Estimation of value at risk and conditional value at risk using normal mixture distributions model
NASA Astrophysics Data System (ADS)
Kamaruzzaman, Zetty Ain; Isa, Zaidi
2013-04-01
Normal mixture distributions model has been successfully applied in financial time series analysis. In this paper, we estimate the return distribution, value at risk (VaR) and conditional value at risk (CVaR) for monthly and weekly rates of returns for FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI) from July 1990 until July 2010 using the two component univariate normal mixture distributions model. First, we present the application of normal mixture distributions model in empirical finance where we fit our real data. Second, we present the application of normal mixture distributions model in risk analysis where we apply the normal mixture distributions model to evaluate the value at risk (VaR) and conditional value at risk (CVaR) with model validation for both risk measures. The empirical results provide evidence that using the two components normal mixture distributions model can fit the data well and can perform better in estimating value at risk (VaR) and conditional value at risk (CVaR) where it can capture the stylized facts of non-normality and leptokurtosis in returns distribution.
Modeling error distributions of growth curve models through Bayesian methods.
Zhang, Zhiyong
2016-06-01
Growth curve models are widely used in social and behavioral sciences. However, typical growth curve models often assume that the errors are normally distributed although non-normal data may be even more common than normal data. In order to avoid possible statistical inference problems in blindly assuming normality, a general Bayesian framework is proposed to flexibly model normal and non-normal data through the explicit specification of the error distributions. A simulation study shows when the distribution of the error is correctly specified, one can avoid the loss in the efficiency of standard error estimates. A real example on the analysis of mathematical ability growth data from the Early Childhood Longitudinal Study, Kindergarten Class of 1998-99 is used to show the application of the proposed methods. Instructions and code on how to conduct growth curve analysis with both normal and non-normal error distributions using the the MCMC procedure of SAS are provided.
About normal distribution on SO(3) group in texture analysis
NASA Astrophysics Data System (ADS)
Savyolova, T. I.; Filatov, S. V.
2017-12-01
This article studies and compares different normal distributions (NDs) on SO(3) group, which are used in texture analysis. Those NDs are: Fisher normal distribution (FND), Bunge normal distribution (BND), central normal distribution (CND) and wrapped normal distribution (WND). All of the previously mentioned NDs are central functions on SO(3) group. CND is a subcase for normal CLT-motivated distributions on SO(3) (CLT here is Parthasarathy’s central limit theorem). WND is motivated by CLT in R 3 and mapped to SO(3) group. A Monte Carlo method for modeling normally distributed values was studied for both CND and WND. All of the NDs mentioned above are used for modeling different components of crystallites orientation distribution function in texture analysis.
Abanto-Valle, C. A.; Bandyopadhyay, D.; Lachos, V. H.; Enriquez, I.
2009-01-01
A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative to the routine use of the normal distribution. Specific distributions examined include the normal, student-t, slash and the variance gamma distributions. Using a Bayesian paradigm, an efficient Markov chain Monte Carlo (MCMC) algorithm is introduced for parameter estimation. Moreover, the mixing parameters obtained as a by-product of the scale mixture representation can be used to identify outliers. The methods developed are applied to analyze daily stock returns data on S&P500 index. Bayesian model selection criteria as well as out-of- sample forecasting results reveal that the SV models based on heavy-tailed SMN distributions provide significant improvement in model fit as well as prediction to the S&P500 index data over the usual normal model. PMID:20730043
NASA Technical Reports Server (NTRS)
Smith, O. E.
1976-01-01
The techniques are presented to derive several statistical wind models. The techniques are from the properties of the multivariate normal probability function. Assuming that the winds can be considered as bivariate normally distributed, then (1) the wind components and conditional wind components are univariate normally distributed, (2) the wind speed is Rayleigh distributed, (3) the conditional distribution of wind speed given a wind direction is Rayleigh distributed, and (4) the frequency of wind direction can be derived. All of these distributions are derived from the 5-sample parameter of wind for the bivariate normal distribution. By further assuming that the winds at two altitudes are quadravariate normally distributed, then the vector wind shear is bivariate normally distributed and the modulus of the vector wind shear is Rayleigh distributed. The conditional probability of wind component shears given a wind component is normally distributed. Examples of these and other properties of the multivariate normal probability distribution function as applied to Cape Kennedy, Florida, and Vandenberg AFB, California, wind data samples are given. A technique to develop a synthetic vector wind profile model of interest to aerospace vehicle applications is presented.
Modeling Error Distributions of Growth Curve Models through Bayesian Methods
ERIC Educational Resources Information Center
Zhang, Zhiyong
2016-01-01
Growth curve models are widely used in social and behavioral sciences. However, typical growth curve models often assume that the errors are normally distributed although non-normal data may be even more common than normal data. In order to avoid possible statistical inference problems in blindly assuming normality, a general Bayesian framework is…
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.
On Nonequivalence of Several Procedures of Structural Equation Modeling
ERIC Educational Resources Information Center
Yuan, Ke-Hai; Chan, Wai
2005-01-01
The normal theory based maximum likelihood procedure is widely used in structural equation modeling. Three alternatives are: the normal theory based generalized least squares, the normal theory based iteratively reweighted least squares, and the asymptotically distribution-free procedure. When data are normally distributed and the model structure…
Mapping of quantitative trait loci using the skew-normal distribution.
Fernandes, Elisabete; Pacheco, António; Penha-Gonçalves, Carlos
2007-11-01
In standard interval mapping (IM) of quantitative trait loci (QTL), the QTL effect is described by a normal mixture model. When this assumption of normality is violated, the most commonly adopted strategy is to use the previous model after data transformation. However, an appropriate transformation may not exist or may be difficult to find. Also this approach can raise interpretation issues. An interesting alternative is to consider a skew-normal mixture model in standard IM, and the resulting method is here denoted as skew-normal IM. This flexible model that includes the usual symmetric normal distribution as a special case is important, allowing continuous variation from normality to non-normality. In this paper we briefly introduce the main peculiarities of the skew-normal distribution. The maximum likelihood estimates of parameters of the skew-normal distribution are obtained by the expectation-maximization (EM) algorithm. The proposed model is illustrated with real data from an intercross experiment that shows a significant departure from the normality assumption. The performance of the skew-normal IM is assessed via stochastic simulation. The results indicate that the skew-normal IM has higher power for QTL detection and better precision of QTL location as compared to standard IM and nonparametric IM.
Lo, Kenneth
2011-01-01
Cluster analysis is the automated search for groups of homogeneous observations in a data set. A popular modeling approach for clustering is based on finite normal mixture models, which assume that each cluster is modeled as a multivariate normal distribution. However, the normality assumption that each component is symmetric is often unrealistic. Furthermore, normal mixture models are not robust against outliers; they often require extra components for modeling outliers and/or give a poor representation of the data. To address these issues, we propose a new class of distributions, multivariate t distributions with the Box-Cox transformation, for mixture modeling. This class of distributions generalizes the normal distribution with the more heavy-tailed t distribution, and introduces skewness via the Box-Cox transformation. As a result, this provides a unified framework to simultaneously handle outlier identification and data transformation, two interrelated issues. We describe an Expectation-Maximization algorithm for parameter estimation along with transformation selection. We demonstrate the proposed methodology with three real data sets and simulation studies. Compared with a wealth of approaches including the skew-t mixture model, the proposed t mixture model with the Box-Cox transformation performs favorably in terms of accuracy in the assignment of observations, robustness against model misspecification, and selection of the number of components. PMID:22125375
Lo, Kenneth; Gottardo, Raphael
2012-01-01
Cluster analysis is the automated search for groups of homogeneous observations in a data set. A popular modeling approach for clustering is based on finite normal mixture models, which assume that each cluster is modeled as a multivariate normal distribution. However, the normality assumption that each component is symmetric is often unrealistic. Furthermore, normal mixture models are not robust against outliers; they often require extra components for modeling outliers and/or give a poor representation of the data. To address these issues, we propose a new class of distributions, multivariate t distributions with the Box-Cox transformation, for mixture modeling. This class of distributions generalizes the normal distribution with the more heavy-tailed t distribution, and introduces skewness via the Box-Cox transformation. As a result, this provides a unified framework to simultaneously handle outlier identification and data transformation, two interrelated issues. We describe an Expectation-Maximization algorithm for parameter estimation along with transformation selection. We demonstrate the proposed methodology with three real data sets and simulation studies. Compared with a wealth of approaches including the skew-t mixture model, the proposed t mixture model with the Box-Cox transformation performs favorably in terms of accuracy in the assignment of observations, robustness against model misspecification, and selection of the number of components.
Plancade, Sandra; Rozenholc, Yves; Lund, Eiliv
2012-12-11
Illumina BeadArray technology includes non specific negative control features that allow a precise estimation of the background noise. As an alternative to the background subtraction proposed in BeadStudio which leads to an important loss of information by generating negative values, a background correction method modeling the observed intensities as the sum of the exponentially distributed signal and normally distributed noise has been developed. Nevertheless, Wang and Ye (2012) display a kernel-based estimator of the signal distribution on Illumina BeadArrays and suggest that a gamma distribution would represent a better modeling of the signal density. Hence, the normal-exponential modeling may not be appropriate for Illumina data and background corrections derived from this model may lead to wrong estimation. We propose a more flexible modeling based on a gamma distributed signal and a normal distributed background noise and develop the associated background correction, implemented in the R-package NormalGamma. Our model proves to be markedly more accurate to model Illumina BeadArrays: on the one hand, it is shown on two types of Illumina BeadChips that this model offers a more correct fit of the observed intensities. On the other hand, the comparison of the operating characteristics of several background correction procedures on spike-in and on normal-gamma simulated data shows high similarities, reinforcing the validation of the normal-gamma modeling. The performance of the background corrections based on the normal-gamma and normal-exponential models are compared on two dilution data sets, through testing procedures which represent various experimental designs. Surprisingly, we observe that the implementation of a more accurate parametrisation in the model-based background correction does not increase the sensitivity. These results may be explained by the operating characteristics of the estimators: the normal-gamma background correction offers an improvement in terms of bias, but at the cost of a loss in precision. This paper addresses the lack of fit of the usual normal-exponential model by proposing a more flexible parametrisation of the signal distribution as well as the associated background correction. This new model proves to be considerably more accurate for Illumina microarrays, but the improvement in terms of modeling does not lead to a higher sensitivity in differential analysis. Nevertheless, this realistic modeling makes way for future investigations, in particular to examine the characteristics of pre-processing strategies.
Robustness of location estimators under t-distributions: a literature review
NASA Astrophysics Data System (ADS)
Sumarni, C.; Sadik, K.; Notodiputro, K. A.; Sartono, B.
2017-03-01
The assumption of normality is commonly used in estimation of parameters in statistical modelling, but this assumption is very sensitive to outliers. The t-distribution is more robust than the normal distribution since the t-distributions have longer tails. The robustness measures of location estimators under t-distributions are reviewed and discussed in this paper. For the purpose of illustration we use the onion yield data which includes outliers as a case study and showed that the t model produces better fit than the normal model.
A Bayesian Nonparametric Meta-Analysis Model
ERIC Educational Resources Information Center
Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G.
2015-01-01
In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall…
A quantitative trait locus mixture model that avoids spurious LOD score peaks.
Feenstra, Bjarke; Skovgaard, Ib M
2004-01-01
In standard interval mapping of quantitative trait loci (QTL), the QTL effect is described by a normal mixture model. At any given location in the genome, the evidence of a putative QTL is measured by the likelihood ratio of the mixture model compared to a single normal distribution (the LOD score). This approach can occasionally produce spurious LOD score peaks in regions of low genotype information (e.g., widely spaced markers), especially if the phenotype distribution deviates markedly from a normal distribution. Such peaks are not indicative of a QTL effect; rather, they are caused by the fact that a mixture of normals always produces a better fit than a single normal distribution. In this study, a mixture model for QTL mapping that avoids the problems of such spurious LOD score peaks is presented. PMID:15238544
A quantitative trait locus mixture model that avoids spurious LOD score peaks.
Feenstra, Bjarke; Skovgaard, Ib M
2004-06-01
In standard interval mapping of quantitative trait loci (QTL), the QTL effect is described by a normal mixture model. At any given location in the genome, the evidence of a putative QTL is measured by the likelihood ratio of the mixture model compared to a single normal distribution (the LOD score). This approach can occasionally produce spurious LOD score peaks in regions of low genotype information (e.g., widely spaced markers), especially if the phenotype distribution deviates markedly from a normal distribution. Such peaks are not indicative of a QTL effect; rather, they are caused by the fact that a mixture of normals always produces a better fit than a single normal distribution. In this study, a mixture model for QTL mapping that avoids the problems of such spurious LOD score peaks is presented.
NASA Astrophysics Data System (ADS)
Wang, Yu; Fan, Jie; Xu, Ye; Sun, Wei; Chen, Dong
2018-05-01
In this study, an inexact log-normal-based stochastic chance-constrained programming model was developed for solving the non-point source pollution issues caused by agricultural activities. Compared to the general stochastic chance-constrained programming model, the main advantage of the proposed model is that it allows random variables to be expressed as a log-normal distribution, rather than a general normal distribution. Possible deviations in solutions caused by irrational parameter assumptions were avoided. The agricultural system management in the Erhai Lake watershed was used as a case study, where critical system factors, including rainfall and runoff amounts, show characteristics of a log-normal distribution. Several interval solutions were obtained under different constraint-satisfaction levels, which were useful in evaluating the trade-off between system economy and reliability. The applied results show that the proposed model could help decision makers to design optimal production patterns under complex uncertainties. The successful application of this model is expected to provide a good example for agricultural management in many other watersheds.
ERIC Educational Resources Information Center
Haberman, Shelby J.; von Davier, Matthias; Lee, Yi-Hsuan
2008-01-01
Multidimensional item response models can be based on multivariate normal ability distributions or on multivariate polytomous ability distributions. For the case of simple structure in which each item corresponds to a unique dimension of the ability vector, some applications of the two-parameter logistic model to empirical data are employed to…
ERIC Educational Resources Information Center
Jang, Hyesuk
2014-01-01
This study aims to evaluate a multidimensional latent trait model to determine how well the model works in various empirical contexts. Contrary to the assumption of these latent trait models that the traits are normally distributed, situations in which the latent trait is not shaped with a normal distribution may occur (Sass et al, 2008; Woods…
The retest distribution of the visual field summary index mean deviation is close to normal.
Anderson, Andrew J; Cheng, Allan C Y; Lau, Samantha; Le-Pham, Anne; Liu, Victor; Rahman, Farahnaz
2016-09-01
When modelling optimum strategies for how best to determine visual field progression in glaucoma, it is commonly assumed that the summary index mean deviation (MD) is normally distributed on repeated testing. Here we tested whether this assumption is correct. We obtained 42 reliable 24-2 Humphrey Field Analyzer SITA standard visual fields from one eye of each of five healthy young observers, with the first two fields excluded from analysis. Previous work has shown that although MD variability is higher in glaucoma, the shape of the MD distribution is similar to that found in normal visual fields. A Shapiro-Wilks test determined any deviation from normality. Kurtosis values for the distributions were also calculated. Data from each observer passed the Shapiro-Wilks normality test. Bootstrapped 95% confidence intervals for kurtosis encompassed the value for a normal distribution in four of five observers. When examined with quantile-quantile plots, distributions were close to normal and showed no consistent deviations across observers. The retest distribution of MD is not significantly different from normal in healthy observers, and so is likely also normally distributed - or nearly so - in those with glaucoma. Our results increase our confidence in the results of influential modelling studies where a normal distribution for MD was assumed. © 2016 The Authors Ophthalmic & Physiological Optics © 2016 The College of Optometrists.
Discrete Latent Markov Models for Normally Distributed Response Data
ERIC Educational Resources Information Center
Schmittmann, Verena D.; Dolan, Conor V.; van der Maas, Han L. J.; Neale, Michael C.
2005-01-01
Van de Pol and Langeheine (1990) presented a general framework for Markov modeling of repeatedly measured discrete data. We discuss analogical single indicator models for normally distributed responses. In contrast to discrete models, which have been studied extensively, analogical continuous response models have hardly been considered. These…
Notes on power of normality tests of error terms in regression models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Střelec, Luboš
2015-03-10
Normality is one of the basic assumptions in applying statistical procedures. For example in linear regression most of the inferential procedures are based on the assumption of normality, i.e. the disturbance vector is assumed to be normally distributed. Failure to assess non-normality of the error terms may lead to incorrect results of usual statistical inference techniques such as t-test or F-test. Thus, error terms should be normally distributed in order to allow us to make exact inferences. As a consequence, normally distributed stochastic errors are necessary in order to make a not misleading inferences which explains a necessity and importancemore » of robust tests of normality. Therefore, the aim of this contribution is to discuss normality testing of error terms in regression models. In this contribution, we introduce the general RT class of robust tests for normality, and present and discuss the trade-off between power and robustness of selected classical and robust normality tests of error terms in regression models.« less
On the generation of log-Lévy distributions and extreme randomness
NASA Astrophysics Data System (ADS)
Eliazar, Iddo; Klafter, Joseph
2011-10-01
The log-normal distribution is prevalent across the sciences, as it emerges from the combination of multiplicative processes and the central limit theorem (CLT). The CLT, beyond yielding the normal distribution, also yields the class of Lévy distributions. The log-Lévy distributions are the Lévy counterparts of the log-normal distribution, they appear in the context of ultraslow diffusion processes, and they are categorized by Mandelbrot as belonging to the class of extreme randomness. In this paper, we present a natural stochastic growth model from which both the log-normal distribution and the log-Lévy distributions emerge universally—the former in the case of deterministic underlying setting, and the latter in the case of stochastic underlying setting. In particular, we establish a stochastic growth model which universally generates Mandelbrot’s extreme randomness.
Time-independent models of asset returns revisited
NASA Astrophysics Data System (ADS)
Gillemot, L.; Töyli, J.; Kertesz, J.; Kaski, K.
2000-07-01
In this study we investigate various well-known time-independent models of asset returns being simple normal distribution, Student t-distribution, Lévy, truncated Lévy, general stable distribution, mixed diffusion jump, and compound normal distribution. For this we use Standard and Poor's 500 index data of the New York Stock Exchange, Helsinki Stock Exchange index data describing a small volatile market, and artificial data. The results indicate that all models, excluding the simple normal distribution, are, at least, quite reasonable descriptions of the data. Furthermore, the use of differences instead of logarithmic returns tends to make the data looking visually more Lévy-type distributed than it is. This phenomenon is especially evident in the artificial data that has been generated by an inflated random walk process.
Normal versus Noncentral Chi-Square Asymptotics of Misspecified Models
ERIC Educational Resources Information Center
Chun, So Yeon; Shapiro, Alexander
2009-01-01
The noncentral chi-square approximation of the distribution of the likelihood ratio (LR) test statistic is a critical part of the methodology in structural equation modeling. Recently, it was argued by some authors that in certain situations normal distributions may give a better approximation of the distribution of the LR test statistic. The main…
Bias and Efficiency in Structural Equation Modeling: Maximum Likelihood versus Robust Methods
ERIC Educational Resources Information Center
Zhong, Xiaoling; Yuan, Ke-Hai
2011-01-01
In the structural equation modeling literature, the normal-distribution-based maximum likelihood (ML) method is most widely used, partly because the resulting estimator is claimed to be asymptotically unbiased and most efficient. However, this may not hold when data deviate from normal distribution. Outlying cases or nonnormally distributed data,…
ERIC Educational Resources Information Center
Doerann-George, Judith
The Integrated Moving Average (IMA) model of time series, and the analysis of intervention effects based on it, assume random shocks which are normally distributed. To determine the robustness of the analysis to violations of this assumption, empirical sampling methods were employed. Samples were generated from three populations; normal,…
NASA Astrophysics Data System (ADS)
Baidillah, Marlin R.; Takei, Masahiro
2017-06-01
A nonlinear normalization model which is called exponential model for electrical capacitance tomography (ECT) with external electrodes under gap permittivity conditions has been developed. The exponential model normalization is proposed based on the inherently nonlinear relationship characteristic between the mixture permittivity and the measured capacitance due to the gap permittivity of inner wall. The parameters of exponential equation are derived by using an exponential fitting curve based on the simulation and a scaling function is added to adjust the experiment system condition. The exponential model normalization was applied to two dimensional low and high contrast dielectric distribution phantoms by using simulation and experimental studies. The proposed normalization model has been compared with other normalization models i.e. Parallel, Series, Maxwell and Böttcher models. Based on the comparison of image reconstruction results, the exponential model is reliable to predict the nonlinear normalization of measured capacitance in term of low and high contrast dielectric distribution.
ERIC Educational Resources Information Center
Sen, Sedat
2018-01-01
Recent research has shown that over-extraction of latent classes can be observed in the Bayesian estimation of the mixed Rasch model when the distribution of ability is non-normal. This study examined the effect of non-normal ability distributions on the number of latent classes in the mixed Rasch model when estimated with maximum likelihood…
Bellin, Alberto; Tonina, Daniele
2007-10-30
Available models of solute transport in heterogeneous formations lack in providing complete characterization of the predicted concentration. This is a serious drawback especially in risk analysis where confidence intervals and probability of exceeding threshold values are required. Our contribution to fill this gap of knowledge is a probability distribution model for the local concentration of conservative tracers migrating in heterogeneous aquifers. Our model accounts for dilution, mechanical mixing within the sampling volume and spreading due to formation heterogeneity. It is developed by modeling local concentration dynamics with an Ito Stochastic Differential Equation (SDE) that under the hypothesis of statistical stationarity leads to the Beta probability distribution function (pdf) for the solute concentration. This model shows large flexibility in capturing the smoothing effect of the sampling volume and the associated reduction of the probability of exceeding large concentrations. Furthermore, it is fully characterized by the first two moments of the solute concentration, and these are the same pieces of information required for standard geostatistical techniques employing Normal or Log-Normal distributions. Additionally, we show that in the absence of pore-scale dispersion and for point concentrations the pdf model converges to the binary distribution of [Dagan, G., 1982. Stochastic modeling of groundwater flow by unconditional and conditional probabilities, 2, The solute transport. Water Resour. Res. 18 (4), 835-848.], while it approaches the Normal distribution for sampling volumes much larger than the characteristic scale of the aquifer heterogeneity. Furthermore, we demonstrate that the same model with the spatial moments replacing the statistical moments can be applied to estimate the proportion of the plume volume where solute concentrations are above or below critical thresholds. Application of this model to point and vertically averaged bromide concentrations from the first Cape Cod tracer test and to a set of numerical simulations confirms the above findings and for the first time it shows the superiority of the Beta model to both Normal and Log-Normal models in interpreting field data. Furthermore, we show that assuming a-priori that local concentrations are normally or log-normally distributed may result in a severe underestimate of the probability of exceeding large concentrations.
Black-Litterman model on non-normal stock return (Case study four banks at LQ-45 stock index)
NASA Astrophysics Data System (ADS)
Mahrivandi, Rizki; Noviyanti, Lienda; Setyanto, Gatot Riwi
2017-03-01
The formation of the optimal portfolio is a method that can help investors to minimize risks and optimize profitability. One model for the optimal portfolio is a Black-Litterman (BL) model. BL model can incorporate an element of historical data and the views of investors to form a new prediction about the return of the portfolio as a basis for preparing the asset weighting models. BL model has two fundamental problems, the assumption of normality and estimation parameters on the market Bayesian prior framework that does not from a normal distribution. This study provides an alternative solution where the modelling of the BL model stock returns and investor views from non-normal distribution.
Stauffer, Reto; Mayr, Georg J; Messner, Jakob W; Umlauf, Nikolaus; Zeileis, Achim
2017-06-15
Flexible spatio-temporal models are widely used to create reliable and accurate estimates for precipitation climatologies. Most models are based on square root transformed monthly or annual means, where a normal distribution seems to be appropriate. This assumption becomes invalid on a daily time scale as the observations involve large fractions of zero observations and are limited to non-negative values. We develop a novel spatio-temporal model to estimate the full climatological distribution of precipitation on a daily time scale over complex terrain using a left-censored normal distribution. The results demonstrate that the new method is able to account for the non-normal distribution and the large fraction of zero observations. The new climatology provides the full climatological distribution on a very high spatial and temporal resolution, and is competitive with, or even outperforms existing methods, even for arbitrary locations.
Analyzing repeated measures semi-continuous data, with application to an alcohol dependence study.
Liu, Lei; Strawderman, Robert L; Johnson, Bankole A; O'Quigley, John M
2016-02-01
Two-part random effects models (Olsen and Schafer,(1) Tooze et al.(2)) have been applied to repeated measures of semi-continuous data, characterized by a mixture of a substantial proportion of zero values and a skewed distribution of positive values. In the original formulation of this model, the natural logarithm of the positive values is assumed to follow a normal distribution with a constant variance parameter. In this article, we review and consider three extensions of this model, allowing the positive values to follow (a) a generalized gamma distribution, (b) a log-skew-normal distribution, and (c) a normal distribution after the Box-Cox transformation. We allow for the possibility of heteroscedasticity. Maximum likelihood estimation is shown to be conveniently implemented in SAS Proc NLMIXED. The performance of the methods is compared through applications to daily drinking records in a secondary data analysis from a randomized controlled trial of topiramate for alcohol dependence treatment. We find that all three models provide a significantly better fit than the log-normal model, and there exists strong evidence for heteroscedasticity. We also compare the three models by the likelihood ratio tests for non-nested hypotheses (Vuong(3)). The results suggest that the generalized gamma distribution provides the best fit, though no statistically significant differences are found in pairwise model comparisons. © The Author(s) 2012.
Molenaar, Dylan; Bolsinova, Maria
2017-05-01
In generalized linear modelling of responses and response times, the observed response time variables are commonly transformed to make their distribution approximately normal. A normal distribution for the transformed response times is desirable as it justifies the linearity and homoscedasticity assumptions in the underlying linear model. Past research has, however, shown that the transformed response times are not always normal. Models have been developed to accommodate this violation. In the present study, we propose a modelling approach for responses and response times to test and model non-normality in the transformed response times. Most importantly, we distinguish between non-normality due to heteroscedastic residual variances, and non-normality due to a skewed speed factor. In a simulation study, we establish parameter recovery and the power to separate both effects. In addition, we apply the model to a real data set. © 2017 The Authors. British Journal of Mathematical and Statistical Psychology published by John Wiley & Sons Ltd on behalf of British Psychological Society.
NASA Astrophysics Data System (ADS)
Iwata, Takaki; Yamazaki, Yoshihiro; Kuninaka, Hiroto
2013-08-01
In this study, we examine the validity of the transition of the human height distribution from the log-normal distribution to the normal distribution during puberty, as suggested in an earlier study [Kuninaka et al.: J. Phys. Soc. Jpn. 78 (2009) 125001]. Our data analysis reveals that, in late puberty, the variation in height decreases as children grow. Thus, the classification of a height dataset by age at this stage leads us to analyze a mixture of distributions with larger means and smaller variations. This mixture distribution has a negative skewness and is consequently closer to the normal distribution than to the log-normal distribution. The opposite case occurs in early puberty and the mixture distribution is positively skewed, which resembles the log-normal distribution rather than the normal distribution. Thus, this scenario mimics the transition during puberty. Additionally, our scenario is realized through a numerical simulation based on a statistical model. The present study does not support the transition suggested by the earlier study.
The Weight of Euro Coins: Its Distribution Might Not Be as Normal as You Would Expect
ERIC Educational Resources Information Center
Shkedy, Ziv; Aerts, Marc; Callaert, Herman
2006-01-01
Classical regression models, ANOVA models and linear mixed models are just three examples (out of many) in which the normal distribution of the response is an essential assumption of the model. In this paper we use a dataset of 2000 euro coins containing information (up to the milligram) about the weight of each coin, to illustrate that the…
Parametric modelling of cost data in medical studies.
Nixon, R M; Thompson, S G
2004-04-30
The cost of medical resources used is often recorded for each patient in clinical studies in order to inform decision-making. Although cost data are generally skewed to the right, interest is in making inferences about the population mean cost. Common methods for non-normal data, such as data transformation, assuming asymptotic normality of the sample mean or non-parametric bootstrapping, are not ideal. This paper describes possible parametric models for analysing cost data. Four example data sets are considered, which have different sample sizes and degrees of skewness. Normal, gamma, log-normal, and log-logistic distributions are fitted, together with three-parameter versions of the latter three distributions. Maximum likelihood estimates of the population mean are found; confidence intervals are derived by a parametric BC(a) bootstrap and checked by MCMC methods. Differences between model fits and inferences are explored.Skewed parametric distributions fit cost data better than the normal distribution, and should in principle be preferred for estimating the population mean cost. However for some data sets, we find that models that fit badly can give similar inferences to those that fit well. Conversely, particularly when sample sizes are not large, different parametric models that fit the data equally well can lead to substantially different inferences. We conclude that inferences are sensitive to choice of statistical model, which itself can remain uncertain unless there is enough data to model the tail of the distribution accurately. Investigating the sensitivity of conclusions to choice of model should thus be an essential component of analysing cost data in practice. Copyright 2004 John Wiley & Sons, Ltd.
Modeling absolute differences in life expectancy with a censored skew-normal regression approach
Clough-Gorr, Kerri; Zwahlen, Marcel
2015-01-01
Parameter estimates from commonly used multivariable parametric survival regression models do not directly quantify differences in years of life expectancy. Gaussian linear regression models give results in terms of absolute mean differences, but are not appropriate in modeling life expectancy, because in many situations time to death has a negative skewed distribution. A regression approach using a skew-normal distribution would be an alternative to parametric survival models in the modeling of life expectancy, because parameter estimates can be interpreted in terms of survival time differences while allowing for skewness of the distribution. In this paper we show how to use the skew-normal regression so that censored and left-truncated observations are accounted for. With this we model differences in life expectancy using data from the Swiss National Cohort Study and from official life expectancy estimates and compare the results with those derived from commonly used survival regression models. We conclude that a censored skew-normal survival regression approach for left-truncated observations can be used to model differences in life expectancy across covariates of interest. PMID:26339544
A novel generalized normal distribution for human longevity and other negatively skewed data.
Robertson, Henry T; Allison, David B
2012-01-01
Negatively skewed data arise occasionally in statistical practice; perhaps the most familiar example is the distribution of human longevity. Although other generalizations of the normal distribution exist, we demonstrate a new alternative that apparently fits human longevity data better. We propose an alternative approach of a normal distribution whose scale parameter is conditioned on attained age. This approach is consistent with previous findings that longevity conditioned on survival to the modal age behaves like a normal distribution. We derive such a distribution and demonstrate its accuracy in modeling human longevity data from life tables. The new distribution is characterized by 1. An intuitively straightforward genesis; 2. Closed forms for the pdf, cdf, mode, quantile, and hazard functions; and 3. Accessibility to non-statisticians, based on its close relationship to the normal distribution.
A Novel Generalized Normal Distribution for Human Longevity and other Negatively Skewed Data
Robertson, Henry T.; Allison, David B.
2012-01-01
Negatively skewed data arise occasionally in statistical practice; perhaps the most familiar example is the distribution of human longevity. Although other generalizations of the normal distribution exist, we demonstrate a new alternative that apparently fits human longevity data better. We propose an alternative approach of a normal distribution whose scale parameter is conditioned on attained age. This approach is consistent with previous findings that longevity conditioned on survival to the modal age behaves like a normal distribution. We derive such a distribution and demonstrate its accuracy in modeling human longevity data from life tables. The new distribution is characterized by 1. An intuitively straightforward genesis; 2. Closed forms for the pdf, cdf, mode, quantile, and hazard functions; and 3. Accessibility to non-statisticians, based on its close relationship to the normal distribution. PMID:22623974
ERIC Educational Resources Information Center
Kelava, Augustin; Nagengast, Benjamin
2012-01-01
Structural equation models with interaction and quadratic effects have become a standard tool for testing nonlinear hypotheses in the social sciences. Most of the current approaches assume normally distributed latent predictor variables. In this article, we present a Bayesian model for the estimation of latent nonlinear effects when the latent…
Normal theory procedures for calculating upper confidence limits (UCL) on the risk function for continuous responses work well when the data come from a normal distribution. However, if the data come from an alternative distribution, the application of the normal theory procedure...
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)
Fowler, Mike S; Ruokolainen, Lasse
2013-01-01
The colour of environmental variability influences the size of population fluctuations when filtered through density dependent dynamics, driving extinction risk through dynamical resonance. Slow fluctuations (low frequencies) dominate in red environments, rapid fluctuations (high frequencies) in blue environments and white environments are purely random (no frequencies dominate). Two methods are commonly employed to generate the coloured spatial and/or temporal stochastic (environmental) series used in combination with population (dynamical feedback) models: autoregressive [AR(1)] and sinusoidal (1/f) models. We show that changing environmental colour from white to red with 1/f models, and from white to red or blue with AR(1) models, generates coloured environmental series that are not normally distributed at finite time-scales, potentially confounding comparison with normally distributed white noise models. Increasing variability of sample Skewness and Kurtosis and decreasing mean Kurtosis of these series alter the frequency distribution shape of the realised values of the coloured stochastic processes. These changes in distribution shape alter patterns in the probability of single and series of extreme conditions. We show that the reduced extinction risk for undercompensating (slow growing) populations in red environments previously predicted with traditional 1/f methods is an artefact of changes in the distribution shapes of the environmental series. This is demonstrated by comparison with coloured series controlled to be normally distributed using spectral mimicry. Changes in the distribution shape that arise using traditional methods lead to underestimation of extinction risk in normally distributed, red 1/f environments. AR(1) methods also underestimate extinction risks in traditionally generated red environments. This work synthesises previous results and provides further insight into the processes driving extinction risk in model populations. We must let the characteristics of known natural environmental covariates (e.g., colour and distribution shape) guide us in our choice of how to best model the impact of coloured environmental variation on population dynamics.
Hasan, Md. Zobaer; Kamil, Anton Abdulbasah; Mustafa, Adli; Baten, Md. Azizul
2012-01-01
The stock market is considered essential for economic growth and expected to contribute to improved productivity. An efficient pricing mechanism of the stock market can be a driving force for channeling savings into profitable investments and thus facilitating optimal allocation of capital. This study investigated the technical efficiency of selected groups of companies of Bangladesh Stock Market that is the Dhaka Stock Exchange (DSE) market, using the stochastic frontier production function approach. For this, the authors considered the Cobb-Douglas Stochastic frontier in which the technical inefficiency effects are defined by a model with two distributional assumptions. Truncated normal and half-normal distributions were used in the model and both time-variant and time-invariant inefficiency effects were estimated. The results reveal that technical efficiency decreased gradually over the reference period and that truncated normal distribution is preferable to half-normal distribution for technical inefficiency effects. The value of technical efficiency was high for the investment group and low for the bank group, as compared with other groups in the DSE market for both distributions in time- varying environment whereas it was high for the investment group but low for the ceramic group as compared with other groups in the DSE market for both distributions in time-invariant situation. PMID:22629352
Hasan, Md Zobaer; Kamil, Anton Abdulbasah; Mustafa, Adli; Baten, Md Azizul
2012-01-01
The stock market is considered essential for economic growth and expected to contribute to improved productivity. An efficient pricing mechanism of the stock market can be a driving force for channeling savings into profitable investments and thus facilitating optimal allocation of capital. This study investigated the technical efficiency of selected groups of companies of Bangladesh Stock Market that is the Dhaka Stock Exchange (DSE) market, using the stochastic frontier production function approach. For this, the authors considered the Cobb-Douglas Stochastic frontier in which the technical inefficiency effects are defined by a model with two distributional assumptions. Truncated normal and half-normal distributions were used in the model and both time-variant and time-invariant inefficiency effects were estimated. The results reveal that technical efficiency decreased gradually over the reference period and that truncated normal distribution is preferable to half-normal distribution for technical inefficiency effects. The value of technical efficiency was high for the investment group and low for the bank group, as compared with other groups in the DSE market for both distributions in time-varying environment whereas it was high for the investment group but low for the ceramic group as compared with other groups in the DSE market for both distributions in time-invariant situation.
Embry, Irucka; Roland, Victor; Agbaje, Oluropo; ...
2013-01-01
A new residence-time distribution (RTD) function has been developed and applied to quantitative dye studies as an alternative to the traditional advection-dispersion equation (AdDE). The new method is based on a jointly combined four-parameter gamma probability density function (PDF). The gamma residence-time distribution (RTD) function and its first and second moments are derived from the individual two-parameter gamma distributions of randomly distributed variables, tracer travel distance, and linear velocity, which are based on their relationship with time. The gamma RTD function was used on a steady-state, nonideal system modeled as a plug-flow reactor (PFR) in the laboratory to validate themore » effectiveness of the model. The normalized forms of the gamma RTD and the advection-dispersion equation RTD were compared with the normalized tracer RTD. The normalized gamma RTD had a lower mean-absolute deviation (MAD) (0.16) than the normalized form of the advection-dispersion equation (0.26) when compared to the normalized tracer RTD. The gamma RTD function is tied back to the actual physical site due to its randomly distributed variables. The results validate using the gamma RTD as a suitable alternative to the advection-dispersion equation for quantitative tracer studies of non-ideal flow systems.« less
Testing models of parental investment strategy and offspring size in ants.
Gilboa, Smadar; Nonacs, Peter
2006-01-01
Parental investment strategies can be fixed or flexible. A fixed strategy predicts making all offspring a single 'optimal' size. Dynamic models predict flexible strategies with more than one optimal size of offspring. Patterns in the distribution of offspring sizes may thus reveal the investment strategy. Static strategies should produce normal distributions. Dynamic strategies should often result in non-normal distributions. Furthermore, variance in morphological traits should be positively correlated with the length of developmental time the traits are exposed to environmental influences. Finally, the type of deviation from normality (i.e., skewed left or right, or platykurtic) should be correlated with the average offspring size. To test the latter prediction, we used simulations to detect significant departures from normality and categorize distribution types. Data from three species of ants strongly support the predicted patterns for dynamic parental investment. Offspring size distributions are often significantly non-normal. Traits fixed earlier in development, such as head width, are less variable than final body weight. The type of distribution observed correlates with mean female dry weight. The overall support for a dynamic parental investment model has implications for life history theory. Predicted conflicts over parental effort, sex investment ratios, and reproductive skew in cooperative breeders follow from assumptions of static parental investment strategies and omnipresent resource limitations. By contrast, with flexible investment strategies such conflicts can be either absent or maladaptive.
ERIC Educational Resources Information Center
Shieh, Gwowen
2006-01-01
This paper considers the problem of analysis of correlation coefficients from a multivariate normal population. A unified theorem is derived for the regression model with normally distributed explanatory variables and the general results are employed to provide useful expressions for the distributions of simple, multiple, and partial-multiple…
Chou, C P; Bentler, P M; Satorra, A
1991-11-01
Research studying robustness of maximum likelihood (ML) statistics in covariance structure analysis has concluded that test statistics and standard errors are biased under severe non-normality. An estimation procedure known as asymptotic distribution free (ADF), making no distributional assumption, has been suggested to avoid these biases. Corrections to the normal theory statistics to yield more adequate performance have also been proposed. This study compares the performance of a scaled test statistic and robust standard errors for two models under several non-normal conditions and also compares these with the results from ML and ADF methods. Both ML and ADF test statistics performed rather well in one model and considerably worse in the other. In general, the scaled test statistic seemed to behave better than the ML test statistic and the ADF statistic performed the worst. The robust and ADF standard errors yielded more appropriate estimates of sampling variability than the ML standard errors, which were usually downward biased, in both models under most of the non-normal conditions. ML test statistics and standard errors were found to be quite robust to the violation of the normality assumption when data had either symmetric and platykurtic distributions, or non-symmetric and zero kurtotic distributions.
Asymptotic Normality Through Factorial Cumulants and Partition Identities
Bobecka, Konstancja; Hitczenko, Paweł; López-Blázquez, Fernando; Rempała, Grzegorz; Wesołowski, Jacek
2013-01-01
In the paper we develop an approach to asymptotic normality through factorial cumulants. Factorial cumulants arise in the same manner from factorial moments as do (ordinary) cumulants from (ordinary) moments. Another tool we exploit is a new identity for ‘moments’ of partitions of numbers. The general limiting result is then used to (re-)derive asymptotic normality for several models including classical discrete distributions, occupancy problems in some generalized allocation schemes and two models related to negative multinomial distribution. PMID:24591773
Shen, Meiyu; Russek-Cohen, Estelle; Slud, Eric V
2016-08-12
Bioequivalence (BE) studies are an essential part of the evaluation of generic drugs. The most common in vivo BE study design is the two-period two-treatment crossover design. AUC (area under the concentration-time curve) and Cmax (maximum concentration) are obtained from the observed concentration-time profiles for each subject from each treatment under each sequence. In the BE evaluation of pharmacokinetic crossover studies, the normality of the univariate response variable, e.g. log(AUC) 1 or log(Cmax), is often assumed in the literature without much evidence. Therefore, we investigate the distributional assumption of the normality of response variables, log(AUC) and log(Cmax), by simulating concentration-time profiles from two-stage pharmacokinetic models (commonly used in pharmacokinetic research) for a wide range of pharmacokinetic parameters and measurement error structures. Our simulations show that, under reasonable distributional assumptions on the pharmacokinetic parameters, log(AUC) has heavy tails and log(Cmax) is skewed. Sensitivity analyses are conducted to investigate how the distribution of the standardized log(AUC) (or the standardized log(Cmax)) for a large number of simulated subjects deviates from normality if distributions of errors in the pharmacokinetic model for plasma concentrations deviate from normality and if the plasma concentration can be described by different compartmental models.
NASA Astrophysics Data System (ADS)
Marrufo-Hernández, Norma Alejandra; Hernández-Guerrero, Maribel; Nápoles-Duarte, José Manuel; Palomares-Báez, Juan Pedro; Chávez-Rojo, Marco Antonio
2018-03-01
We present a computational model that describes the diffusion of a hard spheres colloidal fluid through a membrane. The membrane matrix is modeled as a series of flat parallel planes with circular pores of different sizes and random spatial distribution. This model was employed to determine how the size distribution of the colloidal filtrate depends on the size distributions of both, the particles in the feed and the pores of the membrane, as well as to describe the filtration kinetics. A Brownian dynamics simulation study considering normal distributions was developed in order to determine empirical correlations between the parameters that characterize these distributions. The model can also be extended to other distributions such as log-normal. This study could, therefore, facilitate the selection of membranes for industrial or scientific filtration processes once the size distribution of the feed is known and the expected characteristics in the filtrate have been defined.
The formulation and estimation of a spatial skew-normal generalized ordered-response model.
DOT National Transportation Integrated Search
2016-06-01
This paper proposes a new spatial generalized ordered response model with skew-normal kernel error terms and an : associated estimation method. It contributes to the spatial analysis field by allowing a flexible and parametric skew-normal : distribut...
Yang, Tao; Liu, Shan; Wang, Chang-Hong; Tao, Yan-Yan; Zhou, Hua; Liu, Cheng-Hai
2015-10-10
Fuzheng Huayu recipe (FZHY) is a herbal product for the treatment of liver fibrosis approved by the Chinese State Food and Drug Administration (SFDA), but its pharmacokinetics and tissue distribution had not been investigated. In this study, the liver fibrotic model was induced with intraperitoneal injection of dimethylnitrosamine (DMN), and FZHY was given orally to the model and normal rats. The plasma pharmacokinetics and tissue distribution profiles of four major bioactive components from FZHY were analyzed in the normal and fibrotic rat groups using an ultrahigh performance liquid chromatography-tandem mass spectrometry (UHPLC-MS/MS) method. Results revealed that the bioavailabilities of danshensu (DSS), salvianolic acid B (SAB) and rosmarinic acid (ROS) in liver fibrotic rats increased 1.49, 3.31 and 2.37-fold, respectively, compared to normal rats. There was no obvious difference in the pharmacokinetics of amygdalin (AMY) between the normal and fibrotic rats. The tissue distribution of DSS, SAB, and AMY trended to be mostly in the kidney and lung. The distribution of DSS, SAB, and AMY in liver tissue of the model rats was significantly decreased compared to the normal rats. Significant differences in the pharmacokinetics and tissue distribution profiles of DSS, ROS, SAB and AMY were observed in rats with hepatic fibrosis after oral administration of FZHY. These results provide a meaningful basis for developing a clinical dosage regimen in the treatment of hepatic fibrosis by FZHY. Copyright © 2015 Elsevier B.V. All rights reserved.
Estimating division and death rates from CFSE data
NASA Astrophysics Data System (ADS)
de Boer, Rob J.; Perelson, Alan S.
2005-12-01
The division tracking dye, carboxyfluorescin diacetate succinimidyl ester (CFSE) is currently the most informative labeling technique for characterizing the division history of cells in the immune system. Gett and Hodgkin (Nat. Immunol. 1 (2000) 239-244) have proposed to normalize CFSE data by the 2-fold expansion that is associated with each division, and have argued that the mean of the normalized data increases linearly with time, t, with a slope reflecting the division rate p. We develop a number of mathematical models for the clonal expansion of quiescent cells after stimulation and show, within the context of these models, under which conditions this approach is valid. We compare three means of the distribution of cells over the CFSE profile at time t: the mean, [mu](t), the mean of the normalized distribution, [mu]2(t), and the mean of the normalized distribution excluding nondivided cells, .In the simplest models, which deal with homogeneous populations of cells with constant division and death rates, the normalized frequency distribution of the cells over the respective division numbers is a Poisson distribution with mean [mu]2(t)=pt, where p is the division rate. The fact that in the data these distributions seem Gaussian is therefore insufficient to establish that the times at which cells are recruited into the first division have a Gaussian variation because the Poisson distribution approaches the Gaussian distribution for large pt. Excluding nondivided cells complicates the data analysis because , and only approaches a slope p after an initial transient.In models where the first division of the quiescent cells takes longer than later divisions, all three means have an initial transient before they approach an asymptotic regime, which is the expected [mu](t)=2pt and . Such a transient markedly complicates the data analysis. After the same initial transients, the normalized cell numbers tend to decrease at a rate e-dt, where d is the death rate.Nonlinear parameter fitting of CFSE data obtained from Gett and Hodgkin to ordinary differential equation (ODE) models with first-order terms for cell proliferation and death gave poor fits to the data. The Smith-Martin model with an explicit time delay for the deterministic phase of the cell cycle performed much better. Nevertheless, the insights gained from analysis of the ODEs proved useful as we showed by generating virtual CFSE data with a simulation model, where cell cycle times were drawn from various distributions, and then computing the various mean division numbers.
Stochastic modelling of non-stationary financial assets
NASA Astrophysics Data System (ADS)
Estevens, Joana; Rocha, Paulo; Boto, João P.; Lind, Pedro G.
2017-11-01
We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be modelled with Langevin equations, which are derived directly from their series of values. Having the evolution equations of the log-normal parameters, we reconstruct the statistics of the first moments of volume-price distributions which fit well the empirical data. Finally, the proposed framework is general enough to study other non-stationary stochastic variables in other research fields, namely, biology, medicine, and geology.
Constructing inverse probability weights for continuous exposures: a comparison of methods.
Naimi, Ashley I; Moodie, Erica E M; Auger, Nathalie; Kaufman, Jay S
2014-03-01
Inverse probability-weighted marginal structural models with binary exposures are common in epidemiology. Constructing inverse probability weights for a continuous exposure can be complicated by the presence of outliers, and the need to identify a parametric form for the exposure and account for nonconstant exposure variance. We explored the performance of various methods to construct inverse probability weights for continuous exposures using Monte Carlo simulation. We generated two continuous exposures and binary outcomes using data sampled from a large empirical cohort. The first exposure followed a normal distribution with homoscedastic variance. The second exposure followed a contaminated Poisson distribution, with heteroscedastic variance equal to the conditional mean. We assessed six methods to construct inverse probability weights using: a normal distribution, a normal distribution with heteroscedastic variance, a truncated normal distribution with heteroscedastic variance, a gamma distribution, a t distribution (1, 3, and 5 degrees of freedom), and a quantile binning approach (based on 10, 15, and 20 exposure categories). We estimated the marginal odds ratio for a single-unit increase in each simulated exposure in a regression model weighted by the inverse probability weights constructed using each approach, and then computed the bias and mean squared error for each method. For the homoscedastic exposure, the standard normal, gamma, and quantile binning approaches performed best. For the heteroscedastic exposure, the quantile binning, gamma, and heteroscedastic normal approaches performed best. Our results suggest that the quantile binning approach is a simple and versatile way to construct inverse probability weights for continuous exposures.
Normality of raw data in general linear models: The most widespread myth in statistics
Kery, Marc; Hatfield, Jeff S.
2003-01-01
In years of statistical consulting for ecologists and wildlife biologists, by far the most common misconception we have come across has been the one about normality in general linear models. These comprise a very large part of the statistical models used in ecology and include t tests, simple and multiple linear regression, polynomial regression, and analysis of variance (ANOVA) and covariance (ANCOVA). There is a widely held belief that the normality assumption pertains to the raw data rather than to the model residuals. We suspect that this error may also occur in countless published studies, whenever the normality assumption is tested prior to analysis. This may lead to the use of nonparametric alternatives (if there are any), when parametric tests would indeed be appropriate, or to use of transformations of raw data, which may introduce hidden assumptions such as multiplicative effects on the natural scale in the case of log-transformed data. Our aim here is to dispel this myth. We very briefly describe relevant theory for two cases of general linear models to show that the residuals need to be normally distributed if tests requiring normality are to be used, such as t and F tests. We then give two examples demonstrating that the distribution of the response variable may be nonnormal, and yet the residuals are well behaved. We do not go into the issue of how to test normality; instead we display the distributions of response variables and residuals graphically.
Scale Mixture Models with Applications to Bayesian Inference
NASA Astrophysics Data System (ADS)
Qin, Zhaohui S.; Damien, Paul; Walker, Stephen
2003-11-01
Scale mixtures of uniform distributions are used to model non-normal data in time series and econometrics in a Bayesian framework. Heteroscedastic and skewed data models are also tackled using scale mixture of uniform distributions.
Kotini, A; Anninos, P; Anastasiadis, A N; Tamiolakis, D
2005-09-07
The aim of this study was to compare a theoretical neural net model with MEG data from epileptic patients and normal individuals. Our experimental study population included 10 epilepsy sufferers and 10 healthy subjects. The recordings were obtained with a one-channel biomagnetometer SQUID in a magnetically shielded room. Using the method of x2-fitting it was found that the MEG amplitudes in epileptic patients and normal subjects had Poisson and Gauss distributions respectively. The Poisson connectivity derived from the theoretical neural model represents the state of epilepsy, whereas the Gauss connectivity represents normal behavior. The MEG data obtained from epileptic areas had higher amplitudes than the MEG from normal regions and were comparable with the theoretical magnetic fields from Poisson and Gauss distributions. Furthermore, the magnetic field derived from the theoretical model had amplitudes in the same order as the recorded MEG from the 20 participants. The approximation of the theoretical neural net model with real MEG data provides information about the structure of the brain function in epileptic and normal states encouraging further studies to be conducted.
The social architecture of capitalism
NASA Astrophysics Data System (ADS)
Wright, Ian
2005-02-01
A dynamic model of the social relations between workers and capitalists is introduced. The model self-organises into a dynamic equilibrium with statistical properties that are in close qualitative and in many cases quantitative agreement with a broad range of known empirical distributions of developed capitalism, including the power-law firm size distribution, the Laplace firm and GDP growth distribution, the lognormal firm demises distribution, the exponential recession duration distribution, the lognormal-Pareto income distribution, and the gamma-like firm rate-of-profit distribution. Normally these distributions are studied in isolation, but this model unifies and connects them within a single causal framework. The model also generates business cycle phenomena, including fluctuating wage and profit shares in national income about values consistent with empirical studies. The generation of an approximately lognormal-Pareto income distribution and an exponential-Pareto wealth distribution demonstrates that the power-law regime of the income distribution can be explained by an additive process on a power-law network that models the social relation between employers and employees organised in firms, rather than a multiplicative process that models returns to investment in financial markets. A testable consequence of the model is the conjecture that the rate-of-profit distribution is consistent with a parameter-mix of a ratio of normal variates with means and variances that depend on a firm size parameter that is distributed according to a power-law.
A New Distribution Family for Microarray Data †
Kelmansky, Diana Mabel; Ricci, Lila
2017-01-01
The traditional approach with microarray data has been to apply transformations that approximately normalize them, with the drawback of losing the original scale. The alternative standpoint taken here is to search for models that fit the data, characterized by the presence of negative values, preserving their scale; one advantage of this strategy is that it facilitates a direct interpretation of the results. A new family of distributions named gpower-normal indexed by p∈R is introduced and it is proven that these variables become normal or truncated normal when a suitable gpower transformation is applied. Expressions are given for moments and quantiles, in terms of the truncated normal density. This new family can be used to model asymmetric data that include non-positive values, as required for microarray analysis. Moreover, it has been proven that the gpower-normal family is a special case of pseudo-dispersion models, inheriting all the good properties of these models, such as asymptotic normality for small variances. A combined maximum likelihood method is proposed to estimate the model parameters, and it is applied to microarray and contamination data. R codes are available from the authors upon request. PMID:28208652
A New Distribution Family for Microarray Data.
Kelmansky, Diana Mabel; Ricci, Lila
2017-02-10
The traditional approach with microarray data has been to apply transformations that approximately normalize them, with the drawback of losing the original scale. The alternative stand point taken here is to search for models that fit the data, characterized by the presence of negative values, preserving their scale; one advantage of this strategy is that it facilitates a direct interpretation of the results. A new family of distributions named gpower-normal indexed by p∈R is introduced and it is proven that these variables become normal or truncated normal when a suitable gpower transformation is applied. Expressions are given for moments and quantiles, in terms of the truncated normal density. This new family can be used to model asymmetric data that include non-positive values, as required for microarray analysis. Moreover, it has been proven that the gpower-normal family is a special case of pseudo-dispersion models, inheriting all the good properties of these models, such as asymptotic normality for small variances. A combined maximum likelihood method is proposed to estimate the model parameters, and it is applied to microarray and contamination data. Rcodes are available from the authors upon request.
A Skew-Normal Mixture Regression Model
ERIC Educational Resources Information Center
Liu, Min; Lin, Tsung-I
2014-01-01
A challenge associated with traditional mixture regression models (MRMs), which rest on the assumption of normally distributed errors, is determining the number of unobserved groups. Specifically, even slight deviations from normality can lead to the detection of spurious classes. The current work aims to (a) examine how sensitive the commonly…
A Robust Bayesian Approach for Structural Equation Models with Missing Data
ERIC Educational Resources Information Center
Lee, Sik-Yum; Xia, Ye-Mao
2008-01-01
In this paper, normal/independent distributions, including but not limited to the multivariate t distribution, the multivariate contaminated distribution, and the multivariate slash distribution, are used to develop a robust Bayesian approach for analyzing structural equation models with complete or missing data. In the context of a nonlinear…
Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian
NASA Astrophysics Data System (ADS)
Teneng, Dean
2013-09-01
We fit the normal inverse Gaussian(NIG) distribution to foreign exchange closing prices using the open software package R and select best models by Käärik and Umbleja (2011) proposed strategy. We observe that daily closing prices (12/04/2008 - 07/08/2012) of CHF/JPY, AUD/JPY, GBP/JPY, NZD/USD, QAR/CHF, QAR/EUR, SAR/CHF, SAR/EUR, TND/CHF and TND/EUR are excellent fits while EGP/EUR and EUR/GBP are good fits with a Kolmogorov-Smirnov test p-value of 0.062 and 0.08 respectively. It was impossible to estimate normal inverse Gaussian parameters (by maximum likelihood; computational problem) for JPY/CHF but CHF/JPY was an excellent fit. Thus, while the stochastic properties of an exchange rate can be completely modeled with a probability distribution in one direction, it may be impossible the other way around. We also demonstrate that foreign exchange closing prices can be forecasted with the normal inverse Gaussian (NIG) Lévy process, both in cases where the daily closing prices can and cannot be modeled by NIG distribution.
Drought forecasting in Luanhe River basin involving climatic indices
NASA Astrophysics Data System (ADS)
Ren, Weinan; Wang, Yixuan; Li, Jianzhu; Feng, Ping; Smith, Ronald J.
2017-11-01
Drought is regarded as one of the most severe natural disasters globally. This is especially the case in Tianjin City, Northern China, where drought can affect economic development and people's livelihoods. Drought forecasting, the basis of drought management, is an important mitigation strategy. In this paper, we evolve a probabilistic forecasting model, which forecasts transition probabilities from a current Standardized Precipitation Index (SPI) value to a future SPI class, based on conditional distribution of multivariate normal distribution to involve two large-scale climatic indices at the same time, and apply the forecasting model to 26 rain gauges in the Luanhe River basin in North China. The establishment of the model and the derivation of the SPI are based on the hypothesis of aggregated monthly precipitation that is normally distributed. Pearson correlation and Shapiro-Wilk normality tests are used to select appropriate SPI time scale and large-scale climatic indices. Findings indicated that longer-term aggregated monthly precipitation, in general, was more likely to be considered normally distributed and forecasting models should be applied to each gauge, respectively, rather than to the whole basin. Taking Liying Gauge as an example, we illustrate the impact of the SPI time scale and lead time on transition probabilities. Then, the controlled climatic indices of every gauge are selected by Pearson correlation test and the multivariate normality of SPI, corresponding climatic indices for current month and SPI 1, 2, and 3 months later are demonstrated using Shapiro-Wilk normality test. Subsequently, we illustrate the impact of large-scale oceanic-atmospheric circulation patterns on transition probabilities. Finally, we use a score method to evaluate and compare the performance of the three forecasting models and compare them with two traditional models which forecast transition probabilities from a current to a future SPI class. The results show that the three proposed models outperform the two traditional models and involving large-scale climatic indices can improve the forecasting accuracy.
Neti, Prasad V.S.V.; Howell, Roger W.
2008-01-01
Recently, the distribution of radioactivity among a population of cells labeled with 210Po was shown to be well described by a log normal distribution function (J Nucl Med 47, 6 (2006) 1049-1058) with the aid of an autoradiographic approach. To ascertain the influence of Poisson statistics on the interpretation of the autoradiographic data, the present work reports on a detailed statistical analyses of these data. Methods The measured distributions of alpha particle tracks per cell were subjected to statistical tests with Poisson (P), log normal (LN), and Poisson – log normal (P – LN) models. Results The LN distribution function best describes the distribution of radioactivity among cell populations exposed to 0.52 and 3.8 kBq/mL 210Po-citrate. When cells were exposed to 67 kBq/mL, the P – LN distribution function gave a better fit, however, the underlying activity distribution remained log normal. Conclusions The present analysis generally provides further support for the use of LN distributions to describe the cellular uptake of radioactivity. Care should be exercised when analyzing autoradiographic data on activity distributions to ensure that Poisson processes do not distort the underlying LN distribution. PMID:16741316
ERIC Educational Resources Information Center
Yuan, Ke-Hai; Lu, Laura
2008-01-01
This article provides the theory and application of the 2-stage maximum likelihood (ML) procedure for structural equation modeling (SEM) with missing data. The validity of this procedure does not require the assumption of a normally distributed population. When the population is normally distributed and all missing data are missing at random…
Austin, Peter C; Steyerberg, Ewout W
2012-06-20
When outcomes are binary, the c-statistic (equivalent to the area under the Receiver Operating Characteristic curve) is a standard measure of the predictive accuracy of a logistic regression model. An analytical expression was derived under the assumption that a continuous explanatory variable follows a normal distribution in those with and without the condition. We then conducted an extensive set of Monte Carlo simulations to examine whether the expressions derived under the assumption of binormality allowed for accurate prediction of the empirical c-statistic when the explanatory variable followed a normal distribution in the combined sample of those with and without the condition. We also examine the accuracy of the predicted c-statistic when the explanatory variable followed a gamma, log-normal or uniform distribution in combined sample of those with and without the condition. Under the assumption of binormality with equality of variances, the c-statistic follows a standard normal cumulative distribution function with dependence on the product of the standard deviation of the normal components (reflecting more heterogeneity) and the log-odds ratio (reflecting larger effects). Under the assumption of binormality with unequal variances, the c-statistic follows a standard normal cumulative distribution function with dependence on the standardized difference of the explanatory variable in those with and without the condition. In our Monte Carlo simulations, we found that these expressions allowed for reasonably accurate prediction of the empirical c-statistic when the distribution of the explanatory variable was normal, gamma, log-normal, and uniform in the entire sample of those with and without the condition. The discriminative ability of a continuous explanatory variable cannot be judged by its odds ratio alone, but always needs to be considered in relation to the heterogeneity of the population.
WE-H-207A-03: The Universality of the Lognormal Behavior of [F-18]FLT PET SUV Measurements
DOE Office of Scientific and Technical Information (OSTI.GOV)
Scarpelli, M; Eickhoff, J; Perlman, S
Purpose: Log transforming [F-18]FDG PET standardized uptake values (SUVs) has been shown to lead to normal SUV distributions, which allows utilization of powerful parametric statistical models. This study identified the optimal transformation leading to normally distributed [F-18]FLT PET SUVs from solid tumors and offers an example of how normal distributions permits analysis of non-independent/correlated measurements. Methods: Forty patients with various metastatic diseases underwent up to six FLT PET/CT scans during treatment. Tumors were identified by nuclear medicine physician and manually segmented. Average uptake was extracted for each patient giving a global SUVmean (gSUVmean) for each scan. The Shapiro-Wilk test wasmore » used to test distribution normality. One parameter Box-Cox transformations were applied to each of the six gSUVmean distributions and the optimal transformation was found by selecting the parameter that maximized the Shapiro-Wilk test statistic. The relationship between gSUVmean and a serum biomarker (VEGF) collected at imaging timepoints was determined using a linear mixed effects model (LMEM), which accounted for correlated/non-independent measurements from the same individual. Results: Untransformed gSUVmean distributions were found to be significantly non-normal (p<0.05). The optimal transformation parameter had a value of 0.3 (95%CI: −0.4 to 1.6). Given the optimal parameter was close to zero (which corresponds to log transformation), the data were subsequently log transformed. All log transformed gSUVmean distributions were normally distributed (p>0.10 for all timepoints). Log transformed data were incorporated into the LMEM. VEGF serum levels significantly correlated with gSUVmean (p<0.001), revealing log-linear relationship between SUVs and underlying biology. Conclusion: Failure to account for correlated/non-independent measurements can lead to invalid conclusions and motivated transformation to normally distributed SUVs. The log transformation was found to be close to optimal and sufficient for obtaining normally distributed FLT PET SUVs. These transformations allow utilization of powerful LMEMs when analyzing quantitative imaging metrics.« less
A general approach to double-moment normalization of drop size distributions
NASA Astrophysics Data System (ADS)
Lee, G. W.; Sempere-Torres, D.; Uijlenhoet, R.; Zawadzki, I.
2003-04-01
Normalization of drop size distributions (DSDs) is re-examined here. First, we present an extension of scaling normalization using one moment of the DSD as a parameter (as introduced by Sempere-Torres et al, 1994) to a scaling normalization using two moments as parameters of the normalization. It is shown that the normalization of Testud et al. (2001) is a particular case of the two-moment scaling normalization. Thus, a unified vision of the question of DSDs normalization and a good model representation of DSDs is given. Data analysis shows that from the point of view of moment estimation least square regression is slightly more effective than moment estimation from the normalized average DSD.
Garcia, Tanya P; Ma, Yanyuan
2017-10-01
We develop consistent and efficient estimation of parameters in general regression models with mismeasured covariates. We assume the model error and covariate distributions are unspecified, and the measurement error distribution is a general parametric distribution with unknown variance-covariance. We construct root- n consistent, asymptotically normal and locally efficient estimators using the semiparametric efficient score. We do not estimate any unknown distribution or model error heteroskedasticity. Instead, we form the estimator under possibly incorrect working distribution models for the model error, error-prone covariate, or both. Empirical results demonstrate robustness to different incorrect working models in homoscedastic and heteroskedastic models with error-prone covariates.
Snell, Kym Ie; Ensor, Joie; Debray, Thomas Pa; Moons, Karel Gm; Riley, Richard D
2017-01-01
If individual participant data are available from multiple studies or clusters, then a prediction model can be externally validated multiple times. This allows the model's discrimination and calibration performance to be examined across different settings. Random-effects meta-analysis can then be used to quantify overall (average) performance and heterogeneity in performance. This typically assumes a normal distribution of 'true' performance across studies. We conducted a simulation study to examine this normality assumption for various performance measures relating to a logistic regression prediction model. We simulated data across multiple studies with varying degrees of variability in baseline risk or predictor effects and then evaluated the shape of the between-study distribution in the C-statistic, calibration slope, calibration-in-the-large, and E/O statistic, and possible transformations thereof. We found that a normal between-study distribution was usually reasonable for the calibration slope and calibration-in-the-large; however, the distributions of the C-statistic and E/O were often skewed across studies, particularly in settings with large variability in the predictor effects. Normality was vastly improved when using the logit transformation for the C-statistic and the log transformation for E/O, and therefore we recommend these scales to be used for meta-analysis. An illustrated example is given using a random-effects meta-analysis of the performance of QRISK2 across 25 general practices.
Ordinal probability effect measures for group comparisons in multinomial cumulative link models.
Agresti, Alan; Kateri, Maria
2017-03-01
We consider simple ordinal model-based probability effect measures for comparing distributions of two groups, adjusted for explanatory variables. An "ordinal superiority" measure summarizes the probability that an observation from one distribution falls above an independent observation from the other distribution, adjusted for explanatory variables in a model. The measure applies directly to normal linear models and to a normal latent variable model for ordinal response variables. It equals Φ(β/2) for the corresponding ordinal model that applies a probit link function to cumulative multinomial probabilities, for standard normal cdf Φ and effect β that is the coefficient of the group indicator variable. For the more general latent variable model for ordinal responses that corresponds to a linear model with other possible error distributions and corresponding link functions for cumulative multinomial probabilities, the ordinal superiority measure equals exp(β)/[1+exp(β)] with the log-log link and equals approximately exp(β/2)/[1+exp(β/2)] with the logit link, where β is the group effect. Another ordinal superiority measure generalizes the difference of proportions from binary to ordinal responses. We also present related measures directly for ordinal models for the observed response that need not assume corresponding latent response models. We present confidence intervals for the measures and illustrate with an example. © 2016, The International Biometric Society.
Performance of statistical models to predict mental health and substance abuse cost.
Montez-Rath, Maria; Christiansen, Cindy L; Ettner, Susan L; Loveland, Susan; Rosen, Amy K
2006-10-26
Providers use risk-adjustment systems to help manage healthcare costs. Typically, ordinary least squares (OLS) models on either untransformed or log-transformed cost are used. We examine the predictive ability of several statistical models, demonstrate how model choice depends on the goal for the predictive model, and examine whether building models on samples of the data affects model choice. Our sample consisted of 525,620 Veterans Health Administration patients with mental health (MH) or substance abuse (SA) diagnoses who incurred costs during fiscal year 1999. We tested two models on a transformation of cost: a Log Normal model and a Square-root Normal model, and three generalized linear models on untransformed cost, defined by distributional assumption and link function: Normal with identity link (OLS); Gamma with log link; and Gamma with square-root link. Risk-adjusters included age, sex, and 12 MH/SA categories. To determine the best model among the entire dataset, predictive ability was evaluated using root mean square error (RMSE), mean absolute prediction error (MAPE), and predictive ratios of predicted to observed cost (PR) among deciles of predicted cost, by comparing point estimates and 95% bias-corrected bootstrap confidence intervals. To study the effect of analyzing a random sample of the population on model choice, we re-computed these statistics using random samples beginning with 5,000 patients and ending with the entire sample. The Square-root Normal model had the lowest estimates of the RMSE and MAPE, with bootstrap confidence intervals that were always lower than those for the other models. The Gamma with square-root link was best as measured by the PRs. The choice of best model could vary if smaller samples were used and the Gamma with square-root link model had convergence problems with small samples. Models with square-root transformation or link fit the data best. This function (whether used as transformation or as a link) seems to help deal with the high comorbidity of this population by introducing a form of interaction. The Gamma distribution helps with the long tail of the distribution. However, the Normal distribution is suitable if the correct transformation of the outcome is used.
Differential models of twin correlations in skew for body-mass index (BMI).
Tsang, Siny; Duncan, Glen E; Dinescu, Diana; Turkheimer, Eric
2018-01-01
Body Mass Index (BMI), like most human phenotypes, is substantially heritable. However, BMI is not normally distributed; the skew appears to be structural, and increases as a function of age. Moreover, twin correlations for BMI commonly violate the assumptions of the most common variety of the classical twin model, with the MZ twin correlation greater than twice the DZ correlation. This study aimed to decompose twin correlations for BMI using more general skew-t distributions. Same sex MZ and DZ twin pairs (N = 7,086) from the community-based Washington State Twin Registry were included. We used latent profile analysis (LPA) to decompose twin correlations for BMI into multiple mixture distributions. LPA was performed using the default normal mixture distribution and the skew-t mixture distribution. Similar analyses were performed for height as a comparison. Our analyses are then replicated in an independent dataset. A two-class solution under the skew-t mixture distribution fits the BMI distribution for both genders. The first class consists of a relatively normally distributed, highly heritable BMI with a mean in the normal range. The second class is a positively skewed BMI in the overweight and obese range, with lower twin correlations. In contrast, height is normally distributed, highly heritable, and is well-fit by a single latent class. Results in the replication dataset were highly similar. Our findings suggest that two distinct processes underlie the skew of the BMI distribution. The contrast between height and weight is in accord with subjective psychological experience: both are under obvious genetic influence, but BMI is also subject to behavioral control, whereas height is not.
Individual vision and peak distribution in collective actions
NASA Astrophysics Data System (ADS)
Lu, Peng
2017-06-01
People make decisions on whether they should participate as participants or not as free riders in collective actions with heterogeneous visions. Besides of the utility heterogeneity and cost heterogeneity, this work includes and investigates the effect of vision heterogeneity by constructing a decision model, i.e. the revised peak model of participants. In this model, potential participants make decisions under the joint influence of utility, cost, and vision heterogeneities. The outcomes of simulations indicate that vision heterogeneity reduces the values of peaks, and the relative variance of peaks is stable. Under normal distributions of vision heterogeneity and other factors, the peaks of participants are normally distributed as well. Therefore, it is necessary to predict distribution traits of peaks based on distribution traits of related factors such as vision heterogeneity and so on. We predict the distribution of peaks with parameters of both mean and standard deviation, which provides the confident intervals and robust predictions of peaks. Besides, we validate the peak model of via the Yuyuan Incident, a real case in China (2014), and the model works well in explaining the dynamics and predicting the peak of real case.
Ho, Andrew D; Yu, Carol C
2015-06-01
Many statistical analyses benefit from the assumption that unconditional or conditional distributions are continuous and normal. More than 50 years ago in this journal, Lord and Cook chronicled departures from normality in educational tests, and Micerri similarly showed that the normality assumption is met rarely in educational and psychological practice. In this article, the authors extend these previous analyses to state-level educational test score distributions that are an increasingly common target of high-stakes analysis and interpretation. Among 504 scale-score and raw-score distributions from state testing programs from recent years, nonnormal distributions are common and are often associated with particular state programs. The authors explain how scaling procedures from item response theory lead to nonnormal distributions as well as unusual patterns of discreteness. The authors recommend that distributional descriptive statistics be calculated routinely to inform model selection for large-scale test score data, and they illustrate consequences of nonnormality using sensitivity studies that compare baseline results to those from normalized score scales.
Wu, Hao
2018-05-01
In structural equation modelling (SEM), a robust adjustment to the test statistic or to its reference distribution is needed when its null distribution deviates from a χ 2 distribution, which usually arises when data do not follow a multivariate normal distribution. Unfortunately, existing studies on this issue typically focus on only a few methods and neglect the majority of alternative methods in statistics. Existing simulation studies typically consider only non-normal distributions of data that either satisfy asymptotic robustness or lead to an asymptotic scaled χ 2 distribution. In this work we conduct a comprehensive study that involves both typical methods in SEM and less well-known methods from the statistics literature. We also propose the use of several novel non-normal data distributions that are qualitatively different from the non-normal distributions widely used in existing studies. We found that several under-studied methods give the best performance under specific conditions, but the Satorra-Bentler method remains the most viable method for most situations. © 2017 The British Psychological Society.
Differential distribution of blood and lymphatic vessels in the murine cornea.
Ecoiffier, Tatiana; Yuen, Don; Chen, Lu
2010-05-01
Because of its unique characteristics, the cornea has been widely used for blood and lymphatic vessel research. However, whether limbal or corneal vessels are evenly distributed under normal or inflamed conditions has never been studied. The purpose of this study was to investigate this question and to examine whether and how the distribution patterns change during corneal inflammatory lymphangiogenesis (LG) and hemangiogenesis (HG). Corneal inflammatory LG and HG were induced in two most commonly used mouse strains, BALB/c and C57BL/6 (6-8 weeks of age), by a standardized two-suture placement model. Oriented flat-mount corneas together with the limbal tissues were used for immunofluorescence microscope studies. Blood and lymphatic vessels under normal and inflamed conditions were analyzed and quantified to compare their distributions. The data demonstrate, for the first time, greater distribution of both blood and lymphatic vessels in the nasal side in normal murine limbal areas. This nasal-dominant pattern was maintained during corneal inflammatory LG, whereas it was lost for HG. Blood and lymphatic vessels are not evenly distributed in normal limbal areas. Furthermore, corneal LG and HG respond differently to inflammatory stimuli. These new findings will shed some light on corneal physiology and pathogenesis and on the development of experimental models and therapeutic strategies for corneal diseases.
Wang, Guangye; Huang, Wenjun; Song, Qi; Liang, Jinfeng
2017-11-01
This study aims to analyze the contact areas and pressure distributions between the femoral head and mortar during normal walking using a three-dimensional finite element model (3D-FEM). Computed tomography (CT) scanning technology and a computer image processing system were used to establish the 3D-FEM. The acetabular mortar model was used to simulate the pressures during 32 consecutive normal walking phases and the contact areas at different phases were calculated. The distribution of the pressure peak values during the 32 consecutive normal walking phases was bimodal, which reached the peak (4.2 Mpa) at the initial phase where the contact area was significantly higher than that at the stepping phase. The sites that always kept contact were concentrated on the acetabular top and leaned inwards, while the anterior and posterior acetabular horns had no pressure concentration. The pressure distributions of acetabular cartilage at different phases were significantly different, the zone of increased pressure at the support phase distributed at the acetabular top area, while that at the stepping phase distributed in the inside of acetabular cartilage. The zones of increased contact pressure and the distributions of acetabular contact areas had important significance towards clinical researches, and could indicate the inductive factors of acetabular osteoarthritis. Copyright © 2016. Published by Elsevier Taiwan.
Predicting durations of online collective actions based on Peaks' heights
NASA Astrophysics Data System (ADS)
Lu, Peng; Nie, Shizhao; Wang, Zheng; Jing, Ziwei; Yang, Jianwu; Qi, Zhongxiang; Pujia, Wangmo
2018-02-01
Capturing the whole process of collective actions, the peak model contains four stages, including Prepare, Outbreak, Peak, and Vanish. Based on the peak model, one of the key variables, factors and parameters are further investigated in this paper, which is the rate between peaks and spans. Although the durations or spans and peaks' heights are highly diversified, it seems that the ratio between them is quite stable. If the rate's regularity is discovered, we can predict how long the collective action lasts and when it ends based on the peak's height. In this work, we combined mathematical simulations and empirical big data of 148 cases to explore the regularity of ratio's distribution. It is indicated by results of simulations that the rate has some regularities of distribution, which is not normal distribution. The big data has been collected from the 148 online collective actions and the whole processes of participation are recorded. The outcomes of empirical big data indicate that the rate seems to be closer to being log-normally distributed. This rule holds true for both the total cases and subgroups of 148 online collective actions. The Q-Q plot is applied to check the normal distribution of the rate's logarithm, and the rate's logarithm does follow the normal distribution.
Modeling the brain morphology distribution in the general aging population
NASA Astrophysics Data System (ADS)
Huizinga, W.; Poot, D. H. J.; Roshchupkin, G.; Bron, E. E.; Ikram, M. A.; Vernooij, M. W.; Rueckert, D.; Niessen, W. J.; Klein, S.
2016-03-01
Both normal aging and neurodegenerative diseases such as Alzheimer's disease cause morphological changes of the brain. To better distinguish between normal and abnormal cases, it is necessary to model changes in brain morphology owing to normal aging. To this end, we developed a method for analyzing and visualizing these changes for the entire brain morphology distribution in the general aging population. The method is applied to 1000 subjects from a large population imaging study in the elderly, from which 900 were used to train the model and 100 were used for testing. The results of the 100 test subjects show that the model generalizes to subjects outside the model population. Smooth percentile curves showing the brain morphology changes as a function of age and spatiotemporal atlases derived from the model population are publicly available via an interactive web application at agingbrain.bigr.nl.
Realized Volatility Analysis in A Spin Model of Financial Markets
NASA Astrophysics Data System (ADS)
Takaishi, Tetsuya
We calculate the realized volatility of returns in the spin model of financial markets and examine the returns standardized by the realized volatility. We find that moments of the standardized returns agree with the theoretical values of standard normal variables. This is the first evidence that the return distributions of the spin financial markets are consistent with a finite-variance of mixture of normal distributions that is also observed empirically in real financial markets.
Distribution of transvascular pathway sizes through the pulmonary microvascular barrier.
McNamee, J E
1987-01-01
Mathematical models of solute and water exchange in the lung have been helpful in understanding factors governing the volume flow rate and composition of pulmonary lymph. As experimental data and models become more encompassing, parameter identification becomes more difficult. Pore sizes in these models should approach and eventually become equivalent to actual physiological pathway sizes as more complex and accurate models are tried. However, pore sizes and numbers vary from model to model as new pathway sizes are added. This apparent inconsistency of pore sizes can be explained if it is assumed that the pulmonary blood-lymph barrier is widely heteroporous, for example, being composed of a continuous distribution of pathway sizes. The sieving characteristics of the pulmonary barrier are reproduced by a log normal distribution of pathway sizes (log mean = -0.20, log s.d. = 1.05). A log normal distribution of pathways in the microvascular barrier is shown to follow from a rather general assumption about the nature of the pulmonary endothelial junction.
Statistical distribution of mechanical properties for three graphite-epoxy material systems
NASA Technical Reports Server (NTRS)
Reese, C.; Sorem, J., Jr.
1981-01-01
Graphite-epoxy composites are playing an increasing role as viable alternative materials in structural applications necessitating thorough investigation into the predictability and reproducibility of their material strength properties. This investigation was concerned with tension, compression, and short beam shear coupon testing of large samples from three different material suppliers to determine their statistical strength behavior. Statistical results indicate that a two Parameter Weibull distribution model provides better overall characterization of material behavior for the graphite-epoxy systems tested than does the standard Normal distribution model that is employed for most design work. While either a Weibull or Normal distribution model provides adequate predictions for average strength values, the Weibull model provides better characterization in the lower tail region where the predictions are of maximum design interest. The two sets of the same material were found to have essentially the same material properties, and indicate that repeatability can be achieved.
Modeling extreme hurricane damage in the United States using generalized Pareto distribution
NASA Astrophysics Data System (ADS)
Dey, Asim Kumer
Extreme value distributions are used to understand and model natural calamities, man made catastrophes and financial collapses. Extreme value theory has been developed to study the frequency of such events and to construct a predictive model so that one can attempt to forecast the frequency of a disaster and the amount of damage from such a disaster. In this study, hurricane damages in the United States from 1900-2012 have been studied. The aim of the paper is three-fold. First, normalizing hurricane damage and fitting an appropriate model for the normalized damage data. Secondly, predicting the maximum economic damage from a hurricane in future by using the concept of return period. Finally, quantifying the uncertainty in the inference of extreme return levels of hurricane losses by using a simulated hurricane series, generated by bootstrap sampling. Normalized hurricane damage data are found to follow a generalized Pareto distribution. tion. It is demonstrated that standard deviation and coecient of variation increase with the return period which indicates an increase in uncertainty with model extrapolation.
Karabatsos, George
2017-02-01
Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected functionals and values of covariates. The software is illustrated through the BNP regression analysis of real data.
McGee, Monnie; Chen, Zhongxue
2006-01-01
There are many methods of correcting microarray data for non-biological sources of error. Authors routinely supply software or code so that interested analysts can implement their methods. Even with a thorough reading of associated references, it is not always clear how requisite parts of the method are calculated in the software packages. However, it is important to have an understanding of such details, as this understanding is necessary for proper use of the output, or for implementing extensions to the model. In this paper, the calculation of parameter estimates used in Robust Multichip Average (RMA), a popular preprocessing algorithm for Affymetrix GeneChip brand microarrays, is elucidated. The background correction method for RMA assumes that the perfect match (PM) intensities observed result from a convolution of the true signal, assumed to be exponentially distributed, and a background noise component, assumed to have a normal distribution. A conditional expectation is calculated to estimate signal. Estimates of the mean and variance of the normal distribution and the rate parameter of the exponential distribution are needed to calculate this expectation. Simulation studies show that the current estimates are flawed; therefore, new ones are suggested. We examine the performance of preprocessing under the exponential-normal convolution model using several different methods to estimate the parameters.
Money-center structures in dynamic banking systems
NASA Astrophysics Data System (ADS)
Li, Shouwei; Zhang, Minghui
2016-10-01
In this paper, we propose a dynamic model for banking systems based on the description of balance sheets. It generates some features identified through empirical analysis. Through simulation analysis of the model, we find that banking systems have the feature of money-center structures, that bank asset distributions are power-law distributions, and that contract size distributions are log-normal distributions.
Best Statistical Distribution of flood variables for Johor River in Malaysia
NASA Astrophysics Data System (ADS)
Salarpour Goodarzi, M.; Yusop, Z.; Yusof, F.
2012-12-01
A complex flood event is always characterized by a few characteristics such as flood peak, flood volume, and flood duration, which might be mutually correlated. This study explored the statistical distribution of peakflow, flood duration and flood volume at Rantau Panjang gauging station on the Johor River in Malaysia. Hourly data were recorded for 45 years. The data were analysed based on water year (July - June). Five distributions namely, Log Normal, Generalize Pareto, Log Pearson, Normal and Generalize Extreme Value (GEV) were used to model the distribution of all the three variables. Anderson-Darling and Kolmogorov-Smirnov goodness-of-fit tests were used to evaluate the best fit. Goodness-of-fit tests at 5% level of significance indicate that all the models can be used to model the distribution of peakflow, flood duration and flood volume. However, Generalize Pareto distribution is found to be the most suitable model when tested with the Anderson-Darling test and the, Kolmogorov-Smirnov suggested that GEV is the best for peakflow. The result of this research can be used to improve flood frequency analysis. Comparison between Generalized Extreme Value, Generalized Pareto and Log Pearson distributions in the Cumulative Distribution Function of peakflow
Not Quite Normal: Consequences of Violating the Assumption of Normality in Regression Mixture Models
ERIC Educational Resources Information Center
Van Horn, M. Lee; Smith, Jessalyn; Fagan, Abigail A.; Jaki, Thomas; Feaster, Daniel J.; Masyn, Katherine; Hawkins, J. David; Howe, George
2012-01-01
Regression mixture models, which have only recently begun to be used in applied research, are a new approach for finding differential effects. This approach comes at the cost of the assumption that error terms are normally distributed within classes. This study uses Monte Carlo simulations to explore the effects of relatively minor violations of…
NASA Astrophysics Data System (ADS)
Yamada, Yuhei; Yamazaki, Yoshihiro
2018-04-01
This study considered a stochastic model for cluster growth in a Markov process with a cluster size dependent additive noise. According to this model, the probability distribution of the cluster size transiently becomes an exponential or a log-normal distribution depending on the initial condition of the growth. In this letter, a master equation is obtained for this model, and derivation of the distributions is discussed.
Energetics and Birth Rates of Supernova Remnants in the Large Magellanic Cloud
NASA Astrophysics Data System (ADS)
Leahy, D. A.
2017-03-01
Published X-ray emission properties for a sample of 50 supernova remnants (SNRs) in the Large Magellanic Cloud (LMC) are used as input for SNR evolution modeling calculations. The forward shock emission is modeled to obtain the initial explosion energy, age, and circumstellar medium density for each SNR in the sample. The resulting age distribution yields a SNR birthrate of 1/(500 yr) for the LMC. The explosion energy distribution is well fit by a log-normal distribution, with a most-probable explosion energy of 0.5× {10}51 erg, with a 1σ dispersion by a factor of 3 in energy. The circumstellar medium density distribution is broader than the explosion energy distribution, with a most-probable density of ˜0.1 cm-3. The shape of the density distribution can be fit with a log-normal distribution, with incompleteness at high density caused by the shorter evolution times of SNRs.
Bayesian Inference and Application of Robust Growth Curve Models Using Student's "t" Distribution
ERIC Educational Resources Information Center
Zhang, Zhiyong; Lai, Keke; Lu, Zhenqiu; Tong, Xin
2013-01-01
Despite the widespread popularity of growth curve analysis, few studies have investigated robust growth curve models. In this article, the "t" distribution is applied to model heavy-tailed data and contaminated normal data with outliers for growth curve analysis. The derived robust growth curve models are estimated through Bayesian…
2012-01-01
Background When outcomes are binary, the c-statistic (equivalent to the area under the Receiver Operating Characteristic curve) is a standard measure of the predictive accuracy of a logistic regression model. Methods An analytical expression was derived under the assumption that a continuous explanatory variable follows a normal distribution in those with and without the condition. We then conducted an extensive set of Monte Carlo simulations to examine whether the expressions derived under the assumption of binormality allowed for accurate prediction of the empirical c-statistic when the explanatory variable followed a normal distribution in the combined sample of those with and without the condition. We also examine the accuracy of the predicted c-statistic when the explanatory variable followed a gamma, log-normal or uniform distribution in combined sample of those with and without the condition. Results Under the assumption of binormality with equality of variances, the c-statistic follows a standard normal cumulative distribution function with dependence on the product of the standard deviation of the normal components (reflecting more heterogeneity) and the log-odds ratio (reflecting larger effects). Under the assumption of binormality with unequal variances, the c-statistic follows a standard normal cumulative distribution function with dependence on the standardized difference of the explanatory variable in those with and without the condition. In our Monte Carlo simulations, we found that these expressions allowed for reasonably accurate prediction of the empirical c-statistic when the distribution of the explanatory variable was normal, gamma, log-normal, and uniform in the entire sample of those with and without the condition. Conclusions The discriminative ability of a continuous explanatory variable cannot be judged by its odds ratio alone, but always needs to be considered in relation to the heterogeneity of the population. PMID:22716998
Wind Power Forecasting Error Distributions over Multiple Timescales: Preprint
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hodge, B. M.; Milligan, M.
2011-03-01
In this paper, we examine the shape of the persistence model error distribution for ten different wind plants in the ERCOT system over multiple timescales. Comparisons are made between the experimental distribution shape and that of the normal distribution.
Sileshi, G
2006-10-01
Researchers and regulatory agencies often make statistical inferences from insect count data using modelling approaches that assume homogeneous variance. Such models do not allow for formal appraisal of variability which in its different forms is the subject of interest in ecology. Therefore, the objectives of this paper were to (i) compare models suitable for handling variance heterogeneity and (ii) select optimal models to ensure valid statistical inferences from insect count data. The log-normal, standard Poisson, Poisson corrected for overdispersion, zero-inflated Poisson, the negative binomial distribution and zero-inflated negative binomial models were compared using six count datasets on foliage-dwelling insects and five families of soil-dwelling insects. Akaike's and Schwarz Bayesian information criteria were used for comparing the various models. Over 50% of the counts were zeros even in locally abundant species such as Ootheca bennigseni Weise, Mesoplatys ochroptera Stål and Diaecoderus spp. The Poisson model after correction for overdispersion and the standard negative binomial distribution model provided better description of the probability distribution of seven out of the 11 insects than the log-normal, standard Poisson, zero-inflated Poisson or zero-inflated negative binomial models. It is concluded that excess zeros and variance heterogeneity are common data phenomena in insect counts. If not properly modelled, these properties can invalidate the normal distribution assumptions resulting in biased estimation of ecological effects and jeopardizing the integrity of the scientific inferences. Therefore, it is recommended that statistical models appropriate for handling these data properties be selected using objective criteria to ensure efficient statistical inference.
Multiplicative Modeling of Children's Growth and Its Statistical Properties
NASA Astrophysics Data System (ADS)
Kuninaka, Hiroto; Matsushita, Mitsugu
2014-03-01
We develop a numerical growth model that can predict the statistical properties of the height distribution of Japanese children. Our previous studies have clarified that the height distribution of schoolchildren shows a transition from the lognormal distribution to the normal distribution during puberty. In this study, we demonstrate by simulation that the transition occurs owing to the variability of the onset of puberty.
Usuda, Kan; Kono, Koichi; Dote, Tomotaro; Shimizu, Hiroyasu; Tominaga, Mika; Koizumi, Chisato; Nakase, Emiko; Toshina, Yumi; Iwai, Junko; Kawasaki, Takashi; Akashi, Mitsuya
2002-04-01
In previous article, we showed a log-normal distribution of boron and lithium in human urine. This type of distribution is common in both biological and nonbiological applications. It can be observed when the effects of many independent variables are combined, each of which having any underlying distribution. Although elemental excretion depends on many variables, the one-compartment open model following a first-order process can be used to explain the elimination of elements. The rate of excretion is proportional to the amount present of any given element; that is, the same percentage of an existing element is eliminated per unit time, and the element concentration is represented by a deterministic negative power function of time in the elimination time-course. Sampling is of a stochastic nature, so the dataset of time variables in the elimination phase when the sample was obtained is expected to show Normal distribution. The time variable appears as an exponent of the power function, so a concentration histogram is that of an exponential transformation of Normally distributed time. This is the reason why the element concentration shows a log-normal distribution. The distribution is determined not by the element concentration itself, but by the time variable that defines the pharmacokinetic equation.
Scarpelli, Matthew; Eickhoff, Jens; Cuna, Enrique; Perlman, Scott; Jeraj, Robert
2018-01-30
The statistical analysis of positron emission tomography (PET) standardized uptake value (SUV) measurements is challenging due to the skewed nature of SUV distributions. This limits utilization of powerful parametric statistical models for analyzing SUV measurements. An ad-hoc approach, which is frequently used in practice, is to blindly use a log transformation, which may or may not result in normal SUV distributions. This study sought to identify optimal transformations leading to normally distributed PET SUVs extracted from tumors and assess the effects of therapy on the optimal transformations. The optimal transformation for producing normal distributions of tumor SUVs was identified by iterating the Box-Cox transformation parameter (λ) and selecting the parameter that maximized the Shapiro-Wilk P-value. Optimal transformations were identified for tumor SUV max distributions at both pre and post treatment. This study included 57 patients that underwent 18 F-fluorodeoxyglucose ( 18 F-FDG) PET scans (publically available dataset). In addition, to test the generality of our transformation methodology, we included analysis of 27 patients that underwent 18 F-Fluorothymidine ( 18 F-FLT) PET scans at our institution. After applying the optimal Box-Cox transformations, neither the pre nor the post treatment 18 F-FDG SUV distributions deviated significantly from normality (P > 0.10). Similar results were found for 18 F-FLT PET SUV distributions (P > 0.10). For both 18 F-FDG and 18 F-FLT SUV distributions, the skewness and kurtosis increased from pre to post treatment, leading to a decrease in the optimal Box-Cox transformation parameter from pre to post treatment. There were types of distributions encountered for both 18 F-FDG and 18 F-FLT where a log transformation was not optimal for providing normal SUV distributions. Optimization of the Box-Cox transformation, offers a solution for identifying normal SUV transformations for when the log transformation is insufficient. The log transformation is not always the appropriate transformation for producing normally distributed PET SUVs.
NASA Astrophysics Data System (ADS)
Scarpelli, Matthew; Eickhoff, Jens; Cuna, Enrique; Perlman, Scott; Jeraj, Robert
2018-02-01
The statistical analysis of positron emission tomography (PET) standardized uptake value (SUV) measurements is challenging due to the skewed nature of SUV distributions. This limits utilization of powerful parametric statistical models for analyzing SUV measurements. An ad-hoc approach, which is frequently used in practice, is to blindly use a log transformation, which may or may not result in normal SUV distributions. This study sought to identify optimal transformations leading to normally distributed PET SUVs extracted from tumors and assess the effects of therapy on the optimal transformations. Methods. The optimal transformation for producing normal distributions of tumor SUVs was identified by iterating the Box-Cox transformation parameter (λ) and selecting the parameter that maximized the Shapiro-Wilk P-value. Optimal transformations were identified for tumor SUVmax distributions at both pre and post treatment. This study included 57 patients that underwent 18F-fluorodeoxyglucose (18F-FDG) PET scans (publically available dataset). In addition, to test the generality of our transformation methodology, we included analysis of 27 patients that underwent 18F-Fluorothymidine (18F-FLT) PET scans at our institution. Results. After applying the optimal Box-Cox transformations, neither the pre nor the post treatment 18F-FDG SUV distributions deviated significantly from normality (P > 0.10). Similar results were found for 18F-FLT PET SUV distributions (P > 0.10). For both 18F-FDG and 18F-FLT SUV distributions, the skewness and kurtosis increased from pre to post treatment, leading to a decrease in the optimal Box-Cox transformation parameter from pre to post treatment. There were types of distributions encountered for both 18F-FDG and 18F-FLT where a log transformation was not optimal for providing normal SUV distributions. Conclusion. Optimization of the Box-Cox transformation, offers a solution for identifying normal SUV transformations for when the log transformation is insufficient. The log transformation is not always the appropriate transformation for producing normally distributed PET SUVs.
Extravascular transport in normal and tumor tissues.
Jain, R K; Gerlowski, L E
1986-01-01
The transport characteristics of the normal and tumor tissue extravascular space provide the basis for the determination of the optimal dosage and schedule regimes of various pharmacological agents in detection and treatment of cancer. In order for the drug to reach the cellular space where most therapeutic action takes place, several transport steps must first occur: (1) tissue perfusion; (2) permeation across the capillary wall; (3) transport through interstitial space; and (4) transport across the cell membrane. Any of these steps including intracellular events such as metabolism can be the rate-limiting step to uptake of the drug, and these rate-limiting steps may be different in normal and tumor tissues. This review examines these transport limitations, first from an experimental point of view and then from a modeling point of view. Various types of experimental tumor models which have been used in animals to represent human tumors are discussed. Then, mathematical models of extravascular transport are discussed from the prespective of two approaches: compartmental and distributed. Compartmental models lump one or more sections of a tissue or body into a "compartment" to describe the time course of disposition of a substance. These models contain "effective" parameters which represent the entire compartment. Distributed models consider the structural and morphological aspects of the tissue to determine the transport properties of that tissue. These distributed models describe both the temporal and spatial distribution of a substance in tissues. Each of these modeling techniques is described in detail with applications for cancer detection and treatment in mind.
Taking the Missing Propensity Into Account When Estimating Competence Scores
Pohl, Steffi; Carstensen, Claus H.
2014-01-01
When competence tests are administered, subjects frequently omit items. These missing responses pose a threat to correctly estimating the proficiency level. Newer model-based approaches aim to take nonignorable missing data processes into account by incorporating a latent missing propensity into the measurement model. Two assumptions are typically made when using these models: (1) The missing propensity is unidimensional and (2) the missing propensity and the ability are bivariate normally distributed. These assumptions may, however, be violated in real data sets and could, thus, pose a threat to the validity of this approach. The present study focuses on modeling competencies in various domains, using data from a school sample (N = 15,396) and an adult sample (N = 7,256) from the National Educational Panel Study. Our interest was to investigate whether violations of unidimensionality and the normal distribution assumption severely affect the performance of the model-based approach in terms of differences in ability estimates. We propose a model with a competence dimension, a unidimensional missing propensity and a distributional assumption more flexible than a multivariate normal. Using this model for ability estimation results in different ability estimates compared with a model ignoring missing responses. Implications for ability estimation in large-scale assessments are discussed. PMID:29795844
Understanding a Normal Distribution of Data (Part 2).
Maltenfort, Mitchell
2016-02-01
Completing the discussion of data normality, advanced techniques for analysis of non-normal data are discussed including data transformation, Generalized Linear Modeling, and bootstrapping. Relative strengths and weaknesses of each technique are helpful in choosing a strategy, but help from a statistician is usually necessary to analyze non-normal data using these methods.
Negative Binomial Process Count and Mixture Modeling.
Zhou, Mingyuan; Carin, Lawrence
2015-02-01
The seemingly disjoint problems of count and mixture modeling are united under the negative binomial (NB) process. A gamma process is employed to model the rate measure of a Poisson process, whose normalization provides a random probability measure for mixture modeling and whose marginalization leads to an NB process for count modeling. A draw from the NB process consists of a Poisson distributed finite number of distinct atoms, each of which is associated with a logarithmic distributed number of data samples. We reveal relationships between various count- and mixture-modeling distributions and construct a Poisson-logarithmic bivariate distribution that connects the NB and Chinese restaurant table distributions. Fundamental properties of the models are developed, and we derive efficient Bayesian inference. It is shown that with augmentation and normalization, the NB process and gamma-NB process can be reduced to the Dirichlet process and hierarchical Dirichlet process, respectively. These relationships highlight theoretical, structural, and computational advantages of the NB process. A variety of NB processes, including the beta-geometric, beta-NB, marked-beta-NB, marked-gamma-NB and zero-inflated-NB processes, with distinct sharing mechanisms, are also constructed. These models are applied to topic modeling, with connections made to existing algorithms under Poisson factor analysis. Example results show the importance of inferring both the NB dispersion and probability parameters.
Estimation of Item Parameters and the GEM Algorithm.
ERIC Educational Resources Information Center
Tsutakawa, Robert K.
The models and procedures discussed in this paper are related to those presented in Bock and Aitkin (1981), where they considered the 2-parameter probit model and approximated a normally distributed prior distribution of abilities by a finite and discrete distribution. One purpose of this paper is to clarify the nature of the general EM (GEM)…
Matthew P. Peters; Stephen N. Matthews; Louis R. Iverson; Anantha M. Prasad
2013-01-01
Species distribution models (SDM) are commonly used to provide information about species ranges or extents, and often are intended to represent the entire area of potential occupancy or suitable habitat in which individuals occur. While SDMs can provide results over various geographic extents, they normally operate within a grid and cannot delimit distinct, smooth...
Investigation into the performance of different models for predicting stutter.
Bright, Jo-Anne; Curran, James M; Buckleton, John S
2013-07-01
In this paper we have examined five possible models for the behaviour of the stutter ratio, SR. These were two log-normal models, two gamma models, and a two-component normal mixture model. A two-component normal mixture model was chosen with different behaviours of variance; at each locus SR was described with two distributions, both with the same mean. The distributions have difference variances: one for the majority of the observations and a second for the less well-behaved ones. We apply each model to a set of known single source Identifiler™, NGM SElect™ and PowerPlex(®) 21 DNA profiles to show the applicability of our findings to different data sets. SR determined from the single source profiles were compared to the calculated SR after application of the models. The model performance was tested by calculating the log-likelihoods and comparing the difference in Akaike information criterion (AIC). The two-component normal mixture model systematically outperformed all others, despite the increase in the number of parameters. This model, as well as performing well statistically, has intuitive appeal for forensic biologists and could be implemented in an expert system with a continuous method for DNA interpretation. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.
Limpert, Eckhard; Stahel, Werner A.
2011-01-01
Background The Gaussian or normal distribution is the most established model to characterize quantitative variation of original data. Accordingly, data are summarized using the arithmetic mean and the standard deviation, by ± SD, or with the standard error of the mean, ± SEM. This, together with corresponding bars in graphical displays has become the standard to characterize variation. Methodology/Principal Findings Here we question the adequacy of this characterization, and of the model. The published literature provides numerous examples for which such descriptions appear inappropriate because, based on the “95% range check”, their distributions are obviously skewed. In these cases, the symmetric characterization is a poor description and may trigger wrong conclusions. To solve the problem, it is enlightening to regard causes of variation. Multiplicative causes are by far more important than additive ones, in general, and benefit from a multiplicative (or log-) normal approach. Fortunately, quite similar to the normal, the log-normal distribution can now be handled easily and characterized at the level of the original data with the help of both, a new sign, x/, times-divide, and notation. Analogous to ± SD, it connects the multiplicative (or geometric) mean * and the multiplicative standard deviation s* in the form * x/s*, that is advantageous and recommended. Conclusions/Significance The corresponding shift from the symmetric to the asymmetric view will substantially increase both, recognition of data distributions, and interpretation quality. It will allow for savings in sample size that can be considerable. Moreover, this is in line with ethical responsibility. Adequate models will improve concepts and theories, and provide deeper insight into science and life. PMID:21779325
Limpert, Eckhard; Stahel, Werner A
2011-01-01
The gaussian or normal distribution is the most established model to characterize quantitative variation of original data. Accordingly, data are summarized using the arithmetic mean and the standard deviation, by mean ± SD, or with the standard error of the mean, mean ± SEM. This, together with corresponding bars in graphical displays has become the standard to characterize variation. Here we question the adequacy of this characterization, and of the model. The published literature provides numerous examples for which such descriptions appear inappropriate because, based on the "95% range check", their distributions are obviously skewed. In these cases, the symmetric characterization is a poor description and may trigger wrong conclusions. To solve the problem, it is enlightening to regard causes of variation. Multiplicative causes are by far more important than additive ones, in general, and benefit from a multiplicative (or log-) normal approach. Fortunately, quite similar to the normal, the log-normal distribution can now be handled easily and characterized at the level of the original data with the help of both, a new sign, x/, times-divide, and notation. Analogous to mean ± SD, it connects the multiplicative (or geometric) mean mean * and the multiplicative standard deviation s* in the form mean * x/s*, that is advantageous and recommended. The corresponding shift from the symmetric to the asymmetric view will substantially increase both, recognition of data distributions, and interpretation quality. It will allow for savings in sample size that can be considerable. Moreover, this is in line with ethical responsibility. Adequate models will improve concepts and theories, and provide deeper insight into science and life.
Leão, William L.; Chen, Ming-Hui
2017-01-01
A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor’s 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model. PMID:29333210
Leão, William L; Abanto-Valle, Carlos A; Chen, Ming-Hui
2017-01-01
A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor's 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model.
NASA Technical Reports Server (NTRS)
Pham-Van-diep, Gerald C.; Erwin, Daniel A.
1989-01-01
Velocity distribution functions in normal shock waves in argon and helium are calculated using Monte Carlo direct simulation. These are compared with experimental results for argon at M = 7.18 and for helium at M = 1.59 and 20. For both argon and helium, the variable-hard-sphere (VHS) model is used for the elastic scattering cross section, with the velocity dependence derived from a viscosity-temperature power-law relationship in the way normally used by Bird (1976).
NASA Astrophysics Data System (ADS)
Dong, Yijun
The research about measuring the risk of a bond portfolio and the portfolio optimization was relatively rare previously, because the risk factors of bond portfolios are not very volatile. However, this condition has changed recently. The 2008 financial crisis brought high volatility to the risk factors and the related bond securities, even if the highly rated U.S. treasury bonds. Moreover, the risk factors of bond portfolios show properties of fat-tailness and asymmetry like risk factors of equity portfolios. Therefore, we need to use advanced techniques to measure and manage risk of bond portfolios. In our paper, we first apply autoregressive moving average generalized autoregressive conditional heteroscedasticity (ARMA-GARCH) model with multivariate normal tempered stable (MNTS) distribution innovations to predict risk factors of U.S. treasury bonds and statistically demonstrate that MNTS distribution has the ability to capture the properties of risk factors based on the goodness-of-fit tests. Then based on empirical evidence, we find that the VaR and AVaR estimated by assuming normal tempered stable distribution are more realistic and reliable than those estimated by assuming normal distribution, especially for the financial crisis period. Finally, we use the mean-risk portfolio optimization to minimize portfolios' potential risks. The empirical study indicates that the optimized bond portfolios have better risk-adjusted performances than the benchmark portfolios for some periods. Moreover, the optimized bond portfolios obtained by assuming normal tempered stable distribution have improved performances in comparison to the optimized bond portfolios obtained by assuming normal distribution.
Manual choice reaction times in the rate-domain
Harris, Christopher M.; Waddington, Jonathan; Biscione, Valerio; Manzi, Sean
2014-01-01
Over the last 150 years, human manual reaction times (RTs) have been recorded countless times. Yet, our understanding of them remains remarkably poor. RTs are highly variable with positively skewed frequency distributions, often modeled as an inverse Gaussian distribution reflecting a stochastic rise to threshold (diffusion process). However, latency distributions of saccades are very close to the reciprocal Normal, suggesting that “rate” (reciprocal RT) may be the more fundamental variable. We explored whether this phenomenon extends to choice manual RTs. We recorded two-alternative choice RTs from 24 subjects, each with 4 blocks of 200 trials with two task difficulties (easy vs. difficult discrimination) and two instruction sets (urgent vs. accurate). We found that rate distributions were, indeed, very close to Normal, shifting to lower rates with increasing difficulty and accuracy, and for some blocks they appeared to become left-truncated, but still close to Normal. Using autoregressive techniques, we found temporal sequential dependencies for lags of at least 3. We identified a transient and steady-state component in each block. Because rates were Normal, we were able to estimate autoregressive weights using the Box-Jenkins technique, and convert to a moving average model using z-transforms to show explicit dependence on stimulus input. We also found a spatial sequential dependence for the previous 3 lags depending on whether the laterality of previous trials was repeated or alternated. This was partially dissociated from temporal dependency as it only occurred in the easy tasks. We conclude that 2-alternative choice manual RT distributions are close to reciprocal Normal and not the inverse Gaussian. This is not consistent with stochastic rise to threshold models, and we propose a simple optimality model in which reward is maximized to yield to an optimal rate, and hence an optimal time to respond. We discuss how it might be implemented. PMID:24959134
Population Synthesis of Radio and Y-ray Normal, Isolated Pulsars Using Markov Chain Monte Carlo
NASA Astrophysics Data System (ADS)
Billman, Caleb; Gonthier, P. L.; Harding, A. K.
2013-04-01
We present preliminary results of a population statistics study of normal pulsars (NP) from the Galactic disk using Markov Chain Monte Carlo techniques optimized according to two different methods. The first method compares the detected and simulated cumulative distributions of series of pulsar characteristics, varying the model parameters to maximize the overall agreement. The advantage of this method is that the distributions do not have to be binned. The other method varies the model parameters to maximize the log of the maximum likelihood obtained from the comparisons of four-two dimensional distributions of radio and γ-ray pulsar characteristics. The advantage of this method is that it provides a confidence region of the model parameter space. The computer code simulates neutron stars at birth using Monte Carlo procedures and evolves them to the present assuming initial spatial, kick velocity, magnetic field, and period distributions. Pulsars are spun down to the present and given radio and γ-ray emission characteristics, implementing an empirical γ-ray luminosity model. A comparison group of radio NPs detected in ten-radio surveys is used to normalize the simulation, adjusting the model radio luminosity to match a birth rate. We include the Fermi pulsars in the forthcoming second pulsar catalog. We present preliminary results comparing the simulated and detected distributions of radio and γ-ray NPs along with a confidence region in the parameter space of the assumed models. We express our gratitude for the generous support of the National Science Foundation (REU and RUI), Fermi Guest Investigator Program and the NASA Astrophysics Theory and Fundamental Program.
Estimation of value at risk in currency exchange rate portfolio using asymmetric GJR-GARCH Copula
NASA Astrophysics Data System (ADS)
Nurrahmat, Mohamad Husein; Noviyanti, Lienda; Bachrudin, Achmad
2017-03-01
In this study, we discuss the problem in measuring the risk in a portfolio based on value at risk (VaR) using asymmetric GJR-GARCH Copula. The approach based on the consideration that the assumption of normality over time for the return can not be fulfilled, and there is non-linear correlation for dependent model structure among the variables that lead to the estimated VaR be inaccurate. Moreover, the leverage effect also causes the asymmetric effect of dynamic variance and shows the weakness of the GARCH models due to its symmetrical effect on conditional variance. Asymmetric GJR-GARCH models are used to filter the margins while the Copulas are used to link them together into a multivariate distribution. Then, we use copulas to construct flexible multivariate distributions with different marginal and dependence structure, which is led to portfolio joint distribution does not depend on the assumptions of normality and linear correlation. VaR obtained by the analysis with confidence level 95% is 0.005586. This VaR derived from the best Copula model, t-student Copula with marginal distribution of t distribution.
Robust and efficient estimation with weighted composite quantile regression
NASA Astrophysics Data System (ADS)
Jiang, Xuejun; Li, Jingzhi; Xia, Tian; Yan, Wanfeng
2016-09-01
In this paper we introduce a weighted composite quantile regression (CQR) estimation approach and study its application in nonlinear models such as exponential models and ARCH-type models. The weighted CQR is augmented by using a data-driven weighting scheme. With the error distribution unspecified, the proposed estimators share robustness from quantile regression and achieve nearly the same efficiency as the oracle maximum likelihood estimator (MLE) for a variety of error distributions including the normal, mixed-normal, Student's t, Cauchy distributions, etc. We also suggest an algorithm for the fast implementation of the proposed methodology. Simulations are carried out to compare the performance of different estimators, and the proposed approach is used to analyze the daily S&P 500 Composite index, which verifies the effectiveness and efficiency of our theoretical results.
Directional data analysis under the general projected normal distribution
Wang, Fangpo; Gelfand, Alan E.
2013-01-01
The projected normal distribution is an under-utilized model for explaining directional data. In particular, the general version provides flexibility, e.g., asymmetry and possible bimodality along with convenient regression specification. Here, we clarify the properties of this general class. We also develop fully Bayesian hierarchical models for analyzing circular data using this class. We show how they can be fit using MCMC methods with suitable latent variables. We show how posterior inference for distributional features such as the angular mean direction and concentration can be implemented as well as how prediction within the regression setting can be handled. With regard to model comparison, we argue for an out-of-sample approach using both a predictive likelihood scoring loss criterion and a cumulative rank probability score criterion. PMID:24046539
NASA Astrophysics Data System (ADS)
Cardarelli, Gene A.
The primary goal in radiation oncology is to deliver lethal radiation doses to tumors, while minimizing dose to normal tissue. IMRT has the capability to increase the dose to the targets and decrease the dose to normal tissue, increasing local control, decrease toxicity and allow for effective dose escalation. This advanced technology does present complex dose distributions that are not easily verified. Furthermore, the dose inhomogeneity caused by non-uniform dose distributions seen in IMRT treatments has caused the development of biological models attempting to characterize the dose-volume effect in the response of organized tissues to radiation. Dosimetry of small fields can be quite challenging when measuring dose distributions for high-energy X-ray beams used in IMRT. The proper modeling of these small field distributions is essential in reproducing accurate dose for IMRT. This evaluation was conducted to quantify the effects of small field dosimetry on IMRT plan dose distributions and the effects on four biological model parameters. The four biological models evaluated were: (1) the generalized Equivalent Uniform Dose (gEUD), (2) the Tumor Control Probability (TCP), (3) the Normal Tissue Complication Probability (NTCP) and (4) the Probability of uncomplicated Tumor Control (P+). These models are used to estimate local control, survival, complications and uncomplicated tumor control. This investigation compares three distinct small field dose algorithms. Dose algorithms were created using film, small ion chamber, and a combination of ion chamber measurements and small field fitting parameters. Due to the nature of uncertainties in small field dosimetry and the dependence of biological models on dose volume information, this examination quantifies the effects of small field dosimetry techniques on radiobiological models and recommends pathways to reduce the errors in using these models to evaluate IMRT dose distributions. This study demonstrates the importance of valid physical dose modeling prior to the use of biological modeling. The success of using biological function data, such as hypoxia, in clinical IMRT planning will greatly benefit from the results of this study.
NASA Technical Reports Server (NTRS)
Crutcher, H. L.; Falls, L. W.
1976-01-01
Sets of experimentally determined or routinely observed data provide information about the past, present and, hopefully, future sets of similarly produced data. An infinite set of statistical models exists which may be used to describe the data sets. The normal distribution is one model. If it serves at all, it serves well. If a data set, or a transformation of the set, representative of a larger population can be described by the normal distribution, then valid statistical inferences can be drawn. There are several tests which may be applied to a data set to determine whether the univariate normal model adequately describes the set. The chi-square test based on Pearson's work in the late nineteenth and early twentieth centuries is often used. Like all tests, it has some weaknesses which are discussed in elementary texts. Extension of the chi-square test to the multivariate normal model is provided. Tables and graphs permit easier application of the test in the higher dimensions. Several examples, using recorded data, illustrate the procedures. Tests of maximum absolute differences, mean sum of squares of residuals, runs and changes of sign are included in these tests. Dimensions one through five with selected sample sizes 11 to 101 are used to illustrate the statistical tests developed.
NASA Astrophysics Data System (ADS)
Skaugen, Thomas; Weltzien, Ingunn H.
2016-09-01
Snow is an important and complicated element in hydrological modelling. The traditional catchment hydrological model with its many free calibration parameters, also in snow sub-models, is not a well-suited tool for predicting conditions for which it has not been calibrated. Such conditions include prediction in ungauged basins and assessing hydrological effects of climate change. In this study, a new model for the spatial distribution of snow water equivalent (SWE), parameterized solely from observed spatial variability of precipitation, is compared with the current snow distribution model used in the operational flood forecasting models in Norway. The former model uses a dynamic gamma distribution and is called Snow Distribution_Gamma, (SD_G), whereas the latter model has a fixed, calibrated coefficient of variation, which parameterizes a log-normal model for snow distribution and is called Snow Distribution_Log-Normal (SD_LN). The two models are implemented in the parameter parsimonious rainfall-runoff model Distance Distribution Dynamics (DDD), and their capability for predicting runoff, SWE and snow-covered area (SCA) is tested and compared for 71 Norwegian catchments. The calibration period is 1985-2000 and validation period is 2000-2014. Results show that SDG better simulates SCA when compared with MODIS satellite-derived snow cover. In addition, SWE is simulated more realistically in that seasonal snow is melted out and the building up of "snow towers" and giving spurious positive trends in SWE, typical for SD_LN, is prevented. The precision of runoff simulations using SDG is slightly inferior, with a reduction in Nash-Sutcliffe and Kling-Gupta efficiency criterion of 0.01, but it is shown that the high precision in runoff prediction using SD_LN is accompanied with erroneous simulations of SWE.
Log-Normal Turbulence Dissipation in Global Ocean Models
NASA Astrophysics Data System (ADS)
Pearson, Brodie; Fox-Kemper, Baylor
2018-03-01
Data from turbulent numerical simulations of the global ocean demonstrate that the dissipation of kinetic energy obeys a nearly log-normal distribution even at large horizontal scales O (10 km ) . As the horizontal scales of resolved turbulence are larger than the ocean is deep, the Kolmogorov-Yaglom theory for intermittency in 3D homogeneous, isotropic turbulence cannot apply; instead, the down-scale potential enstrophy cascade of quasigeostrophic turbulence should. Yet, energy dissipation obeys approximate log-normality—robustly across depths, seasons, regions, and subgrid schemes. The distribution parameters, skewness and kurtosis, show small systematic departures from log-normality with depth and subgrid friction schemes. Log-normality suggests that a few high-dissipation locations dominate the integrated energy and enstrophy budgets, which should be taken into account when making inferences from simplified models and inferring global energy budgets from sparse observations.
Murad, Havi; Kipnis, Victor; Freedman, Laurence S
2016-10-01
Assessing interactions in linear regression models when covariates have measurement error (ME) is complex.We previously described regression calibration (RC) methods that yield consistent estimators and standard errors for interaction coefficients of normally distributed covariates having classical ME. Here we extend normal based RC (NBRC) and linear RC (LRC) methods to a non-classical ME model, and describe more efficient versions that combine estimates from the main study and internal sub-study. We apply these methods to data from the Observing Protein and Energy Nutrition (OPEN) study. Using simulations we show that (i) for normally distributed covariates efficient NBRC and LRC were nearly unbiased and performed well with sub-study size ≥200; (ii) efficient NBRC had lower MSE than efficient LRC; (iii) the naïve test for a single interaction had type I error probability close to the nominal significance level, whereas efficient NBRC and LRC were slightly anti-conservative but more powerful; (iv) for markedly non-normal covariates, efficient LRC yielded less biased estimators with smaller variance than efficient NBRC. Our simulations suggest that it is preferable to use: (i) efficient NBRC for estimating and testing interaction effects of normally distributed covariates and (ii) efficient LRC for estimating and testing interactions for markedly non-normal covariates. © The Author(s) 2013.
Alpha, delta and theta rhythms in a neural net model. Comparison with MEG data.
Kotini, A; Anninos, P
2016-01-07
The aim of this study is to provide information regarding the comparison of a neural model to MEG measurements. Our study population consisted of 10 epileptic patients and 10 normal subjects. The epileptic patients had high MEG amplitudes characterized with θ (4-7 Hz) or δ (2-3 Hz) rhythms and absence of α-rhythm (8-13 Hz). The statistical analysis of such activities corresponded to Poisson distribution. Conversely, the MEG from normal subjects had low amplitudes, higher frequencies and presence of α-rhythm (8-13 Hz). Such activities were not synchronized and their distributions were Gauss. These findings were in agreement with our theoretical neural model. The comparison of the neural network with MEG data provides information about the status of brain function in epileptic and normal states. Copyright © 2015 Elsevier Ltd. All rights reserved.
Determining prescription durations based on the parametric waiting time distribution.
Støvring, Henrik; Pottegård, Anton; Hallas, Jesper
2016-12-01
The purpose of the study is to develop a method to estimate the duration of single prescriptions in pharmacoepidemiological studies when the single prescription duration is not available. We developed an estimation algorithm based on maximum likelihood estimation of a parametric two-component mixture model for the waiting time distribution (WTD). The distribution component for prevalent users estimates the forward recurrence density (FRD), which is related to the distribution of time between subsequent prescription redemptions, the inter-arrival density (IAD), for users in continued treatment. We exploited this to estimate percentiles of the IAD by inversion of the estimated FRD and defined the duration of a prescription as the time within which 80% of current users will have presented themselves again. Statistical properties were examined in simulation studies, and the method was applied to empirical data for four model drugs: non-steroidal anti-inflammatory drugs (NSAIDs), warfarin, bendroflumethiazide, and levothyroxine. Simulation studies found negligible bias when the data-generating model for the IAD coincided with the FRD used in the WTD estimation (Log-Normal). When the IAD consisted of a mixture of two Log-Normal distributions, but was analyzed with a single Log-Normal distribution, relative bias did not exceed 9%. Using a Log-Normal FRD, we estimated prescription durations of 117, 91, 137, and 118 days for NSAIDs, warfarin, bendroflumethiazide, and levothyroxine, respectively. Similar results were found with a Weibull FRD. The algorithm allows valid estimation of single prescription durations, especially when the WTD reliably separates current users from incident users, and may replace ad-hoc decision rules in automated implementations. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
Federal Register 2010, 2011, 2012, 2013, 2014
2011-10-27
... distribution and equipment-loads-demand condition. 2. After the unrestorable loss of normal engine generator... DEPARTMENT OF TRANSPORTATION Federal Aviation Administration 14 CFR Part 25 [Docket No. FAA-2011-1172: Notice No. 25-11-17-SC] Special Conditions: Gulfstream Aerospace LP (GALP) Model G280 Airplane...
Multivariate Models for Normal and Binary Responses in Intervention Studies
ERIC Educational Resources Information Center
Pituch, Keenan A.; Whittaker, Tiffany A.; Chang, Wanchen
2016-01-01
Use of multivariate analysis (e.g., multivariate analysis of variance) is common when normally distributed outcomes are collected in intervention research. However, when mixed responses--a set of normal and binary outcomes--are collected, standard multivariate analyses are no longer suitable. While mixed responses are often obtained in…
heterogeneous mixture distributions for multi-source extreme rainfall
NASA Astrophysics Data System (ADS)
Ouarda, T.; Shin, J.; Lee, T. S.
2013-12-01
Mixture distributions have been used to model hydro-meteorological variables showing mixture distributional characteristics, e.g. bimodality. Homogeneous mixture (HOM) distributions (e.g. Normal-Normal and Gumbel-Gumbel) have been traditionally applied to hydro-meteorological variables. However, there is no reason to restrict the mixture distribution as the combination of one identical type. It might be beneficial to characterize the statistical behavior of hydro-meteorological variables from the application of heterogeneous mixture (HTM) distributions such as Normal-Gamma. In the present work, we focus on assessing the suitability of HTM distributions for the frequency analysis of hydro-meteorological variables. In the present work, in order to estimate the parameters of HTM distributions, the meta-heuristic algorithm (Genetic Algorithm) is employed to maximize the likelihood function. In the present study, a number of distributions are compared, including the Gamma-Extreme value type-one (EV1) HTM distribution, the EV1-EV1 HOM distribution, and EV1 distribution. The proposed distribution models are applied to the annual maximum precipitation data in South Korea. The Akaike Information Criterion (AIC), the root mean squared errors (RMSE) and the log-likelihood are used as measures of goodness-of-fit of the tested distributions. Results indicate that the HTM distribution (Gamma-EV1) presents the best fitness. The HTM distribution shows significant improvement in the estimation of quantiles corresponding to the 20-year return period. It is shown that extreme rainfall in the coastal region of South Korea presents strong heterogeneous mixture distributional characteristics. Results indicate that HTM distributions are a good alternative for the frequency analysis of hydro-meteorological variables when disparate statistical characteristics are presented.
A log-normal distribution model for the molecular weight of aquatic fulvic acids
Cabaniss, S.E.; Zhou, Q.; Maurice, P.A.; Chin, Y.-P.; Aiken, G.R.
2000-01-01
The molecular weight of humic substances influences their proton and metal binding, organic pollutant partitioning, adsorption onto minerals and activated carbon, and behavior during water treatment. We propose a lognormal model for the molecular weight distribution in aquatic fulvic acids to provide a conceptual framework for studying these size effects. The normal curve mean and standard deviation are readily calculated from measured M(n) and M(w) and vary from 2.7 to 3 for the means and from 0.28 to 0.37 for the standard deviations for typical aquatic fulvic acids. The model is consistent with several types of molecular weight data, including the shapes of high- pressure size-exclusion chromatography (HP-SEC) peaks. Applications of the model to electrostatic interactions, pollutant solubilization, and adsorption are explored in illustrative calculations.The molecular weight of humic substances influences their proton and metal binding, organic pollutant partitioning, adsorption onto minerals and activated carbon, and behavior during water treatment. We propose a log-normal model for the molecular weight distribution in aquatic fulvic acids to provide a conceptual framework for studying these size effects. The normal curve mean and standard deviation are readily calculated from measured Mn and Mw and vary from 2.7 to 3 for the means and from 0.28 to 0.37 for the standard deviations for typical aquatic fulvic acids. The model is consistent with several type's of molecular weight data, including the shapes of high-pressure size-exclusion chromatography (HP-SEC) peaks. Applications of the model to electrostatic interactions, pollutant solubilization, and adsorption are explored in illustrative calculations.
A comparison of portfolio selection models via application on ISE 100 index data
NASA Astrophysics Data System (ADS)
Altun, Emrah; Tatlidil, Hüseyin
2013-10-01
Markowitz Model, a classical approach to portfolio optimization problem, relies on two important assumptions: the expected return is multivariate normally distributed and the investor is risk averter. But this model has not been extensively used in finance. Empirical results show that it is very hard to solve large scale portfolio optimization problems with Mean-Variance (M-V)model. Alternative model, Mean Absolute Deviation (MAD) model which is proposed by Konno and Yamazaki [7] has been used to remove most of difficulties of Markowitz Mean-Variance model. MAD model don't need to assume that the probability of the rates of return is normally distributed and based on Linear Programming. Another alternative portfolio model is Mean-Lower Semi Absolute Deviation (M-LSAD), which is proposed by Speranza [3]. We will compare these models to determine which model gives more appropriate solution to investors.
NASA Astrophysics Data System (ADS)
Latré, S.; Desplentere, F.; De Pooter, S.; Seveno, D.
2017-10-01
Nanoscale materials showing superior thermal properties have raised the interest of the building industry. By adding these materials to conventional construction materials, it is possible to decrease the total thermal conductivity by almost one order of magnitude. This conductivity is mainly influenced by the dispersion quality within the matrix material. At the industrial scale, the main challenge is to control this dispersion to reduce or even eliminate thermal bridges. This allows to reach an industrially relevant process to balance out the high material cost and their superior thermal insulation properties. Therefore, a methodology is required to measure and describe these nanoscale distributions within the inorganic matrix material. These distributions are either random or normally distributed through thickness within the matrix material. We show that the influence of these distributions is meaningful and modifies the thermal conductivity of the building material. Hence, this strategy will generate a thermal model allowing to predict the thermal behavior of the nanoscale particles and their distributions. This thermal model will be validated by the hot wire technique. For the moment, a good correlation is found between the numerical results and experimental data for a randomly distributed form of nanoparticles in all directions.
NASA Astrophysics Data System (ADS)
Elshahaby, Fatma E. A.; Ghaly, Michael; Jha, Abhinav K.; Frey, Eric C.
2015-03-01
Model Observers are widely used in medical imaging for the optimization and evaluation of instrumentation, acquisition parameters and image reconstruction and processing methods. The channelized Hotelling observer (CHO) is a commonly used model observer in nuclear medicine and has seen increasing use in other modalities. An anthropmorphic CHO consists of a set of channels that model some aspects of the human visual system and the Hotelling Observer, which is the optimal linear discriminant. The optimality of the CHO is based on the assumption that the channel outputs for data with and without the signal present have a multivariate normal distribution with equal class covariance matrices. The channel outputs result from the dot product of channel templates with input images and are thus the sum of a large number of random variables. The central limit theorem is thus often used to justify the assumption that the channel outputs are normally distributed. In this work, we aim to examine this assumption for realistically simulated nuclear medicine images when various types of signal variability are present.
NASA Technical Reports Server (NTRS)
Jasinski, Michael F.
1990-01-01
An analytical framework is provided for examining the physically based behavior of the normalized difference vegetation index (NDVI) in terms of the variability in bulk subpixel landscape components and with respect to variations in pixel scales, within the context of the stochastic-geometric canopy reflectance model. Analysis focuses on regional scale variability in horizontal plant density and soil background reflectance distribution. Modeling is generalized to different plant geometries and solar angles through the use of the nondimensional solar-geometric similarity parameter. Results demonstrate that, for Poisson-distributed plants and for one deterministic distribution, NDVI increases with increasing subpixel fractional canopy amount, decreasing soil background reflectance, and increasing shadows, at least within the limitations of the geometric reflectance model. The NDVI of a pecan orchard and a juniper landscape is presented and discussed.
Stochastic Modeling Approach to the Incubation Time of Prionic Diseases
NASA Astrophysics Data System (ADS)
Ferreira, A. S.; da Silva, M. A.; Cressoni, J. C.
2003-05-01
Transmissible spongiform encephalopathies are neurodegenerative diseases for which prions are the attributed pathogenic agents. A widely accepted theory assumes that prion replication is due to a direct interaction between the pathologic (PrPSc) form and the host-encoded (PrPC) conformation, in a kind of autocatalytic process. Here we show that the overall features of the incubation time of prion diseases are readily obtained if the prion reaction is described by a simple mean-field model. An analytical expression for the incubation time distribution then follows by associating the rate constant to a stochastic variable log normally distributed. The incubation time distribution is then also shown to be log normal and fits the observed BSE (bovine spongiform encephalopathy) data very well. Computer simulation results also yield the correct BSE incubation time distribution at low PrPC densities.
Probability distribution functions for unit hydrographs with optimization using genetic algorithm
NASA Astrophysics Data System (ADS)
Ghorbani, Mohammad Ali; Singh, Vijay P.; Sivakumar, Bellie; H. Kashani, Mahsa; Atre, Atul Arvind; Asadi, Hakimeh
2017-05-01
A unit hydrograph (UH) of a watershed may be viewed as the unit pulse response function of a linear system. In recent years, the use of probability distribution functions (pdfs) for determining a UH has received much attention. In this study, a nonlinear optimization model is developed to transmute a UH into a pdf. The potential of six popular pdfs, namely two-parameter gamma, two-parameter Gumbel, two-parameter log-normal, two-parameter normal, three-parameter Pearson distribution, and two-parameter Weibull is tested on data from the Lighvan catchment in Iran. The probability distribution parameters are determined using the nonlinear least squares optimization method in two ways: (1) optimization by programming in Mathematica; and (2) optimization by applying genetic algorithm. The results are compared with those obtained by the traditional linear least squares method. The results show comparable capability and performance of two nonlinear methods. The gamma and Pearson distributions are the most successful models in preserving the rising and recession limbs of the unit hydographs. The log-normal distribution has a high ability in predicting both the peak flow and time to peak of the unit hydrograph. The nonlinear optimization method does not outperform the linear least squares method in determining the UH (especially for excess rainfall of one pulse), but is comparable.
Liu, Geng; Niu, Junjie; Zhang, Chao; Guo, Guanlin
2015-12-01
Data distribution is usually skewed severely by the presence of hot spots in contaminated sites. This causes difficulties for accurate geostatistical data transformation. Three types of typical normal distribution transformation methods termed the normal score, Johnson, and Box-Cox transformations were applied to compare the effects of spatial interpolation with normal distribution transformation data of benzo(b)fluoranthene in a large-scale coking plant-contaminated site in north China. Three normal transformation methods decreased the skewness and kurtosis of the benzo(b)fluoranthene, and all the transformed data passed the Kolmogorov-Smirnov test threshold. Cross validation showed that Johnson ordinary kriging has a minimum root-mean-square error of 1.17 and a mean error of 0.19, which was more accurate than the other two models. The area with fewer sampling points and that with high levels of contamination showed the largest prediction standard errors based on the Johnson ordinary kriging prediction map. We introduce an ideal normal transformation method prior to geostatistical estimation for severely skewed data, which enhances the reliability of risk estimation and improves the accuracy for determination of remediation boundaries.
Schrauf, Robert W; Iris, Madelyn
2011-04-01
To understand how people differentiate normal memory loss from Alzheimer's disease (AD) by investigating cultural models of these conditions. Ethnographic interviews followed by a survey. Cultural consensus analysis was used to test for the presence of group models, derive the "culturally correct" set of beliefs, and compare models of normal memory loss and AD. Chicago, Illinois. One hundred eight individuals from local neighborhoods: African Americans, Mexican Americans, and refugees and immigrants from the former Soviet Union. Participants responded to yes-or-no questions about the nature and causes of normal memory loss and AD and provided information on ethnicity, age, sex, acculturation, and experience with AD. Groups held a common model of AD as a brain-based disease reflecting irreversible cognitive decline. Higher levels of acculturation predicted greater knowledge of AD. Russian speakers favored biological over psychological models of the disease. Groups also held a common model of normal memory loss, including the important belief that "normal" forgetting involves eventual recall of the forgotten material. Popular models of memory loss and AD confirm that patients and clinicians are speaking the same "language" in their discussions of memory loss and AD. Nevertheless, the presence of coherent models of memory loss and AD, and the unequal distribution of that knowledge across groups, suggests that clinicians should include wider circles of patients' families and friends in their consultations. These results frame knowledge as distributed across social groups rather than simply the possession of individual minds. © 2011, Copyright the Authors. Journal compilation © 2011, The American Geriatrics Society.
Power laws in citation distributions: evidence from Scopus.
Brzezinski, Michal
Modeling distributions of citations to scientific papers is crucial for understanding how science develops. However, there is a considerable empirical controversy on which statistical model fits the citation distributions best. This paper is concerned with rigorous empirical detection of power-law behaviour in the distribution of citations received by the most highly cited scientific papers. We have used a large, novel data set on citations to scientific papers published between 1998 and 2002 drawn from Scopus. The power-law model is compared with a number of alternative models using a likelihood ratio test. We have found that the power-law hypothesis is rejected for around half of the Scopus fields of science. For these fields of science, the Yule, power-law with exponential cut-off and log-normal distributions seem to fit the data better than the pure power-law model. On the other hand, when the power-law hypothesis is not rejected, it is usually empirically indistinguishable from most of the alternative models. The pure power-law model seems to be the best model only for the most highly cited papers in "Physics and Astronomy". Overall, our results seem to support theories implying that the most highly cited scientific papers follow the Yule, power-law with exponential cut-off or log-normal distribution. Our findings suggest also that power laws in citation distributions, when present, account only for a very small fraction of the published papers (less than 1 % for most of science fields) and that the power-law scaling parameter (exponent) is substantially higher (from around 3.2 to around 4.7) than found in the older literature.
Extracting Spurious Latent Classes in Growth Mixture Modeling with Nonnormal Errors
ERIC Educational Resources Information Center
Guerra-Peña, Kiero; Steinley, Douglas
2016-01-01
Growth mixture modeling is generally used for two purposes: (1) to identify mixtures of normal subgroups and (2) to approximate oddly shaped distributions by a mixture of normal components. Often in applied research this methodology is applied to both of these situations indistinctly: using the same fit statistics and likelihood ratio tests. This…
Kassemi, Mohammad; Thompson, David
2016-09-01
An analytical Population Balance Equation model is developed and used to assess the risk of critical renal stone formation for astronauts during future space missions. The model uses the renal biochemical profile of the subject as input and predicts the steady-state size distribution of the nucleating, growing, and agglomerating calcium oxalate crystals during their transit through the kidney. The model is verified through comparison with published results of several crystallization experiments. Numerical results indicate that the model is successful in clearly distinguishing between 1-G normal and 1-G recurrent stone-former subjects based solely on their published 24-h urine biochemical profiles. Numerical case studies further show that the predicted renal calculi size distribution for a microgravity astronaut is closer to that of a recurrent stone former on Earth rather than to a normal subject in 1 G. This interestingly implies that the increase in renal stone risk level in microgravity is relatively more significant for a normal person than a stone former. However, numerical predictions still underscore that the stone-former subject carries by far the highest absolute risk of critical stone formation during space travel. Copyright © 2016 the American Physiological Society.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Hualin, E-mail: hualin.zhang@northwestern.edu; Donnelly, Eric D.; Strauss, Jonathan B.
Purpose: To evaluate high-dose-rate (HDR) vaginal cuff brachytherapy (VCBT) in the treatment of endometrial cancer in a cylindrical target volume with either a varied or a constant cancer cell distributions using the linear quadratic (LQ) model. Methods: A Monte Carlo (MC) technique was used to calculate the 3D dose distribution of HDR VCBT over a variety of cylinder diameters and treatment lengths. A treatment planning system (TPS) was used to make plans for the various cylinder diameters, treatment lengths, and prescriptions using the clinical protocol. The dwell times obtained from the TPS were fed into MC. The LQ model wasmore » used to evaluate the therapeutic outcome of two brachytherapy regimens prescribed either at 0.5 cm depth (5.5 Gy × 4 fractions) or at the vaginal mucosal surface (8.8 Gy × 4 fractions) for the treatment of endometrial cancer. An experimentally determined endometrial cancer cell distribution, which showed a varied and resembled a half-Gaussian distribution, was used in radiobiology modeling. The equivalent uniform dose (EUD) to cancer cells was calculated for each treatment scenario. The therapeutic ratio (TR) was defined by comparing VCBT with a uniform dose radiotherapy plan in term of normal cell survival at the same level of cancer cell killing. Calculations of clinical impact were run twice assuming two different types of cancer cell density distributions in the cylindrical target volume: (1) a half-Gaussian or (2) a uniform distribution. Results: EUDs were weakly dependent on cylinder size, treatment length, and the prescription depth, but strongly dependent on the cancer cell distribution. TRs were strongly dependent on the cylinder size, treatment length, types of the cancer cell distributions, and the sensitivity of normal tissue. With a half-Gaussian distribution of cancer cells which populated at the vaginal mucosa the most, the EUDs were between 6.9 Gy × 4 and 7.8 Gy × 4, the TRs were in the range from (5.0){sup 4} to (13.4){sup 4} for the radiosensitive normal tissue depending on the cylinder size, treatment lengths, prescription depth, and dose as well. However, for a uniform cancer cell distribution, the EUDs were between 6.3 Gy × 4 and 7.1 Gy × 4, and the TRs were found to be between (1.4){sup 4} and (1.7){sup 4}. For the uniformly interspersed cancer and radio-resistant normal cells, the TRs were less than 1. The two VCBT prescription regimens were found to be equivalent in terms of EUDs and TRs. Conclusions: HDR VCBT strongly favors cylindrical target volume with the cancer cell distribution following its dosimetric trend. Assuming a half-Gaussian distribution of cancer cells, the HDR VCBT provides a considerable radiobiological advantage over the external beam radiotherapy (EBRT) in terms of sparing more normal tissues while maintaining the same level of cancer cell killing. But for the uniform cancer cell distribution and radio-resistant normal tissue, the radiobiology outcome of the HDR VCBT does not show an advantage over the EBRT. This study strongly suggests that radiation therapy design should consider the cancer cell distribution inside the target volume in addition to the shape of target.« less
ERIC Educational Resources Information Center
Sinharay, Sandip
2015-01-01
The maximum likelihood estimate (MLE) of the ability parameter of an item response theory model with known item parameters was proved to be asymptotically normally distributed under a set of regularity conditions for tests involving dichotomous items and a unidimensional ability parameter (Klauer, 1990; Lord, 1983). This article first considers…
Mixed and Mixture Regression Models for Continuous Bounded Responses Using the Beta Distribution
ERIC Educational Resources Information Center
Verkuilen, Jay; Smithson, Michael
2012-01-01
Doubly bounded continuous data are common in the social and behavioral sciences. Examples include judged probabilities, confidence ratings, derived proportions such as percent time on task, and bounded scale scores. Dependent variables of this kind are often difficult to analyze using normal theory models because their distributions may be quite…
Persiani, Anna Maria; Maggi, Oriana
2013-01-01
Experimental fires, of both low and high intensity, were lit during summer 2000 and the following 2 y in the Castel Volturno Nature Reserve, southern Italy. Soil samples were collected Jul 2000-Jul 2002 to analyze the soil fungal community dynamics. Species abundance distribution patterns (geometric, logarithmic, log normal, broken-stick) were compared. We plotted datasets with information both on species richness and abundance for total, xerotolerant and heat-stimulated soil microfungi. The xerotolerant fungi conformed to a broken-stick model for both the low- and high intensity fires at 7 and 84 d after the fire; their distribution subsequently followed logarithmic models in the 2 y following the fire. The distribution of the heat-stimulated fungi changed from broken-stick to logarithmic models and eventually to a log-normal model during the post-fire recovery. Xerotolerant and, to a far greater extent, heat-stimulated soil fungi acquire an important functional role following soil water stress and/or fire disturbance; these disturbances let them occupy unsaturated habitats and become increasingly abundant over time.
A stress-induced phase transition model for semi-crystallize shape memory polymer
NASA Astrophysics Data System (ADS)
Guo, Xiaogang; Zhou, Bo; Liu, Liwu; Liu, Yanju; Leng, Jinsong
2014-03-01
The developments of constitutive models for shape memory polymer (SMP) have been motivated by its increasing applications. During cooling or heating process, the phase transition which is a continuous time-dependent process happens in semi-crystallize SMP and the various individual phases form at different temperature and in different configuration. Then, the transformation between these phases occurred and shape memory effect will emerge. In addition, stress applied on SMP is an important factor for crystal melting during phase transition. In this theory, an ideal phase transition model considering stress or pre-strain is the key to describe the behaviors of shape memory effect. So a normal distributed model was established in this research to characterize the volume fraction of each phase in SMP during phase transition. Generally, the experiment results are partly backward (in heating process) or forward (in cooling process) compared with the ideal situation considering delay effect during phase transition. So, a correction on the normal distributed model is needed. Furthermore, a nonlinear relationship between stress and phase transition temperature Tg is also taken into account for establishing an accurately normal distributed phase transition model. Finally, the constitutive model which taking the stress as an influence factor on phase transition was also established. Compared with the other expressions, this new-type model possesses less parameter and is more accurate. For the sake of verifying the rationality and accuracy of new phase transition and constitutive model, the comparisons between the simulated and experimental results were carried out.
NASA Technical Reports Server (NTRS)
Abbott, Ira H
1942-01-01
Wing pressure distribution diagrams for several angles of attack and flap deflections of 0 degrees, 20 degrees, and 40 degrees are presented. The normal force coefficients agree with lift coefficients obtained in previous test of the same model, except for the maximum lifts with flap deflection. Pressure distribution measurements were made at Reynolds Number of about 6,000,000.
1989-08-01
Random variables for the conditional exponential distribution are generated using the inverse transform method. C1) Generate U - UCO,i) (2) Set s - A ln...e - [(x+s - 7)/ n] 0 + [Cx-T)/n]0 c. Random variables from the conditional weibull distribution are generated using the inverse transform method. C1...using a standard normal transformation and the inverse transform method. B - 3 APPENDIX 3 DISTRIBUTIONS SUPPORTED BY THE MODEL (1) Generate Y - PCX S
NASA Technical Reports Server (NTRS)
Podwysocki, M. H.
1976-01-01
A study was made of the field size distributions for LACIE test sites 5029, 5033, and 5039, People's Republic of China. Field lengths and widths were measured from LANDSAT imagery, and field area was statistically modeled. Field size parameters have log-normal or Poisson frequency distributions. These were normalized to the Gaussian distribution and theoretical population curves were made. When compared to fields in other areas of the same country measured in the previous study, field lengths and widths in the three LACIE test sites were 2 to 3 times smaller and areas were smaller by an order of magnitude.
Rijal, Omar M; Abdullah, Norli A; Isa, Zakiah M; Noor, Norliza M; Tawfiq, Omar F
2013-01-01
The knowledge of teeth positions on the maxillary arch is useful in the rehabilitation of the edentulous patient. A combination of angular (θ), and linear (l) variables representing position of four teeth were initially proposed as the shape descriptor of the maxillary dental arch. Three categories of shape were established, each having a multivariate normal distribution. It may be argued that 4 selected teeth on the standardized digital images of the dental casts could be considered as insufficient with respect to representing shape. However, increasing the number of points would create problems with dimensions and proof of existence of the multivariate normal distribution is extremely difficult. This study investigates the ability of Fourier descriptors (FD) using all maxillary teeth to find alternative shape models. Eight FD terms were sufficient to represent 21 points on the arch. Using these 8 FD terms as an alternative shape descriptor, three categories of shape were verified, each category having the complex normal distribution.
A Posteriori Correction of Forecast and Observation Error Variances
NASA Technical Reports Server (NTRS)
Rukhovets, Leonid
2005-01-01
Proposed method of total observation and forecast error variance correction is based on the assumption about normal distribution of "observed-minus-forecast" residuals (O-F), where O is an observed value and F is usually a short-term model forecast. This assumption can be accepted for several types of observations (except humidity) which are not grossly in error. Degree of nearness to normal distribution can be estimated by the symmetry or skewness (luck of symmetry) a(sub 3) = mu(sub 3)/sigma(sup 3) and kurtosis a(sub 4) = mu(sub 4)/sigma(sup 4) - 3 Here mu(sub i) = i-order moment, sigma is a standard deviation. It is well known that for normal distribution a(sub 3) = a(sub 4) = 0.
NASA Astrophysics Data System (ADS)
Matsubara, Yoshitsugu; Musashi, Yasuo
2017-12-01
The purpose of this study is to explain fluctuations in email size. We have previously investigated the long-term correlations between email send requests and data flow in the system log of the primary staff email server at a university campus, finding that email size frequency follows a power-law distribution with two inflection points, and that the power-law property weakens the correlation of the data flow. However, the mechanism underlying this fluctuation is not completely understood. We collected new log data from both staff and students over six academic years and analyzed the frequency distribution thereof, focusing on the type of content contained in the emails. Furthermore, we obtained permission to collect "Content-Type" log data from the email headers. We therefore collected the staff log data from May 1, 2015 to July 31, 2015, creating two subdistributions. In this paper, we propose a model to explain these subdistributions, which follow log-normal-like distributions. In the log-normal-like model, email senders -consciously or unconsciously- regulate the size of new email sentences according to a normal distribution. The fitting of the model is acceptable for these subdistributions, and the model demonstrates power-law properties for large email sizes. An analysis of the length of new email sentences would be required for further discussion of our model; however, to protect user privacy at the participating organization, we left this analysis for future work. This study provides new knowledge on the properties of email sizes, and our model is expected to contribute to the decision on whether to establish upper size limits in the design of email services.
Rice, Stephen B; Chan, Christopher; Brown, Scott C; Eschbach, Peter; Han, Li; Ensor, David S; Stefaniak, Aleksandr B; Bonevich, John; Vladár, András E; Hight Walker, Angela R; Zheng, Jiwen; Starnes, Catherine; Stromberg, Arnold; Ye, Jia; Grulke, Eric A
2015-01-01
This paper reports an interlaboratory comparison that evaluated a protocol for measuring and analysing the particle size distribution of discrete, metallic, spheroidal nanoparticles using transmission electron microscopy (TEM). The study was focused on automated image capture and automated particle analysis. NIST RM8012 gold nanoparticles (30 nm nominal diameter) were measured for area-equivalent diameter distributions by eight laboratories. Statistical analysis was used to (1) assess the data quality without using size distribution reference models, (2) determine reference model parameters for different size distribution reference models and non-linear regression fitting methods and (3) assess the measurement uncertainty of a size distribution parameter by using its coefficient of variation. The interlaboratory area-equivalent diameter mean, 27.6 nm ± 2.4 nm (computed based on a normal distribution), was quite similar to the area-equivalent diameter, 27.6 nm, assigned to NIST RM8012. The lognormal reference model was the preferred choice for these particle size distributions as, for all laboratories, its parameters had lower relative standard errors (RSEs) than the other size distribution reference models tested (normal, Weibull and Rosin–Rammler–Bennett). The RSEs for the fitted standard deviations were two orders of magnitude higher than those for the fitted means, suggesting that most of the parameter estimate errors were associated with estimating the breadth of the distributions. The coefficients of variation for the interlaboratory statistics also confirmed the lognormal reference model as the preferred choice. From quasi-linear plots, the typical range for good fits between the model and cumulative number-based distributions was 1.9 fitted standard deviations less than the mean to 2.3 fitted standard deviations above the mean. Automated image capture, automated particle analysis and statistical evaluation of the data and fitting coefficients provide a framework for assessing nanoparticle size distributions using TEM for image acquisition. PMID:26361398
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wiles, A. N.; Loyalka, S. K.; Izaguirre, E. W.
Purpose: To develop a tissue model of Cherenkov radiation emitted from the skin surface during external beam radiotherapy. Imaging Cherenkov radiation emitted from human skin allows visualization of the beam position and potentially surface dose estimates, and our goal is to characterize the optical properties of these emissions. Methods: We developed a Monte Carlo model of Cherenkov radiation generated in a semi-infinite tissue slab by megavoltage x-ray beams with optical transmission properties determined by a two-layered skin model. We separate the skin into a dermal and an epidermal layer in our model, where distinct molecular absorbers modify the Cherenkov intensitymore » spectrum in each layer while we approximate the scattering properties with Mie and Rayleigh scattering from the highly structured molecular organization found in human skin. Results: We report on the estimated distributions of the Cherenkov wavelength spectrum, emission angles, and surface distribution for the modeled irradiated skin surface. The expected intensity distribution of Cherenkov radiation emitted from skin shows a distinct intensity peak around 475 nm, the blue region of the visible spectrum, between a pair of optical absorption bands in hemoglobin and a broad plateau beginning near 600 nm and extending to at least 700 nm where melanin and hemoglobin absorption are both low. We also find that the Cherenkov intensity decreases with increasing angle from the surface normal, the majority being emitted within 20 degrees of the surface normal. Conclusion: Our estimate of the spectral distribution of Cherenkov radiation emitted from skin indicates an advantage to using imaging devices with long wavelength spectral responsivity. We also expect the most efficient imaging to be near the surface normal where the intensity is greatest; although for contoured surfaces, the relative intensity across the surface may appear to vary due to decreasing Cherenkov intensity with increased angle from the skin normal. This research was supported in part by a GAANN Fellowship from the Department of Education.« less
Comparison of interphase models for a crack in fiber reinforced composite
NASA Astrophysics Data System (ADS)
Kaw, A. K.; Selvarathinam, A. S.; Besterfield, G. H.
1992-07-01
The influence of a nonhomogeneous interphase on fracture mechanics of a fiber reinforced composite is studied. The stress intensity factor at the crack tips, maximum interfacial shear and normal stresses, maximum cleavage stress in the matrix and load diffusion along the length of the fiber are studied as a function of the fiber width, the interphase thickness, and the relative stiffness properties of the fiber, the matrix and the interphase. The normal stresses at the interface, which represents the possibility of debonding of the interface, is lowest for interphase thicknesses of the order of one-tenth of the fiber-diameter, when the crack is in the stiffer material. These normal stresses are highest at such interphase thicknesses if the crack is in the less stiffer material. The results obtained by using the nonhomogeneous interphase model are also compared with five other interphase models used in the literature for the interphase, namely the perfect, the homogeneous, the distributed uncoupled shear and normal springs, and the distributed shear springs. It is found that the trends of the above parameters as a function of interphase thickness are different for the spring and continuum models, if the crack is in a stiffer material.
Multinomial mixture model with heterogeneous classification probabilities
Holland, M.D.; Gray, B.R.
2011-01-01
Royle and Link (Ecology 86(9):2505-2512, 2005) proposed an analytical method that allowed estimation of multinomial distribution parameters and classification probabilities from categorical data measured with error. While useful, we demonstrate algebraically and by simulations that this method yields biased multinomial parameter estimates when the probabilities of correct category classifications vary among sampling units. We address this shortcoming by treating these probabilities as logit-normal random variables within a Bayesian framework. We use Markov chain Monte Carlo to compute Bayes estimates from a simulated sample from the posterior distribution. Based on simulations, this elaborated Royle-Link model yields nearly unbiased estimates of multinomial and correct classification probability estimates when classification probabilities are allowed to vary according to the normal distribution on the logit scale or according to the Beta distribution. The method is illustrated using categorical submersed aquatic vegetation data. ?? 2010 Springer Science+Business Media, LLC.
Random-Walk Type Model with Fat Tails for Financial Markets
NASA Astrophysics Data System (ADS)
Matuttis, Hans-Geors
Starting from the random-walk model, practices of financial markets are included into the random-walk so that fat tail distributions like those in the high frequency data of the SP500 index are reproduced, though the individual mechanisms are modeled by normally distributed data. The incorporation of local correlation narrows the distribution for "frequent" events, whereas global correlations due to technical analysis leads to fat tails. Delay of market transactions in the trading process shifts the fat tail probabilities downwards. Such an inclusion of reactions to market fluctuations leads to mini-trends which are distributed with unit variance.
Quasi-normal modes from non-commutative matrix dynamics
NASA Astrophysics Data System (ADS)
Aprile, Francesco; Sanfilippo, Francesco
2017-09-01
We explore similarities between the process of relaxation in the BMN matrix model and the physics of black holes in AdS/CFT. Focusing on Dyson-fluid solutions of the matrix model, we perform numerical simulations of the real time dynamics of the system. By quenching the equilibrium distribution we study quasi-normal oscillations of scalar single trace observables, we isolate the lowest quasi-normal mode, and we determine its frequencies as function of the energy. Considering the BMN matrix model as a truncation of N=4 SYM, we also compute the frequencies of the quasi-normal modes of the dual scalar fields in the AdS5-Schwarzschild background. We compare the results, and we finda surprising similarity.
Yiu, Sean; Tom, Brian Dm
2017-01-01
Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with patient-specific random effects. However, in practice, the high dimensional integrations involved in the marginal likelihood (i.e. integrated over the stochastic processes) significantly complicates model fitting. Thus, non-standard computationally intensive procedures based on simulating the marginal likelihood have so far only been proposed. In this paper, we describe an efficient method of implementation by demonstrating how the high dimensional integrations involved in the marginal likelihood can be computed efficiently. Specifically, by using a property of the multivariate normal distribution and the standard marginal cumulative distribution function identity, we transform the marginal likelihood so that the high dimensional integrations are contained in the cumulative distribution function of a multivariate normal distribution, which can then be efficiently evaluated. Hence, maximum likelihood estimation can be used to obtain parameter estimates and asymptotic standard errors (from the observed information matrix) of model parameters. We describe our proposed efficient implementation procedure for the standard two-part model parameterisation and when it is of interest to directly model the overall marginal mean. The methodology is applied on a psoriatic arthritis data set concerning functional disability.
Brake, M. R. W.
2015-02-17
Impact between metallic surfaces is a phenomenon that is ubiquitous in the design and analysis of mechanical systems. We found that to model this phenomenon, a new formulation for frictional elastic–plastic contact between two surfaces is developed. The formulation is developed to consider both frictional, oblique contact (of which normal, frictionless contact is a limiting case) and strain hardening effects. The constitutive model for normal contact is developed as two contiguous loading domains: the elastic regime and a transitionary region in which the plastic response of the materials develops and the elastic response abates. For unloading, the constitutive model ismore » based on an elastic process. Moreover, the normal contact model is assumed to only couple one-way with the frictional/tangential contact model, which results in the normal contact model being independent of the frictional effects. Frictional, tangential contact is modeled using a microslip model that is developed to consider the pressure distribution that develops from the elastic–plastic normal contact. This model is validated through comparisons with experimental results reported in the literature, and is demonstrated to be significantly more accurate than 10 other normal contact models and three other tangential contact models found in the literature.« less
Lin, Yan; Chen, Zhihao; Dai, Minquan; Fang, Shiwen; Liao, Yanfen; Yu, Zhaosheng; Ma, Xiaoqian
2018-07-01
In this study, the kinetic models of bagasse, sewage sludge and their mixture were established by the multiple normal distributed activation energy model. Blending with sewage sludge, the initial temperature declined from 437 K to 418 K. The pyrolytic species could be divided into five categories, including analogous hemicelluloses I, hemicelluloses II, cellulose, lignin and bio-char. In these species, the average activation energies and the deviations situated at reasonable ranges of 166.4673-323.7261 kJ/mol and 0.1063-35.2973 kJ/mol, respectively, which were conformed to the references. The kinetic models were well matched to experimental data, and the R 2 were greater than 99.999%y. In the local sensitivity analysis, the distributed average activation energy had stronger effect on the robustness than other kinetic parameters. And the content of pyrolytic species determined which series of kinetic parameters were more important. Copyright © 2018 Elsevier Ltd. All rights reserved.
Resampling and Distribution of the Product Methods for Testing Indirect Effects in Complex Models
ERIC Educational Resources Information Center
Williams, Jason; MacKinnon, David P.
2008-01-01
Recent advances in testing mediation have found that certain resampling methods and tests based on the mathematical distribution of 2 normal random variables substantially outperform the traditional "z" test. However, these studies have primarily focused only on models with a single mediator and 2 component paths. To address this limitation, a…
Motakis, E S; Nason, G P; Fryzlewicz, P; Rutter, G A
2006-10-15
Many standard statistical techniques are effective on data that are normally distributed with constant variance. Microarray data typically violate these assumptions since they come from non-Gaussian distributions with a non-trivial mean-variance relationship. Several methods have been proposed that transform microarray data to stabilize variance and draw its distribution towards the Gaussian. Some methods, such as log or generalized log, rely on an underlying model for the data. Others, such as the spread-versus-level plot, do not. We propose an alternative data-driven multiscale approach, called the Data-Driven Haar-Fisz for microarrays (DDHFm) with replicates. DDHFm has the advantage of being 'distribution-free' in the sense that no parametric model for the underlying microarray data is required to be specified or estimated; hence, DDHFm can be applied very generally, not just to microarray data. DDHFm achieves very good variance stabilization of microarray data with replicates and produces transformed intensities that are approximately normally distributed. Simulation studies show that it performs better than other existing methods. Application of DDHFm to real one-color cDNA data validates these results. The R package of the Data-Driven Haar-Fisz transform (DDHFm) for microarrays is available in Bioconductor and CRAN.
Generating Multivariate Ordinal Data via Entropy Principles.
Lee, Yen; Kaplan, David
2018-03-01
When conducting robustness research where the focus of attention is on the impact of non-normality, the marginal skewness and kurtosis are often used to set the degree of non-normality. Monte Carlo methods are commonly applied to conduct this type of research by simulating data from distributions with skewness and kurtosis constrained to pre-specified values. Although several procedures have been proposed to simulate data from distributions with these constraints, no corresponding procedures have been applied for discrete distributions. In this paper, we present two procedures based on the principles of maximum entropy and minimum cross-entropy to estimate the multivariate observed ordinal distributions with constraints on skewness and kurtosis. For these procedures, the correlation matrix of the observed variables is not specified but depends on the relationships between the latent response variables. With the estimated distributions, researchers can study robustness not only focusing on the levels of non-normality but also on the variations in the distribution shapes. A simulation study demonstrates that these procedures yield excellent agreement between specified parameters and those of estimated distributions. A robustness study concerning the effect of distribution shape in the context of confirmatory factor analysis shows that shape can affect the robust [Formula: see text] and robust fit indices, especially when the sample size is small, the data are severely non-normal, and the fitted model is complex.
NASA Astrophysics Data System (ADS)
Kartono; Suryadi, D.; Herman, T.
2018-01-01
This study aimed to analyze the enhancement of non-linear learning (NLL) in the online tutorial (OT) content to students’ knowledge of normal distribution application (KONDA). KONDA is a competence expected to be achieved after students studied the topic of normal distribution application in the course named Education Statistics. The analysis was performed by quasi-experiment study design. The subject of the study was divided into an experimental class that was given OT content in NLL model and a control class which was given OT content in conventional learning (CL) model. Data used in this study were the results of online objective tests to measure students’ statistical prior knowledge (SPK) and students’ pre- and post-test of KONDA. The statistical analysis test of a gain score of KONDA of students who had low and moderate SPK’s scores showed students’ KONDA who learn OT content with NLL model was better than students’ KONDA who learn OT content with CL model. Meanwhile, for students who had high SPK’s scores, the gain score of students who learn OT content with NLL model had relatively similar with the gain score of students who learn OT content with CL model. Based on those findings it could be concluded that the NLL model applied to OT content could enhance KONDA of students in low and moderate SPK’s levels. Extra and more challenging didactical situation was needed for students in high SPK’s level to achieve the significant gain score.
The model of drugs distribution dynamics in biological tissue
NASA Astrophysics Data System (ADS)
Ginevskij, D. A.; Izhevskij, P. V.; Sheino, I. N.
2017-09-01
The dose distribution by Neutron Capture Therapy follows the distribution of 10B in the tissue. The modern models of pharmacokinetics of drugs describe the processes occurring in conditioned "chambers" (blood-organ-tumor), but fail to describe the spatial distribution of the drug in the tumor and in normal tissue. The mathematical model of the spatial distribution dynamics of drugs in the tissue, depending on the concentration of the drug in the blood, was developed. The modeling method is the representation of the biological structure in the form of a randomly inhomogeneous medium in which the 10B distribution occurs. The parameters of the model, which cannot be determined rigorously in the experiment, are taken as the quantities subject to the laws of the unconnected random processes. The estimates of 10B distribution preparations in the tumor and healthy tissue, inside/outside the cells, are obtained.
A model for the microwave emissivity of the ocean's surface as a function of wind speed
NASA Technical Reports Server (NTRS)
Wilheit, T. T.
1979-01-01
A quanitative model is presented which describes the ocean surface as a ensemble of flat facets with a normal distribution of slopes. The variance of the slope distribution is linearly related to frequency up to 35 GHz and constant at higher frequencies. These facets are partially covered with an absorbing nonpolarized foam layer. Experimental evidence is presented for this model.
ERIC Educational Resources Information Center
Pant, Mohan Dev
2011-01-01
The Burr families (Type III and Type XII) of distributions are traditionally used in the context of statistical modeling and for simulating non-normal distributions with moment-based parameters (e.g., Skew and Kurtosis). In educational and psychological studies, the Burr families of distributions can be used to simulate extremely asymmetrical and…
A nonparametric spatial scan statistic for continuous data.
Jung, Inkyung; Cho, Ho Jin
2015-10-20
Spatial scan statistics are widely used for spatial cluster detection, and several parametric models exist. For continuous data, a normal-based scan statistic can be used. However, the performance of the model has not been fully evaluated for non-normal data. We propose a nonparametric spatial scan statistic based on the Wilcoxon rank-sum test statistic and compared the performance of the method with parametric models via a simulation study under various scenarios. The nonparametric method outperforms the normal-based scan statistic in terms of power and accuracy in almost all cases under consideration in the simulation study. The proposed nonparametric spatial scan statistic is therefore an excellent alternative to the normal model for continuous data and is especially useful for data following skewed or heavy-tailed distributions.
Bohme, Andrea; van Rienen, Ursula
2016-08-01
Computational modeling of the stimulating field distribution during Deep Brain Stimulation provides an opportunity to advance our knowledge of this neurosurgical therapy for Parkinson's disease. There exist several approaches to model the target region for Deep Brain Stimulation in Hemi-parkinson Rats with volume conductor models. We have described and compared the normalized mapping approach as well as the modeling with three-dimensional structures, which include curvilinear coordinates to assure an anatomically realistic conductivity tensor orientation.
Chang, Wen-Ruey; Matz, Simon; Chang, Chien-Chi
2014-05-01
The maximum coefficient of friction that can be supported at the shoe and floor interface without a slip is usually called the available coefficient of friction (ACOF) for human locomotion. The probability of a slip could be estimated using a statistical model by comparing the ACOF with the required coefficient of friction (RCOF), assuming that both coefficients have stochastic distributions. An investigation of the stochastic distributions of the ACOF of five different floor surfaces under dry, water and glycerol conditions is presented in this paper. One hundred friction measurements were performed on each floor surface under each surface condition. The Kolmogorov-Smirnov goodness-of-fit test was used to determine if the distribution of the ACOF was a good fit with the normal, log-normal and Weibull distributions. The results indicated that the ACOF distributions had a slightly better match with the normal and log-normal distributions than with the Weibull in only three out of 15 cases with a statistical significance. The results are far more complex than what had heretofore been published and different scenarios could emerge. Since the ACOF is compared with the RCOF for the estimate of slip probability, the distribution of the ACOF in seven cases could be considered a constant for this purpose when the ACOF is much lower or higher than the RCOF. A few cases could be represented by a normal distribution for practical reasons based on their skewness and kurtosis values without a statistical significance. No representation could be found in three cases out of 15. Copyright © 2013 Elsevier Ltd and The Ergonomics Society. All rights reserved.
NASA Astrophysics Data System (ADS)
Alimi, Isiaka; Shahpari, Ali; Ribeiro, Vítor; Sousa, Artur; Monteiro, Paulo; Teixeira, António
2017-05-01
In this paper, we present experimental results on channel characterization of single input single output (SISO) free-space optical (FSO) communication link that is based on channel measurements. The histograms of the FSO channel samples and the log-normal distribution fittings are presented along with the measured scintillation index. Furthermore, we extend our studies to diversity schemes and propose a closed-form expression for determining ergodic channel capacity of multiple input multiple output (MIMO) FSO communication systems over atmospheric turbulence fading channels. The proposed empirical model is based on SISO FSO channel characterization. Also, the scintillation effects on the system performance are analyzed and results for different turbulence conditions are presented. Moreover, we observed that the histograms of the FSO channel samples that we collected from a 1548.51 nm link have good fits with log-normal distributions and the proposed model for MIMO FSO channel capacity is in conformity with the simulation results in terms of normalized mean-square error (NMSE).
NASA Technical Reports Server (NTRS)
Mueller, Robert L.
1987-01-01
Calculations of the influence of atmospheric conditions on solar cell short-circuit current (Isc) are made using a recently developed computer model for solar spectral irradiance distribution. The results isolate the dependence of Isc on changes in the spectral irradiance distribution without the direct influence of the total irradiance level. The calculated direct normal irradiance and percent diffuse irradiance are given as a reference to indicate the expected irradiance levels. This method can be applied to the calibration of photovoltaic reference cells. Graphic examples are provided for amorphous silicon and monocrystalline silicon solar cells under direct normal and global normal solar irradiances.
ERIC Educational Resources Information Center
Lee, Sik-Yum; Xia, Ye-Mao
2006-01-01
By means of more than a dozen user friendly packages, structural equation models (SEMs) are widely used in behavioral, education, social, and psychological research. As the underlying theory and methods in these packages are vulnerable to outliers and distributions with longer-than-normal tails, a fundamental problem in the field is the…
Reliable and More Powerful Methods for Power Analysis in Structural Equation Modeling
ERIC Educational Resources Information Center
Yuan, Ke-Hai; Zhang, Zhiyong; Zhao, Yanyun
2017-01-01
The normal-distribution-based likelihood ratio statistic T[subscript ml] = nF[subscript ml] is widely used for power analysis in structural Equation modeling (SEM). In such an analysis, power and sample size are computed by assuming that T[subscript ml] follows a central chi-square distribution under H[subscript 0] and a noncentral chi-square…
Robustness of fit indices to outliers and leverage observations in structural equation modeling.
Yuan, Ke-Hai; Zhong, Xiaoling
2013-06-01
Normal-distribution-based maximum likelihood (NML) is the most widely used method in structural equation modeling (SEM), although practical data tend to be nonnormally distributed. The effect of nonnormally distributed data or data contamination on the normal-distribution-based likelihood ratio (LR) statistic is well understood due to many analytical and empirical studies. In SEM, fit indices are used as widely as the LR statistic. In addition to NML, robust procedures have been developed for more efficient and less biased parameter estimates with practical data. This article studies the effect of outliers and leverage observations on fit indices following NML and two robust methods. Analysis and empirical results indicate that good leverage observations following NML and one of the robust methods lead most fit indices to give more support to the substantive model. While outliers tend to make a good model superficially bad according to many fit indices following NML, they have little effect on those following the two robust procedures. Implications of the results to data analysis are discussed, and recommendations are provided regarding the use of estimation methods and interpretation of fit indices. (PsycINFO Database Record (c) 2013 APA, all rights reserved).
Distribution characteristics of stock market liquidity
NASA Astrophysics Data System (ADS)
Luo, Jiawen; Chen, Langnan; Liu, Hao
2013-12-01
We examine the distribution characteristics of stock market liquidity by employing the generalized additive models for location, scale and shape (GAMLSS) model and three-minute frequency data from Chinese stock markets. We find that the BCPE distribution within the GAMLSS framework fits the distributions of stock market liquidity well with the diagnosis test. We also find that the stock market index exhibits a significant impact on the distributions of stock market liquidity. The stock market liquidity usually exhibits a positive skewness, but a normal distribution at a low level of stock market index and a high-peak and fat-tail shape at a high level of stock market index.
Improvement of Reynolds-Stress and Triple-Product Lag Models
NASA Technical Reports Server (NTRS)
Olsen, Michael E.; Lillard, Randolph P.
2017-01-01
The Reynolds-stress and triple product Lag models were created with a normal stress distribution which was denied by a 4:3:2 distribution of streamwise, spanwise and wall normal stresses, and a ratio of r(sub w) = 0.3k in the log layer region of high Reynolds number flat plate flow, which implies R11(+)= [4/(9/2)*.3] approximately 2.96. More recent measurements show a more complex picture of the log layer region at high Reynolds numbers. The first cut at improving these models along with the direction for future refinements is described. Comparison with recent high Reynolds number data shows areas where further work is needed, but also shows inclusion of the modeled turbulent transport terms improve the prediction where they influence the solution. Additional work is needed to make the model better match experiment, but there is significant improvement in many of the details of the log layer behavior.
NASA Astrophysics Data System (ADS)
Lahmiri, S.; Boukadoum, M.
2015-10-01
Accurate forecasting of stock market volatility is an important issue in portfolio risk management. In this paper, an ensemble system for stock market volatility is presented. It is composed of three different models that hybridize the exponential generalized autoregressive conditional heteroscedasticity (GARCH) process and the artificial neural network trained with the backpropagation algorithm (BPNN) to forecast stock market volatility under normal, t-Student, and generalized error distribution (GED) assumption separately. The goal is to design an ensemble system where each single hybrid model is capable to capture normality, excess skewness, or excess kurtosis in the data to achieve complementarity. The performance of each EGARCH-BPNN and the ensemble system is evaluated by the closeness of the volatility forecasts to realized volatility. Based on mean absolute error and mean of squared errors, the experimental results show that proposed ensemble model used to capture normality, skewness, and kurtosis in data is more accurate than the individual EGARCH-BPNN models in forecasting the S&P 500 intra-day volatility based on one and five-minute time horizons data.
NASA Astrophysics Data System (ADS)
Yan, Wang-Ji; Ren, Wei-Xin
2016-12-01
Recent advances in signal processing and structural dynamics have spurred the adoption of transmissibility functions in academia and industry alike. Due to the inherent randomness of measurement and variability of environmental conditions, uncertainty impacts its applications. This study is focused on statistical inference for raw scalar transmissibility functions modeled as complex ratio random variables. The goal is achieved through companion papers. This paper (Part I) is dedicated to dealing with a formal mathematical proof. New theorems on multivariate circularly-symmetric complex normal ratio distribution are proved on the basis of principle of probabilistic transformation of continuous random vectors. The closed-form distributional formulas for multivariate ratios of correlated circularly-symmetric complex normal random variables are analytically derived. Afterwards, several properties are deduced as corollaries and lemmas to the new theorems. Monte Carlo simulation (MCS) is utilized to verify the accuracy of some representative cases. This work lays the mathematical groundwork to find probabilistic models for raw scalar transmissibility functions, which are to be expounded in detail in Part II of this study.
LIMEPY: Lowered Isothermal Model Explorer in PYthon
NASA Astrophysics Data System (ADS)
Gieles, Mark; Zocchi, Alice
2017-10-01
LIMEPY solves distribution function (DF) based lowered isothermal models. It solves Poisson's equation used on input parameters and offers fast solutions for isotropic/anisotropic, single/multi-mass models, normalized DF values, density and velocity moments, projected properties, and generates discrete samples.
NASA Astrophysics Data System (ADS)
Wang, Q. J.; Robertson, D. E.; Chiew, F. H. S.
2009-05-01
Seasonal forecasting of streamflows can be highly valuable for water resources management. In this paper, a Bayesian joint probability (BJP) modeling approach for seasonal forecasting of streamflows at multiple sites is presented. A Box-Cox transformed multivariate normal distribution is proposed to model the joint distribution of future streamflows and their predictors such as antecedent streamflows and El Niño-Southern Oscillation indices and other climate indicators. Bayesian inference of model parameters and uncertainties is implemented using Markov chain Monte Carlo sampling, leading to joint probabilistic forecasts of streamflows at multiple sites. The model provides a parametric structure for quantifying relationships between variables, including intersite correlations. The Box-Cox transformed multivariate normal distribution has considerable flexibility for modeling a wide range of predictors and predictands. The Bayesian inference formulated allows the use of data that contain nonconcurrent and missing records. The model flexibility and data-handling ability means that the BJP modeling approach is potentially of wide practical application. The paper also presents a number of statistical measures and graphical methods for verification of probabilistic forecasts of continuous variables. Results for streamflows at three river gauges in the Murrumbidgee River catchment in southeast Australia show that the BJP modeling approach has good forecast quality and that the fitted model is consistent with observed data.
ERIC Educational Resources Information Center
Woods, Carol M.; Thissen, David
2006-01-01
The purpose of this paper is to introduce a new method for fitting item response theory models with the latent population distribution estimated from the data using splines. A spline-based density estimation system provides a flexible alternative to existing procedures that use a normal distribution, or a different functional form, for the…
Comparing Simulated and Theoretical Sampling Distributions of the U3 Person-Fit Statistic.
ERIC Educational Resources Information Center
Emons, Wilco H. M.; Meijer, Rob R.; Sijtsma, Klaas
2002-01-01
Studied whether the theoretical sampling distribution of the U3 person-fit statistic is in agreement with the simulated sampling distribution under different item response theory models and varying item and test characteristics. Simulation results suggest that the use of standard normal deviates for the standardized version of the U3 statistic may…
Mesh size selectivity of the gillnet in East China Sea
NASA Astrophysics Data System (ADS)
Li, L. Z.; Tang, J. H.; Xiong, Y.; Huang, H. L.; Wu, L.; Shi, J. J.; Gao, Y. S.; Wu, F. Q.
2017-07-01
A production test using several gillnets with various mesh sizes was carried out to discover the selectivity of gillnets in the East China Sea. The result showed that the composition of the catch species was synthetically affected by panel height and mesh size. The bycatch species of the 10-m nets were more than those of the 6-m nets. For target species, the effect of panel height on juvenile fish was ambiguous, but the number of juvenile fish declined quickly with the increase in mesh size. According to model deviance (D) and Akaike’s information criterion, the bi-normal model provided the best fit for small yellow croaker (Larimichthy polyactis), and the relative retention was 0.2 and 1, respectively. For Chelidonichthys spinosus, the log-normal was the best model; the right tilt of the selectivity curve was obvious and well coincided with the original data. The contact population of small yellow croaker showed a bi-normal distribution, and body lengths ranged from 95 to 215 mm. The contact population of C. spinosus showed a normal distribution, and the body lengths ranged from 95 to 205 mm. These results can provide references for coastal fishery management.
Modelling physiological deterioration in post-operative patient vital-sign data.
Pimentel, Marco A F; Clifton, David A; Clifton, Lei; Watkinson, Peter J; Tarassenko, Lionel
2013-08-01
Patients who undergo upper-gastrointestinal surgery have a high incidence of post-operative complications, often requiring admission to the intensive care unit several days after surgery. A dataset comprising observational vital-sign data from 171 post-operative patients taking part in a two-phase clinical trial at the Oxford Cancer Centre, was used to explore the trajectory of patients' vital-sign changes during their stay in the post-operative ward using both univariate and multivariate analyses. A model of normality based vital-sign data from patients who had a "normal" recovery was constructed using a kernel density estimate, and tested with "abnormal" data from patients who deteriorated sufficiently to be re-admitted to the intensive care unit. The vital-sign distributions from "normal" patients were found to vary over time from admission to the post-operative ward to their discharge home, but no significant changes in their distributions were observed from halfway through their stay on the ward to the time of discharge. The model of normality identified patient deterioration when tested with unseen "abnormal" data, suggesting that such techniques may be used to provide early warning of adverse physiological events.
Cheng, Mingjian; Guo, Ya; Li, Jiangting; Zheng, Xiaotong; Guo, Lixin
2018-04-20
We introduce an alternative distribution to the gamma-gamma (GG) distribution, called inverse Gaussian gamma (IGG) distribution, which can efficiently describe moderate-to-strong irradiance fluctuations. The proposed stochastic model is based on a modulation process between small- and large-scale irradiance fluctuations, which are modeled by gamma and inverse Gaussian distributions, respectively. The model parameters of the IGG distribution are directly related to atmospheric parameters. The accuracy of the fit among the IGG, log-normal, and GG distributions with the experimental probability density functions in moderate-to-strong turbulence are compared, and results indicate that the newly proposed IGG model provides an excellent fit to the experimental data. As the receiving diameter is comparable with the atmospheric coherence radius, the proposed IGG model can reproduce the shape of the experimental data, whereas the GG and LN models fail to match the experimental data. The fundamental channel statistics of a free-space optical communication system are also investigated in an IGG-distributed turbulent atmosphere, and a closed-form expression for the outage probability of the system is derived with Meijer's G-function.
An efficient algorithm for generating random number pairs drawn from a bivariate normal distribution
NASA Technical Reports Server (NTRS)
Campbell, C. W.
1983-01-01
An efficient algorithm for generating random number pairs from a bivariate normal distribution was developed. Any desired value of the two means, two standard deviations, and correlation coefficient can be selected. Theoretically the technique is exact and in practice its accuracy is limited only by the quality of the uniform distribution random number generator, inaccuracies in computer function evaluation, and arithmetic. A FORTRAN routine was written to check the algorithm and good accuracy was obtained. Some small errors in the correlation coefficient were observed to vary in a surprisingly regular manner. A simple model was developed which explained the qualities aspects of the errors.
Local Influence and Robust Procedures for Mediation Analysis
ERIC Educational Resources Information Center
Zu, Jiyun; Yuan, Ke-Hai
2010-01-01
Existing studies of mediation models have been limited to normal-theory maximum likelihood (ML). Because real data in the social and behavioral sciences are seldom normally distributed and often contain outliers, classical methods generally lead to inefficient or biased parameter estimates. Consequently, the conclusions from a mediation analysis…
Fire frequency, area burned, and severity: A quantitative approach to defining a normal fire year
Lutz, J.A.; Key, C.H.; Kolden, C.A.; Kane, J.T.; van Wagtendonk, J.W.
2011-01-01
Fire frequency, area burned, and fire severity are important attributes of a fire regime, but few studies have quantified the interrelationships among them in evaluating a fire year. Although area burned is often used to summarize a fire season, burned area may not be well correlated with either the number or ecological effect of fires. Using the Landsat data archive, we examined all 148 wildland fires (prescribed fires and wildfires) >40 ha from 1984 through 2009 for the portion of the Sierra Nevada centered on Yosemite National Park, California, USA. We calculated mean fire frequency and mean annual area burned from a combination of field- and satellite-derived data. We used the continuous probability distribution of the differenced Normalized Burn Ratio (dNBR) values to describe fire severity. For fires >40 ha, fire frequency, annual area burned, and cumulative severity were consistent in only 13 of 26 years (50 %), but all pair-wise comparisons among these fire regime attributes were significant. Borrowing from long-established practice in climate science, we defined "fire normals" to be the 26 year means of fire frequency, annual area burned, and the area under the cumulative probability distribution of dNBR. Fire severity normals were significantly lower when they were aggregated by year compared to aggregation by area. Cumulative severity distributions for each year were best modeled with Weibull functions (all 26 years, r2 ??? 0.99; P < 0.001). Explicit modeling of the cumulative severity distributions may allow more comprehensive modeling of climate-severity and area-severity relationships. Together, the three metrics of number of fires, size of fires, and severity of fires provide land managers with a more comprehensive summary of a given fire year than any single metric.
Accumulation risk assessment for the flooding hazard
NASA Astrophysics Data System (ADS)
Roth, Giorgio; Ghizzoni, Tatiana; Rudari, Roberto
2010-05-01
One of the main consequences of the demographic and economic development and of markets and trades globalization is represented by risks cumulus. In most cases, the cumulus of risks intuitively arises from the geographic concentration of a number of vulnerable elements in a single place. For natural events, risks cumulus can be associated, in addition to intensity, also to event's extension. In this case, the magnitude can be such that large areas, that may include many regions or even large portions of different countries, are stroked by single, catastrophic, events. Among natural risks, the impact of the flooding hazard cannot be understated. To cope with, a variety of mitigation actions can be put in place: from the improvement of monitoring and alert systems to the development of hydraulic structures, throughout land use restrictions, civil protection, financial and insurance plans. All of those viable options present social and economic impacts, either positive or negative, whose proper estimate should rely on the assumption of appropriate - present and future - flood risk scenarios. It is therefore necessary to identify proper statistical methodologies, able to describe the multivariate aspects of the involved physical processes and their spatial dependence. In hydrology and meteorology, but also in finance and insurance practice, it has early been recognized that classical statistical theory distributions (e.g., the normal and gamma families) are of restricted use for modeling multivariate spatial data. Recent research efforts have been therefore directed towards developing statistical models capable of describing the forms of asymmetry manifest in data sets. This, in particular, for the quite frequent case of phenomena whose empirical outcome behaves in a non-normal fashion, but still maintains some broad similarity with the multivariate normal distribution. Fruitful approaches were recognized in the use of flexible models, which include the normal distribution as a special or limiting case (e.g., the skew-normal or skew-t distributions). The present contribution constitutes an attempt to provide a better estimation of the joint probability distribution able to describe flood events in a multi-site multi-basin fashion. This goal will be pursued through the multivariate skew-t distribution, which allows to analytically define the joint probability distribution. Performances of the skew-t distribution will be discussed with reference to the Tanaro River in Northwestern Italy. To enhance the characteristics of the correlation structure, both nested and non-nested gauging stations will be selected, with significantly different contributing areas.
Dieterich, J.H.; Kilgore, B.D.
1996-01-01
A procedure has been developed to obtain microscope images of regions of contact between roughened surfaces of transparent materials, while the surfaces are subjected to static loads or undergoing frictional slip. Static loading experiments with quartz, calcite, soda-lime glass and acrylic plastic at normal stresses to 30 MPa yield power law distributions of contact areas from the smallest contacts that can be resolved (3.5 ??m2) up to a limiting size that correlates with the grain size of the abrasive grit used to roughen the surfaces. In each material, increasing normal stress results in a roughly linear increase of the real area of contact. Mechanisms of contact area increase are by growth of existing contacts, coalescence of contacts and appearance of new contacts. Mean contacts stresses are consistent with the indentation strength of each material. Contact size distributions are insensitive to normal stress indicating that the increase of contact area is approximately self-similar. The contact images and contact distributions are modeled using simulations of surfaces with random fractal topographies. The contact process for model fractal surfaces is represented by the simple expedient of removing material at regions where surface irregularities overlap. Synthetic contact images created by this approach reproduce observed characteristics of the contacts and demonstrate that the exponent in the power law distributions depends on the scaling exponent used to generate the surface topography.
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.
He, Fu-yuan; Deng, Kai-wen; Huang, Sheng; Liu, Wen-long; Shi, Ji-lian
2013-09-01
The paper aims to elucidate and establish a new mathematic model: the total quantum statistical moment standard similarity (TQSMSS) on the base of the original total quantum statistical moment model and to illustrate the application of the model to medical theoretical research. The model was established combined with the statistical moment principle and the normal distribution probability density function properties, then validated and illustrated by the pharmacokinetics of three ingredients in Buyanghuanwu decoction and of three data analytical method for them, and by analysis of chromatographic fingerprint for various extracts with different solubility parameter solvents dissolving the Buyanghanwu-decoction extract. The established model consists of four mainly parameters: (1) total quantum statistical moment similarity as ST, an overlapped area by two normal distribution probability density curves in conversion of the two TQSM parameters; (2) total variability as DT, a confidence limit of standard normal accumulation probability which is equal to the absolute difference value between the two normal accumulation probabilities within integration of their curve nodical; (3) total variable probability as 1-Ss, standard normal distribution probability within interval of D(T); (4) total variable probability (1-beta)alpha and (5) stable confident probability beta(1-alpha): the correct probability to make positive and negative conclusions under confident coefficient alpha. With the model, we had analyzed the TQSMS similarities of pharmacokinetics of three ingredients in Buyanghuanwu decoction and of three data analytical methods for them were at range of 0.3852-0.9875 that illuminated different pharmacokinetic behaviors of each other; and the TQSMS similarities (ST) of chromatographic fingerprint for various extracts with different solubility parameter solvents dissolving Buyanghuanwu-decoction-extract were at range of 0.6842-0.999 2 that showed different constituents with various solvent extracts. The TQSMSS can characterize the sample similarity, by which we can quantitate the correct probability with the test of power under to make positive and negative conclusions no matter the samples come from same population under confident coefficient a or not, by which we can realize an analysis at both macroscopic and microcosmic levels, as an important similar analytical method for medical theoretical research.
NASA Astrophysics Data System (ADS)
Hernández-López, Mario R.; Romero-Cuéllar, Jonathan; Camilo Múnera-Estrada, Juan; Coccia, Gabriele; Francés, Félix
2017-04-01
It is noticeably important to emphasize the role of uncertainty particularly when the model forecasts are used to support decision-making and water management. This research compares two approaches for the evaluation of the predictive uncertainty in hydrological modeling. First approach is the Bayesian Joint Inference of hydrological and error models. Second approach is carried out through the Model Conditional Processor using the Truncated Normal Distribution in the transformed space. This comparison is focused on the predictive distribution reliability. The case study is applied to two basins included in the Model Parameter Estimation Experiment (MOPEX). These two basins, which have different hydrological complexity, are the French Broad River (North Carolina) and the Guadalupe River (Texas). The results indicate that generally, both approaches are able to provide similar predictive performances. However, the differences between them can arise in basins with complex hydrology (e.g. ephemeral basins). This is because obtained results with Bayesian Joint Inference are strongly dependent on the suitability of the hypothesized error model. Similarly, the results in the case of the Model Conditional Processor are mainly influenced by the selected model of tails or even by the selected full probability distribution model of the data in the real space, and by the definition of the Truncated Normal Distribution in the transformed space. In summary, the different hypotheses that the modeler choose on each of the two approaches are the main cause of the different results. This research also explores a proper combination of both methodologies which could be useful to achieve less biased hydrological parameter estimation. For this approach, firstly the predictive distribution is obtained through the Model Conditional Processor. Secondly, this predictive distribution is used to derive the corresponding additive error model which is employed for the hydrological parameter estimation with the Bayesian Joint Inference methodology.
Demidenko, Eugene
2017-09-01
The exact density distribution of the nonlinear least squares estimator in the one-parameter regression model is derived in closed form and expressed through the cumulative distribution function of the standard normal variable. Several proposals to generalize this result are discussed. The exact density is extended to the estimating equation (EE) approach and the nonlinear regression with an arbitrary number of linear parameters and one intrinsically nonlinear parameter. For a very special nonlinear regression model, the derived density coincides with the distribution of the ratio of two normally distributed random variables previously obtained by Fieller (1932), unlike other approximations previously suggested by other authors. Approximations to the density of the EE estimators are discussed in the multivariate case. Numerical complications associated with the nonlinear least squares are illustrated, such as nonexistence and/or multiple solutions, as major factors contributing to poor density approximation. The nonlinear Markov-Gauss theorem is formulated based on the near exact EE density approximation.
[Stress analysis of the mandible by 3D FEA in normal human being under three loading conditions].
Sun, Jian; Zhang, Fu-qiang; Wang, Dong-wei; Yu, Jia; Wang, Cheng-tao
2004-02-01
The condition and character of stress distribution in the mandibular in normal human being during centric, protrusive, laterotrusive occlusion were analysed. The three-dimensional finite element model of the mandibular was developed by helica CT scanning and CAD/CAM software, and three-dimensional finite element stress analysis was done by ANSYS software. Three-dimensional finite element model of the mandibular was generated. Under these three occlusal conditions, the stress of various regions in the mandible were distributed unequally, and the stress feature was different;while the stress of corresponding region in bilateral mandibular was in symmetric distribution. The stress value of condyle neck, the posterior surface of coronoid process and mandibular angle were high. The material properties of mandible were closely correlated to the value of stress. Stress distribution were similar according to the three different loading patterns, but had different effects on TMJ joint. The concentrated areas of stress were in the condyle neck, the posterior surface of coronoid process and mandibular angle.
Robust Methods for Moderation Analysis with a Two-Level Regression Model.
Yang, Miao; Yuan, Ke-Hai
2016-01-01
Moderation analysis has many applications in social sciences. Most widely used estimation methods for moderation analysis assume that errors are normally distributed and homoscedastic. When these assumptions are not met, the results from a classical moderation analysis can be misleading. For more reliable moderation analysis, this article proposes two robust methods with a two-level regression model when the predictors do not contain measurement error. One method is based on maximum likelihood with Student's t distribution and the other is based on M-estimators with Huber-type weights. An algorithm for obtaining the robust estimators is developed. Consistent estimates of standard errors of the robust estimators are provided. The robust approaches are compared against normal-distribution-based maximum likelihood (NML) with respect to power and accuracy of parameter estimates through a simulation study. Results show that the robust approaches outperform NML under various distributional conditions. Application of the robust methods is illustrated through a real data example. An R program is developed and documented to facilitate the application of the robust methods.
NASA Astrophysics Data System (ADS)
Burguet, M.
2012-04-01
M. Burguet (1), E.V. Taguas(2), J.A. Gómez(1) (1)Institute for Sustainable Agriculture (IAS-CSIC).Av. Menéndez Pidal s/n Campus Alameda del Obispo Apartado 4084. 14080 Córdoba. (2)Department of Rural Engineering, University of Córdoba. 14014 Córdoba. Olive groves located in mountainous areas with steep slopes in the south of Spain, have been identified as a major source of sediments in the region, contributing to diffuse pollution of surface water and causing major damage to roads and reservoirs. This study has as objective the evaluation of different calibration approaches of a water erosion distributed model in a 6.7 ha watershed of olive groves, with soil management based on tillage and herbicide in Setenil (Cadiz). The model chosen was SEDD (Ferro and Porto, 2000), which was calibrated using data from rainfall, runoff and soil erosion measured in the same basin in a series of five years, following the original methodology proposed by its creators. It was compared with the modelling approach presented by Taguas et al. (2011), which considers the possibility of binomial distribution of its main parameter coefficient β. In both cases the calibration of the model assumes a constant C value which is not the case in olive orchards (Gómez et al., 2003). In a second stage, the calibration of the model was repeated using a variable C depending on the ground cover and soil moisture evolution along the season. The results indicate that the coefficient β determines the travel time within each sub-basin is a distribution that is far from the normal distribution suggested by Ferro and Porto (2000). This is a similar result to that obtained by Taguas et al. (2011) in another basin of olive groves. In this case the explanation for this deviation from a normal distribution of key parameters of the model β cannot be the evolution of the coverage. It also reflects little predictive power because of the inability of it to capture two major events that caused the greatest erosion of soil loss measured in the 97 events. These results suggest that progress must be made in the calibration of the model, based on different estimates of β characteristic of the basin that is not dependent on an approximation of its distribution to a normal distribution, and including the impact of soil management along the season.
The inclusion of capillary distribution in the adiabatic tissue homogeneity model of blood flow
NASA Astrophysics Data System (ADS)
Koh, T. S.; Zeman, V.; Darko, J.; Lee, T.-Y.; Milosevic, M. F.; Haider, M.; Warde, P.; Yeung, I. W. T.
2001-05-01
We have developed a non-invasive imaging tracer kinetic model for blood flow which takes into account the distribution of capillaries in tissue. Each individual capillary is assumed to follow the adiabatic tissue homogeneity model. The main strength of our new model is in its ability to quantify the functional distribution of capillaries by the standard deviation in the time taken by blood to pass through the tissue. We have applied our model to the human prostate and have tested two different types of distribution functions. Both distribution functions yielded very similar predictions for the various model parameters, and in particular for the standard deviation in transit time. Our motivation for developing this model is the fact that the capillary distribution in cancerous tissue is drastically different from in normal tissue. We believe that there is great potential for our model to be used as a prognostic tool in cancer treatment. For example, an accurate knowledge of the distribution in transit times might result in an accurate estimate of the degree of tumour hypoxia, which is crucial to the success of radiation therapy.
NASA Astrophysics Data System (ADS)
Biteau, J.; Giebels, B.
2012-12-01
Very high energy gamma-ray variability of blazar emission remains of puzzling origin. Fast flux variations down to the minute time scale, as observed with H.E.S.S. during flares of the blazar PKS 2155-304, suggests that variability originates from the jet, where Doppler boosting can be invoked to relax causal constraints on the size of the emission region. The observation of log-normality in the flux distributions should rule out additive processes, such as those resulting from uncorrelated multiple-zone emission models, and favour an origin of the variability from multiplicative processes not unlike those observed in a broad class of accreting systems. We show, using a simple kinematic model, that Doppler boosting of randomly oriented emitting regions generates flux distributions following a Pareto law, that the linear flux-r.m.s. relation found for a single zone holds for a large number of emitting regions, and that the skewed distribution of the total flux is close to a log-normal, despite arising from an additive process.
NASA Astrophysics Data System (ADS)
Yan, Qiushuang; Zhang, Jie; Fan, Chenqing; Wang, Jing; Meng, Junmin
2018-01-01
The collocated normalized radar backscattering cross-section measurements from the Global Precipitation Measurement (GPM) Ku-band precipitation radar (KuPR) and the winds from the moored buoys are used to study the effect of different sea-surface slope probability density functions (PDFs), including the Gaussian PDF, the Gram-Charlier PDF, and the Liu PDF, on the geometrical optics (GO) model predictions of the radar backscatter at low incidence angles (0 deg to 18 deg) at different sea states. First, the peakedness coefficient in the Liu distribution is determined using the collocations at the normal incidence angle, and the results indicate that the peakedness coefficient is a nonlinear function of the wind speed. Then, the performance of the modified Liu distribution, i.e., Liu distribution using the obtained peakedness coefficient estimate; the Gaussian distribution; and the Gram-Charlier distribution is analyzed. The results show that the GO model predictions with the modified Liu distribution agree best with the KuPR measurements, followed by the predictions with the Gaussian distribution, while the predictions with the Gram-Charlier distribution have larger differences as the total or the slick filtered, not the radar filtered, probability density is included in the distribution. The best-performing distribution changes with incidence angle and changes with wind speed.
A new stochastic algorithm for inversion of dust aerosol size distribution
NASA Astrophysics Data System (ADS)
Wang, Li; Li, Feng; Yang, Ma-ying
2015-08-01
Dust aerosol size distribution is an important source of information about atmospheric aerosols, and it can be determined from multiwavelength extinction measurements. This paper describes a stochastic inverse technique based on artificial bee colony (ABC) algorithm to invert the dust aerosol size distribution by light extinction method. The direct problems for the size distribution of water drop and dust particle, which are the main elements of atmospheric aerosols, are solved by the Mie theory and the Lambert-Beer Law in multispectral region. And then, the parameters of three widely used functions, i.e. the log normal distribution (L-N), the Junge distribution (J-J), and the normal distribution (N-N), which can provide the most useful representation of aerosol size distributions, are inversed by the ABC algorithm in the dependent model. Numerical results show that the ABC algorithm can be successfully applied to recover the aerosol size distribution with high feasibility and reliability even in the presence of random noise.
Review of Statistical Methods for Analysing Healthcare Resources and Costs
Mihaylova, Borislava; Briggs, Andrew; O'Hagan, Anthony; Thompson, Simon G
2011-01-01
We review statistical methods for analysing healthcare resource use and costs, their ability to address skewness, excess zeros, multimodality and heavy right tails, and their ease for general use. We aim to provide guidance on analysing resource use and costs focusing on randomised trials, although methods often have wider applicability. Twelve broad categories of methods were identified: (I) methods based on the normal distribution, (II) methods following transformation of data, (III) single-distribution generalized linear models (GLMs), (IV) parametric models based on skewed distributions outside the GLM family, (V) models based on mixtures of parametric distributions, (VI) two (or multi)-part and Tobit models, (VII) survival methods, (VIII) non-parametric methods, (IX) methods based on truncation or trimming of data, (X) data components models, (XI) methods based on averaging across models, and (XII) Markov chain methods. Based on this review, our recommendations are that, first, simple methods are preferred in large samples where the near-normality of sample means is assured. Second, in somewhat smaller samples, relatively simple methods, able to deal with one or two of above data characteristics, may be preferable but checking sensitivity to assumptions is necessary. Finally, some more complex methods hold promise, but are relatively untried; their implementation requires substantial expertise and they are not currently recommended for wider applied work. Copyright © 2010 John Wiley & Sons, Ltd. PMID:20799344
On the Seasonality of Sudden Stratospheric Warmings
NASA Astrophysics Data System (ADS)
Reichler, T.; Horan, M.
2017-12-01
The downward influence of sudden stratospheric warmings (SSWs) creates significant tropospheric circulation anomalies that last for weeks. It is therefore of theoretical and practical interest to understand the time when SSWs are most likely to occur and the controlling factors for the temporal distribution of SSWs. Conceivably, the distribution between mid-winter and late-winter is controlled by the interplay between decreasing eddy convergence in the region of the polar vortex and the weakening strength of the polar vortex. General circulation models (GCMs) tend to produce SSW maxima later in winter than observations, which has been considered as a model deficiency. However, the observed record is short, suggesting that under-sampling of SSWs may contribute to this discrepancy. Here, we study the climatological frequency distribution of SSWs and related events in a long control simulation with a stratosphere resolving GCM. We also create a simple statistical model to determine the primary factors controlling the SSW distribution. The statistical model is based on the daily climatological mean, standard deviation, and autocorrelation of stratospheric winds, and assumes that the winds follow a normal distribution. We find that the null hypothesis, that model and observations stem from the same distribution, cannot be rejected, suggesting that the mid-winter SSW maximum seen in the observations is due to sampling uncertainty. We also find that the statistical model faithfully reproduces the seasonal distribution of SSWs, and that the decreasing climatological strength of the polar vortex is the primary factor for it. We conclude that the late-winter SSW maximum seen in most models is realistic and that late events will be more prominent in future observations. We further conclude that SSWs simply form the tail of normally distributed stratospheric winds, suggesting that there is a continuum of weak polar vortex states and that statistically there is nothing special about the zero-threshold used to define SSWs.
Adaptive Quadrature for Item Response Models. Research Report. ETS RR-06-29
ERIC Educational Resources Information Center
Haberman, Shelby J.
2006-01-01
Adaptive quadrature is applied to marginal maximum likelihood estimation for item response models with normal ability distributions. Even in one dimension, significant gains in speed and accuracy of computation may be achieved.
A Box-Cox normal model for response times.
Klein Entink, R H; van der Linden, W J; Fox, J-P
2009-11-01
The log-transform has been a convenient choice in response time modelling on test items. However, motivated by a dataset of the Medical College Admission Test where the lognormal model violated the normality assumption, the possibilities of the broader class of Box-Cox transformations for response time modelling are investigated. After an introduction and an outline of a broader framework for analysing responses and response times simultaneously, the performance of a Box-Cox normal model for describing response times is investigated using simulation studies and a real data example. A transformation-invariant implementation of the deviance information criterium (DIC) is developed that allows for comparing model fit between models with different transformation parameters. Showing an enhanced description of the shape of the response time distributions, its application in an educational measurement context is discussed at length.
NASA Technical Reports Server (NTRS)
Khazanov, G. V.; Gallagher, D. L.; Gamayunov, K.
2007-01-01
It is well known that the effects of EMIC waves on RC ion and RB electron dynamics strongly depend on such particle/wave characteristics as the phase-space distribution function, frequency, wave-normal angle, wave energy, and the form of wave spectral energy density. Therefore, realistic characteristics of EMIC waves should be properly determined by modeling the RC-EMIC waves evolution self-consistently. Such a selfconsistent model progressively has been developing by Khaznnov et al. [2002-2006]. It solves a system of two coupled kinetic equations: one equation describes the RC ion dynamics and another equation describes the energy density evolution of EMIC waves. Using this model, we present the effectiveness of relativistic electron scattering and compare our results with previous work in this area of research.
Lithographic stochastics: beyond 3σ
NASA Astrophysics Data System (ADS)
Bristol, Robert L.; Krysak, Marie E.
2017-04-01
As lithography tools continue their progress in both numerical aperture and wavelength in pursuit of Moore's law, we have reached the point where the number of features printed in a single pass can now easily surpass one trillion. Statistically, one should not be surprised to see some members of such a population exhibit fluctuations as great as 7σ. But what do these fluctuations look like? We consider the problem in terms of variations in the effective local resist sensitivity caused by feature-to-feature differences in absorbed photons and resist component counts, modeling these as a normal distribution. As the CD versus dose curve is generally nonlinear over large ranges, the normal distribution of the local effective sensitivity then maps to a nonnormal distribution in CD. For the case of individual vias printed near the resolution limit, it results in many more undersized or completely closed vias than one would expect from a normal distribution of the CDs. We show examples of this behavior from both EUV exposures in the fab and ebeam exposures in the lab.
Mechanistic simulation of normal-tissue damage in radiotherapy—implications for dose-volume analyses
NASA Astrophysics Data System (ADS)
Rutkowska, Eva; Baker, Colin; Nahum, Alan
2010-04-01
A radiobiologically based 3D model of normal tissue has been developed in which complications are generated when 'irradiated'. The aim is to provide insight into the connection between dose-distribution characteristics, different organ architectures and complication rates beyond that obtainable with simple DVH-based analytical NTCP models. In this model the organ consists of a large number of functional subunits (FSUs), populated by stem cells which are killed according to the LQ model. A complication is triggered if the density of FSUs in any 'critical functioning volume' (CFV) falls below some threshold. The (fractional) CFV determines the organ architecture and can be varied continuously from small (series-like behaviour) to large (parallel-like). A key feature of the model is its ability to account for the spatial dependence of dose distributions. Simulations were carried out to investigate correlations between dose-volume parameters and the incidence of 'complications' using different pseudo-clinical dose distributions. Correlations between dose-volume parameters and outcome depended on characteristics of the dose distributions and on organ architecture. As anticipated, the mean dose and V20 correlated most strongly with outcome for a parallel organ, and the maximum dose for a serial organ. Interestingly better correlation was obtained between the 3D computer model and the LKB model with dose distributions typical for serial organs than with those typical for parallel organs. This work links the results of dose-volume analyses to dataset characteristics typical for serial and parallel organs and it may help investigators interpret the results from clinical studies.
ERIC Educational Resources Information Center
Osborne, Jason W.
2013-01-01
Osborne and Waters (2002) focused on checking some of the assumptions of multiple linear regression. In a critique of that paper, Williams, Grajales, and Kurkiewicz correctly clarify that regression models estimated using ordinary least squares require the assumption of normally distributed errors, but not the assumption of normally distributed…
2014-01-01
normal and three different obstructed airway geometries, consisting of symmetric, asym- metric, and random obstructions. Fig. 2 shows the geometric ...normal and obstructed airways Airway resistance is a measure of the opposition to the airflow caused by geometric properties, such as airway obstruction...pressure drops. Resistance values were dependent on the degree and geometric distribution of the obstruction sites. In the symmetric obstruction model
Bardhan, Jaydeep P
2008-10-14
The importance of molecular electrostatic interactions in aqueous solution has motivated extensive research into physical models and numerical methods for their estimation. The computational costs associated with simulations that include many explicit water molecules have driven the development of implicit-solvent models, with generalized-Born (GB) models among the most popular of these. In this paper, we analyze a boundary-integral equation interpretation for the Coulomb-field approximation (CFA), which plays a central role in most GB models. This interpretation offers new insights into the nature of the CFA, which traditionally has been assessed using only a single point charge in the solute. The boundary-integral interpretation of the CFA allows the use of multiple point charges, or even continuous charge distributions, leading naturally to methods that eliminate the interpolation inaccuracies associated with the Still equation. This approach, which we call boundary-integral-based electrostatic estimation by the CFA (BIBEE/CFA), is most accurate when the molecular charge distribution generates a smooth normal displacement field at the solute-solvent boundary, and CFA-based GB methods perform similarly. Conversely, both methods are least accurate for charge distributions that give rise to rapidly varying or highly localized normal displacement fields. Supporting this analysis are comparisons of the reaction-potential matrices calculated using GB methods and boundary-element-method (BEM) simulations. An approximation similar to BIBEE/CFA exhibits complementary behavior, with superior accuracy for charge distributions that generate rapidly varying normal fields and poorer accuracy for distributions that produce smooth fields. This approximation, BIBEE by preconditioning (BIBEE/P), essentially generates initial guesses for preconditioned Krylov-subspace iterative BEMs. Thus, iterative refinement of the BIBEE/P results recovers the BEM solution; excellent agreement is obtained in only a few iterations. The boundary-integral-equation framework may also provide a means to derive rigorous results explaining how the empirical correction terms in many modern GB models significantly improve accuracy despite their simple analytical forms.
Bivariate sub-Gaussian model for stock index returns
NASA Astrophysics Data System (ADS)
Jabłońska-Sabuka, Matylda; Teuerle, Marek; Wyłomańska, Agnieszka
2017-11-01
Financial time series are commonly modeled with methods assuming data normality. However, the real distribution can be nontrivial, also not having an explicitly formulated probability density function. In this work we introduce novel parameter estimation and high-powered distribution testing methods which do not rely on closed form densities, but use the characteristic functions for comparison. The approach applied to a pair of stock index returns demonstrates that such a bivariate vector can be a sample coming from a bivariate sub-Gaussian distribution. The methods presented here can be applied to any nontrivially distributed financial data, among others.
Topology in two dimensions. IV - CDM models with non-Gaussian initial conditions
NASA Astrophysics Data System (ADS)
Coles, Peter; Moscardini, Lauro; Plionis, Manolis; Lucchin, Francesco; Matarrese, Sabino; Messina, Antonio
1993-02-01
The results of N-body simulations with both Gaussian and non-Gaussian initial conditions are used here to generate projected galaxy catalogs with the same selection criteria as the Shane-Wirtanen counts of galaxies. The Euler-Poincare characteristic is used to compare the statistical nature of the projected galaxy clustering in these simulated data sets with that of the observed galaxy catalog. All the models produce a topology dominated by a meatball shift when normalized to the known small-scale clustering properties of galaxies. Models characterized by a positive skewness of the distribution of primordial density perturbations are inconsistent with the Lick data, suggesting problems in reconciling models based on cosmic textures with observations. Gaussian CDM models fit the distribution of cell counts only if they have a rather high normalization but possess too low a coherence length compared with the Lick counts. This suggests that a CDM model with extra large scale power would probably fit the available data.
NASA Astrophysics Data System (ADS)
Wang, Yu; Fan, Jie; Xu, Ye; Sun, Wei; Chen, Dong
2017-06-01
Effective application of carbon capture, utilization and storage (CCUS) systems could help to alleviate the influence of climate change by reducing carbon dioxide (CO2) emissions. The research objective of this study is to develop an equilibrium chance-constrained programming model with bi-random variables (ECCP model) for supporting the CCUS management system under random circumstances. The major advantage of the ECCP model is that it tackles random variables as bi-random variables with a normal distribution, where the mean values follow a normal distribution. This could avoid irrational assumptions and oversimplifications in the process of parameter design and enrich the theory of stochastic optimization. The ECCP model is solved by an equilibrium change-constrained programming algorithm, which provides convenience for decision makers to rank the solution set using the natural order of real numbers. The ECCP model is applied to a CCUS management problem, and the solutions could be useful in helping managers to design and generate rational CO2-allocation patterns under complexities and uncertainties.
ERIC Educational Resources Information Center
Xu, Xueli; Jia, Yue
2011-01-01
Estimation of item response model parameters and ability distribution parameters has been, and will remain, an important topic in the educational testing field. Much research has been dedicated to addressing this task. Some studies have focused on item parameter estimation when the latent ability was assumed to follow a normal distribution,…
Laloš, Jernej; Babnik, Aleš; Možina, Janez; Požar, Tomaž
2016-03-01
The near-field, surface-displacement waveforms in plates are modeled using interwoven concepts of Green's function formalism and streamlined Huygens' principle. Green's functions resemble the building blocks of the sought displacement waveform, superimposed and weighted according to the simplified distribution. The approach incorporates an arbitrary circular spatial source distribution and an arbitrary circular spatial sensitivity in the area probed by the sensor. The displacement histories for uniform, Gaussian and annular normal-force source distributions and the uniform spatial sensor sensitivity are calculated, and the corresponding weight distributions are compared. To demonstrate the applicability of the developed scheme, measurements of laser ultrasound induced solely by the radiation pressure are compared with the calculated waveforms. The ultrasound is induced by laser pulse reflection from the mirror-surface of a glass plate. The measurements show excellent agreement not only with respect to various wave-arrivals but also in the shape of each arrival. Their shape depends on the beam profile of the excitation laser pulse and its corresponding spatial normal-force distribution. Copyright © 2015 Elsevier B.V. All rights reserved.
Tahir, M Ramzan; Tran, Quang X; Nikulin, Mikhail S
2017-05-30
We studied the problem of testing a hypothesized distribution in survival regression models when the data is right censored and survival times are influenced by covariates. A modified chi-squared type test, known as Nikulin-Rao-Robson statistic, is applied for the comparison of accelerated failure time models. This statistic is used to test the goodness-of-fit for hypertabastic survival model and four other unimodal hazard rate functions. The results of simulation study showed that the hypertabastic distribution can be used as an alternative to log-logistic and log-normal distribution. In statistical modeling, because of its flexible shape of hazard functions, this distribution can also be used as a competitor of Birnbaum-Saunders and inverse Gaussian distributions. The results for the real data application are shown. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Grain coarsening in two-dimensional phase-field models with an orientation field
NASA Astrophysics Data System (ADS)
Korbuly, Bálint; Pusztai, Tamás; Henry, Hervé; Plapp, Mathis; Apel, Markus; Gránásy, László
2017-05-01
In the literature, contradictory results have been published regarding the form of the limiting (long-time) grain size distribution (LGSD) that characterizes the late stage grain coarsening in two-dimensional and quasi-two-dimensional polycrystalline systems. While experiments and the phase-field crystal (PFC) model (a simple dynamical density functional theory) indicate a log-normal distribution, other works including theoretical studies based on conventional phase-field simulations that rely on coarse grained fields, like the multi-phase-field (MPF) and orientation field (OF) models, yield significantly different distributions. In a recent work, we have shown that the coarse grained phase-field models (whether MPF or OF) yield very similar limiting size distributions that seem to differ from the theoretical predictions. Herein, we revisit this problem, and demonstrate in the case of OF models [R. Kobayashi, J. A. Warren, and W. C. Carter, Physica D 140, 141 (2000), 10.1016/S0167-2789(00)00023-3; H. Henry, J. Mellenthin, and M. Plapp, Phys. Rev. B 86, 054117 (2012), 10.1103/PhysRevB.86.054117] that an insufficient resolution of the small angle grain boundaries leads to a log-normal distribution close to those seen in the experiments and the molecular scale PFC simulations. Our paper indicates, furthermore, that the LGSD is critically sensitive to the details of the evaluation process, and raises the possibility that the differences among the LGSD results from different sources may originate from differences in the detection of small angle grain boundaries.
Bayesian soft X-ray tomography using non-stationary Gaussian Processes
NASA Astrophysics Data System (ADS)
Li, Dong; Svensson, J.; Thomsen, H.; Medina, F.; Werner, A.; Wolf, R.
2013-08-01
In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.
Bayesian soft X-ray tomography using non-stationary Gaussian Processes.
Li, Dong; Svensson, J; Thomsen, H; Medina, F; Werner, A; Wolf, R
2013-08-01
In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.
NASA Astrophysics Data System (ADS)
Larrañeta, M.; Moreno-Tejera, S.; Lillo-Bravo, I.; Silva-Pérez, M. A.
2018-02-01
Many of the available solar radiation databases only provide global horizontal irradiance (GHI) while there is a growing need of extensive databases of direct normal radiation (DNI) mainly for the development of concentrated solar power and concentrated photovoltaic technologies. In the present work, we propose a methodology for the generation of synthetic DNI hourly data from the hourly average GHI values by dividing the irradiance into a deterministic and stochastic component intending to emulate the dynamics of the solar radiation. The deterministic component is modeled through a simple classical model. The stochastic component is fitted to measured data in order to maintain the consistency of the synthetic data with the state of the sky, generating statistically significant DNI data with a cumulative frequency distribution very similar to the measured data. The adaptation and application of the model to the location of Seville shows significant improvements in terms of frequency distribution over the classical models. The proposed methodology applied to other locations with different climatological characteristics better results than the classical models in terms of frequency distribution reaching a reduction of the 50% in the Finkelstein-Schafer (FS) and Kolmogorov-Smirnov test integral (KSI) statistics.
NASA Astrophysics Data System (ADS)
Milani, Armin Ebrahimi; Haghifam, Mahmood Reza
2008-10-01
The reconfiguration is an operation process used for optimization with specific objectives by means of changing the status of switches in a distribution network. In this paper each objectives is normalized with inspiration from fuzzy sets-to cause optimization more flexible- and formulized as a unique multi-objective function. The genetic algorithm is used for solving the suggested model, in which there is no risk of non-liner objective functions and constraints. The effectiveness of the proposed method is demonstrated through the examples.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lagerloef, Jakob H.; Kindblom, Jon; Bernhardt, Peter
Purpose: Formation of new blood vessels (angiogenesis) in response to hypoxia is a fundamental event in the process of tumor growth and metastatic dissemination. However, abnormalities in tumor neovasculature often induce increased interstitial pressure (IP) and further reduce oxygenation (pO{sub 2}) of tumor cells. In radiotherapy, well-oxygenated tumors favor treatment. Antiangiogenic drugs may lower IP in the tumor, improving perfusion, pO{sub 2} and drug uptake, by reducing the number of malfunctioning vessels in the tissue. This study aims to create a model for quantifying the effects of altered pO{sub 2}-distribution due to antiangiogenic treatment in combination with radionuclide therapy. Methods:more » Based on experimental data, describing the effects of antiangiogenic agents on oxygenation of GlioblastomaMultiforme (GBM), a single cell based 3D model, including 10{sup 10} tumor cells, was developed, showing how radionuclide therapy response improves as tumor oxygenation approaches normal tissue levels. The nuclides studied were {sup 90}Y, {sup 131}I, {sup 177}Lu, and {sup 211}At. The absorbed dose levels required for a tumor control probability (TCP) of 0.990 are compared for three different log-normal pO{sub 2}-distributions: {mu}{sub 1} = 2.483, {sigma}{sub 1} = 0.711; {mu}{sub 2} = 2.946, {sigma}{sub 2} = 0.689; {mu}{sub 3} = 3.689, and {sigma}{sub 3} = 0.330. The normal tissue absorbed doses will, in turn, depend on this. These distributions were chosen to represent the expected oxygen levels in an untreated hypoxic tumor, a hypoxic tumor treated with an anti-VEGF agent, and in normal, fully-oxygenated tissue, respectively. The former two are fitted to experimental data. The geometric oxygen distributions are simulated using two different patterns: one Monte Carlo based and one radially increasing, while keeping the log-normal volumetric distributions intact. Oxygen and activity are distributed, according to the same pattern. Results: As tumor pO{sub 2} approaches normal tissue levels, the therapeutic effect is improved so that the normal tissue absorbed doses can be decreased by more than 95%, while retaining TCP, in the most favorable scenario and by up to about 80% with oxygen levels previously achieved in vivo, when the least favourable oxygenation case is used as starting point. The major difference occurs in poorly oxygenated cells. This is also where the pO{sub 2}-dependence of the oxygen enhancement ratio is maximal. Conclusions: Improved tumor oxygenation together with increased radionuclide uptake show great potential for optimising treatment strategies, leaving room for successive treatments, or lowering absorbed dose to normal tissues, due to increased tumor response. Further studies of the concomitant use of antiangiogenic drugs and radionuclide therapy therefore appear merited.« less
Random walks exhibiting anomalous diffusion: elephants, urns and the limits of normality
NASA Astrophysics Data System (ADS)
Kearney, Michael J.; Martin, Richard J.
2018-01-01
A random walk model is presented which exhibits a transition from standard to anomalous diffusion as a parameter is varied. The model is a variant on the elephant random walk and differs in respect of the treatment of the initial state, which in the present work consists of a given number N of fixed steps. This also links the elephant random walk to other types of history dependent random walk. As well as being amenable to direct analysis, the model is shown to be asymptotically equivalent to a non-linear urn process. This provides fresh insights into the limiting form of the distribution of the walker’s position at large times. Although the distribution is intrinsically non-Gaussian in the anomalous diffusion regime, it gradually reverts to normal form when N is large under quite general conditions.
Numerical modeling of nanodrug distribution in tumors with heterogeneous vasculature.
Chou, Cheng-Ying; Chang, Wan-I; Horng, Tzyy-Leng; Lin, Win-Li
2017-01-01
The distribution and accumulation of nanoparticle dosage in a tumor are important in evaluating the effectiveness of cancer treatment. The cell survival rate can quantify the therapeutic effect, and the survival rates after multiple treatments are helpful to evaluate the efficacy of a chemotherapy plan. We developed a mathematical tumor model based on the governing equations describing the fluid flow and particle transport to investigate the drug transportation in a tumor and computed the resulting cumulative concentrations. The cell survival rate was calculated based on the cumulative concentration. The model was applied to a subcutaneous tumor with heterogeneous vascular distributions. Various sized dextrans and doxorubicin were respectively chosen as the nanodrug carrier and the traditional chemotherapeutic agent for comparison. The results showed that: 1) the largest nanoparticle drug in the current simulations yielded the highest cumulative concentration in the well vascular region, but second lowest in the surrounding normal tissues, which implies it has the best therapeutic effect to tumor and at the same time little harmful to normal tissue; 2) on the contrary, molecular chemotherapeutic agent produced the second lowest cumulative concentration in the well vascular tumor region, but highest in the surrounding normal tissue; 3) all drugs have very small cumulative concentrations in the tumor necrotic region, where drug transport is solely through diffusion. This might mean that it is hard to kill tumor stem cells hiding in it. The current model indicated that the effectiveness of the anti-tumor drug delivery was determined by the interplay of the vascular density and nanoparticle size, which governs the drug transport properties. The use of nanoparticles as anti-tumor drug carriers is generally a better choice than molecular chemotherapeutic agent because of its high treatment efficiency on tumor cells and less damage to normal tissues.
Modeling pore corrosion in normally open gold- plated copper connectors.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Battaile, Corbett Chandler; Moffat, Harry K.; Sun, Amy Cha-Tien
2008-09-01
The goal of this study is to model the electrical response of gold plated copper electrical contacts exposed to a mixed flowing gas stream consisting of air containing 10 ppb H{sub 2}S at 30 C and a relative humidity of 70%. This environment accelerates the attack normally observed in a light industrial environment (essentially a simplified version of the Battelle Class 2 environment). Corrosion rates were quantified by measuring the corrosion site density, size distribution, and the macroscopic electrical resistance of the aged surface as a function of exposure time. A pore corrosion numerical model was used to predict bothmore » the growth of copper sulfide corrosion product which blooms through defects in the gold layer and the resulting electrical contact resistance of the aged surface. Assumptions about the distribution of defects in the noble metal plating and the mechanism for how corrosion blooms affect electrical contact resistance were needed to complete the numerical model. Comparisons are made to the experimentally observed number density of corrosion sites, the size distribution of corrosion product blooms, and the cumulative probability distribution of the electrical contact resistance. Experimentally, the bloom site density increases as a function of time, whereas the bloom size distribution remains relatively independent of time. These two effects are included in the numerical model by adding a corrosion initiation probability proportional to the surface area along with a probability for bloom-growth extinction proportional to the corrosion product bloom volume. The cumulative probability distribution of electrical resistance becomes skewed as exposure time increases. While the electrical contact resistance increases as a function of time for a fraction of the bloom population, the median value remains relatively unchanged. In order to model this behavior, the resistance calculated for large blooms has been weighted more heavily.« less
Tomitaka, Shinichiro; Kawasaki, Yohei; Ide, Kazuki; Akutagawa, Maiko; Yamada, Hiroshi; Furukawa, Toshiaki A; Ono, Yutaka
2016-01-01
Previously, we proposed a model for ordinal scale scoring in which individual thresholds for each item constitute a distribution by each item. This lead us to hypothesize that the boundary curves of each depressive symptom score in the distribution of total depressive symptom scores follow a common mathematical model, which is expressed as the product of the frequency of the total depressive symptom scores and the probability of the cumulative distribution function of each item threshold. To verify this hypothesis, we investigated the boundary curves of the distribution of total depressive symptom scores in a general population. Data collected from 21,040 subjects who had completed the Center for Epidemiologic Studies Depression Scale (CES-D) questionnaire as part of a national Japanese survey were analyzed. The CES-D consists of 20 items (16 negative items and four positive items). The boundary curves of adjacent item scores in the distribution of total depressive symptom scores for the 16 negative items were analyzed using log-normal scales and curve fitting. The boundary curves of adjacent item scores for a given symptom approximated a common linear pattern on a log normal scale. Curve fitting showed that an exponential fit had a markedly higher coefficient of determination than either linear or quadratic fits. With negative affect items, the gap between the total score curve and boundary curve continuously increased with increasing total depressive symptom scores on a log-normal scale, whereas the boundary curves of positive affect items, which are not considered manifest variables of the latent trait, did not exhibit such increases in this gap. The results of the present study support the hypothesis that the boundary curves of each depressive symptom score in the distribution of total depressive symptom scores commonly follow the predicted mathematical model, which was verified to approximate an exponential mathematical pattern.
Kawasaki, Yohei; Akutagawa, Maiko; Yamada, Hiroshi; Furukawa, Toshiaki A.; Ono, Yutaka
2016-01-01
Background Previously, we proposed a model for ordinal scale scoring in which individual thresholds for each item constitute a distribution by each item. This lead us to hypothesize that the boundary curves of each depressive symptom score in the distribution of total depressive symptom scores follow a common mathematical model, which is expressed as the product of the frequency of the total depressive symptom scores and the probability of the cumulative distribution function of each item threshold. To verify this hypothesis, we investigated the boundary curves of the distribution of total depressive symptom scores in a general population. Methods Data collected from 21,040 subjects who had completed the Center for Epidemiologic Studies Depression Scale (CES-D) questionnaire as part of a national Japanese survey were analyzed. The CES-D consists of 20 items (16 negative items and four positive items). The boundary curves of adjacent item scores in the distribution of total depressive symptom scores for the 16 negative items were analyzed using log-normal scales and curve fitting. Results The boundary curves of adjacent item scores for a given symptom approximated a common linear pattern on a log normal scale. Curve fitting showed that an exponential fit had a markedly higher coefficient of determination than either linear or quadratic fits. With negative affect items, the gap between the total score curve and boundary curve continuously increased with increasing total depressive symptom scores on a log-normal scale, whereas the boundary curves of positive affect items, which are not considered manifest variables of the latent trait, did not exhibit such increases in this gap. Discussion The results of the present study support the hypothesis that the boundary curves of each depressive symptom score in the distribution of total depressive symptom scores commonly follow the predicted mathematical model, which was verified to approximate an exponential mathematical pattern. PMID:27761346
A semi-nonparametric Poisson regression model for analyzing motor vehicle crash data.
Ye, Xin; Wang, Ke; Zou, Yajie; Lord, Dominique
2018-01-01
This paper develops a semi-nonparametric Poisson regression model to analyze motor vehicle crash frequency data collected from rural multilane highway segments in California, US. Motor vehicle crash frequency on rural highway is a topic of interest in the area of transportation safety due to higher driving speeds and the resultant severity level. Unlike the traditional Negative Binomial (NB) model, the semi-nonparametric Poisson regression model can accommodate an unobserved heterogeneity following a highly flexible semi-nonparametric (SNP) distribution. Simulation experiments are conducted to demonstrate that the SNP distribution can well mimic a large family of distributions, including normal distributions, log-gamma distributions, bimodal and trimodal distributions. Empirical estimation results show that such flexibility offered by the SNP distribution can greatly improve model precision and the overall goodness-of-fit. The semi-nonparametric distribution can provide a better understanding of crash data structure through its ability to capture potential multimodality in the distribution of unobserved heterogeneity. When estimated coefficients in empirical models are compared, SNP and NB models are found to have a substantially different coefficient for the dummy variable indicating the lane width. The SNP model with better statistical performance suggests that the NB model overestimates the effect of lane width on crash frequency reduction by 83.1%.
NASA Astrophysics Data System (ADS)
Butler, Samuel D.; Marciniak, Michael A.
2014-09-01
Since the development of the Torrance-Sparrow bidirectional re ectance distribution function (BRDF) model in 1967, several BRDF models have been created. Previous attempts to categorize BRDF models have relied upon somewhat vague descriptors, such as empirical, semi-empirical, and experimental. Our approach is to instead categorize BRDF models based on functional form: microfacet normal distribution, geometric attenua- tion, directional-volumetric and Fresnel terms, and cross section conversion factor. Several popular microfacet models are compared to a standardized notation for a microfacet BRDF model. A library of microfacet model components is developed, allowing for creation of unique microfacet models driven by experimentally measured BRDFs.
A Graphic Anthropometric Aid for Seating and Workplace Design.
1984-04-01
required proportion of the pdf . Suppose that some attribute is distributed according to a bivariate Normal pdf of zero mean value and equal variances a...2 Note that circular contours. dran at the normaliwed radii presented above, will enclose the respective proportions of the bi artate Normal pdf ...INTRODUCTION 1 2. A TWO-DIMENSIONAL MODEL BASE 2 3. CONCEPT OF USE 4 4. VALIDATION OF THE TWO-DIMENSIONAL MODEL 8 4.1 Conventional Anthropometry 9 4.2
Applying Multivariate Discrete Distributions to Genetically Informative Count Data.
Kirkpatrick, Robert M; Neale, Michael C
2016-03-01
We present a novel method of conducting biometric analysis of twin data when the phenotypes are integer-valued counts, which often show an L-shaped distribution. Monte Carlo simulation is used to compare five likelihood-based approaches to modeling: our multivariate discrete method, when its distributional assumptions are correct, when they are incorrect, and three other methods in common use. With data simulated from a skewed discrete distribution, recovery of twin correlations and proportions of additive genetic and common environment variance was generally poor for the Normal, Lognormal and Ordinal models, but good for the two discrete models. Sex-separate applications to substance-use data from twins in the Minnesota Twin Family Study showed superior performance of two discrete models. The new methods are implemented using R and OpenMx and are freely available.
Hierarchical Multinomial Processing Tree Models: A Latent-Trait Approach
ERIC Educational Resources Information Center
Klauer, Karl Christoph
2010-01-01
Multinomial processing tree models are widely used in many areas of psychology. A hierarchical extension of the model class is proposed, using a multivariate normal distribution of person-level parameters with the mean and covariance matrix to be estimated from the data. The hierarchical model allows one to take variability between persons into…
Time series behaviour of the number of Air Asia passengers: A distributional approach
NASA Astrophysics Data System (ADS)
Asrah, Norhaidah Mohd; Djauhari, Maman Abdurachman
2013-09-01
The common practice to time series analysis is by fitting a model and then further analysis is conducted on the residuals. However, if we know the distributional behavior of time series, the analyses in model identification, parameter estimation, and model checking are more straightforward. In this paper, we show that the number of Air Asia passengers can be represented as a geometric Brownian motion process. Therefore, instead of using the standard approach in model fitting, we use an appropriate transformation to come up with a stationary, normally distributed and even independent time series. An example in forecasting the number of Air Asia passengers will be given to illustrate the advantages of the method.
Distribution Development for STORM Ingestion Input Parameters
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fulton, John
The Sandia-developed Transport of Radioactive Materials (STORM) code suite is used as part of the Radioisotope Power System Launch Safety (RPSLS) program to perform statistical modeling of the consequences due to release of radioactive material given a launch accident. As part of this modeling, STORM samples input parameters from probability distributions with some parameters treated as constants. This report described the work done to convert four of these constant inputs (Consumption Rate, Average Crop Yield, Cropland to Landuse Database Ratio, and Crop Uptake Factor) to sampled values. Consumption rate changed from a constant value of 557.68 kg / yr tomore » a normal distribution with a mean of 102.96 kg / yr and a standard deviation of 2.65 kg / yr. Meanwhile, Average Crop Yield changed from a constant value of 3.783 kg edible / m 2 to a normal distribution with a mean of 3.23 kg edible / m 2 and a standard deviation of 0.442 kg edible / m 2 . The Cropland to Landuse Database ratio changed from a constant value of 0.0996 (9.96%) to a normal distribution with a mean value of 0.0312 (3.12%) and a standard deviation of 0.00292 (0.29%). Finally the crop uptake factor changed from a constant value of 6.37e -4 (Bq crop /kg)/(Bq soil /kg) to a lognormal distribution with a geometric mean value of 3.38e -4 (Bq crop /kg)/(Bq soil /kg) and a standard deviation value of 3.33 (Bq crop /kg)/(Bq soil /kg)« less
Fitting and Testing Conditional Multinormal Partial Credit Models
ERIC Educational Resources Information Center
Hessen, David J.
2012-01-01
A multinormal partial credit model for factor analysis of polytomously scored items with ordered response categories is derived using an extension of the Dutch Identity (Holland in "Psychometrika" 55:5-18, 1990). In the model, latent variables are assumed to have a multivariate normal distribution conditional on unweighted sums of item…
A Noncentral "t" Regression Model for Meta-Analysis
ERIC Educational Resources Information Center
Camilli, Gregory; de la Torre, Jimmy; Chiu, Chia-Yi
2010-01-01
In this article, three multilevel models for meta-analysis are examined. Hedges and Olkin suggested that effect sizes follow a noncentral "t" distribution and proposed several approximate methods. Raudenbush and Bryk further refined this model; however, this procedure is based on a normal approximation. In the current research literature, this…
Frison, Severine; Checchi, Francesco; Kerac, Marko; Nicholas, Jennifer
2016-01-01
Wasting is a major public health issue throughout the developing world. Out of the 6.9 million estimated deaths among children under five annually, over 800,000 deaths (11.6 %) are attributed to wasting. Wasting is quantified as low Weight-For-Height (WFH) and/or low Mid-Upper Arm Circumference (MUAC) (since 2005). Many statistical procedures are based on the assumption that the data used are normally distributed. Analyses have been conducted on the distribution of WFH but there are no equivalent studies on the distribution of MUAC. This secondary data analysis assesses the normality of the MUAC distributions of 852 nutrition cross-sectional survey datasets of children from 6 to 59 months old and examines different approaches to normalise "non-normal" distributions. The distribution of MUAC showed no departure from a normal distribution in 319 (37.7 %) distributions using the Shapiro-Wilk test. Out of the 533 surveys showing departure from a normal distribution, 183 (34.3 %) were skewed (D'Agostino test) and 196 (36.8 %) had a kurtosis different to the one observed in the normal distribution (Anscombe-Glynn test). Testing for normality can be sensitive to data quality, design effect and sample size. Out of the 533 surveys showing departure from a normal distribution, 294 (55.2 %) showed high digit preference, 164 (30.8 %) had a large design effect, and 204 (38.3 %) a large sample size. Spline and LOESS smoothing techniques were explored and both techniques work well. After Spline smoothing, 56.7 % of the MUAC distributions showing departure from normality were "normalised" and 59.7 % after LOESS. Box-Cox power transformation had similar results on distributions showing departure from normality with 57 % of distributions approximating "normal" after transformation. Applying Box-Cox transformation after Spline or Loess smoothing techniques increased that proportion to 82.4 and 82.7 % respectively. This suggests that statistical approaches relying on the normal distribution assumption can be successfully applied to MUAC. In light of this promising finding, further research is ongoing to evaluate the performance of a normal distribution based approach to estimating the prevalence of wasting using MUAC.
A Maximum Likelihood Ensemble Data Assimilation Method Tailored to the Inner Radiation Belt
NASA Astrophysics Data System (ADS)
Guild, T. B.; O'Brien, T. P., III; Mazur, J. E.
2014-12-01
The Earth's radiation belts are composed of energetic protons and electrons whose fluxes span many orders of magnitude, whose distributions are log-normal, and where data-model differences can be large and also log-normal. This physical system thus challenges standard data assimilation methods relying on underlying assumptions of Gaussian distributions of measurements and data-model differences, where innovations to the model are small. We have therefore developed a data assimilation method tailored to these properties of the inner radiation belt, analogous to the ensemble Kalman filter but for the unique cases of non-Gaussian model and measurement errors, and non-linear model and measurement distributions. We apply this method to the inner radiation belt proton populations, using the SIZM inner belt model [Selesnick et al., 2007] and SAMPEX/PET and HEO proton observations to select the most likely ensemble members contributing to the state of the inner belt. We will describe the algorithm, the method of generating ensemble members, our choice of minimizing the difference between instrument counts not phase space densities, and demonstrate the method with our reanalysis of the inner radiation belt throughout solar cycle 23. We will report on progress to continue our assimilation into solar cycle 24 using the Van Allen Probes/RPS observations.
Angell-Petersen, Even; Hirschberg, Henry; Madsen, Steen J
2007-01-01
Light and heat distributions are measured in a rat glioma model used in photodynamic therapy. A fiber delivering 632-nm light is fixed in the brain of anesthetized BDIX rats. Fluence rates are measured using calibrated isotropic probes that are positioned stereotactically. Mathematical models are then used to derive tissue optical properties, enabling calculation of fluence rate distributions for general tumor and light application geometries. The fluence rates in tumor-free brains agree well with the models based on diffusion theory and Monte Carlo simulation. In both cases, the best fit is found for absorption and reduced scattering coefficients of 0.57 and 28 cm(-1), respectively. In brains with implanted BT(4)C tumors, a discrepancy between diffusion and Monte Carlo-derived two-layer models is noted. Both models suggest that tumor tissue has higher absorption and less scattering than normal brain. Temperatures are measured by inserting thermocouples directly into tumor-free brains. A model based on diffusion theory and the bioheat equation is found to be in good agreement with the experimental data and predict a thermal penetration depth of 0.60 cm in normal rat brain. The predicted parameters can be used to estimate the fluences, fluence rates, and temperatures achieved during photodynamic therapy.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Arutyunyan, R.V.; Bol`shov, L.A.; Vasil`ev, S.K.
1994-06-01
The objective of this study was to clarify a number of issues related to the spatial distribution of contaminants from the Chernobyl accident. The effects of local statistics were addressed by collecting and analyzing (for Cesium 137) soil samples from a number of regions, and it was found that sample activity differed by a factor of 3-5. The effect of local non-uniformity was estimated by modeling the distribution of the average activity of a set of five samples for each of the regions, with the spread in the activities for a {+-}2 range being equal to 25%. The statistical characteristicsmore » of the distribution of contamination were then analyzed and found to be a log-normal distribution with the standard deviation being a function of test area. All data for the Bryanskaya Oblast area were analyzed statistically and were adequately described by a log-normal function.« less
Probabilistic Modeling and Simulation of Metal Fatigue Life Prediction
2002-09-01
distribution demonstrate the central limit theorem? Obviously not! This is much the same as materials testing. If only NBA basketball stars are...60 near the exit of a NBA locker room. There would obviously be some pseudo-normal distribution with a very small standard deviation. The mean...completed, the investigators must understand how the midgets and the NBA stars will affect the total solution. D. IT IS MUCH SIMPLER TO MODEL THE
Two Universality Properties Associated with the Monkey Model of Zipf's Law
NASA Astrophysics Data System (ADS)
Perline, Richard; Perline, Ron
2016-03-01
The distribution of word probabilities in the monkey model of Zipf's law is associated with two universality properties: (1) the power law exponent converges strongly to $-1$ as the alphabet size increases and the letter probabilities are specified as the spacings from a random division of the unit interval for any distribution with a bounded density function on $[0,1]$; and (2), on a logarithmic scale the version of the model with a finite word length cutoff and unequal letter probabilities is approximately normally distributed in the part of the distribution away from the tails. The first property is proved using a remarkably general limit theorem for the logarithm of sample spacings from Shao and Hahn, and the second property follows from Anscombe's central limit theorem for a random number of i.i.d. random variables. The finite word length model leads to a hybrid Zipf-lognormal mixture distribution closely related to work in other areas.
NASA Astrophysics Data System (ADS)
Pinzuti, Paul; Mignan, Arnaud; King, Geoffrey C. P.
2010-10-01
Tectonic-stretching models have been previously proposed to explain the process of continental break-up through the example of the Asal Rift, Djibouti, one of the few places where the early stages of seafloor spreading can be observed. In these models, deformation is distributed starting at the base of a shallow seismogenic zone, in which sub-vertical normal faults are responsible for subsidence whereas cracks accommodate extension. Alternative models suggest that extension results from localised magma intrusion, with normal faults accommodating extension and subsidence only above the maximum reach of the magma column. In these magmatic rifting models, or so-called magmatic intrusion models, normal faults have dips of 45-55° and root into dikes. Vertical profiles of normal fault scarps from levelling campaign in the Asal Rift, where normal faults seem sub-vertical at surface level, have been analysed to discuss the creation and evolution of normal faults in massive fractured rocks (basalt lava flows), using mechanical and kinematics concepts. We show that the studied normal fault planes actually have an average dip ranging between 45° and 65° and are characterised by an irregular stepped form. We suggest that these normal fault scarps correspond to sub-vertical en echelon structures, and that, at greater depth, these scarps combine and give birth to dipping normal faults. The results of our analysis are compatible with the magmatic intrusion models instead of tectonic-stretching models. The geometry of faulting between the Fieale volcano and Lake Asal in the Asal Rift can be simply related to the depth of diking, which in turn can be related to magma supply. This new view supports the magmatic intrusion model of early stages of continental breaking.
Parameter Recovery for the 1-P HGLLM with Non-Normally Distributed Level-3 Residuals
ERIC Educational Resources Information Center
Kara, Yusuf; Kamata, Akihito
2017-01-01
A multilevel Rasch model using a hierarchical generalized linear model is one approach to multilevel item response theory (IRT) modeling and is referred to as a one-parameter hierarchical generalized linear logistic model (1-P HGLLM). Although it has the flexibility to model nested structure of data with covariates, the model assumes the normality…
Van Hulle, Carol A; Rathouz, Paul J
2015-02-01
Accurately identifying interactions between genetic vulnerabilities and environmental factors is of critical importance for genetic research on health and behavior. In the previous work of Van Hulle et al. (Behavior Genetics, Vol. 43, 2013, pp. 71-84), we explored the operating characteristics for a set of biometric (e.g., twin) models of Rathouz et al. (Behavior Genetics, Vol. 38, 2008, pp. 301-315), for testing gene-by-measured environment interaction (GxM) in the presence of gene-by-measured environment correlation (rGM) where data followed the assumed distributional structure. Here we explore the effects that violating distributional assumptions have on the operating characteristics of these same models even when structural model assumptions are correct. We simulated N = 2,000 replicates of n = 1,000 twin pairs under a number of conditions. Non-normality was imposed on either the putative moderator or on the ultimate outcome by ordinalizing or censoring the data. We examined the empirical Type I error rates and compared Bayesian information criterion (BIC) values. In general, non-normality in the putative moderator had little impact on the Type I error rates or BIC comparisons. In contrast, non-normality in the outcome was often mistaken for or masked GxM, especially when the outcome data were censored.
Earthquake Clustering on Normal Faults: Insight from Rate-and-State Friction Models
NASA Astrophysics Data System (ADS)
Biemiller, J.; Lavier, L. L.; Wallace, L.
2016-12-01
Temporal variations in slip rate on normal faults have been recognized in Hawaii and the Basin and Range. The recurrence intervals of these slip transients range from 2 years on the flanks of Kilauea, Hawaii to 10 kyr timescale earthquake clustering on the Wasatch Fault in the eastern Basin and Range. In addition to these longer recurrence transients in the Basin and Range, recent GPS results there also suggest elevated deformation rate events with recurrence intervals of 2-4 years. These observations suggest that some active normal fault systems are dominated by slip behaviors that fall between the end-members of steady aseismic creep and periodic, purely elastic, seismic-cycle deformation. Recent studies propose that 200 year to 50 kyr timescale supercycles may control the magnitude, timing, and frequency of seismic-cycle earthquakes in subduction zones, where aseismic slip transients are known to play an important role in total deformation. Seismic cycle deformation of normal faults may be similarly influenced by its timing within long-period supercycles. We present numerical models (based on rate-and-state friction) of normal faults such as the Wasatch Fault showing that realistic rate-and-state parameter distributions along an extensional fault zone can give rise to earthquake clusters separated by 500 yr - 5 kyr periods of aseismic slip transients on some portions of the fault. The recurrence intervals of events within each earthquake cluster range from 200 to 400 years. Our results support the importance of stress and strain history as controls on a normal fault's present and future slip behavior and on the characteristics of its current seismic cycle. These models suggest that long- to medium-term fault slip history may influence the temporal distribution, recurrence interval, and earthquake magnitudes for a given normal fault segment.
Crépet, Amélie; Albert, Isabelle; Dervin, Catherine; Carlin, Frédéric
2007-01-01
A normal distribution and a mixture model of two normal distributions in a Bayesian approach using prevalence and concentration data were used to establish the distribution of contamination of the food-borne pathogenic bacteria Listeria monocytogenes in unprocessed and minimally processed fresh vegetables. A total of 165 prevalence studies, including 15 studies with concentration data, were taken from the scientific literature and from technical reports and used for statistical analysis. The predicted mean of the normal distribution of the logarithms of viable L. monocytogenes per gram of fresh vegetables was −2.63 log viable L. monocytogenes organisms/g, and its standard deviation was 1.48 log viable L. monocytogenes organisms/g. These values were determined by considering one contaminated sample in prevalence studies in which samples are in fact negative. This deliberate overestimation is necessary to complete calculations. With the mixture model, the predicted mean of the distribution of the logarithm of viable L. monocytogenes per gram of fresh vegetables was −3.38 log viable L. monocytogenes organisms/g and its standard deviation was 1.46 log viable L. monocytogenes organisms/g. The probabilities of fresh unprocessed and minimally processed vegetables being contaminated with concentrations higher than 1, 2, and 3 log viable L. monocytogenes organisms/g were 1.44, 0.63, and 0.17%, respectively. Introducing a sensitivity rate of 80 or 95% in the mixture model had a small effect on the estimation of the contamination. In contrast, introducing a low sensitivity rate (40%) resulted in marked differences, especially for high percentiles. There was a significantly lower estimation of contamination in the papers and reports of 2000 to 2005 than in those of 1988 to 1999 and a lower estimation of contamination of leafy salads than that of sprouts and other vegetables. The interest of the mixture model for the estimation of microbial contamination is discussed. PMID:17098926
Starr, James C.; Torgersen, Christian E.
2015-01-01
We compared the assemblage structure, spatial distributions, and habitat associations of mountain whitefish (Prosopium williamsoni) morphotypes and size classes. We hypothesised that morphotypes would have different spatial distributions and would be associated with different habitat features based on feeding behaviour and diet. Spatially continuous sampling was conducted over a broad extent (29 km) in the Calawah River, WA (USA). Whitefish were enumerated via snorkelling in three size classes: small (10–29 cm), medium (30–49 cm), and large (≥50 cm). We identified morphotypes based on head and snout morphology: a pinocchio form that had an elongated snout and a normal form with a blunted snout. Large size classes of both morphotypes were distributed downstream of small and medium size classes, and normal whitefish were distributed downstream of pinocchio whitefish. Ordination of whitefish assemblages with nonmetric multidimensional scaling revealed that normal whitefish size classes were associated with higher gradient and depth, whereas pinocchio whitefish size classes were positively associated with pool area, distance upstream, and depth. Reach-scale generalised additive models indicated that normal whitefish relative density was associated with larger substrate size in downstream reaches (R2 = 0.64), and pinocchio whitefish were associated with greater stream depth in the reaches farther upstream (R2 = 0.87). These results suggest broad-scale spatial segregation (1–10 km), particularly between larger and more phenotypically extreme individuals. These results provide the first perspective on spatial distributions and habitat relationships of polymorphic mountain whitefish.
Chen, T M; Chen, Q P; Liu, R C; Szot, A; Chen, S L; Zhao, J; Zhou, S S
2017-02-01
Hundreds of small-scale influenza outbreaks in schools are reported in mainland China every year, leading to a heavy disease burden which seriously impacts the operation of affected schools. Knowing the transmissibility of each outbreak in the early stage has become a major concern for public health policy-makers and primary healthcare providers. In this study, we collected all the small-scale outbreaks in Changsha (a large city in south central China with ~7·04 million population) from January 2005 to December 2013. Four simple and popularly used models were employed to calculate the reproduction number (R) of these outbreaks. Given that the duration of a generation interval Tc = 2·7 and the standard deviation (s.d.) σ = 1·1, the mean R estimated by an epidemic model, normal distribution and delta distribution were 2·51 (s.d. = 0·73), 4·11 (s.d. = 2·20) and 5·88 (s.d. = 5·00), respectively. When Tc = 2·9 and σ = 1·4, the mean R estimated by the three models were 2·62 (s.d. = 0·78), 4·72 (s.d. = 2·82) and 6·86 (s.d. = 6·34), respectively. The mean R estimated by gamma distribution was 4·32 (s.d. = 2·47). We found that the values of R in small-scale outbreaks in schools were higher than in large-scale outbreaks in a neighbourhood, city or province. Normal distribution, delta distribution, and gamma distribution models seem to more easily overestimate the R of influenza outbreaks compared to the epidemic model.
Modeling Electronic Skin Response to Normal Distributed Force
Seminara, Lucia
2018-01-01
The reference electronic skin is a sensor array based on PVDF (Polyvinylidene fluoride) piezoelectric polymers, coupled to a rigid substrate and covered by an elastomer layer. It is first evaluated how a distributed normal force (Hertzian distribution) is transmitted to an extended PVDF sensor through the elastomer layer. A simplified approach based on Boussinesq’s half-space assumption is used to get a qualitative picture and extensive FEM simulations allow determination of the quantitative response for the actual finite elastomer layer. The ultimate use of the present model is to estimate the electrical sensor output from a measure of a basic mechanical action at the skin surface. However this requires that the PVDF piezoelectric coefficient be known a-priori. This was not the case in the present investigation. However, the numerical model has been used to fit experimental data from a real skin prototype and to estimate the sensor piezoelectric coefficient. It turned out that this value depends on the preload and decreases as a result of PVDF aging and fatigue. This framework contains all the fundamental ingredients of a fully predictive model, suggesting a number of future developments potentially useful for skin design and validation of the fabrication technology. PMID:29401692
Modeling Electronic Skin Response to Normal Distributed Force.
Seminara, Lucia
2018-02-03
The reference electronic skin is a sensor array based on PVDF (Polyvinylidene fluoride) piezoelectric polymers, coupled to a rigid substrate and covered by an elastomer layer. It is first evaluated how a distributed normal force (Hertzian distribution) is transmitted to an extended PVDF sensor through the elastomer layer. A simplified approach based on Boussinesq's half-space assumption is used to get a qualitative picture and extensive FEM simulations allow determination of the quantitative response for the actual finite elastomer layer. The ultimate use of the present model is to estimate the electrical sensor output from a measure of a basic mechanical action at the skin surface. However this requires that the PVDF piezoelectric coefficient be known a-priori. This was not the case in the present investigation. However, the numerical model has been used to fit experimental data from a real skin prototype and to estimate the sensor piezoelectric coefficient. It turned out that this value depends on the preload and decreases as a result of PVDF aging and fatigue. This framework contains all the fundamental ingredients of a fully predictive model, suggesting a number of future developments potentially useful for skin design and validation of the fabrication technology.
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.
A log-sinh transformation for data normalization and variance stabilization
NASA Astrophysics Data System (ADS)
Wang, Q. J.; Shrestha, D. L.; Robertson, D. E.; Pokhrel, P.
2012-05-01
When quantifying model prediction uncertainty, it is statistically convenient to represent model errors that are normally distributed with a constant variance. The Box-Cox transformation is the most widely used technique to normalize data and stabilize variance, but it is not without limitations. In this paper, a log-sinh transformation is derived based on a pattern of errors commonly seen in hydrological model predictions. It is suited to applications where prediction variables are positively skewed and the spread of errors is seen to first increase rapidly, then slowly, and eventually approach a constant as the prediction variable becomes greater. The log-sinh transformation is applied in two case studies, and the results are compared with one- and two-parameter Box-Cox transformations.
Analysis of quantitative data obtained from toxicity studies showing non-normal distribution.
Kobayashi, Katsumi
2005-05-01
The data obtained from toxicity studies are examined for homogeneity of variance, but, usually, they are not examined for normal distribution. In this study I examined the measured items of a carcinogenicity/chronic toxicity study with rats for both homogeneity of variance and normal distribution. It was observed that a lot of hematology and biochemistry items showed non-normal distribution. For testing normal distribution of the data obtained from toxicity studies, the data of the concurrent control group may be examined, and for the data that show a non-normal distribution, non-parametric tests with robustness may be applied.
NASA Astrophysics Data System (ADS)
Pinzuti, P.; Mignan, A.; King, G. C.
2009-12-01
Mechanical stretching models have been previously proposed to explain the process of continental break-up through the example of the Asal Rift, Djibouti, one of the few places where the early stages of seafloor spreading can be observed. In these models, deformation is distributed starting at the base of a shallow seismogenic zone, in which sub-vertical normal faults are responsible for subsidence whereas cracks accommodate extension. Alternative models suggest that extension results from localized magma injection, with normal faults accommodating extension and subsidence above the maximum reach of the magma column. In these magmatic intrusion models, normal faults have dips of 45-55° and root into dikes. Using mechanical and kinematics concepts and vertical profiles of normal fault scarps from an Asal Rift campaign, where normal faults are sub-vertical on surface level, we discuss the creation and evolution of normal faults in massive fractured rocks (basalt). We suggest that the observed fault scarps correspond to sub-vertical en echelon structures and that at greater depth, these scarps combine and give birth to dipping normal faults. Finally, the geometry of faulting between the Fieale volcano and Lake Asal in the Asal Rift can be simply related to the depth of diking, which in turn can be related to magma supply. This new view supports the magmatic intrusion model of early stages of continental breaking.
On the efficacy of procedures to normalize Ex-Gaussian distributions.
Marmolejo-Ramos, Fernando; Cousineau, Denis; Benites, Luis; Maehara, Rocío
2014-01-01
Reaction time (RT) is one of the most common types of measure used in experimental psychology. Its distribution is not normal (Gaussian) but resembles a convolution of normal and exponential distributions (Ex-Gaussian). One of the major assumptions in parametric tests (such as ANOVAs) is that variables are normally distributed. Hence, it is acknowledged by many that the normality assumption is not met. This paper presents different procedures to normalize data sampled from an Ex-Gaussian distribution in such a way that they are suitable for parametric tests based on the normality assumption. Using simulation studies, various outlier elimination and transformation procedures were tested against the level of normality they provide. The results suggest that the transformation methods are better than elimination methods in normalizing positively skewed data and the more skewed the distribution then the transformation methods are more effective in normalizing such data. Specifically, transformation with parameter lambda -1 leads to the best results.
NASA Astrophysics Data System (ADS)
Berthet, Gwenaël; Renard, Jean-Baptiste; Brogniez, Colette; Robert, Claude; Chartier, Michel; Pirre, Michel
2002-12-01
Aerosol extinction coefficients have been derived in the 375-700-nm spectral domain from measurements in the stratosphere since 1992, at night, at mid- and high latitudes from 15 to 40 km, by two balloonborne spectrometers, Absorption par les Minoritaires Ozone et NOx (AMON) and Spectroscopie d'Absorption Lunaire pour l'Observation des Minoritaires Ozone et NOx (SALOMON). Log-normal size distributions associated with the Mie-computed extinction spectra that best fit the measurements permit calculation of integrated properties of the distributions. Although measured extinction spectra that correspond to background aerosols can be reproduced by the Mie scattering model by use of monomodal log-normal size distributions, each flight reveals some large discrepancies between measurement and theory at several altitudes. The agreement between measured and Mie-calculated extinction spectra is significantly improved by use of bimodal log-normal distributions. Nevertheless, neither monomodal nor bimodal distributions permit correct reproduction of some of the measured extinction shapes, especially for the 26 February 1997 AMON flight, which exhibited spectral behavior attributed to particles from a polar stratospheric cloud event.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hassanein, A.; Konkashbaev, I.
1999-03-15
The structure of a collisionless scrape-off-layer (SOL) plasma in tokamak reactors is being studied to define the electron distribution function and the corresponding sheath potential between the divertor plate and the edge plasma. The collisionless model is shown to be valid during the thermal phase of a plasma disruption, as well as during the newly desired low-recycling normal phase of operation with low-density, high-temperature, edge plasma conditions. An analytical solution is developed by solving the Fokker-Planck equation for electron distribution and balance in the SOL. The solution is in good agreement with numerical studies using Monte-Carlo methods. The analytical solutionsmore » provide an insight to the role of different physical and geometrical processes in a collisionless SOL during disruptions and during the enhanced phase of normal operation over a wide range of parameters.« less
Kim, Sungduk; Chen, Ming-Hui; Ibrahim, Joseph G.; Shah, Arvind K.; Lin, Jianxin
2013-01-01
In this paper, we propose a class of Box-Cox transformation regression models with multidimensional random effects for analyzing multivariate responses for individual patient data (IPD) in meta-analysis. Our modeling formulation uses a multivariate normal response meta-analysis model with multivariate random effects, in which each response is allowed to have its own Box-Cox transformation. Prior distributions are specified for the Box-Cox transformation parameters as well as the regression coefficients in this complex model, and the Deviance Information Criterion (DIC) is used to select the best transformation model. Since the model is quite complex, a novel Monte Carlo Markov chain (MCMC) sampling scheme is developed to sample from the joint posterior of the parameters. This model is motivated by a very rich dataset comprising 26 clinical trials involving cholesterol lowering drugs where the goal is to jointly model the three dimensional response consisting of Low Density Lipoprotein Cholesterol (LDL-C), High Density Lipoprotein Cholesterol (HDL-C), and Triglycerides (TG) (LDL-C, HDL-C, TG). Since the joint distribution of (LDL-C, HDL-C, TG) is not multivariate normal and in fact quite skewed, a Box-Cox transformation is needed to achieve normality. In the clinical literature, these three variables are usually analyzed univariately: however, a multivariate approach would be more appropriate since these variables are correlated with each other. A detailed analysis of these data is carried out using the proposed methodology. PMID:23580436
Kim, Sungduk; Chen, Ming-Hui; Ibrahim, Joseph G; Shah, Arvind K; Lin, Jianxin
2013-10-15
In this paper, we propose a class of Box-Cox transformation regression models with multidimensional random effects for analyzing multivariate responses for individual patient data in meta-analysis. Our modeling formulation uses a multivariate normal response meta-analysis model with multivariate random effects, in which each response is allowed to have its own Box-Cox transformation. Prior distributions are specified for the Box-Cox transformation parameters as well as the regression coefficients in this complex model, and the deviance information criterion is used to select the best transformation model. Because the model is quite complex, we develop a novel Monte Carlo Markov chain sampling scheme to sample from the joint posterior of the parameters. This model is motivated by a very rich dataset comprising 26 clinical trials involving cholesterol-lowering drugs where the goal is to jointly model the three-dimensional response consisting of low density lipoprotein cholesterol (LDL-C), high density lipoprotein cholesterol (HDL-C), and triglycerides (TG) (LDL-C, HDL-C, TG). Because the joint distribution of (LDL-C, HDL-C, TG) is not multivariate normal and in fact quite skewed, a Box-Cox transformation is needed to achieve normality. In the clinical literature, these three variables are usually analyzed univariately; however, a multivariate approach would be more appropriate because these variables are correlated with each other. We carry out a detailed analysis of these data by using the proposed methodology. Copyright © 2013 John Wiley & Sons, Ltd.
2012-01-01
Background The goals of our study are to determine the most appropriate model for alcohol consumption as an exposure for burden of disease, to analyze the effect of the chosen alcohol consumption distribution on the estimation of the alcohol Population- Attributable Fractions (PAFs), and to characterize the chosen alcohol consumption distribution by exploring if there is a global relationship within the distribution. Methods To identify the best model, the Log-Normal, Gamma, and Weibull prevalence distributions were examined using data from 41 surveys from Gender, Alcohol and Culture: An International Study (GENACIS) and from the European Comparative Alcohol Study. To assess the effect of these distributions on the estimated alcohol PAFs, we calculated the alcohol PAF for diabetes, breast cancer, and pancreatitis using the three above-named distributions and using the more traditional approach based on categories. The relationship between the mean and the standard deviation from the Gamma distribution was estimated using data from 851 datasets for 66 countries from GENACIS and from the STEPwise approach to Surveillance from the World Health Organization. Results The Log-Normal distribution provided a poor fit for the survey data, with Gamma and Weibull distributions providing better fits. Additionally, our analyses showed that there were no marked differences for the alcohol PAF estimates based on the Gamma or Weibull distributions compared to PAFs based on categorical alcohol consumption estimates. The standard deviation of the alcohol distribution was highly dependent on the mean, with a unit increase in alcohol consumption associated with a unit increase in the mean of 1.258 (95% CI: 1.223 to 1.293) (R2 = 0.9207) for women and 1.171 (95% CI: 1.144 to 1.197) (R2 = 0. 9474) for men. Conclusions Although the Gamma distribution and the Weibull distribution provided similar results, the Gamma distribution is recommended to model alcohol consumption from population surveys due to its fit, flexibility, and the ease with which it can be modified. The results showed that a large degree of variance of the standard deviation of the alcohol consumption Gamma distribution was explained by the mean alcohol consumption, allowing for alcohol consumption to be modeled through a Gamma distribution using only average consumption. PMID:22490226
EVALUATION OF A NEW MEAN SCALED AND MOMENT ADJUSTED TEST STATISTIC FOR SEM.
Tong, Xiaoxiao; Bentler, Peter M
2013-01-01
Recently a new mean scaled and skewness adjusted test statistic was developed for evaluating structural equation models in small samples and with potentially nonnormal data, but this statistic has received only limited evaluation. The performance of this statistic is compared to normal theory maximum likelihood and two well-known robust test statistics. A modification to the Satorra-Bentler scaled statistic is developed for the condition that sample size is smaller than degrees of freedom. The behavior of the four test statistics is evaluated with a Monte Carlo confirmatory factor analysis study that varies seven sample sizes and three distributional conditions obtained using Headrick's fifth-order transformation to nonnormality. The new statistic performs badly in most conditions except under the normal distribution. The goodness-of-fit χ(2) test based on maximum-likelihood estimation performed well under normal distributions as well as under a condition of asymptotic robustness. The Satorra-Bentler scaled test statistic performed best overall, while the mean scaled and variance adjusted test statistic outperformed the others at small and moderate sample sizes under certain distributional conditions.
Ramsay-Curve Item Response Theory for the Three-Parameter Logistic Item Response Model
ERIC Educational Resources Information Center
Woods, Carol M.
2008-01-01
In Ramsay-curve item response theory (RC-IRT), the latent variable distribution is estimated simultaneously with the item parameters of a unidimensional item response model using marginal maximum likelihood estimation. This study evaluates RC-IRT for the three-parameter logistic (3PL) model with comparisons to the normal model and to the empirical…
NASA Technical Reports Server (NTRS)
Falls, L. W.
1975-01-01
Vandenberg Air Force Base (AFB), California, wind component statistics are presented to be used for aerospace engineering applications that require component wind probabilities for various flight azimuths and selected altitudes. The normal (Gaussian) distribution is presented as a statistical model to represent component winds at Vandenberg AFB. Head tail, and crosswind components are tabulated for all flight azimuths for altitudes from 0 to 70 km by monthly reference periods. Wind components are given for 11 selected percentiles ranging from 0.135 percent to 99.865 percent for each month. The results of statistical goodness-of-fit tests are presented to verify the use of the Gaussian distribution as an adequate model to represent component winds at Vandenberg AFB.
NASA Technical Reports Server (NTRS)
Falls, L. W.
1973-01-01
This document replaces Cape Kennedy empirical wind component statistics which are presently being used for aerospace engineering applications that require component wind probabilities for various flight azimuths and selected altitudes. The normal (Gaussian) distribution is presented as an adequate statistical model to represent component winds at Cape Kennedy. Head-, tail-, and crosswind components are tabulated for all flight azimuths for altitudes from 0 to 70 km by monthly reference periods. Wind components are given for 11 selected percentiles ranging from 0.135 percent to 99,865 percent for each month. Results of statistical goodness-of-fit tests are presented to verify the use of the Gaussian distribution as an adequate model to represent component winds at Cape Kennedy, Florida.
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.
NASA Astrophysics Data System (ADS)
Lei, Yaguo; Liu, Zongyao; Wang, Delong; Yang, Xiao; Liu, Huan; Lin, Jing
2018-06-01
Tooth damage often causes a reduction in gear mesh stiffness. Thus time-varying mesh stiffness (TVMS) can be treated as an indication of gear health conditions. This study is devoted to investigating the mesh stiffness variations of a pair of external spur gears with tooth pitting, and proposes a new model for describing tooth pitting based on probability distribution. In the model, considering the appearance and development process of tooth pitting, we model the pitting on the surface of spur gear teeth as a series of pits with a uniform distribution in the direction of tooth width and a normal distribution in the direction of tooth height, respectively. In addition, four pitting degrees, from no pitting to severe pitting, are modeled. Finally, influences of tooth pitting on TVMS are analyzed in details and the proposed model is validated by comparing with a finite element model. The comparison results show that the proposed model is effective for the TVMS evaluations of pitting gears.
Robust nonlinear system identification: Bayesian mixture of experts using the t-distribution
NASA Astrophysics Data System (ADS)
Baldacchino, Tara; Worden, Keith; Rowson, Jennifer
2017-02-01
A novel variational Bayesian mixture of experts model for robust regression of bifurcating and piece-wise continuous processes is introduced. The mixture of experts model is a powerful model which probabilistically splits the input space allowing different models to operate in the separate regions. However, current methods have no fail-safe against outliers. In this paper, a robust mixture of experts model is proposed which consists of Student-t mixture models at the gates and Student-t distributed experts, trained via Bayesian inference. The Student-t distribution has heavier tails than the Gaussian distribution, and so it is more robust to outliers, noise and non-normality in the data. Using both simulated data and real data obtained from the Z24 bridge this robust mixture of experts performs better than its Gaussian counterpart when outliers are present. In particular, it provides robustness to outliers in two forms: unbiased parameter regression models, and robustness to overfitting/complex models.
40 CFR 88.202-94 - Definitions.
Code of Federal Regulations, 2010 CFR
2010-07-01
... 1992 model year. Averaging for clean-fuel vehicles means the sale of clean-fuel vehicles that meet more... emissions credits, for use in future model-year certification as permitted by regulation. Sales means vehicles that are produced, sold, and distributed (in accordance with normal business practices and...
Pricing foreign equity option under stochastic volatility tempered stable Lévy processes
NASA Astrophysics Data System (ADS)
Gong, Xiaoli; Zhuang, Xintian
2017-10-01
Considering that financial assets returns exhibit leptokurtosis, asymmetry properties as well as clustering and heteroskedasticity effect, this paper substitutes the logarithm normal jumps in Heston stochastic volatility model by the classical tempered stable (CTS) distribution and normal tempered stable (NTS) distribution to construct stochastic volatility tempered stable Lévy processes (TSSV) model. The TSSV model framework permits infinite activity jump behaviors of return dynamics and time varying volatility consistently observed in financial markets through subordinating tempered stable process to stochastic volatility process, capturing leptokurtosis, fat tailedness and asymmetry features of returns. By employing the analytical characteristic function and fast Fourier transform (FFT) technique, the formula for probability density function (PDF) of TSSV returns is derived, making the analytical formula for foreign equity option (FEO) pricing available. High frequency financial returns data are employed to verify the effectiveness of proposed models in reflecting the stylized facts of financial markets. Numerical analysis is performed to investigate the relationship between the corresponding parameters and the implied volatility of foreign equity option.
Banerjee, Abhirup; Maji, Pradipta
2015-12-01
The segmentation of brain MR images into different tissue classes is an important task for automatic image analysis technique, particularly due to the presence of intensity inhomogeneity artifact in MR images. In this regard, this paper presents a novel approach for simultaneous segmentation and bias field correction in brain MR images. It integrates judiciously the concept of rough sets and the merit of a novel probability distribution, called stomped normal (SN) distribution. The intensity distribution of a tissue class is represented by SN distribution, where each tissue class consists of a crisp lower approximation and a probabilistic boundary region. The intensity distribution of brain MR image is modeled as a mixture of finite number of SN distributions and one uniform distribution. The proposed method incorporates both the expectation-maximization and hidden Markov random field frameworks to provide an accurate and robust segmentation. The performance of the proposed approach, along with a comparison with related methods, is demonstrated on a set of synthetic and real brain MR images for different bias fields and noise levels.
Height and the normal distribution: evidence from Italian military data.
A'Hearn, Brian; Peracchi, Franco; Vecchi, Giovanni
2009-02-01
Researchers modeling historical heights have typically relied on the restrictive assumption of a normal distribution, only the mean of which is affected by age, income, nutrition, disease, and similar influences. To avoid these restrictive assumptions, we develop a new semiparametric approach in which covariates are allowed to affect the entire distribution without imposing any parametric shape. We apply our method to a new database of height distributions for Italian provinces, drawn from conscription records, of unprecedented length and geographical disaggregation. Our method allows us to standardize distributions to a single age and calculate moments of the distribution that are comparable through time. Our method also allows us to generate counterfactual distributions for a range of ages, from which we derive age-height profiles. These profiles reveal how the adolescent growth spurt (AGS) distorts the distribution of stature, and they document the earlier and earlier onset of the AGS as living conditions improved over the second half of the nineteenth century. Our new estimates of provincial mean height also reveal a previously unnoticed "regime switch "from regional convergence to divergence in this period.
Influence diagnostics for count data under AB-BA crossover trials.
Hao, Chengcheng; von Rosen, Dietrich; von Rosen, Tatjana
2017-12-01
This paper aims to develop diagnostic measures to assess the influence of data perturbations on estimates in AB-BA crossover studies with a Poisson distributed response. Generalised mixed linear models with normally distributed random effects are utilised. We show that in this special case, the model can be decomposed into two independent sub-models which allow to derive closed-form expressions to evaluate the changes in the maximum likelihood estimates under several perturbation schemes. The performance of the new influence measures is illustrated by simulation studies and the analysis of a real dataset.
A common mode of origin of power laws in models of market and earthquake
NASA Astrophysics Data System (ADS)
Bhattacharyya, Pratip; Chatterjee, Arnab; Chakrabarti, Bikas K.
2007-07-01
We show that there is a common mode of origin for the power laws observed in two different models: (i) the Pareto law for the distribution of money among the agents with random-saving propensities in an ideal gas-like market model and (ii) the Gutenberg-Richter law for the distribution of overlaps in a fractal-overlap model for earthquakes. We find that the power laws appear as the asymptotic forms of ever-widening log-normal distributions for the agents’ money and the overlap magnitude, respectively. The identification of the generic origin of the power laws helps in better understanding and in developing generalized views of phenomena in such diverse areas as economics and geophysics.
Continuous variation caused by genes with graduated effects.
Matthysse, S; Lange, K; Wagener, D K
1979-01-01
The classical polygenic theory of inheritance postulates a large number of genes with small, and essentially similar, effects. We propose instead a model with genes of gradually decreasing effects. The resulting phenotypic distribution is not normal; if the gene effects are geometrically decreasing, it can be triangular. The joint distribution of parent and offspring genic value is calculated. The most readily testable difference between the two models is that, in the decreasing-effect model, the variance of the offspring distribution from given parents depends on the parents' genic values. The more the parents deviate from the mean, the smaller the variance of the offspring should be. In the equal-effect model the offspring variance is independent of the parents' genic values. PMID:288073
DOE Office of Scientific and Technical Information (OSTI.GOV)
Rupšys, P.
A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.
Neti, Prasad V.S.V.; Howell, Roger W.
2010-01-01
Recently, the distribution of radioactivity among a population of cells labeled with 210Po was shown to be well described by a log-normal (LN) distribution function (J Nucl Med. 2006;47:1049–1058) with the aid of autoradiography. To ascertain the influence of Poisson statistics on the interpretation of the autoradiographic data, the present work reports on a detailed statistical analysis of these earlier data. Methods The measured distributions of α-particle tracks per cell were subjected to statistical tests with Poisson, LN, and Poisson-lognormal (P-LN) models. Results The LN distribution function best describes the distribution of radioactivity among cell populations exposed to 0.52 and 3.8 kBq/mL of 210Po-citrate. When cells were exposed to 67 kBq/mL, the P-LN distribution function gave a better fit; however, the underlying activity distribution remained log-normal. Conclusion The present analysis generally provides further support for the use of LN distributions to describe the cellular uptake of radioactivity. Care should be exercised when analyzing autoradiographic data on activity distributions to ensure that Poisson processes do not distort the underlying LN distribution. PMID:18483086
Spatial analysis of cities using Renyi entropy and fractal parameters
NASA Astrophysics Data System (ADS)
Chen, Yanguang; Feng, Jian
2017-12-01
The spatial distributions of cities fall into two groups: one is the simple distribution with characteristic scale (e.g. exponential distribution), and the other is the complex distribution without characteristic scale (e.g. power-law distribution). The latter belongs to scale-free distributions, which can be modeled with fractal geometry. However, fractal dimension is not suitable for the former distribution. In contrast, spatial entropy can be used to measure any types of urban distributions. This paper is devoted to generalizing multifractal parameters by means of dual relation between Euclidean and fractal geometries. The main method is mathematical derivation and empirical analysis, and the theoretical foundation is the discovery that the normalized fractal dimension is equal to the normalized entropy. Based on this finding, a set of useful spatial indexes termed dummy multifractal parameters are defined for geographical analysis. These indexes can be employed to describe both the simple distributions and complex distributions. The dummy multifractal indexes are applied to the population density distribution of Hangzhou city, China. The calculation results reveal the feature of spatio-temporal evolution of Hangzhou's urban morphology. This study indicates that fractal dimension and spatial entropy can be combined to produce a new methodology for spatial analysis of city development.
Nathaniel E. Seavy; Suhel Quader; John D. Alexander; C. John Ralph
2005-01-01
The success of avian monitoring programs to effectively guide management decisions requires that studies be efficiently designed and data be properly analyzed. A complicating factor is that point count surveys often generate data with non-normal distributional properties. In this paper we review methods of dealing with deviations from normal assumptions, and we focus...
Size distribution of submarine landslides along the U.S. Atlantic margin
Chaytor, J.D.; ten Brink, Uri S.; Solow, A.R.; Andrews, B.D.
2009-01-01
Assessment of the probability for destructive landslide-generated tsunamis depends on the knowledge of the number, size, and frequency of large submarine landslides. This paper investigates the size distribution of submarine landslides along the U.S. Atlantic continental slope and rise using the size of the landslide source regions (landslide failure scars). Landslide scars along the margin identified in a detailed bathymetric Digital Elevation Model (DEM) have areas that range between 0.89??km2 and 2410??km2 and volumes between 0.002??km3 and 179??km3. The area to volume relationship of these failure scars is almost linear (inverse power-law exponent close to 1), suggesting a fairly uniform failure thickness of a few 10s of meters in each event, with only rare, deep excavating landslides. The cumulative volume distribution of the failure scars is very well described by a log-normal distribution rather than by an inverse power-law, the most commonly used distribution for both subaerial and submarine landslides. A log-normal distribution centered on a volume of 0.86??km3 may indicate that landslides preferentially mobilize a moderate amount of material (on the order of 1??km3), rather than large landslides or very small ones. Alternatively, the log-normal distribution may reflect an inverse power law distribution modified by a size-dependent probability of observing landslide scars in the bathymetry data. If the latter is the case, an inverse power-law distribution with an exponent of 1.3 ?? 0.3, modified by a size-dependent conditional probability of identifying more failure scars with increasing landslide size, fits the observed size distribution. This exponent value is similar to the predicted exponent of 1.2 ?? 0.3 for subaerial landslides in unconsolidated material. Both the log-normal and modified inverse power-law distributions of the observed failure scar volumes suggest that large landslides, which have the greatest potential to generate damaging tsunamis, occur infrequently along the margin. ?? 2008 Elsevier B.V.
Moderation analysis with missing data in the predictors.
Zhang, Qian; Wang, Lijuan
2017-12-01
The most widely used statistical model for conducting moderation analysis is the moderated multiple regression (MMR) model. In MMR modeling, missing data could pose a challenge, mainly because the interaction term is a product of two or more variables and thus is a nonlinear function of the involved variables. In this study, we consider a simple MMR model, where the effect of the focal predictor X on the outcome Y is moderated by a moderator U. The primary interest is to find ways of estimating and testing the moderation effect with the existence of missing data in X. We mainly focus on cases when X is missing completely at random (MCAR) and missing at random (MAR). Three methods are compared: (a) Normal-distribution-based maximum likelihood estimation (NML); (b) Normal-distribution-based multiple imputation (NMI); and (c) Bayesian estimation (BE). Via simulations, we found that NML and NMI could lead to biased estimates of moderation effects under MAR missingness mechanism. The BE method outperformed NMI and NML for MMR modeling with missing data in the focal predictor, missingness depending on the moderator and/or auxiliary variables, and correctly specified distributions for the focal predictor. In addition, more robust BE methods are needed in terms of the distribution mis-specification problem of the focal predictor. An empirical example was used to illustrate the applications of the methods with a simple sensitivity analysis. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Application of Statistically Derived CPAS Parachute Parameters
NASA Technical Reports Server (NTRS)
Romero, Leah M.; Ray, Eric S.
2013-01-01
The Capsule Parachute Assembly System (CPAS) Analysis Team is responsible for determining parachute inflation parameters and dispersions that are ultimately used in verifying system requirements. A model memo is internally released semi-annually documenting parachute inflation and other key parameters reconstructed from flight test data. Dispersion probability distributions published in previous versions of the model memo were uniform because insufficient data were available for determination of statistical based distributions. Uniform distributions do not accurately represent the expected distributions since extreme parameter values are just as likely to occur as the nominal value. CPAS has taken incremental steps to move away from uniform distributions. Model Memo version 9 (MMv9) made the first use of non-uniform dispersions, but only for the reefing cutter timing, for which a large number of sample was available. In order to maximize the utility of the available flight test data, clusters of parachutes were reconstructed individually starting with Model Memo version 10. This allowed for statistical assessment for steady-state drag area (CDS) and parachute inflation parameters such as the canopy fill distance (n), profile shape exponent (expopen), over-inflation factor (C(sub k)), and ramp-down time (t(sub k)) distributions. Built-in MATLAB distributions were applied to the histograms, and parameters such as scale (sigma) and location (mu) were output. Engineering judgment was used to determine the "best fit" distribution based on the test data. Results include normal, log normal, and uniform (where available data remains insufficient) fits of nominal and failure (loss of parachute and skipped stage) cases for all CPAS parachutes. This paper discusses the uniform methodology that was previously used, the process and result of the statistical assessment, how the dispersions were incorporated into Monte Carlo analyses, and the application of the distributions in trajectory benchmark testing assessments with parachute inflation parameters, drag area, and reefing cutter timing used by CPAS.
Earthquake scaling laws for rupture geometry and slip heterogeneity
NASA Astrophysics Data System (ADS)
Thingbaijam, Kiran K. S.; Mai, P. Martin; Goda, Katsuichiro
2016-04-01
We analyze an extensive compilation of finite-fault rupture models to investigate earthquake scaling of source geometry and slip heterogeneity to derive new relationships for seismic and tsunami hazard assessment. Our dataset comprises 158 earthquakes with a total of 316 rupture models selected from the SRCMOD database (http://equake-rc.info/srcmod). We find that fault-length does not saturate with earthquake magnitude, while fault-width reveals inhibited growth due to the finite seismogenic thickness. For strike-slip earthquakes, fault-length grows more rapidly with increasing magnitude compared to events of other faulting types. Interestingly, our derived relationship falls between the L-model and W-model end-members. In contrast, both reverse and normal dip-slip events are more consistent with self-similar scaling of fault-length. However, fault-width scaling relationships for large strike-slip and normal dip-slip events, occurring on steeply dipping faults (δ~90° for strike-slip faults, and δ~60° for normal faults), deviate from self-similarity. Although reverse dip-slip events in general show self-similar scaling, the restricted growth of down-dip fault extent (with upper limit of ~200 km) can be seen for mega-thrust subduction events (M~9.0). Despite this fact, for a given earthquake magnitude, subduction reverse dip-slip events occupy relatively larger rupture area, compared to shallow crustal events. In addition, we characterize slip heterogeneity in terms of its probability distribution and spatial correlation structure to develop a complete stochastic random-field characterization of earthquake slip. We find that truncated exponential law best describes the probability distribution of slip, with observable scale parameters determined by the average and maximum slip. Applying Box-Cox transformation to slip distributions (to create quasi-normal distributed data) supports cube-root transformation, which also implies distinctive non-Gaussian slip distributions. To further characterize the spatial correlations of slip heterogeneity, we analyze the power spectral decay of slip applying the 2-D von Karman auto-correlation function (parameterized by the Hurst exponent, H, and correlation lengths along strike and down-slip). The Hurst exponent is scale invariant, H = 0.83 (± 0.12), while the correlation lengths scale with source dimensions (seismic moment), thus implying characteristic physical scales of earthquake ruptures. Our self-consistent scaling relationships allow constraining the generation of slip-heterogeneity scenarios for physics-based ground-motion and tsunami simulations.
Modeling and stress analyses of a normal foot-ankle and a prosthetic foot-ankle complex.
Ozen, Mustafa; Sayman, Onur; Havitcioglu, Hasan
2013-01-01
Total ankle replacement (TAR) is a relatively new concept and is becoming more popular for treatment of ankle arthritis and fractures. Because of the high costs and difficulties of experimental studies, the developments of TAR prostheses are progressing very slowly. For this reason, the medical imaging techniques such as CT, and MR have become more and more useful. The finite element method (FEM) is a widely used technique to estimate the mechanical behaviors of materials and structures in engineering applications. FEM has also been increasingly applied to biomechanical analyses of human bones, tissues and organs, thanks to the development of both the computing capabilities and the medical imaging techniques. 3-D finite element models of the human foot and ankle from reconstruction of MR and CT images have been investigated by some authors. In this study, data of geometries (used in modeling) of a normal and a prosthetic foot and ankle were obtained from a 3D reconstruction of CT images. The segmentation software, MIMICS was used to generate the 3D images of the bony structures, soft tissues and components of prosthesis of normal and prosthetic ankle-foot complex. Except the spaces between the adjacent surface of the phalanges fused, metatarsals, cuneiforms, cuboid, navicular, talus and calcaneus bones, soft tissues and components of prosthesis were independently developed to form foot and ankle complex. SOLIDWORKS program was used to form the boundary surfaces of all model components and then the solid models were obtained from these boundary surfaces. Finite element analyses software, ABAQUS was used to perform the numerical stress analyses of these models for balanced standing position. Plantar pressure and von Mises stress distributions of the normal and prosthetic ankles were compared with each other. There was a peak pressure increase at the 4th metatarsal, first metatarsal and talus bones and a decrease at the intermediate cuneiform and calcaneus bones, in prosthetic ankle-foot complex compared to normal one. The predicted plantar pressures and von Misses stress distributions for a normal foot were consistent with other FE models given in the literature. The present study is aimed to open new approaches for the development of ankle prosthesis.
On the efficacy of procedures to normalize Ex-Gaussian distributions
Marmolejo-Ramos, Fernando; Cousineau, Denis; Benites, Luis; Maehara, Rocío
2015-01-01
Reaction time (RT) is one of the most common types of measure used in experimental psychology. Its distribution is not normal (Gaussian) but resembles a convolution of normal and exponential distributions (Ex-Gaussian). One of the major assumptions in parametric tests (such as ANOVAs) is that variables are normally distributed. Hence, it is acknowledged by many that the normality assumption is not met. This paper presents different procedures to normalize data sampled from an Ex-Gaussian distribution in such a way that they are suitable for parametric tests based on the normality assumption. Using simulation studies, various outlier elimination and transformation procedures were tested against the level of normality they provide. The results suggest that the transformation methods are better than elimination methods in normalizing positively skewed data and the more skewed the distribution then the transformation methods are more effective in normalizing such data. Specifically, transformation with parameter lambda -1 leads to the best results. PMID:25709588
ERIC Educational Resources Information Center
Wall, Melanie M.; Guo, Jia; Amemiya, Yasuo
2012-01-01
Mixture factor analysis is examined as a means of flexibly estimating nonnormally distributed continuous latent factors in the presence of both continuous and dichotomous observed variables. A simulation study compares mixture factor analysis with normal maximum likelihood (ML) latent factor modeling. Different results emerge for continuous versus…
Modeling Radioactive Decay Chains with Branching Fraction Uncertainties
2013-03-01
moments methods with transmutation matrices. Uncertainty from both half-lives and branching fractions is carried through these calculations by Monte...moment methods, method for sampling from normal distributions for half- life uncertainty, and use of transmutation matrices were leveraged. This...distributions for half-life and branching fraction uncertainties, building decay chains and generating the transmutation matrix (T-matrix
Neutron monitor generated data distributions in quantum variational Monte Carlo
NASA Astrophysics Data System (ADS)
Kussainov, A. S.; Pya, N.
2016-08-01
We have assessed the potential applications of the neutron monitor hardware as random number generator for normal and uniform distributions. The data tables from the acquisition channels with no extreme changes in the signal level were chosen as the retrospective model. The stochastic component was extracted by fitting the raw data with splines and then subtracting the fit. Scaling the extracted data to zero mean and variance of one is sufficient to obtain a stable standard normal random variate. Distributions under consideration pass all available normality tests. Inverse transform sampling is suggested to use as a source of the uniform random numbers. Variational Monte Carlo method for quantum harmonic oscillator was used to test the quality of our random numbers. If the data delivery rate is of importance and the conventional one minute resolution neutron count is insufficient, we could always settle for an efficient seed generator to feed into the faster algorithmic random number generator or create a buffer.
Psychological Health and Overweight and Obesity Among High Stressed Work Environments
Faghri, Pouran D; Mignano, Christina; Huedo- Medina, Tania B; Cherniack, Martin
2016-01-01
Correctional employees are recognized to underreport stress and stress symptoms and are known to have a culture that discourages appearing “weak” and seeking psychiatric help. This study assesses underreporting of stress and emotions. Additionally, it evaluates the relationships between stress and emotions on health behaviors. Correctional employees (n=317) completed physical assessments to measure body mass index (BMI), and surveys to assess perceived stress, emotions, and health behavior (diet, exercise, and sleep quality). Stress and emotion survey items were evaluated for under-reporting via skewness, kurtosis, and visual assessment of histograms. Structural equation modeling evaluated relationships between stress/emotion and health behaviors. Responses to stress and negatively worded emotions were non-normally distributed whereas responses to positively-worded emotions were normally distributed. Emotion predicted diet, exercise, and sleep quality whereas stress predicted only sleep quality. As stress was a poor predictor of health behaviors and responses to stress and negatively worded emotions were non-normally distributed it may suggests correctional employees are under-reporting stress and negative emotions. PMID:27547828
Psychological Health and Overweight and Obesity Among High Stressed Work Environments.
Faghri, Pouran D; Mignano, Christina; Huedo-Medina, Tania B; Cherniack, Martin
2015-07-01
Correctional employees are recognized to underreport stress and stress symptoms and are known to have a culture that discourages appearing "weak" and seeking psychiatric help. This study assesses underreporting of stress and emotions. Additionally, it evaluates the relationships between stress and emotions on health behaviors. Correctional employees (n=317) completed physical assessments to measure body mass index (BMI), and surveys to assess perceived stress, emotions, and health behavior (diet, exercise, and sleep quality). Stress and emotion survey items were evaluated for under-reporting via skewness, kurtosis, and visual assessment of histograms. Structural equation modeling evaluated relationships between stress/emotion and health behaviors. Responses to stress and negatively worded emotions were non-normally distributed whereas responses to positively-worded emotions were normally distributed. Emotion predicted diet, exercise, and sleep quality whereas stress predicted only sleep quality. As stress was a poor predictor of health behaviors and responses to stress and negatively worded emotions were non-normally distributed it may suggests correctional employees are under-reporting stress and negative emotions.
NASA Technical Reports Server (NTRS)
Sidik, S. M.
1972-01-01
The error variance of the process prior multivariate normal distributions of the parameters of the models are assumed to be specified, prior probabilities of the models being correct. A rule for termination of sampling is proposed. Upon termination, the model with the largest posterior probability is chosen as correct. If sampling is not terminated, posterior probabilities of the models and posterior distributions of the parameters are computed. An experiment was chosen to maximize the expected Kullback-Leibler information function. Monte Carlo simulation experiments were performed to investigate large and small sample behavior of the sequential adaptive procedure.
Are your covariates under control? How normalization can re-introduce covariate effects.
Pain, Oliver; Dudbridge, Frank; Ronald, Angelica
2018-04-30
Many statistical tests rely on the assumption that the residuals of a model are normally distributed. Rank-based inverse normal transformation (INT) of the dependent variable is one of the most popular approaches to satisfy the normality assumption. When covariates are included in the analysis, a common approach is to first adjust for the covariates and then normalize the residuals. This study investigated the effect of regressing covariates against the dependent variable and then applying rank-based INT to the residuals. The correlation between the dependent variable and covariates at each stage of processing was assessed. An alternative approach was tested in which rank-based INT was applied to the dependent variable before regressing covariates. Analyses based on both simulated and real data examples demonstrated that applying rank-based INT to the dependent variable residuals after regressing out covariates re-introduces a linear correlation between the dependent variable and covariates, increasing type-I errors and reducing power. On the other hand, when rank-based INT was applied prior to controlling for covariate effects, residuals were normally distributed and linearly uncorrelated with covariates. This latter approach is therefore recommended in situations were normality of the dependent variable is required.
Box–Cox Transformation and Random Regression Models for Fecal egg Count Data
da Silva, Marcos Vinícius Gualberto Barbosa; Van Tassell, Curtis P.; Sonstegard, Tad S.; Cobuci, Jaime Araujo; Gasbarre, Louis C.
2012-01-01
Accurate genetic evaluation of livestock is based on appropriate modeling of phenotypic measurements. In ruminants, fecal egg count (FEC) is commonly used to measure resistance to nematodes. FEC values are not normally distributed and logarithmic transformations have been used in an effort to achieve normality before analysis. However, the transformed data are often still not normally distributed, especially when data are extremely skewed. A series of repeated FEC measurements may provide information about the population dynamics of a group or individual. A total of 6375 FEC measures were obtained for 410 animals between 1992 and 2003 from the Beltsville Agricultural Research Center Angus herd. Original data were transformed using an extension of the Box–Cox transformation to approach normality and to estimate (co)variance components. We also proposed using random regression models (RRM) for genetic and non-genetic studies of FEC. Phenotypes were analyzed using RRM and restricted maximum likelihood. Within the different orders of Legendre polynomials used, those with more parameters (order 4) adjusted FEC data best. Results indicated that the transformation of FEC data utilizing the Box–Cox transformation family was effective in reducing the skewness and kurtosis, and dramatically increased estimates of heritability, and measurements of FEC obtained in the period between 12 and 26 weeks in a 26-week experimental challenge period are genetically correlated. PMID:22303406
Box-Cox Transformation and Random Regression Models for Fecal egg Count Data.
da Silva, Marcos Vinícius Gualberto Barbosa; Van Tassell, Curtis P; Sonstegard, Tad S; Cobuci, Jaime Araujo; Gasbarre, Louis C
2011-01-01
Accurate genetic evaluation of livestock is based on appropriate modeling of phenotypic measurements. In ruminants, fecal egg count (FEC) is commonly used to measure resistance to nematodes. FEC values are not normally distributed and logarithmic transformations have been used in an effort to achieve normality before analysis. However, the transformed data are often still not normally distributed, especially when data are extremely skewed. A series of repeated FEC measurements may provide information about the population dynamics of a group or individual. A total of 6375 FEC measures were obtained for 410 animals between 1992 and 2003 from the Beltsville Agricultural Research Center Angus herd. Original data were transformed using an extension of the Box-Cox transformation to approach normality and to estimate (co)variance components. We also proposed using random regression models (RRM) for genetic and non-genetic studies of FEC. Phenotypes were analyzed using RRM and restricted maximum likelihood. Within the different orders of Legendre polynomials used, those with more parameters (order 4) adjusted FEC data best. Results indicated that the transformation of FEC data utilizing the Box-Cox transformation family was effective in reducing the skewness and kurtosis, and dramatically increased estimates of heritability, and measurements of FEC obtained in the period between 12 and 26 weeks in a 26-week experimental challenge period are genetically correlated.
ERIC Educational Resources Information Center
Vera, J. Fernando; Macias, Rodrigo; Heiser, Willem J.
2009-01-01
In this paper, we propose a cluster-MDS model for two-way one-mode continuous rating dissimilarity data. The model aims at partitioning the objects into classes and simultaneously representing the cluster centers in a low-dimensional space. Under the normal distribution assumption, a latent class model is developed in terms of the set of…
NASA Astrophysics Data System (ADS)
Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.
2018-05-01
Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.
The probability distribution model of air pollution index and its dominants in Kuala Lumpur
NASA Astrophysics Data System (ADS)
AL-Dhurafi, Nasr Ahmed; Razali, Ahmad Mahir; Masseran, Nurulkamal; Zamzuri, Zamira Hasanah
2016-11-01
This paper focuses on the statistical modeling for the distributions of air pollution index (API) and its sub-indexes data observed at Kuala Lumpur in Malaysia. Five pollutants or sub-indexes are measured including, carbon monoxide (CO); sulphur dioxide (SO2); nitrogen dioxide (NO2), and; particulate matter (PM10). Four probability distributions are considered, namely log-normal, exponential, Gamma and Weibull in search for the best fit distribution to the Malaysian air pollutants data. In order to determine the best distribution for describing the air pollutants data, five goodness-of-fit criteria's are applied. This will help in minimizing the uncertainty in pollution resource estimates and improving the assessment phase of planning. The conflict in criterion results for selecting the best distribution was overcome by using the weight of ranks method. We found that the Gamma distribution is the best distribution for the majority of air pollutants data in Kuala Lumpur.
Understanding a Normal Distribution of Data.
Maltenfort, Mitchell G
2015-12-01
Assuming data follow a normal distribution is essential for many common statistical tests. However, what are normal data and when can we assume that a data set follows this distribution? What can be done to analyze non-normal data?
Deformation associated with continental normal faults
NASA Astrophysics Data System (ADS)
Resor, Phillip G.
Deformation associated with normal fault earthquakes and geologic structures provide insights into the seismic cycle as it unfolds over time scales from seconds to millions of years. Improved understanding of normal faulting will lead to more accurate seismic hazard assessments and prediction of associated structures. High-precision aftershock locations for the 1995 Kozani-Grevena earthquake (Mw 6.5), Greece image a segmented master fault and antithetic faults. This three-dimensional fault geometry is typical of normal fault systems mapped from outcrop or interpreted from reflection seismic data and illustrates the importance of incorporating three-dimensional fault geometry in mechanical models. Subsurface fault slip associated with the Kozani-Grevena and 1999 Hector Mine (Mw 7.1) earthquakes is modeled using a new method for slip inversion on three-dimensional fault surfaces. Incorporation of three-dimensional fault geometry improves the fit to the geodetic data while honoring aftershock distributions and surface ruptures. GPS Surveying of deformed bedding surfaces associated with normal faulting in the western Grand Canyon reveals patterns of deformation that are similar to those observed by interferometric satellite radar interferometry (InSAR) for the Kozani Grevena earthquake with a prominent down-warp in the hanging wall and a lesser up-warp in the footwall. However, deformation associated with the Kozani-Grevena earthquake extends ˜20 km from the fault surface trace, while the folds in the western Grand Canyon only extend 500 m into the footwall and 1500 m into the hanging wall. A comparison of mechanical and kinematic models illustrates advantages of mechanical models in exploring normal faulting processes including incorporation of both deformation and causative forces, and the opportunity to incorporate more complex fault geometry and constitutive properties. Elastic models with antithetic or synthetic faults or joints in association with a master normal fault illustrate how these secondary structures influence the deformation in ways that are similar to fault/fold geometry mapped in the western Grand Canyon. Specifically, synthetic faults amplify hanging wall bedding dips, antithetic faults reduce dips, and joints act to localize deformation. The distribution of aftershocks in the hanging wall of the Kozani-Grevena earthquake suggests that secondary structures may accommodate strains associated with slip on a master fault during postseismic deformation.
Simulations of large acoustic scintillations in the straits of Florida.
Tang, Xin; Tappert, F D; Creamer, Dennis B
2006-12-01
Using a full-wave acoustic model, Monte Carlo numerical studies of intensity fluctuations in a realistic shallow water environment that simulates the Straits of Florida, including internal wave fluctuations and bottom roughness, have been performed. Results show that the sound intensity at distant receivers scintillates dramatically. The acoustic scintillation index SI increases rapidly with propagation range and is significantly greater than unity at ranges beyond about 10 km. This result supports a theoretical prediction by one of the authors. Statistical analyses show that the distribution of intensity of the random wave field saturates to the expected Rayleigh distribution with SI= 1 at short range due to multipath interference effects, and then SI continues to increase to large values. This effect, which is denoted supersaturation, is universal at long ranges in waveguides having lossy boundaries (where there is differential mode attenuation). The intensity distribution approaches a log-normal distribution to an excellent approximation; it may not be a universal distribution and comparison is also made to a K distribution. The long tails of the log-normal distribution cause "acoustic intermittency" in which very high, but rare, intensities occur.
Haeckel, Rainer; Wosniok, Werner
2010-10-01
The distribution of many quantities in laboratory medicine are considered to be Gaussian if they are symmetric, although, theoretically, a Gaussian distribution is not plausible for quantities that can attain only non-negative values. If a distribution is skewed, further specification of the type is required, which may be difficult to provide. Skewed (non-Gaussian) distributions found in clinical chemistry usually show only moderately large positive skewness (e.g., log-normal- and χ(2) distribution). The degree of skewness depends on the magnitude of the empirical biological variation (CV(e)), as demonstrated using the log-normal distribution. A Gaussian distribution with a small CV(e) (e.g., for plasma sodium) is very similar to a log-normal distribution with the same CV(e). In contrast, a relatively large CV(e) (e.g., plasma aspartate aminotransferase) leads to distinct differences between a Gaussian and a log-normal distribution. If the type of an empirical distribution is unknown, it is proposed that a log-normal distribution be assumed in such cases. This avoids distributional assumptions that are not plausible and does not contradict the observation that distributions with small biological variation look very similar to a Gaussian distribution.
Plasma Electrolyte Distributions in Humans-Normal or Skewed?
Feldman, Mark; Dickson, Beverly
2017-11-01
It is widely believed that plasma electrolyte levels are normally distributed. Statistical tests and calculations using plasma electrolyte data are often reported based on this assumption of normality. Examples include t tests, analysis of variance, correlations and confidence intervals. The purpose of our study was to determine whether plasma sodium (Na + ), potassium (K + ), chloride (Cl - ) and bicarbonate [Formula: see text] distributions are indeed normally distributed. We analyzed plasma electrolyte data from 237 consecutive adults (137 women and 100 men) who had normal results on a standard basic metabolic panel which included plasma electrolyte measurements. The skewness of each distribution (as a measure of its asymmetry) was compared to the zero skewness of a normal (Gaussian) distribution. The plasma Na + distribution was skewed slightly to the right, but the skew was not significantly different from zero skew. The plasma Cl - distribution was skewed slightly to the left, but again the skew was not significantly different from zero skew. On the contrary, both the plasma K + and [Formula: see text] distributions were significantly skewed to the right (P < 0.01 zero skew). There was also a suggestion from examining frequency distribution curves that K + and [Formula: see text] distributions were bimodal. In adults with a normal basic metabolic panel, plasma potassium and bicarbonate levels are not normally distributed and may be bimodal. Thus, statistical methods to evaluate these 2 plasma electrolytes should be nonparametric tests and not parametric ones that require a normal distribution. Copyright © 2017 Southern Society for Clinical Investigation. Published by Elsevier Inc. All rights reserved.
One dark matter mystery: halos in the cosmic web
NASA Astrophysics Data System (ADS)
Gaite, Jose
2015-01-01
The current cold dark matter cosmological model explains the large scale cosmic web structure but is challenged by the observation of a relatively smooth distribution of matter in galactic clusters. We consider various aspects of modeling the dark matter around galaxies as distributed in smooth halos and, especially, the smoothness of the dark matter halos seen in N-body cosmological simulations. We conclude that the problems of the cold dark matter cosmology on small scales are more serious than normally admitted.
A probabilistic approach to photovoltaic generator performance prediction
NASA Astrophysics Data System (ADS)
Khallat, M. A.; Rahman, S.
1986-09-01
A method for predicting the performance of a photovoltaic (PV) generator based on long term climatological data and expected cell performance is described. The equations for cell model formulation are provided. Use of the statistical model for characterizing the insolation level is discussed. The insolation data is fitted to appropriate probability distribution functions (Weibull, beta, normal). The probability distribution functions are utilized to evaluate the capacity factors of PV panels or arrays. An example is presented revealing the applicability of the procedure.
Probabilistic model of bridge vehicle loads in port area based on in-situ load testing
NASA Astrophysics Data System (ADS)
Deng, Ming; Wang, Lei; Zhang, Jianren; Wang, Rei; Yan, Yanhong
2017-11-01
Vehicle load is an important factor affecting the safety and usability of bridges. An statistical analysis is carried out in this paper to investigate the vehicle load data of Tianjin Haibin highway in Tianjin port of China, which are collected by the Weigh-in- Motion (WIM) system. Following this, the effect of the vehicle load on test bridge is calculated, and then compared with the calculation result according to HL-93(AASHTO LRFD). Results show that the overall vehicle load follows a distribution with a weighted sum of four normal distributions. The maximum vehicle load during the design reference period follows a type I extremum distribution. The vehicle load effect also follows a weighted sum of four normal distributions, and the standard value of the vehicle load is recommended as 1.8 times that of the calculated value according to HL-93.
Simplifying BRDF input data for optical signature modeling
NASA Astrophysics Data System (ADS)
Hallberg, Tomas; Pohl, Anna; Fagerström, Jan
2017-05-01
Scene simulations of optical signature properties using signature codes normally requires input of various parameterized measurement data of surfaces and coatings in order to achieve realistic scene object features. Some of the most important parameters are used in the model of the Bidirectional Reflectance Distribution Function (BRDF) and are normally determined by surface reflectance and scattering measurements. Reflectance measurements of the spectral Directional Hemispherical Reflectance (DHR) at various incident angles can normally be performed in most spectroscopy labs, while measuring the BRDF is more complicated or may not be available at all in many optical labs. We will present a method in order to achieve the necessary BRDF data directly from DHR measurements for modeling software using the Sandford-Robertson BRDF model. The accuracy of the method is tested by modeling a test surface by comparing results from using estimated and measured BRDF data as input to the model. These results show that using this method gives no significant loss in modeling accuracy.
Zhang, Xiao-Fei; Ou-Yang, Le; Yan, Hong
2017-08-15
Understanding how gene regulatory networks change under different cellular states is important for revealing insights into network dynamics. Gaussian graphical models, which assume that the data follow a joint normal distribution, have been used recently to infer differential networks. However, the distributions of the omics data are non-normal in general. Furthermore, although much biological knowledge (or prior information) has been accumulated, most existing methods ignore the valuable prior information. Therefore, new statistical methods are needed to relax the normality assumption and make full use of prior information. We propose a new differential network analysis method to address the above challenges. Instead of using Gaussian graphical models, we employ a non-paranormal graphical model that can relax the normality assumption. We develop a principled model to take into account the following prior information: (i) a differential edge less likely exists between two genes that do not participate together in the same pathway; (ii) changes in the networks are driven by certain regulator genes that are perturbed across different cellular states and (iii) the differential networks estimated from multi-view gene expression data likely share common structures. Simulation studies demonstrate that our method outperforms other graphical model-based algorithms. We apply our method to identify the differential networks between platinum-sensitive and platinum-resistant ovarian tumors, and the differential networks between the proneural and mesenchymal subtypes of glioblastoma. Hub nodes in the estimated differential networks rediscover known cancer-related regulator genes and contain interesting predictions. The source code is at https://github.com/Zhangxf-ccnu/pDNA. szuouyl@gmail.com. Supplementary data are available at Bioinformatics online. © The Author (2017). Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com
Pulsatile flows and wall-shear stresses in models simulating normal and stenosed aortic arches
NASA Astrophysics Data System (ADS)
Huang, Rong Fung; Yang, Ten-Fang; Lan, Y.-K.
2010-03-01
Pulsatile aqueous glycerol solution flows in the models simulating normal and stenosed human aortic arches are measured by means of particle image velocimetry. Three transparent models were used: normal, 25% stenosed, and 50% stenosed aortic arches. The Womersley parameter, Dean number, and time-averaged Reynolds number are 17.31, 725, and 1,081, respectively. The Reynolds numbers based on the peak velocities of the normal, 25% stenosed, and 50% stenosed aortic arches are 2,484, 3,456, and 3,931, respectively. The study presents the temporal/spatial evolution processes of the flow pattern, velocity distribution, and wall-shear stress during the systolic and diastolic phases. It is found that the flow pattern evolving in the central plane of normal and stenosed aortic arches exhibits (1) a separation bubble around the inner arch, (2) a recirculation vortex around the outer arch wall upstream of the junction of the brachiocephalic artery, (3) an accelerated main stream around the outer arch wall near the junctions of the left carotid and the left subclavian arteries, and (4) the vortices around the entrances of the three main branches. The study identifies and discusses the reasons for the flow physics’ contribution to the formation of these features. The oscillating wall-shear stress distributions are closely related to the featured flow structures. On the outer wall of normal and slightly stenosed aortas, large wall-shear stresses appear in the regions upstream of the junction of the brachiocephalic artery as well as the corner near the junctions of the left carotid artery and the left subclavian artery. On the inner wall, the largest wall-shear stress appears in the region where the boundary layer separates.
Arcuti, Simona; Pollice, Alessio; Ribecco, Nunziata; D'Onghia, Gianfranco
2016-03-01
We evaluate the spatiotemporal changes in the density of a particular species of crustacean known as deep-water rose shrimp, Parapenaeus longirostris, based on biological sample data collected during trawl surveys carried out from 1995 to 2006 as part of the international project MEDITS (MEDiterranean International Trawl Surveys). As is the case for many biological variables, density data are continuous and characterized by unusually large amounts of zeros, accompanied by a skewed distribution of the remaining values. Here we analyze the normalized density data by a Bayesian delta-normal semiparametric additive model including the effects of covariates, using penalized regression with low-rank thin-plate splines for nonlinear spatial and temporal effects. Modeling the zero and nonzero values by two joint processes, as we propose in this work, allows to obtain great flexibility and easily handling of complex likelihood functions, avoiding inaccurate statistical inferences due to misclassification of the high proportion of exact zeros in the model. Bayesian model estimation is obtained by Markov chain Monte Carlo simulations, suitably specifying the complex likelihood function of the zero-inflated density data. The study highlights relevant nonlinear spatial and temporal effects and the influence of the annual Mediterranean oscillations index and of the sea surface temperature on the distribution of the deep-water rose shrimp density. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Evaluation of bacterial run and tumble motility parameters through trajectory analysis
NASA Astrophysics Data System (ADS)
Liang, Xiaomeng; Lu, Nanxi; Chang, Lin-Ching; Nguyen, Thanh H.; Massoudieh, Arash
2018-04-01
In this paper, a method for extraction of the behavior parameters of bacterial migration based on the run and tumble conceptual model is described. The methodology is applied to the microscopic images representing the motile movement of flagellated Azotobacter vinelandii. The bacterial cells are considered to change direction during both runs and tumbles as is evident from the movement trajectories. An unsupervised cluster analysis was performed to fractionate each bacterial trajectory into run and tumble segments, and then the distribution of parameters for each mode were extracted by fitting mathematical distributions best representing the data. A Gaussian copula was used to model the autocorrelation in swimming velocity. For both run and tumble modes, Gamma distribution was found to fit the marginal velocity best, and Logistic distribution was found to represent better the deviation angle than other distributions considered. For the transition rate distribution, log-logistic distribution and log-normal distribution, respectively, was found to do a better job than the traditionally agreed exponential distribution. A model was then developed to mimic the motility behavior of bacteria at the presence of flow. The model was applied to evaluate its ability to describe observed patterns of bacterial deposition on surfaces in a micro-model experiment with an approach velocity of 200 μm/s. It was found that the model can qualitatively reproduce the attachment results of the micro-model setting.
Specification and Design of a Fault Recovery Model for the Reliable Multicast Protocol
NASA Technical Reports Server (NTRS)
Montgomery, Todd; Callahan, John R.; Whetten, Brian
1996-01-01
The Reliable Multicast Protocol (RMP) provides a unique, group-based model for distributed programs that need to handle reconfiguration events at the application layer. This model, called membership views, provides an abstraction in which events such as site failures, network partitions, and normal join-leave events are viewed as group reformations. RMP provides access to this model through an application programming interface (API) that notifies an application when a group is reformed as the result of a some event. RMP provides applications with reliable delivery of messages using an underlying IP Multicast media to other group members in a distributed environment even in the case of reformations. A distributed application can use various Quality of Service (QoS) levels provided by RMP to tolerate group reformations. This paper explores the implementation details of the mechanisms in RMP that provide distributed applications with membership view information and fault recovery capabilities.
Don't Fear Optimality: Sampling for Probabilistic-Logic Sequence Models
NASA Astrophysics Data System (ADS)
Thon, Ingo
One of the current challenges in artificial intelligence is modeling dynamic environments that change due to the actions or activities undertaken by people or agents. The task of inferring hidden states, e.g. the activities or intentions of people, based on observations is called filtering. Standard probabilistic models such as Dynamic Bayesian Networks are able to solve this task efficiently using approximative methods such as particle filters. However, these models do not support logical or relational representations. The key contribution of this paper is the upgrade of a particle filter algorithm for use with a probabilistic logical representation through the definition of a proposal distribution. The performance of the algorithm depends largely on how well this distribution fits the target distribution. We adopt the idea of logical compilation into Binary Decision Diagrams for sampling. This allows us to use the optimal proposal distribution which is normally prohibitively slow.
ERIC Educational Resources Information Center
Nevitt, Johnathan; Hancock, Gregory R.
Though common structural equation modeling (SEM) methods are predicated upon the assumption of multivariate normality, applied researchers often find themselves with data clearly violating this assumption and without sufficient sample size to use distribution-free estimation methods. Fortunately, promising alternatives are being integrated into…
Accommodating Binary and Count Variables in Mediation: A Case for Conditional Indirect Effects
ERIC Educational Resources Information Center
Geldhof, G. John; Anthony, Katherine P.; Selig, James P.; Mendez-Luck, Carolyn A.
2018-01-01
The existence of several accessible sources has led to a proliferation of mediation models in the applied research literature. Most of these sources assume endogenous variables (e.g., M, and Y) have normally distributed residuals, precluding models of binary and/or count data. Although a growing body of literature has expanded mediation models to…
Aggregate and Individual Replication Probability within an Explicit Model of the Research Process
ERIC Educational Resources Information Center
Miller, Jeff; Schwarz, Wolf
2011-01-01
We study a model of the research process in which the true effect size, the replication jitter due to changes in experimental procedure, and the statistical error of effect size measurement are all normally distributed random variables. Within this model, we analyze the probability of successfully replicating an initial experimental result by…
Regression-assisted deconvolution.
McIntyre, Julie; Stefanski, Leonard A
2011-06-30
We present a semi-parametric deconvolution estimator for the density function of a random variable biX that is measured with error, a common challenge in many epidemiological studies. Traditional deconvolution estimators rely only on assumptions about the distribution of X and the error in its measurement, and ignore information available in auxiliary variables. Our method assumes the availability of a covariate vector statistically related to X by a mean-variance function regression model, where regression errors are normally distributed and independent of the measurement errors. Simulations suggest that the estimator achieves a much lower integrated squared error than the observed-data kernel density estimator when models are correctly specified and the assumption of normal regression errors is met. We illustrate the method using anthropometric measurements of newborns to estimate the density function of newborn length. Copyright © 2011 John Wiley & Sons, Ltd.
a Predictive Model of Permeability for Fractal-Based Rough Rock Fractures during Shear
NASA Astrophysics Data System (ADS)
Huang, Na; Jiang, Yujing; Liu, Richeng; Li, Bo; Zhang, Zhenyu
This study investigates the roles of fracture roughness, normal stress and shear displacement on the fluid flow characteristics through three-dimensional (3D) self-affine fractal rock fractures, whose surfaces are generated using the modified successive random additions (SRA) algorithm. A series of numerical shear-flow tests under different normal stresses were conducted on rough rock fractures to calculate the evolutions of fracture aperture and permeability. The results show that the rough surfaces of fractal-based fractures can be described using the scaling parameter Hurst exponent (H), in which H = 3 - Df, where Df is the fractal dimension of 3D single fractures. The joint roughness coefficient (JRC) distribution of fracture profiles follows a Gauss function with a negative linear relationship between H and average JRC. The frequency curves of aperture distributions change from sharp to flat with increasing shear displacement, indicating a more anisotropic and heterogeneous flow pattern. Both the mean aperture and permeability of fracture increase with the increment of surface roughness and decrement of normal stress. At the beginning of shear, the permeability increases remarkably and then gradually becomes steady. A predictive model of permeability using the mean mechanical aperture is proposed and the validity is verified by comparisons with the experimental results reported in literature. The proposed model provides a simple method to approximate permeability of fractal-based rough rock fractures during shear using fracture aperture distribution that can be easily obtained from digitized fracture surface information.
Determinants of Standard Errors of MLEs in Confirmatory Factor Analysis
ERIC Educational Resources Information Center
Yuan, Ke-Hai; Cheng, Ying; Zhang, Wei
2010-01-01
This paper studies changes of standard errors (SE) of the normal-distribution-based maximum likelihood estimates (MLE) for confirmatory factor models as model parameters vary. Using logical analysis, simplified formulas and numerical verification, monotonic relationships between SEs and factor loadings as well as unique variances are found.…
Xing, Chao; Elston, Robert C
2006-07-01
The multipoint lod score and mod score methods have been advocated for their superior power in detecting linkage. However, little has been done to determine the distribution of multipoint lod scores or to examine the properties of mod scores. In this paper we study the distribution of multipoint lod scores both analytically and by simulation. We also study by simulation the distribution of maximum multipoint lod scores when maximized over different penetrance models. The multipoint lod score is approximately normally distributed with mean and variance that depend on marker informativity, marker density, specified genetic model, number of pedigrees, pedigree structure, and pattern of affection status. When the multipoint lod scores are maximized over a set of assumed penetrances models, an excess of false positive indications of linkage appear under dominant analysis models with low penetrances and under recessive analysis models with high penetrances. Therefore, caution should be taken in interpreting results when employing multipoint lod score and mod score approaches, in particular when inferring the level of linkage significance and the mode of inheritance of a trait.
Robust LOD scores for variance component-based linkage analysis.
Blangero, J; Williams, J T; Almasy, L
2000-01-01
The variance component method is now widely used for linkage analysis of quantitative traits. Although this approach offers many advantages, the importance of the underlying assumption of multivariate normality of the trait distribution within pedigrees has not been studied extensively. Simulation studies have shown that traits with leptokurtic distributions yield linkage test statistics that exhibit excessive Type I error when analyzed naively. We derive analytical formulae relating the deviation from the expected asymptotic distribution of the lod score to the kurtosis and total heritability of the quantitative trait. A simple correction constant yields a robust lod score for any deviation from normality and for any pedigree structure, and effectively eliminates the problem of inflated Type I error due to misspecification of the underlying probability model in variance component-based linkage analysis.
Extinction models for cancer stem cell therapy
Sehl, Mary; Zhou, Hua; Sinsheimer, Janet S.; Lange, Kenneth L.
2012-01-01
Cells with stem cell-like properties are now viewed as initiating and sustaining many cancers. This suggests that cancer can be cured by driving these cancer stem cells to extinction. The problem with this strategy is that ordinary stem cells are apt to be killed in the process. This paper sets bounds on the killing differential (difference between death rates of cancer stem cells and normal stem cells) that must exist for the survival of an adequate number of normal stem cells. Our main tools are birth–death Markov chains in continuous time. In this framework, we investigate the extinction times of cancer stem cells and normal stem cells. Application of extreme value theory from mathematical statistics yields an accurate asymptotic distribution and corresponding moments for both extinction times. We compare these distributions for the two cell populations as a function of the killing rates. Perhaps a more telling comparison involves the number of normal stem cells NH at the extinction time of the cancer stem cells. Conditioning on the asymptotic time to extinction of the cancer stem cells allows us to calculate the asymptotic mean and variance of NH. The full distribution of NH can be retrieved by the finite Fourier transform and, in some parameter regimes, by an eigenfunction expansion. Finally, we discuss the impact of quiescence (the resting state) on stem cell dynamics. Quiescence can act as a sanctuary for cancer stem cells and imperils the proposed therapy. We approach the complication of quiescence via multitype branching process models and stochastic simulation. Improvements to the τ-leaping method of stochastic simulation make it a versatile tool in this context. We conclude that the proposed therapy must target quiescent cancer stem cells as well as actively dividing cancer stem cells. The current cancer models demonstrate the virtue of attacking the same quantitative questions from a variety of modeling, mathematical, and computational perspectives. PMID:22001354
Extinction models for cancer stem cell therapy.
Sehl, Mary; Zhou, Hua; Sinsheimer, Janet S; Lange, Kenneth L
2011-12-01
Cells with stem cell-like properties are now viewed as initiating and sustaining many cancers. This suggests that cancer can be cured by driving these cancer stem cells to extinction. The problem with this strategy is that ordinary stem cells are apt to be killed in the process. This paper sets bounds on the killing differential (difference between death rates of cancer stem cells and normal stem cells) that must exist for the survival of an adequate number of normal stem cells. Our main tools are birth-death Markov chains in continuous time. In this framework, we investigate the extinction times of cancer stem cells and normal stem cells. Application of extreme value theory from mathematical statistics yields an accurate asymptotic distribution and corresponding moments for both extinction times. We compare these distributions for the two cell populations as a function of the killing rates. Perhaps a more telling comparison involves the number of normal stem cells NH at the extinction time of the cancer stem cells. Conditioning on the asymptotic time to extinction of the cancer stem cells allows us to calculate the asymptotic mean and variance of NH. The full distribution of NH can be retrieved by the finite Fourier transform and, in some parameter regimes, by an eigenfunction expansion. Finally, we discuss the impact of quiescence (the resting state) on stem cell dynamics. Quiescence can act as a sanctuary for cancer stem cells and imperils the proposed therapy. We approach the complication of quiescence via multitype branching process models and stochastic simulation. Improvements to the τ-leaping method of stochastic simulation make it a versatile tool in this context. We conclude that the proposed therapy must target quiescent cancer stem cells as well as actively dividing cancer stem cells. The current cancer models demonstrate the virtue of attacking the same quantitative questions from a variety of modeling, mathematical, and computational perspectives. Copyright © 2011 Elsevier Inc. All rights reserved.
The impacts of precipitation amount simulation on hydrological modeling in Nordic watersheds
NASA Astrophysics Data System (ADS)
Li, Zhi; Brissette, Fancois; Chen, Jie
2013-04-01
Stochastic modeling of daily precipitation is very important for hydrological modeling, especially when no observed data are available. Precipitation is usually modeled by two component model: occurrence generation and amount simulation. For occurrence simulation, the most common method is the first-order two-state Markov chain due to its simplification and good performance. However, various probability distributions have been reported to simulate precipitation amount, and spatiotemporal differences exist in the applicability of different distribution models. Therefore, assessing the applicability of different distribution models is necessary in order to provide more accurate precipitation information. Six precipitation probability distributions (exponential, Gamma, Weibull, skewed normal, mixed exponential, and hybrid exponential/Pareto distributions) are directly and indirectly evaluated on their ability to reproduce the original observed time series of precipitation amount. Data from 24 weather stations and two watersheds (Chute-du-Diable and Yamaska watersheds) in the province of Quebec (Canada) are used for this assessment. Various indices or statistics, such as the mean, variance, frequency distribution and extreme values are used to quantify the performance in simulating the precipitation and discharge. Performance in reproducing key statistics of the precipitation time series is well correlated to the number of parameters of the distribution function, and the three-parameter precipitation models outperform the other models, with the mixed exponential distribution being the best at simulating daily precipitation. The advantage of using more complex precipitation distributions is not as clear-cut when the simulated time series are used to drive a hydrological model. While the advantage of using functions with more parameters is not nearly as obvious, the mixed exponential distribution appears nonetheless as the best candidate for hydrological modeling. The implications of choosing a distribution function with respect to hydrological modeling and climate change impact studies are also discussed.
Zhu, Qiaohao; Carriere, K C
2016-01-01
Publication bias can significantly limit the validity of meta-analysis when trying to draw conclusion about a research question from independent studies. Most research on detection and correction for publication bias in meta-analysis focus mainly on funnel plot-based methodologies or selection models. In this paper, we formulate publication bias as a truncated distribution problem, and propose new parametric solutions. We develop methodologies of estimating the underlying overall effect size and the severity of publication bias. We distinguish the two major situations, in which publication bias may be induced by: (1) small effect size or (2) large p-value. We consider both fixed and random effects models, and derive estimators for the overall mean and the truncation proportion. These estimators will be obtained using maximum likelihood estimation and method of moments under fixed- and random-effects models, respectively. We carried out extensive simulation studies to evaluate the performance of our methodology, and to compare with the non-parametric Trim and Fill method based on funnel plot. We find that our methods based on truncated normal distribution perform consistently well, both in detecting and correcting publication bias under various situations.
Schlain, Brian; Amaravadi, Lakshmi; Donley, Jean; Wickramasekera, Ananda; Bennett, Donald; Subramanyam, Meena
2010-01-31
In recent years there has been growing recognition of the impact of anti-drug or anti-therapeutic antibodies (ADAs, ATAs) on the pharmacokinetic and pharmacodynamic behavior of the drug, which ultimately affects drug exposure and activity. These anti-drug antibodies can also impact safety of the therapeutic by inducing a range of reactions from hypersensitivity to neutralization of the activity of an endogenous protein. Assessments of immunogenicity, therefore, are critically dependent on the bioanalytical method used to test samples, in which a positive versus negative reactivity is determined by a statistically derived cut point based on the distribution of drug naïve samples. For non-normally distributed data, a novel gamma-fitting method for obtaining assay cut points is presented. Non-normal immunogenicity data distributions, which tend to be unimodal and positively skewed, can often be modeled by 3-parameter gamma fits. Under a gamma regime, gamma based cut points were found to be more accurate (closer to their targeted false positive rates) compared to normal or log-normal methods and more precise (smaller standard errors of cut point estimators) compared with the nonparametric percentile method. Under a gamma regime, normal theory based methods for estimating cut points targeting a 5% false positive rate were found in computer simulation experiments to have, on average, false positive rates ranging from 6.2 to 8.3% (or positive biases between +1.2 and +3.3%) with bias decreasing with the magnitude of the gamma shape parameter. The log-normal fits tended, on average, to underestimate false positive rates with negative biases as large a -2.3% with absolute bias decreasing with the shape parameter. These results were consistent with the well known fact that gamma distributions become less skewed and closer to a normal distribution as their shape parameters increase. Inflated false positive rates, especially in a screening assay, shifts the emphasis to confirm test results in a subsequent test (confirmatory assay). On the other hand, deflated false positive rates in the case of screening immunogenicity assays will not meet the minimum 5% false positive target as proposed in the immunogenicity assay guidance white papers. Copyright 2009 Elsevier B.V. All rights reserved.
Three-Dimensional Model of the Scatterer Distribution in Cirrhotic Liver
NASA Astrophysics Data System (ADS)
Yamaguchi, Tadashi; Nakamura, Keigo; Hachiya, Hiroyuki
2003-05-01
Ultrasonic B-mode images are affected by changes in scatterer distribution. It is hard to estimate the relationship between the ultrasonic image and the tissue structure quantitatively because we cannot observe the continuous stages of liver cirrhosis tissue clinically, particularly the beginning stage. In this paper, we propose a three-dimensional modeling method of scatterer distribution for normal and cirrhotic livers to confirm the influence of the change in the form of scatterer distribution on echo information. The algorithm of the method includes parameters which determine the expansion of nodules and fibers. Using the B-mode images which are obtained from these scatterer distributions, we analyze the relationship between the changes in the form of biological tissue and the changes in the B-mode images during progressive liver cirrhosis.
Element enrichment factor calculation using grain-size distribution and functional data regression.
Sierra, C; Ordóñez, C; Saavedra, A; Gallego, J R
2015-01-01
In environmental geochemistry studies it is common practice to normalize element concentrations in order to remove the effect of grain size. Linear regression with respect to a particular grain size or conservative element is a widely used method of normalization. In this paper, the utility of functional linear regression, in which the grain-size curve is the independent variable and the concentration of pollutant the dependent variable, is analyzed and applied to detrital sediment. After implementing functional linear regression and classical linear regression models to normalize and calculate enrichment factors, we concluded that the former regression technique has some advantages over the latter. First, functional linear regression directly considers the grain-size distribution of the samples as the explanatory variable. Second, as the regression coefficients are not constant values but functions depending on the grain size, it is easier to comprehend the relationship between grain size and pollutant concentration. Third, regularization can be introduced into the model in order to establish equilibrium between reliability of the data and smoothness of the solutions. Copyright © 2014 Elsevier Ltd. All rights reserved.
Analytical YORP torques model with an improved temperature distribution function
NASA Astrophysics Data System (ADS)
Breiter, S.; Vokrouhlický, D.; Nesvorný, D.
2010-01-01
Previous models of the Yarkovsky-O'Keefe-Radzievskii-Paddack (YORP) effect relied either on the zero thermal conductivity assumption, or on the solutions of the heat conduction equations assuming an infinite body size. We present the first YORP solution accounting for a finite size and non-radial direction of the surface normal vectors in the temperature distribution. The new thermal model implies the dependence of the YORP effect in rotation rate on asteroids conductivity. It is shown that the effect on small objects does not scale as the inverse square of diameter, but rather as the first power of the inverse.
Mroz, T A
1999-10-01
This paper contains a Monte Carlo evaluation of estimators used to control for endogeneity of dummy explanatory variables in continuous outcome regression models. When the true model has bivariate normal disturbances, estimators using discrete factor approximations compare favorably to efficient estimators in terms of precision and bias; these approximation estimators dominate all the other estimators examined when the disturbances are non-normal. The experiments also indicate that one should liberally add points of support to the discrete factor distribution. The paper concludes with an application of the discrete factor approximation to the estimation of the impact of marriage on wages.
Numerical Simulation of Abandoned Gob Methane Drainage through Surface Vertical Wells
Hu, Guozhong
2015-01-01
The influence of the ventilation system on the abandoned gob weakens, so the gas seepage characteristics in the abandoned gob are significantly different from those in a normal mining gob. In connection with this, this study physically simulated the movement of overlying rock strata. A spatial distribution function for gob permeability was derived. A numerical model using FLUENT for abandoned gob methane drainage through surface wells was established, and the derived spatial distribution function for gob permeability was imported into the numerical model. The control range of surface wells, flow patterns and distribution rules for static pressure in the abandoned gob under different well locations were determined using the calculated results from the numerical model. PMID:25955438
Information pricing based on trusted system
NASA Astrophysics Data System (ADS)
Liu, Zehua; Zhang, Nan; Han, Hongfeng
2018-05-01
Personal information has become a valuable commodity in today's society. So our goal aims to develop a price point and a pricing system to be realistic. First of all, we improve the existing BLP system to prevent cascading incidents, design a 7-layer model. Through the cost of encryption in each layer, we develop PI price points. Besides, we use association rules mining algorithms in data mining algorithms to calculate the importance of information in order to optimize informational hierarchies of different attribute types when located within a multi-level trusted system. Finally, we use normal distribution model to predict encryption level distribution for users in different classes and then calculate information prices through a linear programming model with the help of encryption level distribution above.
Power law versus exponential state transition dynamics: application to sleep-wake architecture.
Chu-Shore, Jesse; Westover, M Brandon; Bianchi, Matt T
2010-12-02
Despite the common experience that interrupted sleep has a negative impact on waking function, the features of human sleep-wake architecture that best distinguish sleep continuity versus fragmentation remain elusive. In this regard, there is growing interest in characterizing sleep architecture using models of the temporal dynamics of sleep-wake stage transitions. In humans and other mammals, the state transitions defining sleep and wake bout durations have been described with exponential and power law models, respectively. However, sleep-wake stage distributions are often complex, and distinguishing between exponential and power law processes is not always straightforward. Although mono-exponential distributions are distinct from power law distributions, multi-exponential distributions may in fact resemble power laws by appearing linear on a log-log plot. To characterize the parameters that may allow these distributions to mimic one another, we systematically fitted multi-exponential-generated distributions with a power law model, and power law-generated distributions with multi-exponential models. We used the Kolmogorov-Smirnov method to investigate goodness of fit for the "incorrect" model over a range of parameters. The "zone of mimicry" of parameters that increased the risk of mistakenly accepting power law fitting resembled empiric time constants obtained in human sleep and wake bout distributions. Recognizing this uncertainty in model distinction impacts interpretation of transition dynamics (self-organizing versus probabilistic), and the generation of predictive models for clinical classification of normal and pathological sleep architecture.
Geravanchizadeh, Masoud; Fallah, Ali
2015-12-01
A binaural and psychoacoustically motivated intelligibility model, based on a well-known monaural microscopic model is proposed. This model simulates a phoneme recognition task in the presence of spatially distributed speech-shaped noise in anechoic scenarios. In the proposed model, binaural advantage effects are considered by generating a feature vector for a dynamic-time-warping speech recognizer. This vector consists of three subvectors incorporating two monaural subvectors to model the better-ear hearing, and a binaural subvector to simulate the binaural unmasking effect. The binaural unit of the model is based on equalization-cancellation theory. This model operates blindly, which means separate recordings of speech and noise are not required for the predictions. Speech intelligibility tests were conducted with 12 normal hearing listeners by collecting speech reception thresholds (SRTs) in the presence of single and multiple sources of speech-shaped noise. The comparison of the model predictions with the measured binaural SRTs, and with the predictions of a macroscopic binaural model called extended equalization-cancellation, shows that this approach predicts the intelligibility in anechoic scenarios with good precision. The square of the correlation coefficient (r(2)) and the mean-absolute error between the model predictions and the measurements are 0.98 and 0.62 dB, respectively.
Common Lognormal Behavior in Legal Systems
NASA Astrophysics Data System (ADS)
Yamamoto, Ken
2017-07-01
This study characterizes a statistical property of legal systems: the distribution of the number of articles in a law follows a lognormal distribution. This property is common to the Japanese, German, and Singaporean laws. To explain this lognormal behavior, tree structure of the law is analyzed. If the depth of a tree follows a normal distribution, the lognormal distribution of the number of articles can be theoretically derived. We analyze the structure of the Japanese laws using chapters, sections, and other levels of organization, and this analysis demonstrates that the proposed model is quantitatively reasonable.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lagerlöf, Jakob H., E-mail: Jakob@radfys.gu.se; Kindblom, Jon; Bernhardt, Peter
2014-09-15
Purpose: To construct a Monte Carlo (MC)-based simulation model for analyzing the dependence of tumor oxygen distribution on different variables related to tumor vasculature [blood velocity, vessel-to-vessel proximity (vessel proximity), and inflowing oxygen partial pressure (pO{sub 2})]. Methods: A voxel-based tissue model containing parallel capillaries with square cross-sections (sides of 10 μm) was constructed. Green's function was used for diffusion calculations and Michaelis-Menten's kinetics to manage oxygen consumption. The model was tuned to approximately reproduce the oxygenational status of a renal carcinoma; the depth oxygenation curves (DOC) were fitted with an analytical expression to facilitate rapid MC simulations of tumormore » oxygen distribution. DOCs were simulated with three variables at three settings each (blood velocity, vessel proximity, and inflowing pO{sub 2}), which resulted in 27 combinations of conditions. To create a model that simulated variable oxygen distributions, the oxygen tension at a specific point was randomly sampled with trilinear interpolation in the dataset from the first simulation. Six correlations between blood velocity, vessel proximity, and inflowing pO{sub 2} were hypothesized. Variable models with correlated parameters were compared to each other and to a nonvariable, DOC-based model to evaluate the differences in simulated oxygen distributions and tumor radiosensitivities for different tumor sizes. Results: For tumors with radii ranging from 5 to 30 mm, the nonvariable DOC model tended to generate normal or log-normal oxygen distributions, with a cut-off at zero. The pO{sub 2} distributions simulated with the six-variable DOC models were quite different from the distributions generated with the nonvariable DOC model; in the former case the variable models simulated oxygen distributions that were more similar to in vivo results found in the literature. For larger tumors, the oxygen distributions became truncated in the lower end, due to anoxia, but smaller tumors showed undisturbed oxygen distributions. The six different models with correlated parameters generated three classes of oxygen distributions. The first was a hypothetical, negative covariance between vessel proximity and pO{sub 2} (VPO-C scenario); the second was a hypothetical positive covariance between vessel proximity and pO{sub 2} (VPO+C scenario); and the third was the hypothesis of no correlation between vessel proximity and pO{sub 2} (UP scenario). The VPO-C scenario produced a distinctly different oxygen distribution than the two other scenarios. The shape of the VPO-C scenario was similar to that of the nonvariable DOC model, and the larger the tumor, the greater the similarity between the two models. For all simulations, the mean oxygen tension decreased and the hypoxic fraction increased with tumor size. The absorbed dose required for definitive tumor control was highest for the VPO+C scenario, followed by the UP and VPO-C scenarios. Conclusions: A novel MC algorithm was presented which simulated oxygen distributions and radiation response for various biological parameter values. The analysis showed that the VPO-C scenario generated a clearly different oxygen distribution from the VPO+C scenario; the former exhibited a lower hypoxic fraction and higher radiosensitivity. In future studies, this modeling approach might be valuable for qualitative analyses of factors that affect oxygen distribution as well as analyses of specific experimental and clinical situations.« less
Lagerlöf, Jakob H; Kindblom, Jon; Bernhardt, Peter
2014-09-01
To construct a Monte Carlo (MC)-based simulation model for analyzing the dependence of tumor oxygen distribution on different variables related to tumor vasculature [blood velocity, vessel-to-vessel proximity (vessel proximity), and inflowing oxygen partial pressure (pO2)]. A voxel-based tissue model containing parallel capillaries with square cross-sections (sides of 10 μm) was constructed. Green's function was used for diffusion calculations and Michaelis-Menten's kinetics to manage oxygen consumption. The model was tuned to approximately reproduce the oxygenational status of a renal carcinoma; the depth oxygenation curves (DOC) were fitted with an analytical expression to facilitate rapid MC simulations of tumor oxygen distribution. DOCs were simulated with three variables at three settings each (blood velocity, vessel proximity, and inflowing pO2), which resulted in 27 combinations of conditions. To create a model that simulated variable oxygen distributions, the oxygen tension at a specific point was randomly sampled with trilinear interpolation in the dataset from the first simulation. Six correlations between blood velocity, vessel proximity, and inflowing pO2 were hypothesized. Variable models with correlated parameters were compared to each other and to a nonvariable, DOC-based model to evaluate the differences in simulated oxygen distributions and tumor radiosensitivities for different tumor sizes. For tumors with radii ranging from 5 to 30 mm, the nonvariable DOC model tended to generate normal or log-normal oxygen distributions, with a cut-off at zero. The pO2 distributions simulated with the six-variable DOC models were quite different from the distributions generated with the nonvariable DOC model; in the former case the variable models simulated oxygen distributions that were more similar to in vivo results found in the literature. For larger tumors, the oxygen distributions became truncated in the lower end, due to anoxia, but smaller tumors showed undisturbed oxygen distributions. The six different models with correlated parameters generated three classes of oxygen distributions. The first was a hypothetical, negative covariance between vessel proximity and pO2 (VPO-C scenario); the second was a hypothetical positive covariance between vessel proximity and pO2 (VPO+C scenario); and the third was the hypothesis of no correlation between vessel proximity and pO2 (UP scenario). The VPO-C scenario produced a distinctly different oxygen distribution than the two other scenarios. The shape of the VPO-C scenario was similar to that of the nonvariable DOC model, and the larger the tumor, the greater the similarity between the two models. For all simulations, the mean oxygen tension decreased and the hypoxic fraction increased with tumor size. The absorbed dose required for definitive tumor control was highest for the VPO+C scenario, followed by the UP and VPO-C scenarios. A novel MC algorithm was presented which simulated oxygen distributions and radiation response for various biological parameter values. The analysis showed that the VPO-C scenario generated a clearly different oxygen distribution from the VPO+C scenario; the former exhibited a lower hypoxic fraction and higher radiosensitivity. In future studies, this modeling approach might be valuable for qualitative analyses of factors that affect oxygen distribution as well as analyses of specific experimental and clinical situations.
NASA Astrophysics Data System (ADS)
Kenny, Natasha A.; Warland, Jon S.; Brown, Robert D.; Gillespie, Terry G.
2009-09-01
This study assessed the performance of the COMFA outdoor thermal comfort model on subjects performing moderate to vigorous physical activity. Field tests were conducted on 27 subjects performing 30 min of steady-state activity (walking, running, and cycling) in an outdoor environment. The predicted COMFA budgets were compared to the actual thermal sensation (ATS) votes provided by participants during each 5-min interval. The results revealed a normal distribution in the subjects’ ATS votes, with 82% of votes received in categories 0 (neutral) to +2 (warm). The ATS votes were significantly dependent upon sex, air temperature, short and long-wave radiation, wind speed, and metabolic activity rate. There was a significant positive correlation between the ATS and predicted budgets (Spearman’s rho = 0.574, P < 0.01). However, the predicted budgets did not display a normal distribution, and the model produced erroneous estimates of the heat and moisture exchange between the human body and the ambient environment in 6% of the cases.
Applying the log-normal distribution to target detection
NASA Astrophysics Data System (ADS)
Holst, Gerald C.
1992-09-01
Holst and Pickard experimentally determined that MRT responses tend to follow a log-normal distribution. The log normal distribution appeared reasonable because nearly all visual psychological data is plotted on a logarithmic scale. It has the additional advantage that it is bounded to positive values; an important consideration since probability of detection is often plotted in linear coordinates. Review of published data suggests that the log-normal distribution may have universal applicability. Specifically, the log-normal distribution obtained from MRT tests appears to fit the target transfer function and the probability of detection of rectangular targets.
NASA Astrophysics Data System (ADS)
Zhang, H.; Harter, T.; Sivakumar, B.
2005-12-01
Facies-based geostatistical models have become important tools for the stochastic analysis of flow and transport processes in heterogeneous aquifers. However, little is known about the dependency of these processes on the parameters of facies- based geostatistical models. This study examines the nonpoint source solute transport normal to the major bedding plane in the presence of interconnected high conductivity (coarse- textured) facies in the aquifer medium and the dependence of the transport behavior upon the parameters of the constitutive facies model. A facies-based Markov chain geostatistical model is used to quantify the spatial variability of the aquifer system hydrostratigraphy. It is integrated with a groundwater flow model and a random walk particle transport model to estimate the solute travel time probability distribution functions (pdfs) for solute flux from the water table to the bottom boundary (production horizon) of the aquifer. The cases examined include, two-, three-, and four-facies models with horizontal to vertical facies mean length anisotropy ratios, ek, from 25:1 to 300:1, and with a wide range of facies volume proportions (e.g, from 5% to 95% coarse textured facies). Predictions of travel time pdfs are found to be significantly affected by the number of hydrostratigraphic facies identified in the aquifer, the proportions of coarse-textured sediments, the mean length of the facies (particularly the ratio of length to thickness of coarse materials), and - to a lesser degree - the juxtapositional preference among the hydrostratigraphic facies. In transport normal to the sedimentary bedding plane, travel time pdfs are not log- normally distributed as is often assumed. Also, macrodispersive behavior (variance of the travel time pdf) was found to not be a unique function of the conductivity variance. The skewness of the travel time pdf varied from negatively skewed to strongly positively skewed within the parameter range examined. We also show that the Markov chain approach may give significantly different travel time pdfs when compared to the more commonly used Gaussian random field approach even though the first and second order moments in the geostatistical distribution of the lnK field are identical. The choice of the appropriate geostatistical model is therefore critical in the assessment of nonpoint source transport.
Importance of vesicle release stochasticity in neuro-spike communication.
Ramezani, Hamideh; Akan, Ozgur B
2017-07-01
Aim of this paper is proposing a stochastic model for vesicle release process, a part of neuro-spike communication. Hence, we study biological events occurring in this process and use microphysiological simulations to observe functionality of these events. Since the most important source of variability in vesicle release probability is opening of voltage dependent calcium channels (VDCCs) followed by influx of calcium ions through these channels, we propose a stochastic model for this event, while using a deterministic model for other variability sources. To capture the stochasticity of calcium influx to pre-synaptic neuron in our model, we study its statistics and find that it can be modeled by a distribution defined based on Normal and Logistic distributions.
Almeida, Tiago P; Chu, Gavin S; Li, Xin; Dastagir, Nawshin; Tuan, Jiun H; Stafford, Peter J; Schlindwein, Fernando S; Ng, G André
2017-01-01
Purpose: Complex fractionated atrial electrograms (CFAE)-guided ablation after pulmonary vein isolation (PVI) has been used for persistent atrial fibrillation (persAF) therapy. This strategy has shown suboptimal outcomes due to, among other factors, undetected changes in the atrial tissue following PVI. In the present work, we investigate CFAE distribution before and after PVI in patients with persAF using a multivariate statistical model. Methods: 207 pairs of atrial electrograms (AEGs) were collected before and after PVI respectively, from corresponding LA regions in 18 persAF patients. Twelve attributes were measured from the AEGs, before and after PVI. Statistical models based on multivariate analysis of variance (MANOVA) and linear discriminant analysis (LDA) have been used to characterize the atrial regions and AEGs. Results: PVI significantly reduced CFAEs in the LA (70 vs. 40%; P < 0.0001). Four types of LA regions were identified, based on the AEGs characteristics: (i) fractionated before PVI that remained fractionated after PVI (31% of the collected points); (ii) fractionated that converted to normal (39%); (iii) normal prior to PVI that became fractionated (9%) and; (iv) normal that remained normal (21%). Individually, the attributes failed to distinguish these LA regions, but multivariate statistical models were effective in their discrimination ( P < 0.0001). Conclusion: Our results have unveiled that there are LA regions resistant to PVI, while others are affected by it. Although, traditional methods were unable to identify these different regions, the proposed multivariate statistical model discriminated LA regions resistant to PVI from those affected by it without prior ablation information.
Nicolás, R O
1987-09-15
Different optical analysis of cylindrical-parabolic concentrators were made by utilizing four models of intensity distribution of the solar disk, i.e., square, uniform, real, and Gaussian. In this paper, the validity conditions using such distributions are determined by calculating each model of the intensity distribution on the receiver plane of perfect and nonperfect cylindrical-parabolic concentrators. We call nonperfect concentrators those in which the normal to each differential element of the specular surface departs from its correct position by an angle sigma(epsilon), the possible values of which follow a Gaussian distribution of mean value epsilon and standard deviation sigma(epsilon). In particular, the results obtained with the models considered for a concentrator with an aperture half-angle of 45 degrees are shown and compared. An important conclusion is that for sigma(epsilon) greater, similar 4 mrad, in some cases for sigma(epsilon) greater, similar 2 mrad, the results obtained are practically independent of the model used.
Joel W. Homan; Charles H. Luce; James P. McNamara; Nancy F. Glenn
2011-01-01
Describing the spatial variability of heterogeneous snowpacks at a watershed or mountain-front scale is important for improvements in large-scale snowmelt modelling. Snowmelt depletion curves, which relate fractional decreases in snowcovered area (SCA) against normalized decreases in snow water equivalent (SWE), are a common approach to scale-up snowmelt models....
A Simple Model of Cirrus Horizontal Inhomogeneity and Cloud Fraction
NASA Technical Reports Server (NTRS)
Smith, Samantha A.; DelGenio, Anthony D.
1998-01-01
A simple model of horizontal inhomogeneity and cloud fraction in cirrus clouds has been formulated on the basis that all internal horizontal inhomogeneity in the ice mixing ratio is due to variations in the cloud depth, which are assumed to be Gaussian. The use of such a model was justified by the observed relationship between the normalized variability of the ice water mixing ratio (and extinction) and the normalized variability of cloud depth. Using radar cloud depth data as input, the model reproduced well the in-cloud ice water mixing ratio histograms obtained from horizontal runs during the FIRE2 cirrus campaign. For totally overcast cases the histograms were almost Gaussian, but changed as cloud fraction decreased to exponential distributions which peaked at the lowest nonzero ice value for cloud fractions below 90%. Cloud fractions predicted by the model were always within 28% of the observed value. The predicted average ice water mixing ratios were within 34% of the observed values. This model could be used in a GCM to produce the ice mixing ratio probability distribution function and to estimate cloud fraction. It only requires basic meteorological parameters, the depth of the saturated layer and the standard deviation of cloud depth as input.
Data normalization in biosurveillance: an information-theoretic approach.
Peter, William; Najmi, Amir H; Burkom, Howard
2007-10-11
An approach to identifying public health threats by characterizing syndromic surveillance data in terms of its surprisability is discussed. Surprisability in our model is measured by assigning a probability distribution to a time series, and then calculating its entropy, leading to a straightforward designation of an alert. Initial application of our method is to investigate the applicability of using suitably-normalized syndromic counts (i.e., proportions) to improve early event detection.
De, S; Kuipers, J A M; Peters, E A J F; Padding, J T
2017-12-13
We investigate creeping viscoelastic fluid flow through two-dimensional porous media consisting of random arrangements of monodisperse and bidisperse cylinders, using our finite volume-immersed boundary method introduced in S. De, et al., J. Non-Newtonian Fluid Mech., 2016, 232, 67-76. The viscoelastic fluid is modeled with a FENE-P model. The simulations show an increased flow resistance with increase in flow rate, even though the bulk response of the fluid to shear flow is shear thinning. We show that if the square root of the permeability is chosen as the characteristic length scale in the determination of the dimensionless Deborah number (De), then all flow resistance curves collapse to a single master curve, irrespective of the pore geometry. Our study reveals how viscoelastic stresses and flow topologies (rotation, shear and extension) are distributed through the porous media, and how they evolve with increasing De. We correlate the local viscoelastic first normal stress differences with the local flow topology and show that the largest normal stress differences are located in shear flow dominated regions and not in extensional flow dominated regions at higher viscoelasticity. The study shows that normal stress differences in shear flow regions may play a crucial role in the increase of flow resistance for viscoelastic flow through such porous media.
Scaling laws and properties of compositional data
NASA Astrophysics Data System (ADS)
Buccianti, Antonella; Albanese, Stefano; Lima, AnnaMaria; Minolfi, Giulia; De Vivo, Benedetto
2016-04-01
Many random processes occur in geochemistry. Accurate predictions of the manner in which elements or chemical species interact each other are needed to construct models able to treat presence of random components. Geochemical variables actually observed are the consequence of several events, some of which may be poorly defined or imperfectly understood. Variables tend to change with time/space but, despite their complexity, may share specific common traits and it is possible to model them stochastically. Description of the frequency distribution of the geochemical abundances has been an important target of research, attracting attention for at least 100 years, starting with CLARKE (1889) and continued by GOLDSCHMIDT (1933) and WEDEPOHL (1955). However, it was AHRENS (1954a,b) who focussed on the effect of skewness distributions, for example the log-normal distribution, regarded by him as a fundamental law of geochemistry. Although modeling of frequency distributions with some probabilistic models (for example Gaussian, log-normal, Pareto) has been well discussed in several fields of application, little attention has been devoted to the features of compositional data. When compositional nature of data is taken into account, the most typical distribution models for compositions are the Dirichlet and the additive logistic normal (or normal on the simplex) (AITCHISON et al. 2003; MATEU-FIGUERAS et al. 2005; MATEU-FIGUERAS and PAWLOWSKY-GLAHN 2008; MATEU-FIGUERAS et al. 2013). As an alternative, because compositional data have to be transformed from simplex space to real space, coordinates obtained by the ilr transformation or by application of the concept of balance can be analyzed by classical methods (EGOZCUE et al. 2003). In this contribution an approach coherent with the properties of compositional information is proposed and used to investigate the shape of the frequency distribution of compositional data. The purpose is to understand data-generation processes from the perspective of compositional theory. The approach is based on the use of the isometric log-ratio transformation, characterized by theoretical and practical advantages, but requiring a more complex geochemical interpretation compared with the investigation of single variables. The proposed methodology directs attention to model the frequency distributions of more complex indices, linking all the terms of the composition to better represent the dynamics of geochemical processes. An example of its application is presented and discussed by considering topsoil geochemistry of Campania Region (southern Italy). The investigated multi-element data archive contains, among others, Al, As, B, Ba, Ca, Co, Cr, Cu, Fe, K, La, Mg, Mn, Mo, Na, Ni, P, Pb, Sr, Th, Ti, V and Zn (mg/kg) contents determined in 3535 new topsoils as well as information on coordinates, geology, land cover. (BUCCIANTI et al., 2015). AHRENS, L. ,1954a. Geochim. Cosm. Acta 6, 121-131. AHRENS, L., 1954b. Geochim. Cosm. Acta 5, 49-73. AITCHISON, J., et al., 2003. Math Geol 35(6), 667-680. BUCCIANTI et al., 2015. Jour. Geoch. Explor., 159, 302-316. CLARKE, F., 1889. Phil. Society of Washington Bull. 11, 131-142. EGOZCUE, J.J. et al., 2003. Math Geol 35(3), 279-300. MATEU-FIGUERAS, G. et al, (2005), Stoch. Environ. Res. Risk Ass. 19(3), 205-214.
Confirmatory Factor Analysis of Ordinal Variables with Misspecified Models
ERIC Educational Resources Information Center
Yang-Wallentin, Fan; Joreskog, Karl G.; Luo, Hao
2010-01-01
Ordinal variables are common in many empirical investigations in the social and behavioral sciences. Researchers often apply the maximum likelihood method to fit structural equation models to ordinal data. This assumes that the observed measures have normal distributions, which is not the case when the variables are ordinal. A better approach is…
A Bayesian Beta-Mixture Model for Nonparametric IRT (BBM-IRT)
ERIC Educational Resources Information Center
Arenson, Ethan A.; Karabatsos, George
2017-01-01
Item response models typically assume that the item characteristic (step) curves follow a logistic or normal cumulative distribution function, which are strictly monotone functions of person test ability. Such assumptions can be overly-restrictive for real item response data. We propose a simple and more flexible Bayesian nonparametric IRT model…
A new multivariate zero-adjusted Poisson model with applications to biomedicine.
Liu, Yin; Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen
2018-05-25
Recently, although advances were made on modeling multivariate count data, existing models really has several limitations: (i) The multivariate Poisson log-normal model (Aitchison and Ho, ) cannot be used to fit multivariate count data with excess zero-vectors; (ii) The multivariate zero-inflated Poisson (ZIP) distribution (Li et al., 1999) cannot be used to model zero-truncated/deflated count data and it is difficult to apply to high-dimensional cases; (iii) The Type I multivariate zero-adjusted Poisson (ZAP) distribution (Tian et al., 2017) could only model multivariate count data with a special correlation structure for random components that are all positive or negative. In this paper, we first introduce a new multivariate ZAP distribution, based on a multivariate Poisson distribution, which allows the correlations between components with a more flexible dependency structure, that is some of the correlation coefficients could be positive while others could be negative. We then develop its important distributional properties, and provide efficient statistical inference methods for multivariate ZAP model with or without covariates. Two real data examples in biomedicine are used to illustrate the proposed methods. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
ERIC Educational Resources Information Center
Zimmerman, Donald W.
2011-01-01
This study investigated how population parameters representing heterogeneity of variance, skewness, kurtosis, bimodality, and outlier-proneness, drawn from normal and eleven non-normal distributions, also characterized the ranks corresponding to independent samples of scores. When the parameters of population distributions from which samples were…
Xing, Dongyuan; Huang, Yangxin; Chen, Henian; Zhu, Yiliang; Dagne, Getachew A; Baldwin, Julie
2017-08-01
Semicontinuous data featured with an excessive proportion of zeros and right-skewed continuous positive values arise frequently in practice. One example would be the substance abuse/dependence symptoms data for which a substantial proportion of subjects investigated may report zero. Two-part mixed-effects models have been developed to analyze repeated measures of semicontinuous data from longitudinal studies. In this paper, we propose a flexible two-part mixed-effects model with skew distributions for correlated semicontinuous alcohol data under the framework of a Bayesian approach. The proposed model specification consists of two mixed-effects models linked by the correlated random effects: (i) a model on the occurrence of positive values using a generalized logistic mixed-effects model (Part I); and (ii) a model on the intensity of positive values using a linear mixed-effects model where the model errors follow skew distributions including skew- t and skew-normal distributions (Part II). The proposed method is illustrated with an alcohol abuse/dependence symptoms data from a longitudinal observational study, and the analytic results are reported by comparing potential models under different random-effects structures. Simulation studies are conducted to assess the performance of the proposed models and method.
The decline and fall of Type II error rates
Steve Verrill; Mark Durst
2005-01-01
For general linear models with normally distributed random errors, the probability of a Type II error decreases exponentially as a function of sample size. This potentially rapid decline reemphasizes the importance of performing power calculations.
[Natural selection associated with color vision defects in some population groups of Eurasia].
Evsiukov, A N
2014-01-01
Fitness coefficients and other quantitative parameters of selection associated with the generalized color blindness gene CB+ were obtained for three ethnogeographic population groups, including Belarusians from Belarus, ethnic populations of the Volga-Ural region, and ethnic populations of Siberia and the Far East of Russia. All abnormalities encoded by the OPN1LW and OPN1MW loci were treated as deviations from normal color perception. Coefficients were estimated from an approximation of the observed CB+ frequency distributions to the theoretical stationary distribution for the Wright island model. This model takes into account the pressure of migrations, selection, and random genetic drift, while the selection parameters are represented in the form of the distribution parameters. In the populations of Siberia and Far East, directional selection in favor of normal color vision and the corresponding allele CB- was observed. In the Belarusian and ethnic populations of the Volga-Ural region, stabilizing selection was observed. The selection intensity constituted 0.03 in the Belarusian; 0.22 in the ethnic populations of the Volga-Ural region; and 0.24 in ethnic populations of Siberia and Far East.
Conlon, Anna S C; Taylor, Jeremy M G; Elliott, Michael R
2014-04-01
In clinical trials, a surrogate outcome variable (S) can be measured before the outcome of interest (T) and may provide early information regarding the treatment (Z) effect on T. Using the principal surrogacy framework introduced by Frangakis and Rubin (2002. Principal stratification in causal inference. Biometrics 58, 21-29), we consider an approach that has a causal interpretation and develop a Bayesian estimation strategy for surrogate validation when the joint distribution of potential surrogate and outcome measures is multivariate normal. From the joint conditional distribution of the potential outcomes of T, given the potential outcomes of S, we propose surrogacy validation measures from this model. As the model is not fully identifiable from the data, we propose some reasonable prior distributions and assumptions that can be placed on weakly identified parameters to aid in estimation. We explore the relationship between our surrogacy measures and the surrogacy measures proposed by Prentice (1989. Surrogate endpoints in clinical trials: definition and operational criteria. Statistics in Medicine 8, 431-440). The method is applied to data from a macular degeneration study and an ovarian cancer study.
Conlon, Anna S. C.; Taylor, Jeremy M. G.; Elliott, Michael R.
2014-01-01
In clinical trials, a surrogate outcome variable (S) can be measured before the outcome of interest (T) and may provide early information regarding the treatment (Z) effect on T. Using the principal surrogacy framework introduced by Frangakis and Rubin (2002. Principal stratification in causal inference. Biometrics 58, 21–29), we consider an approach that has a causal interpretation and develop a Bayesian estimation strategy for surrogate validation when the joint distribution of potential surrogate and outcome measures is multivariate normal. From the joint conditional distribution of the potential outcomes of T, given the potential outcomes of S, we propose surrogacy validation measures from this model. As the model is not fully identifiable from the data, we propose some reasonable prior distributions and assumptions that can be placed on weakly identified parameters to aid in estimation. We explore the relationship between our surrogacy measures and the surrogacy measures proposed by Prentice (1989. Surrogate endpoints in clinical trials: definition and operational criteria. Statistics in Medicine 8, 431–440). The method is applied to data from a macular degeneration study and an ovarian cancer study. PMID:24285772
Numerical simulation of the stress distribution in a coal mine caused by a normal fault
NASA Astrophysics Data System (ADS)
Zhang, Hongmei; Wu, Jiwen; Zhai, Xiaorong
2017-06-01
Luling coal mine was used for research using FLAC3D software to analyze the stress distribution characteristics of the two sides of a normal fault zone with two different working face models. The working faces were, respectively, on the hanging wall and the foot wall; the two directions of mining were directed to the fault. The stress distributions were different across the fault. The stress was concentrated and the influenced range of stress was gradually larger while the working face was located on the hanging wall. The fault zone played a negative effect to the stress transmission. Obviously, the fault prevented stress transmission, the stress concentrated on the fault zone and the hanging wall. In the second model, the stress on the two sides decreased at first, but then increased continuing to transmit to the hanging wall. The concentrated stress in the fault zone decreased and the stress transmission was obvious. Because of this, the result could be used to minimize roadway damage and lengthen the time available for coal mining by careful design of the roadway and working face.
NASA Astrophysics Data System (ADS)
Sanchez, Gerardo
A flipped laboratory model involves significant preparation by the students on lab material prior to entry to the laboratory. This allows laboratory time to be focused on active learning through experiments. The aim of this study was to observe changes in student performance through the transition from a traditional laboratory format, to a flipped format. The data showed that for both Anatomy and Physiology (I and II) laboratories a more normal distribution of grades was observed once labs were flipped and lecture grade averages increased. Chi square and analysis of variance tests showed grade changes to a statistically significant degree, with a p value of less than 0.05 on both analyses. Regression analyses gave decreasing numbers after the flipped labs were introduced with an r. 2 value of .485 for A&P I, and .564 for A&P II. Results indicate improved scores for the lecture part of the A&P course, decreased outlying scores above 100, and all score distributions approached a more normal distribution.
A Monte Carlo Risk Analysis of Life Cycle Cost Prediction.
1975-09-01
process which occurs with each FLU failure. With this in mind there is no alternative other than the binomial distribution. 24 GOR/SM/75D-6 With all of...Weibull distribution of failures as selected by user. For each failure of the ith FLU, the model then samples from the binomial distribution to deter- mine...which is sampled from the binomial . Neither of the two conditions for normality are met, i.e., that RTS Ie close to .5 and the number of samples close
Prideaux, Andrew R.; Song, Hong; Hobbs, Robert F.; He, Bin; Frey, Eric C.; Ladenson, Paul W.; Wahl, Richard L.; Sgouros, George
2010-01-01
Phantom-based and patient-specific imaging-based dosimetry methodologies have traditionally yielded mean organ-absorbed doses or spatial dose distributions over tumors and normal organs. In this work, radiobiologic modeling is introduced to convert the spatial distribution of absorbed dose into biologically effective dose and equivalent uniform dose parameters. The methodology is illustrated using data from a thyroid cancer patient treated with radioiodine. Methods Three registered SPECT/CT scans were used to generate 3-dimensional images of radionuclide kinetics (clearance rate) and cumulated activity. The cumulated activity image and corresponding CT scan were provided as input into an EGSnrc-based Monte Carlo calculation: The cumulated activity image was used to define the distribution of decays, and an attenuation image derived from CT was used to define the corresponding spatial tissue density and composition distribution. The rate images were used to convert the spatial absorbed dose distribution to a biologically effective dose distribution, which was then used to estimate a single equivalent uniform dose for segmented volumes of interest. Equivalent uniform dose was also calculated from the absorbed dose distribution directly. Results We validate the method using simple models; compare the dose-volume histogram with a previously analyzed clinical case; and give the mean absorbed dose, mean biologically effective dose, and equivalent uniform dose for an illustrative case of a pediatric thyroid cancer patient with diffuse lung metastases. The mean absorbed dose, mean biologically effective dose, and equivalent uniform dose for the tumor were 57.7, 58.5, and 25.0 Gy, respectively. Corresponding values for normal lung tissue were 9.5, 9.8, and 8.3 Gy, respectively. Conclusion The analysis demonstrates the impact of radiobiologic modeling on response prediction. The 57% reduction in the equivalent dose value for the tumor reflects a high level of dose nonuniformity in the tumor and a corresponding reduced likelihood of achieving a tumor response. Such analyses are expected to be useful in treatment planning for radionuclide therapy. PMID:17504874
Gradually truncated log-normal in USA publicly traded firm size distribution
NASA Astrophysics Data System (ADS)
Gupta, Hari M.; Campanha, José R.; de Aguiar, Daniela R.; Queiroz, Gabriel A.; Raheja, Charu G.
2007-03-01
We study the statistical distribution of firm size for USA and Brazilian publicly traded firms through the Zipf plot technique. Sale size is used to measure firm size. The Brazilian firm size distribution is given by a log-normal distribution without any adjustable parameter. However, we also need to consider different parameters of log-normal distribution for the largest firms in the distribution, which are mostly foreign firms. The log-normal distribution has to be gradually truncated after a certain critical value for USA firms. Therefore, the original hypothesis of proportional effect proposed by Gibrat is valid with some modification for very large firms. We also consider the possible mechanisms behind this distribution.
Collective thermal transport in pure and alloy semiconductors.
Torres, Pol; Mohammed, Amr; Torelló, Àlvar; Bafaluy, Javier; Camacho, Juan; Cartoixà, Xavier; Shakouri, Ali; Alvarez, F Xavier
2018-03-07
Conventional models for predicting thermal conductivity of alloys usually assume a pure kinetic regime as alloy scattering dominates normal processes. However, some discrepancies between these models and experiments at very small alloy concentrations have been reported. In this work, we use the full first principles kinetic collective model (KCM) to calculate the thermal conductivity of Si 1-x Ge x and In x Ga 1-x As alloys. The calculated thermal conductivities match well with the experimental data for all alloy concentrations. The model shows that the collective contribution must be taken into account at very low impurity concentrations. For higher concentrations, the collective contribution is suppressed, but normal collisions have the effect of significantly reducing the kinetic contribution. The study thus shows the importance of the proper inclusion of normal processes even for alloys for accurate modeling of thermal transport. Furthermore, the phonon spectral distribution of the thermal conductivity is studied in the framework of KCM, providing insights to interpret the superdiffusive regime introduced in the truncated Lévy flight framework.
Infurna, Frank J; Grimm, Kevin J
2017-12-15
Growth mixture modeling (GMM) combines latent growth curve and mixture modeling approaches and is typically used to identify discrete trajectories following major life stressors (MLS). However, GMM is often applied to data that does not meet the statistical assumptions of the model (e.g., within-class normality) and researchers often do not test additional model constraints (e.g., homogeneity of variance across classes), which can lead to incorrect conclusions regarding the number and nature of the trajectories. We evaluate how these methodological assumptions influence trajectory size and identification in the study of resilience to MLS. We use data on changes in subjective well-being and depressive symptoms following spousal loss from the HILDA and HRS. Findings drastically differ when constraining the variances to be homogenous versus heterogeneous across trajectories, with overextraction being more common when constraining the variances to be homogeneous across trajectories. In instances, when the data are non-normally distributed, assuming normally distributed data increases the extraction of latent classes. Our findings showcase that the assumptions typically underlying GMM are not tenable, influencing trajectory size and identification and most importantly, misinforming conceptual models of resilience. The discussion focuses on how GMM can be leveraged to effectively examine trajectories of adaptation following MLS and avenues for future research. © The Author 2017. Published by Oxford University Press on behalf of The Gerontological Society of America. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Thermodynamic Model of Spatial Memory
NASA Astrophysics Data System (ADS)
Kaufman, Miron; Allen, P.
1998-03-01
We develop and test a thermodynamic model of spatial memory. Our model is an application of statistical thermodynamics to cognitive science. It is related to applications of the statistical mechanics framework in parallel distributed processes research. Our macroscopic model allows us to evaluate an entropy associated with spatial memory tasks. We find that older adults exhibit higher levels of entropy than younger adults. Thurstone's Law of Categorical Judgment, according to which the discriminal processes along the psychological continuum produced by presentations of a single stimulus are normally distributed, is explained by using a Hooke spring model of spatial memory. We have also analyzed a nonlinear modification of the ideal spring model of spatial memory. This work is supported by NIH/NIA grant AG09282-06.
Statistics analysis of distribution of Bradysia Ocellaris insect on Oyster mushroom cultivation
NASA Astrophysics Data System (ADS)
Sari, Kurnia Novita; Amelia, Ririn
2015-12-01
Bradysia Ocellaris insect is a pest on Oyster mushroom cultivation. The disitribution of Bradysia Ocellaris have a special pattern that can observed every week with several asumption such as independent, normality and homogenity. We can analyze the number of Bradysia Ocellaris for each week through descriptive analysis. Next, the distribution pattern of Bradysia Ocellaris is described through by semivariogram that is diagram of variance from difference value between pair of observation that separeted by d. Semivariogram model that suitable for Bradysia Ocellaris data is spherical isotropic model.
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.
Simultaneous calibration of ensemble river flow predictions over an entire range of lead times
NASA Astrophysics Data System (ADS)
Hemri, S.; Fundel, F.; Zappa, M.
2013-10-01
Probabilistic estimates of future water levels and river discharge are usually simulated with hydrologic models using ensemble weather forecasts as main inputs. As hydrologic models are imperfect and the meteorological ensembles tend to be biased and underdispersed, the ensemble forecasts for river runoff typically are biased and underdispersed, too. Thus, in order to achieve both reliable and sharp predictions statistical postprocessing is required. In this work Bayesian model averaging (BMA) is applied to statistically postprocess ensemble runoff raw forecasts for a catchment in Switzerland, at lead times ranging from 1 to 240 h. The raw forecasts have been obtained using deterministic and ensemble forcing meteorological models with different forecast lead time ranges. First, BMA is applied based on mixtures of univariate normal distributions, subject to the assumption of independence between distinct lead times. Then, the independence assumption is relaxed in order to estimate multivariate runoff forecasts over the entire range of lead times simultaneously, based on a BMA version that uses multivariate normal distributions. Since river runoff is a highly skewed variable, Box-Cox transformations are applied in order to achieve approximate normality. Both univariate and multivariate BMA approaches are able to generate well calibrated probabilistic forecasts that are considerably sharper than climatological forecasts. Additionally, multivariate BMA provides a promising approach for incorporating temporal dependencies into the postprocessed forecasts. Its major advantage against univariate BMA is an increase in reliability when the forecast system is changing due to model availability.
Concordance measure and discriminatory accuracy in transformation cure models.
Zhang, Yilong; Shao, Yongzhao
2018-01-01
Many populations of early-stage cancer patients have non-negligible latent cure fractions that can be modeled using transformation cure models. However, there is a lack of statistical metrics to evaluate prognostic utility of biomarkers in this context due to the challenges associated with unknown cure status and heavy censorship. In this article, we develop general concordance measures as evaluation metrics for the discriminatory accuracy of transformation cure models including the so-called promotion time cure models and mixture cure models. We introduce explicit formulas for the consistent estimates of the concordance measures, and show that their asymptotically normal distributions do not depend on the unknown censoring distribution. The estimates work for both parametric and semiparametric transformation models as well as transformation cure models. Numerical feasibility of the estimates and their robustness to the censoring distributions are illustrated via simulation studies and demonstrated using a melanoma data set. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Fault recovery in the reliable multicast protocol
NASA Technical Reports Server (NTRS)
Callahan, John R.; Montgomery, Todd L.; Whetten, Brian
1995-01-01
The Reliable Multicast Protocol (RMP) provides a unique, group-based model for distributed programs that need to handle reconfiguration events at the application layer. This model, called membership views, provides an abstraction in which events such as site failures, network partitions, and normal join-leave events are viewed as group reformations. RMP provides access to this model through an application programming interface (API) that notifies an application when a group is reformed as the result of a some event. RMP provides applications with reliable delivery of messages using an underlying IP Multicast (12, 5) media to other group members in a distributed environment even in the case of reformations. A distributed application can use various Quality of Service (QoS) levels provided by RMP to tolerate group reformations. This paper explores the implementation details of the mechanisms in RMP that provide distributed applications with membership view information and fault recovery capabilities.
Do wealth distributions follow power laws? Evidence from ‘rich lists’
NASA Astrophysics Data System (ADS)
Brzezinski, Michal
2014-07-01
We use data on the wealth of the richest persons taken from the 'rich lists' provided by business magazines like Forbes to verify if the upper tails of wealth distributions follow, as often claimed, a power-law behaviour. The data sets used cover the world's richest persons over 1996-2012, the richest Americans over 1988-2012, the richest Chinese over 2006-2012, and the richest Russians over 2004-2011. Using a recently introduced comprehensive empirical methodology for detecting power laws, which allows for testing the goodness of fit as well as for comparing the power-law model with rival distributions, we find that a power-law model is consistent with data only in 35% of the analysed data sets. Moreover, even if wealth data are consistent with the power-law model, they are usually also consistent with some rivals like the log-normal or stretched exponential distributions.
NASA Technical Reports Server (NTRS)
Khazanov, G. V.; Gamayunov, K. V.; Gallagher, D. L.; Kozyra, J. U.
2006-01-01
The further development of a self-consistent theoretical model of interacting ring current ions and electromagnetic ion cyclotron waves (Khazanov et al., 2003) is presented In order to adequately take into account wave propagation and refraction in a multi-ion magnetosphere, we explicitly include the ray tracing equations in our previous self-consistent model and use the general form of the wave kinetic equation. This is a major new feature of the present model and, to the best of our knowledge, the ray tracing equations for the first time are explicitly employed on a global magnetospheric scale in order to self-consistently simulate the spatial, temporal, and spectral evolution of the ring current and of electromagnetic ion cyclotron waves To demonstrate the effects of EMIC wave propagation and refraction on the wave energy distribution and evolution, we simulate the May 1998 storm. The main findings of our simulation can be summarized as follows. First, owing to the density gradient at the plasmapause, the net wave refraction is suppressed, and He+-mode grows preferably at the plasmapause. This result is in total agreement with previous ray tracing studies and is very clearly found in presented B field spectrograms. Second, comparison of global wave distributions with the results from another ring current model (Kozyra et al., 1997) reveals that this new model provides more intense and more highly plasmapause-organized wave distributions during the May 1998 storm period Finally, it is found that He(+)-mode energy distributions are not Gaussian distributions and most important that wave energy can occupy not only the region of generation, i.e., the region of small wave normal angles, but all wave normal angles, including those to near 90 . The latter is extremely crucial for energy transfer to thermal plasmaspheric electrons by resonant Landau damping and subsequent downward heat transport and excitation of stable auroral red arcs.
NASA Technical Reports Server (NTRS)
Khazanov, G. V.; Gumayunov, K. V.; Gallagher, D. L.; Kozyra, J. U.
2006-01-01
The further development of a self-consistent theoretical model of interacting ring current ions and electromagnetic ion cyclotron waves [Khazanov et al., 2003] is presented. In order to adequately take into account the wave propagation and refraction in a multi-ion plasmasphere, we explicitly include the ray tracing equations in our previous self-consistent model and use the general form of the wave kinetic equation. This is a major new feature of the present model and, to the best of our knowledge, the ray tracing equations for the first time are explicitly employed on a global magnetospheric scale in order to self-consistently simulate spatial, temporal, and spectral evolutions of the ring current and electromagnetic ion cyclotron waves. To demonstrate the effects of EMIC wave propagation and refraction on the EMIC wave energy distributions and evolution we simulate the May 1998 storm. The main findings of our simulation can be summarized as follows. First, due to the density gradient at the plasmapause, the net wave refraction is suppressed, and He(+)-mode grows preferably at plasmapause. This result is in a total agreement with the previous ray tracing studies, and very clear observed in presented B-field spectrograms. Second, comparison the global wave distributions with the results from other ring current model [Kozyra et al., 1997] reveals that our model provides more intense and higher plasmapause organized distributions during the May, 1998 storm period. Finally, the found He(+)-mode energy distributions are not Gaussian distributions, and most important that wave energy can occupy not only the region of generation, i. e. the region of small wave normal angles, but the entire wave normal angle region and even only the region near 90 degrees. The latter is extremely crucial for energy transfer to thermal plasmaspheric electrons by resonant Landau damping, and subsequent downward heat transport and excitation of stable auroral red arcs.
NASA Astrophysics Data System (ADS)
He, Zhenzong; Qi, Hong; Wang, Yuqing; Ruan, Liming
2014-10-01
Four improved Ant Colony Optimization (ACO) algorithms, i.e. the probability density function based ACO (PDF-ACO) algorithm, the Region ACO (RACO) algorithm, Stochastic ACO (SACO) algorithm and Homogeneous ACO (HACO) algorithm, are employed to estimate the particle size distribution (PSD) of the spheroidal particles. The direct problems are solved by the extended Anomalous Diffraction Approximation (ADA) and the Lambert-Beer law. Three commonly used monomodal distribution functions i.e. the Rosin-Rammer (R-R) distribution function, the normal (N-N) distribution function, and the logarithmic normal (L-N) distribution function are estimated under dependent model. The influence of random measurement errors on the inverse results is also investigated. All the results reveal that the PDF-ACO algorithm is more accurate than the other three ACO algorithms and can be used as an effective technique to investigate the PSD of the spheroidal particles. Furthermore, the Johnson's SB (J-SB) function and the modified beta (M-β) function are employed as the general distribution functions to retrieve the PSD of spheroidal particles using PDF-ACO algorithm. The investigation shows a reasonable agreement between the original distribution function and the general distribution function when only considering the variety of the length of the rotational semi-axis.
Growth models and the expected distribution of fluctuating asymmetry
Graham, John H.; Shimizu, Kunio; Emlen, John M.; Freeman, D. Carl; Merkel, John
2003-01-01
Multiplicative error accounts for much of the size-scaling and leptokurtosis in fluctuating asymmetry. It arises when growth involves the addition of tissue to that which is already present. Such errors are lognormally distributed. The distribution of the difference between two lognormal variates is leptokurtic. If those two variates are correlated, then the asymmetry variance will scale with size. Inert tissues typically exhibit additive error and have a gamma distribution. Although their asymmetry variance does not exhibit size-scaling, the distribution of the difference between two gamma variates is nevertheless leptokurtic. Measurement error is also additive, but has a normal distribution. Thus, the measurement of fluctuating asymmetry may involve the mixing of additive and multiplicative error. When errors are multiplicative, we recommend computing log E(l) − log E(r), the difference between the logarithms of the expected values of left and right sides, even when size-scaling is not obvious. If l and r are lognormally distributed, and measurement error is nil, the resulting distribution will be normal, and multiplicative error will not confound size-related changes in asymmetry. When errors are additive, such a transformation to remove size-scaling is unnecessary. Nevertheless, the distribution of l − r may still be leptokurtic.
NASA Astrophysics Data System (ADS)
Pu, Yang; Chen, Jun; Wang, Wubao
2014-02-01
The scattering coefficient, μs, the anisotropy factor, g, the scattering phase function, p(θ), and the angular dependence of scattering intensity distributions of human cancerous and normal prostate tissues were systematically investigated as a function of wavelength, scattering angle and scattering particle size using Mie theory and experimental parameters. The Matlab-based codes using Mie theory for both spherical and cylindrical models were developed and applied for studying the light propagation and the key scattering properties of the prostate tissues. The optical and structural parameters of tissue such as the index of refraction of cytoplasm, size of nuclei, and the diameter of the nucleoli for cancerous and normal human prostate tissues obtained from the previous biological, biomedical and bio-optic studies were used for Mie theory simulation and calculation. The wavelength dependence of scattering coefficient and anisotropy factor were investigated in the wide spectral range from 300 nm to 1200 nm. The scattering particle size dependence of μs, g, and scattering angular distributions were studied for cancerous and normal prostate tissues. The results show that cancerous prostate tissue containing larger size scattering particles has more contribution to the forward scattering in comparison with the normal prostate tissue. In addition to the conventional simulation model that approximately considers the scattering particle as sphere, the cylinder model which is more suitable for fiber-like tissue frame components such as collagen and elastin was used for developing a computation code to study angular dependence of scattering in prostate tissues. To the best of our knowledge, this is the first study to deal with both spherical and cylindrical scattering particles in prostate tissues.
Jambor, Ivan; Merisaari, Harri; Aronen, Hannu J; Järvinen, Jukka; Saunavaara, Jani; Kauko, Tommi; Borra, Ronald; Pesola, Marko
2014-05-01
To determine the optimal b-value distribution for biexponential diffusion-weighted imaging (DWI) of normal prostate using both a computer modeling approach and in vivo measurements. Optimal b-value distributions for the fit of three parameters (fast diffusion Df, slow diffusion Ds, and fraction of fast diffusion f) were determined using Monte-Carlo simulations. The optimal b-value distribution was calculated using four individual optimization methods. Eight healthy volunteers underwent four repeated 3 Tesla prostate DWI scans using both 16 equally distributed b-values and an optimized b-value distribution obtained from the simulations. The b-value distributions were compared in terms of measurement reliability and repeatability using Shrout-Fleiss analysis. Using low noise levels, the optimal b-value distribution formed three separate clusters at low (0-400 s/mm2), mid-range (650-1200 s/mm2), and high b-values (1700-2000 s/mm2). Higher noise levels resulted into less pronounced clustering of b-values. The clustered optimized b-value distribution demonstrated better measurement reliability and repeatability in Shrout-Fleiss analysis compared with 16 equally distributed b-values. The optimal b-value distribution was found to be a clustered distribution with b-values concentrated in the low, mid, and high ranges and was shown to improve the estimation quality of biexponential DWI parameters of in vivo experiments. Copyright © 2013 Wiley Periodicals, Inc.
NASA Astrophysics Data System (ADS)
Skaugen, Thomas; Weltzien, Ingunn
2016-04-01
The traditional catchment hydrological model with its many free calibration parameters is not a well suited tool for prediction under conditions for which is has not been calibrated. Important tasks for hydrological modelling such as prediction in ungauged basins and assessing hydrological effects of climate change are hence not solved satisfactory. In order to reduce the number of calibration parameters in hydrological models we have introduced a new model which uses a dynamic gamma distribution as the spatial frequency distribution of snow water equivalent (SWE). The parameters are estimated from observed spatial variability of precipitation and the magnitude of accumulation and melting events and are hence not subject to calibration. The relationship between spatial mean and variance of precipitation is found to follow a pattern where decreasing temporal correlation with increasing accumulation or duration of the event leads to a levelling off or even a decrease of the spatial variance. The new model for snow distribution is implemented in the, already parameter parsimonious, DDD (Distance Distribution Dynamics) hydrological model and was tested for 71 Norwegian catchments. We compared the new snow distribution model with the current operational snow distribution model where a fixed, calibrated coefficient of variation parameterizes a log-normal model for snow distribution. Results show that the precision of runoff simulations is equal, but that the new snow distribution model better simulates snow covered area (SCA) when compared with MODIS satellite derived snow cover. In addition, SWE is simulated more realistically in that seasonal snow is melted out and the building up of "snow towers" is prevented and hence spurious trends in SWE.
An Alternative Method for Computing Mean and Covariance Matrix of Some Multivariate Distributions
ERIC Educational Resources Information Center
Radhakrishnan, R.; Choudhury, Askar
2009-01-01
Computing the mean and covariance matrix of some multivariate distributions, in particular, multivariate normal distribution and Wishart distribution are considered in this article. It involves a matrix transformation of the normal random vector into a random vector whose components are independent normal random variables, and then integrating…
Log-normal distribution from a process that is not multiplicative but is additive.
Mouri, Hideaki
2013-10-01
The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal distribution. Although the sum tends eventually to a Gaussian distribution, the distribution of the sum is always close to a log-normal distribution rather than to any Gaussian distribution if the summands are numerous enough. This is in contrast to the current consensus that any log-normal distribution is due to a product of random variables, i.e., a multiplicative process, or equivalently to nonlinearity of the system. In fact, the log-normal distribution is also observable for a sum, i.e., an additive process that is typical of linear systems. We show conditions for such a sum, an analytical example, and an application to random scalar fields such as those of turbulence.
The infinitesimal model: Definition, derivation, and implications.
Barton, N H; Etheridge, A M; Véber, A
2017-12-01
Our focus here is on the infinitesimal model. In this model, one or several quantitative traits are described as the sum of a genetic and a non-genetic component, the first being distributed within families as a normal random variable centred at the average of the parental genetic components, and with a variance independent of the parental traits. Thus, the variance that segregates within families is not perturbed by selection, and can be predicted from the variance components. This does not necessarily imply that the trait distribution across the whole population should be Gaussian, and indeed selection or population structure may have a substantial effect on the overall trait distribution. One of our main aims is to identify some general conditions on the allelic effects for the infinitesimal model to be accurate. We first review the long history of the infinitesimal model in quantitative genetics. Then we formulate the model at the phenotypic level in terms of individual trait values and relationships between individuals, but including different evolutionary processes: genetic drift, recombination, selection, mutation, population structure, …. We give a range of examples of its application to evolutionary questions related to stabilising selection, assortative mating, effective population size and response to selection, habitat preference and speciation. We provide a mathematical justification of the model as the limit as the number M of underlying loci tends to infinity of a model with Mendelian inheritance, mutation and environmental noise, when the genetic component of the trait is purely additive. We also show how the model generalises to include epistatic effects. We prove in particular that, within each family, the genetic components of the individual trait values in the current generation are indeed normally distributed with a variance independent of ancestral traits, up to an error of order 1∕M. Simulations suggest that in some cases the convergence may be as fast as 1∕M. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.
Computational studies of photoluminescence from disordered nanocrystalline systems
NASA Astrophysics Data System (ADS)
John, George
2000-03-01
The size (d) dependence of emission energies from semiconductor nanocrystallites have been shown to follow an effective exponent ( d^-β) determined by the disorder in the system(V.Ranjan, V.A.Singh and G.C.John, Phys. Rev B 58), 1158 (1998). Our earlier calculation was based on a simple quantum confinement model assuming a normal distribution of crystallites. This model is now extended to study the effects of realistic systems with a lognormal distribution in particle size, accounting for carrier hopping and nonradiative transitions. Computer simulations of this model performed using the Microcal Origin software can explain several conflicting experimental results reported in literature.
Modelling of PM10 concentration for industrialized area in Malaysia: A case study in Shah Alam
NASA Astrophysics Data System (ADS)
N, Norazian Mohamed; Abdullah, M. M. A.; Tan, Cheng-yau; Ramli, N. A.; Yahaya, A. S.; Fitri, N. F. M. Y.
In Malaysia, the predominant air pollutants are suspended particulate matter (SPM) and nitrogen dioxide (NO2). This research is on PM10 as they may trigger harm to human health as well as environment. Six distributions, namely Weibull, log-normal, gamma, Rayleigh, Gumbel and Frechet were chosen to model the PM10 observations at the chosen industrial area i.e. Shah Alam. One-year period hourly average data for 2006 and 2007 were used for this research. For parameters estimation, method of maximum likelihood estimation (MLE) was selected. Four performance indicators that are mean absolute error (MAE), root mean squared error (RMSE), coefficient of determination (R2) and prediction accuracy (PA), were applied to determine the goodness-of-fit criteria of the distributions. The best distribution that fits with the PM10 observations in Shah Alamwas found to be log-normal distribution. The probabilities of the exceedences concentration were calculated and the return period for the coming year was predicted from the cumulative density function (cdf) obtained from the best-fit distributions. For the 2006 data, Shah Alam was predicted to exceed 150 μg/m3 for 5.9 days in 2007 with a return period of one occurrence per 62 days. For 2007, the studied area does not exceed the MAAQG of 150 μg/m3
Fault detection and diagnosis using neural network approaches
NASA Technical Reports Server (NTRS)
Kramer, Mark A.
1992-01-01
Neural networks can be used to detect and identify abnormalities in real-time process data. Two basic approaches can be used, the first based on training networks using data representing both normal and abnormal modes of process behavior, and the second based on statistical characterization of the normal mode only. Given data representative of process faults, radial basis function networks can effectively identify failures. This approach is often limited by the lack of fault data, but can be facilitated by process simulation. The second approach employs elliptical and radial basis function neural networks and other models to learn the statistical distributions of process observables under normal conditions. Analytical models of failure modes can then be applied in combination with the neural network models to identify faults. Special methods can be applied to compensate for sensor failures, to produce real-time estimation of missing or failed sensors based on the correlations codified in the neural network.
NASA Astrophysics Data System (ADS)
Alahmadi, F.; Rahman, N. A.; Abdulrazzak, M.
2014-09-01
Rainfall frequency analysis is an essential tool for the design of water related infrastructure. It can be used to predict future flood magnitudes for a given magnitude and frequency of extreme rainfall events. This study analyses the application of rainfall partial duration series (PDS) in the vast growing urban Madinah city located in the western part of Saudi Arabia. Different statistical distributions were applied (i.e. Normal, Log Normal, Extreme Value type I, Generalized Extreme Value, Pearson Type III, Log Pearson Type III) and their distribution parameters were estimated using L-moments methods. Also, different selection criteria models are applied, e.g. Akaike Information Criterion (AIC), Corrected Akaike Information Criterion (AICc), Bayesian Information Criterion (BIC) and Anderson-Darling Criterion (ADC). The analysis indicated the advantage of Generalized Extreme Value as the best fit statistical distribution for Madinah partial duration daily rainfall series. The outcome of such an evaluation can contribute toward better design criteria for flood management, especially flood protection measures.
Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion
NASA Astrophysics Data System (ADS)
Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin
2018-02-01
Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.
Korsgaard, Inge Riis; Lund, Mogens Sandø; Sorensen, Daniel; Gianola, Daniel; Madsen, Per; Jensen, Just
2003-01-01
A fully Bayesian analysis using Gibbs sampling and data augmentation in a multivariate model of Gaussian, right censored, and grouped Gaussian traits is described. The grouped Gaussian traits are either ordered categorical traits (with more than two categories) or binary traits, where the grouping is determined via thresholds on the underlying Gaussian scale, the liability scale. Allowances are made for unequal models, unknown covariance matrices and missing data. Having outlined the theory, strategies for implementation are reviewed. These include joint sampling of location parameters; efficient sampling from the fully conditional posterior distribution of augmented data, a multivariate truncated normal distribution; and sampling from the conditional inverse Wishart distribution, the fully conditional posterior distribution of the residual covariance matrix. Finally, a simulated dataset was analysed to illustrate the methodology. This paper concentrates on a model where residuals associated with liabilities of the binary traits are assumed to be independent. A Bayesian analysis using Gibbs sampling is outlined for the model where this assumption is relaxed. PMID:12633531
Weibull mixture regression for marginal inference in zero-heavy continuous outcomes.
Gebregziabher, Mulugeta; Voronca, Delia; Teklehaimanot, Abeba; Santa Ana, Elizabeth J
2017-06-01
Continuous outcomes with preponderance of zero values are ubiquitous in data that arise from biomedical studies, for example studies of addictive disorders. This is known to lead to violation of standard assumptions in parametric inference and enhances the risk of misleading conclusions unless managed properly. Two-part models are commonly used to deal with this problem. However, standard two-part models have limitations with respect to obtaining parameter estimates that have marginal interpretation of covariate effects which are important in many biomedical applications. Recently marginalized two-part models are proposed but their development is limited to log-normal and log-skew-normal distributions. Thus, in this paper, we propose a finite mixture approach, with Weibull mixture regression as a special case, to deal with the problem. We use extensive simulation study to assess the performance of the proposed model in finite samples and to make comparisons with other family of models via statistical information and mean squared error criteria. We demonstrate its application on real data from a randomized controlled trial of addictive disorders. Our results show that a two-component Weibull mixture model is preferred for modeling zero-heavy continuous data when the non-zero part are simulated from Weibull or similar distributions such as Gamma or truncated Gauss.
Role of Demographic Dynamics and Conflict in the Population-Area Relationship for Human Languages
Manrubia, Susanna C.; Axelsen, Jacob B.; Zanette, Damián H.
2012-01-01
Many patterns displayed by the distribution of human linguistic groups are similar to the ecological organization described for biological species. It remains a challenge to identify simple and meaningful processes that describe these patterns. The population size distribution of human linguistic groups, for example, is well fitted by a log-normal distribution that may arise from stochastic demographic processes. As we show in this contribution, the distribution of the area size of home ranges of those groups also agrees with a log-normal function. Further, size and area are significantly correlated: the number of speakers and the area spanned by linguistic groups follow the allometric relation , with an exponent varying accross different world regions. The empirical evidence presented leads to the hypothesis that the distributions of and , and their mutual dependence, rely on demographic dynamics and on the result of conflicts over territory due to group growth. To substantiate this point, we introduce a two-variable stochastic multiplicative model whose analytical solution recovers the empirical observations. Applied to different world regions, the model reveals that the retreat in home range is sublinear with respect to the decrease in population size, and that the population-area exponent grows with the typical strength of conflicts. While the shape of the population size and area distributions, and their allometric relation, seem unavoidable outcomes of demography and inter-group contact, the precise value of could give insight on the cultural organization of those human groups in the last thousand years. PMID:22815726
ERIC Educational Resources Information Center
DeMars, Christine E.
2012-01-01
In structural equation modeling software, either limited-information (bivariate proportions) or full-information item parameter estimation routines could be used for the 2-parameter item response theory (IRT) model. Limited-information methods assume the continuous variable underlying an item response is normally distributed. For skewed and…
MCMC Sampling for a Multilevel Model with Nonindependent Residuals within and between Cluster Units
ERIC Educational Resources Information Center
Browne, William; Goldstein, Harvey
2010-01-01
In this article, we discuss the effect of removing the independence assumptions between the residuals in two-level random effect models. We first consider removing the independence between the Level 2 residuals and instead assume that the vector of all residuals at the cluster level follows a general multivariate normal distribution. We…
Optimal and Most Exact Confidence Intervals for Person Parameters in Item Response Theory Models
ERIC Educational Resources Information Center
Doebler, Anna; Doebler, Philipp; Holling, Heinz
2013-01-01
The common way to calculate confidence intervals for item response theory models is to assume that the standardized maximum likelihood estimator for the person parameter [theta] is normally distributed. However, this approximation is often inadequate for short and medium test lengths. As a result, the coverage probabilities fall below the given…
Reliability formulation for the strength and fire endurance of glued-laminated beams
D. A. Bender
A model was developed for predicting the statistical distribution of glued-laminated beam strength and stiffness under normal temperature conditions using available long span modulus of elasticity data, end joint tension test data, and tensile strength data for laminating-grade lumber. The beam strength model predictions compared favorably with test data for glued-...
ERIC Educational Resources Information Center
Sengul Avsar, Asiye; Tavsancil, Ezel
2017-01-01
This study analysed polytomous items' psychometric properties according to nonparametric item response theory (NIRT) models. Thus, simulated datasets--three different test lengths (10, 20 and 30 items), three sample distributions (normal, right and left skewed) and three samples sizes (100, 250 and 500)--were generated by conducting 20…
ERIC Educational Resources Information Center
Gibbons, Robert D.; And Others
In the process of developing a conditionally-dependent item response theory (IRT) model, the problem arose of modeling an underlying multivariate normal (MVN) response process with general correlation among the items. Without the assumption of conditional independence, for which the underlying MVN cdf takes on comparatively simple forms and can be…
Chen, Yong; Luo, Sheng; Chu, Haitao; Wei, Peng
2013-05-01
Multivariate meta-analysis is useful in combining evidence from independent studies which involve several comparisons among groups based on a single outcome. For binary outcomes, the commonly used statistical models for multivariate meta-analysis are multivariate generalized linear mixed effects models which assume risks, after some transformation, follow a multivariate normal distribution with possible correlations. In this article, we consider an alternative model for multivariate meta-analysis where the risks are modeled by the multivariate beta distribution proposed by Sarmanov (1966). This model have several attractive features compared to the conventional multivariate generalized linear mixed effects models, including simplicity of likelihood function, no need to specify a link function, and has a closed-form expression of distribution functions for study-specific risk differences. We investigate the finite sample performance of this model by simulation studies and illustrate its use with an application to multivariate meta-analysis of adverse events of tricyclic antidepressants treatment in clinical trials.
Niño-García, Juan Pablo; Ruiz-González, Clara; Del Giorgio, Paul A
2016-12-01
Aquatic bacterial communities harbour thousands of coexisting taxa. To meet the challenge of discriminating between a 'core' and a sporadically occurring 'random' component of these communities, we explored the spatial abundance distribution of individual bacterioplankton taxa across 198 boreal lakes and their associated fluvial networks (188 rivers). We found that all taxa could be grouped into four distinct categories based on model statistical distributions (normal like, bimodal, logistic and lognormal). The distribution patterns across lakes and their associated river networks showed that lake communities are composed of a core of taxa whose distribution appears to be linked to in-lake environmental sorting (normal-like and bimodal categories), and a large fraction of mostly rare bacteria (94% of all taxa) whose presence appears to be largely random and linked to downstream transport in aquatic networks (logistic and lognormal categories). These rare taxa are thus likely to reflect species sorting at upstream locations, providing a perspective of the conditions prevailing in entire aquatic networks rather than only in lakes. © 2016 John Wiley & Sons Ltd/CNRS.
Bengtsson, Henrik; Hössjer, Ola
2006-03-01
Low-level processing and normalization of microarray data are most important steps in microarray analysis, which have profound impact on downstream analysis. Multiple methods have been suggested to date, but it is not clear which is the best. It is therefore important to further study the different normalization methods in detail and the nature of microarray data in general. A methodological study of affine models for gene expression data is carried out. Focus is on two-channel comparative studies, but the findings generalize also to single- and multi-channel data. The discussion applies to spotted as well as in-situ synthesized microarray data. Existing normalization methods such as curve-fit ("lowess") normalization, parallel and perpendicular translation normalization, and quantile normalization, but also dye-swap normalization are revisited in the light of the affine model and their strengths and weaknesses are investigated in this context. As a direct result from this study, we propose a robust non-parametric multi-dimensional affine normalization method, which can be applied to any number of microarrays with any number of channels either individually or all at once. A high-quality cDNA microarray data set with spike-in controls is used to demonstrate the power of the affine model and the proposed normalization method. We find that an affine model can explain non-linear intensity-dependent systematic effects in observed log-ratios. Affine normalization removes such artifacts for non-differentially expressed genes and assures that symmetry between negative and positive log-ratios is obtained, which is fundamental when identifying differentially expressed genes. In addition, affine normalization makes the empirical distributions in different channels more equal, which is the purpose of quantile normalization, and may also explain why dye-swap normalization works or fails. All methods are made available in the aroma package, which is a platform-independent package for R.
Topics in Statistical Calibration
2014-03-27
on a parametric bootstrap where, instead of sampling directly from the residuals , samples are drawn from a normal distribution. This procedure will...addition to centering them (Davison and Hinkley, 1997). When there are outliers in the residuals , the bootstrap distribution of x̂0 can become skewed or...based and inversion methods using the linear mixed-effects model. Then, a simple parametric bootstrap algorithm is proposed that can be used to either
The distribution of seismic velocities and attenuation in the earth. Ph.D. Thesis
NASA Technical Reports Server (NTRS)
Hart, R. S.
1977-01-01
Estimates of the radial distribution of seismic velocities and density and of seismic attenuation within the earth are obtained through inversion of body wave, surface wave, and normal mode data. The effect of attenuation related dispersion on gross earth structure, and on the reliability of eigenperiod identifications is discussed. The travel time baseline discrepancies between body waves and free oscillation models are examined and largely resolved.
A Role for the X Chromosome in Sex Differences in Variability in General Intelligence?
Johnson, Wendy; Carothers, Andrew; Deary, Ian J
2009-11-01
There is substantial evidence that males are more variable than females in general intelligence. In recent years, researchers have presented this as a reason that, although there is little, if any, mean sex difference in general intelligence, males tend to be overrepresented at both ends of its overall distribution. Part of the explanation could be the presence of genes on the X chromosome related both to syndromal disorders involving mental retardation and to population variation in general intelligence occurring normally. Genes on the X chromosome appear overrepresented among genes with known involvement in mental retardation, which is consistent with a model we developed of the population distribution of general intelligence as a mixture of two normal distributions. Using this model, we explored the expected ratios of males to females at various points in the distribution and estimated the proportion of variance in general intelligence potentially due to genes on the X chromosome. These estimates provide clues to the extent to which biologically based sex differences could be manifested in the environment as sex differences in displayed intellectual abilities. We discuss these observations in the context of sex differences in specific cognitive abilities and evolutionary theories of sexual selection. © 2009 Association for Psychological Science.
Palit, Arnab; Bhudia, Sunil K; Arvanitis, Theodoros N; Turley, Glen A; Williams, Mark A
2015-02-26
Majority of heart failure patients who suffer from diastolic dysfunction retain normal systolic pump action. The dysfunction remodels the myocardial fibre structure of left-ventricle (LV), changing its regular diastolic behaviour. Existing LV diastolic models ignored the effects of right-ventricular (RV) deformation, resulting in inaccurate strain analysis of LV wall during diastole. This paper, for the first time, proposes a numerical approach to investigate the effect of fibre-angle distribution and RV deformation on LV diastolic mechanics. A finite element modelling of LV passive inflation was carried out, using structure-based orthotropic constitutive law. Rule-based fibre architecture was assigned on a bi-ventricular (BV) geometry constructed from non-invasive imaging of human heart. The effect of RV deformation on LV diastolic mechanics was investigated by comparing the results predicted by BV and single LV model constructed from the same image data. Results indicated an important influence of RV deformation which led to additional LV passive inflation and increase of average fibre and sheet stress-strain in LV wall during diastole. Sensitivity of LV passive mechanics to the changes in the fibre distribution was also examined. The study revealed that LV diastolic volume increased when fibres were aligned more towards LV longitudinal axis. Changes in fibre angle distribution significantly altered fibre stress-strain distribution of LV wall. The simulation results strongly suggest that patient-specific fibre structure and RV deformation play very important roles in LV diastolic mechanics and should be accounted for in computational modelling for improved understanding of the LV mechanics under normal and pathological conditions. Copyright © 2015 Elsevier Ltd. All rights reserved.
Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.
Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi
2015-02-01
We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.
Discussion of Source Reconstruction Models Using 3D MCG Data
NASA Astrophysics Data System (ADS)
Melis, Massimo De; Uchikawa, Yoshinori
In this study we performed the source reconstruction of magnetocardiographic signals generated by the human heart activity to localize the site of origin of the heart activation. The localizations were performed in a four compartment model of the human volume conductor. The analyses were conducted on normal subjects and on a subject affected by the Wolff-Parkinson-White syndrome. Different models of the source activation were used to evaluate whether a general model of the current source can be applied in the study of the cardiac inverse problem. The data analyses were repeated using normal and vector component data of the MCG. The results show that a distributed source model has the better accuracy in performing the source reconstructions, and that 3D MCG data allow finding smaller differences between the different source models.
Hyperbolic and semi-parametric models in finance
NASA Astrophysics Data System (ADS)
Bingham, N. H.; Kiesel, Rüdiger
2001-02-01
The benchmark Black-Scholes-Merton model of mathematical finance is parametric, based on the normal/Gaussian distribution. Its principal parametric competitor, the hyperbolic model of Barndorff-Nielsen, Eberlein and others, is briefly discussed. Our main theme is the use of semi-parametric models, incorporating the mean vector and covariance matrix as in the Markowitz approach, plus a non-parametric part, a scalar function incorporating features such as tail-decay. Implementation is also briefly discussed.
Spatiotemporal distribution modeling of PET tracer uptake in solid tumors.
Soltani, Madjid; Sefidgar, Mostafa; Bazmara, Hossein; Casey, Michael E; Subramaniam, Rathan M; Wahl, Richard L; Rahmim, Arman
2017-02-01
Distribution of PET tracer uptake is elaborately modeled via a general equation used for solute transport modeling. This model can be used to incorporate various transport parameters of a solid tumor such as hydraulic conductivity of the microvessel wall, transvascular permeability as well as interstitial space parameters. This is especially significant because tracer delivery and drug delivery to solid tumors are determined by similar underlying tumor transport phenomena, and quantifying the former can enable enhanced prediction of the latter. We focused on the commonly utilized FDG PET tracer. First, based on a mathematical model of angiogenesis, the capillary network of a solid tumor and normal tissues around it were generated. The coupling mathematical method, which simultaneously solves for blood flow in the capillary network as well as fluid flow in the interstitium, is used to calculate pressure and velocity distributions. Subsequently, a comprehensive spatiotemporal distribution model (SDM) is applied to accurately model distribution of PET tracer uptake, specifically FDG in this work, within solid tumors. The different transport mechanisms, namely convention and diffusion from vessel to tissue and in tissue, are elaborately calculated across the domain of interest and effect of each parameter on tracer distribution is investigated. The results show the convection terms to have negligible effect on tracer transport and the SDM can be solved after eliminating these terms. The proposed framework of spatiotemporal modeling for PET tracers can be utilized to comprehensively assess the impact of various parameters on the spatiotemporal distribution of PET tracers.
Zhang, Xian; Zheng, Minghui; Liang, Yong; Liu, Guorui; Zhu, Qingqing; Gao, Lirong; Liu, Wenbin; Xiao, Ke; Sun, Xu
2016-12-15
Little information is available on the distributions of airborne polychlorinated dibenzo-p-dioxins and dibenzofurans (PCDD/Fs) during haze days. In this study, PCDD/F concentrations, particle size distributions, and gas-particle partitioning in a Beijing suburban area during haze days and normal days were investigated. High PCDD/F concentrations, 3979-74,702fgm -3 (173-3885fgI-TEQm -3 ), were found during haze days and ~98% of the PCDD/Fs were associated with particles. Most PCDD/F congeners (>90%) were associated with particles. PCDD/F concentrations increased as particle sizes decreased and 95% of the particle-bound PCDD/Fs were associated with inhalable fine particles with aerodynamic diameters<2.5μm. PCDD/Fs were mainly absorbed in the particles and the Harner-Bidleman model predicted the particulate fractions of the PCDD/F congeners in the air samples well. The investigated PCDD/F concentrations and particle-bound distributions were different during normal days than during haze days. Temporal airborne PCDD/F trends in a suburban area during haze conditions could support better understanding of the exposure risk posed by toxic PCDD/Fs associated with fine particles. Copyright © 2016 Elsevier B.V. All rights reserved.
Evidence for the Gompertz curve in the income distribution of Brazil 1978-2005
NASA Astrophysics Data System (ADS)
Moura, N. J., Jr.; Ribeiro, M. B.
2009-01-01
This work presents an empirical study of the evolution of the personal income distribution in Brazil. Yearly samples available from 1978 to 2005 were studied and evidence was found that the complementary cumulative distribution of personal income for 99% of the economically less favorable population is well represented by a Gompertz curve of the form G(x) = exp [exp (A-Bx)], where x is the normalized individual income. The complementary cumulative distribution of the remaining 1% richest part of the population is well represented by a Pareto power law distribution P(x) = βx-α. This result means that similarly to other countries, Brazil’s income distribution is characterized by a well defined two class system. The parameters A, B, α, β were determined by a mixture of boundary conditions, normalization and fitting methods for every year in the time span of this study. Since the Gompertz curve is characteristic of growth models, its presence here suggests that these patterns in income distribution could be a consequence of the growth dynamics of the underlying economic system. In addition, we found out that the percentage share of both the Gompertzian and Paretian components relative to the total income shows an approximate cycling pattern with periods of about 4 years and whose maximum and minimum peaks in each component alternate at about every 2 years. This finding suggests that the growth dynamics of Brazil’s economic system might possibly follow a Goodwin-type class model dynamics based on the application of the Lotka-Volterra equation to economic growth and cycle.
Zhang, Guangwen; Wang, Shuangshuang; Wen, Didi; Zhang, Jing; Wei, Xiaocheng; Ma, Wanling; Zhao, Weiwei; Wang, Mian; Wu, Guosheng; Zhang, Jinsong
2016-12-09
Water molecular diffusion in vivo tissue is much more complicated. We aimed to compare non-Gaussian diffusion models of diffusion-weighted imaging (DWI) including intra-voxel incoherent motion (IVIM), stretched-exponential model (SEM) and Gaussian diffusion model at 3.0 T MRI in patients with rectal cancer, and to determine the optimal model for investigating the water diffusion properties and characterization of rectal carcinoma. Fifty-nine consecutive patients with pathologically confirmed rectal adenocarcinoma underwent DWI with 16 b-values at a 3.0 T MRI system. DWI signals were fitted to the mono-exponential and non-Gaussian diffusion models (IVIM-mono, IVIM-bi and SEM) on primary tumor and adjacent normal rectal tissue. Parameters of standard apparent diffusion coefficient (ADC), slow- and fast-ADC, fraction of fast ADC (f), α value and distributed diffusion coefficient (DDC) were generated and compared between the tumor and normal tissues. The SEM exhibited the best fitting results of actual DWI signal in rectal cancer and the normal rectal wall (R 2 = 0.998, 0.999 respectively). The DDC achieved relatively high area under the curve (AUC = 0.980) in differentiating tumor from normal rectal wall. Non-Gaussian diffusion models could assess tissue properties more accurately than the ADC derived Gaussian diffusion model. SEM may be used as a potential optimal model for characterization of rectal cancer.
Evaluation of Kurtosis into the product of two normally distributed variables
NASA Astrophysics Data System (ADS)
Oliveira, Amílcar; Oliveira, Teresa; Seijas-Macías, Antonio
2016-06-01
Kurtosis (κ) is any measure of the "peakedness" of a distribution of a real-valued random variable. We study the evolution of the Kurtosis for the product of two normally distributed variables. Product of two normal variables is a very common problem for some areas of study, like, physics, economics, psychology, … Normal variables have a constant value for kurtosis (κ = 3), independently of the value of the two parameters: mean and variance. In fact, the excess kurtosis is defined as κ- 3 and the Normal Distribution Kurtosis is zero. The product of two normally distributed variables is a function of the parameters of the two variables and the correlation between then, and the range for kurtosis is in [0, 6] for independent variables and in [0, 12] when correlation between then is allowed.
Distribution Functions of Sizes and Fluxes Determined from Supra-Arcade Downflows
NASA Technical Reports Server (NTRS)
McKenzie, D.; Savage, S.
2011-01-01
The frequency distributions of sizes and fluxes of supra-arcade downflows (SADs) provide information about the process of their creation. For example, a fractal creation process may be expected to yield a power-law distribution of sizes and/or fluxes. We examine 120 cross-sectional areas and magnetic flux estimates found by Savage & McKenzie for SADs, and find that (1) the areas are consistent with a log-normal distribution and (2) the fluxes are consistent with both a log-normal and an exponential distribution. Neither set of measurements is compatible with a power-law distribution nor a normal distribution. As a demonstration of the applicability of these findings to improved understanding of reconnection, we consider a simple SAD growth scenario with minimal assumptions, capable of producing a log-normal distribution.
Statistical distributions of ultra-low dose CT sinograms and their fundamental limits
NASA Astrophysics Data System (ADS)
Lee, Tzu-Cheng; Zhang, Ruoqiao; Alessio, Adam M.; Fu, Lin; De Man, Bruno; Kinahan, Paul E.
2017-03-01
Low dose CT imaging is typically constrained to be diagnostic. However, there are applications for even lowerdose CT imaging, including image registration across multi-frame CT images and attenuation correction for PET/CT imaging. We define this as the ultra-low-dose (ULD) CT regime where the exposure level is a factor of 10 lower than current low-dose CT technique levels. In the ULD regime it is possible to use statistically-principled image reconstruction methods that make full use of the raw data information. Since most statistical based iterative reconstruction methods are based on the assumption of that post-log noise distribution is close to Poisson or Gaussian, our goal is to understand the statistical distribution of ULD CT data with different non-positivity correction methods, and to understand when iterative reconstruction methods may be effective in producing images that are useful for image registration or attenuation correction in PET/CT imaging. We first used phantom measurement and calibrated simulation to reveal how the noise distribution deviate from normal assumption under the ULD CT flux environment. In summary, our results indicate that there are three general regimes: (1) Diagnostic CT, where post-log data are well modeled by normal distribution. (2) Lowdose CT, where normal distribution remains a reasonable approximation and statistically-principled (post-log) methods that assume a normal distribution have an advantage. (3) An ULD regime that is photon-starved and the quadratic approximation is no longer effective. For instance, a total integral density of 4.8 (ideal pi for 24 cm of water) for 120kVp, 0.5mAs of radiation source is the maximum pi value where a definitive maximum likelihood value could be found. This leads to fundamental limits in the estimation of ULD CT data when using a standard data processing stream
ERIC Educational Resources Information Center
Sass, D. A.; Schmitt, T. A.; Walker, C. M.
2008-01-01
Item response theory (IRT) procedures have been used extensively to study normal latent trait distributions and have been shown to perform well; however, less is known concerning the performance of IRT with non-normal latent trait distributions. This study investigated the degree of latent trait estimation error under normal and non-normal…
Kim, Seongho; Jang, Hyejeong; Koo, Imhoi; Lee, Joohyoung; Zhang, Xiang
2017-01-01
Compared to other analytical platforms, comprehensive two-dimensional gas chromatography coupled with mass spectrometry (GC×GC-MS) has much increased separation power for analysis of complex samples and thus is increasingly used in metabolomics for biomarker discovery. However, accurate peak detection remains a bottleneck for wide applications of GC×GC-MS. Therefore, the normal-exponential-Bernoulli (NEB) model is generalized by gamma distribution and a new peak detection algorithm using the normal-gamma-Bernoulli (NGB) model is developed. Unlike the NEB model, the NGB model has no closed-form analytical solution, hampering its practical use in peak detection. To circumvent this difficulty, three numerical approaches, which are fast Fourier transform (FFT), the first-order and the second-order delta methods (D1 and D2), are introduced. The applications to simulated data and two real GC×GC-MS data sets show that the NGB-D1 method performs the best in terms of both computational expense and peak detection performance.
Normal and tumoral melanocytes exhibit q-Gaussian random search patterns.
da Silva, Priscila C A; Rosembach, Tiago V; Santos, Anésia A; Rocha, Márcio S; Martins, Marcelo L
2014-01-01
In multicellular organisms, cell motility is central in all morphogenetic processes, tissue maintenance, wound healing and immune surveillance. Hence, failures in its regulation potentiates numerous diseases. Here, cell migration assays on plastic 2D surfaces were performed using normal (Melan A) and tumoral (B16F10) murine melanocytes in random motility conditions. The trajectories of the centroids of the cell perimeters were tracked through time-lapse microscopy. The statistics of these trajectories was analyzed by building velocity and turn angle distributions, as well as velocity autocorrelations and the scaling of mean-squared displacements. We find that these cells exhibit a crossover from a normal to a super-diffusive motion without angular persistence at long time scales. Moreover, these melanocytes move with non-Gaussian velocity distributions. This major finding indicates that amongst those animal cells supposedly migrating through Lévy walks, some of them can instead perform q-Gaussian walks. Furthermore, our results reveal that B16F10 cells infected by mycoplasmas exhibit essentially the same diffusivity than their healthy counterparts. Finally, a q-Gaussian random walk model was proposed to account for these melanocytic migratory traits. Simulations based on this model correctly describe the crossover to super-diffusivity in the cell migration tracks.
Quantiles for Finite Mixtures of Normal Distributions
ERIC Educational Resources Information Center
Rahman, Mezbahur; Rahman, Rumanur; Pearson, Larry M.
2006-01-01
Quantiles for finite mixtures of normal distributions are computed. The difference between a linear combination of independent normal random variables and a linear combination of independent normal densities is emphasized. (Contains 3 tables and 1 figure.)
NASA Astrophysics Data System (ADS)
Usselman, Robert J.; Russek, Stephen E.; Klem, Michael T.; Allen, Mark A.; Douglas, Trevor; Young, Mark; Idzerda, Yves U.; Singel, David J.
2012-10-01
Electron magnetic resonance (EMR) spectroscopy was used to determine the magnetic properties of maghemite (γ-Fe2O3) nanoparticles formed within size-constraining Listeria innocua (LDps)-(DNA-binding protein from starved cells) protein cages that have an inner diameter of 5 nm. Variable-temperature X-band EMR spectra exhibited broad asymmetric resonances with a superimposed narrow peak at a gyromagnetic factor of g ≈ 2. The resonance structure, which depends on both superparamagnetic fluctuations and inhomogeneous broadening, changes dramatically as a function of temperature, and the overall linewidth becomes narrower with increasing temperature. Here, we compare two different models to simulate temperature-dependent lineshape trends. The temperature dependence for both models is derived from a Langevin behavior of the linewidth resulting from "anisotropy melting." The first uses either a truncated log-normal distribution of particle sizes or a bi-modal distribution and then a Landau-Liftshitz lineshape to describe the nanoparticle resonances. The essential feature of this model is that small particles have narrow linewidths and account for the g ≈ 2 feature with a constant resonance field, whereas larger particles have broad linewidths and undergo a shift in resonance field. The second model assumes uniform particles with a diameter around 4 nm and a random distribution of uniaxial anisotropy axes. This model uses a more precise calculation of the linewidth due to superparamagnetic fluctuations and a random distribution of anisotropies. Sharp features in the spectrum near g ≈ 2 are qualitatively predicted at high temperatures. Both models can account for many features of the observed spectra, although each has deficiencies. The first model leads to a nonphysical increase in magnetic moment as the temperature is increased if a log normal distribution of particles sizes is used. Introducing a bi-modal distribution of particle sizes resolves the unphysical increase in moment with temperature. The second model predicts low-temperature spectra that differ significantly from the observed spectra. The anisotropy energy density K1, determined by fitting the temperature-dependent linewidths, was ˜50 kJ/m3, which is considerably larger than that of bulk maghemite. The work presented here indicates that the magnetic properties of these size-constrained nanoparticles and more generally metal oxide nanoparticles with diameters d < 5 nm are complex and that currently existing models are not sufficient for determining their magnetic resonance signatures.
Crack problem in superconducting cylinder with exponential distribution of critical-current density
NASA Astrophysics Data System (ADS)
Zhao, Yufeng; Xu, Chi; Shi, Liang
2018-04-01
The general problem of a center crack in a long cylindrical superconductor with inhomogeneous critical-current distribution is studied based on the extended Bean model for zero-field cooling (ZFC) and field cooling (FC) magnetization processes, in which the inhomogeneous parameter η is introduced for characterizing the critical-current density distribution in inhomogeneous superconductor. The effect of the inhomogeneous parameter η on both the magnetic field distribution and the variations of the normalized stress intensity factors is also obtained based on the plane strain approach and J-integral theory. The numerical results indicate that the exponential distribution of critical-current density will lead a larger trapped field inside the inhomogeneous superconductor and cause the center of the cylinder to fracture more easily. In addition, it is worth pointing out that the nonlinear field distribution is unique to the Bean model by comparing the curve shapes of the magnetization loop with homogeneous and inhomogeneous critical-current distribution.
A combined model for pseudo-rapidity distributions in Cu-Cu collisions at BNL-RHIC energies
NASA Astrophysics Data System (ADS)
Jiang, Z. J.; Wang, J.; Huang, Y.
2016-04-01
The charged particles produced in nucleus-nucleus collisions come from leading particles and those frozen out from the hot and dense matter created in collisions. The leading particles are conventionally supposed having Gaussian rapidity distributions normalized to the number of participants. The hot and dense matter is assumed to expand according to the unified hydrodynamics, a hydro model which unifies the features of Landau and Hwa-Bjorken model, and freeze out into charged particles from a time-like hypersurface with a proper time of τFO. The rapidity distribution of this part of charged particles can be derived analytically. The combined contribution from both leading particles and unified hydrodynamics is then compared against the experimental data performed by BNL-RHIC-PHOBOS Collaboration in different centrality Cu-Cu collisions at sNN = 200 and 62.4GeV, respectively. The model predictions are consistent with experimental measurements.
Lung Cancer Pathological Image Analysis Using a Hidden Potts Model
Li, Qianyun; Yi, Faliu; Wang, Tao; Xiao, Guanghua; Liang, Faming
2017-01-01
Nowadays, many biological data are acquired via images. In this article, we study the pathological images scanned from 205 patients with lung cancer with the goal to find out the relationship between the survival time and the spatial distribution of different types of cells, including lymphocyte, stroma, and tumor cells. Toward this goal, we model the spatial distribution of different types of cells using a modified Potts model for which the parameters represent interactions between different types of cells and estimate the parameters of the Potts model using the double Metropolis-Hastings algorithm. The double Metropolis-Hastings algorithm allows us to simulate samples approximately from a distribution with an intractable normalizing constant. Our numerical results indicate that the spatial interaction between the lymphocyte and tumor cells is significantly associated with the patient’s survival time, and it can be used together with the cell count information to predict the survival of the patients. PMID:28615918
The bingo model of survivorship: 1. probabilistic aspects.
Murphy, E A; Trojak, J E; Hou, W; Rohde, C A
1981-01-01
A "bingo" model is one in which the pattern of survival of a system is determined by whichever of several components, each with its own particular distribution for survival, fails first. The model is motivated by the study of lifespan in animals. A number of properties of such systems are discussed in general. They include the use of a special criterion of skewness that probably corresponds more closely than traditional measures to what the eye observes in casually inspecting data. This criterion is the ratio, r(h), of the probability density at a point an arbitrary distance, h, above the mode to that an equal distance below the mode. If this ratio is positive for all positive arguments, the distribution is considered positively asymmetrical and conversely. Details of the bingo model are worked out for several types of base distributions: the rectangular, the triangular, the logistic, and by numerical methods, the normal, lognormal, and gamma.
Multiphoton fluorescence lifetime imaging of chemotherapy distribution in solid tumors
NASA Astrophysics Data System (ADS)
Carlson, Marjorie; Watson, Adrienne L.; Anderson, Leah; Largaespada, David A.; Provenzano, Paolo P.
2017-11-01
Doxorubicin is a commonly used chemotherapeutic employed to treat multiple human cancers, including numerous sarcomas and carcinomas. Furthermore, doxorubicin possesses strong fluorescent properties that make it an ideal reagent for modeling drug delivery by examining its distribution in cells and tissues. However, while doxorubicin fluorescence and lifetime have been imaged in live tissue, its behavior in archival samples that frequently result from drug and treatment studies in human and animal patients, and murine models of human cancer, has to date been largely unexplored. Here, we demonstrate imaging of doxorubicin intensity and lifetimes in archival formalin-fixed paraffin-embedded sections from mouse models of human cancer with multiphoton excitation and multiphoton fluorescence lifetime imaging microscopy (FLIM). Multiphoton excitation imaging reveals robust doxorubicin emission in tissue sections and captures spatial heterogeneity in cells and tissues. However, quantifying the amount of doxorubicin signal in distinct cell compartments, particularly the nucleus, often remains challenging due to strong signals in multiple compartments. The addition of FLIM analysis to display the spatial distribution of excited state lifetimes clearly distinguishes between signals in distinct compartments such as the cell nuclei versus cytoplasm and allows for quantification of doxorubicin signal in each compartment. Furthermore, we observed a shift in lifetime values in the nuclei of transformed cells versus nontransformed cells, suggesting a possible diagnostic role for doxorubicin lifetime imaging to distinguish normal versus transformed cells. Thus, data here demonstrate that multiphoton FLIM is a highly sensitive platform for imaging doxorubicin distribution in normal and diseased archival tissues.
Mataragas, M; Alessandria, V; Rantsiou, K; Cocolin, L
2015-08-01
In the present work, a demonstration is made on how the risk from the presence of Listeria monocytogenes in fermented sausages can be managed using the concept of Food Safety Objective (FSO) aided by stochastic modeling (Bayesian analysis and Monte Carlo simulation) and meta-analysis. For this purpose, the ICMSF equation was used, which combines the initial level (H0) of the hazard and its subsequent reduction (ΣR) and/or increase (ΣI) along the production chain. Each element of the equation was described by a distribution to investigate the effect not only of the level of the hazard, but also the effect of the accompanying variability. The distribution of each element was determined by Bayesian modeling (H0) and meta-analysis (ΣR and ΣI). The output was a normal distribution N(-5.36, 2.56) (log cfu/g) from which the percentage of the non-conforming products, i.e. the fraction above the FSO of 2 log cfu/g, was estimated at 0.202%. Different control measures were examined such as lowering initial L. monocytogenes level and inclusion of an additional killing step along the process resulting in reduction of the non-conforming products from 0.195% to 0.003% based on the mean and/or square-root change of the normal distribution, and 0.001%, respectively. Copyright © 2015 Elsevier Ltd. All rights reserved.
NASA Technical Reports Server (NTRS)
Goldhirsh, Julius; Gebo, Norman; Rowland, John
1988-01-01
In this effort are described cumulative rain rate distributions for a network of nine tipping bucket rain gauge systems located in the mid-Atlantic coast region in the vicinity of the NASA Wallops Flight Facility, Wallops Island, Virginia. The rain gauges are situated within a gridded region of dimensions of 47 km east-west by 70 km north-south. Distributions are presented for the individual site measurements and the network average for the year period June 1, 1986 through May 31, 1987. A previous six year average distribution derived from measurements at one of the site locations is also presented. Comparisons are given of the network average, the CCIR (International Radio Consultative Committee) climatic zone, and the CCIR functional model distributions, the latter of which approximates a log normal at the lower rain rate and a gamma function at the higher rates.
Hurtado Rúa, Sandra M; Mazumdar, Madhu; Strawderman, Robert L
2015-12-30
Bayesian meta-analysis is an increasingly important component of clinical research, with multivariate meta-analysis a promising tool for studies with multiple endpoints. Model assumptions, including the choice of priors, are crucial aspects of multivariate Bayesian meta-analysis (MBMA) models. In a given model, two different prior distributions can lead to different inferences about a particular parameter. A simulation study was performed in which the impact of families of prior distributions for the covariance matrix of a multivariate normal random effects MBMA model was analyzed. Inferences about effect sizes were not particularly sensitive to prior choice, but the related covariance estimates were. A few families of prior distributions with small relative biases, tight mean squared errors, and close to nominal coverage for the effect size estimates were identified. Our results demonstrate the need for sensitivity analysis and suggest some guidelines for choosing prior distributions in this class of problems. The MBMA models proposed here are illustrated in a small meta-analysis example from the periodontal field and a medium meta-analysis from the study of stroke. Copyright © 2015 John Wiley & Sons, Ltd. Copyright © 2015 John Wiley & Sons, Ltd.
Forecasting the impact of transport improvements on commuting and residential choice
NASA Astrophysics Data System (ADS)
Elhorst, J. Paul; Oosterhaven, Jan
2006-03-01
This paper develops a probabilistic, competing-destinations, assignment model that predicts changes in the spatial pattern of the working population as a result of transport improvements. The choice of residence is explained by a new non-parametric model, which represents an alternative to the popular multinominal logit model. Travel times between zones are approximated by a normal distribution function with different mean and variance for each pair of zones, whereas previous models only use average travel times. The model’s forecast error of the spatial distribution of the Dutch working population is 7% when tested on 1998 base-year data. To incorporate endogenous changes in its causal variables, an almost ideal demand system is estimated to explain the choice of transport mode, and a new economic geography inter-industry model (RAEM) is estimated to explain the spatial distribution of employment. In the application, the model is used to forecast the impact of six mutually exclusive Dutch core-periphery railway proposals in the projection year 2020.
Mixture EMOS model for calibrating ensemble forecasts of wind speed.
Baran, S; Lerch, S
2016-03-01
Ensemble model output statistics (EMOS) is a statistical tool for post-processing forecast ensembles of weather variables obtained from multiple runs of numerical weather prediction models in order to produce calibrated predictive probability density functions. The EMOS predictive probability density function is given by a parametric distribution with parameters depending on the ensemble forecasts. We propose an EMOS model for calibrating wind speed forecasts based on weighted mixtures of truncated normal (TN) and log-normal (LN) distributions where model parameters and component weights are estimated by optimizing the values of proper scoring rules over a rolling training period. The new model is tested on wind speed forecasts of the 50 member European Centre for Medium-range Weather Forecasts ensemble, the 11 member Aire Limitée Adaptation dynamique Développement International-Hungary Ensemble Prediction System ensemble of the Hungarian Meteorological Service, and the eight-member University of Washington mesoscale ensemble, and its predictive performance is compared with that of various benchmark EMOS models based on single parametric families and combinations thereof. The results indicate improved calibration of probabilistic and accuracy of point forecasts in comparison with the raw ensemble and climatological forecasts. The mixture EMOS model significantly outperforms the TN and LN EMOS methods; moreover, it provides better calibrated forecasts than the TN-LN combination model and offers an increased flexibility while avoiding covariate selection problems. © 2016 The Authors Environmetrics Published by JohnWiley & Sons Ltd.
NASA Astrophysics Data System (ADS)
Narasimha Murthy, K. V.; Saravana, R.; Vijaya Kumar, K.
2018-04-01
The paper investigates the stochastic modelling and forecasting of monthly average maximum and minimum temperature patterns through suitable seasonal auto regressive integrated moving average (SARIMA) model for the period 1981-2015 in India. The variations and distributions of monthly maximum and minimum temperatures are analyzed through Box plots and cumulative distribution functions. The time series plot indicates that the maximum temperature series contain sharp peaks in almost all the years, while it is not true for the minimum temperature series, so both the series are modelled separately. The possible SARIMA model has been chosen based on observing autocorrelation function (ACF), partial autocorrelation function (PACF), and inverse autocorrelation function (IACF) of the logarithmic transformed temperature series. The SARIMA (1, 0, 0) × (0, 1, 1)12 model is selected for monthly average maximum and minimum temperature series based on minimum Bayesian information criteria. The model parameters are obtained using maximum-likelihood method with the help of standard error of residuals. The adequacy of the selected model is determined using correlation diagnostic checking through ACF, PACF, IACF, and p values of Ljung-Box test statistic of residuals and using normal diagnostic checking through the kernel and normal density curves of histogram and Q-Q plot. Finally, the forecasting of monthly maximum and minimum temperature patterns of India for the next 3 years has been noticed with the help of selected model.
A hybrid probabilistic/spectral model of scalar mixing
NASA Astrophysics Data System (ADS)
Vaithianathan, T.; Collins, Lance
2002-11-01
In the probability density function (PDF) description of a turbulent reacting flow, the local temperature and species concentration are replaced by a high-dimensional joint probability that describes the distribution of states in the fluid. The PDF has the great advantage of rendering the chemical reaction source terms closed, independent of their complexity. However, molecular mixing, which involves two-point information, must be modeled. Indeed, the qualitative shape of the PDF is sensitive to this modeling, hence the reliability of the model to predict even the closed chemical source terms rests heavily on the mixing model. We will present a new closure to the mixing based on a spectral representation of the scalar field. The model is implemented as an ensemble of stochastic particles, each carrying scalar concentrations at different wavenumbers. Scalar exchanges within a given particle represent ``transfer'' while scalar exchanges between particles represent ``mixing.'' The equations governing the scalar concentrations at each wavenumber are derived from the eddy damped quasi-normal Markovian (or EDQNM) theory. The model correctly predicts the evolution of an initial double delta function PDF into a Gaussian as seen in the numerical study by Eswaran & Pope (1988). Furthermore, the model predicts the scalar gradient distribution (which is available in this representation) approaches log normal at long times. Comparisons of the model with data derived from direct numerical simulations will be shown.
Identification of walking human model using agent-based modelling
NASA Astrophysics Data System (ADS)
Shahabpoor, Erfan; Pavic, Aleksandar; Racic, Vitomir
2018-03-01
The interaction of walking people with large vibrating structures, such as footbridges and floors, in the vertical direction is an important yet challenging phenomenon to describe mathematically. Several different models have been proposed in the literature to simulate interaction of stationary people with vibrating structures. However, the research on moving (walking) human models, explicitly identified for vibration serviceability assessment of civil structures, is still sparse. In this study, the results of a comprehensive set of FRF-based modal tests were used, in which, over a hundred test subjects walked in different group sizes and walking patterns on a test structure. An agent-based model was used to simulate discrete traffic-structure interactions. The occupied structure modal parameters found in tests were used to identify the parameters of the walking individual's single-degree-of-freedom (SDOF) mass-spring-damper model using 'reverse engineering' methodology. The analysis of the results suggested that the normal distribution with the average of μ = 2.85Hz and standard deviation of σ = 0.34Hz can describe human SDOF model natural frequency. Similarly, the normal distribution with μ = 0.295 and σ = 0.047 can describe the human model damping ratio. Compared to the previous studies, the agent-based modelling methodology proposed in this paper offers significant flexibility in simulating multi-pedestrian walking traffics, external forces and simulating different mechanisms of human-structure and human-environment interaction at the same time.
Blackburn, Jason K; McNyset, Kristina M; Curtis, Andrew; Hugh-Jones, Martin E
2007-12-01
The ecology and distribution of Bacillus anthracis is poorly understood despite continued anthrax outbreaks in wildlife and livestock throughout the United States. Little work is available to define the potential environments that may lead to prolonged spore survival and subsequent outbreaks. This study used the genetic algorithm for rule-set prediction modeling system to model the ecological niche for B. anthracis in the contiguous United States using wildlife and livestock outbreaks and several environmental variables. The modeled niche is defined by a narrow range of normalized difference vegetation index, precipitation, and elevation, with the geographic distribution heavily concentrated in a narrow corridor from southwest Texas northward into the Dakotas and Minnesota. Because disease control programs rely on vaccination and carcass disposal, and vaccination in wildlife remains untenable, understanding the distribution of B. anthracis plays an important role in efforts to prevent/eradicate the disease. Likewise, these results potentially aid in differentiating endemic/natural outbreaks from industrial-contamination related outbreaks or bioterrorist attacks.
NASA Astrophysics Data System (ADS)
Capitán, José A.; Manrubia, Susanna
2015-12-01
The distribution of human linguistic groups presents a number of interesting and nontrivial patterns. The distributions of the number of speakers per language and the area each group covers follow log-normal distributions, while population and area fulfill an allometric relationship. The topology of networks of spatial contacts between different linguistic groups has been recently characterized, showing atypical properties of the degree distribution and clustering, among others. Human demography, spatial conflicts, and the construction of networks of contacts between linguistic groups are mutually dependent processes. Here we introduce an adaptive network model that takes all of them into account and successfully reproduces, using only four model parameters, not only those features of linguistic groups already described in the literature, but also correlations between demographic and topological properties uncovered in this work. Besides their relevance when modeling and understanding processes related to human biogeography, our adaptive network model admits a number of generalizations that broaden its scope and make it suitable to represent interactions between agents based on population dynamics and competition for space.
Capitán, José A; Manrubia, Susanna
2015-12-01
The distribution of human linguistic groups presents a number of interesting and nontrivial patterns. The distributions of the number of speakers per language and the area each group covers follow log-normal distributions, while population and area fulfill an allometric relationship. The topology of networks of spatial contacts between different linguistic groups has been recently characterized, showing atypical properties of the degree distribution and clustering, among others. Human demography, spatial conflicts, and the construction of networks of contacts between linguistic groups are mutually dependent processes. Here we introduce an adaptive network model that takes all of them into account and successfully reproduces, using only four model parameters, not only those features of linguistic groups already described in the literature, but also correlations between demographic and topological properties uncovered in this work. Besides their relevance when modeling and understanding processes related to human biogeography, our adaptive network model admits a number of generalizations that broaden its scope and make it suitable to represent interactions between agents based on population dynamics and competition for space.
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.
Growth hormone distribution kinetics are markedly reduced in adults with growth hormone deficiency.
Catalina, Pablo F; Páramo, Concepción; Andrade, Maria Amalia; Mallo, Federico
2007-03-01
Growth hormone (GH) circulating levels are highly dependent not only on GH secretion rate from the pituitary, but also on the hormone distribution in the compartments of the body and elimination phenomena. In adult GH-deficient patients these factors become critical nowadays, especially when recombinant human GH (rhGH) is available for replacement therapy. In the present study, we assess the influence of both distribution and elimination phenomena on GH pharmacokinetics in adult GH-deficient patients. We used a four-step methodology following a compartmental approach after an intravenous bolus of recombinant GH in adult GH-deficient patients. We found that GH kinetics are clearly explained by a bi-exponential, two-compartmental model in GH-deficient patients, similarly than in normal or diabetic subjects, as previously shown. We have also observed a marked delay in the whole GH elimination process in GH-deficient patients compared to normal adult subjects, as revealed by metabolic clearance ratio (MCR), elimination constant from central compartment (k(10)), and mean resident time in the body (MRT). Interestingly, such a delay appear to be caused by deep changes in the distribution phase (Mtt(1)- mean transit time-1; T(1/2alpha)- GH half-life at distribution phase), while the elimination phenomenon remains unaltered. Our results emphasize the relevance of distribution phenomena in GH pharmacokinetics, and indicates that studies avoiding data from the GH distribution phase, such as those carried out in steady-state conditions, or those using noncompartmental models, could easily miss relevant information. Our data should be taken into consideration when establishing the appropriate dosage for GH replacement treatments in GH-deficient patients, and calculations should include GH distribution kinetics.
Distribution of angiographic measures of restenosis after drug-eluting stent implantation.
Byrne, R A; Eberle, S; Kastrati, A; Dibra, A; Ndrepepa, G; Iijima, R; Mehilli, J; Schömig, A
2009-10-01
A bimodal distribution of measures of restenosis has been demonstrated at 6-8 months after bare metal stent implantation. Drug-eluting stent (DES) treatment has attenuated the impact of certain factors (eg, diabetes) on restenosis but its effect on the distribution of indices of restenosis is not known. To perform a detailed analysis of the metrics of restenosis indices after DES implantation. Design, settings, Prospective observational study of patients undergoing DES implantation (Cypher, sirolimus-eluting stent; or Taxus, paclitaxel-eluting stent) at two German centres, with repeat angiography scheduled at 6-8 months after coronary stenting. In-stent late luminal loss (LLL) and in-segment percentage diameter stenosis (%DS) as determined by quantitative coronary angiography at recatheterisation. Paired cineangiograms were available for 2057 patients. Overall mean (SD) LLL was 0.31 (0.50) mm; mean (SD) %DS was 30.3 (15.7)%. Distribution of both LLL and %DS differed significantly from normal (Kolmogorov-Smirnov test; p<0.001 for each). For both parameters a mixed distribution model better described the data (likelihood ratio test with 3df; p<0.001 for each). This consisted of two normally distributed subpopulations with means (SD) of 0.10 (0.25) mm and 0.69 (0.60) mm for LLL, and means (SD) of 22.2 (8.6)% and 40.1 (16.6)% for %DS. The results were consistent across subgroups of DES type, "on-label" versus "off-label" indication, and presence or absence of diabetes. LLL and %DS at follow-up angiography after DES implantation have a complex mixed distribution that may be accurately represented by a bimodal distribution model. The introduction of DES treatment has not resulted in elimination of a variable propensity to restenosis among subpopulations of patients with stented lesions.
NASA Astrophysics Data System (ADS)
Shamsuddin, N. F. H.; Isa, N. M.; Taib, I.; Mohammed, A. N.
2017-09-01
Meniere’s disease or known as endolymphatic hydrops is an incurable vestibular disorder of the inner ear. This is due to the excessive fluid build-up in the endolymphatic sac which causing the vestibular endolymphatic membrane to start stretching. Although this mechanism has been widely accepted as the likely mechanism of Meniere’s syndrome, the reason for its occurrence remains unclear. Thus, the aims of this study to investigate the critical parameters of fluid flow in membranous labyrinth that is influencing instability of vestibular system. In addition, to visualise the flow behaviour between a normal membranous labyrinth and dilated membranous labyrinth in Meniere’s disease in predicting instability of vestibular system. Three dimensional geometry of endolymphatic sac is obtained from Magnetic Resonance Images (MRI) and reconstructed using commercial software. As basis of comparison the two different model of endolymphatic sac is considered in this study which are normal membranous labyrinth for model I and dilated membranous labyrinth for model II. Computational fluid dynamics (CFD) method is used to analyse the behaviour of pressure and velocity flow in the endolymphatic sac. The comparison was made in terms of pressure distribution and velocity profile. The results show that the pressure for dilated membranous labyrinth is greater than normal membranous labyrinth. Due to abnormally pressure in the vestibular system, it leads to the increasing value of the velocity at dilated membranous labyrinth while at the normal membranous labyrinth the velocity values decreasing. As a conclusion by changing the parameters which is pressure and velocity can significantly affect to the instability of vestibular system for Meniere’s disease.
Forward modeling of gravity data using geostatistically generated subsurface density variations
Phelps, Geoffrey
2016-01-01
Using geostatistical models of density variations in the subsurface, constrained by geologic data, forward models of gravity anomalies can be generated by discretizing the subsurface and calculating the cumulative effect of each cell (pixel). The results of such stochastically generated forward gravity anomalies can be compared with the observed gravity anomalies to find density models that match the observed data. These models have an advantage over forward gravity anomalies generated using polygonal bodies of homogeneous density because generating numerous realizations explores a larger region of the solution space. The stochastic modeling can be thought of as dividing the forward model into two components: that due to the shape of each geologic unit and that due to the heterogeneous distribution of density within each geologic unit. The modeling demonstrates that the internally heterogeneous distribution of density within each geologic unit can contribute significantly to the resulting calculated forward gravity anomaly. Furthermore, the stochastic models match observed statistical properties of geologic units, the solution space is more broadly explored by producing a suite of successful models, and the likelihood of a particular conceptual geologic model can be compared. The Vaca Fault near Travis Air Force Base, California, can be successfully modeled as a normal or strike-slip fault, with the normal fault model being slightly more probable. It can also be modeled as a reverse fault, although this structural geologic configuration is highly unlikely given the realizations we explored.
Application of attachment modes in the control of large space structures
NASA Technical Reports Server (NTRS)
Craig, Roy R., Jr.
1989-01-01
Various ways are examined to obtain reduced order mathematical models of structures for use in dynamic response analyses and in controller design studies. Attachment modes are deflection shapes of a structure subjected to specified unit load distributions. Attachment modes are frequently employed to supplement free-interface normal modes to improve the modeling of components (structures) employed in component mode synthesis analyses. Deflection shapes of structures subjected to generalized loads of some specified distribution and of unit magnitude can also be considered to be attachment modes. Several papers which were written under this contract are summarized herein.
Scaling in the distribution of intertrade durations of Chinese stocks
NASA Astrophysics Data System (ADS)
Jiang, Zhi-Qiang; Chen, Wei; Zhou, Wei-Xing
2008-10-01
The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. A scaling pattern is observed in the distributions of intertrade durations, where the empirical density functions of the normalized intertrade durations of all 23 stocks collapse onto a single curve. The scaling pattern is also observed in the intertrade duration distributions for filled and partially filled trades and in the conditional distributions. The ensemble distributions for all stocks are modeled by the Weibull and the Tsallis q-exponential distributions. Maximum likelihood estimation shows that the Weibull distribution outperforms the q-exponential for not-too-large intertrade durations which account for more than 98.5% of the data. Alternatively, nonlinear least-squares estimation selects the q-exponential as a better model, in which the optimization is conducted on the distance between empirical and theoretical values of the logarithmic probability densities. The distribution of intertrade durations is Weibull followed by a power-law tail with an asymptotic tail exponent close to 3.
An analytical framework for estimating aquatic species density from environmental DNA
Chambert, Thierry; Pilliod, David S.; Goldberg, Caren S.; Doi, Hideyuki; Takahara, Teruhiko
2018-01-01
Environmental DNA (eDNA) analysis of water samples is on the brink of becoming a standard monitoring method for aquatic species. This method has improved detection rates over conventional survey methods and thus has demonstrated effectiveness for estimation of site occupancy and species distribution. The frontier of eDNA applications, however, is to infer species density. Building upon previous studies, we present and assess a modeling approach that aims at inferring animal density from eDNA. The modeling combines eDNA and animal count data from a subset of sites to estimate species density (and associated uncertainties) at other sites where only eDNA data are available. As a proof of concept, we first perform a cross-validation study using experimental data on carp in mesocosms. In these data, fish densities are known without error, which allows us to test the performance of the method with known data. We then evaluate the model using field data from a study on a stream salamander species to assess the potential of this method to work in natural settings, where density can never be known with absolute certainty. Two alternative distributions (Normal and Negative Binomial) to model variability in eDNA concentration data are assessed. Assessment based on the proof of concept data (carp) revealed that the Negative Binomial model provided much more accurate estimates than the model based on a Normal distribution, likely because eDNA data tend to be overdispersed. Greater imprecision was found when we applied the method to the field data, but the Negative Binomial model still provided useful density estimates. We call for further model development in this direction, as well as further research targeted at sampling design optimization. It will be important to assess these approaches on a broad range of study systems.
ERIC Educational Resources Information Center
Finch, Holmes; Edwards, Julianne M.
2016-01-01
Standard approaches for estimating item response theory (IRT) model parameters generally work under the assumption that the latent trait being measured by a set of items follows the normal distribution. Estimation of IRT parameters in the presence of nonnormal latent traits has been shown to generate biased person and item parameter estimates. A…
Use of collateral information to improve LANDSAT classification accuracies
NASA Technical Reports Server (NTRS)
Strahler, A. H. (Principal Investigator)
1981-01-01
Methods to improve LANDSAT classification accuracies were investigated including: (1) the use of prior probabilities in maximum likelihood classification as a methodology to integrate discrete collateral data with continuously measured image density variables; (2) the use of the logit classifier as an alternative to multivariate normal classification that permits mixing both continuous and categorical variables in a single model and fits empirical distributions of observations more closely than the multivariate normal density function; and (3) the use of collateral data in a geographic information system as exercised to model a desired output information layer as a function of input layers of raster format collateral and image data base layers.
Hong, Chuan; Chen, Yong; Ning, Yang; Wang, Shuang; Wu, Hao; Carroll, Raymond J
2017-01-01
Motivated by analyses of DNA methylation data, we propose a semiparametric mixture model, namely the generalized exponential tilt mixture model, to account for heterogeneity between differentially methylated and non-differentially methylated subjects in the cancer group, and capture the differences in higher order moments (e.g. mean and variance) between subjects in cancer and normal groups. A pairwise pseudolikelihood is constructed to eliminate the unknown nuisance function. To circumvent boundary and non-identifiability problems as in parametric mixture models, we modify the pseudolikelihood by adding a penalty function. In addition, the test with simple asymptotic distribution has computational advantages compared with permutation-based test for high-dimensional genetic or epigenetic data. We propose a pseudolikelihood based expectation-maximization test, and show the proposed test follows a simple chi-squared limiting distribution. Simulation studies show that the proposed test controls Type I errors well and has better power compared to several current tests. In particular, the proposed test outperforms the commonly used tests under all simulation settings considered, especially when there are variance differences between two groups. The proposed test is applied to a real data set to identify differentially methylated sites between ovarian cancer subjects and normal subjects.
The directivity of the sound radiation from panels and openings.
Davy, John L
2009-06-01
This paper presents a method for calculating the directivity of the radiation of sound from a panel or opening, whose vibration is forced by the incidence of sound from the other side. The directivity of the radiation depends on the angular distribution of the incident sound energy in the room or duct in whose wall or end the panel or opening occurs. The angular distribution of the incident sound energy is predicted using a model which depends on the sound absorption coefficient of the room or duct surfaces. If the sound source is situated in the room or duct, the sound absorption coefficient model is used in conjunction with a model for the directivity of the sound source. For angles of radiation approaching 90 degrees to the normal to the panel or opening, the effect of the diffraction by the panel or opening, or by the finite baffle in which the panel or opening is mounted, is included. A simple empirical model is developed to predict the diffraction of sound into the shadow zone when the angle of radiation is greater than 90 degrees to the normal to the panel or opening. The method is compared with published experimental results.
Rolland, Y; Bézy-Wendling, J; Duvauferrier, R; Coatrieux, J L
1999-03-01
To demonstrate the usefulness of a model of the parenchymous vascularization to evaluate texture analysis methods. Slices with thickness varying from 1 to 4 mm were reformatted from a 3D vascular model corresponding to either normal tissue perfusion or local hypervascularization. Parameters of statistical methods were measured on 16128x128 regions of interest, and mean values and standard deviation were calculated. For each parameter, the performances (discrimination power and stability) were evaluated. Among 11 calculated statistical parameters, three (homogeneity, entropy, mean of gradients) were found to have a good discriminating power to differentiate normal perfusion from hypervascularization, but only the gradient mean was found to have a good stability with respect to the thickness. Five parameters (run percentage, run length distribution, long run emphasis, contrast, and gray level distribution) were found to have intermediate results. In the remaining three, curtosis and correlation was found to have little discrimination power, skewness none. This 3D vascular model, which allows the generation of various examples of vascular textures, is a powerful tool to assess the performance of texture analysis methods. This improves our knowledge of the methods and should contribute to their a priori choice when designing clinical studies.
NASA Astrophysics Data System (ADS)
Zhou, H.; Chen, B.; Han, Z. X.; Zhang, F. Q.
2009-05-01
The study on probability density function and distribution function of electricity prices contributes to the power suppliers and purchasers to estimate their own management accurately, and helps the regulator monitor the periods deviating from normal distribution. Based on the assumption of normal distribution load and non-linear characteristic of the aggregate supply curve, this paper has derived the distribution of electricity prices as the function of random variable of load. The conclusion has been validated with the electricity price data of Zhejiang market. The results show that electricity prices obey normal distribution approximately only when supply-demand relationship is loose, whereas the prices deviate from normal distribution and present strong right-skewness characteristic. Finally, the real electricity markets also display the narrow-peak characteristic when undersupply occurs.
Seeded hot dark matter models with inflation
NASA Technical Reports Server (NTRS)
Gratsias, John; Scherrer, Robert J.; Steigman, Gary; Villumsen, Jens V.
1993-01-01
We examine massive neutrino (hot dark matter) models for large-scale structure in which the density perturbations are produced by randomly distributed relic seeds and by inflation. Power spectra, streaming velocities, and the Sachs-Wolfe quadrupole fluctuation are derived for this model. We find that the pure seeded hot dark matter model without inflation produces Sachs-Wolfe fluctuations far smaller than those seen by COBE. With the addition of inflationary perturbations, fluctuations consistent with COBE can be produced. The COBE results set the normalization of the inflationary component, which determines the large-scale (about 50/h Mpc) streaming velocities. The normalization of the seed power spectrum is a free parameter, which can be adjusted to obtain the desired fluctuations on small scales. The power spectra produced are very similar to those seen in mixed hot and cold dark matter models.
Probability theory for 3-layer remote sensing radiative transfer model: univariate case.
Ben-David, Avishai; Davidson, Charles E
2012-04-23
A probability model for a 3-layer radiative transfer model (foreground layer, cloud layer, background layer, and an external source at the end of line of sight) has been developed. The 3-layer model is fundamentally important as the primary physical model in passive infrared remote sensing. The probability model is described by the Johnson family of distributions that are used as a fit for theoretically computed moments of the radiative transfer model. From the Johnson family we use the SU distribution that can address a wide range of skewness and kurtosis values (in addition to addressing the first two moments, mean and variance). In the limit, SU can also describe lognormal and normal distributions. With the probability model one can evaluate the potential for detecting a target (vapor cloud layer), the probability of observing thermal contrast, and evaluate performance (receiver operating characteristics curves) in clutter-noise limited scenarios. This is (to our knowledge) the first probability model for the 3-layer remote sensing geometry that treats all parameters as random variables and includes higher-order statistics. © 2012 Optical Society of America
Cold dark matter. 2: Spatial and velocity statistics
NASA Technical Reports Server (NTRS)
Gelb, James M.; Bertschinger, Edmund
1994-01-01
We examine high-resolution gravitational N-body simulations of the omega = 1 cold dark matter (CDM) model in order to determine whether there is any normalization of the initial density fluctuation spectrum that yields acceptable results for galaxy clustering and velocities. Dense dark matter halos in the evolved mass distribution are identified with luminous galaxies; the most massive halos are also considered as sites for galaxy groups, with a range of possibilities explored for the group mass-to-light ratios. We verify the earlier conclusions of White et al. (1987) for the low-amplitude (high-bias) CDM model-the galaxy correlation function is marginally acceptable but that there are too many galaxies. We also show that the peak biasing method does not accurately reproduce the results obtained using dense halos identified in the simulations themselves. The Cosmic Background Explorer (COBE) anisotropy implies a higher normalization, resulting in problems with excessive pairwise galaxy velocity dispersion unless a strong velocity bias is present. Although we confirm the strong velocity bias of halos reported by Couchman & Carlberg (1992), we show that the galaxy motions are still too large on small scales. We find no amplitude for which the CDM model can reconcile simultaneously and galaxy correlation function, the low pairwise velocity dispersion, and the richness distribution of groups and clusters. With the normalization implied by COBE, the CDM spectrum has too much power on small scales if omega = 1.
On modeling pressure diffusion in non-homogeneous shear flows
NASA Technical Reports Server (NTRS)
Demuren, A. O.; Rogers, M. M.; Durbin, P.; Lele, S. K.
1996-01-01
New models are proposed for the 'slow and 'rapid' parts of the pressure diffusive transport based on the examination of DNS databases for plane mixing layers and wakes. The model for the 'slow' part is non-local, but requires the distribution of the triple-velocity correlation as a local source. The latter can be computed accurately for the normal component from standard gradient diffusion models, but such models are inadequate for the cross component. More work is required to remedy this situation.
NASA Astrophysics Data System (ADS)
Koma, Zsófia; Székely, Balázs; Dorninger, Peter; Kovács, Gábor
2013-04-01
Due to the need for quantitative analysis of various geomorphological landforms, the importance of fast and effective automatic processing of the different kind of digital terrain models (DTMs) is increasing. The robust plane fitting (segmentation) method, developed at the Institute of Photogrammetry and Remote Sensing at Vienna University of Technology, allows the processing of large 3D point clouds (containing millions of points), performs automatic detection of the planar elements of the surface via parameter estimation, and provides a considerable data reduction for the modeled area. Its geoscientific application allows the modeling of different landforms with the fitted planes as planar facets. In our study we aim to analyze the accuracy of the resulting set of fitted planes in terms of accuracy, model reliability and dependence on the input parameters. To this end we used DTMs of different scales and accuracy: (1) artificially generated 3D point cloud model with different magnitudes of error; (2) LiDAR data with 0.1 m error; (3) SRTM (Shuttle Radar Topography Mission) DTM database with 5 m accuracy; (4) DTM data from HRSC (High Resolution Stereo Camera) of the planet Mars with 10 m error. The analysis of the simulated 3D point cloud with normally distributed errors comprised different kinds of statistical tests (for example Chi-square and Kolmogorov-Smirnov tests) applied on the residual values and evaluation of dependence of the residual values on the input parameters. These tests have been repeated on the real data supplemented with the categorization of the segmentation result depending on the input parameters, model reliability and the geomorphological meaning of the fitted planes. The simulation results show that for the artificially generated data with normally distributed errors the null hypothesis can be accepted based on the residual value distribution being also normal, but in case of the test on the real data the residual value distribution is often mixed or unknown. The residual values are found to be dependent on two input parameters (standard deviation and maximum point-plane distance both defining distance thresholds for assigning points to a segment) mainly and the curvature of the surface affected mostly the distributions. The results of the analysis helped to decide which parameter set is the best for further modelling and provides the highest accuracy. With these results in mind the success of quasi-automatic modelling of the planar (for example plateau-like) features became more successful and often provided more accuracy. These studies were carried out partly in the framework of TMIS.ascrea project (Nr. 2001978) financed by the Austrian Research Promotion Agency (FFG); the contribution of ZsK was partly funded by Campus Hungary Internship TÁMOP-424B1.
NASA Astrophysics Data System (ADS)
Kargoll, Boris; Omidalizarandi, Mohammad; Loth, Ina; Paffenholz, Jens-André; Alkhatib, Hamza
2018-03-01
In this paper, we investigate a linear regression time series model of possibly outlier-afflicted observations and autocorrelated random deviations. This colored noise is represented by a covariance-stationary autoregressive (AR) process, in which the independent error components follow a scaled (Student's) t-distribution. This error model allows for the stochastic modeling of multiple outliers and for an adaptive robust maximum likelihood (ML) estimation of the unknown regression and AR coefficients, the scale parameter, and the degree of freedom of the t-distribution. This approach is meant to be an extension of known estimators, which tend to focus only on the regression model, or on the AR error model, or on normally distributed errors. For the purpose of ML estimation, we derive an expectation conditional maximization either algorithm, which leads to an easy-to-implement version of iteratively reweighted least squares. The estimation performance of the algorithm is evaluated via Monte Carlo simulations for a Fourier as well as a spline model in connection with AR colored noise models of different orders and with three different sampling distributions generating the white noise components. We apply the algorithm to a vibration dataset recorded by a high-accuracy, single-axis accelerometer, focusing on the evaluation of the estimated AR colored noise model.
ASYMPTOTIC DISTRIBUTION OF ΔAUC, NRIs, AND IDI BASED ON THEORY OF U-STATISTICS
Demler, Olga V.; Pencina, Michael J.; Cook, Nancy R.; D’Agostino, Ralph B.
2017-01-01
The change in AUC (ΔAUC), the IDI, and NRI are commonly used measures of risk prediction model performance. Some authors have reported good validity of associated methods of estimating their standard errors (SE) and construction of confidence intervals, whereas others have questioned their performance. To address these issues we unite the ΔAUC, IDI, and three versions of the NRI under the umbrella of the U-statistics family. We rigorously show that the asymptotic behavior of ΔAUC, NRIs, and IDI fits the asymptotic distribution theory developed for U-statistics. We prove that the ΔAUC, NRIs, and IDI are asymptotically normal, unless they compare nested models under the null hypothesis. In the latter case, asymptotic normality and existing SE estimates cannot be applied to ΔAUC, NRIs, or IDI. In the former case SE formulas proposed in the literature are equivalent to SE formulas obtained from U-statistics theory if we ignore adjustment for estimated parameters. We use Sukhatme-Randles-deWet condition to determine when adjustment for estimated parameters is necessary. We show that adjustment is not necessary for SEs of the ΔAUC and two versions of the NRI when added predictor variables are significant and normally distributed. The SEs of the IDI and three-category NRI should always be adjusted for estimated parameters. These results allow us to define when existing formulas for SE estimates can be used and when resampling methods such as the bootstrap should be used instead when comparing nested models. We also use the U-statistic theory to develop a new SE estimate of ΔAUC. PMID:28627112
Asymptotic distribution of ∆AUC, NRIs, and IDI based on theory of U-statistics.
Demler, Olga V; Pencina, Michael J; Cook, Nancy R; D'Agostino, Ralph B
2017-09-20
The change in area under the curve (∆AUC), the integrated discrimination improvement (IDI), and net reclassification index (NRI) are commonly used measures of risk prediction model performance. Some authors have reported good validity of associated methods of estimating their standard errors (SE) and construction of confidence intervals, whereas others have questioned their performance. To address these issues, we unite the ∆AUC, IDI, and three versions of the NRI under the umbrella of the U-statistics family. We rigorously show that the asymptotic behavior of ∆AUC, NRIs, and IDI fits the asymptotic distribution theory developed for U-statistics. We prove that the ∆AUC, NRIs, and IDI are asymptotically normal, unless they compare nested models under the null hypothesis. In the latter case, asymptotic normality and existing SE estimates cannot be applied to ∆AUC, NRIs, or IDI. In the former case, SE formulas proposed in the literature are equivalent to SE formulas obtained from U-statistics theory if we ignore adjustment for estimated parameters. We use Sukhatme-Randles-deWet condition to determine when adjustment for estimated parameters is necessary. We show that adjustment is not necessary for SEs of the ∆AUC and two versions of the NRI when added predictor variables are significant and normally distributed. The SEs of the IDI and three-category NRI should always be adjusted for estimated parameters. These results allow us to define when existing formulas for SE estimates can be used and when resampling methods such as the bootstrap should be used instead when comparing nested models. We also use the U-statistic theory to develop a new SE estimate of ∆AUC. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
The application of muscle wrapping to voxel-based finite element models of skeletal structures.
Liu, Jia; Shi, Junfen; Fitton, Laura C; Phillips, Roger; O'Higgins, Paul; Fagan, Michael J
2012-01-01
Finite elements analysis (FEA) is now used routinely to interpret skeletal form in terms of function in both medical and biological applications. To produce accurate predictions from FEA models, it is essential that the loading due to muscle action is applied in a physiologically reasonable manner. However, it is common for muscle forces to be represented as simple force vectors applied at a few nodes on the model's surface. It is certainly rare for any wrapping of the muscles to be considered, and yet wrapping not only alters the directions of muscle forces but also applies an additional compressive load from the muscle belly directly to the underlying bone surface. This paper presents a method of applying muscle wrapping to high-resolution voxel-based finite element (FE) models. Such voxel-based models have a number of advantages over standard (geometry-based) FE models, but the increased resolution with which the load can be distributed over a model's surface is particularly advantageous, reflecting more closely how muscle fibre attachments are distributed. In this paper, the development, application and validation of a muscle wrapping method is illustrated using a simple cylinder. The algorithm: (1) calculates the shortest path over the surface of a bone given the points of origin and ultimate attachment of the muscle fibres; (2) fits a Non-Uniform Rational B-Spline (NURBS) curve from the shortest path and calculates its tangent, normal vectors and curvatures so that normal and tangential components of the muscle force can be calculated and applied along the fibre; and (3) automatically distributes the loads between adjacent fibres to cover the bone surface with a fully distributed muscle force, as is observed in vivo. Finally, we present a practical application of this approach to the wrapping of the temporalis muscle around the cranium of a macaque skull.
Rochon, Justine; Kieser, Meinhard
2011-11-01
Student's one-sample t-test is a commonly used method when inference about the population mean is made. As advocated in textbooks and articles, the assumption of normality is often checked by a preliminary goodness-of-fit (GOF) test. In a paper recently published by Schucany and Ng it was shown that, for the uniform distribution, screening of samples by a pretest for normality leads to a more conservative conditional Type I error rate than application of the one-sample t-test without preliminary GOF test. In contrast, for the exponential distribution, the conditional level is even more elevated than the Type I error rate of the t-test without pretest. We examine the reasons behind these characteristics. In a simulation study, samples drawn from the exponential, lognormal, uniform, Student's t-distribution with 2 degrees of freedom (t(2) ) and the standard normal distribution that had passed normality screening, as well as the ingredients of the test statistics calculated from these samples, are investigated. For non-normal distributions, we found that preliminary testing for normality may change the distribution of means and standard deviations of the selected samples as well as the correlation between them (if the underlying distribution is non-symmetric), thus leading to altered distributions of the resulting test statistics. It is shown that for skewed distributions the excess in Type I error rate may be even more pronounced when testing one-sided hypotheses. ©2010 The British Psychological Society.
van Albada, S J; Robinson, P A
2007-04-15
Many variables in the social, physical, and biosciences, including neuroscience, are non-normally distributed. To improve the statistical properties of such data, or to allow parametric testing, logarithmic or logit transformations are often used. Box-Cox transformations or ad hoc methods are sometimes used for parameters for which no transformation is known to approximate normality. However, these methods do not always give good agreement with the Gaussian. A transformation is discussed that maps probability distributions as closely as possible to the normal distribution, with exact agreement for continuous distributions. To illustrate, the transformation is applied to a theoretical distribution, and to quantitative electroencephalographic (qEEG) measures from repeat recordings of 32 subjects which are highly non-normal. Agreement with the Gaussian was better than using logarithmic, logit, or Box-Cox transformations. Since normal data have previously been shown to have better test-retest reliability than non-normal data under fairly general circumstances, the implications of our transformation for the test-retest reliability of parameters were investigated. Reliability was shown to improve with the transformation, where the improvement was comparable to that using Box-Cox. An advantage of the general transformation is that it does not require laborious optimization over a range of parameters or a case-specific choice of form.
NASA Astrophysics Data System (ADS)
Zhang, Haili; Jiang, Zhijin; Li, Qingguang; Jiang, Guanxiang
2014-02-01
By using the revised Landau hydrodynamic model and taking into account the effect of leading particles, we discuss the pseudorapidity distributions of the charged particles produced in high-energy heavy-ion collisions. The leading particles are assumed to have the rapidity distributions with Gaussian forms with the normalization constant being equal to the number of participants, which can be figured out in theory. The results from the revised Landau hydrodynamic model, together with the contributions from leading particles, were found to be consistent with the experimental data obtained by the PHOBOS Collaboration on RHIC (Relativistic Heavy Ion Collider) at BNL (Brookhaven National Laboratory) in different centrality Cu+Cu and Au+Au collisions at high energies.
Stress distribution in two-dimensional silos
NASA Astrophysics Data System (ADS)
Blanco-Rodríguez, Rodolfo; Pérez-Ángel, Gabriel
2018-01-01
Simulations of a polydispersed two-dimensional silo were performed using molecular dynamics, with different numbers of grains reaching up to 64 000, verifying numerically the model derived by Janssen and also the main assumption that the walls carry part of the weight due to the static friction between grains with themselves and those with the silo's walls. We vary the friction coefficient, the radii dispersity, the silo width, and the size of grains. We find that the Janssen's model becomes less relevant as the the silo width increases since the behavior of the stresses becomes more hydrostatic. Likewise, we get the normal and tangential stress distribution on the walls evidencing the existence of points of maximum stress. We also obtained the stress matrix with which we observe zones of concentration of load, located always at a height around two thirds of the granular columns. Finally, we observe that the size of the grains affects the distribution of stresses, increasing the weight on the bottom and reducing the normal stress on the walls, as the grains are made smaller (for the same total mass of the granulate), giving again a more hydrostatic and therefore less Janssen-type behavior for the weight of the column.
Monte Carlo based electron treatment planning and cutout output factor calculations
NASA Astrophysics Data System (ADS)
Mitrou, Ellis
Electron radiotherapy (RT) offers a number of advantages over photons. The high surface dose, combined with a rapid dose fall-off beyond the target volume presents a net increase in tumor control probability and decreases the normal tissue complication for superficial tumors. Electron treatments are normally delivered clinically without previously calculated dose distributions due to the complexity of the electron transport involved and greater error in planning accuracy. This research uses Monte Carlo (MC) methods to model clinical electron beams in order to accurately calculate electron beam dose distributions in patients as well as calculate cutout output factors, reducing the need for a clinical measurement. The present work is incorporated into a research MC calculation system: McGill Monte Carlo Treatment Planning (MMCTP) system. Measurements of PDDs, profiles and output factors in addition to 2D GAFCHROMICRTM EBT2 film measurements in heterogeneous phantoms were obtained to commission the electron beam model. The use of MC for electron TP will provide more accurate treatments and yield greater knowledge of the electron dose distribution within the patient. The calculation of output factors could invoke a clinical time saving of up to 1 hour per patient.
Replication of Cancellation Orders Using First-Passage Time Theory in Foreign Currency Market
NASA Astrophysics Data System (ADS)
Boilard, Jean-François; Kanazawa, Kiyoshi; Takayasu, Hideki; Takayasu, Misako
Our research focuses on the annihilation dynamics of limit orders in a spot foreign currency market for various currency pairs. We analyze the cancellation order distribution conditioned on the normalized distance from the mid-price; where the normalized distance is defined as the final distance divided by the initial distance. To reproduce real data, we introduce two simple models that assume the market price moves randomly and cancellation occurs either after fixed time t or following the Poisson process. Results of our model qualitatively reproduce basic statistical properties of cancellation orders of the data when limit orders are cancelled according to the Poisson process. We briefly discuss implication of our findings in the construction of more detailed microscopic models.
The timing of sequences of saccades in visual search.
Van Loon, E M; Hooge, I Th C; Van den Berg, A V
2002-01-01
According to the LATER model (linear approach to thresholds with ergodic rate), the latency of a single saccade in response to target appearance can be understood as a decision process, which is subject to (i) variations in the rate of (visual) information processing; and (ii) the threshold for the decision. We tested whether the LATER model can also be applied to the sequences of saccades in a multiple fixation search, during which latencies of second and subsequent saccades are typically shorter than that of the initial saccade. We found that the distributions of the reciprocal latencies for later saccades, unlike those of the first saccade, are highly asymmetrical, much like a gamma distribution. This suggests that the normal distribution of the rate r, which the LATER model assumes, is not appropriate to describe the rate distributions of subsequent saccades in a scanning sequence. By contrast, the gamma distribution is also appropriate to describe the distribution of reciprocal latencies for the first saccade. The change of the gamma distribution parameters as a function of the ordinal number of the saccade suggests a lowering of the threshold for second and later saccades, as well as a reduction in the number of target elements analysed. PMID:12184827
NASA Astrophysics Data System (ADS)
Tedrow, Christine Atkins
The primary goal in this study was to explore remote sensing, ecological niche modeling, and Geographic Information Systems (GIS) as aids in predicting candidate Rift Valley fever (RVF) competent vector abundance and distribution in Virginia, and as means of estimating where risk of establishment in mosquitoes and risk of transmission to human populations would be greatest in Virginia. A second goal in this study was to determine whether the remotely-sensed Normalized Difference Vegetation Index (NDVI) can be used as a proxy variable of local conditions for the development of mosquitoes to predict mosquito species distribution and abundance in Virginia. As part of this study, a mosquito surveillance database was compiled to archive the historical patterns of mosquito species abundance in Virginia. In addition, linkages between mosquito density and local environmental and climatic patterns were spatially and temporally examined. The present study affirms the potential role of remote sensing imagery for species distribution prediction, and it demonstrates that ecological niche modeling is a valuable predictive tool to analyze the distributions of populations. The MaxEnt ecological niche modeling program was used to model predicted ranges for potential RVF competent vectors in Virginia. The MaxEnt model was shown to be robust, and the candidate RVF competent vector predicted distribution map is presented. The Normalized Difference Vegetation Index (NDVI) was found to be the most useful environmental-climatic variable to predict mosquito species distribution and abundance in Virginia. However, these results indicate that a more robust prediction is obtained by including other environmental-climatic factors correlated to mosquito densities (e.g., temperature, precipitation, elevation) with NDVI. The present study demonstrates that remote sensing and GIS can be used with ecological niche and risk modeling methods to estimate risk of virus establishment in mosquitoes and transmission to humans. Maps delineating the geographic areas in Virginia with highest risk for RVF establishment in mosquito populations and RVF disease transmission to human populations were generated in a GIS using human, domestic animal, and white-tailed deer population estimates and the MaxEnt potential RVF competent vector species distribution prediction. The candidate RVF competent vector predicted distribution and RVF risk maps presented in this study can help vector control agencies and public health officials focus Rift Valley fever surveillance efforts in geographic areas with large co-located populations of potential RVF competent vectors and human, domestic animal, and wildlife hosts. Keywords. Rift Valley fever, risk assessment, Ecological Niche Modeling, MaxEnt, Geographic Information System, remote sensing, Pearson's Product-Moment Correlation Coefficient, vectors, mosquito distribution, mosquito density, mosquito surveillance, United States, Virginia, domestic animals, white-tailed deer, ArcGIS
NASA Astrophysics Data System (ADS)
Ebrahimi, R.; Zohren, S.
2018-03-01
In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar (J. Stat. Mech. P04001 arXiv:1102.0738), to normal random matrices and 2D Coulomb gases in general. Firstly, we show that this approach provides an alternative derivation of results in the literature. More precisely, we show convergence of the rescaled eigenvalue with largest modulus of a normal Gaussian ensemble to a Gumbel distribution, as well as universality for an arbitrary radially symmetric potential. Secondly, it is shown that this approach can be generalised to obtain convergence of the eigenvalue with smallest modulus and its universality for ring distributions. Most interestingly, the here presented techniques are used to compute all slowly varying finite N correction of the above distributions, which is important for practical applications, given the slow convergence. Another interesting aspect of this work is the fact that we can use standard techniques from Hermitian random matrices to obtain the extreme value statistics of non-Hermitian random matrices resembling the large N expansion used in context of the double scaling limit of Hermitian matrix models in string theory.
Forecasting Flying Hour Costs of the B-1, B-2, and the B-52 Bomber Aircraft
2008-03-01
reject the null hypothesis that the residuals are normally distributed. Likewise, in the Breusch Pagan test , a p-value greater than 0.05 means we...normality or constant variance, it will be noted in the results tables in Chapter IV. The Shapiro Wilk and Breusch Pagan tests are also very...the model; and • the results of the Shapiro Wilk, Breusch Pagan , and Durbin Watson tests . Summary This chapter outlines the methodology used in
Monte Carlo modeling of the scatter radiation doses in IR
NASA Astrophysics Data System (ADS)
Mah, Eugene; He, Wenjun; Huda, Walter; Yao, Hai; Selby, Bayne
2011-03-01
Purpose: To use Monte Carlo techniques to compute the scatter radiation dose distribution patterns around patients undergoing Interventional Radiological (IR) examinations. Method: MCNP was used to model the scatter radiation air kerma (AK) per unit kerma area product (KAP) distribution around a 24 cm diameter water cylinder irradiated with monoenergetic x-rays. Normalized scatter fractions (SF) were generated defined as the air kerma at a point of interest that has been normalized by the Kerma Area Product incident on the phantom (i.e., AK/KAP). Three regions surrounding the water cylinder were investigated consisting of the area below the water cylinder (i.e., backscatter), above the water cylinder (i.e., forward scatter) and to the sides of the water cylinder (i.e., side scatter). Results: Immediately above and below the water cylinder and in the side scatter region, values of normalized SF decreased with the inverse square of the distance. For z-planes further away, the decrease was exponential. Values of normalized SF around the phantom were generally less than 10-4. Changes in normalized SF with x-ray energy were less than 20% and generally decreased with increasing x-ray energy. At a given distance from region where the x-ray beam enters the phantom, the normalized SF was higher in the backscatter regions, and smaller in the forward scatter regions. The ratio of forward to back scatter normalized SF was lowest at 60 keV and highest at 120 keV. Conclusion: Computed SF values quantify the normalized fractional radiation intensities at the operator location relative to the radiation intensities incident on the patient, where the normalization refers to the beam area that is incident on the patient. SF values can be used to estimate the radiation dose received by personnel within the procedure room, and which depend on the imaging geometry, patient size and location within the room. Monte Carlo techniques have the potential for simulating normalized SF values for any arrangement of imaging geometry, patient size and personnel location and are therefore an important tool for minimizing operator doses in IR.
NASA Astrophysics Data System (ADS)
Yan, Wang-Ji; Ren, Wei-Xin
2018-01-01
This study applies the theoretical findings of circularly-symmetric complex normal ratio distribution Yan and Ren (2016) [1,2] to transmissibility-based modal analysis from a statistical viewpoint. A probabilistic model of transmissibility function in the vicinity of the resonant frequency is formulated in modal domain, while some insightful comments are offered. It theoretically reveals that the statistics of transmissibility function around the resonant frequency is solely dependent on 'noise-to-signal' ratio and mode shapes. As a sequel to the development of the probabilistic model of transmissibility function in modal domain, this study poses the process of modal identification in the context of Bayesian framework by borrowing a novel paradigm. Implementation issues unique to the proposed approach are resolved by Lagrange multiplier approach. Also, this study explores the possibility of applying Bayesian analysis in distinguishing harmonic components and structural ones. The approaches are verified through simulated data and experimentally testing data. The uncertainty behavior due to variation of different factors is also discussed in detail.
NASA Astrophysics Data System (ADS)
Gyenis, Balázs
2017-02-01
We investigate Maxwell's attempt to justify the mathematical assumptions behind his 1860 Proposition IV according to which the velocity components of colliding particles follow the normal distribution. Contrary to the commonly held view we find that his molecular collision model plays a crucial role in reaching this conclusion, and that his model assumptions also permit inference to equalization of mean kinetic energies (temperatures), which is what he intended to prove in his discredited and widely ignored Proposition VI. If we take a charitable reading of his own proof of Proposition VI then it was Maxwell, and not Boltzmann, who gave the first proof of a tendency towards equilibrium, a sort of H-theorem. We also call attention to a potential conflation of notions of probabilistic and value independence in relevant prior works of his contemporaries and of his own, and argue that this conflation might have impacted his adoption of the suspect independence assumption of Proposition IV.
Marinkovic, Ksenija; Courtney, Maureen G.; Witzel, Thomas; Dale, Anders M.; Halgren, Eric
2014-01-01
Although a crucial role of the fusiform gyrus (FG) in face processing has been demonstrated with a variety of methods, converging evidence suggests that face processing involves an interactive and overlapping processing cascade in distributed brain areas. Here we examine the spatio-temporal stages and their functional tuning to face inversion, presence and configuration of inner features, and face contour in healthy subjects during passive viewing. Anatomically-constrained magnetoencephalography (aMEG) combines high-density whole-head MEG recordings and distributed source modeling with high-resolution structural MRI. Each person's reconstructed cortical surface served to constrain noise-normalized minimum norm inverse source estimates. The earliest activity was estimated to the occipital cortex at ~100 ms after stimulus onset and was sensitive to an initial coarse level visual analysis. Activity in the right-lateralized ventral temporal area (inclusive of the FG) peaked at ~160 ms and was largest to inverted faces. Images containing facial features in the veridical and rearranged configuration irrespective of the facial outline elicited intermediate level activity. The M160 stage may provide structural representations necessary for downstream distributed areas to process identity and emotional expression. However, inverted faces additionally engaged the left ventral temporal area at ~180 ms and were uniquely subserved by bilateral processing. This observation is consistent with the dual route model and spared processing of inverted faces in prosopagnosia. The subsequent deflection, peaking at ~240 ms in the anterior temporal areas bilaterally, was largest to normal, upright faces. It may reflect initial engagement of the distributed network subserving individuation and familiarity. These results support dynamic models suggesting that processing of unfamiliar faces in the absence of a cognitive task is subserved by a distributed and interactive neural circuit. PMID:25426044
NASA Astrophysics Data System (ADS)
Csillik, O.; Evans, I. S.; Drăguţ, L.
2015-03-01
Automated procedures are developed to alleviate long tails in frequency distributions of morphometric variables. They minimize the skewness of slope gradient frequency distributions, and modify the kurtosis of profile and plan curvature distributions toward that of the Gaussian (normal) model. Box-Cox (for slope) and arctangent (for curvature) transformations are tested on nine digital elevation models (DEMs) of varying origin and resolution, and different landscapes, and shown to be effective. Resulting histograms are illustrated and show considerable improvements over those for previously recommended slope transformations (sine, square root of sine, and logarithm of tangent). Unlike previous approaches, the proposed method evaluates the frequency distribution of slope gradient values in a given area and applies the most appropriate transform if required. Sensitivity of the arctangent transformation is tested, showing that Gaussian-kurtosis transformations are acceptable also in terms of histogram shape. Cube root transformations of curvatures produced bimodal histograms. The transforms are applicable to morphometric variables and many others with skewed or long-tailed distributions. By avoiding long tails and outliers, they permit parametric statistics such as correlation, regression and principal component analyses to be applied, with greater confidence that requirements for linearity, additivity and even scatter of residuals (constancy of error variance) are likely to be met. It is suggested that such transformations should be routinely applied in all parametric analyses of long-tailed variables. Our Box-Cox and curvature automated transformations are based on a Python script, implemented as an easy-to-use script tool in ArcGIS.
NASA Astrophysics Data System (ADS)
Hirata, K.; Fujiwara, H.; Nakamura, H.; Osada, M.; Morikawa, N.; Kawai, S.; Ohsumi, T.; Aoi, S.; Yamamoto, N.; Matsuyama, H.; Toyama, N.; Kito, T.; Murashima, Y.; Murata, Y.; Inoue, T.; Saito, R.; Takayama, J.; Akiyama, S.; Korenaga, M.; Abe, Y.; Hashimoto, N.
2016-12-01
For the forthcoming Nankai earthquake with M8 to M9 class, the Earthquake Research Committee(ERC)/Headquarters for Earthquake Research Promotion, Japanese government (2013) showed 15 examples of earthquake source areas (ESAs) as possible combinations of 18 sub-regions (6 segments along trough and 3 segments normal to trough) and assessed the occurrence probability within the next 30 years (from Jan. 1, 2013) was 60% to 70%. Hirata et al.(2015, AGU) presented Probabilistic Tsunami Hazard Assessment (PTHA) along Nankai Trough in the case where diversity of the next event's ESA is modeled by only the 15 ESAs. In this study, we newly set 70 ESAs in addition of the previous 15 ESAs so that total of 85 ESAs are considered. By producing tens of faults models, with various slip distribution patterns, for each of 85 ESAs, we obtain 2500 fault models in addition of previous 1400 fault models so that total of 3900 fault models are considered to model the diversity of the next Nankai earthquake rupture (Toyama et al.,2015, JpGU). For PTHA, the occurrence probability of the next Nankai earthquake is distributed to possible 3900 fault models in the viewpoint of similarity to the 15 ESAs' extents (Abe et al.,2015, JpGU). A major concept of the occurrence probability distribution is; (i) earthquakes rupturing on any of 15 ESAs that ERC(2013) showed most likely occur, (ii) earthquakes rupturing on any of ESAs whose along-trench extent is the same as any of 15 ESAs but trough-normal extent differs from it second likely occur, (iii) earthquakes rupturing on any of ESAs whose both of along-trough and trough-normal extents differ from any of 15 ESAs rarely occur. Procedures for tsunami simulation and probabilistic tsunami hazard synthesis are the same as Hirata et al (2015). A tsunami hazard map, synthesized under an assumption that the Nankai earthquakes can be modeled as a renewal process based on BPT distribution with a mean recurrence interval of 88.2 years (ERC, 2013) and an aperiodicity of 0.22, as the median of the values (0.20 to 0.24)that ERC (2013) recommended, suggests that several coastal segments along the southwest coast of Shikoku Island, the southeast coast of Kii Peninsula, and the west coast of Izu Peninsula show over 26 % in exceedance probability that maximum water rise exceeds 10 meters at any coastal point within the next 30 years.
NASA Technical Reports Server (NTRS)
Spada, M.; Jorba, O.; Perez Garcia-Pando, C.; Janjic, Z.; Baldasano, J. M.
2013-01-01
One of the major sources of uncertainty in model estimates of the global sea-salt aerosol distribution is the emission parameterization. We evaluate a new sea-salt aerosol life cycle module coupled to the online multi-scale chemical transport model NMMB/BSC-CTM. We compare 5 year global simulations using five state-of-the-art sea-salt open-ocean emission schemes with monthly averaged coarse aerosol optical depth (AOD) from selected AERONET sun photometers, surface concentration measurements from the University of Miami's Ocean Aerosol Network, and measurements from two NOAA/PMEL cruises (AEROINDOEX and ACE1). Model results are highly sensitive to the introduction of sea-surface-temperature (SST)-dependent emissions and to the accounting of spume particles production. Emission ranges from 3888 teragrams per year to 8114 teragrams per year, lifetime varies between 7.3 hours and 11.3 hours, and the average column mass load is between 5.0 teragrams and 7.2 teragrams. Coarse AOD is reproduced with an overall correlation of around 0.5 and with normalized biases ranging from +8.8 percent to +38.8 percent. Surface concentration is simulated with normalized biases ranging from minus 9.5 percent to plus 28 percent and the overall correlation is around 0.5. Our results indicate that SST-dependent emission schemes improve the overall model performance in reproducing surface concentrations. On the other hand, they lead to an overestimation of the coarse AOD at tropical latitudes, although it may be affected by uncertainties in the comparison due to the use of all-sky model AOD, the treatment of water uptake, deposition and optical properties in the model and/or an inaccurate size distribution at emission.
Matos, Larissa A.; Bandyopadhyay, Dipankar; Castro, Luis M.; Lachos, Victor H.
2015-01-01
In biomedical studies on HIV RNA dynamics, viral loads generate repeated measures that are often subjected to upper and lower detection limits, and hence these responses are either left- or right-censored. Linear and non-linear mixed-effects censored (LMEC/NLMEC) models are routinely used to analyse these longitudinal data, with normality assumptions for the random effects and residual errors. However, the derived inference may not be robust when these underlying normality assumptions are questionable, especially the presence of outliers and thick-tails. Motivated by this, Matos et al. (2013b) recently proposed an exact EM-type algorithm for LMEC/NLMEC models using a multivariate Student’s-t distribution, with closed-form expressions at the E-step. In this paper, we develop influence diagnostics for LMEC/NLMEC models using the multivariate Student’s-t density, based on the conditional expectation of the complete data log-likelihood. This partially eliminates the complexity associated with the approach of Cook (1977, 1986) for censored mixed-effects models. The new methodology is illustrated via an application to a longitudinal HIV dataset. In addition, a simulation study explores the accuracy of the proposed measures in detecting possible influential observations for heavy-tailed censored data under different perturbation and censoring schemes. PMID:26190871
Uncertainty evaluation with increasing borehole drilling in subsurface hydrogeological explorations
NASA Astrophysics Data System (ADS)
Amano, K.; Ohyama, T.; Kumamoto, S.; Shimo, M.
2016-12-01
Quantities of drilling boreholes have been a difficult subject for field investigators in such as subsurface hydrogeological explorations. This problem becomes a bigger in heterogeneous formations or rock masses so we need to develop quantitative criteria for evaluating uncertainties during borehole investigations.To test an uncertainty reduction with increasing boreholes, we prepared a simple hydrogeological model and virtual hydraulic tests were carried out by using this model. The model consists of 125,000 elements of which hydraulic conductivities are generated randomly from the log-normal distribution in a 2-kilometer cube. Uncertainties were calculated by the difference of head distributions between the original model and the inchoate models made by virtual hydraulic test one by one.The results show the level and the variance of uncertainty are strongly correlated to the average and variance of the hydraulic conductivities. This kind of trends also could be seen in the actual field data obtained from the deep borehole investigations in Horonobe Town, northern Hokkaido, Japan. Here, a new approach using fractional bias (FB) and normalized mean square error (NMSE) for evaluating uncertainty characteristics will be introduced and the possibility of use as an indicator for decision making (i.e. to stop borehole drilling or to continue borehole drilling) in field investigations will be discussed.
NASA Technical Reports Server (NTRS)
Seacord, Charles L; Campbell, John P.
1943-01-01
The effects of mass distribution on lateral stability and control characteristics of an airplane have been determined by flight tests of a model in the NACA free-flight tunnel. In the investigation, the rolling and yawing movements of inertia were increased from normal values to values up to five times normal. For each moment-of-inertia condition, combinations of dihedral and vertical-tail area representing a variety of airplane configurations were tested. The results of the flight tests of the model were correlated with calculated stability and control characteristics and, in general, good agreement was obtained. The tests showed the following effects of increased rolling and yawing moments of inertia: no appreciable change in spiral stability; reductions in oscillatory stability that were serious at high values of dihedral; a reduction in the sensitivity of the model to gust disturbances; and a reduction in rolling acceleration provided by the ailerons, which caused a marked increase in time to reach a given angle of bank. The general flight behavior of the model became worse with increasing moments of inertia but, with combinations of small effective dihedral and large vertical-tail area, satisfactory flight characteristics were obtained at all moment-of-inertia conditions.
Modeling water vapor and heat transfer in the normal and the intubated airways.
Tawhai, Merryn H; Hunter, Peter J
2004-04-01
Intubation of the artificially ventilated patient with an endotracheal tube bypasses the usual conditioning regions of the nose and mouth. In this situation any deficit in heat or moisture in the air is compensated for by evaporation and thermal transfer from the pulmonary airway walls. To study the dynamics of heat and water transport in the intubated airway, a coupled system of nonlinear equations is solved in airway models with symmetric geometry and anatomically based geometry. Radial distribution of heat, water vapor, and velocity in the airway are described by power-law equations. Solution of the time-dependent system of equations yields dynamic airstream and mucosal temperatures and air humidity. Comparison of model results with two independent experimental studies in the normal and intubated airway shows a close correlation over a wide range of minute ventilation. Using the anatomically based model a range of spatially distributed temperature paths is demonstrated, which highlights the model's ability to predict thermal behavior in airway regions currently inaccessible to measurement. Accurate representation of conducting airway geometry is shown to be necessary for simulating mouth-breathing at rates between 15 and 100 l x min(-1), but symmetric geometry is adequate for the low minute ventilation and warm inspired air conditions that are generally supplied to the intubated patient.
NASA Astrophysics Data System (ADS)
Mert, Bayram Ali; Dag, Ahmet
2017-12-01
In this study, firstly, a practical and educational geostatistical program (JeoStat) was developed, and then example analysis of porosity parameter distribution, using oilfield data, was presented. With this program, two or three-dimensional variogram analysis can be performed by using normal, log-normal or indicator transformed data. In these analyses, JeoStat offers seven commonly used theoretical variogram models (Spherical, Gaussian, Exponential, Linear, Generalized Linear, Hole Effect and Paddington Mix) to the users. These theoretical models can be easily and quickly fitted to experimental models using a mouse. JeoStat uses ordinary kriging interpolation technique for computation of point or block estimate, and also uses cross-validation test techniques for validation of the fitted theoretical model. All the results obtained by the analysis as well as all the graphics such as histogram, variogram and kriging estimation maps can be saved to the hard drive, including digitised graphics and maps. As such, the numerical values of any point in the map can be monitored using a mouse and text boxes. This program is available to students, researchers, consultants and corporations of any size free of charge. The JeoStat software package and source codes available at: http://www.jeostat.com/JeoStat_2017.0.rar.
Computational Study of Thrombus Formation and Clotting Factor Effects under Venous Flow Conditions
Govindarajan, Vijay; Rakesh, Vineet; Reifman, Jaques; Mitrophanov, Alexander Y.
2016-01-01
A comprehensive understanding of thrombus formation as a physicochemical process that has evolved to protect the integrity of the human vasculature is critical to our ability to predict and control pathological states caused by a malfunctioning blood coagulation system. Despite numerous investigations, the spatial and temporal details of thrombus growth as a multicomponent process are not fully understood. Here, we used computational modeling to investigate the temporal changes in the spatial distributions of the key enzymatic (i.e., thrombin) and structural (i.e., platelets and fibrin) components within a growing thrombus. Moreover, we investigated the interplay between clot structure and its mechanical properties, such as hydraulic resistance to flow. Our model relied on the coupling of computational fluid dynamics and biochemical kinetics, and was validated using flow-chamber data from a previous experimental study. The model allowed us to identify the distinct patterns characterizing the spatial distributions of thrombin, platelets, and fibrin accumulating within a thrombus. Our modeling results suggested that under the simulated conditions, thrombin kinetics was determined predominantly by prothrombinase. Furthermore, our simulations showed that thrombus resistance imparted by fibrin was ∼30-fold higher than that imparted by platelets. Yet, thrombus-mediated bloodflow occlusion was driven primarily by the platelet deposition process, because the height of the platelet accumulation domain was approximately twice that of the fibrin accumulation domain. Fibrinogen supplementation in normal blood resulted in a nonlinear increase in thrombus resistance, and for a supplemented fibrinogen level of 48%, the thrombus resistance increased by ∼2.7-fold. Finally, our model predicted that restoring the normal levels of clotting factors II, IX, and X while simultaneously restoring fibrinogen (to 88% of its normal level) in diluted blood can restore fibrin generation to ∼78% of its normal level and hence improve clot formation under dilution. PMID:27119646
NASA Astrophysics Data System (ADS)
Nieber, J. L.; Li, W.
2017-12-01
The instantaneous groundwater discharge (Qgw) from a watershed is related to volume of drainable water stored (Sgw) within the watershed aquifer(s). The relation is hysteretic and the magnitude of the hysteresis is completely scale-dependent. In the research reported here we apply a previously calibrated (USGS) GSFLOW model to the simulation of surface and subsurface runoff for the Sagehen Creek watershed. This 29.3 km2 watershed is located in the eastern range of the Sierra Nevada Mountains, and most of the precipitation falls in the form of snow. The GSFLOW model is composed of a surface water and shallow subsurface flow hydrology model, PRMS, and a groundwater flow component based on MODFLOW. PRMS is a semi-distributed watershed model, very similar in character to the well-known SWAT model. The PRMS model is coupled with the MODFLOW model in that deep percolation generated within the PRMS model feeds into the MODFLOW model. The simulated baseflow recessions, plotted as -dQ/dt vs Q, show a strong dependence to watershed topography and plot concave downward. These plots show a somewhat weaker dependence on the hydrologic fluxes of evapotranspiration and recharge, with the concave downward shape maintained but somewhat modified by these hydrologic fluxes. As expected the Qgw vs Sgw relation is markedly hysteretic. The cause for this hysteresis is related to the magnitude of water stored, and also the spatial distribution of water stored in the watershed, with the antecedent storage in upland areas controlling the recession flow in late time, while the valley area dominates the recession flow in the early time. Both the minimum streamflow (Qmin ; the flow at the transition between early time and late time uninterrupted recession) and the intercept (intercept of the regression line fit to the recession data on a log-log scale) show a strong relationship with antecedent streamflows. The minimum streamflow, Qmin, is found to be a valid normalizing parameter for producing a unique normalized -dQ/dt vs. Q relation from data manifesting the effects of hysteresis. It is proposed that this normalized relation can be used to improve the performance of low-dimension dynamic models of watershed hydrology that would otherwise not account for hysteresis in Qgw vs Sgw.
Grid Frequency Extreme Event Analysis and Modeling: Preprint
DOE Office of Scientific and Technical Information (OSTI.GOV)
Florita, Anthony R; Clark, Kara; Gevorgian, Vahan
Sudden losses of generation or load can lead to instantaneous changes in electric grid frequency and voltage. Extreme frequency events pose a major threat to grid stability. As renewable energy sources supply power to grids in increasing proportions, it becomes increasingly important to examine when and why extreme events occur to prevent destabilization of the grid. To better understand frequency events, including extrema, historic data were analyzed to fit probability distribution functions to various frequency metrics. Results showed that a standard Cauchy distribution fit the difference between the frequency nadir and prefault frequency (f_(C-A)) metric well, a standard Cauchy distributionmore » fit the settling frequency (f_B) metric well, and a standard normal distribution fit the difference between the settling frequency and frequency nadir (f_(B-C)) metric very well. Results were inconclusive for the frequency nadir (f_C) metric, meaning it likely has a more complex distribution than those tested. This probabilistic modeling should facilitate more realistic modeling of grid faults.« less
Modified Distribution-Free Goodness-of-Fit Test Statistic.
Chun, So Yeon; Browne, Michael W; Shapiro, Alexander
2018-03-01
Covariance structure analysis and its structural equation modeling extensions have become one of the most widely used methodologies in social sciences such as psychology, education, and economics. An important issue in such analysis is to assess the goodness of fit of a model under analysis. One of the most popular test statistics used in covariance structure analysis is the asymptotically distribution-free (ADF) test statistic introduced by Browne (Br J Math Stat Psychol 37:62-83, 1984). The ADF statistic can be used to test models without any specific distribution assumption (e.g., multivariate normal distribution) of the observed data. Despite its advantage, it has been shown in various empirical studies that unless sample sizes are extremely large, this ADF statistic could perform very poorly in practice. In this paper, we provide a theoretical explanation for this phenomenon and further propose a modified test statistic that improves the performance in samples of realistic size. The proposed statistic deals with the possible ill-conditioning of the involved large-scale covariance matrices.
Dichotomisation using a distributional approach when the outcome is skewed.
Sauzet, Odile; Ofuya, Mercy; Peacock, Janet L
2015-04-24
Dichotomisation of continuous outcomes has been rightly criticised by statisticians because of the loss of information incurred. However to communicate a comparison of risks, dichotomised outcomes may be necessary. Peacock et al. developed a distributional approach to the dichotomisation of normally distributed outcomes allowing the presentation of a comparison of proportions with a measure of precision which reflects the comparison of means. Many common health outcomes are skewed so that the distributional method for the dichotomisation of continuous outcomes may not apply. We present a methodology to obtain dichotomised outcomes for skewed variables illustrated with data from several observational studies. We also report the results of a simulation study which tests the robustness of the method to deviation from normality and assess the validity of the newly developed method. The review showed that the pattern of dichotomisation was varying between outcomes. Birthweight, Blood pressure and BMI can either be transformed to normal so that normal distributional estimates for a comparison of proportions can be obtained or better, the skew-normal method can be used. For gestational age, no satisfactory transformation is available and only the skew-normal method is reliable. The normal distributional method is reliable also when there are small deviations from normality. The distributional method with its applicability for common skewed data allows researchers to provide both continuous and dichotomised estimates without losing information or precision. This will have the effect of providing a practical understanding of the difference in means in terms of proportions.
Portfolio optimization with skewness and kurtosis
NASA Astrophysics Data System (ADS)
Lam, Weng Hoe; Jaaman, Saiful Hafizah Hj.; Isa, Zaidi
2013-04-01
Mean and variance of return distributions are two important parameters of the mean-variance model in portfolio optimization. However, the mean-variance model will become inadequate if the returns of assets are not normally distributed. Therefore, higher moments such as skewness and kurtosis cannot be ignored. Risk averse investors prefer portfolios with high skewness and low kurtosis so that the probability of getting negative rates of return will be reduced. The objective of this study is to compare the portfolio compositions as well as performances between the mean-variance model and mean-variance-skewness-kurtosis model by using the polynomial goal programming approach. The results show that the incorporation of skewness and kurtosis will change the optimal portfolio compositions. The mean-variance-skewness-kurtosis model outperforms the mean-variance model because the mean-variance-skewness-kurtosis model takes skewness and kurtosis into consideration. Therefore, the mean-variance-skewness-kurtosis model is more appropriate for the investors of Malaysia in portfolio optimization.
Portfolio optimization using median-variance approach
NASA Astrophysics Data System (ADS)
Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli
2013-04-01
Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.
The quotient of normal random variables and application to asset price fat tails
NASA Astrophysics Data System (ADS)
Caginalp, Carey; Caginalp, Gunduz
2018-06-01
The quotient of random variables with normal distributions is examined and proven to have power law decay, with density f(x) ≃f0x-2, with the coefficient depending on the means and variances of the numerator and denominator and their correlation. We also obtain the conditional probability densities for each of the four quadrants given by the signs of the numerator and denominator for arbitrary correlation ρ ∈ [ - 1 , 1) . For ρ = - 1 we obtain a particularly simple closed form solution for all x ∈ R. The results are applied to a basic issue in economics and finance, namely the density of relative price changes. Classical finance stipulates a normal distribution of relative price changes, though empirical studies suggest a power law at the tail end. By considering the supply and demand in a basic price change model, we prove that the relative price change has density that decays with an x-2 power law. Various parameter limits are established.
New spatial upscaling methods for multi-point measurements: From normal to p-normal
NASA Astrophysics Data System (ADS)
Liu, Feng; Li, Xin
2017-12-01
Careful attention must be given to determining whether the geophysical variables of interest are normally distributed, since the assumption of a normal distribution may not accurately reflect the probability distribution of some variables. As a generalization of the normal distribution, the p-normal distribution and its corresponding maximum likelihood estimation (the least power estimation, LPE) were introduced in upscaling methods for multi-point measurements. Six methods, including three normal-based methods, i.e., arithmetic average, least square estimation, block kriging, and three p-normal-based methods, i.e., LPE, geostatistics LPE and inverse distance weighted LPE are compared in two types of experiments: a synthetic experiment to evaluate the performance of the upscaling methods in terms of accuracy, stability and robustness, and a real-world experiment to produce real-world upscaling estimates using soil moisture data obtained from multi-scale observations. The results show that the p-normal-based methods produced lower mean absolute errors and outperformed the other techniques due to their universality and robustness. We conclude that introducing appropriate statistical parameters into an upscaling strategy can substantially improve the estimation, especially if the raw measurements are disorganized; however, further investigation is required to determine which parameter is the most effective among variance, spatial correlation information and parameter p.
NASA Technical Reports Server (NTRS)
Sakuraba, K.; Tsuruda, Y.; Hanada, T.; Liou, J.-C.; Akahoshi, Y.
2007-01-01
This paper summarizes two new satellite impact tests conducted in order to investigate on the outcome of low- and hyper-velocity impacts on two identical target satellites. The first experiment was performed at a low velocity of 1.5 km/s using a 40-gram aluminum alloy sphere, whereas the second experiment was performed at a hyper-velocity of 4.4 km/s using a 4-gram aluminum alloy sphere by two-stage light gas gun in Kyushu Institute of Technology. To date, approximately 1,500 fragments from each impact test have been collected for detailed analysis. Each piece was analyzed based on the method used in the NASA Standard Breakup Model 2000 revision. The detailed analysis will conclude: 1) the similarity in mass distribution of fragments between low and hyper-velocity impacts encourages the development of a general-purpose distribution model applicable for a wide impact velocity range, and 2) the difference in area-to-mass ratio distribution between the impact experiments and the NASA standard breakup model suggests to describe the area-to-mass ratio by a bi-normal distribution.
NASA Technical Reports Server (NTRS)
Holms, A. G.
1974-01-01
Monte Carlo studies using population models intended to represent response surface applications are reported. Simulated experiments were generated by adding pseudo random normally distributed errors to population values to generate observations. Model equations were fitted to the observations and the decision procedure was used to delete terms. Comparison of values predicted by the reduced models with the true population values enabled the identification of deletion strategies that are approximately optimal for minimizing prediction errors.
ERIC Educational Resources Information Center
Custer, Michael; Omar, Md Hafidz; Pomplun, Mark
2006-01-01
This study compared vertical scaling results for the Rasch model from BILOG-MG and WINSTEPS. The item and ability parameters for the simulated vocabulary tests were scaled across 11 grades; kindergarten through 10th. Data were based on real data and were simulated under normal and skewed distribution assumptions. WINSTEPS and BILOG-MG were each…
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
ERIC Educational Resources Information Center
Rhemtulla, Mijke; Brosseau-Liard, Patricia E.; Savalei, Victoria
2012-01-01
A simulation study compared the performance of robust normal theory maximum likelihood (ML) and robust categorical least squares (cat-LS) methodology for estimating confirmatory factor analysis models with ordinal variables. Data were generated from 2 models with 2-7 categories, 4 sample sizes, 2 latent distributions, and 5 patterns of category…
Baghirov, Habib; Snipstad, Sofie; Sulheim, Einar; Berg, Sigrid; Hansen, Rune; Thorsen, Frits; Mørch, Yrr; Åslund, Andreas K. O.
2018-01-01
The treatment of brain diseases is hindered by the blood-brain barrier (BBB) preventing most drugs from entering the brain. Focused ultrasound (FUS) with microbubbles can open the BBB safely and reversibly. Systemic drug injection might induce toxicity, but encapsulation into nanoparticles reduces accumulation in normal tissue. Here we used a novel platform based on poly(2-ethyl-butyl cyanoacrylate) nanoparticle-stabilized microbubbles to permeabilize the BBB in a melanoma brain metastasis model. With a dual-frequency ultrasound transducer generating FUS at 1.1 MHz and 7.8 MHz, we opened the BBB using nanoparticle-microbubbles and low-frequency FUS, and applied high-frequency FUS to generate acoustic radiation force and push nanoparticles through the extracellular matrix. Using confocal microscopy and image analysis, we quantified nanoparticle extravasation and distribution in the brain parenchyma. We also evaluated haemorrhage, as well as the expression of P-glycoprotein, a key BBB component. FUS and microbubbles distributed nanoparticles in the brain parenchyma, and the distribution depended on the extent of BBB opening. The results from acoustic radiation force were not conclusive, but in a few animals some effect could be detected. P-glycoprotein was not significantly altered immediately after sonication. In summary, FUS with our nanoparticle-stabilized microbubbles can achieve accumulation and displacement of nanoparticles in the brain parenchyma. PMID:29338016
Modeling of magnitude distributions by the generalized truncated exponential distribution
NASA Astrophysics Data System (ADS)
Raschke, Mathias
2015-01-01
The probability distribution of the magnitude can be modeled by an exponential distribution according to the Gutenberg-Richter relation. Two alternatives are the truncated exponential distribution (TED) and the cutoff exponential distribution (CED). The TED is frequently used in seismic hazard analysis although it has a weak point: when two TEDs with equal parameters except the upper bound magnitude are mixed, then the resulting distribution is not a TED. Inversely, it is also not possible to split a TED of a seismic region into TEDs of subregions with equal parameters except the upper bound magnitude. This weakness is a principal problem as seismic regions are constructed scientific objects and not natural units. We overcome it by the generalization of the abovementioned exponential distributions: the generalized truncated exponential distribution (GTED). Therein, identical exponential distributions are mixed by the probability distribution of the correct cutoff points. This distribution model is flexible in the vicinity of the upper bound magnitude and is equal to the exponential distribution for smaller magnitudes. Additionally, the exponential distributions TED and CED are special cases of the GTED. We discuss the possible ways of estimating its parameters and introduce the normalized spacing for this purpose. Furthermore, we present methods for geographic aggregation and differentiation of the GTED and demonstrate the potential and universality of our simple approach by applying it to empirical data. The considerable improvement by the GTED in contrast to the TED is indicated by a large difference between the corresponding values of the Akaike information criterion.
Lima, Robson B DE; Bufalino, Lina; Alves, Francisco T; Silva, José A A DA; Ferreira, Rinaldo L C
2017-01-01
Currently, there is a lack of studies on the correct utilization of continuous distributions for dry tropical forests. Therefore, this work aims to investigate the diameter structure of a brazilian tropical dry forest and to select suitable continuous distributions by means of statistic tools for the stand and the main species. Two subsets were randomly selected from 40 plots. Diameter at base height was obtained. The following functions were tested: log-normal; gamma; Weibull 2P and Burr. The best fits were selected by Akaike's information validation criterion. Overall, the diameter distribution of the dry tropical forest was better described by negative exponential curves and positive skewness. The forest studied showed diameter distributions with decreasing probability for larger trees. This behavior was observed for both the main species and the stand. The generalization of the function fitted for the main species show that the development of individual models is needed. The Burr function showed good flexibility to describe the diameter structure of the stand and the behavior of Mimosa ophthalmocentra and Bauhinia cheilantha species. For Poincianella bracteosa, Aspidosperma pyrifolium and Myracrodum urundeuva better fitting was obtained with the log-normal function.