hirofumi
2015-07-01
Doubly truncated data consist of samples whose observed values fall between the right- and left- truncation limits. With such samples, the distribution function of interest is estimated using the nonparametric maximum likelihood estimator (NPMLE) that is obtained through a self-consistency algorithm. Owing to the complicated asymptotic distribution of the NPMLE, the bootstrap method has been suggested for statistical inference. This paper proposes a closed-form estimator for the asymptotic covariance function of the NPMLE, which is computationally attractive alternative to bootstrapping. Furthermore, we develop various statistical inference procedures, such as confidence interval, goodness-of-fit tests, and confidence bands to demonstrate the usefulness of the proposed covariance estimator. Simulations are performed to compare the proposed method with both the bootstrap and jackknife methods. The methods are illustrated using the childhood cancer dataset.
Pal, Suvra; Balakrishnan, N
2017-10-01
In this paper, we consider a competing cause scenario and assume the number of competing causes to follow a Conway-Maxwell Poisson distribution which can capture both over and under dispersion that is usually encountered in discrete data. Assuming the population of interest having a component cure and the form of the data to be interval censored, as opposed to the usually considered right-censored data, the main contribution is in developing the steps of the expectation maximization algorithm for the determination of the maximum likelihood estimates of the model parameters of the flexible Conway-Maxwell Poisson cure rate model with Weibull lifetimes. An extensive Monte Carlo simulation study is carried out to demonstrate the performance of the proposed estimation method. Model discrimination within the Conway-Maxwell Poisson distribution is addressed using the likelihood ratio test and information-based criteria to select a suitable competing cause distribution that provides the best fit to the data. A simulation study is also carried out to demonstrate the loss in efficiency when selecting an improper competing cause distribution which justifies the use of a flexible family of distributions for the number of competing causes. Finally, the proposed methodology and the flexibility of the Conway-Maxwell Poisson distribution are illustrated with two known data sets from the literature: smoking cessation data and breast cosmesis data.
Assessing Mediational Models: Testing and Interval Estimation for Indirect Effects.
Biesanz, Jeremy C; Falk, Carl F; Savalei, Victoria
2010-08-06
Theoretical models specifying indirect or mediated effects are common in the social sciences. An indirect effect exists when an independent variable's influence on the dependent variable is mediated through an intervening variable. Classic approaches to assessing such mediational hypotheses ( Baron & Kenny, 1986 ; Sobel, 1982 ) have in recent years been supplemented by computationally intensive methods such as bootstrapping, the distribution of the product methods, and hierarchical Bayesian Markov chain Monte Carlo (MCMC) methods. These different approaches for assessing mediation are illustrated using data from Dunn, Biesanz, Human, and Finn (2007). However, little is known about how these methods perform relative to each other, particularly in more challenging situations, such as with data that are incomplete and/or nonnormal. This article presents an extensive Monte Carlo simulation evaluating a host of approaches for assessing mediation. We examine Type I error rates, power, and coverage. We study normal and nonnormal data as well as complete and incomplete data. In addition, we adapt a method, recently proposed in statistical literature, that does not rely on confidence intervals (CIs) to test the null hypothesis of no indirect effect. The results suggest that the new inferential method-the partial posterior p value-slightly outperforms existing ones in terms of maintaining Type I error rates while maximizing power, especially with incomplete data. Among confidence interval approaches, the bias-corrected accelerated (BC a ) bootstrapping approach often has inflated Type I error rates and inconsistent coverage and is not recommended; In contrast, the bootstrapped percentile confidence interval and the hierarchical Bayesian MCMC method perform best overall, maintaining Type I error rates, exhibiting reasonable power, and producing stable and accurate coverage rates.
Resolved Stellar Streams around NGC 4631 from a Subaru/Hyper Suprime-Cam Survey
NASA Astrophysics Data System (ADS)
Tanaka, Mikito; Chiba, Masashi; Komiyama, Yutaka
2017-06-01
We present the first results of the Subaru/Hyper Suprime-Cam survey of the interacting galaxy system, NGC 4631 and NGC 4656. From the maps of resolved stellar populations, we identify 11 dwarf galaxies (including already-known dwarfs) in the outer region of NGC 4631 and the two tidal stellar streams around NGC 4631, named Stream SE and Stream NW, respectively. This paper describes the fundamental properties of these tidal streams. Based on the tip of the red giant branch method and the Bayesian statistics, we find that Stream SE (7.10 Mpc in expected a posteriori, EAP, with 90% credible intervals of [6.22, 7.29] Mpc) and Stream NW (7.91 Mpc in EAP with 90% credible intervals of [6.44, 7.97] Mpc) are located in front of and behind NGC 4631, respectively. We also calculate the metallicity distribution of stellar streams by comparing the member stars with theoretical isochrones on the color-magnitude diagram. We find that both streams have the same stellar population based on the Bayesian model selection method, suggesting that they originated from a tidal interaction between NGC 4631 and a single dwarf satellite. The expected progenitor has a positively skewed metallicity distribution function with {[M/H]}{EAP}=-0.92, with 90% credible intervals of [-1.46, -0.51]. The stellar mass of the progenitor is estimated as 3.7× {10}8 {M}⊙ , with 90% credible intervals of [5.8× {10}6,8.6× {10}9] {M}⊙ based on the mass-metallicity relation for Local group dwarf galaxies. This is in good agreement with the initial stellar mass of the progenitor that was presumed in the previous N-body simulation.
Nichols, J.M.; Link, W.A.; Murphy, K.D.; Olson, C.C.
2010-01-01
This work discusses a Bayesian approach to approximating the distribution of parameters governing nonlinear structural systems. Specifically, we use a Markov Chain Monte Carlo method for sampling the posterior parameter distributions thus producing both point and interval estimates for parameters. The method is first used to identify both linear and nonlinear parameters in a multiple degree-of-freedom structural systems using free-decay vibrations. The approach is then applied to the problem of identifying the location, size, and depth of delamination in a model composite beam. The influence of additive Gaussian noise on the response data is explored with respect to the quality of the resulting parameter estimates.
Lambert, Matthew A.; Weir-McCall, Jonathan R.; Gandy, Stephen J.; Levin, Daniel; Cavin, Ian; Littleford, Roberta; MacFarlane, Jennifer A.; Matthew, Shona Z.; Nicholas, Richard S.; Struthers, Allan D.; Sullivan, Frank; Henderson, Shelley A.; White, Richard D.; Belch, Jill J. F.
2018-01-01
Purpose To quantify the burden and distribution of asymptomatic atherosclerosis in a population with a low to intermediate risk of cardiovascular disease. Materials and Methods Between June 2008 and February 2013, 1528 participants with 10-year risk of cardiovascular disease less than 20% were prospectively enrolled. They underwent whole-body magnetic resonance (MR) angiography at 3.0 T by using a two-injection, four-station acquisition technique. Thirty-one arterial segments were scored according to maximum stenosis. Scores were summed and normalized for the number of assessable arterial segments to provide a standardized atheroma score (SAS). Multiple linear regression was performed to assess effects of risk factors on atheroma burden. Results A total of 1513 participants (577 [37.9%] men; median age, 53.5 years; range, 40–83 years) completed the study protocol. Among 46 903 potentially analyzable segments, 46 601 (99.4%) were interpretable. Among these, 2468 segments (5%) demonstrated stenoses, of which 1649 (3.5%) showed stenosis less than 50% and 484 (1.0%) showed stenosis greater than or equal to 50%. Vascular stenoses were distributed throughout the body with no localized distribution. Seven hundred forty-seven (49.4%) participants had at least one stenotic vessel, and 408 (27.0%) participants had multiple stenotic vessels. At multivariable linear regression, SAS correlated with age (B = 3.4; 95% confidence interval: 2.61, 4.20), heart rate (B = 1.23; 95% confidence interval: 0.51, 1.95), systolic blood pressure (B = 0.02; 95% confidence interval: 0.01, 0.03), smoking status (B = 0.79; 95% confidence interval: 0.44, 1.15), and socioeconomic status (B = −0.06; 95% confidence interval: −0.10, −0.02) (P < .01 for all). Conclusion Whole-body MR angiography identifies early vascular disease at a population level. Although disease prevalence is low on a per-vessel level, vascular disease is common on a per-participant level, even in this low- to intermediate-risk cohort. © RSNA, 2018 Online supplemental material is available for this article. PMID:29714681
NASA Astrophysics Data System (ADS)
Pasari, S.; Kundu, D.; Dikshit, O.
2012-12-01
Earthquake recurrence interval is one of the important ingredients towards probabilistic seismic hazard assessment (PSHA) for any location. Exponential, gamma, Weibull and lognormal distributions are quite established probability models in this recurrence interval estimation. However, they have certain shortcomings too. Thus, it is imperative to search for some alternative sophisticated distributions. In this paper, we introduce a three-parameter (location, scale and shape) exponentiated exponential distribution and investigate the scope of this distribution as an alternative of the afore-mentioned distributions in earthquake recurrence studies. This distribution is a particular member of the exponentiated Weibull distribution. Despite of its complicated form, it is widely accepted in medical and biological applications. Furthermore, it shares many physical properties with gamma and Weibull family. Unlike gamma distribution, the hazard function of generalized exponential distribution can be easily computed even if the shape parameter is not an integer. To contemplate the plausibility of this model, a complete and homogeneous earthquake catalogue of 20 events (M ≥ 7.0) spanning for the period 1846 to 1995 from North-East Himalayan region (20-32 deg N and 87-100 deg E) has been used. The model parameters are estimated using maximum likelihood estimator (MLE) and method of moment estimator (MOME). No geological or geophysical evidences have been considered in this calculation. The estimated conditional probability reaches quite high after about a decade for an elapsed time of 17 years (i.e. 2012). Moreover, this study shows that the generalized exponential distribution fits the above data events more closely compared to the conventional models and hence it is tentatively concluded that generalized exponential distribution can be effectively considered in earthquake recurrence studies.
Voter model with non-Poissonian interevent intervals
NASA Astrophysics Data System (ADS)
Takaguchi, Taro; Masuda, Naoki
2011-09-01
Recent analysis of social communications among humans has revealed that the interval between interactions for a pair of individuals and for an individual often follows a long-tail distribution. We investigate the effect of such a non-Poissonian nature of human behavior on dynamics of opinion formation. We use a variant of the voter model and numerically compare the time to consensus of all the voters with different distributions of interevent intervals and different networks. Compared with the exponential distribution of interevent intervals (i.e., the standard voter model), the power-law distribution of interevent intervals slows down consensus on the ring. This is because of the memory effect; in the power-law case, the expected time until the next update event on a link is large if the link has not had an update event for a long time. On the complete graph, the consensus time in the power-law case is close to that in the exponential case. Regular graphs bridge these two results such that the slowing down of the consensus in the power-law case as compared to the exponential case is less pronounced as the degree increases.
Risk management for sulfur dioxide abatement under multiple uncertainties
NASA Astrophysics Data System (ADS)
Dai, C.; Sun, W.; Tan, Q.; Liu, Y.; Lu, W. T.; Guo, H. C.
2016-03-01
In this study, interval-parameter programming, two-stage stochastic programming (TSP), and conditional value-at-risk (CVaR) were incorporated into a general optimization framework, leading to an interval-parameter CVaR-based two-stage programming (ICTP) method. The ICTP method had several advantages: (i) its objective function simultaneously took expected cost and risk cost into consideration, and also used discrete random variables and discrete intervals to reflect uncertain properties; (ii) it quantitatively evaluated the right tail of distributions of random variables which could better calculate the risk of violated environmental standards; (iii) it was useful for helping decision makers to analyze the trade-offs between cost and risk; and (iv) it was effective to penalize the second-stage costs, as well as to capture the notion of risk in stochastic programming. The developed model was applied to sulfur dioxide abatement in an air quality management system. The results indicated that the ICTP method could be used for generating a series of air quality management schemes under different risk-aversion levels, for identifying desired air quality management strategies for decision makers, and for considering a proper balance between system economy and environmental quality.
Analysis of backward error recovery for concurrent processes with recovery blocks
NASA Technical Reports Server (NTRS)
Shin, K. G.; Lee, Y. H.
1982-01-01
Three different methods of implementing recovery blocks (RB's). These are the asynchronous, synchronous, and the pseudo recovery point implementations. Pseudo recovery points so that unbounded rollback may be avoided while maintaining process autonomy are proposed. Probabilistic models for analyzing these three methods under standard assumptions in computer performance analysis, i.e., exponential distributions for related random variables were developed. The interval between two successive recovery lines for asynchronous RB's mean loss in computation power for the synchronized method, and additional overhead and rollback distance in case PRP's are used were estimated.
Semiparametric regression analysis of interval-censored competing risks data.
Mao, Lu; Lin, Dan-Yu; Zeng, Donglin
2017-09-01
Interval-censored competing risks data arise when each study subject may experience an event or failure from one of several causes and the failure time is not observed directly but rather is known to lie in an interval between two examinations. We formulate the effects of possibly time-varying (external) covariates on the cumulative incidence or sub-distribution function of competing risks (i.e., the marginal probability of failure from a specific cause) through a broad class of semiparametric regression models that captures both proportional and non-proportional hazards structures for the sub-distribution. We allow each subject to have an arbitrary number of examinations and accommodate missing information on the cause of failure. We consider nonparametric maximum likelihood estimation and devise a fast and stable EM-type algorithm for its computation. We then establish the consistency, asymptotic normality, and semiparametric efficiency of the resulting estimators for the regression parameters by appealing to modern empirical process theory. In addition, we show through extensive simulation studies that the proposed methods perform well in realistic situations. Finally, we provide an application to a study on HIV-1 infection with different viral subtypes. © 2017, The International Biometric Society.
Fundamentals of Research Data and Variables: The Devil Is in the Details.
Vetter, Thomas R
2017-10-01
Designing, conducting, analyzing, reporting, and interpreting the findings of a research study require an understanding of the types and characteristics of data and variables. Descriptive statistics are typically used simply to calculate, describe, and summarize the collected research data in a logical, meaningful, and efficient way. Inferential statistics allow researchers to make a valid estimate of the association between an intervention and the treatment effect in a specific population, based upon their randomly collected, representative sample data. Categorical data can be either dichotomous or polytomous. Dichotomous data have only 2 categories, and thus are considered binary. Polytomous data have more than 2 categories. Unlike dichotomous and polytomous data, ordinal data are rank ordered, typically based on a numerical scale that is comprised of a small set of discrete classes or integers. Continuous data are measured on a continuum and can have any numeric value over this continuous range. Continuous data can be meaningfully divided into smaller and smaller or finer and finer increments, depending upon the precision of the measurement instrument. Interval data are a form of continuous data in which equal intervals represent equal differences in the property being measured. Ratio data are another form of continuous data, which have the same properties as interval data, plus a true definition of an absolute zero point, and the ratios of the values on the measurement scale make sense. The normal (Gaussian) distribution ("bell-shaped curve") is of the most common statistical distributions. Many applied inferential statistical tests are predicated on the assumption that the analyzed data follow a normal distribution. The histogram and the Q-Q plot are 2 graphical methods to assess if a set of data have a normal distribution (display "normality"). The Shapiro-Wilk test and the Kolmogorov-Smirnov test are 2 well-known and historically widely applied quantitative methods to assess for data normality. Parametric statistical tests make certain assumptions about the characteristics and/or parameters of the underlying population distribution upon which the test is based, whereas nonparametric tests make fewer or less rigorous assumptions. If the normality test concludes that the study data deviate significantly from a Gaussian distribution, rather than applying a less robust nonparametric test, the problem can potentially be remedied by judiciously and openly: (1) performing a data transformation of all the data values; or (2) eliminating any obvious data outlier(s).
Volatility return intervals analysis of the Japanese market
NASA Astrophysics Data System (ADS)
Jung, W.-S.; Wang, F. Z.; Havlin, S.; Kaizoji, T.; Moon, H.-T.; Stanley, H. E.
2008-03-01
We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold q for the Japanese stock market using daily and intraday data sets. We find that the distribution of return intervals can be approximated by a scaling function that depends only on the ratio between the return interval τ and its mean <τ>. We also find memory effects such that a large (or small) return interval follows a large (or small) interval by investigating the conditional distribution and mean return interval. The results are similar to previous studies of other markets and indicate that similar statistical features appear in different financial markets. We also compare our results between the period before and after the big crash at the end of 1989. We find that scaling and memory effects of the return intervals show similar features although the statistical properties of the returns are different.
[A research on real-time ventricular QRS classification methods for single-chip-microcomputers].
Peng, L; Yang, Z; Li, L; Chen, H; Chen, E; Lin, J
1997-05-01
Ventricular QRS classification is key technique of ventricular arrhythmias detection in single-chip-microcomputer based dynamic electrocardiogram real-time analyser. This paper adopts morphological feature vector including QRS amplitude, interval information to reveal QRS morphology. After studying the distribution of QRS morphology feature vector of MIT/BIH DB ventricular arrhythmia files, we use morphological feature vector cluster to classify multi-morphology QRS. Based on the method, morphological feature parameters changing method which is suitable to catch occasional ventricular arrhythmias is presented. Clinical experiments verify missed ventricular arrhythmia is less than 1% by this method.
He, Qili; Su, Guoming; Liu, Keliang; Zhang, Fangcheng; Jiang, Yong; Gao, Jun; Liu, Lida; Jiang, Zhongren; Jin, Minwu; Xie, Huiping
2017-01-01
Hematologic and biochemical analytes of Sprague-Dawley rats are commonly used to determine effects that were induced by treatment and to evaluate organ dysfunction in toxicological safety assessments, but reference intervals have not been well established for these analytes. Reference intervals as presently defined for these analytes in Sprague-Dawley rats have not used internationally recommended statistical method nor stratified by sex. Thus, we aimed to establish sex-specific reference intervals for hematologic and biochemical parameters in Sprague-Dawley rats according to Clinical and Laboratory Standards Institute C28-A3 and American Society for Veterinary Clinical Pathology guideline. Hematology and biochemistry blood samples were collected from 500 healthy Sprague-Dawley rats (250 males and 250 females) in the control groups. We measured 24 hematologic analytes with the Sysmex XT-2100i analyzer, 9 biochemical analytes with the Olympus AU400 analyzer. We then determined statistically relevant sex partitions and calculated reference intervals, including corresponding 90% confidence intervals, using nonparametric rank percentile method. We observed that most hematologic and biochemical analytes of Sprague-Dawley rats were significantly influenced by sex. Males had higher hemoglobin, hematocrit, red blood cell count, red cell distribution width, mean corpuscular volume, mean corpuscular hemoglobin, white blood cell count, neutrophils, lymphocytes, monocytes, percentage of neutrophils, percentage of monocytes, alanine aminotransferase, aspartate aminotransferase, and triglycerides compared to females. Females had higher mean corpuscular hemoglobin concentration, plateletcrit, platelet count, eosinophils, percentage of lymphocytes, percentage of eosinophils, creatinine, glucose, total cholesterol and urea compared to males. Sex partition was required for most hematologic and biochemical analytes in Sprague-Dawley rats. We established sex-specific reference intervals, including corresponding 90% confidence intervals, for Sprague-Dawley rats. Understanding the significant discrepancies in hematologic and biochemical analytes between male and female Sprague-Dawley rats provides important insight into physiological effects in test rats. Establishment of locally sex-specific reference intervals allows a more precise evaluation of animal quality and experimental results of Sprague-Dawley rats in our toxicology safety assessment.
Ehrenfest model with large jumps in finance
NASA Astrophysics Data System (ADS)
Takahashi, Hisanao
2004-02-01
Changes (returns) in stock index prices and exchange rates for currencies are argued, based on empirical data, to obey a stable distribution with characteristic exponent α<2 for short sampling intervals and a Gaussian distribution for long sampling intervals. In order to explain this phenomenon, an Ehrenfest model with large jumps (ELJ) is introduced to explain the empirical density function of price changes for both short and long sampling intervals.
Joint distribution approaches to simultaneously quantifying benefit and risk.
Shaffer, Michele L; Watterberg, Kristi L
2006-10-12
The benefit-risk ratio has been proposed to measure the tradeoff between benefits and risks of two therapies for a single binary measure of efficacy and a single adverse event. The ratio is calculated from the difference in risk and difference in benefit between therapies. Small sample sizes or expected differences in benefit or risk can lead to no solution or problematic solutions for confidence intervals. Alternatively, using the joint distribution of benefit and risk, confidence regions for the differences in risk and benefit can be constructed in the benefit-risk plane. The information in the joint distribution can be summarized by choosing regions of interest in this plane. Using Bayesian methodology provides a very flexible framework for summarizing information in the joint distribution. Data from a National Institute of Child Health & Human Development trial of hydrocortisone illustrate the construction of confidence regions and regions of interest in the benefit-risk plane, where benefit is survival without supplemental oxygen at 36 weeks postmenstrual age, and risk is gastrointestinal perforation. For the subgroup of infants exposed to chorioamnionitis the confidence interval based on the benefit-risk ratio is wide (Benefit-risk ratio: 1.52; 90% confidence interval: 0.23 to 5.25). Choosing regions of appreciable risk and acceptable risk in the benefit-risk plane confirms the uncertainty seen in the wide confidence interval for the benefit-risk ratio--there is a greater than 50% chance of falling into the region of acceptable risk--while visually allowing the uncertainty in risk and benefit to be shown separately. Applying Bayesian methodology, an incremental net health benefit analysis shows there is a 72% chance of having a positive incremental net benefit if hydrocortisone is used in place of placebo if one is willing to incur at most one gastrointestinal perforation for each additional infant that survives without supplemental oxygen. If the benefit-risk ratio is presented, the joint distribution of benefit and risk also should be shown. These regions avoid the ambiguity associated with collapsing benefit and risk to a single dimension. Bayesian methods allow even greater flexibility in simultaneously quantifying benefit and risk.
Probabilistic properties of the Curve Number
NASA Astrophysics Data System (ADS)
Rutkowska, Agnieszka; Banasik, Kazimierz; Kohnova, Silvia; Karabova, Beata
2013-04-01
The determination of the Curve Number (CN) is fundamental for the hydrological rainfall-runoff SCS-CN method which assesses the runoff volume in small catchments. The CN depends on geomorphologic and physiographic properties of the catchment and traditionally it is assumed to be constant for each catchment. Many practitioners and researchers observe, however, that the parameter is characterized by a variability. This sometimes causes inconsistency in the river discharge prediction using the SCS-CN model. Hence probabilistic and statistical methods are advisable to investigate the CN as a random variable and to complement and improve the deterministic model. The results that will be presented contain determination of the probabilistic properties of the CNs for various Slovakian and Polish catchments using statistical methods. The detailed study concerns the description of empirical distributions (characteristics, QQ-plots and coefficients of goodness of fit, histograms), testing of the statistical hypotheses about some theoretical distributions (Kolmogorov-Smirnow, Anderson-Darling, Cramer-von Mises, χ2, Shapiro-Wilk), construction of confidence intervals and comparisons among catchments. The relationship between confidence intervals and the ARC soil classification will also be performed. The comparison between the border values of the confidence intervals and the ARC I and ARC III conditions is crucial for further modeling. The study of the response of the catchment to the stormy rainfall depth when the variability of the CN arises is also of special interest. ACKNOWLEDGMENTS The investigation described in the contribution has been initiated by first Author research visit to Technical University of Bratislava in 2012 within a STSM of the COST Action ES0901. Data used here have been provided by research project no. N N305 396238 founded by PL-Ministry of Science and Higher Education. The support provided by the organizations is gratefully acknowledged.
NASA Astrophysics Data System (ADS)
Barengoltz, Jack
2016-07-01
Monte Carlo (MC) is a common method to estimate probability, effectively by a simulation. For planetary protection, it may be used to estimate the probability of impact P{}_{I} by a launch vehicle (upper stage) of a protected planet. The object of the analysis is to provide a value for P{}_{I} with a given level of confidence (LOC) that the true value does not exceed the maximum allowed value of P{}_{I}. In order to determine the number of MC histories required, one must also guess the maximum number of hits that will occur in the analysis. This extra parameter is needed because a LOC is desired. If more hits occur, the MC analysis would indicate that the true value may exceed the specification value with a higher probability than the LOC. (In the worst case, even the mean value of the estimated P{}_{I} might exceed the specification value.) After the analysis is conducted, the actual number of hits is, of course, the mean. The number of hits arises from a small probability per history and a large number of histories; these are the classic requirements for a Poisson distribution. For a known Poisson distribution (the mean is the only parameter), the probability for some interval in the number of hits is calculable. Before the analysis, this is not possible. Fortunately, there are methods that can bound the unknown mean for a Poisson distribution. F. Garwoodfootnote{ F. Garwood (1936), ``Fiduciary limits for the Poisson distribution.'' Biometrika 28, 437-442.} published an appropriate method that uses the Chi-squared function, actually its inversefootnote{ The integral chi-squared function would yield probability α as a function of the mean µ and an actual value n.} (despite the notation used): This formula for the upper and lower limits of the mean μ with the two-tailed probability 1-α depends on the LOC α and an estimated value of the number of "successes" n. In a MC analysis for planetary protection, only the upper limit is of interest, i.e., the single-tailed distribution. (Smaller actual P{}_{I }is no problem.) {}_{ } One advantage of this method is that this function is available in EXCEL. Note that care must be taken with the definition of the CHIINV function (the inverse of the integral chi-squared distribution). The equivalent inequality in EXCEL is μ < CHIINV[1-α, 2(n+1)] In practice, one calculates this upper limit for a specified LOC, α , and a guess of how many hits n will be found after the MC analysis. Then the estimate of the number of histories required is this upper limit divided by the specification for the allowed P{}_{I} (rounded up). However, if the number of hits actually exceeds the guess, the P{}_{I} requirement will be met only with a smaller LOC. A disadvantage is that the intervals about the mean are "in general too wide, yielding coverage probabilities much greater than 1- α ." footnote{ G. Casella and C. Robert (1988), Purdue University-Technical Report #88-7 or Cornell University-Technical Report BU-903-M.} For planetary protection, this technical issue means that the upper limit of the interval and the probability associated with the interval (i.e., the LOC) are conservative.
Funke, K; Wörgötter, F
1995-01-01
1. The spike interval pattern during the light responses of 155 on- and 81 off-centre cells of the dorsal lateral geniculate nucleus (LGN) was studied in anaesthetized and paralysed cats by the use of a novel analysis. Temporally localized interval distributions were computed from a 100 ms time window, which was shifted along the time axis in 10 ms steps, resulting in a 90% overlap between two adjacent windows. For each step the interval distribution was computed inside the time window with 1 ms resolution, and plotted as a greyscale-coded pixel line orthogonal to the time axis. For visual stimulation, light or dark spots of different size and contrast were presented with different background illumination levels. 2. Two characteristic interval patterns were observed during the sustained response component of the cells. Mainly on-cells (77%) responded with multimodal interval distributions, resulting in elongated 'bands' in the 2-dimensional time window plots. In similar situations, the interval distributions for most (71%) off-cells were rather wide and featureless. In those cases where interval bands (i.e. multimodal interval distributions) were observed for off-cells (14%), they were always much wider than for the on-cells. This difference between the on- and off-cell population was independent of the background illumination and the contrast of the stimulus. Y on-cells also tended to produce wider interval bands than X on-cells. 3. For most stimulation situations the first interval band was centred around 6-9 ms, which has been called the fundamental interval; higher order bands are multiples thereof. The fundamental interval shifted towards larger sizes with decreasing stimulus contrast. Increasing stimulus size, on the other hand, resulted in a redistribution of the intervals into higher order bands, while at the same time the location of the fundamental interval remained largely unaffected. This was interpreted as an effect of the increasing surround inhibition at the geniculate level, by which individual retinal EPSPs were cancelled. A changing level of adaptation can result in a mixed shift/redistribution effect because of the changing stimulus contrast and changing level of tonic inhibition. 4. The occurrence of interval bands is not directly related to the shape of the autocorrelation function, which can be flat, weakly oscillatory or strongly oscillatory, regardless of the interval band pattern. 5. A simple computer model was devised to account for the observed cell behaviour. The model is highly robust against parameter variations.(ABSTRACT TRUNCATED AT 400 WORDS) Images Figure 1 Figure 2 Figure 3 Figure 4 Figure 6 Figure 7 Figure 8 Figure 9 Figure 10 Figure 11 Figure 12 Figure 13 Figure 15 PMID:7562612
Robert L. Mathiasen; William K. Olsen; Carleton B. Edminster
2006-01-01
Site index curves for white fir (Abies concolor) in Arizona, New Mexico, and southwestern Colorado were developed using height-age measurements and an estimated guide curve and 95% confidence intervals for individual predictions. The curves were developed using height-age data for 1,048 white firs from 263 study sites distributed across eight...
Brazzale, Alessandra R; Küchenhoff, Helmut; Krügel, Stefanie; Schiergens, Tobias S; Trentzsch, Heiko; Hartl, Wolfgang
2018-04-05
We present a new method for estimating a change point in the hazard function of a survival distribution assuming a constant hazard rate after the change point and a decreasing hazard rate before the change point. Our method is based on fitting a stump regression to p values for testing hazard rates in small time intervals. We present three real data examples describing survival patterns of severely ill patients, whose excess mortality rates are known to persist far beyond hospital discharge. For designing survival studies in these patients and for the definition of hospital performance metrics (e.g. mortality), it is essential to define adequate and objective end points. The reliable estimation of a change point will help researchers to identify such end points. By precisely knowing this change point, clinicians can distinguish between the acute phase with high hazard (time elapsed after admission and before the change point was reached), and the chronic phase (time elapsed after the change point) in which hazard is fairly constant. We show in an extensive simulation study that maximum likelihood estimation is not robust in this setting, and we evaluate our new estimation strategy including bootstrap confidence intervals and finite sample bias correction.
NASA Astrophysics Data System (ADS)
Matsumoto, Takumi; Ito, Yoshihiro; Matsubayashi, Hirotoshi; Sekiguchi, Shoji
2006-01-01
The 2005 West Off Fukuoka Prefecture Earthquake with a Japan Meteorological Agency (JMA) magnitude (MJMA) of 7.0 occurred on March 20, 2005. We determined moment tensor solutions, using a surface wave with an extended method of the NIED F-net routine processing. The horizontal distance to the station is rounded to the nearest interval of 1 km, and the variance reduction approach is applied to a focal depth from 2 km with an interval of 1 km. We obtain the moment tensors of 101 events with (MJMA) exceeding 3.0 and spatial distribution of these moment tensors. The focal mechanism of aftershocks is mainly of the strike-slip type. The alignment of the epicenters in the rupture zone of the main-shock is oriented between N110°E and N130°E, which is close to the strike of the main-shock's moment tensor solutions (N122°E). These moment tensor solutions of intermediatesized aftershocks around the focal region represent basic and important information concerning earthquakes in investigating regional tectonic stress fields, source mechanisms and so on.
An iterative method for analysis of hadron ratios and Spectra in relativistic heavy-ion collisions
NASA Astrophysics Data System (ADS)
Choi, Suk; Lee, Kang Seog
2016-04-01
A new iteration method is proposed for analyzing both the multiplicities and the transverse momentum spectra measured within a small rapidity interval with low momentum cut-off without assuming the invariance of the rapidity distribution under the Lorentz-boost and is applied to the hadron data measured by the ALICE collaboration for Pb+Pb collisions at √ {^sNN} = 2.76 TeV. In order to correctly consider the resonance contribution only to the small rapidity interval measured, we only consider ratios involving only those hadrons whose transverse momentum spectrum is available. In spite of the small number of ratios considered, the quality of fitting both of the ratios and the transverse momentum spectra is excellent. Also, the calculated ratios involving strange baryons with the fitted parameters agree with the data surprisingly well.
Analyzing big data with the hybrid interval regression methods.
Huang, Chia-Hui; Yang, Keng-Chieh; Kao, Han-Ying
2014-01-01
Big data is a new trend at present, forcing the significant impacts on information technologies. In big data applications, one of the most concerned issues is dealing with large-scale data sets that often require computation resources provided by public cloud services. How to analyze big data efficiently becomes a big challenge. In this paper, we collaborate interval regression with the smooth support vector machine (SSVM) to analyze big data. Recently, the smooth support vector machine (SSVM) was proposed as an alternative of the standard SVM that has been proved more efficient than the traditional SVM in processing large-scale data. In addition the soft margin method is proposed to modify the excursion of separation margin and to be effective in the gray zone that the distribution of data becomes hard to be described and the separation margin between classes.
Analyzing Big Data with the Hybrid Interval Regression Methods
Kao, Han-Ying
2014-01-01
Big data is a new trend at present, forcing the significant impacts on information technologies. In big data applications, one of the most concerned issues is dealing with large-scale data sets that often require computation resources provided by public cloud services. How to analyze big data efficiently becomes a big challenge. In this paper, we collaborate interval regression with the smooth support vector machine (SSVM) to analyze big data. Recently, the smooth support vector machine (SSVM) was proposed as an alternative of the standard SVM that has been proved more efficient than the traditional SVM in processing large-scale data. In addition the soft margin method is proposed to modify the excursion of separation margin and to be effective in the gray zone that the distribution of data becomes hard to be described and the separation margin between classes. PMID:25143968
Distributed fiber sparse-wideband vibration sensing by sub-Nyquist additive random sampling
NASA Astrophysics Data System (ADS)
Zhang, Jingdong; Zheng, Hua; Zhu, Tao; Yin, Guolu; Liu, Min; Bai, Yongzhong; Qu, Dingrong; Qiu, Feng; Huang, Xianbing
2018-05-01
The round trip time of the light pulse limits the maximum detectable vibration frequency response range of phase-sensitive optical time domain reflectometry ({\\phi}-OTDR). Unlike the uniform laser pulse interval in conventional {\\phi}-OTDR, we randomly modulate the pulse interval, so that an equivalent sub-Nyquist additive random sampling (sNARS) is realized for every sensing point of the long interrogation fiber. For an {\\phi}-OTDR system with 10 km sensing length, the sNARS method is optimized by theoretical analysis and Monte Carlo simulation, and the experimental results verify that a wide-band spars signal can be identified and reconstructed. Such a method can broaden the vibration frequency response range of {\\phi}-OTDR, which is of great significance in sparse-wideband-frequency vibration signal detection, such as rail track monitoring and metal defect detection.
Spread of the dust temperature distribution in circumstellar disks
NASA Astrophysics Data System (ADS)
Heese, S.; Wolf, S.; Dutrey, A.; Guilloteau, S.
2017-07-01
Context. Accurate temperature calculations for circumstellar disks are particularly important for their chemical evolution. Their temperature distribution is determined by the optical properties of the dust grains, which, among other parameters, depend on their radius. However, in most disk studies, only average optical properties and thus an average temperature is assumed to account for an ensemble of grains with different radii. Aims: We investigate the impact of subdividing the grain radius distribution into multiple sub-intervals on the resulting dust temperature distribution and spectral energy distribution (SED). Methods: The temperature distribution, the relative grain surface below a certain temperature, the freeze-out radius, and the SED were computed for two different scenarios: (1) Radius distribution represented by 16 logarithmically distributed radius intervals, and (2) radius distribution represented by a single grain species with averaged optical properties (reference). Results: Within the considered parameter range, I.e., of grain radii between 5 nm and 1 mm and an optically thin and thick disk with a parameterized density distribution, we obtain the following results: in optically thin disk regions, the temperature spread can be as large as 63% and the relative grain surface below a certain temperature is lower than in the reference disk. With increasing optical depth, the difference in the midplane temperature and the relative grain surface below a certain temperature decreases. Furthermore, below 20 K, this fraction is higher for the reference disk than for the case of multiple grain radii, while it shows the opposite behavior for temperatures above this threshold. The thermal emission in the case of multiple grain radii at short wavelengths is stronger than for the reference disk. The freeze-out radius (snowline) is a function of grain radius, spanning a radial range between the coldest and warmest grain species of 30 AU.
NASA Astrophysics Data System (ADS)
Sembiring, N.; Ginting, E.; Darnello, T.
2017-12-01
Problems that appear in a company that produces refined sugar, the production floor has not reached the level of critical machine availability because it often suffered damage (breakdown). This results in a sudden loss of production time and production opportunities. This problem can be solved by Reliability Engineering method where the statistical approach to historical damage data is performed to see the pattern of the distribution. The method can provide a value of reliability, rate of damage, and availability level, of an machine during the maintenance time interval schedule. The result of distribution test to time inter-damage data (MTTF) flexible hose component is lognormal distribution while component of teflon cone lifthing is weibull distribution. While from distribution test to mean time of improvement (MTTR) flexible hose component is exponential distribution while component of teflon cone lifthing is weibull distribution. The actual results of the flexible hose component on the replacement schedule per 720 hours obtained reliability of 0.2451 and availability 0.9960. While on the critical components of teflon cone lifthing actual on the replacement schedule per 1944 hours obtained reliability of 0.4083 and availability 0.9927.
Criterion-free measurement of motion transparency perception at different speeds
Rocchi, Francesca; Ledgeway, Timothy; Webb, Ben S.
2018-01-01
Transparency perception often occurs when objects within the visual scene partially occlude each other or move at the same time, at different velocities across the same spatial region. Although transparent motion perception has been extensively studied, we still do not understand how the distribution of velocities within a visual scene contribute to transparent perception. Here we use a novel psychophysical procedure to characterize the distribution of velocities in a scene that give rise to transparent motion perception. To prevent participants from adopting a subjective decision criterion when discriminating transparent motion, we used an “odd-one-out,” three-alternative forced-choice procedure. Two intervals contained the standard—a random-dot-kinematogram with dot speeds or directions sampled from a uniform distribution. The other interval contained the comparison—speeds or directions sampled from a distribution with the same range as the standard, but with a notch of different widths removed. Our results suggest that transparent motion perception is driven primarily by relatively slow speeds, and does not emerge when only very fast speeds are present within a visual scene. Transparent perception of moving surfaces is modulated by stimulus-based characteristics, such as the separation between the means of the overlapping distributions or the range of speeds presented within an image. Our work illustrates the utility of using objective, forced-choice methods to reveal the mechanisms underlying motion transparency perception. PMID:29614154
On the statistical properties of viral misinformation in online social media
NASA Astrophysics Data System (ADS)
Bessi, Alessandro
2017-03-01
The massive diffusion of online social media allows for the rapid and uncontrolled spreading of conspiracy theories, hoaxes, unsubstantiated claims, and false news. Such an impressive amount of misinformation can influence policy preferences and encourage behaviors strongly divergent from recommended practices. In this paper, we study the statistical properties of viral misinformation in online social media. By means of methods belonging to Extreme Value Theory, we show that the number of extremely viral posts over time follows a homogeneous Poisson process, and that the interarrival times between such posts are independent and identically distributed, following an exponential distribution. Moreover, we characterize the uncertainty around the rate parameter of the Poisson process through Bayesian methods. Finally, we are able to derive the predictive posterior probability distribution of the number of posts exceeding a certain threshold of shares over a finite interval of time.
Cormack Research Project: Glasgow University
NASA Technical Reports Server (NTRS)
Skinner, Susan; Ryan, James M.
1998-01-01
The aim of this project was to investigate and improve upon existing methods of analysing data from COMITEL on the Gamma Ray Observatory for neutrons emitted during solar flares. In particular, a strategy for placing confidence intervals on neutron energy distributions, due to uncertainties on the response matrix has been developed. We have also been able to demonstrate the superior performance of one of a range of possible statistical regularization strategies. A method of generating likely models of neutron energy distributions has also been developed as a tool to this end. The project involved solving an inverse problem with noise being added to the data in various ways. To achieve this pre-existing C code was used to run Fortran subroutines which performed statistical regularization on the data.
NASA Astrophysics Data System (ADS)
Huo, Chengyu; Huang, Xiaolin; Zhuang, Jianjun; Hou, Fengzhen; Ni, Huangjing; Ning, Xinbao
2013-09-01
The Poincaré plot is one of the most important approaches in human cardiac rhythm analysis. However, further investigations are still needed to concentrate on techniques that can characterize the dispersion of the points displayed by a Poincaré plot. Based on a modified Poincaré plot, we provide a novel measurement named distribution entropy (DE) and propose a quadrantal multi-scale distribution entropy analysis (QMDE) for the quantitative descriptions of the scatter distribution patterns in various regions and temporal scales. We apply this method to the heartbeat interval series derived from healthy subjects and congestive heart failure (CHF) sufferers, respectively, and find that the discriminations between them are most significant in the first quadrant, which implies significant impacts on vagal regulation brought about by CHF. We also investigate the day-night differences of young healthy people, and it is shown that the results present a clearly circadian rhythm, especially in the first quadrant. In addition, the multi-scale analysis indicates that the results of healthy subjects and CHF sufferers fluctuate in different trends with variation of the scale factor. The same phenomenon also appears in circadian rhythm investigations of young healthy subjects, which implies that the cardiac dynamic system is affected differently in various temporal scales by physiological or pathological factors.
A comparison of moment-based methods of estimation for the log Pearson type 3 distribution
NASA Astrophysics Data System (ADS)
Koutrouvelis, I. A.; Canavos, G. C.
2000-06-01
The log Pearson type 3 distribution is a very important model in statistical hydrology, especially for modeling annual flood series. In this paper we compare the various methods based on moments for estimating quantiles of this distribution. Besides the methods of direct and mixed moments which were found most successful in previous studies and the well-known indirect method of moments, we develop generalized direct moments and generalized mixed moments methods and a new method of adaptive mixed moments. The last method chooses the orders of two moments for the original observations by utilizing information contained in the sample itself. The results of Monte Carlo experiments demonstrated the superiority of this method in estimating flood events of high return periods when a large sample is available and in estimating flood events of low return periods regardless of the sample size. In addition, a comparison of simulation and asymptotic results shows that the adaptive method may be used for the construction of meaningful confidence intervals for design events based on the asymptotic theory even with small samples. The simulation results also point to the specific members of the class of generalized moments estimates which maintain small values for bias and/or mean square error.
An approach for sample size determination of average bioequivalence based on interval estimation.
Chiang, Chieh; Hsiao, Chin-Fu
2017-03-30
In 1992, the US Food and Drug Administration declared that two drugs demonstrate average bioequivalence (ABE) if the log-transformed mean difference of pharmacokinetic responses lies in (-0.223, 0.223). The most widely used approach for assessing ABE is the two one-sided tests procedure. More specifically, ABE is concluded when a 100(1 - 2α) % confidence interval for mean difference falls within (-0.223, 0.223). As known, bioequivalent studies are usually conducted by crossover design. However, in the case that the half-life of a drug is long, a parallel design for the bioequivalent study may be preferred. In this study, a two-sided interval estimation - such as Satterthwaite's, Cochran-Cox's, or Howe's approximations - is used for assessing parallel ABE. We show that the asymptotic joint distribution of the lower and upper confidence limits is bivariate normal, and thus the sample size can be calculated based on the asymptotic power so that the confidence interval falls within (-0.223, 0.223). Simulation studies also show that the proposed method achieves sufficient empirical power. A real example is provided to illustrate the proposed method. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Temporal Structure of Volatility Fluctuations
NASA Astrophysics Data System (ADS)
Wang, Fengzhong; Yamasaki, Kazuko; Stanley, H. Eugene; Havlin, Shlomo
Volatility fluctuations are of great importance for the study of financial markets, and the temporal structure is an essential feature of fluctuations. To explore the temporal structure, we employ a new approach based on the return interval, which is defined as the time interval between two successive volatility values that are above a given threshold. We find that the distribution of the return intervals follows a scaling law over a wide range of thresholds, and over a broad range of sampling intervals. Moreover, this scaling law is universal for stocks of different countries, for commodities, for interest rates, and for currencies. However, further and more detailed analysis of the return intervals shows some systematic deviations from the scaling law. We also demonstrate a significant memory effect in the return intervals time organization. We find that the distribution of return intervals is strongly related to the correlations in the volatility.
Landy, Rebecca; Cheung, Li C; Schiffman, Mark; Gage, Julia C; Hyun, Noorie; Wentzensen, Nicolas; Kinney, Walter K; Castle, Philip E; Fetterman, Barbara; Poitras, Nancy E; Lorey, Thomas; Sasieni, Peter D; Katki, Hormuzd A
2018-06-01
Electronic health-records (EHR) are increasingly used by epidemiologists studying disease following surveillance testing to provide evidence for screening intervals and referral guidelines. Although cost-effective, undiagnosed prevalent disease and interval censoring (in which asymptomatic disease is only observed at the time of testing) raise substantial analytic issues when estimating risk that cannot be addressed using Kaplan-Meier methods. Based on our experience analysing EHR from cervical cancer screening, we previously proposed the logistic-Weibull model to address these issues. Here we demonstrate how the choice of statistical method can impact risk estimates. We use observed data on 41,067 women in the cervical cancer screening program at Kaiser Permanente Northern California, 2003-2013, as well as simulations to evaluate the ability of different methods (Kaplan-Meier, Turnbull, Weibull and logistic-Weibull) to accurately estimate risk within a screening program. Cumulative risk estimates from the statistical methods varied considerably, with the largest differences occurring for prevalent disease risk when baseline disease ascertainment was random but incomplete. Kaplan-Meier underestimated risk at earlier times and overestimated risk at later times in the presence of interval censoring or undiagnosed prevalent disease. Turnbull performed well, though was inefficient and not smooth. The logistic-Weibull model performed well, except when event times didn't follow a Weibull distribution. We have demonstrated that methods for right-censored data, such as Kaplan-Meier, result in biased estimates of disease risks when applied to interval-censored data, such as screening programs using EHR data. The logistic-Weibull model is attractive, but the model fit must be checked against Turnbull non-parametric risk estimates. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.
Improved central confidence intervals for the ratio of Poisson means
NASA Astrophysics Data System (ADS)
Cousins, R. D.
The problem of confidence intervals for the ratio of two unknown Poisson means was "solved" decades ago, but a closer examination reveals that the standard solution is far from optimal from the frequentist point of view. We construct a more powerful set of central confidence intervals, each of which is a (typically proper) subinterval of the corresponding standard interval. They also provide upper and lower confidence limits which are more restrictive than the standard limits. The construction follows Neyman's original prescription, though discreteness of the Poisson distribution and the presence of a nuisance parameter (one of the unknown means) lead to slightly conservative intervals. Philosophically, the issue of the appropriateness of the construction method is similar to the issue of conditioning on the margins in 2×2 contingency tables. From a frequentist point of view, the new set maintains (over) coverage of the unknown true value of the ratio of means at each stated confidence level, even though the new intervals are shorter than the old intervals by any measure (except for two cases where they are identical). As an example, when the number 2 is drawn from each Poisson population, the 90% CL central confidence interval on the ratio of means is (0.169, 5.196), rather than (0.108, 9.245). In the cited literature, such confidence intervals have applications in numerous branches of pure and applied science, including agriculture, wildlife studies, manufacturing, medicine, reliability theory, and elementary particle physics.
NASA Astrophysics Data System (ADS)
Bakoban, Rana A.
2017-08-01
The coefficient of variation [CV] has several applications in applied statistics. So in this paper, we adopt Bayesian and non-Bayesian approaches for the estimation of CV under type-II censored data from extension exponential distribution [EED]. The point and interval estimate of the CV are obtained for each of the maximum likelihood and parametric bootstrap techniques. Also the Bayesian approach with the help of MCMC method is presented. A real data set is presented and analyzed, hence the obtained results are used to assess the obtained theoretical results.
Wang, Yan; Zhang, Yu-Xia; Zhou, Yong-Lie; Xia, Jun
2017-07-01
In order to establish suitable reference intervals of thyroid-stimulating hormone (TSH), free (unbound) T4 (FT4), free triiodothyronine (FT3), total thyroxine (T4), and total triiodothyronine (T3) for the patients collected in Zhejiang, China, an indirect method was developed using the data from the people presented for routine health check-up. Fifteen thousand nine hundred and fifty-six person's results were reviewed. Box-Cox or Case Rank was used to transform the data to normal distribution. Tukey and Box-Plot methods were used to exclude the outliers. Nonparametric method was used to establish the reference intervals following the EP28-A3c guideline. Pearson correlation was used to evaluate the correlation between hormone levels and age, while Mann-Whitney U test was employed for quantification of concentration differences on the people who are younger and older than 50 years old. Reference intervals were 0.66-4.95 mIU/L (TSH), 8.97-14.71 pmol/L (FT4), 3.75-5.81 pmol/L (FT3), 73.45-138.93 nmol/L (total T4), and 1.24-2.18 nmol/L (total T3) in male; conversely, reference intervals for female were 0.72-5.84 mIU/L (TSH), 8.62-14.35 pmol/L (FT4), 3.59-5.56 pmol/L (FT3), 73.45-138.93 nmol/L (total T4), and 1.20-2.10 nmol/L (total T3). FT4, FT3, and total T3 levels in male and FT4 level in female had an inverse correlation with age. Total T4 and TSH levels in female were directly correlated. Significant differences in these hormones were also found between younger and older than 50 years old except FT3 in female. Indirect method can be applied for establishment of reference intervals for TSH, FT4, FT3, total T4, and total T3. The reference intervals are narrower than those previously established. Age factor should also be considered. © 2016 Wiley Periodicals, Inc.
Ometto, Giovanni; Erlandsen, Mogens; Hunter, Andrew; Bek, Toke
2017-06-01
It has previously been shown that the intervals between screening examinations for diabetic retinopathy can be optimized by including individual risk factors for the development of the disease in the risk assessment. However, in some cases, the risk model calculating the screening interval may recommend a different interval than an experienced clinician. The purpose of this study was to evaluate the influence of factors unrelated to diabetic retinopathy and the distribution of lesions for discrepancies between decisions made by the clinician and the risk model. Therefore, fundus photographs from 90 screening examinations where the recommendations of the clinician and a risk model had been discrepant were evaluated. Forty features were defined to describe the type and location of the lesions, and classification and ranking techniques were used to assess whether the features could predict the discrepancy between the grader and the risk model. Suspicion of tumours, retinal degeneration and vascular diseases other than diabetic retinopathy could explain why the clinician recommended shorter examination intervals than the model. Additionally, the regional distribution of microaneurysms/dot haemorrhages was important for defining a photograph as belonging to the group where both the clinician and the risk model had recommended a short screening interval as opposed to the other decision alternatives. Features unrelated to diabetic retinopathy and the regional distribution of retinal lesions may affect the recommendation of the examination interval during screening for diabetic retinopathy. The development of automated computerized algorithms for extracting information about the type and location of retinal lesions could be expected to further optimize examination intervals during screening for diabetic retinopathy. © 2016 Acta Ophthalmologica Scandinavica Foundation. Published by John Wiley & Sons Ltd.
A Bootstrap Algorithm for Mixture Models and Interval Data in Inter-Comparisons
2001-07-01
parametric bootstrap. The present algorithm will be applied to a thermometric inter-comparison, where data cannot be assumed to be normally distributed. 2 Data...experimental methods, used in each laboratory) often imply that the statistical assumptions are not satisfied, as for example in several thermometric ...triangular). Indeed, in thermometric experiments these three probabilistic models can represent several common stochastic variabilities for
The 2-10 keV unabsorbed luminosity function of AGN from the LSS, CDFS, and COSMOS surveys
NASA Astrophysics Data System (ADS)
Ranalli, P.; Koulouridis, E.; Georgantopoulos, I.; Fotopoulou, S.; Hsu, L.-T.; Salvato, M.; Comastri, A.; Pierre, M.; Cappelluti, N.; Carrera, F. J.; Chiappetti, L.; Clerc, N.; Gilli, R.; Iwasawa, K.; Pacaud, F.; Paltani, S.; Plionis, E.; Vignali, C.
2016-05-01
The XMM-Large scale structure (XMM-LSS), XMM-Cosmological evolution survey (XMM-COSMOS), and XMM-Chandra deep field south (XMM-CDFS) surveys are complementary in terms of sky coverage and depth. Together, they form a clean sample with the least possible variance in instrument effective areas and point spread function. Therefore this is one of the best samples available to determine the 2-10 keV luminosity function of active galactic nuclei (AGN) and their evolution. The samples and the relevant corrections for incompleteness are described. A total of 2887 AGN is used to build the LF in the luminosity interval 1042-1046 erg s-1 and in the redshift interval 0.001-4. A new method to correct for absorption by considering the probability distribution for the column density conditioned on the hardness ratio is presented. The binned luminosity function and its evolution is determined with a variant of the Page-Carrera method, which is improved to include corrections for absorption and to account for the full probability distribution of photometric redshifts. Parametric models, namely a double power law with luminosity and density evolution (LADE) or luminosity-dependent density evolution (LDDE), are explored using Bayesian inference. We introduce the Watanabe-Akaike information criterion (WAIC) to compare the models and estimate their predictive power. Our data are best described by the LADE model, as hinted by the WAIC indicator. We also explore the recently proposed 15-parameter extended LDDE model and find that this extension is not supported by our data. The strength of our method is that it provides unabsorbed, non-parametric estimates, credible intervals for luminosity function parameters, and a model choice based on predictive power for future data. Based on observations obtained with XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA member states and NASA.Tables with the samples of the posterior probability distributions are only available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (http://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/590/A80
Estimated Accuracy of Three Common Trajectory Statistical Methods
NASA Technical Reports Server (NTRS)
Kabashnikov, Vitaliy P.; Chaikovsky, Anatoli P.; Kucsera, Tom L.; Metelskaya, Natalia S.
2011-01-01
Three well-known trajectory statistical methods (TSMs), namely concentration field (CF), concentration weighted trajectory (CWT), and potential source contribution function (PSCF) methods were tested using known sources and artificially generated data sets to determine the ability of TSMs to reproduce spatial distribution of the sources. In the works by other authors, the accuracy of the trajectory statistical methods was estimated for particular species and at specified receptor locations. We have obtained a more general statistical estimation of the accuracy of source reconstruction and have found optimum conditions to reconstruct source distributions of atmospheric trace substances. Only virtual pollutants of the primary type were considered. In real world experiments, TSMs are intended for application to a priori unknown sources. Therefore, the accuracy of TSMs has to be tested with all possible spatial distributions of sources. An ensemble of geographical distributions of virtual sources was generated. Spearman s rank order correlation coefficient between spatial distributions of the known virtual and the reconstructed sources was taken to be a quantitative measure of the accuracy. Statistical estimates of the mean correlation coefficient and a range of the most probable values of correlation coefficients were obtained. All the TSMs that were considered here showed similar close results. The maximum of the ratio of the mean correlation to the width of the correlation interval containing the most probable correlation values determines the optimum conditions for reconstruction. An optimal geographical domain roughly coincides with the area supplying most of the substance to the receptor. The optimal domain s size is dependent on the substance decay time. Under optimum reconstruction conditions, the mean correlation coefficients can reach 0.70 0.75. The boundaries of the interval with the most probable correlation values are 0.6 0.9 for the decay time of 240 h and 0.5 0.95 for the decay time of 12 h. The best results of source reconstruction can be expected for the trace substances with a decay time on the order of several days. Although the methods considered in this paper do not guarantee high accuracy they are computationally simple and fast. Using the TSMs in optimum conditions and taking into account the range of uncertainties, one can obtain a first hint on potential source areas.
Error correction and diversity analysis of population mixtures determined by NGS
Burroughs, Nigel J.; Evans, David J.; Ryabov, Eugene V.
2014-01-01
The impetus for this work was the need to analyse nucleotide diversity in a viral mix taken from honeybees. The paper has two findings. First, a method for correction of next generation sequencing error in the distribution of nucleotides at a site is developed. Second, a package of methods for assessment of nucleotide diversity is assembled. The error correction method is statistically based and works at the level of the nucleotide distribution rather than the level of individual nucleotides. The method relies on an error model and a sample of known viral genotypes that is used for model calibration. A compendium of existing and new diversity analysis tools is also presented, allowing hypotheses about diversity and mean diversity to be tested and associated confidence intervals to be calculated. The methods are illustrated using honeybee viral samples. Software in both Excel and Matlab and a guide are available at http://www2.warwick.ac.uk/fac/sci/systemsbiology/research/software/, the Warwick University Systems Biology Centre software download site. PMID:25405074
Time series models on analysing mortality rates and acute childhood lymphoid leukaemia.
Kis, Maria
2005-01-01
In this paper we demonstrate applying time series models on medical research. The Hungarian mortality rates were analysed by autoregressive integrated moving average models and seasonal time series models examined the data of acute childhood lymphoid leukaemia.The mortality data may be analysed by time series methods such as autoregressive integrated moving average (ARIMA) modelling. This method is demonstrated by two examples: analysis of the mortality rates of ischemic heart diseases and analysis of the mortality rates of cancer of digestive system. Mathematical expressions are given for the results of analysis. The relationships between time series of mortality rates were studied with ARIMA models. Calculations of confidence intervals for autoregressive parameters by tree methods: standard normal distribution as estimation and estimation of the White's theory and the continuous time case estimation. Analysing the confidence intervals of the first order autoregressive parameters we may conclude that the confidence intervals were much smaller than other estimations by applying the continuous time estimation model.We present a new approach to analysing the occurrence of acute childhood lymphoid leukaemia. We decompose time series into components. The periodicity of acute childhood lymphoid leukaemia in Hungary was examined using seasonal decomposition time series method. The cyclic trend of the dates of diagnosis revealed that a higher percent of the peaks fell within the winter months than in the other seasons. This proves the seasonal occurrence of the childhood leukaemia in Hungary.
NASA Astrophysics Data System (ADS)
Wani, Omar; Beckers, Joost V. L.; Weerts, Albrecht H.; Solomatine, Dimitri P.
2017-08-01
A non-parametric method is applied to quantify residual uncertainty in hydrologic streamflow forecasting. This method acts as a post-processor on deterministic model forecasts and generates a residual uncertainty distribution. Based on instance-based learning, it uses a k nearest-neighbour search for similar historical hydrometeorological conditions to determine uncertainty intervals from a set of historical errors, i.e. discrepancies between past forecast and observation. The performance of this method is assessed using test cases of hydrologic forecasting in two UK rivers: the Severn and Brue. Forecasts in retrospect were made and their uncertainties were estimated using kNN resampling and two alternative uncertainty estimators: quantile regression (QR) and uncertainty estimation based on local errors and clustering (UNEEC). Results show that kNN uncertainty estimation produces accurate and narrow uncertainty intervals with good probability coverage. Analysis also shows that the performance of this technique depends on the choice of search space. Nevertheless, the accuracy and reliability of uncertainty intervals generated using kNN resampling are at least comparable to those produced by QR and UNEEC. It is concluded that kNN uncertainty estimation is an interesting alternative to other post-processors, like QR and UNEEC, for estimating forecast uncertainty. Apart from its concept being simple and well understood, an advantage of this method is that it is relatively easy to implement.
Statistical variability and confidence intervals for planar dose QA pass rates
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bailey, Daniel W.; Nelms, Benjamin E.; Attwood, Kristopher
Purpose: The most common metric for comparing measured to calculated dose, such as for pretreatment quality assurance of intensity-modulated photon fields, is a pass rate (%) generated using percent difference (%Diff), distance-to-agreement (DTA), or some combination of the two (e.g., gamma evaluation). For many dosimeters, the grid of analyzed points corresponds to an array with a low areal density of point detectors. In these cases, the pass rates for any given comparison criteria are not absolute but exhibit statistical variability that is a function, in part, on the detector sampling geometry. In this work, the authors analyze the statistics ofmore » various methods commonly used to calculate pass rates and propose methods for establishing confidence intervals for pass rates obtained with low-density arrays. Methods: Dose planes were acquired for 25 prostate and 79 head and neck intensity-modulated fields via diode array and electronic portal imaging device (EPID), and matching calculated dose planes were created via a commercial treatment planning system. Pass rates for each dose plane pair (both centered to the beam central axis) were calculated with several common comparison methods: %Diff/DTA composite analysis and gamma evaluation, using absolute dose comparison with both local and global normalization. Specialized software was designed to selectively sample the measured EPID response (very high data density) down to discrete points to simulate low-density measurements. The software was used to realign the simulated detector grid at many simulated positions with respect to the beam central axis, thereby altering the low-density sampled grid. Simulations were repeated with 100 positional iterations using a 1 detector/cm{sup 2} uniform grid, a 2 detector/cm{sup 2} uniform grid, and similar random detector grids. For each simulation, %/DTA composite pass rates were calculated with various %Diff/DTA criteria and for both local and global %Diff normalization techniques. Results: For the prostate and head/neck cases studied, the pass rates obtained with gamma analysis of high density dose planes were 2%-5% higher than respective %/DTA composite analysis on average (ranging as high as 11%), depending on tolerances and normalization. Meanwhile, the pass rates obtained via local normalization were 2%-12% lower than with global maximum normalization on average (ranging as high as 27%), depending on tolerances and calculation method. Repositioning of simulated low-density sampled grids leads to a distribution of possible pass rates for each measured/calculated dose plane pair. These distributions can be predicted using a binomial distribution in order to establish confidence intervals that depend largely on the sampling density and the observed pass rate (i.e., the degree of difference between measured and calculated dose). These results can be extended to apply to 3D arrays of detectors, as well. Conclusions: Dose plane QA analysis can be greatly affected by choice of calculation metric and user-defined parameters, and so all pass rates should be reported with a complete description of calculation method. Pass rates for low-density arrays are subject to statistical uncertainty (vs. the high-density pass rate), but these sampling errors can be modeled using statistical confidence intervals derived from the sampled pass rate and detector density. Thus, pass rates for low-density array measurements should be accompanied by a confidence interval indicating the uncertainty of each pass rate.« less
Bayesian analyses of time-interval data for environmental radiation monitoring.
Luo, Peng; Sharp, Julia L; DeVol, Timothy A
2013-01-01
Time-interval (time difference between two consecutive pulses) analysis based on the principles of Bayesian inference was investigated for online radiation monitoring. Using experimental and simulated data, Bayesian analysis of time-interval data [Bayesian (ti)] was compared with Bayesian and a conventional frequentist analysis of counts in a fixed count time [Bayesian (cnt) and single interval test (SIT), respectively]. The performances of the three methods were compared in terms of average run length (ARL) and detection probability for several simulated detection scenarios. Experimental data were acquired with a DGF-4C system in list mode. Simulated data were obtained using Monte Carlo techniques to obtain a random sampling of the Poisson distribution. All statistical algorithms were developed using the R Project for statistical computing. Bayesian analysis of time-interval information provided a similar detection probability as Bayesian analysis of count information, but the authors were able to make a decision with fewer pulses at relatively higher radiation levels. In addition, for the cases with very short presence of the source (< count time), time-interval information is more sensitive to detect a change than count information since the source data is averaged by the background data over the entire count time. The relationships of the source time, change points, and modifications to the Bayesian approach for increasing detection probability are presented.
Transformation to equivalent dimensions—a new methodology to study earthquake clustering
NASA Astrophysics Data System (ADS)
Lasocki, Stanislaw
2014-05-01
A seismic event is represented by a point in a parameter space, quantified by the vector of parameter values. Studies of earthquake clustering involve considering distances between such points in multidimensional spaces. However, the metrics of earthquake parameters are different, hence the metric in a multidimensional parameter space cannot be readily defined. The present paper proposes a solution of this metric problem based on a concept of probabilistic equivalence of earthquake parameters. Under this concept the lengths of parameter intervals are equivalent if the probability for earthquakes to take values from either interval is the same. Earthquake clustering is studied in an equivalent rather than the original dimensions space, where the equivalent dimension (ED) of a parameter is its cumulative distribution function. All transformed parameters are of linear scale in [0, 1] interval and the distance between earthquakes represented by vectors in any ED space is Euclidean. The unknown, in general, cumulative distributions of earthquake parameters are estimated from earthquake catalogues by means of the model-free non-parametric kernel estimation method. Potential of the transformation to EDs is illustrated by two examples of use: to find hierarchically closest neighbours in time-space and to assess temporal variations of earthquake clustering in a specific 4-D phase space.
Interresponse Time Structures in Variable-Ratio and Variable-Interval Schedules
ERIC Educational Resources Information Center
Bowers, Matthew T.; Hill, Jade; Palya, William L.
2008-01-01
The interresponse-time structures of pigeon key pecking were examined under variable-ratio, variable-interval, and variable-interval plus linear feedback schedules. Whereas the variable-ratio and variable-interval plus linear feedback schedules generally resulted in a distinct group of short interresponse times and a broad distribution of longer…
Spatially distributed potential evapotranspiration modeling and climate projections.
Gharbia, Salem S; Smullen, Trevor; Gill, Laurence; Johnston, Paul; Pilla, Francesco
2018-08-15
Evapotranspiration integrates energy and mass transfer between the Earth's surface and atmosphere and is the most active mechanism linking the atmosphere, hydrosphsophere, lithosphere and biosphere. This study focuses on the fine resolution modeling and projection of spatially distributed potential evapotranspiration on the large catchment scale as response to climate change. Six potential evapotranspiration designed algorithms, systematically selected based on a structured criteria and data availability, have been applied and then validated to long-term mean monthly data for the Shannon River catchment with a 50m 2 cell size. The best validated algorithm was therefore applied to evaluate the possible effect of future climate change on potential evapotranspiration rates. Spatially distributed potential evapotranspiration projections have been modeled based on climate change projections from multi-GCM ensembles for three future time intervals (2020, 2050 and 2080) using a range of different Representative Concentration Pathways producing four scenarios for each time interval. Finally, seasonal results have been compared to baseline results to evaluate the impact of climate change on the potential evapotranspiration and therefor on the catchment dynamical water balance. The results present evidence that the modeled climate change scenarios would have a significant impact on the future potential evapotranspiration rates. All the simulated scenarios predicted an increase in potential evapotranspiration for each modeled future time interval, which would significantly affect the dynamical catchment water balance. This study addresses the gap in the literature of using GIS-based algorithms to model fine-scale spatially distributed potential evapotranspiration on the large catchment systems based on climatological observations and simulations in different climatological zones. Providing fine-scale potential evapotranspiration data is very crucial to assess the dynamical catchment water balance to setup management scenarios for the water abstractions. This study illustrates a transferable systematic method to design GIS-based algorithms to simulate spatially distributed potential evapotranspiration on the large catchment systems. Copyright © 2018 Elsevier B.V. All rights reserved.
Lui, Kung-Jong; Chang, Kuang-Chao
2016-10-01
When the frequency of event occurrences follows a Poisson distribution, we develop procedures for testing equality of treatments and interval estimators for the ratio of mean frequencies between treatments under a three-treatment three-period crossover design. Using Monte Carlo simulations, we evaluate the performance of these test procedures and interval estimators in various situations. We note that all test procedures developed here can perform well with respect to Type I error even when the number of patients per group is moderate. We further note that the two weighted-least-squares (WLS) test procedures derived here are generally preferable to the other two commonly used test procedures in the contingency table analysis. We also demonstrate that both interval estimators based on the WLS method and interval estimators based on Mantel-Haenszel (MH) approach can perform well, and are essentially of equal precision with respect to the average length. We use a double-blind randomized three-treatment three-period crossover trial comparing salbutamol and salmeterol with a placebo with respect to the number of exacerbations of asthma to illustrate the use of these test procedures and estimators. © The Author(s) 2014.
Interval cancers in a population-based screening program for colorectal cancer in catalonia, Spain.
Garcia, M; Domènech, X; Vidal, C; Torné, E; Milà, N; Binefa, G; Benito, L; Moreno, V
2015-01-01
Objective. To analyze interval cancers among participants in a screening program for colorectal cancer (CRC) during four screening rounds. Methods. The study population consisted of participants of a fecal occult blood test-based screening program from February 2000 to September 2010, with a 30-month follow-up (n = 30,480). We used hospital administration data to identify CRC. An interval cancer was defined as an invasive cancer diagnosed within 30 months of a negative screening result and before the next recommended examination. Gender, age, stage, and site distribution of interval cancers were compared with those in the screen-detected group. Results. Within the study period, 97 tumors were screen-detected and 74 tumors were diagnosed after a negative screening. In addition, 17 CRC (18.3%) were found after an inconclusive result and 2 cases were diagnosed within the surveillance interval (2.1%). There was an increase of interval cancers over the four rounds (from 32.4% to 46.0%). When compared with screen-detected cancers, interval cancers were found predominantly in the rectum (OR: 3.66; 95% CI: 1.51-8.88) and at more advanced stages (P = 0.025). Conclusion. There are large numbers of cancer that are not detected through fecal occult blood test-based screening. The low sensitivity should be emphasized to ensure that individuals with symptoms are not falsely reassured.
Chen, Ying-ping; Chen, Chao-Hong
2010-01-01
An adaptive discretization method, called split-on-demand (SoD), enables estimation of distribution algorithms (EDAs) for discrete variables to solve continuous optimization problems. SoD randomly splits a continuous interval if the number of search points within the interval exceeds a threshold, which is decreased at every iteration. After the split operation, the nonempty intervals are assigned integer codes, and the search points are discretized accordingly. As an example of using SoD with EDAs, the integration of SoD and the extended compact genetic algorithm (ECGA) is presented and numerically examined. In this integration, we adopt a local search mechanism as an optional component of our back end optimization engine. As a result, the proposed framework can be considered as a memetic algorithm, and SoD can potentially be applied to other memetic algorithms. The numerical experiments consist of two parts: (1) a set of benchmark functions on which ECGA with SoD and ECGA with two well-known discretization methods: the fixed-height histogram (FHH) and the fixed-width histogram (FWH) are compared; (2) a real-world application, the economic dispatch problem, on which ECGA with SoD is compared to other methods. The experimental results indicate that SoD is a better discretization method to work with ECGA. Moreover, ECGA with SoD works quite well on the economic dispatch problem and delivers solutions better than the best known results obtained by other methods in existence.
Stochastic modeling for neural spiking events based on fractional superstatistical Poisson process
NASA Astrophysics Data System (ADS)
Konno, Hidetoshi; Tamura, Yoshiyasu
2018-01-01
In neural spike counting experiments, it is known that there are two main features: (i) the counting number has a fractional power-law growth with time and (ii) the waiting time (i.e., the inter-spike-interval) distribution has a heavy tail. The method of superstatistical Poisson processes (SSPPs) is examined whether these main features are properly modeled. Although various mixed/compound Poisson processes are generated with selecting a suitable distribution of the birth-rate of spiking neurons, only the second feature (ii) can be modeled by the method of SSPPs. Namely, the first one (i) associated with the effect of long-memory cannot be modeled properly. Then, it is shown that the two main features can be modeled successfully by a class of fractional SSPP (FSSPP).
NASA Astrophysics Data System (ADS)
Iskandar, I.
2018-03-01
The exponential distribution is the most widely used reliability analysis. This distribution is very suitable for representing the lengths of life of many cases and is available in a simple statistical form. The characteristic of this distribution is a constant hazard rate. The exponential distribution is the lower rank of the Weibull distributions. In this paper our effort is to introduce the basic notions that constitute an exponential competing risks model in reliability analysis using Bayesian analysis approach and presenting their analytic methods. The cases are limited to the models with independent causes of failure. A non-informative prior distribution is used in our analysis. This model describes the likelihood function and follows with the description of the posterior function and the estimations of the point, interval, hazard function, and reliability. The net probability of failure if only one specific risk is present, crude probability of failure due to a specific risk in the presence of other causes, and partial crude probabilities are also included.
Induced Ellipticity for Inspiraling Binary Systems
NASA Astrophysics Data System (ADS)
Randall, Lisa; Xianyu, Zhong-Zhi
2018-01-01
Although gravitational waves tend to erase eccentricity of an inspiraling binary system, ellipticity can be generated in the presence of surrounding matter. We present a semianalytical method for understanding the eccentricity distribution of binary black holes (BHs) in the presence of a supermassive BH in a galactic center. Given a matter distribution, we show how to determine the resultant eccentricity analytically in the presence of both tidal forces and evaporation up to one cutoff and one matter-distribution-independent function, paving the way for understanding the environment of detected inspiraling BHs. We furthermore generalize Kozai–Lidov dynamics to situations where perturbation theory breaks down for short time intervals, allowing more general angular momentum exchange, such that eccentricity is generated even when all bodies orbit in the same plane.
ESTABLISHMENT OF A FIBRINOGEN REFERENCE INTERVAL IN ORNATE BOX TURTLES (TERRAPENE ORNATA ORNATA).
Parkinson, Lily; Olea-Popelka, Francisco; Klaphake, Eric; Dadone, Liza; Johnston, Matthew
2016-09-01
This study sought to establish a reference interval for fibrinogen in healthy ornate box turtles ( Terrapene ornata ornata). A total of 48 turtles were enrolled, with 42 turtles deemed to be noninflammatory and thus fitting the inclusion criteria and utilized to estimate a fibrinogen reference interval. Turtles were excluded based upon physical examination and blood work abnormalities. A Shapiro-Wilk normality test indicated that the noninflammatory turtle fibrinogen values were normally distributed (Gaussian distribution) with an average of 108 mg/dl and a 95% confidence interval of the mean of 97.9-117 mg/dl. Those turtles excluded from the reference interval because of abnormalities affecting their health had significantly different fibrinogen values (P = 0.313). A reference interval for healthy ornate box turtles was calculated. Further investigation into the utility of fibrinogen measurement for clinical usage in ornate box turtles is warranted.
Virlogeux, Victor; Li, Ming; Tsang, Tim K; Feng, Luzhao; Fang, Vicky J; Jiang, Hui; Wu, Peng; Zheng, Jiandong; Lau, Eric H Y; Cao, Yu; Qin, Ying; Liao, Qiaohong; Yu, Hongjie; Cowling, Benjamin J
2015-10-15
A novel avian influenza virus, influenza A(H7N9), emerged in China in early 2013 and caused severe disease in humans, with infections occurring most frequently after recent exposure to live poultry. The distribution of A(H7N9) incubation periods is of interest to epidemiologists and public health officials, but estimation of the distribution is complicated by interval censoring of exposures. Imputation of the midpoint of intervals was used in some early studies, resulting in estimated mean incubation times of approximately 5 days. In this study, we estimated the incubation period distribution of human influenza A(H7N9) infections using exposure data available for 229 patients with laboratory-confirmed A(H7N9) infection from mainland China. A nonparametric model (Turnbull) and several parametric models accounting for the interval censoring in some exposures were fitted to the data. For the best-fitting parametric model (Weibull), the mean incubation period was 3.4 days (95% confidence interval: 3.0, 3.7) and the variance was 2.9 days; results were very similar for the nonparametric Turnbull estimate. Under the Weibull model, the 95th percentile of the incubation period distribution was 6.5 days (95% confidence interval: 5.9, 7.1). The midpoint approximation for interval-censored exposures led to overestimation of the mean incubation period. Public health observation of potentially exposed persons for 7 days after exposure would be appropriate. © The Author 2015. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
1984-12-01
with more gene - ral arrival process or service-time distribution, with attention restricted to critical-number policies, have been studied by Adler...points of their respective intervals. This method proved quite satisfactory for df’s that possess no sharp peaks or severe skewness. The method is...then (animal is carnivore))) (rule id6 (if (animal has pointed teeth ) (animal has claws) (animal has forward eyes)) (then (animal is carnivore
NASA Astrophysics Data System (ADS)
Paiva, F. M.; Batista, J. C.; Rêgo, F. S. C.; Lima, J. A.; Freire, P. T. C.; Melo, F. E. A.; Mendes Filho, J.; de Menezes, A. S.; Nogueira, C. E. S.
2017-01-01
Single crystals of DL-valine and DL-lysine hydrochloride were grown by slow evaporation method and the crystallographic structure were confirmed by X-ray diffraction experiment and Rietveld method. These two crystals have been studied by Raman spectroscopy in the 25-3600 cm-1 spectral range and by infrared spectroscopy through the interval 375-4000 cm-1 at room temperature. Experimental and theoretical vibrational spectra were compared and a complete analysis of the modes was done in terms of the Potential Energy Distribution (PED).
Fixed-interval matching-to-sample: intermatching time and intermatching error runs1
Nelson, Thomas D.
1978-01-01
Four pigeons were trained on a matching-to-sample task in which reinforcers followed either the first matching response (fixed interval) or the fifth matching response (tandem fixed-interval fixed-ratio) that occurred 80 seconds or longer after the last reinforcement. Relative frequency distributions of the matching-to-sample responses that concluded intermatching times and runs of mismatches (intermatching error runs) were computed for the final matching responses directly followed by grain access and also for the three matching responses immediately preceding the final match. Comparison of these two distributions showed that the fixed-interval schedule arranged for the preferential reinforcement of matches concluding relatively extended intermatching times and runs of mismatches. Differences in matching accuracy and rate during the fixed interval, compared to the tandem fixed-interval fixed-ratio, suggested that reinforcers following matches concluding various intermatching times and runs of mismatches influenced the rate and accuracy of the last few matches before grain access, but did not control rate and accuracy throughout the entire fixed-interval period. PMID:16812032
Improved confidence intervals when the sample is counted an integer times longer than the blank.
Potter, William Edward; Strzelczyk, Jadwiga Jodi
2011-05-01
Past computer solutions for confidence intervals in paired counting are extended to the case where the ratio of the sample count time to the blank count time is taken to be an integer, IRR. Previously, confidence intervals have been named Neyman-Pearson confidence intervals; more correctly they should have been named Neyman confidence intervals or simply confidence intervals. The technique utilized mimics a technique used by Pearson and Hartley to tabulate confidence intervals for the expected value of the discrete Poisson and Binomial distributions. The blank count and the contribution of the sample to the gross count are assumed to be Poisson distributed. The expected value of the blank count, in the sample count time, is assumed known. The net count, OC, is taken to be the gross count minus the product of IRR with the blank count. The probability density function (PDF) for the net count can be determined in a straightforward manner.
NASA Astrophysics Data System (ADS)
Rouillon, M.; Taylor, M. P.; Dong, C.
2016-12-01
This research assesses the advantages of integrating field portable X-ray Fluorescence (pXRF) technology for reducing the risk and increase confidence of decision making for metal-contaminated site assessments. Metal-contaminated sites are often highly heterogeneous and require a high sampling density to accurately characterize the distribution and concentration of contaminants. The current regulatory assessment approaches rely on a small number of samples processed using standard wet-chemistry methods. In New South Wales (NSW), Australia, the current notification trigger for characterizing metal-contaminated sites require the upper 95% confidence interval of the site mean to equal or exceed the relevant guidelines. The method's low `minimum' sampling requirements can misclassify sites due to the heterogeneous nature of soil contamination, leading to inaccurate decision making. To address this issue, we propose integrating infield pXRF analysis with the established sampling method to overcome sampling limitations. This approach increases the minimum sampling resolution and reduces the 95% CI of the site mean. Infield pXRF analysis at contamination hotspots enhances sample resolution efficiently and without the need to return to the site. In this study, the current and proposed pXRF site assessment methods are compared at five heterogeneous metal-contaminated sites by analysing the spatial distribution of contaminants, 95% confidence intervals of site means, and the sampling and analysis uncertainty associated with each method. Finally, an analysis of costs associated with both the current and proposed methods is presented to demonstrate the advantages of incorporating pXRF into metal-contaminated site assessments. The data shows that pXRF integrated site assessments allows for faster, cost-efficient, characterisation of metal-contaminated sites with greater confidence for decision making.
Le Boedec, Kevin
2016-12-01
According to international guidelines, parametric methods must be chosen for RI construction when the sample size is small and the distribution is Gaussian. However, normality tests may not be accurate at small sample size. The purpose of the study was to evaluate normality test performance to properly identify samples extracted from a Gaussian population at small sample sizes, and assess the consequences on RI accuracy of applying parametric methods to samples that falsely identified the parent population as Gaussian. Samples of n = 60 and n = 30 values were randomly selected 100 times from simulated Gaussian, lognormal, and asymmetric populations of 10,000 values. The sensitivity and specificity of 4 normality tests were compared. Reference intervals were calculated using 6 different statistical methods from samples that falsely identified the parent population as Gaussian, and their accuracy was compared. Shapiro-Wilk and D'Agostino-Pearson tests were the best performing normality tests. However, their specificity was poor at sample size n = 30 (specificity for P < .05: .51 and .50, respectively). The best significance levels identified when n = 30 were 0.19 for Shapiro-Wilk test and 0.18 for D'Agostino-Pearson test. Using parametric methods on samples extracted from a lognormal population but falsely identified as Gaussian led to clinically relevant inaccuracies. At small sample size, normality tests may lead to erroneous use of parametric methods to build RI. Using nonparametric methods (or alternatively Box-Cox transformation) on all samples regardless of their distribution or adjusting, the significance level of normality tests depending on sample size would limit the risk of constructing inaccurate RI. © 2016 American Society for Veterinary Clinical Pathology.
Alternative methods to evaluate trial level surrogacy.
Abrahantes, Josè Cortiñas; Shkedy, Ziv; Molenberghs, Geert
2008-01-01
The evaluation and validation of surrogate endpoints have been extensively studied in the last decade. Prentice [1] and Freedman, Graubard and Schatzkin [2] laid the foundations for the evaluation of surrogate endpoints in randomized clinical trials. Later, Buyse et al. [5] proposed a meta-analytic methodology, producing different methods for different settings, which was further studied by Alonso and Molenberghs [9], in their unifying approach based on information theory. In this article, we focus our attention on the trial-level surrogacy and propose alternative procedures to evaluate such surrogacy measure, which do not pre-specify the type of association. A promising correction based on cross-validation is investigated. As well as the construction of confidence intervals for this measure. In order to avoid making assumption about the type of relationship between the treatment effects and its distribution, a collection of alternative methods, based on regression trees, bagging, random forests, and support vector machines, combined with bootstrap-based confidence interval and, should one wish, in conjunction with a cross-validation based correction, will be proposed and applied. We apply the various strategies to data from three clinical studies: in opthalmology, in advanced colorectal cancer, and in schizophrenia. The results obtained for the three case studies are compared; they indicate that using random forest or bagging models produces larger estimated values for the surrogacy measure, which are in general stabler and the confidence interval narrower than linear regression and support vector regression. For the advanced colorectal cancer studies, we even found the trial-level surrogacy is considerably different from what has been reported. In general the alternative methods are more computationally demanding, and specially the calculation of the confidence intervals, require more computational time that the delta-method counterpart. First, more flexible modeling techniques can be used, allowing for other type of association. Second, when no cross-validation-based correction is applied, overly optimistic trial-level surrogacy estimates will be found, thus cross-validation is highly recommendable. Third, the use of the delta method to calculate confidence intervals is not recommendable since it makes assumptions valid only in very large samples. It may also produce range-violating limits. We therefore recommend alternatives: bootstrap methods in general. Also, the information-theoretic approach produces comparable results with the bagging and random forest approaches, when cross-validation correction is applied. It is also important to observe that, even for the case in which the linear model might be a good option too, bagging methods perform well too, and their confidence intervals were more narrow.
Code of Federal Regulations, 2010 CFR
2010-07-01
... 40 Protection of Environment 5 2010-07-01 2010-07-01 false Estimated Mass Concentration... Equivalent Methods for PM2.5 Pt. 53, Subpt. F, Table F-4 Table F-4 to Subpart F of Part 53—Estimated Mass... (µm) Test Sampler Fractional Sampling Effectiveness Interval Mass Concentration (µg/m3) Estimated Mass...
Code of Federal Regulations, 2011 CFR
2011-07-01
... 40 Protection of Environment 5 2011-07-01 2011-07-01 false Estimated Mass Concentration... Equivalent Methods for PM2.5 Pt. 53, Subpt. F, Table F-4 Table F-4 to Subpart F of Part 53—Estimated Mass... (µm) Test Sampler Fractional Sampling Effectiveness Interval Mass Concentration (µg/m3) Estimated Mass...
Code of Federal Regulations, 2011 CFR
2011-07-01
... 40 Protection of Environment 5 2011-07-01 2011-07-01 false Estimated Mass Concentration... Equivalent Methods for PM2.5 Pt. 53, Subpt. F, Table F-6 Table F-6 to Subpart F of Part 53—Estimated Mass... (µm) Test Sampler Fractional Sampling Effectiveness Interval Mass Concentration (µg/m3) Estimated Mass...
Code of Federal Regulations, 2010 CFR
2010-07-01
... 40 Protection of Environment 5 2010-07-01 2010-07-01 false Estimated Mass Concentration... Equivalent Methods for PM2.5 Pt. 53, Subpt. F, Table F-6 Table F-6 to Subpart F of Part 53—Estimated Mass... (µm) Test Sampler Fractional Sampling Effectiveness Interval Mass Concentration (µg/m3) Estimated Mass...
NASA Astrophysics Data System (ADS)
Veronesi, F.; Grassi, S.
2016-09-01
Wind resource assessment is a key aspect of wind farm planning since it allows to estimate the long term electricity production. Moreover, wind speed time-series at high resolution are helpful to estimate the temporal changes of the electricity generation and indispensable to design stand-alone systems, which are affected by the mismatch of supply and demand. In this work, we present a new generalized statistical methodology to generate the spatial distribution of wind speed time-series, using Switzerland as a case study. This research is based upon a machine learning model and demonstrates that statistical wind resource assessment can successfully be used for estimating wind speed time-series. In fact, this method is able to obtain reliable wind speed estimates and propagate all the sources of uncertainty (from the measurements to the mapping process) in an efficient way, i.e. minimizing computational time and load. This allows not only an accurate estimation, but the creation of precise confidence intervals to map the stochasticity of the wind resource for a particular site. The validation shows that machine learning can minimize the bias of the wind speed hourly estimates. Moreover, for each mapped location this method delivers not only the mean wind speed, but also its confidence interval, which are crucial data for planners.
Long-term statistics of extreme tsunami height at Crescent City
NASA Astrophysics Data System (ADS)
Dong, Sheng; Zhai, Jinjin; Tao, Shanshan
2017-06-01
Historically, Crescent City is one of the most vulnerable communities impacted by tsunamis along the west coast of the United States, largely attributed to its offshore geography. Trans-ocean tsunamis usually produce large wave runup at Crescent Harbor resulting in catastrophic damages, property loss and human death. How to determine the return values of tsunami height using relatively short-term observation data is of great significance to assess the tsunami hazards and improve engineering design along the coast of Crescent City. In the present study, the extreme tsunami heights observed along the coast of Crescent City from 1938 to 2015 are fitted using six different probabilistic distributions, namely, the Gumbel distribution, the Weibull distribution, the maximum entropy distribution, the lognormal distribution, the generalized extreme value distribution and the generalized Pareto distribution. The maximum likelihood method is applied to estimate the parameters of all above distributions. Both Kolmogorov-Smirnov test and root mean square error method are utilized for goodness-of-fit test and the better fitting distribution is selected. Assuming that the occurrence frequency of tsunami in each year follows the Poisson distribution, the Poisson compound extreme value distribution can be used to fit the annual maximum tsunami amplitude, and then the point and interval estimations of return tsunami heights are calculated for structural design. The results show that the Poisson compound extreme value distribution fits tsunami heights very well and is suitable to determine the return tsunami heights for coastal disaster prevention.
Lash, Timothy L
2007-11-26
The associations of pesticide exposure with disease outcomes are estimated without the benefit of a randomized design. For this reason and others, these studies are susceptible to systematic errors. I analyzed studies of the associations between alachlor and glyphosate exposure and cancer incidence, both derived from the Agricultural Health Study cohort, to quantify the bias and uncertainty potentially attributable to systematic error. For each study, I identified the prominent result and important sources of systematic error that might affect it. I assigned probability distributions to the bias parameters that allow quantification of the bias, drew a value at random from each assigned distribution, and calculated the estimate of effect adjusted for the biases. By repeating the draw and adjustment process over multiple iterations, I generated a frequency distribution of adjusted results, from which I obtained a point estimate and simulation interval. These methods were applied without access to the primary record-level dataset. The conventional estimates of effect associating alachlor and glyphosate exposure with cancer incidence were likely biased away from the null and understated the uncertainty by quantifying only random error. For example, the conventional p-value for a test of trend in the alachlor study equaled 0.02, whereas fewer than 20% of the bias analysis iterations yielded a p-value of 0.02 or lower. Similarly, the conventional fully-adjusted result associating glyphosate exposure with multiple myleoma equaled 2.6 with 95% confidence interval of 0.7 to 9.4. The frequency distribution generated by the bias analysis yielded a median hazard ratio equal to 1.5 with 95% simulation interval of 0.4 to 8.9, which was 66% wider than the conventional interval. Bias analysis provides a more complete picture of true uncertainty than conventional frequentist statistical analysis accompanied by a qualitative description of study limitations. The latter approach is likely to lead to overconfidence regarding the potential for causal associations, whereas the former safeguards against such overinterpretations. Furthermore, such analyses, once programmed, allow rapid implementation of alternative assignments of probability distributions to the bias parameters, so elevate the plane of discussion regarding study bias from characterizing studies as "valid" or "invalid" to a critical and quantitative discussion of sources of uncertainty.
NASA Astrophysics Data System (ADS)
Tiedeman, C. R.; Barrash, W.; Thrash, C. J.; Patterson, J.; Johnson, C. D.
2016-12-01
Hydraulic tomography was performed in a 100 m2 by 20 m thick volume of contaminated fractured mudstones at the former Naval Air Warfare Center (NAWC) in the Newark Basin, New Jersey, with the objective of estimating the detailed distribution of hydraulic conductivity (K). Characterizing the fine-scale K variability is important for designing effective remediation strategies in complex geologic settings such as fractured rock. In the tomography experiment, packers isolated two to six intervals in each of seven boreholes in the volume of investigation, and fiber-optic pressure transducers enabled collection of high-resolution drawdown observations. A hydraulic tomography dataset was obtained by conducting multiple aquifer tests in which a given isolated well interval was pumped and drawdown was monitored in all other intervals. The collective data from all tests display a wide range of behavior indicative of highly heterogeneous K within the tested volume, such as: drawdown curves for different intervals crossing one another on drawdown-time plots; unique drawdown curve shapes for certain intervals; and intervals with negligible drawdown adjacent to intervals with large drawdown. Tomographic inversion of data from 15 tests conducted in the first field season focused on estimating the K distribution at a scale of 1 m3 over approximately 25% of the investigated volume, where observation density was greatest. The estimated K field is consistent with prior geologic, geophysical, and hydraulic information, including: highly variable K within bedding-plane-parting fractures that are the primary flow and transport paths at NAWC, connected high-K features perpendicular to bedding, and a spatially heterogeneous distribution of low-K rock matrix and closed fractures. Subsequent tomographic testing was conducted in the second field season, with the region of high observation density expanded to cover a greater volume of the wellfield.
Optimal Wind Power Uncertainty Intervals for Electricity Market Operation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, Ying; Zhou, Zhi; Botterud, Audun
It is important to select an appropriate uncertainty level of the wind power forecast for power system scheduling and electricity market operation. Traditional methods hedge against a predefined level of wind power uncertainty, such as a specific confidence interval or uncertainty set, which leaves the questions of how to best select the appropriate uncertainty levels. To bridge this gap, this paper proposes a model to optimize the forecast uncertainty intervals of wind power for power system scheduling problems, with the aim of achieving the best trade-off between economics and reliability. Then we reformulate and linearize the models into a mixedmore » integer linear programming (MILP) without strong assumptions on the shape of the probability distribution. In order to invest the impacts on cost, reliability, and prices in a electricity market, we apply the proposed model on a twosettlement electricity market based on a six-bus test system and on a power system representing the U.S. state of Illinois. The results show that the proposed method can not only help to balance the economics and reliability of the power system scheduling, but also help to stabilize the energy prices in electricity market operation.« less
A model-based approach to wildland fire reconstruction using sediment charcoal records
Itter, Malcolm S.; Finley, Andrew O.; Hooten, Mevin B.; Higuera, Philip E.; Marlon, Jennifer R.; Kelly, Ryan; McLachlan, Jason S.
2017-01-01
Lake sediment charcoal records are used in paleoecological analyses to reconstruct fire history, including the identification of past wildland fires. One challenge of applying sediment charcoal records to infer fire history is the separation of charcoal associated with local fire occurrence and charcoal originating from regional fire activity. Despite a variety of methods to identify local fires from sediment charcoal records, an integrated statistical framework for fire reconstruction is lacking. We develop a Bayesian point process model to estimate the probability of fire associated with charcoal counts from individual-lake sediments and estimate mean fire return intervals. A multivariate extension of the model combines records from multiple lakes to reduce uncertainty in local fire identification and estimate a regional mean fire return interval. The univariate and multivariate models are applied to 13 lakes in the Yukon Flats region of Alaska. Both models resulted in similar mean fire return intervals (100–350 years) with reduced uncertainty under the multivariate model due to improved estimation of regional charcoal deposition. The point process model offers an integrated statistical framework for paleofire reconstruction and extends existing methods to infer regional fire history from multiple lake records with uncertainty following directly from posterior distributions.
Xie, Y L; Li, Y P; Huang, G H; Li, Y F; Chen, L R
2011-04-15
In this study, an inexact-chance-constrained water quality management (ICC-WQM) model is developed for planning regional environmental management under uncertainty. This method is based on an integration of interval linear programming (ILP) and chance-constrained programming (CCP) techniques. ICC-WQM allows uncertainties presented as both probability distributions and interval values to be incorporated within a general optimization framework. Complexities in environmental management systems can be systematically reflected, thus applicability of the modeling process can be highly enhanced. The developed method is applied to planning chemical-industry development in Binhai New Area of Tianjin, China. Interval solutions associated with different risk levels of constraint violation have been obtained. They can be used for generating decision alternatives and thus help decision makers identify desired policies under various system-reliability constraints of water environmental capacity of pollutant. Tradeoffs between system benefits and constraint-violation risks can also be tackled. They are helpful for supporting (a) decision of wastewater discharge and government investment, (b) formulation of local policies regarding water consumption, economic development and industry structure, and (c) analysis of interactions among economic benefits, system reliability and pollutant discharges. Copyright © 2011 Elsevier B.V. All rights reserved.
Huang, Shi; MacKinnon, David P.; Perrino, Tatiana; Gallo, Carlos; Cruden, Gracelyn; Brown, C Hendricks
2016-01-01
Mediation analysis often requires larger sample sizes than main effect analysis to achieve the same statistical power. Combining results across similar trials may be the only practical option for increasing statistical power for mediation analysis in some situations. In this paper, we propose a method to estimate: 1) marginal means for mediation path a, the relation of the independent variable to the mediator; 2) marginal means for path b, the relation of the mediator to the outcome, across multiple trials; and 3) the between-trial level variance-covariance matrix based on a bivariate normal distribution. We present the statistical theory and an R computer program to combine regression coefficients from multiple trials to estimate a combined mediated effect and confidence interval under a random effects model. Values of coefficients a and b, along with their standard errors from each trial are the input for the method. This marginal likelihood based approach with Monte Carlo confidence intervals provides more accurate inference than the standard meta-analytic approach. We discuss computational issues, apply the method to two real-data examples and make recommendations for the use of the method in different settings. PMID:28239330
Effects of Distributed Practice on the Acquisition of Second Language English Syntax
ERIC Educational Resources Information Center
Bird, Steve
2010-01-01
A longitudinal study compared the effects of distributed and massed practice schedules on the learning of second language English syntax. Participants were taught distinctions in the tense and aspect systems of English at short and long practice intervals. They were then tested at short and long intervals. The results showed that distributed…
Comparing the index-flood and multiple-regression methods using L-moments
NASA Astrophysics Data System (ADS)
Malekinezhad, H.; Nachtnebel, H. P.; Klik, A.
In arid and semi-arid regions, the length of records is usually too short to ensure reliable quantile estimates. Comparing index-flood and multiple-regression analyses based on L-moments was the main objective of this study. Factor analysis was applied to determine main influencing variables on flood magnitude. Ward’s cluster and L-moments approaches were applied to several sites in the Namak-Lake basin in central Iran to delineate homogeneous regions based on site characteristics. Homogeneity test was done using L-moments-based measures. Several distributions were fitted to the regional flood data and index-flood and multiple-regression methods as two regional flood frequency methods were compared. The results of factor analysis showed that length of main waterway, compactness coefficient, mean annual precipitation, and mean annual temperature were the main variables affecting flood magnitude. The study area was divided into three regions based on the Ward’s method of clustering approach. The homogeneity test based on L-moments showed that all three regions were acceptably homogeneous. Five distributions were fitted to the annual peak flood data of three homogeneous regions. Using the L-moment ratios and the Z-statistic criteria, GEV distribution was identified as the most robust distribution among five candidate distributions for all the proposed sub-regions of the study area, and in general, it was concluded that the generalised extreme value distribution was the best-fit distribution for every three regions. The relative root mean square error (RRMSE) measure was applied for evaluating the performance of the index-flood and multiple-regression methods in comparison with the curve fitting (plotting position) method. In general, index-flood method gives more reliable estimations for various flood magnitudes of different recurrence intervals. Therefore, this method should be adopted as regional flood frequency method for the study area and the Namak-Lake basin in central Iran. To estimate floods of various return periods for gauged catchments in the study area, the mean annual peak flood of the catchments may be multiplied by corresponding values of the growth factors, and computed using the GEV distribution.
Energy-Based Wavelet De-Noising of Hydrologic Time Series
Sang, Yan-Fang; Liu, Changming; Wang, Zhonggen; Wen, Jun; Shang, Lunyu
2014-01-01
De-noising is a substantial issue in hydrologic time series analysis, but it is a difficult task due to the defect of methods. In this paper an energy-based wavelet de-noising method was proposed. It is to remove noise by comparing energy distribution of series with the background energy distribution, which is established from Monte-Carlo test. Differing from wavelet threshold de-noising (WTD) method with the basis of wavelet coefficient thresholding, the proposed method is based on energy distribution of series. It can distinguish noise from deterministic components in series, and uncertainty of de-noising result can be quantitatively estimated using proper confidence interval, but WTD method cannot do this. Analysis of both synthetic and observed series verified the comparable power of the proposed method and WTD, but de-noising process by the former is more easily operable. The results also indicate the influences of three key factors (wavelet choice, decomposition level choice and noise content) on wavelet de-noising. Wavelet should be carefully chosen when using the proposed method. The suitable decomposition level for wavelet de-noising should correspond to series' deterministic sub-signal which has the smallest temporal scale. If too much noise is included in a series, accurate de-noising result cannot be obtained by the proposed method or WTD, but the series would show pure random but not autocorrelation characters, so de-noising is no longer needed. PMID:25360533
Automatic image equalization and contrast enhancement using Gaussian mixture modeling.
Celik, Turgay; Tjahjadi, Tardi
2012-01-01
In this paper, we propose an adaptive image equalization algorithm that automatically enhances the contrast in an input image. The algorithm uses the Gaussian mixture model to model the image gray-level distribution, and the intersection points of the Gaussian components in the model are used to partition the dynamic range of the image into input gray-level intervals. The contrast equalized image is generated by transforming the pixels' gray levels in each input interval to the appropriate output gray-level interval according to the dominant Gaussian component and the cumulative distribution function of the input interval. To take account of the hypothesis that homogeneous regions in the image represent homogeneous silences (or set of Gaussian components) in the image histogram, the Gaussian components with small variances are weighted with smaller values than the Gaussian components with larger variances, and the gray-level distribution is also used to weight the components in the mapping of the input interval to the output interval. Experimental results show that the proposed algorithm produces better or comparable enhanced images than several state-of-the-art algorithms. Unlike the other algorithms, the proposed algorithm is free of parameter setting for a given dynamic range of the enhanced image and can be applied to a wide range of image types.
Chosen interval methods for solving linear interval systems with special type of matrix
NASA Astrophysics Data System (ADS)
Szyszka, Barbara
2013-10-01
The paper is devoted to chosen direct interval methods for solving linear interval systems with special type of matrix. This kind of matrix: band matrix with a parameter, from finite difference problem is obtained. Such linear systems occur while solving one dimensional wave equation (Partial Differential Equations of hyperbolic type) by using the central difference interval method of the second order. Interval methods are constructed so as the errors of method are enclosed in obtained results, therefore presented linear interval systems contain elements that determining the errors of difference method. The chosen direct algorithms have been applied for solving linear systems because they have no errors of method. All calculations were performed in floating-point interval arithmetic.
Resonant ultrasound spectroscopy
Migliori, Albert
1991-01-01
A resonant ultrasound spectroscopy method provides a unique characterization of an object for use in distinguishing similar objects having physical differences greater than a predetermined tolerance. A resonant response spectrum is obtained for a reference object by placing excitation and detection transducers at any accessible location on the object. The spectrum is analyzed to determine the number of resonant response peaks in a predetermined frequency interval. The distribution of the resonance frequencies is then characterized in a manner effective to form a unique signature of the object. In one characterization, a small frequency interval is defined and stepped though the spectrum frequency range. Subsequent objects are similarly characterized where the characterizations serve as signatures effective to distinguish objects that differ from the reference object by more than the predetermined tolerance.
Recurrence time statistics for finite size intervals
NASA Astrophysics Data System (ADS)
Altmann, Eduardo G.; da Silva, Elton C.; Caldas, Iberê L.
2004-12-01
We investigate the statistics of recurrences to finite size intervals for chaotic dynamical systems. We find that the typical distribution presents an exponential decay for almost all recurrence times except for a few short times affected by a kind of memory effect. We interpret this effect as being related to the unstable periodic orbits inside the interval. Although it is restricted to a few short times it changes the whole distribution of recurrences. We show that for systems with strong mixing properties the exponential decay converges to the Poissonian statistics when the width of the interval goes to zero. However, we alert that special attention to the size of the interval is required in order to guarantee that the short time memory effect is negligible when one is interested in numerically or experimentally calculated Poincaré recurrence time statistics.
The assignment of scores procedure for ordinal categorical data.
Chen, Han-Ching; Wang, Nae-Sheng
2014-01-01
Ordinal data are the most frequently encountered type of data in the social sciences. Many statistical methods can be used to process such data. One common method is to assign scores to the data, convert them into interval data, and further perform statistical analysis. There are several authors who have recently developed assigning score methods to assign scores to ordered categorical data. This paper proposes an approach that defines an assigning score system for an ordinal categorical variable based on underlying continuous latent distribution with interpretation by using three case study examples. The results show that the proposed score system is well for skewed ordinal categorical data.
NASA Astrophysics Data System (ADS)
Nerantzaki, Sofia; Papalexiou, Simon Michael
2017-04-01
Identifying precisely the distribution tail of a geophysical variable is tough, or, even impossible. First, the tail is the part of the distribution for which we have the less empirical information available; second, a universally accepted definition of tail does not and cannot exist; and third, a tail may change over time due to long-term changes. Unfortunately, the tail is the most important part of the distribution as it dictates the estimates of exceedance probabilities or return periods. Fortunately, based on their tail behavior, probability distributions can be generally categorized into two major families, i.e., sub-exponentials (heavy-tailed) and hyper-exponentials (light-tailed). This study aims to update the Mean Excess Function (MEF), providing a useful tool in order to asses which type of tail better describes empirical data. The MEF is based on the mean value of a variable over a threshold and results in a zero slope regression line when applied for the Exponential distribution. Here, we construct slope confidence intervals for the Exponential distribution as functions of sample size. The validation of the method using Monte Carlo techniques on four theoretical distributions covering major tail cases (Pareto type II, Log-normal, Weibull and Gamma) revealed that it performs well especially for large samples. Finally, the method is used to investigate the behavior of daily rainfall extremes; thousands of rainfall records were examined, from all over the world and with sample size over 100 years, revealing that heavy-tailed distributions can describe more accurately rainfall extremes.
NASA Astrophysics Data System (ADS)
Sardet, Laure; Patilea, Valentin
When pricing a specific insurance premium, actuary needs to evaluate the claims cost distribution for the warranty. Traditional actuarial methods use parametric specifications to model claims distribution, like lognormal, Weibull and Pareto laws. Mixtures of such distributions allow to improve the flexibility of the parametric approach and seem to be quite well-adapted to capture the skewness, the long tails as well as the unobserved heterogeneity among the claims. In this paper, instead of looking for a finely tuned mixture with many components, we choose a parsimonious mixture modeling, typically a two or three-component mixture. Next, we use the mixture cumulative distribution function (CDF) to transform data into the unit interval where we apply a beta-kernel smoothing procedure. A bandwidth rule adapted to our methodology is proposed. Finally, the beta-kernel density estimate is back-transformed to recover an estimate of the original claims density. The beta-kernel smoothing provides an automatic fine-tuning of the parsimonious mixture and thus avoids inference in more complex mixture models with many parameters. We investigate the empirical performance of the new method in the estimation of the quantiles with simulated nonnegative data and the quantiles of the individual claims distribution in a non-life insurance application.
NASA Astrophysics Data System (ADS)
Klimenko, V. V.
2017-12-01
We obtain expressions for the probabilities of the normal-noise spikes with the Gaussian correlation function and for the probability density of the inter-spike intervals. As distinct from the delta-correlated noise, in which the intervals are distributed by the exponential law, the probability of the subsequent spike depends on the previous spike and the interval-distribution law deviates from the exponential one for a finite noise-correlation time (frequency-bandwidth restriction). This deviation is the most pronounced for a low detection threshold. Similarity of the behaviors of the distributions of the inter-discharge intervals in a thundercloud and the noise spikes for the varying repetition rate of the discharges/spikes, which is determined by the ratio of the detection threshold to the root-mean-square value of noise, is observed. The results of this work can be useful for the quantitative description of the statistical characteristics of the noise spikes and studying the role of fluctuations for the discharge emergence in a thundercloud.
NASA Astrophysics Data System (ADS)
Tice, Michael M.
2009-12-01
All mats are preserved in the shallowest-water interval of those rocks deposited below normal wave base and above storm wave base. This interval is bounded below by a transgressive lag formed during regional flooding and above by a small condensed section that marks a local relative sea-level maximum. Restriction of all mat morphotypes to the shallowest interval of the storm-active layer in the BRC ocean reinforces previous interpretations that these mats were constructed primarily by photosynthetic organisms. Morphotypes α and β dominate the lower half of this interval and grew during deposition of relatively coarse detrital carbonaceous grains, while morphotype γ dominates the upper half and grew during deposition of fine detrital carbonaceous grains. The observed mat distribution suggests that either light intensity or, more likely, small variations in ambient current energy acted as a first-order control on mat morphotype distribution. These results demonstrate significant environmental control on biological morphogenetic processes independent of influences from siliciclastic sedimentation.
Measurement of baseline and orientation between distributed aerospace platforms.
Wang, Wen-Qin
2013-01-01
Distributed platforms play an important role in aerospace remote sensing, radar navigation, and wireless communication applications. However, besides the requirement of high accurate time and frequency synchronization for coherent signal processing, the baseline between the transmitting platform and receiving platform and the orientation of platform towards each other during data recording must be measured in real time. In this paper, we propose an improved pulsed duplex microwave ranging approach, which allows determining the spatial baseline and orientation between distributed aerospace platforms by the proposed high-precision time-interval estimation method. This approach is novel in the sense that it cancels the effect of oscillator frequency synchronization errors due to separate oscillators that are used in the platforms. Several performance specifications are also discussed. The effectiveness of the approach is verified by simulation results.
A method for developing design diagrams for ceramic and glass materials using fatigue data
NASA Technical Reports Server (NTRS)
Heslin, T. M.; Magida, M. B.; Forrest, K. A.
1986-01-01
The service lifetime of glass and ceramic materials can be expressed as a plot of time-to-failure versus applied stress whose plot is parametric in percent probability of failure. This type of plot is called a design diagram. Confidence interval estimates for such plots depend on the type of test that is used to generate the data, on assumptions made concerning the statistical distribution of the test results, and on the type of analysis used. This report outlines the development of design diagrams for glass and ceramic materials in engineering terms using static or dynamic fatigue tests, assuming either no particular statistical distribution of test results or a Weibull distribution and using either median value or homologous ratio analysis of the test results.
Application of change-point problem to the detection of plant patches.
López, I; Gámez, M; Garay, J; Standovár, T; Varga, Z
2010-03-01
In ecology, if the considered area or space is large, the spatial distribution of individuals of a given plant species is never homogeneous; plants form different patches. The homogeneity change in space or in time (in particular, the related change-point problem) is an important research subject in mathematical statistics. In the paper, for a given data system along a straight line, two areas are considered, where the data of each area come from different discrete distributions, with unknown parameters. In the paper a method is presented for the estimation of the distribution change-point between both areas and an estimate is given for the distributions separated by the obtained change-point. The solution of this problem will be based on the maximum likelihood method. Furthermore, based on an adaptation of the well-known bootstrap resampling, a method for the estimation of the so-called change-interval is also given. The latter approach is very general, since it not only applies in the case of the maximum-likelihood estimation of the change-point, but it can be also used starting from any other change-point estimation known in the ecological literature. The proposed model is validated against typical ecological situations, providing at the same time a verification of the applied algorithms.
Topping, David J.; Wright, Scott A.; Griffiths, Ronald; Dean, David
2014-01-01
As the result of a 12-year program of sediment-transport research and field testing on the Colorado River (6 stations in UT and AZ), Yampa River (2 stations in CO), Little Snake River (1 station in CO), Green River (1 station in CO and 2 stations in UT), and Rio Grande (2 stations in TX), we have developed a physically based method for measuring suspended-sediment concentration and grain size at 15-minute intervals using multifrequency arrays of acoustic-Doppler profilers. This multi-frequency method is able to achieve much higher accuracies than single-frequency acoustic methods because it allows removal of the influence of changes in grain size on acoustic backscatter. The method proceeds as follows. (1) Acoustic attenuation at each frequency is related to the concentration of silt and clay with a known grain-size distribution in a river cross section using physical samples and theory. (2) The combination of acoustic backscatter and attenuation at each frequency is uniquely related to the concentration of sand (with a known reference grain-size distribution) and the concentration of silt and clay (with a known reference grain-size distribution) in a river cross section using physical samples and theory. (3) Comparison of the suspended-sand concentrations measured at each frequency using this approach then allows theory-based calculation of the median grain size of the suspended sand and final correction of the suspended-sand concentration to compensate for the influence of changing grain size on backscatter. Although this method of measuring suspended-sediment concentration is somewhat less accurate than using conventional samplers in either the EDI or EWI methods, it is much more accurate than estimating suspended-sediment concentrations using calibrated pump measurements or single-frequency acoustics. Though the EDI and EWI methods provide the most accurate measurements of suspended-sediment concentration, these measurements are labor-intensive, expensive, and may be impossible to collect at time intervals less than discharge-independent changes in suspended-sediment concentration can occur (< hours). Therefore, our physically based multi-frequency acoustic method shows promise as a cost-effective, valid approach for calculating suspended-sediment loads in river at a level of accuracy sufficient for many scientific and management purposes.
Stabilization of memory States by stochastic facilitating synapses.
Miller, Paul
2013-12-06
Bistability within a small neural circuit can arise through an appropriate strength of excitatory recurrent feedback. The stability of a state of neural activity, measured by the mean dwelling time before a noise-induced transition to another state, depends on the neural firing-rate curves, the net strength of excitatory feedback, the statistics of spike times, and increases exponentially with the number of equivalent neurons in the circuit. Here, we show that such stability is greatly enhanced by synaptic facilitation and reduced by synaptic depression. We take into account the alteration in times of synaptic vesicle release, by calculating distributions of inter-release intervals of a synapse, which differ from the distribution of its incoming interspike intervals when the synapse is dynamic. In particular, release intervals produced by a Poisson spike train have a coefficient of variation greater than one when synapses are probabilistic and facilitating, whereas the coefficient of variation is less than one when synapses are depressing. However, in spite of the increased variability in postsynaptic input produced by facilitating synapses, their dominant effect is reduced synaptic efficacy at low input rates compared to high rates, which increases the curvature of neural input-output functions, leading to wider regions of bistability in parameter space and enhanced lifetimes of memory states. Our results are based on analytic methods with approximate formulae and bolstered by simulations of both Poisson processes and of circuits of noisy spiking model neurons.
Lee, Yu; Yu, Chanki; Lee, Sang Wook
2018-01-10
We present a sequential fitting-and-separating algorithm for surface reflectance components that separates individual dominant reflectance components and simultaneously estimates the corresponding bidirectional reflectance distribution function (BRDF) parameters from the separated reflectance values. We tackle the estimation of a Lafortune BRDF model, which combines a nonLambertian diffuse reflection and multiple specular reflectance components with a different specular lobe. Our proposed method infers the appropriate number of BRDF lobes and their parameters by separating and estimating each of the reflectance components using an interval analysis-based branch-and-bound method in conjunction with iterative K-ordered scale estimation. The focus of this paper is the estimation of the Lafortune BRDF model. Nevertheless, our proposed method can be applied to other analytical BRDF models such as the Cook-Torrance and Ward models. Experiments were carried out to validate the proposed method using isotropic materials from the Mitsubishi Electric Research Laboratories-Massachusetts Institute of Technology (MERL-MIT) BRDF database, and the results show that our method is superior to a conventional minimization algorithm.
Dual-pulse laser ignition of ethylene-air mixtures in a supersonic combustor.
Yang, Leichao; An, Bin; Liang, Jianhan; Li, Xipeng; Wang, Zhenguo
2018-04-02
To reduce the energy of an individual laser pulse, dual-pulse laser ignitions (LIs) at various pulse intervals were investigated in a Mach 2.92 scramjet engine fueled with ethylene. For comparison, experiments on a single-pulse LI were also performed. Schlieren visualization and high-speed photography were employed to observe the ignition processes simultaneously. The results indicate that the energy of an individual laser pulse can be reduced by half via a dual-pulse LI method as compared with a single-pulse LI with the same total energy. The reduction of the individual laser pulse energy degrades the requirements on the laser source and the beam delivery system, which facilitates the practical application of LI in hypersonic vehicles. A pulse interval shorter than 40 μs is suggested for dual-pulse LI in the present study. Because of the intense heat loss and radical dissipation in high-speed flows, the pulse interval for dual-pulse LI should be short enough to narrow the spatial distribution of the initial flame kernel.
ERIC Educational Resources Information Center
Strazzeri, Kenneth Charles
2013-01-01
The purposes of this study were to investigate (a) undergraduate students' reasoning about the concepts of confidence intervals (b) undergraduate students' interactions with "well-designed" screencast videos on sampling distributions and confidence intervals, and (c) how screencast videos improve undergraduate students' reasoning ability…
Study of temperature distributions in wafer exposure process
NASA Astrophysics Data System (ADS)
Lin, Zone-Ching; Wu, Wen-Jang
During the exposure process of photolithography, wafer absorbs the exposure energy, which results in rising temperature and the phenomenon of thermal expansion. This phenomenon was often neglected due to its limited effect in the previous generation of process. However, in the new generation of process, it may very likely become a factor to be considered. In this paper, the finite element model for analyzing the transient behavior of the distribution of wafer temperature during exposure was established under the assumption that the wafer was clamped by a vacuum chuck without warpage. The model is capable of simulating the distribution of the wafer temperature under different exposure conditions. The flowchart of analysis begins with the simulation of transient behavior in a single exposure region to the variation of exposure energy, interval of exposure locations and interval of exposure time under continuous exposure to investigate the distribution of wafer temperature. The simulation results indicate that widening the interval of exposure locations has a greater impact in improving the distribution of wafer temperature than extending the interval of exposure time between neighboring image fields. Besides, as long as the distance between the field center locations of two neighboring exposure regions exceeds the straight distance equals to three image fields wide, the interacting thermal effect during wafer exposure can be ignored. The analysis flow proposed in this paper can serve as a supporting reference tool for engineers in planning exposure paths.
Information distribution in distributed microprocessor based flight control systems
NASA Technical Reports Server (NTRS)
Montgomery, R. C.; Lee, P. S.
1977-01-01
This paper presents an optimal control theory that accounts for variable time intervals in the information distribution to control effectors in a distributed microprocessor based flight control system. The theory is developed using a linear process model for the aircraft dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved that provides the control law that minimizes the expected value of a quadratic cost function. An example is presented where the theory is applied to the control of the longitudinal motions of the F8-DFBW aircraft. Theoretical and simulation results indicate that, for the example problem, the optimal cost obtained using a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained using a known uniform information update interval.
Recent and Future Enhancements in NDI for Aircraft Structures (Postprint)
2015-11-01
found that different capabilities were being used to determine inspection intervals for different aircraft [7]. This led to an internal effort...capability of the NDI technique determines the inspection intervals and the Distribution Statement A. Approved for public release; distribution...damage and that the aircraft structure had to be inspectable . The results of the damage tolerance assessments were incorporated into USAF Technical
Recent and Future Enhancement in NDI for Aircraft Structures (Postprint)
2015-11-01
found that different capabilities were being used to determine inspection intervals for different aircraft [7]. This led to an internal effort...capability of the NDI technique determines the inspection intervals and the Distribution Statement A. Approved for public release; distribution...damage and that the aircraft structure had to be inspectable . The results of the damage tolerance assessments were incorporated into USAF Technical
Comment on RamaRao et al. [1995] and LaVenue et al. [1995
Cooley, Richard L.; Hill, Mary C.
2000-01-01
A method for stochastic modeling of groundwater flow systems using a combination of pilot point parameterization and conditional simulation was presented by RamaRao et. al [1995] and LaVenue et. al [1995]. (We will collectively term these two papers RLMM and term the method developed in RLMM the CS method here.) RLMM (pp. 478-479) state that the CS method is intended to provide a frequency distribution of possible alternative spatial transmissivity T distributions that (1) are statistically similar to the observed T distribution, (2) are equally likely given the calibration data, and (3) closely reproduce the measured pressures. The frequency distribution of transmissivities is then used to form frequency distribution of derived functions, such as travel times, which are summarized in the form of uncertainty measures, such as (RLMM, p. 512) "confidence (or tolerance) intervals," on the actual values, which in the case of travels times, are values that could occur sometime in the future (RLMM, p.513). Cooley [2000] analyzes the RLMM method using linearization and bootstrap theory and concludes that that the method can yield accurate uncertainty estimates but only under some limited circumstances. In this comment we use Cooley's analysis to critique the method. We also identify and discuss some statements made my by RLMM about model calibration and their methodology that appear to be misleading. It is unusual to comment on a paper so long after publication. Subsequent work has expanded the method of RLMM, and the method was used advantageously in the testing documented by Zimmerman et. al [1998], so it is clear the method has significant strengths. We go back to the 1995 papers for this comment, however, because they display most clearly the methodological difficulties with which we are concerned.
NASA Astrophysics Data System (ADS)
Muhammed Naseef, T.; Sanil Kumar, V.
2017-10-01
An assessment of extreme wave characteristics during the design of marine facilities not only helps to ensure their safety but also assess the economic aspects. In this study, return levels of significant wave height (Hs) for different periods are estimated using the generalized extreme value distribution (GEV) and generalized Pareto distribution (GPD) based on the Waverider buoy data spanning 8 years and the ERA-Interim reanalysis data spanning 38 years. The analysis is carried out for wind-sea, swell and total Hs separately for buoy data. Seasonality of the prevailing wave climate is also considered in the analysis to provide return levels for short-term activities in the location. The study shows that the initial distribution method (IDM) underestimates return levels compared to GPD. The maximum return levels estimated by the GPD corresponding to 100 years are 5.10 m for the monsoon season (JJAS), 2.66 m for the pre-monsoon season (FMAM) and 4.28 m for the post-monsoon season (ONDJ). The intercomparison of return levels by block maxima (annual, seasonal and monthly maxima) and the r-largest method for GEV theory shows that the maximum return level for 100 years is 7.20 m in the r-largest series followed by monthly maxima (6.02 m) and annual maxima (AM) (5.66 m) series. The analysis is also carried out to understand the sensitivity of the number of observations for the GEV annual maxima estimates. It indicates that the variations in the standard deviation of the series caused by changes in the number of observations are positively correlated with the return level estimates. The 100-year return level results of Hs using the GEV method are comparable for short-term (2008 to 2016) buoy data (4.18 m) and long-term (1979 to 2016) ERA-Interim shallow data (4.39 m). The 6 h interval data tend to miss high values of Hs, and hence there is a significant difference in the 100-year return level Hs obtained using 6 h interval data compared to data at 0.5 h interval. The study shows that a single storm can cause a large difference in the 100-year Hs value.
Study on Diagnosing Three Dimensional Cloud Region
NASA Astrophysics Data System (ADS)
Cai, M., Jr.; Zhou, Y., Sr.
2017-12-01
Cloud mask and relative humidity (RH) provided by Cloudsat products from 2007 to 2008 are statistical analyzed to get RH Threshold between cloud and clear sky and its variation with height. A diagnosis method is proposed based on reanalysis data and applied to three-dimensional cloud field diagnosis of a real case. Diagnostic cloud field was compared to satellite, radar and other cloud precipitation observation. Main results are as follows. 1.Cloud region where cloud mask is bigger than 20 has a good space and time corresponding to the high value relative humidity region, which is provide by ECWMF AUX product. Statistical analysis of the RH frequency distribution within and outside cloud indicated that, distribution of RH in cloud at different height range shows single peak type, and the peak is near a RH value of 100%. Local atmospheric environment affects the RH distribution outside cloud, which leads to TH distribution vary in different region or different height. 2. RH threshold and its vertical distribution used for cloud diagnostic was analyzed from Threat Score method. The method is applied to a three dimension cloud diagnosis case study based on NCEP reanalysis data and th diagnostic cloud field is compared to satellite, radar and cloud precipitation observation on ground. It is found that, RH gradient is very big around cloud region and diagnosed cloud area by RH threshold method is relatively stable. Diagnostic cloud area has a good corresponding to updraft region. The cloud and clear sky distribution corresponds to satellite the TBB observations overall. Diagnostic cloud depth, or sum cloud layers distribution consists with optical thickness and precipitation on ground better. The cloud vertical profile reveals the relation between cloud vertical structure and weather system clearly. Diagnostic cloud distribution correspond to cloud observations on ground very well. 3. The method is improved by changing the vertical interval from altitude to temperature. The result shows that, the five factors , including TS score for clear sky, empty forecast, missed forecast, and especially TS score for cloud region and the accurate rate increased obviously. So, the RH threshold and its vertical distribution with temperature is better than with altitude. More tests and comparision should be done to assess the diagnosis method.
Ichihara, Kiyoshi; Ozarda, Yesim; Barth, Julian H; Klee, George; Qiu, Ling; Erasmus, Rajiv; Borai, Anwar; Evgina, Svetlana; Ashavaid, Tester; Khan, Dilshad; Schreier, Laura; Rolle, Reynan; Shimizu, Yoshihisa; Kimura, Shogo; Kawano, Reo; Armbruster, David; Mori, Kazuo; Yadav, Binod K
2017-04-01
The IFCC Committee on Reference Intervals and Decision Limits coordinated a global multicenter study on reference values (RVs) to explore rational and harmonizable procedures for derivation of reference intervals (RIs) and investigate the feasibility of sharing RIs through evaluation of sources of variation of RVs on a global scale. For the common protocol, rather lenient criteria for reference individuals were adopted to facilitate harmonized recruitment with planned use of the latent abnormal values exclusion (LAVE) method. As of July 2015, 12 countries had completed their study with total recruitment of 13,386 healthy adults. 25 analytes were measured chemically and 25 immunologically. A serum panel with assigned values was measured by all laboratories. RIs were derived by parametric and nonparametric methods. The effect of LAVE methods is prominent in analytes which reflect nutritional status, inflammation and muscular exertion, indicating that inappropriate results are frequent in any country. The validity of the parametric method was confirmed by the presence of analyte-specific distribution patterns and successful Gaussian transformation using the modified Box-Cox formula in all countries. After successful alignment of RVs based on the panel test results, nearly half the analytes showed variable degrees of between-country differences. This finding, however, requires confirmation after adjusting for BMI and other sources of variation. The results are reported in the second part of this paper. The collaborative study enabled us to evaluate rational methods for deriving RIs and comparing the RVs based on real-world datasets obtained in a harmonized manner. Copyright © 2016 The Authors. Published by Elsevier B.V. All rights reserved.
McGawley, Kerry; Juudas, Elisabeth; Kazior, Zuzanna; Ström, Kristoffer; Blomstrand, Eva; Hansson, Ola; Holmberg, Hans-Christer
2017-01-01
Introduction: The current study aimed to investigate the responses to block- versus evenly-distributed high-intensity interval training (HIT) within a polarized microcycle. Methods: Twenty well-trained junior cross-country skiers (10 males, age 17.6 ± 1.5 and 10 females, age 17.3 ± 1.5) completed two, 3-week periods of training (EVEN and BLOCK) in a randomized, crossover-design study. In EVEN, 3 HIT sessions (5 × 4-min of diagonal-stride roller-skiing) were completed at a maximal sustainable intensity each week while low-intensity training (LIT) was distributed evenly around the HIT. In BLOCK, the same 9 HIT sessions were completed in the second week while only LIT was completed in the first and third weeks. Heart rate (HR), session ratings of perceived exertion (sRPE), and perceived recovery (pREC) were recorded for all HIT and LIT sessions, while distance covered was recorded for each HIT interval. The recovery-stress questionnaire for athletes (RESTQ-Sport) was completed weekly. Before and after EVEN and BLOCK, resting saliva and muscle samples were collected and an incremental test and 600-m time-trial (TT) were completed. Results: Pre- to post-testing revealed no significant differences between EVEN and BLOCK for changes in resting salivary cortisol, testosterone, or IgA, or for changes in muscle capillary density, fiber area, fiber composition, enzyme activity (CS, HAD, and PFK) or the protein content of VEGF or PGC-1α. Neither were any differences observed in the changes in skiing economy, V˙O2max or 600-m time-trial performance between interventions. These findings were coupled with no significant differences between EVEN and BLOCK for distance covered during HIT, summated HR zone scores, total sRPE training load, overall pREC or overall recovery-stress state. However, 600-m TT performance improved from pre- to post-training, irrespective of intervention (P = 0.003), and a number of hormonal and muscle biopsy markers were also significantly altered post-training (P < 0.05). Discussion: The current study shows that well-trained junior cross-country skiers are able to complete 9 HIT sessions within 1 week without compromising total work done and without experiencing greater stress or reduced recovery over a 3-week polarized microcycle. However, the findings do not support block-distributed HIT as a superior method to a more even distribution of HIT in terms of enhancing physiological or performance adaptions. PMID:28659826
McGawley, Kerry; Juudas, Elisabeth; Kazior, Zuzanna; Ström, Kristoffer; Blomstrand, Eva; Hansson, Ola; Holmberg, Hans-Christer
2017-01-01
Introduction: The current study aimed to investigate the responses to block- versus evenly-distributed high-intensity interval training (HIT) within a polarized microcycle. Methods: Twenty well-trained junior cross-country skiers (10 males, age 17.6 ± 1.5 and 10 females, age 17.3 ± 1.5) completed two, 3-week periods of training (EVEN and BLOCK) in a randomized, crossover-design study. In EVEN, 3 HIT sessions (5 × 4-min of diagonal-stride roller-skiing) were completed at a maximal sustainable intensity each week while low-intensity training (LIT) was distributed evenly around the HIT. In BLOCK, the same 9 HIT sessions were completed in the second week while only LIT was completed in the first and third weeks. Heart rate (HR), session ratings of perceived exertion (sRPE), and perceived recovery (pREC) were recorded for all HIT and LIT sessions, while distance covered was recorded for each HIT interval. The recovery-stress questionnaire for athletes (RESTQ-Sport) was completed weekly. Before and after EVEN and BLOCK, resting saliva and muscle samples were collected and an incremental test and 600-m time-trial (TT) were completed. Results: Pre- to post-testing revealed no significant differences between EVEN and BLOCK for changes in resting salivary cortisol, testosterone, or IgA, or for changes in muscle capillary density, fiber area, fiber composition, enzyme activity (CS, HAD, and PFK) or the protein content of VEGF or PGC-1α. Neither were any differences observed in the changes in skiing economy, [Formula: see text] or 600-m time-trial performance between interventions. These findings were coupled with no significant differences between EVEN and BLOCK for distance covered during HIT, summated HR zone scores, total sRPE training load, overall pREC or overall recovery-stress state. However, 600-m TT performance improved from pre- to post-training, irrespective of intervention ( P = 0.003), and a number of hormonal and muscle biopsy markers were also significantly altered post-training ( P < 0.05). Discussion: The current study shows that well-trained junior cross-country skiers are able to complete 9 HIT sessions within 1 week without compromising total work done and without experiencing greater stress or reduced recovery over a 3-week polarized microcycle. However, the findings do not support block-distributed HIT as a superior method to a more even distribution of HIT in terms of enhancing physiological or performance adaptions.
Characterizing the response of a scintillator-based detector to single electrons.
Sang, Xiahan; LeBeau, James M
2016-02-01
Here we report the response of a high angle annular dark field scintillator-based detector to single electrons. We demonstrate that care must be taken when determining the single electron intensity as significant discrepancies can occur when quantifying STEM images with different methods. To account for the detector response, we first image the detector using very low beam currents (∼8fA), and subsequently model the interval between consecutive single electrons events. We find that single electrons striking the detector present a wide distribution of intensities, which we show is not described by a simple function. Further, we present a method to accurately account for the electrons within the incident probe when conducting quantitative imaging. The role detector settings play on determining the single electron intensity is also explored. Finally, we extend our analysis to describe the response of the detector to multiple electron events within the dwell interval of each pixel. Copyright © 2015 Elsevier B.V. All rights reserved.
Fuzzy Intervals for Designing Structural Signature: An Application to Graphic Symbol Recognition
NASA Astrophysics Data System (ADS)
Luqman, Muhammad Muzzamil; Delalandre, Mathieu; Brouard, Thierry; Ramel, Jean-Yves; Lladós, Josep
The motivation behind our work is to present a new methodology for symbol recognition. The proposed method employs a structural approach for representing visual associations in symbols and a statistical classifier for recognition. We vectorize a graphic symbol, encode its topological and geometrical information by an attributed relational graph and compute a signature from this structural graph. We have addressed the sensitivity of structural representations to noise, by using data adapted fuzzy intervals. The joint probability distribution of signatures is encoded by a Bayesian network, which serves as a mechanism for pruning irrelevant features and choosing a subset of interesting features from structural signatures of underlying symbol set. The Bayesian network is deployed in a supervised learning scenario for recognizing query symbols. The method has been evaluated for robustness against degradations & deformations on pre-segmented 2D linear architectural & electronic symbols from GREC databases, and for its recognition abilities on symbols with context noise i.e. cropped symbols.
Alternative Confidence Interval Methods Used in the Diagnostic Accuracy Studies
Gülhan, Orekıcı Temel
2016-01-01
Background/Aim. It is necessary to decide whether the newly improved methods are better than the standard or reference test or not. To decide whether the new diagnostics test is better than the gold standard test/imperfect standard test, the differences of estimated sensitivity/specificity are calculated with the help of information obtained from samples. However, to generalize this value to the population, it should be given with the confidence intervals. The aim of this study is to evaluate the confidence interval methods developed for the differences between the two dependent sensitivity/specificity values on a clinical application. Materials and Methods. In this study, confidence interval methods like Asymptotic Intervals, Conditional Intervals, Unconditional Interval, Score Intervals, and Nonparametric Methods Based on Relative Effects Intervals are used. Besides, as clinical application, data used in diagnostics study by Dickel et al. (2010) has been taken as a sample. Results. The results belonging to the alternative confidence interval methods for Nickel Sulfate, Potassium Dichromate, and Lanolin Alcohol are given as a table. Conclusion. While preferring the confidence interval methods, the researchers have to consider whether the case to be compared is single ratio or dependent binary ratio differences, the correlation coefficient between the rates in two dependent ratios and the sample sizes. PMID:27478491
Alternative Confidence Interval Methods Used in the Diagnostic Accuracy Studies.
Erdoğan, Semra; Gülhan, Orekıcı Temel
2016-01-01
Background/Aim. It is necessary to decide whether the newly improved methods are better than the standard or reference test or not. To decide whether the new diagnostics test is better than the gold standard test/imperfect standard test, the differences of estimated sensitivity/specificity are calculated with the help of information obtained from samples. However, to generalize this value to the population, it should be given with the confidence intervals. The aim of this study is to evaluate the confidence interval methods developed for the differences between the two dependent sensitivity/specificity values on a clinical application. Materials and Methods. In this study, confidence interval methods like Asymptotic Intervals, Conditional Intervals, Unconditional Interval, Score Intervals, and Nonparametric Methods Based on Relative Effects Intervals are used. Besides, as clinical application, data used in diagnostics study by Dickel et al. (2010) has been taken as a sample. Results. The results belonging to the alternative confidence interval methods for Nickel Sulfate, Potassium Dichromate, and Lanolin Alcohol are given as a table. Conclusion. While preferring the confidence interval methods, the researchers have to consider whether the case to be compared is single ratio or dependent binary ratio differences, the correlation coefficient between the rates in two dependent ratios and the sample sizes.
Min and Max Exponential Extreme Interval Values and Statistics
ERIC Educational Resources Information Center
Jance, Marsha; Thomopoulos, Nick
2009-01-01
The extreme interval values and statistics (expected value, median, mode, standard deviation, and coefficient of variation) for the smallest (min) and largest (max) values of exponentially distributed variables with parameter ? = 1 are examined for different observation (sample) sizes. An extreme interval value g[subscript a] is defined as a…
Evaluation Of Statistical Models For Forecast Errors From The HBV-Model
NASA Astrophysics Data System (ADS)
Engeland, K.; Kolberg, S.; Renard, B.; Stensland, I.
2009-04-01
Three statistical models for the forecast errors for inflow to the Langvatn reservoir in Northern Norway have been constructed and tested according to how well the distribution and median values of the forecasts errors fit to the observations. For the first model observed and forecasted inflows were transformed by the Box-Cox transformation before a first order autoregressive model was constructed for the forecast errors. The parameters were conditioned on climatic conditions. In the second model the Normal Quantile Transformation (NQT) was applied on observed and forecasted inflows before a similar first order autoregressive model was constructed for the forecast errors. For the last model positive and negative errors were modeled separately. The errors were first NQT-transformed before a model where the mean values were conditioned on climate, forecasted inflow and yesterday's error. To test the three models we applied three criterions: We wanted a) the median values to be close to the observed values; b) the forecast intervals to be narrow; c) the distribution to be correct. The results showed that it is difficult to obtain a correct model for the forecast errors, and that the main challenge is to account for the auto-correlation in the errors. Model 1 and 2 gave similar results, and the main drawback is that the distributions are not correct. The 95% forecast intervals were well identified, but smaller forecast intervals were over-estimated, and larger intervals were under-estimated. Model 3 gave a distribution that fits better, but the median values do not fit well since the auto-correlation is not properly accounted for. If the 95% forecast interval is of interest, Model 2 is recommended. If the whole distribution is of interest, Model 3 is recommended.
NASA Astrophysics Data System (ADS)
Liu, Yiming; Shi, Yimin; Bai, Xuchao; Zhan, Pei
2018-01-01
In this paper, we study the estimation for the reliability of a multicomponent system, named N- M-cold-standby redundancy system, based on progressive Type-II censoring sample. In the system, there are N subsystems consisting of M statistically independent distributed strength components, and only one of these subsystems works under the impact of stresses at a time and the others remain as standbys. Whenever the working subsystem fails, one from the standbys takes its place. The system fails when the entire subsystems fail. It is supposed that the underlying distributions of random strength and stress both belong to the generalized half-logistic distribution with different shape parameter. The reliability of the system is estimated by using both classical and Bayesian statistical inference. Uniformly minimum variance unbiased estimator and maximum likelihood estimator for the reliability of the system are derived. Under squared error loss function, the exact expression of the Bayes estimator for the reliability of the system is developed by using the Gauss hypergeometric function. The asymptotic confidence interval and corresponding coverage probabilities are derived based on both the Fisher and the observed information matrices. The approximate highest probability density credible interval is constructed by using Monte Carlo method. Monte Carlo simulations are performed to compare the performances of the proposed reliability estimators. A real data set is also analyzed for an illustration of the findings.
Whiting, S D; Guinea, M L; Fomiatti, K; Flint, M; Limpus, C J
2014-06-14
In recent years, the use of blood chemistry as a diagnostic tool for sea turtles has been demonstrated, but much of its effectiveness relies on reference intervals. The first comprehensive blood chemistry values for healthy wild hawksbill (Eretmochelys imbricata) sea turtles are presented. Nineteen blood chemistry analytes and packed cell volume were analysed for 40 clinically healthy juvenile hawksbill sea turtles captured from a rocky reef habitat in northern Australia. We used four statistical approaches to calculate reference intervals and to investigate their use with non-normal distributions and small sample sizes, and to compare upper and lower limits between methods. Eleven analytes were correlated with curved carapace length indicating that body size should be considered when designing future studies and interpreting analyte values. British Veterinary Association.
Pleil, Joachim D
2016-01-01
This commentary is the second of a series outlining one specific concept in interpreting biomarkers data. In the first, an observational method was presented for assessing the distribution of measurements before making parametric calculations. Here, the discussion revolves around the next step, the choice of using standard error of the mean or the calculated standard deviation to compare or predict measurement results.
Reassessment of the Access Testosterone chemiluminescence assay and comparison with LC-MS method.
Dittadi, Ruggero; Matteucci, Mara; Meneghetti, Elisa; Ndreu, Rudina
2018-03-01
To reassess the imprecision and Limit of Quantitation, to evaluate the cross-reaction with dehydroepiandrosterone-sulfate (DHEAS), the accuracy toward liquid chromatography-mass spectrometry (LC-MS) and the reference interval of the Access Testosterone method, performed by DxI immunoassay platform (Beckman Coulter). Imprecision was evaluated testing six pool samples assayed in 20 different run using two reagents lots. The cross-reaction with DHEAS was studied both by a displacement curve and by spiking DHEAS standard in two serum samples with known amount of testosterone. The comparison with LC-MS was evaluated by Passing-Bablock analysis in 21 routine serum samples and 19 control samples from an External Quality Assurance (EQA) scheme. The reference interval was verified by an indirect estimation on 2445 male and 2838 female outpatients. The imprecision study showed a coefficient of variation (CV) between 2.7% and 34.7% for serum pools from 16.3 and 0.27 nmol/L. The value of Limit of Quantitation at 20% CV was 0.53 nmol/L. The DHEAS showed a cross-reaction of 0.0074%. A comparison with LC-MS showed a trend toward a slight underestimation of immunoassay vs LC-MS (Passing-Bablock equations: DxI=-0.24+0.906 LCMS in serum samples and DxI=-0.299+0.981 LCMS in EQA samples). The verification of reference interval showed a 2.5th-97.5th percentile distribution of 6.6-24.3 nmol/L for male over 14 years and <0.5-2.78 nmol/L for female subjects, in accord with the reference intervals reported by the manufacturer. The Access Testosterone method could be considered an adequately reliable tool for the testosterone measurement. © 2017 Wiley Periodicals, Inc.
Quantile Regression Models for Current Status Data
Ou, Fang-Shu; Zeng, Donglin; Cai, Jianwen
2016-01-01
Current status data arise frequently in demography, epidemiology, and econometrics where the exact failure time cannot be determined but is only known to have occurred before or after a known observation time. We propose a quantile regression model to analyze current status data, because it does not require distributional assumptions and the coefficients can be interpreted as direct regression effects on the distribution of failure time in the original time scale. Our model assumes that the conditional quantile of failure time is a linear function of covariates. We assume conditional independence between the failure time and observation time. An M-estimator is developed for parameter estimation which is computed using the concave-convex procedure and its confidence intervals are constructed using a subsampling method. Asymptotic properties for the estimator are derived and proven using modern empirical process theory. The small sample performance of the proposed method is demonstrated via simulation studies. Finally, we apply the proposed method to analyze data from the Mayo Clinic Study of Aging. PMID:27994307
Albers, D. J.; Hripcsak, George
2012-01-01
A method to estimate the time-dependent correlation via an empirical bias estimate of the time-delayed mutual information for a time-series is proposed. In particular, the bias of the time-delayed mutual information is shown to often be equivalent to the mutual information between two distributions of points from the same system separated by infinite time. Thus intuitively, estimation of the bias is reduced to estimation of the mutual information between distributions of data points separated by large time intervals. The proposed bias estimation techniques are shown to work for Lorenz equations data and glucose time series data of three patients from the Columbia University Medical Center database. PMID:22536009
Cronin, Matthew A.; Amstrup, Steven C.; Durner, George M.; Noel, Lynn E.; McDonald, Trent L.; Ballard, Warren B.
1998-01-01
There is concern that caribou (Rangifer tarandus) may avoid roads and facilities (i.e., infrastructure) in the Prudhoe Bay oil field (PBOF) in northern Alaska, and that this avoidance can have negative effects on the animals. We quantified the relationship between caribou distribution and PBOF infrastructure during the post-calving period (mid-June to mid-August) with aerial surveys from 1990 to 1995. We conducted four to eight surveys per year with complete coverage of the PBOF. We identified active oil field infrastructure and used a geographic information system (GIS) to construct ten 1 km wide concentric intervals surrounding the infrastructure. We tested whether caribou distribution is related to distance from infrastructure with a chi-squared habitat utilization-availability analysis and log-linear regression. We considered bulls, calves, and total caribou of all sex/age classes separately. The habitat utilization-availability analysis indicated there was no consistent trend of attraction to or avoidance of infrastructure. Caribou frequently were more abundant than expected in the intervals close to infrastructure, and this trend was more pronounced for bulls and for total caribou of all sex/age classes than for calves. Log-linear regression (with Poisson error structure) of numbers of caribou and distance from infrastructure were also done, with and without combining data into the 1 km distance intervals. The analysis without intervals revealed no relationship between caribou distribution and distance from oil field infrastructure, or between caribou distribution and Julian date, year, or distance from the Beaufort Sea coast. The log-linear regression with caribou combined into distance intervals showed the density of bulls and total caribou of all sex/age classes declined with distance from infrastructure. Our results indicate that during the post-calving period: 1) caribou distribution is largely unrelated to distance from infrastructure; 2) caribou regularly use habitats in the PBOF; 3) caribou often occur close to infrastructure; and 4) caribou do not appear to avoid oil field infrastructure.
Using recurrence plot for determinism analysis of EEG recordings in genetic absence epilepsy rats.
Ouyang, Gaoxiang; Li, Xiaoli; Dang, Chuangyin; Richards, Douglas A
2008-08-01
Understanding the transition of brain activity towards an absence seizure is a challenging task. In this paper, we use recurrence quantification analysis to indicate the deterministic dynamics of EEG series at the seizure-free, pre-seizure and seizure states in genetic absence epilepsy rats. The determinism measure, DET, based on recurrence plot, was applied to analyse these three EEG datasets, each dataset containing 300 single-channel EEG epochs of 5-s duration. Then, statistical analysis of the DET values in each dataset was carried out to determine whether their distributions over the three groups were significantly different. Furthermore, a surrogate technique was applied to calculate the significance level of determinism measures in EEG recordings. The mean (+/-SD) DET of EEG was 0.177+/-0.045 in pre-seizure intervals. The DET values of pre-seizure EEG data are significantly higher than those of seizure-free intervals, 0.123+/-0.023, (P<0.01), but lower than those of seizure intervals, 0.392+/-0.110, (P<0.01). Using surrogate data methods, the significance of determinism in EEG epochs was present in 25 of 300 (8.3%), 181 of 300 (60.3%) and 289 of 300 (96.3%) in seizure-free, pre-seizure and seizure intervals, respectively. Results provide some first indications that EEG epochs during pre-seizure intervals exhibit a higher degree of determinism than seizure-free EEG epochs, but lower than those in seizure EEG epochs in absence epilepsy. The proposed methods have the potential of detecting the transition between normal brain activity and the absence seizure state, thus opening up the possibility of intervention, whether electrical or pharmacological, to prevent the oncoming seizure.
Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas
2015-09-01
Penetration of renewable energy resources, such as wind and solar power, into power systems significantly increases the uncertainties on system operation, stability, and reliability in smart grids. In this paper, the nonparametric neural network-based prediction intervals (PIs) are implemented for forecast uncertainty quantification. Instead of a single level PI, wind power forecast uncertainties are represented in a list of PIs. These PIs are then decomposed into quantiles of wind power. A new scenario generation method is proposed to handle wind power forecast uncertainties. For each hour, an empirical cumulative distribution function (ECDF) is fitted to these quantile points. The Monte Carlo simulation method is used to generate scenarios from the ECDF. Then the wind power scenarios are incorporated into a stochastic security-constrained unit commitment (SCUC) model. The heuristic genetic algorithm is utilized to solve the stochastic SCUC problem. Five deterministic and four stochastic case studies incorporated with interval forecasts of wind power are implemented. The results of these cases are presented and discussed together. Generation costs, and the scheduled and real-time economic dispatch reserves of different unit commitment strategies are compared. The experimental results show that the stochastic model is more robust than deterministic ones and, thus, decreases the risk in system operations of smart grids.
A Comparison of the β-Substitution Method and a Bayesian Method for Analyzing Left-Censored Data
Huynh, Tran; Quick, Harrison; Ramachandran, Gurumurthy; Banerjee, Sudipto; Stenzel, Mark; Sandler, Dale P.; Engel, Lawrence S.; Kwok, Richard K.; Blair, Aaron; Stewart, Patricia A.
2016-01-01
Classical statistical methods for analyzing exposure data with values below the detection limits are well described in the occupational hygiene literature, but an evaluation of a Bayesian approach for handling such data is currently lacking. Here, we first describe a Bayesian framework for analyzing censored data. We then present the results of a simulation study conducted to compare the β-substitution method with a Bayesian method for exposure datasets drawn from lognormal distributions and mixed lognormal distributions with varying sample sizes, geometric standard deviations (GSDs), and censoring for single and multiple limits of detection. For each set of factors, estimates for the arithmetic mean (AM), geometric mean, GSD, and the 95th percentile (X0.95) of the exposure distribution were obtained. We evaluated the performance of each method using relative bias, the root mean squared error (rMSE), and coverage (the proportion of the computed 95% uncertainty intervals containing the true value). The Bayesian method using non-informative priors and the β-substitution method were generally comparable in bias and rMSE when estimating the AM and GM. For the GSD and the 95th percentile, the Bayesian method with non-informative priors was more biased and had a higher rMSE than the β-substitution method, but use of more informative priors generally improved the Bayesian method’s performance, making both the bias and the rMSE more comparable to the β-substitution method. An advantage of the Bayesian method is that it provided estimates of uncertainty for these parameters of interest and good coverage, whereas the β-substitution method only provided estimates of uncertainty for the AM, and coverage was not as consistent. Selection of one or the other method depends on the needs of the practitioner, the availability of prior information, and the distribution characteristics of the measurement data. We suggest the use of Bayesian methods if the practitioner has the computational resources and prior information, as the method would generally provide accurate estimates and also provides the distributions of all of the parameters, which could be useful for making decisions in some applications. PMID:26209598
NASA Astrophysics Data System (ADS)
Ba, Yu Tao; xian Liu, Bao; Sun, Feng; Wang, Li hua; Tang, Yu jia; Zhang, Da wei
2017-04-01
High-resolution mapping of PM2.5 is the prerequisite for precise analytics and subsequent anti-pollution interventions. Considering the large variances of particulate distribution, urban-scale mapping is challenging either with ground-based fixed stations, with satellites or via models. In this study, a dynamic fusion method between high-density sensor network and MODIS Aerosol Optical Depth (AOD) was introduced. The sensor network was deployed in Beijing ( > 1000 fixed monitors across 16000 km2 area) to provide raw observations with high temporal resolution (sampling interval < 1 hour), high spatial resolution in flat areas ( < 1 km), and low spatial resolution in mountainous areas ( > 5 km). The MODIS AOD was calibrated to provide distribution map with low temporal resolution (daily) and moderate spatial resolution ( = 3 km). By encoding the data quality and defects (e.g. could, reflectance, abnormal), a hybrid interpolation procedure with cross-validation generated PM2.5 distribution with both high temporal and spatial resolution. Several no-pollutant and high-pollution periods were tested to validate the proposed fusion method for capturing the instantaneous patterns of PM2.5 emission.
Discrete-storm water-table fluctuation method to estimate episodic recharge.
Nimmo, John R.; Horowittz, Charles; Mitchell, Lara
2015-01-01
We have developed a method to identify and quantify recharge episodes, along with their associated infiltration-related inputs, by a consistent, systematic procedure. Our algorithm partitions a time series of water levels into discrete recharge episodes and intervals of no episodic recharge. It correlates each recharge episode with a specific interval of rainfall, so storm characteristics such as intensity and duration can be associated with the amount of recharge that results. To be useful in humid climates, the algorithm evaluates the separability of events, so that those whose recharge cannot be associated with a single storm can be appropriately lumped together. Elements of this method that are subject to subjectivity in the application of hydrologic judgment are values of lag time, fluctuation tolerance, and master recession parameters. Because these are determined once for a given site, they do not contribute subjective influences affecting episode-to-episode comparisons. By centralizing the elements requiring scientific judgment, our method facilitates such comparisons by keeping the most subjective elements openly apparent, making it easy to maintain consistency. If applied to a period of data long enough to include recharge episodes with broadly diverse characteristics, the method has value for predicting how climatic alterations in the distribution of storm intensities and seasonal duration may affect recharge.
Jin, Meihua; Jung, Ji-Young; Lee, Jung-Ryun
2016-10-12
With the arrival of the era of Internet of Things (IoT), Wi-Fi Direct is becoming an emerging wireless technology that allows one to communicate through a direct connection between the mobile devices anytime, anywhere. In Wi-Fi Direct-based IoT networks, all devices are categorized by group of owner (GO) and client. Since portability is emphasized in Wi-Fi Direct devices, it is essential to control the energy consumption of a device very efficiently. In order to avoid unnecessary power consumed by GO, Wi-Fi Direct standard defines two power-saving methods: Opportunistic and Notice of Absence (NoA) power-saving methods. In this paper, we suggest an algorithm to enhance the energy efficiency of Wi-Fi Direct power-saving, considering the characteristics of multimedia video traffic. Proposed algorithm utilizes the statistical distribution for the size of video frames and adjusts the lengths of awake intervals in a beacon interval dynamically. In addition, considering the inter-dependency among video frames, the proposed algorithm ensures that a video frame having high priority is transmitted with higher probability than other frames having low priority. Simulation results show that the proposed method outperforms the traditional NoA method in terms of average delay and energy efficiency.
Jin, Meihua; Jung, Ji-Young; Lee, Jung-Ryun
2016-01-01
With the arrival of the era of Internet of Things (IoT), Wi-Fi Direct is becoming an emerging wireless technology that allows one to communicate through a direct connection between the mobile devices anytime, anywhere. In Wi-Fi Direct-based IoT networks, all devices are categorized by group of owner (GO) and client. Since portability is emphasized in Wi-Fi Direct devices, it is essential to control the energy consumption of a device very efficiently. In order to avoid unnecessary power consumed by GO, Wi-Fi Direct standard defines two power-saving methods: Opportunistic and Notice of Absence (NoA) power-saving methods. In this paper, we suggest an algorithm to enhance the energy efficiency of Wi-Fi Direct power-saving, considering the characteristics of multimedia video traffic. Proposed algorithm utilizes the statistical distribution for the size of video frames and adjusts the lengths of awake intervals in a beacon interval dynamically. In addition, considering the inter-dependency among video frames, the proposed algorithm ensures that a video frame having high priority is transmitted with higher probability than other frames having low priority. Simulation results show that the proposed method outperforms the traditional NoA method in terms of average delay and energy efficiency. PMID:27754315
Quantile rank maps: a new tool for understanding individual brain development.
Chen, Huaihou; Kelly, Clare; Castellanos, F Xavier; He, Ye; Zuo, Xi-Nian; Reiss, Philip T
2015-05-01
We propose a novel method for neurodevelopmental brain mapping that displays how an individual's values for a quantity of interest compare with age-specific norms. By estimating smoothly age-varying distributions at a set of brain regions of interest, we derive age-dependent region-wise quantile ranks for a given individual, which can be presented in the form of a brain map. Such quantile rank maps could potentially be used for clinical screening. Bootstrap-based confidence intervals are proposed for the quantile rank estimates. We also propose a recalibrated Kolmogorov-Smirnov test for detecting group differences in the age-varying distribution. This test is shown to be more robust to model misspecification than a linear regression-based test. The proposed methods are applied to brain imaging data from the Nathan Kline Institute Rockland Sample and from the Autism Brain Imaging Data Exchange (ABIDE) sample. Copyright © 2015 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Alvarez, Diego A.; Uribe, Felipe; Hurtado, Jorge E.
2018-02-01
Random set theory is a general framework which comprises uncertainty in the form of probability boxes, possibility distributions, cumulative distribution functions, Dempster-Shafer structures or intervals; in addition, the dependence between the input variables can be expressed using copulas. In this paper, the lower and upper bounds on the probability of failure are calculated by means of random set theory. In order to accelerate the calculation, a well-known and efficient probability-based reliability method known as subset simulation is employed. This method is especially useful for finding small failure probabilities in both low- and high-dimensional spaces, disjoint failure domains and nonlinear limit state functions. The proposed methodology represents a drastic reduction of the computational labor implied by plain Monte Carlo simulation for problems defined with a mixture of representations for the input variables, while delivering similar results. Numerical examples illustrate the efficiency of the proposed approach.
NASA Astrophysics Data System (ADS)
Ge, Xinmin; Fan, Yiren; Liu, Jianyu; Zhang, Li; Han, Yujiao; Xing, Donghui
2017-10-01
Permeability is an important parameter in formation evaluation since it controls the fluid transportation of porous rocks. However, it is challengeable to compute the permeability of bioclastic limestone reservoirs by conventional methods linking petrophysical and geophysical data, due to the complex pore distributions. A new method is presented to estimate the permeability based on laboratory and downhole nuclear magnetic resonance (NMR) measurements. We divide the pore space into four intervals by the inflection points between the pore radius and the transversal relaxation time. Relationships between permeability and percentages of different pore intervals are investigated to investigate influential factors on the fluid transportation. Furthermore, an empirical model, which takes into account of the pore size distributions, is presented to compute the permeability. 212 core samples in our case show that the accuracy of permeability calculation is improved from 0.542 (SDR model), 0.507 (TIM model), 0.455 (conventional porosity-permeability regressions) to 0.803. To enhance the precision of downhole application of the new model, we developed a fluid correction algorithm to construct the water spectrum of in-situ NMR data, aiming to eliminate the influence of oil on the magnetization. The result reveals that permeability is positively correlated with percentages of mega-pores and macro-pores, but negatively correlated with the percentage of micro-pores. Poor correlation is observed between permeability and the percentage of meso-pores. NMR magnetizations and T2 spectrums after the fluid correction agree well with laboratory results for samples saturated with water. Field application indicates that the improved method provides better performance than conventional models such as Schlumberger-Doll Research equation, Timur-Coates equation, and porosity-permeability regressions.
Analytical dose evaluation of neutron and secondary gamma-ray skyshine from nuclear facilities
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hayashi, K.; Nakamura, T.
1985-11-01
The skyshine dose distributions of neutron and secondary gamma rays were calculated systematically using the Monte Carlo method for distances up to 2 km from the source. The energy of source neutrons ranged from thermal to 400 MeV; their emission angle from 0 to 90 deg from the ver tical was treated with a distribution of the direction cosine containing five equal intervals. Calculated dose distributions D(r) were fitted to the formula; D(r) = Q exp (-r/lambda)/r. The value of Q and lambda are slowly varied functions of energy. This formula was applied to the benchmark problems of neutron skyshinemore » from fission, fusion, and accelerator facilities, and good agreement was achieved. This formula will be quite useful for shielding designs of various nuclear facilities.« less
Intra-tumor distribution of PEGylated liposome upon repeated injection: No possession by prior dose.
Nakamura, Hiroyuki; Abu Lila, Amr S; Nishio, Miho; Tanaka, Masao; Ando, Hidenori; Kiwada, Hiroshi; Ishida, Tatsuhiro
2015-12-28
Liposomes have proven to be a viable means for the delivery of chemotherapeutic agents to solid tumors. However, significant variability has been detected in their intra-tumor accumulation and distribution, resulting in compromised therapeutic outcomes. We recently examined the intra-tumor accumulation and distribution of weekly sequentially administered oxaliplatin (l-OHP)-containing PEGylated liposomes. In that study, the first and second doses of l-OHP-containing PEGylated liposomes were distributed diversely and broadly within tumor tissues, resulting in a potent anti-tumor efficacy. However, little is known about the mechanism underlying such a diverse and broad liposome distribution. Therefore, in the present study, we investigated the influence of dosage interval on the intra-tumor accumulation and distribution of "empty" PEGylated liposomes. Intra-tumor distribution of sequentially administered "empty" PEGylated liposomes was altered in a dosing interval-dependent manner. In addition, the intra-tumor distribution pattern was closely related to the chronological alteration of tumor blood flow as well as vascular permeability in the growing tumor tissue. These results suggest that the sequential administrations of PEGylated liposomes in well-spaced intervals might allow the distribution to different areas and enhance the total bulk accumulation within tumor tissue, resulting in better therapeutic efficacy of the encapsulated payload. This study may provide useful information for a better design of therapeutic regimens involving multiple administrations of nanocarrier drug delivery systems. Copyright © 2015 Elsevier B.V. All rights reserved.
Return Intervals Approach to Financial Fluctuations
NASA Astrophysics Data System (ADS)
Wang, Fengzhong; Yamasaki, Kazuko; Havlin, Shlomo; Stanley, H. Eugene
Financial fluctuations play a key role for financial markets studies. A new approach focusing on properties of return intervals can help to get better understanding of the fluctuations. A return interval is defined as the time between two successive volatilities above a given threshold. We review recent studies and analyze the 1000 most traded stocks in the US stock markets. We find that the distribution of the return intervals has a well approximated scaling over a wide range of thresholds. The scaling is also valid for various time windows from one minute up to one trading day. Moreover, these results are universal for stocks of different countries, commodities, interest rates as well as currencies. Further analysis shows some systematic deviations from a scaling law, which are due to the nonlinear correlations in the volatility sequence. We also examine the memory in return intervals for different time scales, which are related to the long-term correlations in the volatility. Furthermore, we test two popular models, FIGARCH and fractional Brownian motion (fBm). Both models can catch the memory effect but only fBm shows a good scaling in the return interval distribution.
Efficient Iris Recognition Based on Optimal Subfeature Selection and Weighted Subregion Fusion
Deng, Ning
2014-01-01
In this paper, we propose three discriminative feature selection strategies and weighted subregion matching method to improve the performance of iris recognition system. Firstly, we introduce the process of feature extraction and representation based on scale invariant feature transformation (SIFT) in detail. Secondly, three strategies are described, which are orientation probability distribution function (OPDF) based strategy to delete some redundant feature keypoints, magnitude probability distribution function (MPDF) based strategy to reduce dimensionality of feature element, and compounded strategy combined OPDF and MPDF to further select optimal subfeature. Thirdly, to make matching more effective, this paper proposes a novel matching method based on weighted sub-region matching fusion. Particle swarm optimization is utilized to accelerate achieve different sub-region's weights and then weighted different subregions' matching scores to generate the final decision. The experimental results, on three public and renowned iris databases (CASIA-V3 Interval, Lamp, andMMU-V1), demonstrate that our proposed methods outperform some of the existing methods in terms of correct recognition rate, equal error rate, and computation complexity. PMID:24683317
Efficient iris recognition based on optimal subfeature selection and weighted subregion fusion.
Chen, Ying; Liu, Yuanning; Zhu, Xiaodong; He, Fei; Wang, Hongye; Deng, Ning
2014-01-01
In this paper, we propose three discriminative feature selection strategies and weighted subregion matching method to improve the performance of iris recognition system. Firstly, we introduce the process of feature extraction and representation based on scale invariant feature transformation (SIFT) in detail. Secondly, three strategies are described, which are orientation probability distribution function (OPDF) based strategy to delete some redundant feature keypoints, magnitude probability distribution function (MPDF) based strategy to reduce dimensionality of feature element, and compounded strategy combined OPDF and MPDF to further select optimal subfeature. Thirdly, to make matching more effective, this paper proposes a novel matching method based on weighted sub-region matching fusion. Particle swarm optimization is utilized to accelerate achieve different sub-region's weights and then weighted different subregions' matching scores to generate the final decision. The experimental results, on three public and renowned iris databases (CASIA-V3 Interval, Lamp, and MMU-V1), demonstrate that our proposed methods outperform some of the existing methods in terms of correct recognition rate, equal error rate, and computation complexity.
An investigation of gear mesh failure prediction techniques. M.S. Thesis - Cleveland State Univ.
NASA Technical Reports Server (NTRS)
Zakrajsek, James J.
1989-01-01
A study was performed in which several gear failure prediction methods were investigated and applied to experimental data from a gear fatigue test apparatus. The primary objective was to provide a baseline understanding of the prediction methods and to evaluate their diagnostic capabilities. The methods investigated use the signal average in both the time and frequency domain to detect gear failure. Data from eleven gear fatigue tests were recorded at periodic time intervals as the gears were run from initiation to failure. Four major failure modes, consisting of heavy wear, tooth breakage, single pits, and distributed pitting were observed among the failed gears. Results show that the prediction methods were able to detect only those gear failures which involved heavy wear or distributed pitting. None of the methods could predict fatigue cracks, which resulted in tooth breakage, or single pits. It is suspected that the fatigue cracks were not detected because of limitations in data acquisition rather than in methodology. Additionally, the frequency response between the gear shaft and the transducer was found to significantly affect the vibration signal. The specific frequencies affected were filtered out of the signal average prior to application of the methods.
Helsel, Dennis R.; Gilliom, Robert J.
1986-01-01
Estimates of distributional parameters (mean, standard deviation, median, interquartile range) are often desired for data sets containing censored observations. Eight methods for estimating these parameters have been evaluated by R. J. Gilliom and D. R. Helsel (this issue) using Monte Carlo simulations. To verify those findings, the same methods are now applied to actual water quality data. The best method (lowest root-mean-squared error (rmse)) over all parameters, sample sizes, and censoring levels is log probability regression (LR), the method found best in the Monte Carlo simulations. Best methods for estimating moment or percentile parameters separately are also identical to the simulations. Reliability of these estimates can be expressed as confidence intervals using rmse and bias values taken from the simulation results. Finally, a new simulation study shows that best methods for estimating uncensored sample statistics from censored data sets are identical to those for estimating population parameters. Thus this study and the companion study by Gilliom and Helsel form the basis for making the best possible estimates of either population parameters or sample statistics from censored water quality data, and for assessments of their reliability.
Burrows, Stephanie; Vaez, Marjan; Laflamme, Lucie
2007-01-01
This study investigates the importance of sociodemographic and geographical characteristics for suicide risks in the South African urban context. Suicide epidemiology is under-researched in low- and middle-income countries, and such knowledge is important not only for local and national policy, but also for a global understanding of the phenomenon. Sex-specific crude and adjusted odds ratios (95% confidence intervals) for suicide by age, race, and city are assessed using logistic regression. Cases aged 45+ years, classified as "Coloured" (a category denoting mixed racial origin), and living in Cape Town are used as reference groups. Additionally, the proportion of leading suicide methods within groups was estimated (95% confidence intervals). For males, compared with each reference group, the odds of suicide are significantly higher during middle adulthood, among Asians and particularly among Whites, and among residents of all but one city. Patterns for women differ in magnitude and distribution. Suicide odds are significantly higher in all age groups, particularly 15-24 years, among Whites, and among residents of all other cities, particularly Nelson Mandela or Buffalo City. Males living in Tshwane and Black females have lower odds of suicide. The distribution of methods across age, race, and city groups varies little for males but substantially for females. Age, race, and city play independent roles in sex-specific suicide rates. As for high-income settings, age, race, method and city are important in sex-specific suicide in the urban South African context. Possible underlying mechanisms deserve greater attention for context-relevant preventive efforts.
Empirical likelihood-based confidence intervals for mean medical cost with censored data.
Jeyarajah, Jenny; Qin, Gengsheng
2017-11-10
In this paper, we propose empirical likelihood methods based on influence function and jackknife techniques for constructing confidence intervals for mean medical cost with censored data. We conduct a simulation study to compare the coverage probabilities and interval lengths of our proposed confidence intervals with that of the existing normal approximation-based confidence intervals and bootstrap confidence intervals. The proposed methods have better finite-sample performances than existing methods. Finally, we illustrate our proposed methods with a relevant example. Copyright © 2017 John Wiley & Sons, Ltd.
Comparing least-squares and quantile regression approaches to analyzing median hospital charges.
Olsen, Cody S; Clark, Amy E; Thomas, Andrea M; Cook, Lawrence J
2012-07-01
Emergency department (ED) and hospital charges obtained from administrative data sets are useful descriptors of injury severity and the burden to EDs and the health care system. However, charges are typically positively skewed due to costly procedures, long hospital stays, and complicated or prolonged treatment for few patients. The median is not affected by extreme observations and is useful in describing and comparing distributions of hospital charges. A least-squares analysis employing a log transformation is one approach for estimating median hospital charges, corresponding confidence intervals (CIs), and differences between groups; however, this method requires certain distributional properties. An alternate method is quantile regression, which allows estimation and inference related to the median without making distributional assumptions. The objective was to compare the log-transformation least-squares method to the quantile regression approach for estimating median hospital charges, differences in median charges between groups, and associated CIs. The authors performed simulations using repeated sampling of observed statewide ED and hospital charges and charges randomly generated from a hypothetical lognormal distribution. The median and 95% CI and the multiplicative difference between the median charges of two groups were estimated using both least-squares and quantile regression methods. Performance of the two methods was evaluated. In contrast to least squares, quantile regression produced estimates that were unbiased and had smaller mean square errors in simulations of observed ED and hospital charges. Both methods performed well in simulations of hypothetical charges that met least-squares method assumptions. When the data did not follow the assumed distribution, least-squares estimates were often biased, and the associated CIs had lower than expected coverage as sample size increased. Quantile regression analyses of hospital charges provide unbiased estimates even when lognormal and equal variance assumptions are violated. These methods may be particularly useful in describing and analyzing hospital charges from administrative data sets. © 2012 by the Society for Academic Emergency Medicine.
Harmonising Reference Intervals for Three Calculated Parameters used in Clinical Chemistry.
Hughes, David; Koerbin, Gus; Potter, Julia M; Glasgow, Nicholas; West, Nic; Abhayaratna, Walter P; Cavanaugh, Juleen; Armbruster, David; Hickman, Peter E
2016-08-01
For more than a decade there has been a global effort to harmonise all phases of the testing process, with particular emphasis on the most frequently utilised measurands. In addition, it is recognised that calculated parameters derived from these measurands should also be a target for harmonisation. Using data from the Aussie Normals study we report reference intervals for three calculated parameters: serum osmolality, serum anion gap and albumin-adjusted serum calcium. The Aussie Normals study was an a priori study that analysed samples from 1856 healthy volunteers. The nine analytes used for the calculations in this study were measured on Abbott Architect analysers. The data demonstrated normal (Gaussian) distributions for the albumin-adjusted serum calcium, the anion gap (using potassium in the calculation) and the calculated serum osmolality (using both the Bhagat et al. and Smithline and Gardner formulae). To assess the suitability of these reference intervals for use as harmonised reference intervals, we reviewed data from the Royal College of Pathologists of Australasia/Australasian Association of Clinical Biochemists (RCPA/AACB) bias survey. We conclude that the reference intervals for the calculated serum osmolality (using the Smithline and Gardner formulae) may be suitable for use as a common reference interval. Although a common reference interval for albumin-adjusted serum calcium may be possible, further investigations (including a greater range of albumin concentrations) are needed. This is due to the bias between the Bromocresol Green (BCG) and Bromocresol Purple (BCP) methods at lower serum albumin concentrations. Problems with the measurement of Total CO 2 in the bias survey meant that we could not use the data for assessing the suitability of a common reference interval for the anion gap. Further study is required.
NASA Astrophysics Data System (ADS)
Grimm, G. W.; Potts, A. J.
2015-12-01
The Coexistence Approach has been used infer palaeoclimates for many Eurasian fossil plant assemblage. However, the theory that underpins the method has never been examined in detail. Here we discuss acknowledged and implicit assumptions, and assess the statistical nature and pseudo-logic of the method. We also compare the Coexistence Approach theory with the active field of species distribution modelling. We argue that the assumptions will inevitably be violated to some degree and that the method has no means to identify and quantify these violations. The lack of a statistical framework makes the method highly vulnerable to the vagaries of statistical outliers and exotic elements. In addition, we find numerous logical inconsistencies, such as how climate shifts are quantified (the use of a "center value" of a coexistence interval) and the ability to reconstruct "extinct" climates from modern plant distributions. Given the problems that have surfaced in species distribution modelling, accurate and precise quantitative reconstructions of palaeoclimates (or even climate shifts) using the nearest-living-relative principle and rectilinear niches (the basis of the method) will not be possible. The Coexistence Approach can be summarised as an exercise that shoe-horns a plant fossil assemblages into coexistence and then naively assumes that this must be the climate. Given the theoretical issues, and methodological issues highlighted elsewhere, we suggest that the method be discontinued and that all past reconstructions be disregarded and revisited using less fallacious methods.
Time interval between successive trading in foreign currency market: from microscopic to macroscopic
NASA Astrophysics Data System (ADS)
Sato, Aki-Hiro
2004-12-01
Recently, it has been shown that inter-transaction interval (ITI) distribution of foreign currency rates has a fat tail. In order to understand the statistical property of the ITI dealer model with N interactive agents is proposed. From numerical simulations it is confirmed that the ITI distribution of the dealer model has a power law tail. The random multiplicative process (RMP) can be approximately derived from the ITI of the dealer model. Consequently, we conclude that the power law tail of the ITI distribution of the dealer model is a result of the RMP.
An appraisal of statistical procedures used in derivation of reference intervals.
Ichihara, Kiyoshi; Boyd, James C
2010-11-01
When conducting studies to derive reference intervals (RIs), various statistical procedures are commonly applied at each step, from the planning stages to final computation of RIs. Determination of the necessary sample size is an important consideration, and evaluation of at least 400 individuals in each subgroup has been recommended to establish reliable common RIs in multicenter studies. Multiple regression analysis allows identification of the most important factors contributing to variation in test results, while accounting for possible confounding relationships among these factors. Of the various approaches proposed for judging the necessity of partitioning reference values, nested analysis of variance (ANOVA) is the likely method of choice owing to its ability to handle multiple groups and being able to adjust for multiple factors. Box-Cox power transformation often has been used to transform data to a Gaussian distribution for parametric computation of RIs. However, this transformation occasionally fails. Therefore, the non-parametric method based on determination of the 2.5 and 97.5 percentiles following sorting of the data, has been recommended for general use. The performance of the Box-Cox transformation can be improved by introducing an additional parameter representing the origin of transformation. In simulations, the confidence intervals (CIs) of reference limits (RLs) calculated by the parametric method were narrower than those calculated by the non-parametric approach. However, the margin of difference was rather small owing to additional variability in parametrically-determined RLs introduced by estimation of parameters for the Box-Cox transformation. The parametric calculation method may have an advantage over the non-parametric method in allowing identification and exclusion of extreme values during RI computation.
Estimating equivalence with quantile regression
Cade, B.S.
2011-01-01
Equivalence testing and corresponding confidence interval estimates are used to provide more enlightened statistical statements about parameter estimates by relating them to intervals of effect sizes deemed to be of scientific or practical importance rather than just to an effect size of zero. Equivalence tests and confidence interval estimates are based on a null hypothesis that a parameter estimate is either outside (inequivalence hypothesis) or inside (equivalence hypothesis) an equivalence region, depending on the question of interest and assignment of risk. The former approach, often referred to as bioequivalence testing, is often used in regulatory settings because it reverses the burden of proof compared to a standard test of significance, following a precautionary principle for environmental protection. Unfortunately, many applications of equivalence testing focus on establishing average equivalence by estimating differences in means of distributions that do not have homogeneous variances. I discuss how to compare equivalence across quantiles of distributions using confidence intervals on quantile regression estimates that detect differences in heterogeneous distributions missed by focusing on means. I used one-tailed confidence intervals based on inequivalence hypotheses in a two-group treatment-control design for estimating bioequivalence of arsenic concentrations in soils at an old ammunition testing site and bioequivalence of vegetation biomass at a reclaimed mining site. Two-tailed confidence intervals based both on inequivalence and equivalence hypotheses were used to examine quantile equivalence for negligible trends over time for a continuous exponential model of amphibian abundance. ?? 2011 by the Ecological Society of America.
Beach, Jeremy; Burstyn, Igor; Cherry, Nicola
2012-07-01
We previously described a method to identify the incidence of new-onset adult asthma (NOAA) in Alberta by industry and occupation, utilizing Workers' Compensation Board (WCB) and physician billing data. The aim of this study was to extend this method to data from British Columbia (BC) so as to compare the two provinces and to incorporate Bayesian methodology into estimates of risk. WCB claims for any reason 1995-2004 were linked to physician billing data. NOAA was defined as a billing for asthma (ICD-9 493) in the 12 months before a WCB claim without asthma in the previous 3 years. Incidence was calculated by occupation and industry. In a matched case-referent analysis, associations with exposures were examined using an asthma-specific job exposure matrix (JEM). Posterior distributions from the Alberta analysis and estimated misclassification parameters were used as priors in the Bayesian analysis of the BC data. Among 1 118 239 eligible WCB claims the incidence of NOAA was 1.4%. Sixteen occupations and 44 industries had a significantly increased risk; six industries had a decreased risk. The JEM identified wood dust [odds ratio (OR) 1.55, 95% confidence interval (CI) 1.08-2.24] and animal antigens (OR 1.66, 95% CI 1.17-2.36) as related to an increased risk of NOAA. Exposure to isocyanates was associated with decreased risk (OR 0.57, 95% CI 0.39-0.85). Bayesian analyses taking account of exposure misclassification and informative priors resulted in posterior distributions of ORs with lower boundary of 95% credible intervals >1.00 for almost all exposures. The distribution of NOAA in BC appeared somewhat similar to that in Alberta, except for isocyanates. Bayesian analyses allowed incorporation of prior evidence into risk estimates, permitting reconsideration of the apparently protective effect of isocyanate exposure.
INFLUENCES OF RESPONSE RATE AND DISTRIBUTION ON THE CALCULATION OF INTEROBSERVER RELIABILITY SCORES
Rolider, Natalie U.; Iwata, Brian A.; Bullock, Christopher E.
2012-01-01
We examined the effects of several variations in response rate on the calculation of total, interval, exact-agreement, and proportional reliability indices. Trained observers recorded computer-generated data that appeared on a computer screen. In Study 1, target responses occurred at low, moderate, and high rates during separate sessions so that reliability results based on the four calculations could be compared across a range of values. Total reliability was uniformly high, interval reliability was spuriously high for high-rate responding, proportional reliability was somewhat lower for high-rate responding, and exact-agreement reliability was the lowest of the measures, especially for high-rate responding. In Study 2, we examined the separate effects of response rate per se, bursting, and end-of-interval responding. Response rate and bursting had little effect on reliability scores; however, the distribution of some responses at the end of intervals decreased interval reliability somewhat, proportional reliability noticeably, and exact-agreement reliability markedly. PMID:23322930
[Quantitative study of diesel/CNG buses exhaust particulate size distribution in a road tunnel].
Zhu, Chun; Zhang, Xu
2010-10-01
Vehicle emission is one of main sources of fine/ultra-fine particles in many cities. This study firstly presents daily mean particle size distributions of mixed diesel/CNG buses traffic flow by 4 days consecutive real world measurement in an Australia road tunnel. Emission factors (EFs) of particle size distribution of diesel buses and CNG buses are obtained by MLR methods, particle distributions of diesel buses and CNG buses are observed as single accumulation mode and nuclei-mode separately. Particle size distributions of mixed traffic flow are decomposed by two log-normal fitting curves for each 30 min interval mean scans, the degrees of fitting between combined fitting curves and corresponding in-situ scans for totally 90 fitting scans are from 0.972 to 0.998. Finally particle size distributions of diesel buses and CNG buses are quantified by statistical whisker-box charts. For log-normal particle size distribution of diesel buses, accumulation mode diameters are 74.5-86.5 nm, geometric standard deviations are 1.88-2.05. As to log-normal particle size distribution of CNG buses, nuclei-mode diameters are 19.9-22.9 nm, geometric standard deviations are 1.27-1.3.
2013-01-01
Background Despite the importance of abnormalities in lipoprotein metabolism in clinical canine medicine, the fact that most previously used methods for lipoprotein profiling are rather laborious and time-consuming has been a major obstacle to the wide clinical application and use of lipoprotein profiling in this species. The aim of the present study was to assess the feasibility of a continuous lipoprotein density profile (CLPDP) generated within a bismuth sodium ethylenediaminetetraacetic acid (NaBiEDTA) density gradient to characterize and compare the lipoprotein profiles of healthy dogs of various breeds, healthy Miniature Schnauzers, and Miniature Schnauzers with primary hypertriacylglycerolemia. A total of 35 healthy dogs of various breeds with serum triacylglycerol (TAG) and cholesterol concentrations within their respective reference intervals were selected for use as a reference population. Thirty-one Miniature Schnauzers with serum TAG and cholesterol concentrations within their respective reference intervals and 31 Miniature Schnauzers with hypertriacylglyceridemia were also included in the study. Results The results suggest that CLPDP using NaBiEDTA provides unique diagnostic information in addition to measurements of serum TAG and cholesterol concentrations and that it is a useful screening method for dogs with suspected lipoprotein metabolism disorders. Using the detailed and continuous density distribution information provided by the CLPDP, important differences in lipoprotein profiles can be detected even among dogs that have serum TAG and cholesterol concentrations within the reference interval. Miniature Schnauzers with serum TAG and cholesterol concentrations within the reference interval had significantly different lipoprotein profiles than dogs of various other breeds. In addition, it was further established that specific lipoprotein fractions are associated with hypertriacylglyceridemia in Miniature Schnauzers. Conclusions The results of the present study suggest that density gradient ultracentrifugation using NaBiEDTA is a useful screening method for the study of lipoprotein profiles in dogs. Therefore, this method could potentially be used for diagnostic purposes for the separation of dogs suspected of having lipoprotein abnormalities from healthy dogs. PMID:23497598
NASA Astrophysics Data System (ADS)
Ono, T.; Takahashi, T.
2017-12-01
Non-structural mitigation measures such as flood hazard map based on estimated inundation area have been more important because heavy rains exceeding the design rainfall frequently occur in recent years. However, conventional method may lead to an underestimation of the area because assumed locations of dike breach in river flood analysis are limited to the cases exceeding the high-water level. The objective of this study is to consider the uncertainty of estimated inundation area with difference of the location of dike breach in river flood analysis. This study proposed multiple flood scenarios which can set automatically multiple locations of dike breach in river flood analysis. The major premise of adopting this method is not to be able to predict the location of dike breach correctly. The proposed method utilized interval of dike breach which is distance of dike breaches placed next to each other. That is, multiple locations of dike breach were set every interval of dike breach. The 2D shallow water equations was adopted as the governing equation of river flood analysis, and the leap-frog scheme with staggered grid was used. The river flood analysis was verified by applying for the 2015 Kinugawa river flooding, and the proposed multiple flood scenarios was applied for the Akutagawa river in Takatsuki city. As the result of computation in the Akutagawa river, a comparison with each computed maximum inundation depth of dike breaches placed next to each other proved that the proposed method enabled to prevent underestimation of estimated inundation area. Further, the analyses on spatial distribution of inundation class and maximum inundation depth in each of the measurement points also proved that the optimum interval of dike breach which can evaluate the maximum inundation area using the minimum assumed locations of dike breach. In brief, this study found the optimum interval of dike breach in the Akutagawa river, which enabled estimated maximum inundation area to predict efficiently and accurately. The river flood analysis by using this proposed method will contribute to mitigate flood disaster by improving the accuracy of estimated inundation area.
Dead time corrections for inbeam γ-spectroscopy measurements
NASA Astrophysics Data System (ADS)
Boromiza, M.; Borcea, C.; Negret, A.; Olacel, A.; Suliman, G.
2017-08-01
Relatively high counting rates were registered in a proton inelastic scattering experiment on 16O and 28Si using HPGe detectors which was performed at the Tandem facility of IFIN-HH, Bucharest. In consequence, dead time corrections were needed in order to determine the absolute γ-production cross sections. Considering that the real counting rate follows a Poisson distribution, the dead time correction procedure is reformulated in statistical terms. The arriving time interval between the incoming events (Δt) obeys an exponential distribution with a single parameter - the average of the associated Poisson distribution. We use this mathematical connection to calculate and implement the dead time corrections for the counting rates of the mentioned experiment. Also, exploiting an idea introduced by Pommé et al., we describe a consistent method for calculating the dead time correction which completely eludes the complicated problem of measuring the dead time of a given detection system. Several comparisons are made between the corrections implemented through this method and by using standard (phenomenological) dead time models and we show how these results were used for correcting our experimental cross sections.
Dziak, John J.; Bray, Bethany C.; Zhang, Jieting; Zhang, Minqiang; Lanza, Stephanie T.
2016-01-01
Several approaches are available for estimating the relationship of latent class membership to distal outcomes in latent profile analysis (LPA). A three-step approach is commonly used, but has problems with estimation bias and confidence interval coverage. Proposed improvements include the correction method of Bolck, Croon, and Hagenaars (BCH; 2004), Vermunt’s (2010) maximum likelihood (ML) approach, and the inclusive three-step approach of Bray, Lanza, & Tan (2015). These methods have been studied in the related case of latent class analysis (LCA) with categorical indicators, but not as well studied for LPA with continuous indicators. We investigated the performance of these approaches in LPA with normally distributed indicators, under different conditions of distal outcome distribution, class measurement quality, relative latent class size, and strength of association between latent class and the distal outcome. The modified BCH implemented in Latent GOLD had excellent performance. The maximum likelihood and inclusive approaches were not robust to violations of distributional assumptions. These findings broadly agree with and extend the results presented by Bakk and Vermunt (2016) in the context of LCA with categorical indicators. PMID:28630602
Timing in a Variable Interval Procedure: Evidence for a Memory Singularity
Matell, Matthew S.; Kim, Jung S.; Hartshorne, Loryn
2013-01-01
Rats were trained in either a 30s peak-interval procedure, or a 15–45s variable interval peak procedure with a uniform distribution (Exp 1) or a ramping probability distribution (Exp 2). Rats in all groups showed peak shaped response functions centered around 30s, with the uniform group having an earlier and broader peak response function and rats in the ramping group having a later peak function as compared to the single duration group. The changes in these mean functions, as well as the statistics from single trial analyses, can be better captured by a model of timing in which memory is represented by a single, average, delay to reinforcement compared to one in which all durations are stored as a distribution, such as the complete memory model of Scalar Expectancy Theory or a simple associative model. PMID:24012783
Pseudorandom number generation using chaotic true orbits of the Bernoulli map
DOE Office of Scientific and Technical Information (OSTI.GOV)
Saito, Asaki, E-mail: saito@fun.ac.jp; Yamaguchi, Akihiro
We devise a pseudorandom number generator that exactly computes chaotic true orbits of the Bernoulli map on quadratic algebraic integers. Moreover, we describe a way to select the initial points (seeds) for generating multiple pseudorandom binary sequences. This selection method distributes the initial points almost uniformly (equidistantly) in the unit interval, and latter parts of the generated sequences are guaranteed not to coincide. We also demonstrate through statistical testing that the generated sequences possess good randomness properties.
A Gaussian Model-Based Probabilistic Approach for Pulse Transit Time Estimation.
Jang, Dae-Geun; Park, Seung-Hun; Hahn, Minsoo
2016-01-01
In this paper, we propose a new probabilistic approach to pulse transit time (PTT) estimation using a Gaussian distribution model. It is motivated basically by the hypothesis that PTTs normalized by RR intervals follow the Gaussian distribution. To verify the hypothesis, we demonstrate the effects of arterial compliance on the normalized PTTs using the Moens-Korteweg equation. Furthermore, we observe a Gaussian distribution of the normalized PTTs on real data. In order to estimate the PTT using the hypothesis, we first assumed that R-waves in the electrocardiogram (ECG) can be correctly identified. The R-waves limit searching ranges to detect pulse peaks in the photoplethysmogram (PPG) and to synchronize the results with cardiac beats--i.e., the peaks of the PPG are extracted within the corresponding RR interval of the ECG as pulse peak candidates. Their probabilities of being the actual pulse peak are then calculated using a Gaussian probability function. The parameters of the Gaussian function are automatically updated when a new pulse peak is identified. This update makes the probability function adaptive to variations of cardiac cycles. Finally, the pulse peak is identified as the candidate with the highest probability. The proposed approach is tested on a database where ECG and PPG waveforms are collected simultaneously during the submaximal bicycle ergometer exercise test. The results are promising, suggesting that the method provides a simple but more accurate PTT estimation in real applications.
NASA Technical Reports Server (NTRS)
Packard, Michael H.
2002-01-01
Probabilistic Structural Analysis (PSA) is now commonly used for predicting the distribution of time/cycles to failure of turbine blades and other engine components. These distributions are typically based on fatigue/fracture and creep failure modes of these components. Additionally, reliability analysis is used for taking test data related to particular failure modes and calculating failure rate distributions of electronic and electromechanical components. How can these individual failure time distributions of structural, electronic and electromechanical component failure modes be effectively combined into a top level model for overall system evaluation of component upgrades, changes in maintenance intervals, or line replaceable unit (LRU) redesign? This paper shows an example of how various probabilistic failure predictions for turbine engine components can be evaluated and combined to show their effect on overall engine performance. A generic model of a turbofan engine was modeled using various Probabilistic Risk Assessment (PRA) tools (Quantitative Risk Assessment Software (QRAS) etc.). Hypothetical PSA results for a number of structural components along with mitigation factors that would restrict the failure mode from propagating to a Loss of Mission (LOM) failure were used in the models. The output of this program includes an overall failure distribution for LOM of the system. The rank and contribution to the overall Mission Success (MS) is also given for each failure mode and each subsystem. This application methodology demonstrates the effectiveness of PRA for assessing the performance of large turbine engines. Additionally, the effects of system changes and upgrades, the application of different maintenance intervals, inclusion of new sensor detection of faults and other upgrades were evaluated in determining overall turbine engine reliability.
The spatial return level of aggregated hourly extreme rainfall in Peninsular Malaysia
NASA Astrophysics Data System (ADS)
Shaffie, Mardhiyyah; Eli, Annazirin; Wan Zin, Wan Zawiah; Jemain, Abdul Aziz
2015-07-01
This paper is intended to ascertain the spatial pattern of extreme rainfall distribution in Peninsular Malaysia at several short time intervals, i.e., on hourly basis. Motivation of this research is due to historical records of extreme rainfall in Peninsular Malaysia, whereby many hydrological disasters at this region occur within a short time period. The hourly periods considered are 1, 2, 3, 6, 12, and 24 h. Many previous hydrological studies dealt with daily rainfall data; thus, this study enables comparison to be made on the estimated performances between daily and hourly rainfall data analyses so as to identify the impact of extreme rainfall at a shorter time scale. Return levels based on the time aggregate considered are also computed. Parameter estimation using L-moment method for four probability distributions, namely, the generalized extreme value (GEV), generalized logistic (GLO), generalized Pareto (GPA), and Pearson type III (PE3) distributions were conducted. Aided with the L-moment diagram test and mean square error (MSE) test, GLO was found to be the most appropriate distribution to represent the extreme rainfall data. At most time intervals (10, 50, and 100 years), the spatial patterns revealed that the rainfall distribution across the peninsula differ for 1- and 24-h extreme rainfalls. The outcomes of this study would provide additional information regarding patterns of extreme rainfall in Malaysia which may not be detected when considering only a higher time scale such as daily; thus, appropriate measures for shorter time scales of extreme rainfall can be planned. The implementation of such measures would be beneficial to the authorities to reduce the impact of any disastrous natural event.
Double-pulse digital speckle pattern interferometry for vibration analysis
NASA Astrophysics Data System (ADS)
Zhang, Dazhi; Xue, Jingfeng; Chen, Lu; Wen, Juying; Wang, Jingjing
2014-12-01
The double-pulse Digital Speckle Pattern Interferometry (DSPI) in the laboratory is established. Two good performances have been achieved at the same time, which is uniform distribution of laser beam energy by space filter and recording two successive pictures by a CCD camera successfully. Then two-dimensional discrete orthogonal wavelet transform method is used for the process of filtering method. By using the DSPI, speckle pattern of a vibrated object is obtained with interval of (2~800)μs, and 3D plot of the transient vibration is achieved. Moreover, good agreements of the mode shapes and displacement are obtained by comparing with Laser Doppler Vibrometer (LDV) .
Serial Spike Time Correlations Affect Probability Distribution of Joint Spike Events.
Shahi, Mina; van Vreeswijk, Carl; Pipa, Gordon
2016-01-01
Detecting the existence of temporally coordinated spiking activity, and its role in information processing in the cortex, has remained a major challenge for neuroscience research. Different methods and approaches have been suggested to test whether the observed synchronized events are significantly different from those expected by chance. To analyze the simultaneous spike trains for precise spike correlation, these methods typically model the spike trains as a Poisson process implying that the generation of each spike is independent of all the other spikes. However, studies have shown that neural spike trains exhibit dependence among spike sequences, such as the absolute and relative refractory periods which govern the spike probability of the oncoming action potential based on the time of the last spike, or the bursting behavior, which is characterized by short epochs of rapid action potentials, followed by longer episodes of silence. Here we investigate non-renewal processes with the inter-spike interval distribution model that incorporates spike-history dependence of individual neurons. For that, we use the Monte Carlo method to estimate the full shape of the coincidence count distribution and to generate false positives for coincidence detection. The results show that compared to the distributions based on homogeneous Poisson processes, and also non-Poisson processes, the width of the distribution of joint spike events changes. Non-renewal processes can lead to both heavy tailed or narrow coincidence distribution. We conclude that small differences in the exact autostructure of the point process can cause large differences in the width of a coincidence distribution. Therefore, manipulations of the autostructure for the estimation of significance of joint spike events seem to be inadequate.
Serial Spike Time Correlations Affect Probability Distribution of Joint Spike Events
Shahi, Mina; van Vreeswijk, Carl; Pipa, Gordon
2016-01-01
Detecting the existence of temporally coordinated spiking activity, and its role in information processing in the cortex, has remained a major challenge for neuroscience research. Different methods and approaches have been suggested to test whether the observed synchronized events are significantly different from those expected by chance. To analyze the simultaneous spike trains for precise spike correlation, these methods typically model the spike trains as a Poisson process implying that the generation of each spike is independent of all the other spikes. However, studies have shown that neural spike trains exhibit dependence among spike sequences, such as the absolute and relative refractory periods which govern the spike probability of the oncoming action potential based on the time of the last spike, or the bursting behavior, which is characterized by short epochs of rapid action potentials, followed by longer episodes of silence. Here we investigate non-renewal processes with the inter-spike interval distribution model that incorporates spike-history dependence of individual neurons. For that, we use the Monte Carlo method to estimate the full shape of the coincidence count distribution and to generate false positives for coincidence detection. The results show that compared to the distributions based on homogeneous Poisson processes, and also non-Poisson processes, the width of the distribution of joint spike events changes. Non-renewal processes can lead to both heavy tailed or narrow coincidence distribution. We conclude that small differences in the exact autostructure of the point process can cause large differences in the width of a coincidence distribution. Therefore, manipulations of the autostructure for the estimation of significance of joint spike events seem to be inadequate. PMID:28066225
Ion distributions in RC at different energy levels retrieved from TWINS ENA images by voxel CT tech
NASA Astrophysics Data System (ADS)
Ma, S. Y.; McComas, David; Xu, Liang; Goldstein, Jerry; Yan, Wei-Nan
2012-07-01
Distributions of energetic ions in the RC regions in different energy levels are retrieved by using 3-D voxel CT inversion method from ENA measurements onboard TWINS constellation during the main phase of a moderate geomagnetic storm. It is assumed that the ion flux distribution in the RC is anisotropic in regard to pitch angle which complies with the adiabatic invariance of the magnetic moment as ion moving in the dipole magnetic mirror field. A semi-empirical model of the RC ion distribution in the magnetic equator is quoted to form the ion flux distribution shape at off-equatorial latitudes by mapping. For the concerned time interval, the two satellites of the TWINS flying in double Molnia orbits were located in nearly the same meridian plane at vantage points widely separated in magnetic local time, and both more than 5 RE geocentric distance from the Earth. The ENA data used in this study are differential fluxes averaged over 12 sweeps (corresponding to an interval of 16 min.) at different energy levels ranging from about 1 to 100 keV. The retrieved ion distributions show that in total the main part of the RC is located in the region with L value larger than 4, tending to increase at larger L. It reveals that there are two distinct dominant energy bands at which the ion fluxes are significantly larger magnitude than at other energy levels, one is at lower level around 2 keV and the other at higher level of 30-100 keV. Furthermore, it is very interesting that the peak fluxes of the RC ions at the two energy bands occurred in different magnetic local time, low energy ions appear preferentially in after midnight, while the higher energy ions mainly distributed around midnight and pre-midnight. This new profile is worthy of further study and needs to be demonstrated by more cases.
NASA Astrophysics Data System (ADS)
Grimm, Guido W.; Potts, Alastair J.
2016-03-01
The Coexistence Approach has been used to infer palaeoclimates for many Eurasian fossil plant assemblages. However, the theory that underpins the method has never been examined in detail. Here we discuss acknowledged and implicit assumptions and assess the statistical nature and pseudo-logic of the method. We also compare the Coexistence Approach theory with the active field of species distribution modelling. We argue that the assumptions will inevitably be violated to some degree and that the method lacks any substantive means to identify or quantify these violations. The absence of a statistical framework makes the method highly vulnerable to the vagaries of statistical outliers and exotic elements. In addition, we find numerous logical inconsistencies, such as how climate shifts are quantified (the use of a "centre value" of a coexistence interval) and the ability to reconstruct "extinct" climates from modern plant distributions. Given the problems that have surfaced in species distribution modelling, accurate and precise quantitative reconstructions of palaeoclimates (or even climate shifts) using the nearest-living-relative principle and rectilinear niches (the basis of the method) will not be possible. The Coexistence Approach can be summarised as an exercise that shoehorns a plant fossil assemblage into coexistence and then assumes that this must be the climate. Given the theoretical issues and methodological issues highlighted elsewhere, we suggest that the method be discontinued and that all past reconstructions be disregarded and revisited using less fallacious methods. We outline six steps for (further) validation of available and future taxon-based methods and advocate developing (semi-quantitative) methods that prioritise robustness over precision.
Zhao, Jianhua; Jin, Zhijun; Hu, Qinhong; Jin, Zhenkui; Barber, Troy J; Zhang, Yuxiang; Bleuel, Markus
2017-11-13
An integration of small-angle neutron scattering (SANS), low-pressure N 2 physisorption (LPNP), and mercury injection capillary pressure (MICP) methods was employed to study the pore structure of four oil shale samples from leading Niobrara, Wolfcamp, Bakken, and Utica Formations in USA. Porosity values obtained from SANS are higher than those from two fluid-invasion methods, due to the ability of neutrons to probe pore spaces inaccessible to N 2 and mercury. However, SANS and LPNP methods exhibit a similar pore-size distribution, and both methods (in measuring total pore volume) show different results of porosity and pore-size distribution obtained from the MICP method (quantifying pore throats). Multi-scale (five pore-diameter intervals) inaccessible porosity to N 2 was determined using SANS and LPNP data. Overall, a large value of inaccessible porosity occurs at pore diameters <10 nm, which we attribute to low connectivity of organic matter-hosted and clay-associated pores in these shales. While each method probes a unique aspect of complex pore structure of shale, the discrepancy between pore structure results from different methods is explained with respect to their difference in measurable ranges of pore diameter, pore space, pore type, sample size and associated pore connectivity, as well as theoretical base and interpretation.
A comparison of Probability Of Detection (POD) data determined using different statistical methods
NASA Astrophysics Data System (ADS)
Fahr, A.; Forsyth, D.; Bullock, M.
1993-12-01
Different statistical methods have been suggested for determining probability of detection (POD) data for nondestructive inspection (NDI) techniques. A comparative assessment of various methods of determining POD was conducted using results of three NDI methods obtained by inspecting actual aircraft engine compressor disks which contained service induced cracks. The study found that the POD and 95 percent confidence curves as a function of crack size as well as the 90/95 percent crack length vary depending on the statistical method used and the type of data. The distribution function as well as the parameter estimation procedure used for determining POD and the confidence bound must be included when referencing information such as the 90/95 percent crack length. The POD curves and confidence bounds determined using the range interval method are very dependent on information that is not from the inspection data. The maximum likelihood estimators (MLE) method does not require such information and the POD results are more reasonable. The log-logistic function appears to model POD of hit/miss data relatively well and is easy to implement. The log-normal distribution using MLE provides more realistic POD results and is the preferred method. Although it is more complicated and slower to calculate, it can be implemented on a common spreadsheet program.
Bénet, Thomas; Voirin, Nicolas; Nicolle, Marie-Christine; Picot, Stephane; Michallet, Mauricette; Vanhems, Philippe
2013-02-01
The duration of the incubation of invasive aspergillosis (IA) remains unknown. The objective of this investigation was to estimate the time interval between aplasia onset and that of IA symptoms in acute myeloid leukemia (AML) patients. A single-centre prospective survey (2004-2009) included all patients with AML and probable/proven IA. Parametric survival models were fitted to the distribution of the time intervals between aplasia onset and IA. Overall, 53 patients had IA after aplasia, with the median observed time interval between the two being 15 days. Based on log-normal distribution, the median estimated IA incubation period was 14.6 days (95% CI; 12.8-16.5 days).
Mixed-mode oscillations and interspike interval statistics in the stochastic FitzHugh-Nagumo model
NASA Astrophysics Data System (ADS)
Berglund, Nils; Landon, Damien
2012-08-01
We study the stochastic FitzHugh-Nagumo equations, modelling the dynamics of neuronal action potentials in parameter regimes characterized by mixed-mode oscillations. The interspike time interval is related to the random number of small-amplitude oscillations separating consecutive spikes. We prove that this number has an asymptotically geometric distribution, whose parameter is related to the principal eigenvalue of a substochastic Markov chain. We provide rigorous bounds on this eigenvalue in the small-noise regime and derive an approximation of its dependence on the system's parameters for a large range of noise intensities. This yields a precise description of the probability distribution of observed mixed-mode patterns and interspike intervals.
Multichannel Spectrometer of Time Distribution
NASA Astrophysics Data System (ADS)
Akindinova, E. V.; Babenko, A. G.; Vakhtel, V. M.; Evseev, N. A.; Rabotkin, V. A.; Kharitonova, D. D.
2015-06-01
For research and control of characteristics of radiation fluxes, radioactive sources in particular, for example, in paper [1], a spectrometer and methods of data measurement and processing based on the multichannel counter of time intervals of accident events appearance (impulses of particle detector) MC-2A (SPC "ASPECT") were created. The spectrometer has four independent channels of registration of time intervals of impulses appearance and correspondent amplitude and spectrometric channels for control along the energy spectra of the operation stationarity of paths of each of the channels from the detector to the amplifier. The registration of alpha-radiation is carried out by the semiconductor detectors with energy resolution of 16-30 keV. Using a spectrometer there have been taken measurements of oscillations of alpha-radiation 239-Pu flux intensity with a subsequent autocorrelative statistical analysis of the time series of readings.
Smeers, Inge; Decorte, Ronny; Van de Voorde, Wim; Bekaert, Bram
2018-05-01
DNA methylation is a promising biomarker for forensic age prediction. A challenge that has emerged in recent studies is the fact that prediction errors become larger with increasing age due to interindividual differences in epigenetic ageing rates. This phenomenon of non-constant variance or heteroscedasticity violates an assumption of the often used method of ordinary least squares (OLS) regression. The aim of this study was to evaluate alternative statistical methods that do take heteroscedasticity into account in order to provide more accurate, age-dependent prediction intervals. A weighted least squares (WLS) regression is proposed as well as a quantile regression model. Their performances were compared against an OLS regression model based on the same dataset. Both models provided age-dependent prediction intervals which account for the increasing variance with age, but WLS regression performed better in terms of success rate in the current dataset. However, quantile regression might be a preferred method when dealing with a variance that is not only non-constant, but also not normally distributed. Ultimately the choice of which model to use should depend on the observed characteristics of the data. Copyright © 2018 Elsevier B.V. All rights reserved.
Doi, T; Sone, T; Matsuda, S; Kahyo, H
1993-02-01
Recently the mean birth weight (MBW) of Japan is on the decrease. This phenomenon started in 1976 and continues up to the present as of 1988. Various factors accounting for this phenomenon have been considered and discussed by several researchers. They were interested in social, cultural and economic factors as well as factors influencing community health status. Although the above factors seem to be important, one problem connected with calculation of MBW is worth discussing. The MBW was calculated from a frequency distribution because of a limitation of the source material. The accuracy of calculation of statistics from a frequency distribution depends on the assumption that few frequencies fall on boundaries, but birth weight measurements are apt to fall on figures having 0 at the end because of the properties of weighing scales. Suppose that the exact weight of an infant is 2996g. If his weight is read to the nearest figure having 0 at the end by rounding, it is recorded as 3000g on the birth certificate. Then, in a frequency distribution whose class interval is 500g, his weight is treated as 3250g in calculation of the mean. But some improvements of the methods of weighing, for example, utilization of a scale displaying a digital value of weight may result in a greater chance that his weight is recorded as 2996g. Then, in the same frequency distribution, his weight is treated as 2750g in calculation of the mean. Therefore, an improvement of the method of weighing produces the phenomenon that MBW decreases even if all the original birth weights did not change. Exact relative frequency, recorded as just 2500g, that is mentioned secondarily in the Vital Statistics of Japan has been decreasing consistently since 1969. This year is the oldest in the above source having frequency distributions of single birth infants. This fact shows that methods of weighing have been improved as the years pass. In this paper we tried to correct MBW by using the relative frequency recorded as exactly 2500g. Two kinds of widths where rounding would be executed were estimated from a frequency polygon. We obtained the following results. 1) The correction equation is represented as ld approximately; where l is a class interval (500g in this paper) and d is calculated by d = Q/(pa + pa+1 + Z) as a mean value in a certain sense and by d = 2Q/(pa + pa+1 + Z) as a maximum value.(ABSTRACT TRUNCATED AT 400 WORDS)
On the Use of the Beta Distribution in Probabilistic Resource Assessments
DOE Office of Scientific and Technical Information (OSTI.GOV)
Olea, Ricardo A., E-mail: olea@usgs.gov
2011-12-15
The triangular distribution is a popular choice when it comes to modeling bounded continuous random variables. Its wide acceptance derives mostly from its simple analytic properties and the ease with which modelers can specify its three parameters through the extremes and the mode. On the negative side, hardly any real process follows a triangular distribution, which from the outset puts at a disadvantage any model employing triangular distributions. At a time when numerical techniques such as the Monte Carlo method are displacing analytic approaches in stochastic resource assessments, easy specification remains the most attractive characteristic of the triangular distribution. Themore » beta distribution is another continuous distribution defined within a finite interval offering wider flexibility in style of variation, thus allowing consideration of models in which the random variables closely follow the observed or expected styles of variation. Despite its more complex definition, generation of values following a beta distribution is as straightforward as generating values following a triangular distribution, leaving the selection of parameters as the main impediment to practically considering beta distributions. This contribution intends to promote the acceptance of the beta distribution by explaining its properties and offering several suggestions to facilitate the specification of its two shape parameters. In general, given the same distributional parameters, use of the beta distributions in stochastic modeling may yield significantly different results, yet better estimates, than the triangular distribution.« less
Analysis of aggregated tick returns: Evidence for anomalous diffusion
NASA Astrophysics Data System (ADS)
Weber, Philipp
2007-01-01
In order to investigate the origin of large price fluctuations, we analyze stock price changes of ten frequently traded NASDAQ stocks in the year 2002. Though the influence of the trading frequency on the aggregate return in a certain time interval is important, it cannot alone explain the heavy-tailed distribution of stock price changes. For this reason, we analyze intervals with a fixed number of trades in order to eliminate the influence of the trading frequency and investigate the relevance of other factors for the aggregate return. We show that in tick time the price follows a discrete diffusion process with a variable step width while the difference between the number of steps in positive and negative direction in an interval is Gaussian distributed. The step width is given by the return due to a single trade and is long-term correlated in tick time. Hence, its mean value can well characterize an interval of many trades and turns out to be an important determinant for large aggregate returns. We also present a statistical model reproducing the cumulative distribution of aggregate returns. For an accurate agreement with the empirical distribution, we also take into account asymmetries of the step widths in different directions together with cross correlations between these asymmetries and the mean step width as well as the signs of the steps.
NASA Astrophysics Data System (ADS)
Pamulaparthy, Balakrishna; KS, Swarup; Kommu, Rajagopal
2014-12-01
Distribution automation (DA) applications are limited to feeder level today and have zero visibility outside of the substation feeder and reaching down to the low-voltage distribution network level. This has become a major obstacle in realizing many automated functions and enhancing existing DA capabilities. Advanced metering infrastructure (AMI) systems are being widely deployed by utilities across the world creating system-wide communications access to every monitoring and service point, which collects data from smart meters and sensors in short time intervals, in response to utility needs. DA and AMI systems convergence provides unique opportunities and capabilities for distribution grid modernization with the DA system acting as a controller and AMI system acting as feedback to DA system, for which DA applications have to understand and use the AMI data selectively and effectively. In this paper, we propose a load segmentation method that helps the DA system to accurately understand and use the AMI data for various automation applications with a suitable case study on power restoration.
TEMPERATURE DISTRIBUTION IN A DIFFUSION CLOUD CHAMBER
DOE Office of Scientific and Technical Information (OSTI.GOV)
Slavic, I.; Szymakowski, J.; Stachorska, D.
1961-03-01
A diffusion cloud chamber with working conditions within a pressure range from 10 mm Hg to 2 atmospheres and at variable boundary surface temperatures in a wide interval is described. A simple procedure is described for cooling and thermoregulating the bottom of the chamber by means of vapor flow of liquid air which makes possible the achievement of temperature up to -120 deg C with stability better that plus or minus 1 deg C. A method for the measurement of temperature distribution by means of a thermistor is described, and a number of curves of the observed temperature gradient, dependentmore » on the boundary surface temperature is given. Analysis of other factors influencing the stable work of the diffusion cloud chamber was made. (auth)« less
Electrocardiogram reference intervals for clinically normal wild-born chimpanzees (Pan troglodytes).
Atencia, Rebeca; Revuelta, Luis; Somauroo, John D; Shave, Robert E
2015-08-01
To generate reference intervals for ECG variables in clinically normal chimpanzees (Pan troglodytes). 100 clinically normal (51 young [< 10 years old] and 49 adult [≥ 10 years old]) wild-born chimpanzees. Electrocardiograms collected between 2009 and 2013 at the Tchimpounga Chimpanzee Rehabilitation Centre were assessed to determine heart rate, PR interval, QRS duration, QT interval, QRS axis, P axis, and T axis. Electrocardiographic characteristics for left ventricular hypertrophy (LVH) and morphology of the ST segment, T wave, and QRS complex were identified. Reference intervals for young and old animals were calculated as mean ± 1.96•SD for normally distributed data and as 5th to 95th percentiles for data not normally distributed. Differences between age groups were assessed by use of unpaired Student t tests. RESULTS Reference intervals were generated for young and adult wild-born chimpanzees. Most animals had sinus rhythm with small or normal P wave morphology; 24 of 51 (47%) young chimpanzees and 30 of 49 (61%) adult chimpanzees had evidence of LVH as determined on the basis of criteria for humans. Cardiac disease has been implicated as the major cause of death in captive chimpanzees. Species-specific ECG reference intervals for chimpanzees may aid in the diagnosis and treatment of animals with, or at risk of developing, heart disease. Chimpanzees with ECG characteristics outside of these intervals should be considered for follow-up assessment and regular cardiac monitoring.
Scaling and memory in volatility return intervals in financial markets
Yamasaki, Kazuko; Muchnik, Lev; Havlin, Shlomo; Bunde, Armin; Stanley, H. Eugene
2005-01-01
For both stock and currency markets, we study the return intervals τ between the daily volatilities of the price changes that are above a certain threshold q. We find that the distribution function Pq(τ) scales with the mean return interval \\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\setlength{\\oddsidemargin}{-69pt} \\begin{document} \\begin{equation*}{\\bar {{\\tau}}}\\end{equation*}\\end{document} as \\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\setlength{\\oddsidemargin}{-69pt} \\begin{document} \\begin{equation*}P_{q}({\\tau})={\\bar {{\\tau}}}^{-1}f({\\tau}/{\\bar {{\\tau}}})\\end{equation*}\\end{document}. The scaling function f(x) is similar in form for all seven stocks and for all seven currency databases analyzed, and f(x) is consistent with a power-law form, f(x) ∼ x-γ with γ ≈ 2. We also quantify how the conditional distribution Pq(τ|τ0) depends on the previous return interval τ0 and find that small (or large) return intervals are more likely to be followed by small (or large) return intervals. This “clustering” of the volatility return intervals is a previously unrecognized phenomenon that we relate to the long-term correlations known to be present in the volatility. PMID:15980152
Scaling and memory in volatility return intervals in financial markets
NASA Astrophysics Data System (ADS)
Yamasaki, Kazuko; Muchnik, Lev; Havlin, Shlomo; Bunde, Armin; Stanley, H. Eugene
2005-06-01
For both stock and currency markets, we study the return intervals τ between the daily volatilities of the price changes that are above a certain threshold q. We find that the distribution function Pq(τ) scales with the mean return interval [Formula] as [Formula]. The scaling function f(x) is similar in form for all seven stocks and for all seven currency databases analyzed, and f(x) is consistent with a power-law form, f(x) ˜ x-γ with γ ≈ 2. We also quantify how the conditional distribution Pq(τ|τ0) depends on the previous return interval τ0 and find that small (or large) return intervals are more likely to be followed by small (or large) return intervals. This “clustering” of the volatility return intervals is a previously unrecognized phenomenon that we relate to the long-term correlations known to be present in the volatility. Author contributions: S.H. and H.E.S. designed research; K.Y., L.M., S.H., and H.E.S. performed research; A.B. contributed new reagents/analytic tools; A.B. analyzed data; and S.H. wrote the paper.Abbreviations: pdf, probability density function; S&P 500, Standard and Poor's 500 Index; USD, U.S. dollar; JPY, Japanese yen; SEK, Swedish krona.
NASA Astrophysics Data System (ADS)
Yao, Yingying; Huang, Xiang; Liu, Jie; Zheng, Chunmiao; He, Xiaobo; Liu, Chuankun
2015-08-01
Interactions between groundwater and surface water in arid regions are complex, and recharge-discharge processes are often influenced by the hydrological regime, climate and geology. Traditional methods such as hydraulic gradient measuring by piezometers, differential discharge gauging and conservative tracer experiments, are often inadequate to capture the spatial and temporal variation of exchange rates. In this study, the distribution and the size of the overall groundwater inflow zone (GIZ) and the hyporheic inflow zone (HIZ) in the middle Heihe River Basin, northwest China, are characterized, and the relative inflow flux is estimated by high-resolution temperature measurements. Distributed temperature sensing (DTS) was used to measure the mixing temperatures of a 5-km reach of streambed with a spatial resolution of 0.5 m. The sampling interval was 0.25 m, and the temporal interval was 15 and 10 min at Pingchuan and Banqiao experimental sites, respectively. Two separate measurement periods in Pingchuan (Ping1, Ping2) captured different meteorological and stream-flow conditions. The results show that the number and the size range of the individual HIZs are greater than those of GIZs. Groundwater upwelling (GIZ) causes a larger decrease in river-water temperature with less inflow flux compared with the HIZ. The distribution pattern of HIZs and GIZs is influenced by the hydrodynamics of the river and the hydraulic permeability of the riverbed. High-resolution temperature variation based on DTS is an effective predictor of distributed inflows from groundwater upwelling and hyporheic exchange in an arid region.
Stochastic DG Placement for Conservation Voltage Reduction Based on Multiple Replications Procedure
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, Zhaoyu; Chen, Bokan; Wang, Jianhui
2015-06-01
Conservation voltage reduction (CVR) and distributed-generation (DG) integration are popular strategies implemented by utilities to improve energy efficiency. This paper investigates the interactions between CVR and DG placement to minimize load consumption in distribution networks, while keeping the lowest voltage level within the predefined range. The optimal placement of DG units is formulated as a stochastic optimization problem considering the uncertainty of DG outputs and load consumptions. A sample average approximation algorithm-based technique is developed to solve the formulated problem effectively. A multiple replications procedure is developed to test the stability of the solution and calculate the confidence interval ofmore » the gap between the candidate solution and optimal solution. The proposed method has been applied to the IEEE 37-bus distribution test system with different scenarios. The numerical results indicate that the implementations of CVR and DG, if combined, can achieve significant energy savings.« less
Method and device for landing aircraft dependent on runway occupancy time
NASA Technical Reports Server (NTRS)
Ghalebsaz Jeddi, Babak (Inventor)
2012-01-01
A technique for landing aircraft using an aircraft landing accident avoidance device is disclosed. The technique includes determining at least two probability distribution functions; determining a safe lower limit on a separation between a lead aircraft and a trail aircraft on a glide slope to the runway; determining a maximum sustainable safe attempt-to-land rate on the runway based on the safe lower limit and the probability distribution functions; directing the trail aircraft to enter the glide slope with a target separation from the lead aircraft corresponding to the maximum sustainable safe attempt-to-land rate; while the trail aircraft is in the glide slope, determining an actual separation between the lead aircraft and the trail aircraft; and directing the trail aircraft to execute a go-around maneuver if the actual separation approaches the safe lower limit. Probability distribution functions include runway occupancy time, and landing time interval and/or inter-arrival distance.
NASA Technical Reports Server (NTRS)
Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.;
2016-01-01
This article provides supplemental information for a Letter reporting the rate of (BBH) coalescences inferred from 16 days of coincident Advanced LIGO observations surrounding the transient (GW) signal GW150914. In that work wereported various rate estimates whose 90% confidence intervals fell in the range 2600 Gpc(exp -3) yr(exp -1). Here we givedetails on our method and computations, including information about our search pipelines, a derivation of ourlikelihood function for the analysis, a description of the astrophysical search trigger distribution expected frommerging BBHs, details on our computational methods, a description of the effects and our model for calibrationuncertainty, and an analytic method for estimating our detector sensitivity, which is calibrated to our measurements.
Estimation of the cloud transmittance from radiometric measurements at the ground level
DOE Office of Scientific and Technical Information (OSTI.GOV)
Costa, Dario; Mares, Oana, E-mail: mareshoana@yahoo.com
2014-11-24
The extinction of solar radiation due to the clouds is more significant than due to any other atmospheric constituent, but it is always difficult to be modeled because of the random distribution of clouds on the sky. Moreover, the transmittance of a layer of clouds is in a very complex relation with their type and depth. A method for estimating cloud transmittance was proposed in Paulescu et al. (Energ. Convers. Manage, 75 690–697, 2014). The approach is based on the hypothesis that the structure of the cloud covering the sun at a time moment does not change significantly in amore » short time interval (several minutes). Thus, the cloud transmittance can be calculated as the estimated coefficient of a simple linear regression for the computed versus measured solar irradiance in a time interval Δt. The aim of this paper is to optimize the length of the time interval Δt. Radiometric data measured on the Solar Platform of the West University of Timisoara during 2010 at a frequency of 1/15 seconds are used in this study.« less
Estimation of the cloud transmittance from radiometric measurements at the ground level
NASA Astrophysics Data System (ADS)
Costa, Dario; Mares, Oana
2014-11-01
The extinction of solar radiation due to the clouds is more significant than due to any other atmospheric constituent, but it is always difficult to be modeled because of the random distribution of clouds on the sky. Moreover, the transmittance of a layer of clouds is in a very complex relation with their type and depth. A method for estimating cloud transmittance was proposed in Paulescu et al. (Energ. Convers. Manage, 75 690-697, 2014). The approach is based on the hypothesis that the structure of the cloud covering the sun at a time moment does not change significantly in a short time interval (several minutes). Thus, the cloud transmittance can be calculated as the estimated coefficient of a simple linear regression for the computed versus measured solar irradiance in a time interval Δt. The aim of this paper is to optimize the length of the time interval Δt. Radiometric data measured on the Solar Platform of the West University of Timisoara during 2010 at a frequency of 1/15 seconds are used in this study.
Ng, Chaan S.; Hobbs, Brian P.; Wei, Wei; Anderson, Ella F.; Herron, Delise H.; Yao, James C.; Chandler, Adam G.
2014-01-01
Objective To assess the effects of sampling interval (SI) of CT perfusion acquisitions on CT perfusion values in normal liver and liver metastases from neuroendocrine tumors. Methods CT perfusion in 16 patients with neuroendocrine liver metastases were analyzed by distributed parameter modeling to yield tissue blood flow, blood volume, mean transit time, permeability, and hepatic arterial fraction, for tumor and normal liver. CT perfusion values for the reference sampling interval of 0.5s (SI0.5) were compared with those of SI datasets of 1s, 2s, 3s and 4s, using mixed-effects model analyses. Results Increases in SI beyond 1s were associated with significant and increasing departures of CT perfusion parameters from reference values at SI0.5 (p≤0.0009). CT perfusion values deviated from reference with increasing uncertainty with increasing SIs. Findings for normal liver were concordant. Conclusion Increasing SIs beyond 1s yield significantly different CT perfusion parameter values compared to reference values at SI0.5. PMID:25626401
Evaluation of statistical models for forecast errors from the HBV model
NASA Astrophysics Data System (ADS)
Engeland, Kolbjørn; Renard, Benjamin; Steinsland, Ingelin; Kolberg, Sjur
2010-04-01
SummaryThree statistical models for the forecast errors for inflow into the Langvatn reservoir in Northern Norway have been constructed and tested according to the agreement between (i) the forecast distribution and the observations and (ii) median values of the forecast distribution and the observations. For the first model observed and forecasted inflows were transformed by the Box-Cox transformation before a first order auto-regressive model was constructed for the forecast errors. The parameters were conditioned on weather classes. In the second model the Normal Quantile Transformation (NQT) was applied on observed and forecasted inflows before a similar first order auto-regressive model was constructed for the forecast errors. For the third model positive and negative errors were modeled separately. The errors were first NQT-transformed before conditioning the mean error values on climate, forecasted inflow and yesterday's error. To test the three models we applied three criterions: we wanted (a) the forecast distribution to be reliable; (b) the forecast intervals to be narrow; (c) the median values of the forecast distribution to be close to the observed values. Models 1 and 2 gave almost identical results. The median values improved the forecast with Nash-Sutcliffe R eff increasing from 0.77 for the original forecast to 0.87 for the corrected forecasts. Models 1 and 2 over-estimated the forecast intervals but gave the narrowest intervals. Their main drawback was that the distributions are less reliable than Model 3. For Model 3 the median values did not fit well since the auto-correlation was not accounted for. Since Model 3 did not benefit from the potential variance reduction that lies in bias estimation and removal it gave on average wider forecasts intervals than the two other models. At the same time Model 3 on average slightly under-estimated the forecast intervals, probably explained by the use of average measures to evaluate the fit.
Roberts-Ashby, Tina; Brandon N. Ashby,
2016-01-01
This paper demonstrates geospatial modification of the USGS methodology for assessing geologic CO2 storage resources, and was applied to the Pre-Punta Gorda Composite and Dollar Bay reservoirs of the South Florida Basin. The study provides detailed evaluation of porous intervals within these reservoirs and utilizes GIS to evaluate the potential spatial distribution of reservoir parameters and volume of CO2 that can be stored. This study also shows that incorporating spatial variation of parameters using detailed and robust datasets may improve estimates of storage resources when compared to applying uniform values across the study area derived from small datasets, like many assessment methodologies. Geospatially derived estimates of storage resources presented here (Pre-Punta Gorda Composite = 105,570 MtCO2; Dollar Bay = 24,760 MtCO2) were greater than previous assessments, which was largely attributed to the fact that detailed evaluation of these reservoirs resulted in higher estimates of porosity and net-porous thickness, and areas of high porosity and thick net-porous intervals were incorporated into the model, likely increasing the calculated volume of storage space available for CO2 sequestration. The geospatial method for evaluating CO2 storage resources also provides the ability to identify areas that potentially contain higher volumes of storage resources, as well as areas that might be less favorable.
NASA Astrophysics Data System (ADS)
Hemingway, Jordon D.; Rothman, Daniel H.; Rosengard, Sarah Z.; Galy, Valier V.
2017-11-01
Serial oxidation coupled with stable carbon and radiocarbon analysis of sequentially evolved CO2 is a promising method to characterize the relationship between organic carbon (OC) chemical composition, source, and residence time in the environment. However, observed decay profiles depend on experimental conditions and oxidation pathway. It is therefore necessary to properly assess serial oxidation kinetics before utilizing decay profiles as a measure of OC reactivity. We present a regularized inverse method to estimate the distribution of OC activation energy (E), a proxy for bond strength, using serial oxidation. Here, we apply this method to ramped temperature pyrolysis or oxidation (RPO) analysis but note that this approach is broadly applicable to any serial oxidation technique. RPO analysis directly compares thermal reactivity to isotope composition by determining the E range for OC decaying within each temperature interval over which CO2 is collected. By analyzing a decarbonated test sample at multiple masses and oven ramp rates, we show that OC decay during RPO analysis follows a superposition of parallel first-order kinetics and that resulting E distributions are independent of experimental conditions. We therefore propose the E distribution as a novel proxy to describe OC thermal reactivity and suggest that E vs. isotope relationships can provide new insight into the compositional controls on OC source and residence time.
Intervals for posttest probabilities: a comparison of 5 methods.
Mossman, D; Berger, J O
2001-01-01
Several medical articles discuss methods of constructing confidence intervals for single proportions and the likelihood ratio, but scant attention has been given to the systematic study of intervals for the posterior odds, or the positive predictive value, of a test. The authors describe 5 methods of constructing confidence intervals for posttest probabilities when estimates of sensitivity, specificity, and the pretest probability of a disorder are derived from empirical data. They then evaluate each method to determine how well the intervals' coverage properties correspond to their nominal value. When the estimates of pretest probabilities, sensitivity, and specificity are derived from more than 80 subjects and are not close to 0 or 1, all methods generate intervals with appropriate coverage properties. When these conditions are not met, however, the best-performing method is an objective Bayesian approach implemented by a simple simulation using a spreadsheet. Physicians and investigators can generate accurate confidence intervals for posttest probabilities in small-sample situations using the objective Bayesian approach.
GONe: Software for estimating effective population size in species with generational overlap
Coombs, J.A.; Letcher, B.H.; Nislow, K.H.
2012-01-01
GONe is a user-friendly, Windows-based program for estimating effective size (N e) in populations with overlapping generations. It uses the Jorde-Ryman modification to the temporal method to account for age structure in populations. This method requires estimates of age-specific survival and birth rate and allele frequencies measured in two or more consecutive cohorts. Allele frequencies are acquired by reading in genotypic data from files formatted for either GENEPOP or TEMPOFS. For each interval between consecutive cohorts, N e is estimated at each locus and over all loci. Furthermore, N e estimates are output for three different genetic drift estimators (F s, F c and F k). Confidence intervals are derived from a chi-square distribution with degrees of freedom equal to the number of independent alleles. GONe has been validated over a wide range of N e values, and for scenarios where survival and birth rates differ between sexes, sex ratios are unequal and reproductive variances differ. GONe is freely available for download at. ?? 2011 Blackwell Publishing Ltd.
Robustness-Based Design Optimization Under Data Uncertainty
NASA Technical Reports Server (NTRS)
Zaman, Kais; McDonald, Mark; Mahadevan, Sankaran; Green, Lawrence
2010-01-01
This paper proposes formulations and algorithms for design optimization under both aleatory (i.e., natural or physical variability) and epistemic uncertainty (i.e., imprecise probabilistic information), from the perspective of system robustness. The proposed formulations deal with epistemic uncertainty arising from both sparse and interval data without any assumption about the probability distributions of the random variables. A decoupled approach is proposed in this paper to un-nest the robustness-based design from the analysis of non-design epistemic variables to achieve computational efficiency. The proposed methods are illustrated for the upper stage design problem of a two-stage-to-orbit (TSTO) vehicle, where the information on the random design inputs are only available as sparse point and/or interval data. As collecting more data reduces uncertainty but increases cost, the effect of sample size on the optimality and robustness of the solution is also studied. A method is developed to determine the optimal sample size for sparse point data that leads to the solutions of the design problem that are least sensitive to variations in the input random variables.
Stephan, Peter; Schmid, Christina; Freckmann, Guido; Pleus, Stefan; Haug, Cornelia; Müller, Peter
2015-10-09
The measurement accuracy of systems for self-monitoring of blood glucose (SMBG) is usually analyzed by a method comparison in which the analysis results are displayed using difference plots or similar graphs. However, such plots become difficult to comprehend as the number of data points displayed increases. This article introduces a new approach, the rectangle target plot (RTP), which aims to provide a simplified and comprehensible visualization of accuracy data. The RTP is based on ISO 15197 accuracy evaluations of SMBG systems. Two-sided tolerance intervals for normally distributed data are calculated for absolute and relative differences at glucose concentrations <100 mg/dL and ≥100 mg/dL. These tolerance intervals provide an estimator of where a 90% proportion of results is found with a confidence level of 95%. Plotting these tolerance intervals generates a rectangle whose center indicates the systematic measurement difference of the investigated system relative to the comparison method. The size of the rectangle depends on the measurement variability. The RTP provides a means of displaying measurement accuracy data in a simple and comprehensible manner. The visualization is simplified by reducing the displayed information from typically 200 data points to just 1 rectangle. Furthermore, this allows data for several systems or several lots from 1 system to be displayed clearly and concisely in a single graph. © 2015 Diabetes Technology Society.
Hutsell, Blake A; Banks, Matthew L
2015-08-15
Working memory is a domain of 'executive function.' Delayed nonmatching-to-sample (DNMTS) procedures are commonly used to examine working memory in both human laboratory and preclinical studies. The aim was to develop an automated DNMTS procedure maintained by food pellets in rhesus monkeys using a touch-sensitive screen attached to the housing chamber. Specifically, the DNMTS procedure was a 2-stimulus, 2-choice recognition memory task employing unidimensional discriminative stimuli and randomized delay interval presentations. DNMTS maintained a delay-dependent decrease in discriminability that was independent of the retention interval distribution. Eliminating reinforcer availability during a single delay session or providing food pellets before the session did not systematically alter accuracy, but did reduce total choices. Increasing the intertrial interval enhanced accuracy at short delays. Acute Δ(9)-THC pretreatment produced delay interval-dependent changes in the forgetting function at doses that did not alter total choices. Acute methylphenidate pretreatment only decreased total choices. All monkeys were trained to perform NMTS at the 1s training delay within 60 days of initiating operant touch training. Furthermore, forgetting functions were reliably delay interval-dependent and stable over the experimental period (∼6 months). Consistent with previous studies, increasing the intertrial interval improved DNMTS performance, whereas Δ(9)-THC disrupted DNMTS performance independent of changes in total choices. Overall, the touchscreen-based DNMTS procedure described provides an efficient method for training and testing experimental manipulations on working memory in unrestrained rhesus monkeys. Copyright © 2015 Elsevier B.V. All rights reserved.
Discrete-storm water-table fluctuation method to estimate episodic recharge.
Nimmo, John R; Horowitz, Charles; Mitchell, Lara
2015-01-01
We have developed a method to identify and quantify recharge episodes, along with their associated infiltration-related inputs, by a consistent, systematic procedure. Our algorithm partitions a time series of water levels into discrete recharge episodes and intervals of no episodic recharge. It correlates each recharge episode with a specific interval of rainfall, so storm characteristics such as intensity and duration can be associated with the amount of recharge that results. To be useful in humid climates, the algorithm evaluates the separability of events, so that those whose recharge cannot be associated with a single storm can be appropriately lumped together. Elements of this method that are subject to subjectivity in the application of hydrologic judgment are values of lag time, fluctuation tolerance, and master recession parameters. Because these are determined once for a given site, they do not contribute subjective influences affecting episode-to-episode comparisons. By centralizing the elements requiring scientific judgment, our method facilitates such comparisons by keeping the most subjective elements openly apparent, making it easy to maintain consistency. If applied to a period of data long enough to include recharge episodes with broadly diverse characteristics, the method has value for predicting how climatic alterations in the distribution of storm intensities and seasonal duration may affect recharge. Published 2014. This article is a U.S. Government work and is in the public domain in the USA.
Comparison of neuronal spike exchange methods on a Blue Gene/P supercomputer.
Hines, Michael; Kumar, Sameer; Schürmann, Felix
2011-01-01
For neural network simulations on parallel machines, interprocessor spike communication can be a significant portion of the total simulation time. The performance of several spike exchange methods using a Blue Gene/P (BG/P) supercomputer has been tested with 8-128 K cores using randomly connected networks of up to 32 M cells with 1 k connections per cell and 4 M cells with 10 k connections per cell, i.e., on the order of 4·10(10) connections (K is 1024, M is 1024(2), and k is 1000). The spike exchange methods used are the standard Message Passing Interface (MPI) collective, MPI_Allgather, and several variants of the non-blocking Multisend method either implemented via non-blocking MPI_Isend, or exploiting the possibility of very low overhead direct memory access (DMA) communication available on the BG/P. In all cases, the worst performing method was that using MPI_Isend due to the high overhead of initiating a spike communication. The two best performing methods-the persistent Multisend method using the Record-Replay feature of the Deep Computing Messaging Framework DCMF_Multicast; and a two-phase multisend in which a DCMF_Multicast is used to first send to a subset of phase one destination cores, which then pass it on to their subset of phase two destination cores-had similar performance with very low overhead for the initiation of spike communication. Departure from ideal scaling for the Multisend methods is almost completely due to load imbalance caused by the large variation in number of cells that fire on each processor in the interval between synchronization. Spike exchange time itself is negligible since transmission overlaps with computation and is handled by a DMA controller. We conclude that ideal performance scaling will be ultimately limited by imbalance between incoming processor spikes between synchronization intervals. Thus, counterintuitively, maximization of load balance requires that the distribution of cells on processors should not reflect neural net architecture but be randomly distributed so that sets of cells which are burst firing together should be on different processors with their targets on as large a set of processors as possible.
A Comparison of the β-Substitution Method and a Bayesian Method for Analyzing Left-Censored Data.
Huynh, Tran; Quick, Harrison; Ramachandran, Gurumurthy; Banerjee, Sudipto; Stenzel, Mark; Sandler, Dale P; Engel, Lawrence S; Kwok, Richard K; Blair, Aaron; Stewart, Patricia A
2016-01-01
Classical statistical methods for analyzing exposure data with values below the detection limits are well described in the occupational hygiene literature, but an evaluation of a Bayesian approach for handling such data is currently lacking. Here, we first describe a Bayesian framework for analyzing censored data. We then present the results of a simulation study conducted to compare the β-substitution method with a Bayesian method for exposure datasets drawn from lognormal distributions and mixed lognormal distributions with varying sample sizes, geometric standard deviations (GSDs), and censoring for single and multiple limits of detection. For each set of factors, estimates for the arithmetic mean (AM), geometric mean, GSD, and the 95th percentile (X0.95) of the exposure distribution were obtained. We evaluated the performance of each method using relative bias, the root mean squared error (rMSE), and coverage (the proportion of the computed 95% uncertainty intervals containing the true value). The Bayesian method using non-informative priors and the β-substitution method were generally comparable in bias and rMSE when estimating the AM and GM. For the GSD and the 95th percentile, the Bayesian method with non-informative priors was more biased and had a higher rMSE than the β-substitution method, but use of more informative priors generally improved the Bayesian method's performance, making both the bias and the rMSE more comparable to the β-substitution method. An advantage of the Bayesian method is that it provided estimates of uncertainty for these parameters of interest and good coverage, whereas the β-substitution method only provided estimates of uncertainty for the AM, and coverage was not as consistent. Selection of one or the other method depends on the needs of the practitioner, the availability of prior information, and the distribution characteristics of the measurement data. We suggest the use of Bayesian methods if the practitioner has the computational resources and prior information, as the method would generally provide accurate estimates and also provides the distributions of all of the parameters, which could be useful for making decisions in some applications. © The Author 2015. Published by Oxford University Press on behalf of the British Occupational Hygiene Society.
Asteroid models from the Lowell photometric database
NASA Astrophysics Data System (ADS)
Ďurech, J.; Hanuš, J.; Oszkiewicz, D.; Vančo, R.
2016-03-01
Context. Information about shapes and spin states of individual asteroids is important for the study of the whole asteroid population. For asteroids from the main belt, most of the shape models available now have been reconstructed from disk-integrated photometry by the lightcurve inversion method. Aims: We want to significantly enlarge the current sample (~350) of available asteroid models. Methods: We use the lightcurve inversion method to derive new shape models and spin states of asteroids from the sparse-in-time photometry compiled in the Lowell Photometric Database. To speed up the time-consuming process of scanning the period parameter space through the use of convex shape models, we use the distributed computing project Asteroids@home, running on the Berkeley Open Infrastructure for Network Computing (BOINC) platform. This way, the period-search interval is divided into hundreds of smaller intervals. These intervals are scanned separately by different volunteers and then joined together. We also use an alternative, faster, approach when searching the best-fit period by using a model of triaxial ellipsoid. By this, we can independently confirm periods found with convex models and also find rotation periods for some of those asteroids for which the convex-model approach gives too many solutions. Results: From the analysis of Lowell photometric data of the first 100 000 numbered asteroids, we derived 328 new models. This almost doubles the number of available models. We tested the reliability of our results by comparing models that were derived from purely Lowell data with those based on dense lightcurves, and we found that the rate of false-positive solutions is very low. We also present updated plots of the distribution of spin obliquities and pole ecliptic longitudes that confirm previous findings about a non-uniform distribution of spin axes. However, the models reconstructed from noisy sparse data are heavily biased towards more elongated bodies with high lightcurve amplitudes. Conclusions: The Lowell Photometric Database is a rich and reliable source of information about the spin states of asteroids. We expect hundreds of other asteroid models for asteroids with numbers larger than 100 000 to be derivable from this data set. More models will be able to be reconstructed when Lowell data are merged with other photometry. Tables 1 and 2 are only available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (ftp://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/587/A48
An introduction to using Bayesian linear regression with clinical data.
Baldwin, Scott A; Larson, Michael J
2017-11-01
Statistical training psychology focuses on frequentist methods. Bayesian methods are an alternative to standard frequentist methods. This article provides researchers with an introduction to fundamental ideas in Bayesian modeling. We use data from an electroencephalogram (EEG) and anxiety study to illustrate Bayesian models. Specifically, the models examine the relationship between error-related negativity (ERN), a particular event-related potential, and trait anxiety. Methodological topics covered include: how to set up a regression model in a Bayesian framework, specifying priors, examining convergence of the model, visualizing and interpreting posterior distributions, interval estimates, expected and predicted values, and model comparison tools. We also discuss situations where Bayesian methods can outperform frequentist methods as well has how to specify more complicated regression models. Finally, we conclude with recommendations about reporting guidelines for those using Bayesian methods in their own research. We provide data and R code for replicating our analyses. Copyright © 2017 Elsevier Ltd. All rights reserved.
Automated scoring system of standard uptake value for torso FDG-PET images
NASA Astrophysics Data System (ADS)
Hara, Takeshi; Kobayashi, Tatsunori; Kawai, Kazunao; Zhou, Xiangrong; Itoh, Satoshi; Katafuchi, Tetsuro; Fujita, Hiroshi
2008-03-01
The purpose of this work was to develop an automated method to calculate the score of SUV for torso region on FDG-PET scans. The three dimensional distributions for the mean and the standard deviation values of SUV were stored in each volume to score the SUV in corresponding pixel position within unknown scans. The modeling methods is based on SPM approach using correction technique of Euler characteristic and Resel (Resolution element). We employed 197 nor-mal cases (male: 143, female: 54) to assemble the normal metabolism distribution of FDG. The physique were registered each other in a rectangular parallelepiped shape using affine transformation and Thin-Plate-Spline technique. The regions of the three organs were determined based on semi-automated procedure. Seventy-three abnormal spots were used to estimate the effectiveness of the scoring methods. As a result, the score images correctly represented that the scores for normal cases were between zeros to plus/minus 2 SD. Most of the scores of abnormal spots associated with cancer were lager than the upper of the SUV interval of normal organs.
Accounting for range uncertainties in the optimization of intensity modulated proton therapy.
Unkelbach, Jan; Chan, Timothy C Y; Bortfeld, Thomas
2007-05-21
Treatment plans optimized for intensity modulated proton therapy (IMPT) may be sensitive to range variations. The dose distribution may deteriorate substantially when the actual range of a pencil beam does not match the assumed range. We present two treatment planning concepts for IMPT which incorporate range uncertainties into the optimization. The first method is a probabilistic approach. The range of a pencil beam is assumed to be a random variable, which makes the delivered dose and the value of the objective function a random variable too. We then propose to optimize the expectation value of the objective function. The second approach is a robust formulation that applies methods developed in the field of robust linear programming. This approach optimizes the worst case dose distribution that may occur, assuming that the ranges of the pencil beams may vary within some interval. Both methods yield treatment plans that are considerably less sensitive to range variations compared to conventional treatment plans optimized without accounting for range uncertainties. In addition, both approaches--although conceptually different--yield very similar results on a qualitative level.
Testing an Impedance Non-destructive Method to Evaluate Steel-Fiber Concrete Samples
NASA Astrophysics Data System (ADS)
Komarkova, Tereza; Fiala, Pavel; Steinbauer, Miloslav; Roubal, Zdenek
2018-02-01
Steel-fiber reinforced concrete is a composite material characterized by outstanding tensile properties and resistance to the development of cracks. The concrete, however, exhibits such characteristics only on the condition that the steel fibers in the final, hardened composite have been distributed evenly. The current methods to evaluate the distribution and concentration of a fiber composite are either destructive or exhibit a limited capability of evaluating the concentration and orientation of the fibers. In this context, the paper discusses tests related to the evaluation of the density and orientation of fibers in a composite material. Compared to the approaches used to date, the proposed technique is based on the evaluation of the electrical impedance Z in the band close to the resonance of the sensor-sample configuration. Using analytically expressed equations, we can evaluate the monitored part of the composite and its density at various depths of the tested sample. The method employs test blocks of composites, utilizing the resonance of the measuring device and the measured sample set; the desired state occurs within the interval of between f=3 kHz and 400 kHz.
Acoustic design by topology optimization
NASA Astrophysics Data System (ADS)
Dühring, Maria B.; Jensen, Jakob S.; Sigmund, Ole
2008-11-01
To bring down noise levels in human surroundings is an important issue and a method to reduce noise by means of topology optimization is presented here. The acoustic field is modeled by Helmholtz equation and the topology optimization method is based on continuous material interpolation functions in the density and bulk modulus. The objective function is the squared sound pressure amplitude. First, room acoustic problems are considered and it is shown that the sound level can be reduced in a certain part of the room by an optimized distribution of reflecting material in a design domain along the ceiling or by distribution of absorbing and reflecting material along the walls. We obtain well defined optimized designs for a single frequency or a frequency interval for both 2D and 3D problems when considering low frequencies. Second, it is shown that the method can be applied to design outdoor sound barriers in order to reduce the sound level in the shadow zone behind the barrier. A reduction of up to 10 dB for a single barrier and almost 30 dB when using two barriers are achieved compared to utilizing conventional sound barriers.
NASA Astrophysics Data System (ADS)
Naylor, M.; Main, I. G.; Greenhough, J.; Bell, A. F.; McCloskey, J.
2009-04-01
The Sumatran Boxing Day earthquake and subsequent large events provide an opportunity to re-evaluate the statistical evidence for characteristic earthquake events in frequency-magnitude distributions. Our aims are to (i) improve intuition regarding the properties of samples drawn from power laws, (ii) illustrate using random samples how appropriate Poisson confidence intervals can both aid the eye and provide an appropriate statistical evaluation of data drawn from power-law distributions, and (iii) apply these confidence intervals to test for evidence of characteristic earthquakes in subduction-zone frequency-magnitude distributions. We find no need for a characteristic model to describe frequency magnitude distributions in any of the investigated subduction zones, including Sumatra, due to an emergent skew in residuals of power law count data at high magnitudes combined with a sample bias for examining large earthquakes as candidate characteristic events.
Modified Confidence Intervals for the Mean of an Autoregressive Process.
1985-08-01
Validity of the method 45 3.6 Theorem 47 4 Derivation of corrections 48 Introduction 48 The zero order pivot 50 4.1 Algorithm 50 CONTENTS The first...of standard confidence intervals. There are several standard methods of setting confidence intervals in simulations, including the regener- ative... method , batch means, and time series methods . We-will focus-s on improved confidence intervals for the mean of an autoregressive process, and as such our
Li, Xiang; Kuk, Anthony Y C; Xu, Jinfeng
2014-12-10
Human biomonitoring of exposure to environmental chemicals is important. Individual monitoring is not viable because of low individual exposure level or insufficient volume of materials and the prohibitive cost of taking measurements from many subjects. Pooling of samples is an efficient and cost-effective way to collect data. Estimation is, however, complicated as individual values within each pool are not observed but are only known up to their average or weighted average. The distribution of such averages is intractable when the individual measurements are lognormally distributed, which is a common assumption. We propose to replace the intractable distribution of the pool averages by a Gaussian likelihood to obtain parameter estimates. If the pool size is large, this method produces statistically efficient estimates, but regardless of pool size, the method yields consistent estimates as the number of pools increases. An empirical Bayes (EB) Gaussian likelihood approach, as well as its Bayesian analog, is developed to pool information from various demographic groups by using a mixed-effect formulation. We also discuss methods to estimate the underlying mean-variance relationship and to select a good model for the means, which can be incorporated into the proposed EB or Bayes framework. By borrowing strength across groups, the EB estimator is more efficient than the individual group-specific estimator. Simulation results show that the EB Gaussian likelihood estimates outperform a previous method proposed for the National Health and Nutrition Examination Surveys with much smaller bias and better coverage in interval estimation, especially after correction of bias. Copyright © 2014 John Wiley & Sons, Ltd.
Daluwatte, Chathuri; Vicente, Jose; Galeotti, Loriano; Johannesen, Lars; Strauss, David G; Scully, Christopher G
Performance of ECG beat detectors is traditionally assessed on long intervals (e.g.: 30min), but only incorrect detections within a short interval (e.g.: 10s) may cause incorrect (i.e., missed+false) heart rate limit alarms (tachycardia and bradycardia). We propose a novel performance metric based on distribution of incorrect beat detection over a short interval and assess its relationship with incorrect heart rate limit alarm rates. Six ECG beat detectors were assessed using performance metrics over long interval (sensitivity and positive predictive value over 30min) and short interval (Area Under empirical cumulative distribution function (AUecdf) for short interval (i.e., 10s) sensitivity and positive predictive value) on two ECG databases. False heart rate limit and asystole alarm rates calculated using a third ECG database were then correlated (Spearman's rank correlation) with each calculated performance metric. False alarm rates correlated with sensitivity calculated on long interval (i.e., 30min) (ρ=-0.8 and p<0.05) and AUecdf for sensitivity (ρ=0.9 and p<0.05) in all assessed ECG databases. Sensitivity over 30min grouped the two detectors with lowest false alarm rates while AUecdf for sensitivity provided further information to identify the two beat detectors with highest false alarm rates as well, which was inseparable with sensitivity over 30min. Short interval performance metrics can provide insights on the potential of a beat detector to generate incorrect heart rate limit alarms. Published by Elsevier Inc.
Confidence intervals for correlations when data are not normal.
Bishara, Anthony J; Hittner, James B
2017-02-01
With nonnormal data, the typical confidence interval of the correlation (Fisher z') may be inaccurate. The literature has been unclear as to which of several alternative methods should be used instead, and how extreme a violation of normality is needed to justify an alternative. Through Monte Carlo simulation, 11 confidence interval methods were compared, including Fisher z', two Spearman rank-order methods, the Box-Cox transformation, rank-based inverse normal (RIN) transformation, and various bootstrap methods. Nonnormality often distorted the Fisher z' confidence interval-for example, leading to a 95 % confidence interval that had actual coverage as low as 68 %. Increasing the sample size sometimes worsened this problem. Inaccurate Fisher z' intervals could be predicted by a sample kurtosis of at least 2, an absolute sample skewness of at least 1, or significant violations of normality hypothesis tests. Only the Spearman rank-order and RIN transformation methods were universally robust to nonnormality. Among the bootstrap methods, an observed imposed bootstrap came closest to accurate coverage, though it often resulted in an overly long interval. The results suggest that sample nonnormality can justify avoidance of the Fisher z' interval in favor of a more robust alternative. R code for the relevant methods is provided in supplementary materials.
NASA Astrophysics Data System (ADS)
Yasui, Takeshi
2017-08-01
Optical frequency combs are innovative tools for broadband spectroscopy because a series of comb modes can serve as frequency markers that are traceable to a microwave frequency standard. However, a mode distribution that is too discrete limits the spectral sampling interval to the mode frequency spacing even though individual mode linewidth is sufficiently narrow. Here, using a combination of a spectral interleaving and dual-comb spectroscopy in the terahertz (THz) region, we achieved a spectral sampling interval equal to the mode linewidth rather than the mode spacing. The spectrally interleaved THz comb was realized by sweeping the laser repetition frequency and interleaving additional frequency marks. In low-pressure gas spectroscopy, we achieved an improved spectral sampling density of 2.5 MHz and enhanced spectral accuracy of 8.39 × 10-7 in the THz region. The proposed method is a powerful tool for simultaneously achieving high resolution, high accuracy, and broad spectral coverage in THz spectroscopy.
Li, Yongping; Huang, Guohe
2009-03-01
In this study, a dynamic analysis approach based on an inexact multistage integer programming (IMIP) model is developed for supporting municipal solid waste (MSW) management under uncertainty. Techniques of interval-parameter programming and multistage stochastic programming are incorporated within an integer-programming framework. The developed IMIP can deal with uncertainties expressed as probability distributions and interval numbers, and can reflect the dynamics in terms of decisions for waste-flow allocation and facility-capacity expansion over a multistage context. Moreover, the IMIP can be used for analyzing various policy scenarios that are associated with different levels of economic consequences. The developed method is applied to a case study of long-term waste-management planning. The results indicate that reasonable solutions have been generated for binary and continuous variables. They can help generate desired decisions of system-capacity expansion and waste-flow allocation with a minimized system cost and maximized system reliability.
Estimation of treatment effect in a subpopulation: An empirical Bayes approach.
Shen, Changyu; Li, Xiaochun; Jeong, Jaesik
2016-01-01
It is well recognized that the benefit of a medical intervention may not be distributed evenly in the target population due to patient heterogeneity, and conclusions based on conventional randomized clinical trials may not apply to every person. Given the increasing cost of randomized trials and difficulties in recruiting patients, there is a strong need to develop analytical approaches to estimate treatment effect in subpopulations. In particular, due to limited sample size for subpopulations and the need for multiple comparisons, standard analysis tends to yield wide confidence intervals of the treatment effect that are often noninformative. We propose an empirical Bayes approach to combine both information embedded in a target subpopulation and information from other subjects to construct confidence intervals of the treatment effect. The method is appealing in its simplicity and tangibility in characterizing the uncertainty about the true treatment effect. Simulation studies and a real data analysis are presented.
Distributed Sensible Heat Flux Measurements for Wireless Sensor Networks
NASA Astrophysics Data System (ADS)
Huwald, H.; Brauchli, T.; Lehning, M.; Higgins, C. W.
2015-12-01
The sensible heat flux component of the surface energy balance is typically computed using eddy covariance or two point profile measurements while alternative approaches such as the flux variance method based on convective scaling has been much less explored and applied. Flux variance (FV) certainly has a few limitations and constraints but may be an interesting and competitive method in low-cost and power limited wireless sensor networks (WSN) with the advantage of providing spatio-temporal sensible heat flux over the domain of the network. In a first step, parameters such as sampling frequency, sensor response time, and averaging interval are investigated. Then we explore the applicability and the potential of the FV method for use in WSN in a field experiment. Low-cost sensor systems are tested and compared against reference instruments (3D sonic anemometers) to evaluate the performance and limitations of the sensors as well as the method with respect to the standard calculations. Comparison experiments were carried out at several sites to gauge the flux measurements over different surface types (gravel, grass, water) from the low-cost systems. This study should also serve as an example of spatially distributed sensible heat flux measurements.
The application of prototype point processes for the summary and description of California wildfires
Nichols, K.; Schoenberg, F.P.; Keeley, J.E.; Bray, A.; Diez, D.
2011-01-01
A method for summarizing repeated realizations of a space-time marked point process, known as prototyping, is discussed and applied to catalogues of wildfires in California. Prototype summaries are constructed for varying time intervals using California wildfire data from 1990 to 2006. Previous work on prototypes for temporal and space-time point processes is extended here to include methods for computing prototypes with marks and the incorporation of prototype summaries into hierarchical clustering algorithms, the latter of which is used to delineate fire seasons in California. Other results include summaries of patterns in the spatial-temporal distribution of wildfires within each wildfire season. ?? 2011 Blackwell Publishing Ltd.
Vallejo, C; Perez, J; Rodriguez, R; Cuevas, M; Machiavelli, M; Lacava, J; Romero, A; Rabinovich, M; Leone, B
1994-03-01
The development of ultimate visceral metastases and the visceral metastases-free time interval was evaluated in patients with breast carcinoma bearing bone-only metastases. Ninety patients were identified and were subdivided into three groups according to the anatomic distribution of osseous lesions: group A with osseous involvement cranial to the lumbosacral junction, group B caudal to this, and group C with lesions in both areas. The purpose of this subdivision was to evaluate if there is any correlation between bone-metastases distribution and probability of developing visceral lesions. All patients received systemic therapy consisting of hormonal therapy, chemotherapy or both. The median survival for the whole group was 28 months, whereas it was 33, 43 and 26 months for patients in groups A, B and C, respectively (p=NS). No differences in subsequent visceral involvement and visceral-free time interval were observed among the three groups of patients regardless of tumor burden. In conclusion, our analyses did not show significant differences in the incidence of visceral metastases, visceral metastases-free time interval and overall survival in patients with breast cancer with bone-only lesions independently of anatomic distribution.
Resistivity dependence on Zn concentration in semi-insulating (Cd,Zn)Te
NASA Astrophysics Data System (ADS)
Fiederle, Michael; Fauler, Alex; Babentsov, Vladimir N.; Franc, Jan; Benz, Klaus Werner
2003-01-01
The resistivity dependence on Zn concentration had been investigated in semi-insulating (Cd,Zn)Te crystals grown by the vertical Bridgman method. A coorelation between the zinc concentration and the resistivity distribution could be found. The obtained resistivity was in the interval of 2 ×109-1010 Ω cm as expected from the model of compensation. The main deep compensating levels detected by Photo Induced Current Transient Spectroscopy (PICTS) were at 0.64 +/- 0.02 eV and close the middle of the band gap at 0.80 +/- 0.02 eV.
NASA Astrophysics Data System (ADS)
Rahmani, Kianoosh; Kavousifard, Farzaneh; Abbasi, Alireza
2017-09-01
This article proposes a novel probabilistic Distribution Feeder Reconfiguration (DFR) based method to consider the uncertainty impacts into account with high accuracy. In order to achieve the set aim, different scenarios are generated to demonstrate the degree of uncertainty in the investigated elements which are known as the active and reactive load consumption and the active power generation of the wind power units. Notably, a normal Probability Density Function (PDF) based on the desired accuracy is divided into several class intervals for each uncertain parameter. Besides, the Weiball PDF is utilised for modelling wind generators and taking the variation impacts of the power production in wind generators. The proposed problem is solved based on Fuzzy Adaptive Modified Particle Swarm Optimisation to find the most optimal switching scheme during the Multi-objective DFR. Moreover, this paper holds two suggestions known as new mutation methods to adjust the inertia weight of PSO by the fuzzy rules to enhance its ability in global searching within the entire search space.
Methods of Stochastic Analysis of Complex Regimes in the 3D Hindmarsh-Rose Neuron Model
NASA Astrophysics Data System (ADS)
Bashkirtseva, Irina; Ryashko, Lev; Slepukhina, Evdokia
A problem of the stochastic nonlinear analysis of neuronal activity is studied by the example of the Hindmarsh-Rose (HR) model. For the parametric region of tonic spiking oscillations, it is shown that random noise transforms the spiking dynamic regime into the bursting one. This stochastic phenomenon is specified by qualitative changes in distributions of random trajectories and interspike intervals (ISIs). For a quantitative analysis of the noise-induced bursting, we suggest a constructive semi-analytical approach based on the stochastic sensitivity function (SSF) technique and the method of confidence domains that allows us to describe geometrically a distribution of random states around the deterministic attractors. Using this approach, we develop a new algorithm for estimation of critical values for the noise intensity corresponding to the qualitative changes in stochastic dynamics. We show that the obtained estimations are in good agreement with the numerical results. An interplay between noise-induced bursting and transitions from order to chaos is discussed.
Cutting Force Predication Based on Integration of Symmetric Fuzzy Number and Finite Element Method
Wang, Zhanli; Hu, Yanjuan; Wang, Yao; Dong, Chao; Pang, Zaixiang
2014-01-01
In the process of turning, pointing at the uncertain phenomenon of cutting which is caused by the disturbance of random factors, for determining the uncertain scope of cutting force, the integrated symmetric fuzzy number and the finite element method (FEM) are used in the prediction of cutting force. The method used symmetric fuzzy number to establish fuzzy function between cutting force and three factors and obtained the uncertain interval of cutting force by linear programming. At the same time, the change curve of cutting force with time was directly simulated by using thermal-mechanical coupling FEM; also the nonuniform stress field and temperature distribution of workpiece, tool, and chip under the action of thermal-mechanical coupling were simulated. The experimental result shows that the method is effective for the uncertain prediction of cutting force. PMID:24790556
NASA Astrophysics Data System (ADS)
Zhang, Penghui; Zhang, Jinliang; Wang, Jinkai; Li, Ming; Liang, Jie; Wu, Yingli
2018-05-01
Flow units classification can be used in reservoir characterization. In addition, characterizing the reservoir interval into flow units is an effective way to simulate the reservoir. Paraflow units (PFUs), the second level of flow units, are used to estimate the spatial distribution of continental clastic reservoirs at the detailed reservoir description stage. In this study, we investigate a nonroutine methodology to predict the external and internal distribution of PFUs. The methodology outlined enables the classification of PFUs using sandstone core samples and log data. The relationships obtained between porosity, permeability and pore throat aperture radii (r35) values were established for core and log data obtained from 26 wells from the Funing Formation, Gaoji Oilfield, Subei Basin, China. The present study refines predicted PFUs at logged (0.125-m) intervals, whose scale is much smaller than routine methods. Meanwhile, three-dimensional models are built using sequential indicator simulation to characterize PFUs in wells. Four distinct PFUs are classified and located based on the statistical methodology of cluster analysis, and each PFU has different seepage ability. The results of this study demonstrate the obtained models are able to quantify reservoir heterogeneity. Due to different petrophysical characteristics and seepage ability, PFUs have a significant impact on the distribution of the remaining oil. Considering these allows a more accurate understanding of reservoir quality, especially within non-marine sandstone reservoirs.
Site characterization in densely fractured dolomite: Comparison of methods
Muldoon, M.; Bradbury, K.R.
2005-01-01
One of the challenges in characterizing fractured-rock aquifers is determining whether the equivalent porous medium approximation is valid at the problem scale. Detailed hydrogeologic characterization completed at a small study site in a densely fractured dolomite has yielded an extensive data set that was used to evaluate the utility of the continuum and discrete-fracture approaches to aquifer characterization. There are two near-vertical sets of fractures at the site; near-horizontal bedding-plane partings constitute a third fracture set. Eighteen boreholes, including five coreholes, were drilled to a depth of ???10.6 m. Borehole geophysical logs revealed several laterally extensive horizontal fractures and dissolution zones. Flowmeter and short-interval packer testing identified which of these features were hydraulically important. A monitoring system, consisting of short-interval piezometers and multilevel samplers, was designed to monitor four horizontal fractures and two dissolution zones. The resulting network consisted of >70 sampling points and allowed detailed monitoring of head distributions in three dimensions. Comparison of distributions of hydraulic head - and hydraulic conductivity determined by these two approaches suggests that even in a densely fractured-carbonate aquifer, a characterization approach using traditional long-interval monitoring wells is inadequate to characterize ground water movement for the purposes of regulatory monitoring or site remediation. In addition, traditional multiwell pumping tests yield an average or bulk hydraulic conductivity that is not adequate for predicting rapid ground water travel times through the fracture network, and the pumping test response does not appear to be an adequate tool for assessing whether the porous medium approximation is valid. Copyright ?? 2005 National Ground Water Association.
Lei, Xiaohui; Wang, Chao; Yue, Dong; Xie, Xiangpeng
2017-01-01
Since wind power is integrated into the thermal power operation system, dynamic economic emission dispatch (DEED) has become a new challenge due to its uncertain characteristics. This paper proposes an adaptive grid based multi-objective Cauchy differential evolution (AGB-MOCDE) for solving stochastic DEED with wind power uncertainty. To properly deal with wind power uncertainty, some scenarios are generated to simulate those possible situations by dividing the uncertainty domain into different intervals, the probability of each interval can be calculated using the cumulative distribution function, and a stochastic DEED model can be formulated under different scenarios. For enhancing the optimization efficiency, Cauchy mutation operation is utilized to improve differential evolution by adjusting the population diversity during the population evolution process, and an adaptive grid is constructed for retaining diversity distribution of Pareto front. With consideration of large number of generated scenarios, the reduction mechanism is carried out to decrease the scenarios number with covariance relationships, which can greatly decrease the computational complexity. Moreover, the constraint-handling technique is also utilized to deal with the system load balance while considering transmission loss among thermal units and wind farms, all the constraint limits can be satisfied under the permitted accuracy. After the proposed method is simulated on three test systems, the obtained results reveal that in comparison with other alternatives, the proposed AGB-MOCDE can optimize the DEED problem while handling all constraint limits, and the optimal scheme of stochastic DEED can decrease the conservation of interval optimization, which can provide a more valuable optimal scheme for real-world applications. PMID:28961262
Site characterization in densely fractured dolomite: comparison of methods.
Muldoon, Maureen; Bradbury, Ken R
2005-01-01
One of the challenges in characterizing fractured-rock aquifers is determining whether the equivalent porous medium approximation is valid at the problem scale. Detailed hydrogeologic characterization completed at a small study site in a densely fractured dolomite has yielded an extensive data set that was used to evaluate the utility of the continuum and discrete-fracture approaches to aquifer characterization. There are two near-vertical sets of fractures at the site; near-horizontal bedding-plane partings constitute a third fracture set. Eighteen boreholes, including five coreholes, were drilled to a depth of approximately 10.6 m. Borehole geophysical logs revealed several laterally extensive horizontal fractures and dissolution zones. Flowmeter and short-interval packer testing identified which of these features were hydraulically important. A monitoring system, consisting of short-interval piezometers and multilevel samplers, was designed to monitor four horizontal fractures and two dissolution zones. The resulting network consisted of >70 sampling points and allowed detailed monitoring of head distributions in three dimensions. Comparison of distributions of hydraulic head and hydraulic conductivity determined by these two approaches suggests that even in a densely fractured-carbonate aquifer, a characterization approach using traditional long-interval monitoring wells is inadequate to characterize ground water movement for the purposes of regulatory monitoring or site remediation. In addition, traditional multiwell pumping tests yield an average or bulk hydraulic conductivity that is not adequate for predicting rapid ground water travel times through the fracture network, and the pumping test response does not appear to be an adequate tool for assessing whether the porous medium approximation is valid.
NASA Astrophysics Data System (ADS)
Zhang, G.; Lu, D.; Ye, M.; Gunzburger, M.
2011-12-01
Markov Chain Monte Carlo (MCMC) methods have been widely used in many fields of uncertainty analysis to estimate the posterior distributions of parameters and credible intervals of predictions in the Bayesian framework. However, in practice, MCMC may be computationally unaffordable due to slow convergence and the excessive number of forward model executions required, especially when the forward model is expensive to compute. Both disadvantages arise from the curse of dimensionality, i.e., the posterior distribution is usually a multivariate function of parameters. Recently, sparse grid method has been demonstrated to be an effective technique for coping with high-dimensional interpolation or integration problems. Thus, in order to accelerate the forward model and avoid the slow convergence of MCMC, we propose a new method for uncertainty analysis based on sparse grid interpolation and quasi-Monte Carlo sampling. First, we construct a polynomial approximation of the forward model in the parameter space by using the sparse grid interpolation. This approximation then defines an accurate surrogate posterior distribution that can be evaluated repeatedly at minimal computational cost. Second, instead of using MCMC, a quasi-Monte Carlo method is applied to draw samples in the parameter space. Then, the desired probability density function of each prediction is approximated by accumulating the posterior density values of all the samples according to the prediction values. Our method has the following advantages: (1) the polynomial approximation of the forward model on the sparse grid provides a very efficient evaluation of the surrogate posterior distribution; (2) the quasi-Monte Carlo method retains the same accuracy in approximating the PDF of predictions but avoids all disadvantages of MCMC. The proposed method is applied to a controlled numerical experiment of groundwater flow modeling. The results show that our method attains the same accuracy much more efficiently than traditional MCMC.
Rosenblum, Michael A; Laan, Mark J van der
2009-01-07
The validity of standard confidence intervals constructed in survey sampling is based on the central limit theorem. For small sample sizes, the central limit theorem may give a poor approximation, resulting in confidence intervals that are misleading. We discuss this issue and propose methods for constructing confidence intervals for the population mean tailored to small sample sizes. We present a simple approach for constructing confidence intervals for the population mean based on tail bounds for the sample mean that are correct for all sample sizes. Bernstein's inequality provides one such tail bound. The resulting confidence intervals have guaranteed coverage probability under much weaker assumptions than are required for standard methods. A drawback of this approach, as we show, is that these confidence intervals are often quite wide. In response to this, we present a method for constructing much narrower confidence intervals, which are better suited for practical applications, and that are still more robust than confidence intervals based on standard methods, when dealing with small sample sizes. We show how to extend our approaches to much more general estimation problems than estimating the sample mean. We describe how these methods can be used to obtain more reliable confidence intervals in survey sampling. As a concrete example, we construct confidence intervals using our methods for the number of violent deaths between March 2003 and July 2006 in Iraq, based on data from the study "Mortality after the 2003 invasion of Iraq: A cross sectional cluster sample survey," by Burnham et al. (2006).
Rock physics model-based prediction of shear wave velocity in the Barnett Shale formation
NASA Astrophysics Data System (ADS)
Guo, Zhiqi; Li, Xiang-Yang
2015-06-01
Predicting S-wave velocity is important for reservoir characterization and fluid identification in unconventional resources. A rock physics model-based method is developed for estimating pore aspect ratio and predicting shear wave velocity Vs from the information of P-wave velocity, porosity and mineralogy in a borehole. Statistical distribution of pore geometry is considered in the rock physics models. In the application to the Barnett formation, we compare the high frequency self-consistent approximation (SCA) method that corresponds to isolated pore spaces, and the low frequency SCA-Gassmann method that describes well-connected pore spaces. Inversion results indicate that compared to the surroundings, the Barnett Shale shows less fluctuation in the pore aspect ratio in spite of complex constituents in the shale. The high frequency method provides a more robust and accurate prediction of Vs for all the three intervals in the Barnett formation, while the low frequency method collapses for the Barnett Shale interval. Possible causes for this discrepancy can be explained by the fact that poor in situ pore connectivity and low permeability make well-log sonic frequencies act as high frequencies and thus invalidate the low frequency assumption of the Gassmann theory. In comparison, for the overlying Marble Falls and underlying Ellenburger carbonates, both the high and low frequency methods predict Vs with reasonable accuracy, which may reveal that sonic frequencies are within the transition frequencies zone due to higher pore connectivity in the surroundings.
On the Use of the Beta Distribution in Probabilistic Resource Assessments
Olea, R.A.
2011-01-01
The triangular distribution is a popular choice when it comes to modeling bounded continuous random variables. Its wide acceptance derives mostly from its simple analytic properties and the ease with which modelers can specify its three parameters through the extremes and the mode. On the negative side, hardly any real process follows a triangular distribution, which from the outset puts at a disadvantage any model employing triangular distributions. At a time when numerical techniques such as the Monte Carlo method are displacing analytic approaches in stochastic resource assessments, easy specification remains the most attractive characteristic of the triangular distribution. The beta distribution is another continuous distribution defined within a finite interval offering wider flexibility in style of variation, thus allowing consideration of models in which the random variables closely follow the observed or expected styles of variation. Despite its more complex definition, generation of values following a beta distribution is as straightforward as generating values following a triangular distribution, leaving the selection of parameters as the main impediment to practically considering beta distributions. This contribution intends to promote the acceptance of the beta distribution by explaining its properties and offering several suggestions to facilitate the specification of its two shape parameters. In general, given the same distributional parameters, use of the beta distributions in stochastic modeling may yield significantly different results, yet better estimates, than the triangular distribution. ?? 2011 International Association for Mathematical Geology (outside the USA).
Indirect methods for reference interval determination - review and recommendations.
Jones, Graham R D; Haeckel, Rainer; Loh, Tze Ping; Sikaris, Ken; Streichert, Thomas; Katayev, Alex; Barth, Julian H; Ozarda, Yesim
2018-04-19
Reference intervals are a vital part of the information supplied by clinical laboratories to support interpretation of numerical pathology results such as are produced in clinical chemistry and hematology laboratories. The traditional method for establishing reference intervals, known as the direct approach, is based on collecting samples from members of a preselected reference population, making the measurements and then determining the intervals. An alternative approach is to perform analysis of results generated as part of routine pathology testing and using appropriate statistical techniques to determine reference intervals. This is known as the indirect approach. This paper from a working group of the International Federation of Clinical Chemistry (IFCC) Committee on Reference Intervals and Decision Limits (C-RIDL) aims to summarize current thinking on indirect approaches to reference intervals. The indirect approach has some major potential advantages compared with direct methods. The processes are faster, cheaper and do not involve patient inconvenience, discomfort or the risks associated with generating new patient health information. Indirect methods also use the same preanalytical and analytical techniques used for patient management and can provide very large numbers for assessment. Limitations to the indirect methods include possible effects of diseased subpopulations on the derived interval. The IFCC C-RIDL aims to encourage the use of indirect methods to establish and verify reference intervals, to promote publication of such intervals with clear explanation of the process used and also to support the development of improved statistical techniques for these studies.
NASA Astrophysics Data System (ADS)
Olsen, S.; Zaliapin, I.
2008-12-01
We establish positive correlation between the local spatio-temporal fluctuations of the earthquake magnitude distribution and the occurrence of regional earthquakes. In order to accomplish this goal, we develop a sequential Bayesian statistical estimation framework for the b-value (slope of the Gutenberg-Richter's exponential approximation to the observed magnitude distribution) and for the ratio a(t) between the earthquake intensities in two non-overlapping magnitude intervals. The time-dependent dynamics of these parameters is analyzed using Markov Chain Models (MCM). The main advantage of this approach over the traditional window-based estimation is its "soft" parameterization, which allows one to obtain stable results with realistically small samples. We furthermore discuss a statistical methodology for establishing lagged correlations between continuous and point processes. The developed methods are applied to the observed seismicity of California, Nevada, and Japan on different temporal and spatial scales. We report an oscillatory dynamics of the estimated parameters, and find that the detected oscillations are positively correlated with the occurrence of large regional earthquakes, as well as with small events with magnitudes as low as 2.5. The reported results have important implications for further development of earthquake prediction and seismic hazard assessment methods.
A Brief Critique of the TATES Procedure.
Aliev, Fazil; Salvatore, Jessica E; Agrawal, Arpana; Almasy, Laura; Chan, Grace; Edenberg, Howard J; Hesselbrock, Victor; Kuperman, Samuel; Meyers, Jacquelyn; Dick, Danielle M
2018-03-01
The Trait-based test that uses the Extended Simes procedure (TATES) was developed as a method for conducting multivariate GWAS for correlated phenotypes whose underlying genetic architecture is complex. In this paper, we provide a brief methodological critique of the TATES method using simulated examples and a mathematical proof. Our simulated examples using correlated phenotypes show that the Type I error rate is higher than expected, and that more TATES p values fall outside of the confidence interval relative to expectation. Thus the method may result in systematic inflation when used with correlated phenotypes. In a mathematical proof we further demonstrate that the distribution of TATES p values deviates from expectation in a manner indicative of inflation. Our findings indicate the need for caution when using TATES for multivariate GWAS of correlated phenotypes.
A dimension-wise analysis method for the structural-acoustic system with interval parameters
NASA Astrophysics Data System (ADS)
Xu, Menghui; Du, Jianke; Wang, Chong; Li, Yunlong
2017-04-01
The interval structural-acoustic analysis is mainly accomplished by interval and subinterval perturbation methods. Potential limitations for these intrusive methods include overestimation or interval translation effect for the former and prohibitive computational cost for the latter. In this paper, a dimension-wise analysis method is thus proposed to overcome these potential limitations. In this method, a sectional curve of the system response surface along each input dimensionality is firstly extracted, the minimal and maximal points of which are identified based on its Legendre polynomial approximation. And two input vectors, i.e. the minimal and maximal input vectors, are dimension-wisely assembled by the minimal and maximal points of all sectional curves. Finally, the lower and upper bounds of system response are computed by deterministic finite element analysis at the two input vectors. Two numerical examples are studied to demonstrate the effectiveness of the proposed method and show that, compared to the interval and subinterval perturbation method, a better accuracy is achieved without much compromise on efficiency by the proposed method, especially for nonlinear problems with large interval parameters.
[Heart rate variability study based on a novel RdR RR Intervals Scatter Plot].
Lu, Hongwei; Lu, Xiuyun; Wang, Chunfang; Hua, Youyuan; Tian, Jiajia; Liu, Shihai
2014-08-01
On the basis of Poincare scatter plot and first order difference scatter plot, a novel heart rate variability (HRV) analysis method based on scatter plots of RR intervals and first order difference of RR intervals (namely, RdR) was proposed. The abscissa of the RdR scatter plot, the x-axis, is RR intervals and the ordinate, y-axis, is the difference between successive RR intervals. The RdR scatter plot includes the information of RR intervals and the difference between successive RR intervals, which captures more HRV information. By RdR scatter plot analysis of some records of MIT-BIH arrhythmias database, we found that the scatter plot of uncoupled premature ventricular contraction (PVC), coupled ventricular bigeminy and ventricular trigeminy PVC had specific graphic characteristics. The RdR scatter plot method has higher detecting performance than the Poincare scatter plot method, and simpler and more intuitive than the first order difference method.
Yan, Cunling; Hu, Jian; Yang, Jia; Chen, Zhaoyun; Li, Huijun; Wei, Lianhua; Zhang, Wei; Xing, Hao; Sang, Guoyao; Wang, Xiaoqin; Han, Ruilin; Liu, Ping; Li, Zhihui; Li, Zhiyan; Huang, Ying; Jiang, Li; Li, Shunjun; Dai, Shuyang; Wang, Nianyue; Yang, Yongfeng; Ma, Li; Soh, Andrew; Beshiri, Agim; Shen, Feng; Yang, Tian; Fan, Zhuping; Zheng, Yijie; Chen, Wei
2018-04-01
Protein induced by vitamin K absence or antagonist-II (PIVKA-II) has been widely used as a biomarker for liver cancer diagnosis in Japan for decades. However, the reference intervals for serum ARCHITECT PIVKA-II have not been established in the Chinese population. Thus, this study aimed to measure serum PIVKA-II levels in healthy Chinese subjects. This is a sub-analysis from the prospective, cross-sectional and multicenter study (ClinicalTrials.gov Identifier: NCT03047603). A total of 892 healthy participants (777 Han and 115 Uygur) with complete health checkup results were recruited from 7 regional centers in China. Serum PIVKA-II level was measured by ARCHITECT immunoassay. All 95% reference ranges were estimated by nonparametric method. The distribution of PIVKA-II values showed significant difference with ethnicity and sex, but not age. The 95% reference range of PIVKA-II was 13.62-40.38 mAU/ml in Han Chinese subjects and 15.16-53.74 mAU/ml in Uygur subjects. PIVKA-II level was significantly higher in males than in females (P < 0.001). The 95% reference range of PIVKA-II was 15.39-42.01 mAU/ml in Han males while 11.96-39.13 mAU/ml in Han females. The reference interval of serum PIVKA-II on the Architect platform was established in healthy Chinese adults. This will be valuable for future clinical and laboratory studies performed using the Architect analyzer. Different ethnic backgrounds and analytical methods underline the need for redefining the reference interval of analytes such as PIVKA-II, in central laboratories in different countries. Copyright © 2018 The Canadian Society of Clinical Chemists. Published by Elsevier Inc. All rights reserved.
Robust portfolio selection based on asymmetric measures of variability of stock returns
NASA Astrophysics Data System (ADS)
Chen, Wei; Tan, Shaohua
2009-10-01
This paper addresses a new uncertainty set--interval random uncertainty set for robust optimization. The form of interval random uncertainty set makes it suitable for capturing the downside and upside deviations of real-world data. These deviation measures capture distributional asymmetry and lead to better optimization results. We also apply our interval random chance-constrained programming to robust mean-variance portfolio selection under interval random uncertainty sets in the elements of mean vector and covariance matrix. Numerical experiments with real market data indicate that our approach results in better portfolio performance.
A Limitation of the Applicability of Interval Shift Analysis to Program Evaluation
ERIC Educational Resources Information Center
Hardy, Roy
1975-01-01
Interval Shift Analysis (ISA) is an adaptation of the linear programming model used to determine maximum benefits or minimal losses in quantifiable economics problems. ISA is applied to pre and posttest score distributions for 43 classes of second graders. (RC)
Fluctuations of healthy and unhealthy heartbeat intervals
NASA Astrophysics Data System (ADS)
Lan, Boon Leong; Toda, Mikito
2013-04-01
We show that the RR-interval fluctuations, defined as the difference between successive natural-logarithm of the RR interval, for healthy, congestive-heart-failure (CHF) and atrial-fibrillation (AF) subjects are well modeled by non-Gaussian stable distributions. Our results suggest that healthy or unhealthy RR-interval fluctuation can generally be modeled as a sum of a large number of independent physiological effects which are identically distributed with infinite variance. Furthermore, we show for the first time that one indicator —the scale parameter of the stable distribution— is sufficient to robustly distinguish the three groups of subjects. The scale parameters for healthy subjects are smaller than those for AF subjects but larger than those for CHF subjects —this ordering suggests that the scale parameter could be used to objectively quantify the severity of CHF and AF over time and also serve as an early warning signal for a healthy person when it approaches either boundary of the healthy range.
Visual Aggregate Analysis of Eligibility Features of Clinical Trials
He, Zhe; Carini, Simona; Sim, Ida; Weng, Chunhua
2015-01-01
Objective To develop a method for profiling the collective populations targeted for recruitment by multiple clinical studies addressing the same medical condition using one eligibility feature each time. Methods Using a previously published database COMPACT as the backend, we designed a scalable method for visual aggregate analysis of clinical trial eligibility features. This method consists of four modules for eligibility feature frequency analysis, query builder, distribution analysis, and visualization, respectively. This method is capable of analyzing (1) frequently used qualitative and quantitative features for recruiting subjects for a selected medical condition, (2) distribution of study enrollment on consecutive value points or value intervals of each quantitative feature, and (3) distribution of studies on the boundary values, permissible value ranges, and value range widths of each feature. All analysis results were visualized using Google Charts API. Five recruited potential users assessed the usefulness of this method for identifying common patterns in any selected eligibility feature for clinical trial participant selection. Results We implemented this method as a Web-based analytical system called VITTA (Visual Analysis Tool of Clinical Study Target Populations). We illustrated the functionality of VITTA using two sample queries involving quantitative features BMI and HbA1c for conditions “hypertension” and “Type 2 diabetes”, respectively. The recruited potential users rated the user-perceived usefulness of VITTA with an average score of 86.4/100. Conclusions We contributed a novel aggregate analysis method to enable the interrogation of common patterns in quantitative eligibility criteria and the collective target populations of multiple related clinical studies. A larger-scale study is warranted to formally assess the usefulness of VITTA among clinical investigators and sponsors in various therapeutic areas. PMID:25615940
Multiplicity distributions of charged hadrons in vp and charged current interactions
NASA Astrophysics Data System (ADS)
Jones, G. T.; Jones, R. W. L.; Kennedy, B. W.; Morrison, D. R. O.; Mobayyen, M. M.; Wainstein, S.; Aderholz, M.; Hantke, D.; Katz, U. F.; Kern, J.; Schmitz, N.; Wittek, W.; Borner, H. P.; Myatt, G.; Radojicic, D.; Burke, S.
1992-03-01
Using data on vp andbar vp charged current interactions from a bubble chamber experiment with BEBC at CERN, the multiplicity distributions of charged hadrons are investigated. The analysis is based on ˜20000 events with incident v and ˜10000 events with incidentbar v. The invariant mass W of the total hadronic system ranges from 3 GeV to ˜14 GeV. The experimental multiplicity distributions are fitted by the binomial function (for different intervals of W and in different intervals of the rapidity y), by the Levy function and the lognormal function. All three parametrizations give acceptable values for X 2. For fixed W, forward and backward multiplicities are found to be uncorrelated. The normalized moments of the charged multiplicity distributions are measured as a function of W. They show a violation of KNO scaling.
A gentle introduction to quantile regression for ecologists
Cade, B.S.; Noon, B.R.
2003-01-01
Quantile regression is a way to estimate the conditional quantiles of a response variable distribution in the linear model that provides a more complete view of possible causal relationships between variables in ecological processes. Typically, all the factors that affect ecological processes are not measured and included in the statistical models used to investigate relationships between variables associated with those processes. As a consequence, there may be a weak or no predictive relationship between the mean of the response variable (y) distribution and the measured predictive factors (X). Yet there may be stronger, useful predictive relationships with other parts of the response variable distribution. This primer relates quantile regression estimates to prediction intervals in parametric error distribution regression models (eg least squares), and discusses the ordering characteristics, interval nature, sampling variation, weighting, and interpretation of the estimates for homogeneous and heterogeneous regression models.
Nathenson, Manuel; Donnelly-Nolan, Julie M.; Champion, Duane E.; Lowenstern, Jacob B.
2007-01-01
Medicine Lake volcano has had 4 eruptive episodes in its postglacial history (since 13,000 years ago) comprising 16 eruptions. Time intervals between events within the episodes are relatively short, whereas time intervals between the episodes are much longer. An updated radiocarbon chronology for these eruptions is presented that uses paleomagnetic data to constrain the choice of calibrated ages. This chronology is used with exponential, Weibull, and mixed-exponential probability distributions to model the data for time intervals between eruptions. The mixed exponential distribution is the best match to the data and provides estimates for the conditional probability of a future eruption given the time since the last eruption. The probability of an eruption at Medicine Lake volcano in the next year from today is 0.00028.
Diaconis, Persi; Holmes, Susan; Janson, Svante
2015-01-01
We work out a graph limit theory for dense interval graphs. The theory developed departs from the usual description of a graph limit as a symmetric function W (x, y) on the unit square, with x and y uniform on the interval (0, 1). Instead, we fix a W and change the underlying distribution of the coordinates x and y. We find choices such that our limits are continuous. Connections to random interval graphs are given, including some examples. We also show a continuity result for the chromatic number and clique number of interval graphs. Some results on uniqueness of the limit description are given for general graph limits. PMID:26405368
Minimax rational approximation of the Fermi-Dirac distribution.
Moussa, Jonathan E
2016-10-28
Accurate rational approximations of the Fermi-Dirac distribution are a useful component in many numerical algorithms for electronic structure calculations. The best known approximations use O(log(βΔ)log(ϵ -1 )) poles to achieve an error tolerance ϵ at temperature β -1 over an energy interval Δ. We apply minimax approximation to reduce the number of poles by a factor of four and replace Δ with Δ occ , the occupied energy interval. This is particularly beneficial when Δ ≫ Δ occ , such as in electronic structure calculations that use a large basis set.
Minimax rational approximation of the Fermi-Dirac distribution
NASA Astrophysics Data System (ADS)
Moussa, Jonathan E.
2016-10-01
Accurate rational approximations of the Fermi-Dirac distribution are a useful component in many numerical algorithms for electronic structure calculations. The best known approximations use O(log(βΔ)log(ɛ-1)) poles to achieve an error tolerance ɛ at temperature β-1 over an energy interval Δ. We apply minimax approximation to reduce the number of poles by a factor of four and replace Δ with Δocc, the occupied energy interval. This is particularly beneficial when Δ ≫ Δocc, such as in electronic structure calculations that use a large basis set.
Long-range anticorrelations and non-Gaussian behavior of the heartbeat
NASA Technical Reports Server (NTRS)
Peng, C.-K.; Mietus, J.; Hausdorff, J. M.; Havlin, S.; Stanley, H. E.; Goldberger, A. L.
1993-01-01
We find that the successive increments in the cardiac beat-to-beat intervals of healthy subjects display scale-invariant, long-range anticorrelations (up to 10 exp 4 heart beats). Furthermore, we find that the histogram for the heartbeat intervals increments is well described by a Levy (1991) stable distribution. For a group of subjects with severe heart disease, we find that the distribution is unchanged, but the long-range correlations vanish. Therefore, the different scaling behavior in health and disease must relate to the underlying dynamics of the heartbeat.
Bayesian lead time estimation for the Johns Hopkins Lung Project data.
Jang, Hyejeong; Kim, Seongho; Wu, Dongfeng
2013-09-01
Lung cancer screening using X-rays has been controversial for many years. A major concern is whether lung cancer screening really brings any survival benefits, which depends on effective treatment after early detection. The problem was analyzed from a different point of view and estimates were presented of the projected lead time for participants in a lung cancer screening program using the Johns Hopkins Lung Project (JHLP) data. The newly developed method of lead time estimation was applied where the lifetime T was treated as a random variable rather than a fixed value, resulting in the number of future screenings for a given individual is a random variable. Using the actuarial life table available from the United States Social Security Administration, the lifetime distribution was first obtained, then the lead time distribution was projected using the JHLP data. The data analysis with the JHLP data shows that, for a male heavy smoker with initial screening ages at 50, 60, and 70, the probability of no-early-detection with semiannual screens will be 32.16%, 32.45%, and 33.17%, respectively; while the mean lead time is 1.36, 1.33 and 1.23 years. The probability of no-early-detection increases monotonically when the screening interval increases, and it increases slightly as the initial age increases for the same screening interval. The mean lead time and its standard error decrease when the screening interval increases for all age groups, and both decrease when initial age increases with the same screening interval. The overall mean lead time estimated with a random lifetime T is slightly less than that with a fixed value of T. This result is hoped to be of benefit to improve current screening programs. Copyright © 2013 Ministry of Health, Saudi Arabia. Published by Elsevier Ltd. All rights reserved.
2014-01-01
Background Recurrent events data analysis is common in biomedicine. Literature review indicates that most statistical models used for such data are often based on time to the first event or consider events within a subject as independent. Even when taking into account the non-independence of recurrent events within subjects, data analyses are mostly done with continuous risk interval models, which may not be appropriate for treatments with sustained effects (e.g., drug treatments of malaria patients). Furthermore, results can be biased in cases of a confounding factor implying different risk exposure, e.g. in malaria transmission: if subjects are located at zones showing different environmental factors implying different risk exposures. Methods This work aimed to compare four different approaches by analysing recurrent malaria episodes from a clinical trial assessing the effectiveness of three malaria treatments [artesunate + amodiaquine (AS + AQ), artesunate + sulphadoxine-pyrimethamine (AS + SP) or artemether-lumefantrine (AL)], with continuous and discontinuous risk intervals: Andersen-Gill counting process (AG-CP), Prentice-Williams-Peterson counting process (PWP-CP), a shared gamma frailty model, and Generalized Estimating Equations model (GEE) using Poisson distribution. Simulations were also made to analyse the impact of the addition of a confounding factor on malaria recurrent episodes. Results Using the discontinuous interval analysis, AG-CP and Shared gamma frailty models provided similar estimations of treatment effect on malaria recurrent episodes when adjusted on age category. The patients had significant decreased risk of recurrent malaria episodes when treated with AS + AQ or AS + SP arms compared to AL arm; Relative Risks were: 0.75 (95% CI (Confidence Interval): 0.62-0.89), 0.74 (95% CI: 0.62-0.88) respectively for AG-CP model and 0.76 (95% CI: 0.64-0.89), 0.74 (95% CI: 0.62-0.87) for the Shared gamma frailty model. With both discontinuous and continuous risk intervals analysis, GEE Poisson distribution models failed to detect the effect of AS + AQ arm compared to AL arm when adjusted for age category. The discontinuous risk interval analysis was found to be the more appropriate approach. Conclusion Repeated event in infectious diseases such as malaria can be analysed with appropriate existing models that account for the correlation between multiple events within subjects with common statistical software packages, after properly setting up the data structures. PMID:25073652
Not All Prehospital Time is Equal: Influence of Scene Time on Mortality
Brown, Joshua B.; Rosengart, Matthew R.; Forsythe, Raquel M.; Reynolds, Benjamin R.; Gestring, Mark L.; Hallinan, William M.; Peitzman, Andrew B.; Billiar, Timothy R.; Sperry, Jason L.
2016-01-01
Background Trauma is time-sensitive and minimizing prehospital (PH) time is appealing. However, most studies have not linked increasing PH time with worse outcomes, as raw PH times are highly variable. It is unclear whether specific PH time patterns affect outcomes. Our objective was to evaluate the association of PH time interval distribution with mortality. Methods Patients transported by EMS in the Pennsylvania trauma registry 2000-2013 with total prehospital time (TPT)≥20min were included. TPT was divided into three PH time intervals: response, scene, and transport time. The number of minutes in each PH time interval was divided by TPT to determine the relative proportion each interval contributed to TPT. A prolonged interval was defined as any one PH interval contributing ≥50% of TPT. Patients were classified by prolonged PH interval or no prolonged PH interval (all intervals<50% of TPT). Patients were matched for TPT and conditional logistic regression determined the association of mortality with PH time pattern, controlling for confounders. PH interventions were explored as potential mediators, and prehospital triage criteria used identify patients with time-sensitive injuries. Results There were 164,471 patients included. Patients with prolonged scene time had increased odds of mortality (OR 1.21; 95%CI 1.02–1.44, p=0.03). Prolonged response, transport, and no prolonged interval were not associated with mortality. When adjusting for mediators including extrication and PH intubation, prolonged scene time was no longer associated with mortality (OR 1.06; 0.90–1.25, p=0.50). Together these factors mediated 61% of the effect between prolonged scene time and mortality. Mortality remained associated with prolonged scene time in patients with hypotension, penetrating injury, and flail chest. Conclusions Prolonged scene time is associated with increased mortality. PH interventions partially mediate this association. Further study should evaluate whether these interventions drive increased mortality because they prolong scene time or by another mechanism, as reducing scene time may be a target for intervention. Level of Evidence IV, prognostic study PMID:26886000
Bayesian inference for OPC modeling
NASA Astrophysics Data System (ADS)
Burbine, Andrew; Sturtevant, John; Fryer, David; Smith, Bruce W.
2016-03-01
The use of optical proximity correction (OPC) demands increasingly accurate models of the photolithographic process. Model building and inference techniques in the data science community have seen great strides in the past two decades which make better use of available information. This paper aims to demonstrate the predictive power of Bayesian inference as a method for parameter selection in lithographic models by quantifying the uncertainty associated with model inputs and wafer data. Specifically, the method combines the model builder's prior information about each modelling assumption with the maximization of each observation's likelihood as a Student's t-distributed random variable. Through the use of a Markov chain Monte Carlo (MCMC) algorithm, a model's parameter space is explored to find the most credible parameter values. During parameter exploration, the parameters' posterior distributions are generated by applying Bayes' rule, using a likelihood function and the a priori knowledge supplied. The MCMC algorithm used, an affine invariant ensemble sampler (AIES), is implemented by initializing many walkers which semiindependently explore the space. The convergence of these walkers to global maxima of the likelihood volume determine the parameter values' highest density intervals (HDI) to reveal champion models. We show that this method of parameter selection provides insights into the data that traditional methods do not and outline continued experiments to vet the method.
Population density equations for stochastic processes with memory kernels
NASA Astrophysics Data System (ADS)
Lai, Yi Ming; de Kamps, Marc
2017-06-01
We present a method for solving population density equations (PDEs)-a mean-field technique describing homogeneous populations of uncoupled neurons—where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different disciplines that traditionally have had limited interaction: computational neuroscience and the theory of random networks. The method uses a geometric binning scheme, based on the method of characteristics, to capture the deterministic neurodynamics of the population, separating the deterministic and stochastic process cleanly. We can independently vary the choice of the deterministic model and the model for the stochastic process, leading to a highly modular numerical solution strategy. We demonstrate this by replacing the master equation implicit in many formulations of the PDE formalism by a generalization called the generalized Montroll-Weiss equation—a recent result from random network theory—describing a random walker subject to transitions realized by a non-Markovian process. We demonstrate the method for leaky- and quadratic-integrate and fire neurons subject to spike trains with Poisson and gamma-distributed interspike intervals. We are able to model jump responses for both models accurately to both excitatory and inhibitory input under the assumption that all inputs are generated by one renewal process.
Solar cycle variations in polar cap area measured by the superDARN radars
NASA Astrophysics Data System (ADS)
Imber, S. M.; Milan, S. E.; Lester, M.
2013-10-01
present a long-term study, from January 1996 to August 2012, of the latitude of the Heppner-Maynard Boundary (HMB) measured at midnight using the northern hemisphere Super Dual Auroral Radar Network (SuperDARN). The HMB represents the equatorward extent of ionospheric convection and is used in this study as a measure of the global magnetospheric dynamics. We find that the yearly distribution of HMB latitudes is single peaked at 64° magnetic latitude for the majority of the 17 year interval. During 2003, the envelope of the distribution shifts to lower latitudes and a second peak in the distribution is observed at 61°. The solar wind-magnetosphere coupling function derived by Milan et al. (2012) suggests that the solar wind driving during this year was significantly higher than during the rest of the 17 year interval. In contrast, during the period 2008-2011, HMB distribution shifts to higher latitudes, and a second peak in the distribution is again observed, this time at 68° magnetic latitude. This time interval corresponds to a period of extremely low solar wind driving during the recent extreme solar minimum. This is the first long-term study of the polar cap area and the results demonstrate that there is a close relationship between the solar activity cycle and the area of the polar cap on a large-scale, statistical basis.
Solar Cycle Variations in Polar Cap Area Measured by the SuperDARN Radars
NASA Astrophysics Data System (ADS)
Imber, S. M.; Milan, S. E.; Lester, M.
2013-12-01
We present a long term study, from January 1996 - August 2012, of the latitude of the Heppner-Maynard Boundary (HMB) measured at midnight using the northern hemisphere SuperDARN radars. The HMB represents the equatorward extent of ionospheric convection, and is used in this study as a measure of the global magnetospheric dynamics and activity. We find that the yearly distribution of HMB latitudes is single-peaked at 64° magnetic latitude for the majority of the 17-year interval. During 2003 the envelope of the distribution shifts to lower latitudes and a second peak in the distribution is observed at 61°. The solar wind-magnetosphere coupling function derived by Milan et al. (2012) suggests that the solar wind driving during this year was significantly higher than during the rest of the 17-year interval. In contrast, during the period 2008-2011 HMB distribution shifts to higher latitudes, and a second peak in the distribution is again observed, this time at 68° magnetic latitude. This time interval corresponds to a period of extremely low solar wind driving during the recent extreme solar minimum. This is the first statistical study of the polar cap area over an entire solar cycle, and the results demonstrate that there is a close relationship between the phase of the solar cycle and the area of the polar cap on a large scale statistical basis.
A Bayesian model for time-to-event data with informative censoring
Kaciroti, Niko A.; Raghunathan, Trivellore E.; Taylor, Jeremy M. G.; Julius, Stevo
2012-01-01
Randomized trials with dropouts or censored data and discrete time-to-event type outcomes are frequently analyzed using the Kaplan–Meier or product limit (PL) estimation method. However, the PL method assumes that the censoring mechanism is noninformative and when this assumption is violated, the inferences may not be valid. We propose an expanded PL method using a Bayesian framework to incorporate informative censoring mechanism and perform sensitivity analysis on estimates of the cumulative incidence curves. The expanded method uses a model, which can be viewed as a pattern mixture model, where odds for having an event during the follow-up interval (tk−1,tk], conditional on being at risk at tk−1, differ across the patterns of missing data. The sensitivity parameters relate the odds of an event, between subjects from a missing-data pattern with the observed subjects for each interval. The large number of the sensitivity parameters is reduced by considering them as random and assumed to follow a log-normal distribution with prespecified mean and variance. Then we vary the mean and variance to explore sensitivity of inferences. The missing at random (MAR) mechanism is a special case of the expanded model, thus allowing exploration of the sensitivity to inferences as departures from the inferences under the MAR assumption. The proposed approach is applied to data from the TRial Of Preventing HYpertension. PMID:22223746
Fujii, Shinya; Schlaug, Gottfried
2013-01-01
Humans have the abilities to perceive, produce, and synchronize with a musical beat, yet there are widespread individual differences. To investigate these abilities and to determine if a dissociation between beat perception and production exists, we developed the Harvard Beat Assessment Test (H-BAT), a new battery that assesses beat perception and production abilities. H-BAT consists of four subtests: (1) music tapping test (MTT), (2) beat saliency test (BST), (3) beat interval test (BIT), and (4) beat finding and interval test (BFIT). MTT measures the degree of tapping synchronization with the beat of music, whereas BST, BIT, and BFIT measure perception and production thresholds via psychophysical adaptive stair-case methods. We administered the H-BAT on thirty individuals and investigated the performance distribution across these individuals in each subtest. There was a wide distribution in individual abilities to tap in synchrony with the beat of music during the MTT. The degree of synchronization consistency was negatively correlated with thresholds in the BST, BIT, and BFIT: a lower degree of synchronization was associated with higher perception and production thresholds. H-BAT can be a useful tool in determining an individual's ability to perceive and produce a beat within a single session.
Fujii, Shinya; Schlaug, Gottfried
2013-01-01
Humans have the abilities to perceive, produce, and synchronize with a musical beat, yet there are widespread individual differences. To investigate these abilities and to determine if a dissociation between beat perception and production exists, we developed the Harvard Beat Assessment Test (H-BAT), a new battery that assesses beat perception and production abilities. H-BAT consists of four subtests: (1) music tapping test (MTT), (2) beat saliency test (BST), (3) beat interval test (BIT), and (4) beat finding and interval test (BFIT). MTT measures the degree of tapping synchronization with the beat of music, whereas BST, BIT, and BFIT measure perception and production thresholds via psychophysical adaptive stair-case methods. We administered the H-BAT on thirty individuals and investigated the performance distribution across these individuals in each subtest. There was a wide distribution in individual abilities to tap in synchrony with the beat of music during the MTT. The degree of synchronization consistency was negatively correlated with thresholds in the BST, BIT, and BFIT: a lower degree of synchronization was associated with higher perception and production thresholds. H-BAT can be a useful tool in determining an individual's ability to perceive and produce a beat within a single session. PMID:24324421
NASA Astrophysics Data System (ADS)
Salamat, Mona; Zare, Mehdi; Holschneider, Matthias; Zöller, Gert
2017-03-01
The problem of estimating the maximum possible earthquake magnitude m_max has attracted growing attention in recent years. Due to sparse data, the role of uncertainties becomes crucial. In this work, we determine the uncertainties related to the maximum magnitude in terms of confidence intervals. Using an earthquake catalog of Iran, m_max is estimated for different predefined levels of confidence in six seismotectonic zones. Assuming the doubly truncated Gutenberg-Richter distribution as a statistical model for earthquake magnitudes, confidence intervals for the maximum possible magnitude of earthquakes are calculated in each zone. While the lower limit of the confidence interval is the magnitude of the maximum observed event,the upper limit is calculated from the catalog and the statistical model. For this aim, we use the original catalog which no declustering methods applied on as well as a declustered version of the catalog. Based on the study by Holschneider et al. (Bull Seismol Soc Am 101(4):1649-1659, 2011), the confidence interval for m_max is frequently unbounded, especially if high levels of confidence are required. In this case, no information is gained from the data. Therefore, we elaborate for which settings finite confidence levels are obtained. In this work, Iran is divided into six seismotectonic zones, namely Alborz, Azerbaijan, Zagros, Makran, Kopet Dagh, Central Iran. Although calculations of the confidence interval in Central Iran and Zagros seismotectonic zones are relatively acceptable for meaningful levels of confidence, results in Kopet Dagh, Alborz, Azerbaijan and Makran are not that much promising. The results indicate that estimating m_max from an earthquake catalog for reasonable levels of confidence alone is almost impossible.
Fiore, Lorenzo; Lorenzetti, Walter; Ratti, Giovannino
2005-11-30
A procedure is proposed to compare single-unit spiking activity elicited in repetitive cycles with an inhomogeneous Poisson process (IPP). Each spike sequence in a cycle is discretized and represented as a point process on a circle. The interspike interval probability density predicted for an IPP is computed on the basis of the experimental firing probability density; differences from the experimental interval distribution are assessed. This procedure was applied to spike trains which were repetitively induced by opening-closing movements of the distal article of a lobster leg. As expected, the density of short interspike intervals, less than 20-40 ms in length, was found to lie greatly below the level predicted for an IPP, reflecting the occurrence of the refractory period. Conversely, longer intervals, ranging from 20-40 to 100-120 ms, were markedly more abundant than expected; this provided evidence for a time window of increased tendency to fire again after a spike. Less consistently, a weak depression of spike generation was observed for longer intervals. A Monte Carlo procedure, implemented for comparison, produced quite similar results, but was slightly less precise and more demanding as concerns computation time.
Terry, Leann; Kelley, Ken
2012-11-01
Composite measures play an important role in psychology and related disciplines. Composite measures almost always have error. Correspondingly, it is important to understand the reliability of the scores from any particular composite measure. However, the point estimates of the reliability of composite measures are fallible and thus all such point estimates should be accompanied by a confidence interval. When confidence intervals are wide, there is much uncertainty in the population value of the reliability coefficient. Given the importance of reporting confidence intervals for estimates of reliability, coupled with the undesirability of wide confidence intervals, we develop methods that allow researchers to plan sample size in order to obtain narrow confidence intervals for population reliability coefficients. We first discuss composite reliability coefficients and then provide a discussion on confidence interval formation for the corresponding population value. Using the accuracy in parameter estimation approach, we develop two methods to obtain accurate estimates of reliability by planning sample size. The first method provides a way to plan sample size so that the expected confidence interval width for the population reliability coefficient is sufficiently narrow. The second method ensures that the confidence interval width will be sufficiently narrow with some desired degree of assurance (e.g., 99% assurance that the 95% confidence interval for the population reliability coefficient will be less than W units wide). The effectiveness of our methods was verified with Monte Carlo simulation studies. We demonstrate how to easily implement the methods with easy-to-use and freely available software. ©2011 The British Psychological Society.
NASA Astrophysics Data System (ADS)
Hafezalkotob, Arian; Hafezalkotob, Ashkan
2017-06-01
A target-based MADM method covers beneficial and non-beneficial attributes besides target values for some attributes. Such techniques are considered as the comprehensive forms of MADM approaches. Target-based MADM methods can also be used in traditional decision-making problems in which beneficial and non-beneficial attributes only exist. In many practical selection problems, some attributes have given target values. The values of decision matrix and target-based attributes can be provided as intervals in some of such problems. Some target-based decision-making methods have recently been developed; however, a research gap exists in the area of MADM techniques with target-based attributes under uncertainty of information. We extend the MULTIMOORA method for solving practical material selection problems in which material properties and their target values are given as interval numbers. We employ various concepts of interval computations to reduce degeneration of uncertain data. In this regard, we use interval arithmetic and introduce innovative formula for interval distance of interval numbers to create interval target-based normalization technique. Furthermore, we use a pairwise preference matrix based on the concept of degree of preference of interval numbers to calculate the maximum, minimum, and ranking of these numbers. Two decision-making problems regarding biomaterials selection of hip and knee prostheses are discussed. Preference degree-based ranking lists for subordinate parts of the extended MULTIMOORA method are generated by calculating the relative degrees of preference for the arranged assessment values of the biomaterials. The resultant rankings for the problem are compared with the outcomes of other target-based models in the literature.
Extensions of the MCNP5 and TRIPOLI4 Monte Carlo Codes for Transient Reactor Analysis
NASA Astrophysics Data System (ADS)
Hoogenboom, J. Eduard; Sjenitzer, Bart L.
2014-06-01
To simulate reactor transients for safety analysis with the Monte Carlo method the generation and decay of delayed neutron precursors is implemented in the MCNP5 and TRIPOLI4 general purpose Monte Carlo codes. Important new variance reduction techniques like forced decay of precursors in each time interval and the branchless collision method are included to obtain reasonable statistics for the power production per time interval. For simulation of practical reactor transients also the feedback effect from the thermal-hydraulics must be included. This requires coupling of the Monte Carlo code with a thermal-hydraulics (TH) code, providing the temperature distribution in the reactor, which affects the neutron transport via the cross section data. The TH code also provides the coolant density distribution in the reactor, directly influencing the neutron transport. Different techniques for this coupling are discussed. As a demonstration a 3x3 mini fuel assembly with a moving control rod is considered for MCNP5 and a mini core existing of 3x3 PWR fuel assemblies with control rods and burnable poisons for TRIPOLI4. Results are shown for reactor transients due to control rod movement or withdrawal. The TRIPOLI4 transient calculation is started at low power and includes thermal-hydraulic feedback. The power rises about 10 decades and finally stabilises the reactor power at a much higher level than initial. The examples demonstrate that the modified Monte Carlo codes are capable of performing correct transient calculations, taking into account all geometrical and cross section detail.
Sample size calculation for studies with grouped survival data.
Li, Zhiguo; Wang, Xiaofei; Wu, Yuan; Owzar, Kouros
2018-06-10
Grouped survival data arise often in studies where the disease status is assessed at regular visits to clinic. The time to the event of interest can only be determined to be between two adjacent visits or is right censored at one visit. In data analysis, replacing the survival time with the endpoint or midpoint of the grouping interval leads to biased estimators of the effect size in group comparisons. Prentice and Gloeckler developed a maximum likelihood estimator for the proportional hazards model with grouped survival data and the method has been widely applied. Previous work on sample size calculation for designing studies with grouped data is based on either the exponential distribution assumption or the approximation of variance under the alternative with variance under the null. Motivated by studies in HIV trials, cancer trials and in vitro experiments to study drug toxicity, we develop a sample size formula for studies with grouped survival endpoints that use the method of Prentice and Gloeckler for comparing two arms under the proportional hazards assumption. We do not impose any distributional assumptions, nor do we use any approximation of variance of the test statistic. The sample size formula only requires estimates of the hazard ratio and survival probabilities of the event time of interest and the censoring time at the endpoints of the grouping intervals for one of the two arms. The formula is shown to perform well in a simulation study and its application is illustrated in the three motivating examples. Copyright © 2018 John Wiley & Sons, Ltd.
NASA Astrophysics Data System (ADS)
Li, Yi; Xu, Yan Long
2018-05-01
When the dependence of the function on uncertain variables is non-monotonic in interval, the interval of function obtained by the classic interval extension based on the first order Taylor series will exhibit significant errors. In order to reduce theses errors, the improved format of the interval extension with the first order Taylor series is developed here considering the monotonicity of function. Two typical mathematic examples are given to illustrate this methodology. The vibration of a beam with lumped masses is studied to demonstrate the usefulness of this method in the practical application, and the necessary input data of which are only the function value at the central point of interval, sensitivity and deviation of function. The results of above examples show that the interval of function from the method developed by this paper is more accurate than the ones obtained by the classic method.
Prediction future asset price which is non-concordant with the historical distribution
NASA Astrophysics Data System (ADS)
Seong, Ng Yew; Hin, Pooi Ah
2015-12-01
This paper attempts to predict the major characteristics of the future asset price which is non-concordant with the distribution estimated from the price today and the prices on a large number of previous days. The three major characteristics of the i-th non-concordant asset price are the length of the interval between the occurrence time of the previous non-concordant asset price and that of the present non-concordant asset price, the indicator which denotes that the non-concordant price is extremely small or large by its values -1 and 1 respectively, and the degree of non-concordance given by the negative logarithm of the probability of the left tail or right tail of which one of the end points is given by the observed future price. The vector of three major characteristics of the next non-concordant price is modelled to be dependent on the vectors corresponding to the present and l - 1 previous non-concordant prices via a 3-dimensional conditional distribution which is derived from a 3(l + 1)-dimensional power-normal mixture distribution. The marginal distribution for each of the three major characteristics can then be derived from the conditional distribution. The mean of the j-th marginal distribution is an estimate of the value of the j-th characteristics of the next non-concordant price. Meanwhile, the 100(α/2) % and 100(1 - α/2) % points of the j-th marginal distribution can be used to form a prediction interval for the j-th characteristic of the next non-concordant price. The performance measures of the above estimates and prediction intervals indicate that the fitted conditional distribution is satisfactory. Thus the incorporation of the distribution of the characteristics of the next non-concordant price in the model for asset price has a good potential of yielding a more realistic model.
Choudhuri, Indrajit; MacCarter, Dean; Shaw, Rachael; Anderson, Steve; St Cyr, John; Niazi, Imran
2014-11-01
One-third of eligible patients fail to respond to cardiac resynchronization therapy (CRT). Current methods to "optimize" the atrio-ventricular (A-V) interval are performed at rest, which may limit its efficacy during daily activities. We hypothesized that low-intensity cardiopulmonary exercise testing (CPX) could identify the most favorable physiologic combination of specific gas exchange parameters reflecting pulmonary blood flow or cardiac output, stroke volume, and left atrial pressure to guide determination of the optimal A-V interval. We assessed relative feasibility of determining the optimal A-V interval by three methods in 17 patients who underwent optimization of CRT: (1) resting echocardiographic optimization (the Ritter method), (2) resting electrical optimization (intrinsic A-V interval and QRS duration), and (3) during low-intensity, steady-state CPX. Five sequential, incremental A-V intervals were programmed in each method. Assessment of cardiopulmonary stability and potential influence on the CPX-based method were assessed. CPX and determination of a physiological optimal A-V interval was successfully completed in 94.1% of patients, slightly higher than the resting echo-based approach (88.2%). There was a wide variation in the optimal A-V delay determined by each method. There was no observed cardiopulmonary instability or impact of the implant procedure that affected determination of the CPX-based optimized A-V interval. Determining optimized A-V intervals by CPX is feasible. Proposed mechanisms explaining this finding and long-term impact require further study. ©2014 Wiley Periodicals, Inc.
Visual aggregate analysis of eligibility features of clinical trials.
He, Zhe; Carini, Simona; Sim, Ida; Weng, Chunhua
2015-04-01
To develop a method for profiling the collective populations targeted for recruitment by multiple clinical studies addressing the same medical condition using one eligibility feature each time. Using a previously published database COMPACT as the backend, we designed a scalable method for visual aggregate analysis of clinical trial eligibility features. This method consists of four modules for eligibility feature frequency analysis, query builder, distribution analysis, and visualization, respectively. This method is capable of analyzing (1) frequently used qualitative and quantitative features for recruiting subjects for a selected medical condition, (2) distribution of study enrollment on consecutive value points or value intervals of each quantitative feature, and (3) distribution of studies on the boundary values, permissible value ranges, and value range widths of each feature. All analysis results were visualized using Google Charts API. Five recruited potential users assessed the usefulness of this method for identifying common patterns in any selected eligibility feature for clinical trial participant selection. We implemented this method as a Web-based analytical system called VITTA (Visual Analysis Tool of Clinical Study Target Populations). We illustrated the functionality of VITTA using two sample queries involving quantitative features BMI and HbA1c for conditions "hypertension" and "Type 2 diabetes", respectively. The recruited potential users rated the user-perceived usefulness of VITTA with an average score of 86.4/100. We contributed a novel aggregate analysis method to enable the interrogation of common patterns in quantitative eligibility criteria and the collective target populations of multiple related clinical studies. A larger-scale study is warranted to formally assess the usefulness of VITTA among clinical investigators and sponsors in various therapeutic areas. Copyright © 2015 Elsevier Inc. All rights reserved.
Ye, Jun
2016-01-01
An interval neutrosophic set (INS) is a subclass of a neutrosophic set and a generalization of an interval-valued intuitionistic fuzzy set, and then the characteristics of INS are independently described by the interval numbers of its truth-membership, indeterminacy-membership, and falsity-membership degrees. However, the exponential parameters (weights) of all the existing exponential operational laws of INSs and the corresponding exponential aggregation operators are crisp values in interval neutrosophic decision making problems. As a supplement, this paper firstly introduces new exponential operational laws of INSs, where the bases are crisp values or interval numbers and the exponents are interval neutrosophic numbers (INNs), which are basic elements in INSs. Then, we propose an interval neutrosophic weighted exponential aggregation (INWEA) operator and a dual interval neutrosophic weighted exponential aggregation (DINWEA) operator based on these exponential operational laws and introduce comparative methods based on cosine measure functions for INNs and dual INNs. Further, we develop decision-making methods based on the INWEA and DINWEA operators. Finally, a practical example on the selecting problem of global suppliers is provided to illustrate the applicability and rationality of the proposed methods.
Comparison of parametric and bootstrap method in bioequivalence test.
Ahn, Byung-Jin; Yim, Dong-Seok
2009-10-01
The estimation of 90% parametric confidence intervals (CIs) of mean AUC and Cmax ratios in bioequivalence (BE) tests are based upon the assumption that formulation effects in log-transformed data are normally distributed. To compare the parametric CIs with those obtained from nonparametric methods we performed repeated estimation of bootstrap-resampled datasets. The AUC and Cmax values from 3 archived datasets were used. BE tests on 1,000 resampled datasets from each archived dataset were performed using SAS (Enterprise Guide Ver.3). Bootstrap nonparametric 90% CIs of formulation effects were then compared with the parametric 90% CIs of the original datasets. The 90% CIs of formulation effects estimated from the 3 archived datasets were slightly different from nonparametric 90% CIs obtained from BE tests on resampled datasets. Histograms and density curves of formulation effects obtained from resampled datasets were similar to those of normal distribution. However, in 2 of 3 resampled log (AUC) datasets, the estimates of formulation effects did not follow the Gaussian distribution. Bias-corrected and accelerated (BCa) CIs, one of the nonparametric CIs of formulation effects, shifted outside the parametric 90% CIs of the archived datasets in these 2 non-normally distributed resampled log (AUC) datasets. Currently, the 80~125% rule based upon the parametric 90% CIs is widely accepted under the assumption of normally distributed formulation effects in log-transformed data. However, nonparametric CIs may be a better choice when data do not follow this assumption.
Comparison of Parametric and Bootstrap Method in Bioequivalence Test
Ahn, Byung-Jin
2009-01-01
The estimation of 90% parametric confidence intervals (CIs) of mean AUC and Cmax ratios in bioequivalence (BE) tests are based upon the assumption that formulation effects in log-transformed data are normally distributed. To compare the parametric CIs with those obtained from nonparametric methods we performed repeated estimation of bootstrap-resampled datasets. The AUC and Cmax values from 3 archived datasets were used. BE tests on 1,000 resampled datasets from each archived dataset were performed using SAS (Enterprise Guide Ver.3). Bootstrap nonparametric 90% CIs of formulation effects were then compared with the parametric 90% CIs of the original datasets. The 90% CIs of formulation effects estimated from the 3 archived datasets were slightly different from nonparametric 90% CIs obtained from BE tests on resampled datasets. Histograms and density curves of formulation effects obtained from resampled datasets were similar to those of normal distribution. However, in 2 of 3 resampled log (AUC) datasets, the estimates of formulation effects did not follow the Gaussian distribution. Bias-corrected and accelerated (BCa) CIs, one of the nonparametric CIs of formulation effects, shifted outside the parametric 90% CIs of the archived datasets in these 2 non-normally distributed resampled log (AUC) datasets. Currently, the 80~125% rule based upon the parametric 90% CIs is widely accepted under the assumption of normally distributed formulation effects in log-transformed data. However, nonparametric CIs may be a better choice when data do not follow this assumption. PMID:19915699
A General theory of Signal Integration for Fault-Tolerant Dynamic Distributed Sensor Networks
1993-10-01
related to a) the architecture and fault- tolerance of the distributed sensor network, b) the proper synchronisation of sensor signals, c) the...Computational complexities of the problem of distributed detection. 5) Issues related to recording of events and synchronization in distributed sensor...Intervals for Synchronization in Real Time Distributed Systems", Submitted to Electronic Encyclopedia. 3. V. G. Hegde and S. S. Iyengar "Efficient
Oldenburg, Catherine E; Amza, Abdou; Kadri, Boubacar; Nassirou, Beido; Cotter, Sun Y; Stoller, Nicole E; West, Sheila K; Bailey, Robin L; Porco, Travis C; Keenan, Jeremy D; Lietman, Thomas M; Gaynor, Bruce D
2018-06-01
Azithromycin has modest efficacy against malaria, and previous cluster randomized trials have suggested that mass azithromycin distribution for trachoma control may play a role in malaria control. We evaluated the effect of annual versus biannual mass azithromycin distribution over a 3-year period on malaria prevalence during the peak transmission season in a region with seasonal malaria transmission in Niger. Twenty-four communities in Matameye, Niger, were randomized to annual mass azithromycin distribution (3 distributions to the entire community during the peak transmission season) or biannual-targeted azithromycin distribution (6 distributions to children <12 years of age, including 3 in the peak transmission season and 3 in the low transmission season). Malaria indices were evaluated at 36 months during the high transmission season. Parasitemia prevalence was 42.6% (95% confidence interval: 31.7%-53.6%) in the biannual distribution arm compared with 50.6% (95% confidence interval: 40.3%-60.8%) in the annual distribution arm (P = 0.29). There was no difference in parasite density or hemoglobin concentration in the 2 treatment arms. Additional rounds of mass azithromycin distribution during low transmission may not have a significant impact on malaria parasitemia measured during the peak transmission season.
Yoganandan, Narayan; Arun, Mike W.J.; Pintar, Frank A.; Szabo, Aniko
2015-01-01
Objective Derive optimum injury probability curves to describe human tolerance of the lower leg using parametric survival analysis. Methods The study re-examined lower leg PMHS data from a large group of specimens. Briefly, axial loading experiments were conducted by impacting the plantar surface of the foot. Both injury and non-injury tests were included in the testing process. They were identified by pre- and posttest radiographic images and detailed dissection following the impact test. Fractures included injuries to the calcaneus and distal tibia-fibula complex (including pylon), representing severities at the Abbreviated Injury Score (AIS) level 2+. For the statistical analysis, peak force was chosen as the main explanatory variable and the age was chosen as the co-variable. Censoring statuses depended on experimental outcomes. Parameters from the parametric survival analysis were estimated using the maximum likelihood approach and the dfbetas statistic was used to identify overly influential samples. The best fit from the Weibull, log-normal and log-logistic distributions was based on the Akaike Information Criterion. Plus and minus 95% confidence intervals were obtained for the optimum injury probability distribution. The relative sizes of the interval were determined at predetermined risk levels. Quality indices were described at each of the selected probability levels. Results The mean age, stature and weight: 58.2 ± 15.1 years, 1.74 ± 0.08 m and 74.9 ± 13.8 kg. Excluding all overly influential tests resulted in the tightest confidence intervals. The Weibull distribution was the most optimum function compared to the other two distributions. A majority of quality indices were in the good category for this optimum distribution when results were extracted for 25-, 45- and 65-year-old at five, 25 and 50% risk levels age groups for lower leg fracture. For 25, 45 and 65 years, peak forces were 8.1, 6.5, and 5.1 kN at 5% risk; 9.6, 7.7, and 6.1 kN at 25% risk; and 10.4, 8.3, and 6.6 kN at 50% risk, respectively. Conclusions This study derived axial loading-induced injury risk curves based on survival analysis using peak force and specimen age; adopting different censoring schemes; considering overly influential samples in the analysis; and assessing the quality of the distribution at discrete probability levels. Because procedures used in the present survival analysis are accepted by international automotive communities, current optimum human injury probability distributions can be used at all risk levels with more confidence in future crashworthiness applications for automotive and other disciplines. PMID:25307381
Robotic fish tracking method based on suboptimal interval Kalman filter
NASA Astrophysics Data System (ADS)
Tong, Xiaohong; Tang, Chao
2017-11-01
Autonomous Underwater Vehicle (AUV) research focused on tracking and positioning, precise guidance and return to dock and other fields. The robotic fish of AUV has become a hot application in intelligent education, civil and military etc. In nonlinear tracking analysis of robotic fish, which was found that the interval Kalman filter algorithm contains all possible filter results, but the range is wide, relatively conservative, and the interval data vector is uncertain before implementation. This paper proposes a ptimization algorithm of suboptimal interval Kalman filter. Suboptimal interval Kalman filter scheme used the interval inverse matrix with its worst inverse instead, is more approximate nonlinear state equation and measurement equation than the standard interval Kalman filter, increases the accuracy of the nominal dynamic system model, improves the speed and precision of tracking system. Monte-Carlo simulation results show that the optimal trajectory of sub optimal interval Kalman filter algorithm is better than that of the interval Kalman filter method and the standard method of the filter.
Coefficient Omega Bootstrap Confidence Intervals: Nonnormal Distributions
ERIC Educational Resources Information Center
Padilla, Miguel A.; Divers, Jasmin
2013-01-01
The performance of the normal theory bootstrap (NTB), the percentile bootstrap (PB), and the bias-corrected and accelerated (BCa) bootstrap confidence intervals (CIs) for coefficient omega was assessed through a Monte Carlo simulation under conditions not previously investigated. Of particular interests were nonnormal Likert-type and binary items.…
Bayesian models for comparative analysis integrating phylogenetic uncertainty
2012-01-01
Background Uncertainty in comparative analyses can come from at least two sources: a) phylogenetic uncertainty in the tree topology or branch lengths, and b) uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow) and inflated significance in hypothesis testing (e.g. p-values will be too small). Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. Methods We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. Results We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Conclusions Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible general purpose tool for phylogenetic comparative analyses, particularly for modelling in the face of phylogenetic uncertainty and accounting for measurement error or individual variation in explanatory variables. Code for all models is provided in the BUGS model description language. PMID:22741602
CALCULATION OF NONLINEAR CONFIDENCE AND PREDICTION INTERVALS FOR GROUND-WATER FLOW MODELS.
Cooley, Richard L.; Vecchia, Aldo V.
1987-01-01
A method is derived to efficiently compute nonlinear confidence and prediction intervals on any function of parameters derived as output from a mathematical model of a physical system. The method is applied to the problem of obtaining confidence and prediction intervals for manually-calibrated ground-water flow models. To obtain confidence and prediction intervals resulting from uncertainties in parameters, the calibrated model and information on extreme ranges and ordering of the model parameters within one or more independent groups are required. If random errors in the dependent variable are present in addition to uncertainties in parameters, then calculation of prediction intervals also requires information on the extreme range of error expected. A simple Monte Carlo method is used to compute the quantiles necessary to establish probability levels for the confidence and prediction intervals. Application of the method to a hypothetical example showed that inclusion of random errors in the dependent variable in addition to uncertainties in parameters can considerably widen the prediction intervals.
Steady state, relaxation and first-passage properties of a run-and-tumble particle in one-dimension
NASA Astrophysics Data System (ADS)
Malakar, Kanaya; Jemseena, V.; Kundu, Anupam; Vijay Kumar, K.; Sabhapandit, Sanjib; Majumdar, Satya N.; Redner, S.; Dhar, Abhishek
2018-04-01
We investigate the motion of a run-and-tumble particle (RTP) in one dimension. We find the exact probability distribution of the particle with and without diffusion on the infinite line, as well as in a finite interval. In the infinite domain, this probability distribution approaches a Gaussian form in the long-time limit, as in the case of a regular Brownian particle. At intermediate times, this distribution exhibits unexpected multi-modal forms. In a finite domain, the probability distribution reaches a steady-state form with peaks at the boundaries, in contrast to a Brownian particle. We also study the relaxation to the steady-state analytically. Finally we compute the survival probability of the RTP in a semi-infinite domain with an absorbing boundary condition at the origin. In the finite interval, we compute the exit probability and the associated exit times. We provide numerical verification of our analytical results.
Solving the interval type-2 fuzzy polynomial equation using the ranking method
NASA Astrophysics Data System (ADS)
Rahman, Nurhakimah Ab.; Abdullah, Lazim
2014-07-01
Polynomial equations with trapezoidal and triangular fuzzy numbers have attracted some interest among researchers in mathematics, engineering and social sciences. There are some methods that have been developed in order to solve these equations. In this study we are interested in introducing the interval type-2 fuzzy polynomial equation and solving it using the ranking method of fuzzy numbers. The ranking method concept was firstly proposed to find real roots of fuzzy polynomial equation. Therefore, the ranking method is applied to find real roots of the interval type-2 fuzzy polynomial equation. We transform the interval type-2 fuzzy polynomial equation to a system of crisp interval type-2 fuzzy polynomial equation. This transformation is performed using the ranking method of fuzzy numbers based on three parameters, namely value, ambiguity and fuzziness. Finally, we illustrate our approach by numerical example.
Stochastic nature of series of waiting times.
Anvari, Mehrnaz; Aghamohammadi, Cina; Dashti-Naserabadi, H; Salehi, E; Behjat, E; Qorbani, M; Nezhad, M Khazaei; Zirak, M; Hadjihosseini, Ali; Peinke, Joachim; Tabar, M Reza Rahimi
2013-06-01
Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the "waiting times" series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2
Stochastic nature of series of waiting times
NASA Astrophysics Data System (ADS)
Anvari, Mehrnaz; Aghamohammadi, Cina; Dashti-Naserabadi, H.; Salehi, E.; Behjat, E.; Qorbani, M.; Khazaei Nezhad, M.; Zirak, M.; Hadjihosseini, Ali; Peinke, Joachim; Tabar, M. Reza Rahimi
2013-06-01
Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the “waiting times” series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2
Spatiotemporal distribution of Holocene populations in North America
Chaput, Michelle A.; Kriesche, Björn; Betts, Matthew; Martindale, Andrew; Kulik, Rafal; Schmidt, Volker; Gajewski, Konrad
2015-01-01
As the Cordilleran and Laurentide Ice Sheets retreated, North America was colonized by human populations; however, the spatial patterns of subsequent population growth are unclear. Temporal frequency distributions of aggregated radiocarbon (14C) dates are used as a proxy of population size and can be used to track this expansion. The Canadian Archaeological Radiocarbon Database contains more than 35,000 14C dates and is used in this study to map the spatiotemporal demographic changes of Holocene populations in North America at a continental scale for the past 13,000 y. We use the kernel method, which converts the spatial distribution of 14C dates into estimates of population density at 500-y intervals. The resulting maps reveal temporally distinct, dynamic patterns associated with paleodemographic trends that correspond well to genetic, archaeological, and ethnohistoric evidence of human occupation. These results have implications for hypothesizing and testing migration routes into and across North America as well as the relative influence of North American populations on the evolution of the North American ecosystem. PMID:26351683
NASA Technical Reports Server (NTRS)
Shantaram, S. Pai; Gyekenyesi, John P.
1989-01-01
The calculation of shape and scale parametes of the two-parameter Weibull distribution is described using the least-squares analysis and maximum likelihood methods for volume- and surface-flaw-induced fracture in ceramics with complete and censored samples. Detailed procedures are given for evaluating 90 percent confidence intervals for maximum likelihood estimates of shape and scale parameters, the unbiased estimates of the shape parameters, and the Weibull mean values and corresponding standard deviations. Furthermore, the necessary steps are described for detecting outliers and for calculating the Kolmogorov-Smirnov and the Anderson-Darling goodness-of-fit statistics and 90 percent confidence bands about the Weibull distribution. It also shows how to calculate the Batdorf flaw-density constants by using the Weibull distribution statistical parameters. The techniques described were verified with several example problems, from the open literature, and were coded in the Structural Ceramics Analysis and Reliability Evaluation (SCARE) design program.
Forecasting overhaul or replacement intervals based on estimated system failure intensity
NASA Astrophysics Data System (ADS)
Gannon, James M.
1994-12-01
System reliability can be expressed in terms of the pattern of failure events over time. Assuming a nonhomogeneous Poisson process and Weibull intensity function for complex repairable system failures, the degree of system deterioration can be approximated. Maximum likelihood estimators (MLE's) for the system Rate of Occurrence of Failure (ROCOF) function are presented. Evaluating the integral of the ROCOF over annual usage intervals yields the expected number of annual system failures. By associating a cost of failure with the expected number of failures, budget and program policy decisions can be made based on expected future maintenance costs. Monte Carlo simulation is used to estimate the range and the distribution of the net present value and internal rate of return of alternative cash flows based on the distributions of the cost inputs and confidence intervals of the MLE's.
NASA Astrophysics Data System (ADS)
Tang, Jinjun; Zhang, Shen; Chen, Xinqiang; Liu, Fang; Zou, Yajie
2018-03-01
Understanding Origin-Destination distribution of taxi trips is very important for improving effects of transportation planning and enhancing quality of taxi services. This study proposes a new method based on Entropy-Maximizing theory to model OD distribution in Harbin city using large-scale taxi GPS trajectories. Firstly, a K-means clustering method is utilized to partition raw pick-up and drop-off location into different zones, and trips are assumed to start from and end at zone centers. A generalized cost function is further defined by considering travel distance, time and fee between each OD pair. GPS data collected from more than 1000 taxis at an interval of 30 s during one month are divided into two parts: data from first twenty days is treated as training dataset and last ten days is taken as testing dataset. The training dataset is used to calibrate model while testing dataset is used to validate model. Furthermore, three indicators, mean absolute error (MAE), root mean square error (RMSE) and mean percentage absolute error (MPAE), are applied to evaluate training and testing performance of Entropy-Maximizing model versus Gravity model. The results demonstrate Entropy-Maximizing model is superior to Gravity model. Findings of the study are used to validate the feasibility of OD distribution from taxi GPS data in urban system.
Daniels, Carter W; Sanabria, Federico
2017-03-01
The distribution of latencies and interresponse times (IRTs) of rats was compared between two fixed-interval (FI) schedules of food reinforcement (FI 30 s and FI 90 s), and between two levels of food deprivation. Computational modeling revealed that latencies and IRTs were well described by mixture probability distributions embodying two-state Markov chains. Analysis of these models revealed that only a subset of latencies is sensitive to the periodicity of reinforcement, and prefeeding only reduces the size of this subset. The distribution of IRTs suggests that behavior in FI schedules is organized in bouts that lengthen and ramp up in frequency with proximity to reinforcement. Prefeeding slowed down the lengthening of bouts and increased the time between bouts. When concatenated, latency and IRT models adequately reproduced sigmoidal FI response functions. These findings suggest that behavior in FI schedules fluctuates in and out of schedule control; an account of such fluctuation suggests that timing and motivation are dissociable components of FI performance. These mixture-distribution models also provide novel insights on the motivational, associative, and timing processes expressed in FI performance. These processes may be obscured, however, when performance in timing tasks is analyzed in terms of mean response rates.
Silva Filho, Telmo M; Souza, Renata M C R; Prudêncio, Ricardo B C
2016-08-01
Some complex data types are capable of modeling data variability and imprecision. These data types are studied in the symbolic data analysis field. One such data type is interval data, which represents ranges of values and is more versatile than classic point data for many domains. This paper proposes a new prototype-based classifier for interval data, trained by a swarm optimization method. Our work has two main contributions: a swarm method which is capable of performing both automatic selection of features and pruning of unused prototypes and a generalized weighted squared Euclidean distance for interval data. By discarding unnecessary features and prototypes, the proposed algorithm deals with typical limitations of prototype-based methods, such as the problem of prototype initialization. The proposed distance is useful for learning classes in interval datasets with different shapes, sizes and structures. When compared to other prototype-based methods, the proposed method achieves lower error rates in both synthetic and real interval datasets. Copyright © 2016 Elsevier Ltd. All rights reserved.
Single point estimation of phenytoin dosing: a reappraisal.
Koup, J R; Gibaldi, M; Godolphin, W
1981-11-01
A previously proposed method for estimation of phenytoin dosing requirement using a single serum sample obtained 24 hours after intravenous loading dose (18 mg/Kg) has been re-evaluated. Using more realistic values for the volume of distribution of phenytoin (0.4 to 1.2 L/Kg), simulations indicate that the proposed method will fail to consistently predict dosage requirements. Additional simulations indicate that two samples obtained during the 24 hour interval following the iv loading dose could be used to more reliably predict phenytoin dose requirement. Because of the nonlinear relationship which exists between phenytoin dose administration rate (RO) and the mean steady state serum concentration (CSS), small errors in prediction of the required RO result in much larger errors in CSS.
The Bootstrap, the Jackknife, and the Randomization Test: A Sampling Taxonomy.
Rodgers, J L
1999-10-01
A simple sampling taxonomy is defined that shows the differences between and relationships among the bootstrap, the jackknife, and the randomization test. Each method has as its goal the creation of an empirical sampling distribution that can be used to test statistical hypotheses, estimate standard errors, and/or create confidence intervals. Distinctions between the methods can be made based on the sampling approach (with replacement versus without replacement) and the sample size (replacing the whole original sample versus replacing a subset of the original sample). The taxonomy is useful for teaching the goals and purposes of resampling schemes. An extension of the taxonomy implies other possible resampling approaches that have not previously been considered. Univariate and multivariate examples are presented.
NASA Astrophysics Data System (ADS)
Zhang, Jingdong; Zhu, Tao; Zheng, Hua; Kuang, Yang; Liu, Min; Huang, Wei
2017-04-01
The round trip time of the light pulse limits the maximum detectable frequency response range of vibration in phase-sensitive optical time domain reflectometry (φ-OTDR). We propose a method to break the frequency response range restriction of φ-OTDR system by modulating the light pulse interval randomly which enables a random sampling for every vibration point in a long sensing fiber. This sub-Nyquist randomized sampling method is suits for detecting sparse-wideband- frequency vibration signals. Up to MHz resonance vibration signal with over dozens of frequency components and 1.153MHz single frequency vibration signal are clearly identified for a sensing range of 9.6km with 10kHz maximum sampling rate.
Baeten; Bruggeman; Paepen; Carchon
2000-03-01
The non-destructive quantification of transuranic elements in nuclear waste management or in safeguards verifications is commonly performed by passive neutron assay techniques. To minimise the number of unknown sample-dependent parameters, Neutron Multiplicity Counting (NMC) is applied. We developed a new NMC-technique, called Time Interval Correlation Spectroscopy (TICS), which is based on the measurement of Rossi-alpha time interval distributions. Compared to other NMC-techniques, TICS offers several advantages.
NASA Astrophysics Data System (ADS)
Rimskaya-Korsavkova, L. K.
2017-07-01
To find the possible reasons for the midlevel elevation of the Weber fraction in intensity discrimination of a tone burst, a comparison was performed for the complementary distributions of spike activity of an ensemble of space nerves, such as the distribution of time instants when spikes occur, the distribution of interspike intervals, and the autocorrelation function. The distribution properties were detected in a poststimulus histogram, an interspike interval histogram, and an autocorrelation histogram—all obtained from the reaction of an ensemble of model space nerves in response to an auditory noise burst-useful tone burst complex. Two configurations were used: in the first, the peak amplitude of the tone burst was varied and the noise amplitude was fixed; in the other, the tone burst amplitude was fixed and the noise amplitude was varied. Noise could precede or follow the tone burst. The noise and tone burst durations, as well as the interval between them, was 4 kHz and corresponded to the characteristic frequencies of the model space nerves. The profiles of all the mentioned histograms had two maxima. The values and the positions of the maxima in the poststimulus histogram corresponded to the amplitudes and mutual time position of the noise and the tone burst. The maximum that occurred in response to the tone burst action could be a basis for the formation of the loudness of the latter (explicit loudness). However, the positions of the maxima in the other two histograms did not depend on the positions of tone bursts and noise in the combinations. The first maximum fell in short intervals and united intervals corresponding to the noise and tone burst durations. The second maximum fell in intervals corresponding to a tone burst delay with respect to noise, and its value was proportional to the noise amplitude or tone burst amplitude that was smaller in the complex. An increase in tone burst or noise amplitudes was caused by nonlinear variations in the two maxima and the ratio between them. The size of the first maximum in the of interspike interval distribution could be the basis for the formation of the loudness of the masked tone burst (implicit loudness), and the size of the second maximum, for the formation of intensity in the periodicity pitch of the complex. The auditory effect of the midlevel enhancement of tone burst loudness could be the result of variations in the implicit tone burst loudness caused by variations in tone-burst or noise intensity. The reason for the enhancement of the Weber fraction could be competitive interaction between such subjective qualities as explicit and implicit tone-burst loudness and the intensity of the periodicity pitch of the complex.
Reynolds, Richard J; Fenster, Charles B
2008-05-01
Pollinator importance, the product of visitation rate and pollinator effectiveness, is a descriptive parameter of the ecology and evolution of plant-pollinator interactions. Naturally, sources of its variation should be investigated, but the SE of pollinator importance has never been properly reported. Here, a Monte Carlo simulation study and a result from mathematical statistics on the variance of the product of two random variables are used to estimate the mean and confidence limits of pollinator importance for three visitor species of the wildflower, Silene caroliniana. Both methods provided similar estimates of mean pollinator importance and its interval if the sample size of the visitation and effectiveness datasets were comparatively large. These approaches allowed us to determine that bumblebee importance was significantly greater than clearwing hawkmoth, which was significantly greater than beefly. The methods could be used to statistically quantify temporal and spatial variation in pollinator importance of particular visitor species. The approaches may be extended for estimating the variance of more than two random variables. However, unless the distribution function of the resulting statistic is known, the simulation approach is preferable for calculating the parameter's confidence limits.
Chen, Yuen Y; Wood, Andrew W
2009-10-01
We have applied a non-contact method for studying the temperature changes produced by radiofrequency (RF) radiation specifically to small biological samples. A temperature-dependent fluorescent dye, Rhodamine B, as imaged by laser scanning confocal microscopy (LSCM) was used to do this. The results were calibrated against real-time temperature measurements from fiber optic probes, with a calibration factor of 3.4% intensity change degrees C(-1) and a reproducibility of +/-6%. This non-contact method provided two-dimensional and three-dimensional images of temperature change and distributions in biological samples, at a spatial resolution of a few micrometers and with an estimated absolute precision of around 1.5 degrees C, with a differential precision of 0.4 degree C. Temperature rise within tissue was found to be non-uniform. Estimates of specific absorption rate (SAR) from absorbed power measurements were greater than those estimated from rate of temperature rise, measured at 1 min intervals, probably because this interval is too long to permit accurate estimation of initial temperature rise following start of RF exposure. Future experiments will aim to explore this.
Roberts, Laura N. Robinson; Kirschbaum, Mark A.
1995-01-01
A synthesis of Late Cretaceous paleogeography of the Western Interior from Mexico to southwestern Canada emphasizes the areal distribution of peat-forming environments during six biostratigraphically constrained time intervals. Isopach maps of strata for each interval reveal the locations and magnitude of major depocenters. The paleogeographic framework provides insight into the relative importance of tectonism, eustasy, and climate on the accumulation of thick peats and their preservation as coals. A total of 123 basin summaries and their data provide the ground truth for construction of the isopach and paleogeographic maps.
Minimax rational approximation of the Fermi-Dirac distribution
Moussa, Jonathan E.
2016-10-27
Accurate rational approximations of the Fermi-Dirac distribution are a useful component in many numerical algorithms for electronic structure calculations. The best known approximations use O(log(βΔ)log(ϵ –1)) poles to achieve an error tolerance ϵ at temperature β –1 over an energy interval Δ. We apply minimax approximation to reduce the number of poles by a factor of four and replace Δ with Δ occ, the occupied energy interval. Furthermore, this is particularly beneficial when Δ >> Δ occ, such as in electronic structure calculations that use a large basis set.
Estimation of parameters of dose volume models and their confidence limits
NASA Astrophysics Data System (ADS)
van Luijk, P.; Delvigne, T. C.; Schilstra, C.; Schippers, J. M.
2003-07-01
Predictions of the normal-tissue complication probability (NTCP) for the ranking of treatment plans are based on fits of dose-volume models to clinical and/or experimental data. In the literature several different fit methods are used. In this work frequently used methods and techniques to fit NTCP models to dose response data for establishing dose-volume effects, are discussed. The techniques are tested for their usability with dose-volume data and NTCP models. Different methods to estimate the confidence intervals of the model parameters are part of this study. From a critical-volume (CV) model with biologically realistic parameters a primary dataset was generated, serving as the reference for this study and describable by the NTCP model. The CV model was fitted to this dataset. From the resulting parameters and the CV model, 1000 secondary datasets were generated by Monte Carlo simulation. All secondary datasets were fitted to obtain 1000 parameter sets of the CV model. Thus the 'real' spread in fit results due to statistical spreading in the data is obtained and has been compared with estimates of the confidence intervals obtained by different methods applied to the primary dataset. The confidence limits of the parameters of one dataset were estimated using the methods, employing the covariance matrix, the jackknife method and directly from the likelihood landscape. These results were compared with the spread of the parameters, obtained from the secondary parameter sets. For the estimation of confidence intervals on NTCP predictions, three methods were tested. Firstly, propagation of errors using the covariance matrix was used. Secondly, the meaning of the width of a bundle of curves that resulted from parameters that were within the one standard deviation region in the likelihood space was investigated. Thirdly, many parameter sets and their likelihood were used to create a likelihood-weighted probability distribution of the NTCP. It is concluded that for the type of dose response data used here, only a full likelihood analysis will produce reliable results. The often-used approximations, such as the usage of the covariance matrix, produce inconsistent confidence limits on both the parameter sets and the resulting NTCP values.
a New Approach for Accuracy Improvement of Pulsed LIDAR Remote Sensing Data
NASA Astrophysics Data System (ADS)
Zhou, G.; Huang, W.; Zhou, X.; He, C.; Li, X.; Huang, Y.; Zhang, L.
2018-05-01
In remote sensing applications, the accuracy of time interval measurement is one of the most important parameters that affect the quality of pulsed lidar data. The traditional time interval measurement technique has the disadvantages of low measurement accuracy, complicated circuit structure and large error. A high-precision time interval data cannot be obtained in these traditional methods. In order to obtain higher quality of remote sensing cloud images based on the time interval measurement, a higher accuracy time interval measurement method is proposed. The method is based on charging the capacitance and sampling the change of capacitor voltage at the same time. Firstly, the approximate model of the capacitance voltage curve in the time of flight of pulse is fitted based on the sampled data. Then, the whole charging time is obtained with the fitting function. In this method, only a high-speed A/D sampler and capacitor are required in a single receiving channel, and the collected data is processed directly in the main control unit. The experimental results show that the proposed method can get error less than 3 ps. Compared with other methods, the proposed method improves the time interval accuracy by at least 20 %.
NASA Astrophysics Data System (ADS)
Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Agathos, M.; Agatsuma, K.; Aggarwal, N.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allocca, A.; Altin, P. A.; Anderson, S. B.; Anderson, W. G.; Arai, K.; Araya, M. C.; Arceneaux, C. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; Babak, S.; Bacon, P.; Bader, M. K. M.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bavigadda, V.; Bazzan, M.; Behnke, B.; Bejger, M.; Bell, A. S.; Bell, C. J.; Berger, B. K.; Bergman, J.; Bergmann, G.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Birch, J.; Birney, R.; Biscans, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blair, C. D.; Blair, D. G.; Blair, R. M.; Bloemen, S.; Bock, O.; Bodiya, T. P.; Boer, M.; Bogaert, G.; Bogan, C.; Bohe, A.; Bojtos, P.; Bond, C.; Bondu, F.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Brooks, A. F.; Brown, D. A.; Brown, D. D.; Brown, N. M.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Calderón Bustillo, J.; Callister, T.; Calloni, E.; Camp, J. B.; Cannon, K. C.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Casanueva Diaz, J.; Casentini, C.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Cerboni Baiardi, L.; Cerretani, G.; Cesarini, E.; Chakraborty, R.; Chalermsongsak, T.; Chamberlin, S. J.; Chan, M.; Chao, S.; Charlton, P.; Chassande-Mottin, E.; Chen, H. Y.; Chen, Y.; Cheng, C.; Chincarini, A.; Chiummo, A.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Q.; Chua, S.; Chung, S.; Ciani, G.; Clara, F.; Clark, J. A.; Cleva, F.; Coccia, E.; Cohadon, P.-F.; Colla, A.; Collette, C. G.; Cominsky, L.; Constancio, M., Jr.; Conte, A.; Conti, L.; Cook, D.; Corbitt, T. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, C. A.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J.-P.; Countryman, S. T.; Couvares, P.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Craig, K.; Creighton, J. D. E.; Cripe, J.; Crowder, S. G.; Cumming, A.; Cunningham, L.; Cuoco, E.; Dal Canton, T.; Danilishin, S. L.; D’Antonio, S.; Danzmann, K.; Darman, N. S.; Dattilo, V.; Dave, I.; Daveloza, H. P.; Davier, M.; Davies, G. S.; Daw, E. J.; Day, R.; De, S.; DeBra, D.; Debreczeni, G.; Degallaix, J.; De Laurentis, M.; Deléglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dereli, H.; Dergachev, V.; De Rosa, R.; DeRosa, R. T.; DeSalvo, R.; Dhurandhar, S.; Díaz, M. C.; Di Fiore, L.; Di Giovanni, M.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Virgilio, A.; Dojcinoski, G.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Douglas, R.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Du, Z.; Ducrot, M.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H.-B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Engels, W.; Essick, R. C.; Etzel, T.; Evans, M.; Evans, T. M.; Everett, R.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.; Fang, Q.; Farinon, S.; Farr, B.; Farr, W. M.; Favata, M.; Fays, M.; Fehrmann, H.; Fejer, M. M.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Flaminio, R.; Fletcher, M.; Fong, H.; Fournier, J.-D.; Franco, S.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fricke, T. T.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H. A. G.; Gair, J. R.; Gammaitoni, L.; Gaonkar, S. G.; Garufi, F.; Gatto, A.; Gaur, G.; Gehrels, N.; Gemme, G.; Gendre, B.; Genin, E.; Gennai, A.; George, J.; Gergely, L.; Germain, V.; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.; Glaefke, A.; Goetz, E.; Goetz, R.; Gondan, L.; González, G.; Gonzalez Castro, J. M.; Gopakumar, A.; Gordon, N. A.; Gorodetsky, M. L.; Gossan, S. E.; Gosselin, M.; Gouaty, R.; Graef, C.; Graff, P. B.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hacker, J. J.; Hall, B. R.; Hall, E. D.; Hammond, G.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hanson, J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Hartman, M. T.; Haster, C.-J.; Haughian, K.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hodge, K. A.; Hofman, D.; Hollitt, S. E.; Holt, K.; Holz, D. E.; Hopkins, P.; Hosken, D. J.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huang, S.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Idrisy, A.; Indik, N.; Ingram, D. R.; Inta, R.; Isa, H. N.; Isac, J.-M.; Isi, M.; Islas, G.; Isogai, T.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jang, H.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jiménez-Forteza, F.; Johnson, W. W.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; K, Haris; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Karki, S.; Kasprzack, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kaur, T.; Kawabe, K.; Kawazoe, F.; Kéfélian, F.; Kehl, M. S.; Keitel, D.; Kelley, D. B.; Kells, W.; Kennedy, R.; Key, J. S.; Khalaidovski, A.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, C.; Kim, J.; Kim, K.; Kim, Nam-Gyu; Kim, Namjun; Kim, Y.-M.; King, E. J.; King, P. J.; Kinzel, D. L.; Kissel, J. S.; Kleybolte, L.; Klimenko, S.; Koehlenbeck, S. M.; Kokeyama, K.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Kringel, V.; Krishnan, B.; Królak, A.; Krueger, C.; Kuehn, G.; Kumar, P.; Kuo, L.; Kutynia, A.; Lackey, B. D.; Landry, M.; Lange, J.; Lantz, B.; Lasky, P. D.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lebigot, E. O.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, K.; Lenon, A.; Leonardi, M.; Leong, J. R.; Leroy, N.; Letendre, N.; Levin, Y.; Levine, B. M.; Li, T. G. F.; Libson, A.; Littenberg, T. B.; Lockerbie, N. A.; Logue, J.; Lombardi, A. L.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lück, H.; Lundgren, A. P.; Luo, J.; Lynch, R.; Ma, Y.; MacDonald, T.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magaña-Sandoval, F.; Magee, R. M.; Mageswaran, M.; Majorana, E.; Maksimovic, I.; Malvezzi, V.; Man, N.; Mandel, I.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markosyan, A. S.; Maros, E.; Martelli, F.; Martellini, L.; Martin, I. W.; Martin, R. M.; Martynov, D. V.; Marx, J. N.; Mason, K.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; Mazzolo, G.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Meidam, J.; Melatos, A.; Mendell, G.; Mendoza-Gandara, D.; Mercer, R. A.; Merilh, E.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Meyers, P. M.; Mezzani, F.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, J.; Millhouse, M.; Minenkov, Y.; Ming, J.; Mirshekari, S.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moggi, A.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, B. C.; Moore, C. J.; Moraru, D.; Moreno, G.; Morriss, S. R.; Mossavi, K.; Mours, B.; Mow-Lowry, C. M.; Mueller, C. L.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Murphy, D. J.; Murray, P. G.; Mytidis, A.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Necula, V.; Nedkova, K.; Nelemans, G.; Neri, M.; Neunzert, A.; Newton, G.; Nguyen, T. T.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Nocera, F.; Nolting, D.; Normandin, M. E.; Nuttall, L. K.; Oberling, J.; Ochsner, E.; O’Dell, J.; Oelker, E.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Oliver, M.; Oppermann, P.; Oram, Richard J.; O’Reilly, B.; O’Shaughnessy, R.; Ottaway, D. J.; Ottens, R. S.; Overmier, H.; Owen, B. J.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Paris, H. R.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patricelli, B.; Patrick, Z.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perreca, A.; Phelps, M.; Piccinni, O.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poggiani, R.; Popolizio, P.; Porter, E. K.; Post, A.; Powell, J.; Prasad, J.; Predoi, V.; Premachandra, S. S.; Prestegard, T.; Price, L. R.; Prijatelj, M.; Principe, M.; Privitera, S.; Prodi, G. A.; Prokhorov, L.; Puncken, O.; Punturo, M.; Puppo, P.; Pürrer, M.; Qi, H.; Qin, J.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rakhmanov, M.; Rapagnani, P.; Raymond, V.; Razzano, M.; Re, V.; Read, J.; Reed, C. M.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Rew, H.; Reyes, S. D.; Ricci, F.; Riles, K.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, R.; Romanov, G.; Romie, J. H.; Rosińska, D.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Ryan, K.; Sachdev, S.; Sadecki, T.; Sadeghian, L.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sampson, L.; Sanchez, E. J.; Sandberg, V.; Sandeen, B.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O.; Savage, R. L.; Sawadsky, A.; Schale, P.; Schilling, R.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schönbeck, A.; Schreiber, E.; Schuette, D.; Schutz, B. F.; Scott, J.; Scott, S. M.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Serna, G.; Setyawati, Y.; Sevigny, A.; Shaddock, D. A.; Shah, S.; Shahriar, M. S.; Shaltev, M.; Shao, Z.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sigg, D.; Silva, A. D.; Simakov, D.; Singer, A.; Singer, L. P.; Singh, A.; Singh, R.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, J. R.; Smith, N. D.; Smith, R. J. E.; Son, E. J.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Srivastava, A. K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stephens, B. C.; Stevenson, S.; Stone, R.; Strain, K. A.; Straniero, N.; Stratta, G.; Strauss, N. A.; Strigin, S.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sutton, P. J.; Swinkels, B. L.; Szczepańczyk, M. J.; Tacca, M.; Talukder, D.; Tanner, D. B.; Tápai, M.; Tarabrin, S. P.; Taracchini, A.; Taylor, R.; Theeg, T.; Thirugnanasambandam, M. P.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thorne, K. S.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Tomlinson, C.; Tonelli, M.; Torres, C. V.; Torrie, C. I.; Töyrä, D.; Travasso, F.; Traylor, G.; Trifirò, D.; Tringali, M. C.; Trozzo, L.; Tse, M.; Turconi, M.; Tuyenbayev, D.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; Vallisneri, M.; van Bakel, N.; van Beuzekom, M.; van den Brand, J. F. J.; Van Den Broeck, C.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Vass, S.; Vasúth, M.; Vaulin, R.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Verkindt, D.; Vetrano, F.; Viceré, A.; Vinciguerra, S.; Vine, D. J.; Vinet, J.-Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Voss, D.; Vousden, W. D.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, M.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, M.; Wang, X.; Wang, Y.; Ward, R. L.; Warner, J.; Was, M.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Welborn, T.; Wen, L.; Wesels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; White, D. J.; Whiting, B. F.; Williams, R. D.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Worden, J.; Wright, J. L.; Wu, G.; Yablon, J.; Yam, W.; Yamamoto, H.; Yancey, C. C.; Yap, M. J.; Yu, H.; Yvert, M.; Zadrożny, A.; Zangrando, L.; Zanolin, M.; Zendri, J.-P.; Zevin, M.; Zhang, F.; Zhang, L.; Zhang, M.; Zhang, Y.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, X. J.; Zucker, M. E.; Zuraw, S. E.; Zweizig, J.; LIGO Scientific Collaboration; Virgo Collaboration
2016-12-01
This article provides supplemental information for a Letter reporting the rate of (BBH) coalescences inferred from 16 days of coincident Advanced LIGO observations surrounding the transient (GW) signal GW150914. In that work we reported various rate estimates whose 90% confidence intervals fell in the range 2–600 Gpc‑3 yr‑1. Here we give details on our method and computations, including information about our search pipelines, a derivation of our likelihood function for the analysis, a description of the astrophysical search trigger distribution expected from merging BBHs, details on our computational methods, a description of the effects and our model for calibration uncertainty, and an analytic method for estimating our detector sensitivity, which is calibrated to our measurements.
Braschel, Melissa C; Svec, Ivana; Darlington, Gerarda A; Donner, Allan
2016-04-01
Many investigators rely on previously published point estimates of the intraclass correlation coefficient rather than on their associated confidence intervals to determine the required size of a newly planned cluster randomized trial. Although confidence interval methods for the intraclass correlation coefficient that can be applied to community-based trials have been developed for a continuous outcome variable, fewer methods exist for a binary outcome variable. The aim of this study is to evaluate confidence interval methods for the intraclass correlation coefficient applied to binary outcomes in community intervention trials enrolling a small number of large clusters. Existing methods for confidence interval construction are examined and compared to a new ad hoc approach based on dividing clusters into a large number of smaller sub-clusters and subsequently applying existing methods to the resulting data. Monte Carlo simulation is used to assess the width and coverage of confidence intervals for the intraclass correlation coefficient based on Smith's large sample approximation of the standard error of the one-way analysis of variance estimator, an inverted modified Wald test for the Fleiss-Cuzick estimator, and intervals constructed using a bootstrap-t applied to a variance-stabilizing transformation of the intraclass correlation coefficient estimate. In addition, a new approach is applied in which clusters are randomly divided into a large number of smaller sub-clusters with the same methods applied to these data (with the exception of the bootstrap-t interval, which assumes large cluster sizes). These methods are also applied to a cluster randomized trial on adolescent tobacco use for illustration. When applied to a binary outcome variable in a small number of large clusters, existing confidence interval methods for the intraclass correlation coefficient provide poor coverage. However, confidence intervals constructed using the new approach combined with Smith's method provide nominal or close to nominal coverage when the intraclass correlation coefficient is small (<0.05), as is the case in most community intervention trials. This study concludes that when a binary outcome variable is measured in a small number of large clusters, confidence intervals for the intraclass correlation coefficient may be constructed by dividing existing clusters into sub-clusters (e.g. groups of 5) and using Smith's method. The resulting confidence intervals provide nominal or close to nominal coverage across a wide range of parameters when the intraclass correlation coefficient is small (<0.05). Application of this method should provide investigators with a better understanding of the uncertainty associated with a point estimator of the intraclass correlation coefficient used for determining the sample size needed for a newly designed community-based trial. © The Author(s) 2015.
Identifying Aquifer Heterogeneities using the Level Set Method
NASA Astrophysics Data System (ADS)
Lu, Z.; Vesselinov, V. V.; Lei, H.
2016-12-01
Material interfaces between hydrostatigraphic units (HSU) with contrasting aquifer parameters (e.g., strata and facies with different hydraulic conductivity) have a great impact on flow and contaminant transport in subsurface. However, the identification of HSU shape in the subsurface is challenging and typically relies on tomographic approaches where a series of steady-state/transient head measurements at spatially distributed observation locations are analyzed using inverse models. In this study, we developed a mathematically rigorous approach for identifying material interfaces among any arbitrary number of HSUs using the level set method. The approach has been tested first with several synthetic cases, where the true spatial distribution of HSUs was assumed to be known and the head measurements were taken from the flow simulation with the true parameter fields. These synthetic inversion examples demonstrate that the level set method is capable of characterizing the spatial distribution of the heterogeneous. We then applied the methodology to a large-scale problem in which the spatial distribution of pumping wells and observation well screens is consistent with the actual aquifer contamination (chromium) site at the Los Alamos National Laboratory (LANL). In this way, we test the applicability of the methodology at an actual site. We also present preliminary results using the actual LANL site data. We also investigated the impact of the number of pumping/observation wells and the drawdown observation frequencies/intervals on the quality of the inversion results. We also examined the uncertainties associated with the estimated HSU shapes, and the accuracy of the results under different hydraulic-conductivity contrasts between the HSU's.
NASA Astrophysics Data System (ADS)
Bruggeman, M.; Baeten, P.; De Boeck, W.; Carchon, R.
1996-02-01
Neutron coincidence counting is commonly used for the non-destructive assay of plutonium bearing waste or for safeguards verification measurements. A major drawback of conventional coincidence counting is related to the fact that a valid calibration is needed to convert a neutron coincidence count rate to a 240Pu equivalent mass ( 240Pu eq). In waste assay, calibrations are made for representative waste matrices and source distributions. The actual waste however may have quite different matrices and source distributions compared to the calibration samples. This often results in a bias of the assay result. This paper presents a new neutron multiplicity sensitive coincidence counting technique including an auto-calibration of the neutron detection efficiency. The coincidence counting principle is based on the recording of one- and two-dimensional Rossi-alpha distributions triggered respectively by pulse pairs and by pulse triplets. Rossi-alpha distributions allow an easy discrimination between real and accidental coincidences and are aimed at being measured by a PC-based fast time interval analyser. The Rossi-alpha distributions can be easily expressed in terms of a limited number of factorial moments of the neutron multiplicity distributions. The presented technique allows an unbiased measurement of the 240Pu eq mass. The presented theory—which will be indicated as Time Interval Analysis (TIA)—is complementary to Time Correlation Analysis (TCA) theories which were developed in the past, but is from the theoretical point of view much simpler and allows a straightforward calculation of deadtime corrections and error propagation. Analytical expressions are derived for the Rossi-alpha distributions as a function of the factorial moments of the efficiency dependent multiplicity distributions. The validity of the proposed theory is demonstrated and verified via Monte Carlo simulations of pulse trains and the subsequent analysis of the simulated data.
On Some Nonclassical Algebraic Properties of Interval-Valued Fuzzy Soft Sets
2014-01-01
Interval-valued fuzzy soft sets realize a hybrid soft computing model in a general framework. Both Molodtsov's soft sets and interval-valued fuzzy sets can be seen as special cases of interval-valued fuzzy soft sets. In this study, we first compare four different types of interval-valued fuzzy soft subsets and reveal the relations among them. Then we concentrate on investigating some nonclassical algebraic properties of interval-valued fuzzy soft sets under the soft product operations. We show that some fundamental algebraic properties including the commutative and associative laws do not hold in the conventional sense, but hold in weaker forms characterized in terms of the relation =L. We obtain a number of algebraic inequalities of interval-valued fuzzy soft sets characterized by interval-valued fuzzy soft inclusions. We also establish the weak idempotent law and the weak absorptive law of interval-valued fuzzy soft sets using interval-valued fuzzy soft J-equal relations. It is revealed that the soft product operations ∧ and ∨ of interval-valued fuzzy soft sets do not always have similar algebraic properties. Moreover, we find that only distributive inequalities described by the interval-valued fuzzy soft L-inclusions hold for interval-valued fuzzy soft sets. PMID:25143964
On some nonclassical algebraic properties of interval-valued fuzzy soft sets.
Liu, Xiaoyan; Feng, Feng; Zhang, Hui
2014-01-01
Interval-valued fuzzy soft sets realize a hybrid soft computing model in a general framework. Both Molodtsov's soft sets and interval-valued fuzzy sets can be seen as special cases of interval-valued fuzzy soft sets. In this study, we first compare four different types of interval-valued fuzzy soft subsets and reveal the relations among them. Then we concentrate on investigating some nonclassical algebraic properties of interval-valued fuzzy soft sets under the soft product operations. We show that some fundamental algebraic properties including the commutative and associative laws do not hold in the conventional sense, but hold in weaker forms characterized in terms of the relation = L . We obtain a number of algebraic inequalities of interval-valued fuzzy soft sets characterized by interval-valued fuzzy soft inclusions. We also establish the weak idempotent law and the weak absorptive law of interval-valued fuzzy soft sets using interval-valued fuzzy soft J-equal relations. It is revealed that the soft product operations ∧ and ∨ of interval-valued fuzzy soft sets do not always have similar algebraic properties. Moreover, we find that only distributive inequalities described by the interval-valued fuzzy soft L-inclusions hold for interval-valued fuzzy soft sets.
A Method of Visualizing Three-Dimensional Distribution of Yeast in Bread Dough
NASA Astrophysics Data System (ADS)
Maeda, Tatsurou; Do, Gab-Soo; Sugiyama, Junichi; Oguchi, Kosei; Shiraga, Seizaburou; Ueda, Mitsuyoshi; Takeya, Koji; Endo, Shigeru
A novel technique was developed to monitor the change in three-dimensional (3D) distribution of yeast in frozen bread dough samples in accordance with the progress of mixing process. Application of a surface engineering technology allowed the identification of yeast in bread dough by bonding EGFP (Enhanced Green Fluorescent Protein) to the surface of yeast cells. The fluorescent yeast (a biomarker) was recognized as bright spots at the wavelength of 520 nm. A Micro-Slicer Image Processing System (MSIPS) with a fluorescence microscope was utilized to acquire cross-sectional images of frozen dough samples sliced at intervals of 1 μm. A set of successive two-dimensional images was reconstructed to analyze 3D distribution of yeast. Samples were taken from each of four normal mixing stages (i.e., pick up, clean up, development, and final stages) and also from over mixing stage. In the pick up stage yeast distribution was uneven with local areas of dense yeast. As the mixing progressed from clean up to final stages, the yeast became more evenly distributed throughout the dough sample. However, the uniformity in yeast distribution was lost in the over mixing stage possibly due to the breakdown of gluten structure within the dough sample.
NASA Astrophysics Data System (ADS)
Suárez, F.; Aravena, J. E.; Hausner, M. B.; Childress, A. E.; Tyler, S. W.
2011-01-01
In shallow thermohaline-driven lakes it is important to measure temperature on fine spatial and temporal scales to detect stratification or different hydrodynamic regimes. Raman spectra distributed temperature sensing (DTS) is an approach available to provide high spatial and temporal temperature resolution. A vertical high-resolution DTS system was constructed to overcome the problems of typical methods used in the past, i.e., without disturbing the water column, and with resistance to corrosive environments. This system monitors the temperature profile each 1.1 cm vertically and in time averages as small as 10 s. Temperature resolution as low as 0.035 °C is obtained when the data are collected at 5-min intervals. The vertical high-resolution DTS system is used to monitor the thermal behavior of a salt-gradient solar pond, which is an engineered shallow thermohaline system that allows collection and storage of solar energy for a long period of time. This paper describes a method to quantitatively assess accuracy, precision and other limitations of DTS systems to fully utilize the capacity of this technology. It also presents, for the first time, a method to manually calibrate temperatures along the optical fiber.
Socioeconomic and Reproductive Determinants of Waist-Hip Ratio Index in Menopausal Women
Rastegari, Zahra; Noroozi, Mahnaz; Paknahad, Zamzam
2017-01-01
Background: Health evaluation is carried out using various anthropometric methods including waist–hip ratio (WHR) index. This method is applied for estimating body fat distribution. This study was aimed to investigate the socioeconomic and reproductive determinants of WHR index in menopausal women. Materials and Methods: For this cross-sectional study, samples were 278 menopausal women in Isfahan, Iran, who were selected by stratified sampling and invited to ten health centers. The data collection tools were a questionnaire and the standard meter tape. Data were analyzed using descriptive and inferential statistical tests. Results: The mean of WHR index was X̄ = 0.9 ± 7.54. There was a significantly statistical relation between age, job, educational status, number of pregnancies and deliveries, age of the first delivery, and WHR index. Conclusion: Based on the results, body fat distribution of menopausal women is of android (central) type. It is suggested that measuring WHR index should be done in menopausal women and also during the postpartum period in specific intervals. Furthermore, women should be familiarized with related factors to this index, and it is recommended to avoid pregnancy and delivery at early ages and repeated pregnancies. PMID:29307978
Estimating site occupancy and abundance using indirect detection indices
Stanley, T.R.; Royle, J. Andrew
2005-01-01
Knowledge of factors influencing animal distribution and abundance is essential in many areas of ecological research, management, and policy-making. Because common methods for modeling and estimating abundance (e.g., capture-recapture, distance sampling) are sometimes not practical for large areas or elusive species, indices are sometimes used as surrogate measures of abundance. We present an extension of the Royle and Nichols (2003) generalization of the MacKenzie et al. (2002) site-occupancy model that incorporates length of the sampling interval into the, model for detection probability. As a result, we obtain a modeling framework that shows how useful information can be extracted from a class of index methods we call indirect detection indices (IDIs). Examples of IDIs include scent station, tracking tube, snow track, tracking plate, and hair snare surveys. Our model is maximum likelihood, and it can be used to estimate site occupancy and model factors influencing patterns of occupancy and abundance in space. Under certain circumstances, it can also be used to estimate abundance. We evaluated model properties using Monte Carlo simulations and illustrate the method with tracking tube and scent station data. We believe this model will be a useful tool for determining factors that influence animal distribution and abundance.
du Bois, Roland M; Weycker, Derek; Albera, Carlo; Bradford, Williamson Z; Costabel, Ulrich; Kartashov, Alex; Lancaster, Lisa; Noble, Paul W; Sahn, Steven A; Szwarcberg, Javier; Thomeer, Michiel; Valeyre, Dominique; King, Talmadge E
2011-05-01
The 6-minute-walk test (6MWT) is a practical and clinically meaningful measure of exercise tolerance with favorable performance characteristics in various cardiac and pulmonary diseases. Performance characteristics in patients with idiopathic pulmonary fibrosis (IPF) have not been systematically evaluated. To assess the reliability, validity, and responsiveness of the 6MWT and estimate the minimal clinically important difference (MCID) in patients with IPF. The study population included all subjects completing a 6MWT in a clinical trial evaluating interferon gamma-1b (n = 822). Six-minute walk distance (6MWD) and other parameters were measured at baseline and at 24-week intervals using a standardized protocol. Parametric and distribution-independent correlation coefficients were used to assess the strength of the relationships between 6MWD and measures of pulmonary function, dyspnea, and health-related quality of life. Both distribution-based and anchor-based methods were used to estimate the MCID. Comparison of two proximal measures of 6MWD (mean interval, 24 d) demonstrated good reliability (coefficient = 0.83; P < 0.001). 6MWD was weakly correlated with measures of physiologic function and health-related quality of life; however, values were consistently and significantly lower for patients with the poorest functional status, suggesting good construct validity. Importantly, change in 6MWD was highly predictive of mortality; a 24-week decline of greater than 50 m was associated with a fourfold increase in risk of death at 1 year (hazard ratio, 4.27; 95% confidence interval, 2.57- 7.10; P < 0.001). The estimated MCID was 24-45 m. The 6MWT is a reliable, valid, and responsive measure of disease status and a valid endpoint for clinical trials in IPF.
Browne, Erica N; Rathinam, Sivakumar R; Kanakath, Anuradha; Thundikandy, Radhika; Babu, Manohar; Lietman, Thomas M; Acharya, Nisha R
2017-01-01
Purpose To conduct a Bayesian analysis of a randomized clinical trial (RCT) for non-infectious uveitis using expert opinion as a subjective prior belief. Methods A RCT was conducted to determine which antimetabolite, methotrexate or mycophenolate mofetil, is more effective as an initial corticosteroid-sparing agent for the treatment of intermediate, posterior, and pan- uveitis. Before the release of trial results, expert opinion on the relative effectiveness of these two medications was collected via online survey. Members of the American Uveitis Society executive committee were invited to provide an estimate for the relative decrease in efficacy with a 95% credible interval (CrI). A prior probability distribution was created from experts’ estimates. A Bayesian analysis was performed using the constructed expert prior probability distribution and the trial’s primary outcome. Results 11 of 12 invited uveitis specialists provided estimates. Eight of 11 experts (73%) believed mycophenolate mofetil is more effective. The group prior belief was that the odds of treatment success for patients taking mycophenolate mofetil were 1.4-fold the odds of those taking methotrexate (95% CrI 0.03 – 45.0). The odds of treatment success with mycophenolate mofetil compared to methotrexate was 0.4 from the RCT (95% confidence interval 0.1–1.2) and 0.7 (95% CrI 0.2–1.7) from the Bayesian analysis. Conclusions A Bayesian analysis combining expert belief with the trial’s result did not indicate preference for one drug. However, the wide credible interval leaves open the possibility of a substantial treatment effect. This suggests clinical equipoise necessary to allow a larger, more definitive RCT. PMID:27982726
Ahlborn, W; Tuz, H J; Uberla, K
1990-03-01
In cohort studies the Mantel-Haenszel estimator ORMH is computed from sample data and is used as a point estimator of relative risk. Test-based confidence intervals are estimated with the help of the asymptotic chi-squared distributed MH-statistic chi 2MHS. The Mantel-extension-chi-squared is used as a test statistic for a dose-response relationship. Both test statistics--the Mantel-Haenszel-chi as well as the Mantel-extension-chi--assume homogeneity of risk across strata, which is rarely present. Also an extended nonparametric statistic, proposed by Terpstra, which is based on the Mann-Whitney-statistics assumes homogeneity of risk across strata. We have earlier defined four risk measures RRkj (k = 1,2,...,4) in the population and considered their estimates and the corresponding asymptotic distributions. In order to overcome the homogeneity assumption we use the delta-method to get "test-based" confidence intervals. Because the four risk measures RRkj are presented as functions of four weights gik we give, consequently, the asymptotic variances of these risk estimators also as functions of the weights gik in a closed form. Approximations to these variances are given. For testing a dose-response relationship we propose a new class of chi 2(1)-distributed global measures Gk and the corresponding global chi 2-test. In contrast to the Mantel-extension-chi homogeneity of risk across strata must not be assumed. These global test statistics are of the Wald type for composite hypotheses.(ABSTRACT TRUNCATED AT 250 WORDS)
Asymptotic formulae for likelihood-based tests of new physics
NASA Astrophysics Data System (ADS)
Cowan, Glen; Cranmer, Kyle; Gross, Eilam; Vitells, Ofer
2011-02-01
We describe likelihood-based statistical tests for use in high energy physics for the discovery of new phenomena and for construction of confidence intervals on model parameters. We focus on the properties of the test procedures that allow one to account for systematic uncertainties. Explicit formulae for the asymptotic distributions of test statistics are derived using results of Wilks and Wald. We motivate and justify the use of a representative data set, called the "Asimov data set", which provides a simple method to obtain the median experimental sensitivity of a search or measurement as well as fluctuations about this expectation.
Improving Photometric Redshifts for Hyper Suprime-Cam
NASA Astrophysics Data System (ADS)
Speagle, Josh S.; Leauthaud, Alexie; Eisenstein, Daniel; Bundy, Kevin; Capak, Peter L.; Leistedt, Boris; Masters, Daniel C.; Mortlock, Daniel; Peiris, Hiranya; HSC Photo-z Team; HSC Weak Lensing Team
2017-01-01
Deriving accurate photometric redshift (photo-z) probability distribution functions (PDFs) are crucial science components for current and upcoming large-scale surveys. We outline how rigorous Bayesian inference and machine learning can be combined to quickly derive joint photo-z PDFs to individual galaxies and their parent populations. Using the first 170 deg^2 of data from the ongoing Hyper Suprime-Cam survey, we demonstrate our method is able to generate accurate predictions and reliable credible intervals over ~370k high-quality redshifts. We then use galaxy-galaxy lensing to empirically validate our predicted photo-z's over ~14M objects, finding a robust signal.
Regression without truth with Markov chain Monte-Carlo
NASA Astrophysics Data System (ADS)
Madan, Hennadii; Pernuš, Franjo; Likar, Boštjan; Å piclin, Žiga
2017-03-01
Regression without truth (RWT) is a statistical technique for estimating error model parameters of each method in a group of methods used for measurement of a certain quantity. A very attractive aspect of RWT is that it does not rely on a reference method or "gold standard" data, which is otherwise difficult RWT was used for a reference-free performance comparison of several methods for measuring left ventricular ejection fraction (EF), i.e. a percentage of blood leaving the ventricle each time the heart contracts, and has since been applied for various other quantitative imaging biomarkerss (QIBs). Herein, we show how Markov chain Monte-Carlo (MCMC), a computational technique for drawing samples from a statistical distribution with probability density function known only up to a normalizing coefficient, can be used to augment RWT to gain a number of important benefits compared to the original approach based on iterative optimization. For instance, the proposed MCMC-based RWT enables the estimation of joint posterior distribution of the parameters of the error model, straightforward quantification of uncertainty of the estimates, estimation of true value of the measurand and corresponding credible intervals (CIs), does not require a finite support for prior distribution of the measureand generally has a much improved robustness against convergence to non-global maxima. The proposed approach is validated using synthetic data that emulate the EF data for 45 patients measured with 8 different methods. The obtained results show that 90% CI of the corresponding parameter estimates contain the true values of all error model parameters and the measurand. A potential real-world application is to take measurements of a certain QIB several different methods and then use the proposed framework to compute the estimates of the true values and their uncertainty, a vital information for diagnosis based on QIB.