Ordinal probability effect measures for group comparisons in multinomial cumulative link models.

PubMed

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.

Computer program determines exact two-sided tolerance limits for normal distributions

NASA Technical Reports Server (NTRS)

Friedman, H. A.; Webb, S. R.

1968-01-01

Computer program determines by numerical integration the exact statistical two-sided tolerance limits, when the proportion between the limits is at least a specified number. The program is limited to situations in which the underlying probability distribution for the population sampled is the normal distribution with unknown mean and variance.

[Establishment of the mathematic model of total quantum statistical moment standard similarity for application to medical theoretical research].

PubMed

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.

Tools for Basic Statistical Analysis

NASA Technical Reports Server (NTRS)

Luz, Paul L.

2005-01-01

Statistical Analysis Toolset is a collection of eight Microsoft Excel spreadsheet programs, each of which performs calculations pertaining to an aspect of statistical analysis. These programs present input and output data in user-friendly, menu-driven formats, with automatic execution. The following types of calculations are performed: Descriptive statistics are computed for a set of data x(i) (i = 1, 2, 3 . . . ) entered by the user. Normal Distribution Estimates will calculate the statistical value that corresponds to cumulative probability values, given a sample mean and standard deviation of the normal distribution. Normal Distribution from two Data Points will extend and generate a cumulative normal distribution for the user, given two data points and their associated probability values. Two programs perform two-way analysis of variance (ANOVA) with no replication or generalized ANOVA for two factors with four levels and three repetitions. Linear Regression-ANOVA will curvefit data to the linear equation y=f(x) and will do an ANOVA to check its significance.

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.

Polynomial probability distribution estimation using the method of moments

PubMed Central

Mattsson, Lars; Rydén, Jesper

2017-01-01

We suggest a procedure for estimating Nth degree polynomial approximations to unknown (or known) probability density functions (PDFs) based on N statistical moments from each distribution. The procedure is based on the method of moments and is setup algorithmically to aid applicability and to ensure rigor in use. In order to show applicability, polynomial PDF approximations are obtained for the distribution families Normal, Log-Normal, Weibull as well as for a bimodal Weibull distribution and a data set of anonymized household electricity use. The results are compared with results for traditional PDF series expansion methods of Gram–Charlier type. It is concluded that this procedure is a comparatively simple procedure that could be used when traditional distribution families are not applicable or when polynomial expansions of probability distributions might be considered useful approximations. In particular this approach is practical for calculating convolutions of distributions, since such operations become integrals of polynomial expressions. Finally, in order to show an advanced applicability of the method, it is shown to be useful for approximating solutions to the Smoluchowski equation. PMID:28394949

Polynomial probability distribution estimation using the method of moments.

PubMed

Munkhammar, Joakim; Mattsson, Lars; Rydén, Jesper

2017-01-01

We suggest a procedure for estimating Nth degree polynomial approximations to unknown (or known) probability density functions (PDFs) based on N statistical moments from each distribution. The procedure is based on the method of moments and is setup algorithmically to aid applicability and to ensure rigor in use. In order to show applicability, polynomial PDF approximations are obtained for the distribution families Normal, Log-Normal, Weibull as well as for a bimodal Weibull distribution and a data set of anonymized household electricity use. The results are compared with results for traditional PDF series expansion methods of Gram-Charlier type. It is concluded that this procedure is a comparatively simple procedure that could be used when traditional distribution families are not applicable or when polynomial expansions of probability distributions might be considered useful approximations. In particular this approach is practical for calculating convolutions of distributions, since such operations become integrals of polynomial expressions. Finally, in order to show an advanced applicability of the method, it is shown to be useful for approximating solutions to the Smoluchowski equation.

Approximating Multivariate Normal Orthant Probabilities. ONR Technical Report. [Biometric Lab Report No. 90-1.

ERIC Educational Resources Information Center

Gibbons, Robert D.; And Others

The probability integral of the multivariate normal distribution (ND) has received considerable attention since W. F. Sheppard's (1900) and K. Pearson's (1901) seminal work on the bivariate ND. This paper evaluates the formula that represents the "n x n" correlation matrix of the "chi(sub i)" and the standardized multivariate…

Transient Properties of Probability Distribution for a Markov Process with Size-dependent Additive Noise

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.

Probabilistic analysis of preload in the abutment screw of a dental implant complex.

PubMed

Guda, Teja; Ross, Thomas A; Lang, Lisa A; Millwater, Harry R

2008-09-01

Screw loosening is a problem for a percentage of implants. A probabilistic analysis to determine the cumulative probability distribution of the preload, the probability of obtaining an optimal preload, and the probabilistic sensitivities identifying important variables is lacking. The purpose of this study was to examine the inherent variability of material properties, surface interactions, and applied torque in an implant system to determine the probability of obtaining desired preload values and to identify the significant variables that affect the preload. Using software programs, an abutment screw was subjected to a tightening torque and the preload was determined from finite element (FE) analysis. The FE model was integrated with probabilistic analysis software. Two probabilistic analysis methods (advanced mean value and Monte Carlo sampling) were applied to determine the cumulative distribution function (CDF) of preload. The coefficient of friction, elastic moduli, Poisson's ratios, and applied torque were modeled as random variables and defined by probability distributions. Separate probability distributions were determined for the coefficient of friction in well-lubricated and dry environments. The probabilistic analyses were performed and the cumulative distribution of preload was determined for each environment. A distinct difference was seen between the preload probability distributions generated in a dry environment (normal distribution, mean (SD): 347 (61.9) N) compared to a well-lubricated environment (normal distribution, mean (SD): 616 (92.2) N). The probability of obtaining a preload value within the target range was approximately 54% for the well-lubricated environment and only 0.02% for the dry environment. The preload is predominately affected by the applied torque and coefficient of friction between the screw threads and implant bore at lower and middle values of the preload CDF, and by the applied torque and the elastic modulus of the abutment screw at high values of the preload CDF. Lubrication at the threaded surfaces between the abutment screw and implant bore affects the preload developed in the implant complex. For the well-lubricated surfaces, only approximately 50% of implants will have preload values within the generally accepted range. This probability can be improved by applying a higher torque than normally recommended or a more closely controlled torque than typically achieved. It is also suggested that materials with higher elastic moduli be used in the manufacture of the abutment screw to achieve a higher preload.

Bayes classification of terrain cover using normalized polarimetric data

NASA Technical Reports Server (NTRS)

Yueh, H. A.; Swartz, A. A.; Kong, J. A.; Shin, R. T.; Novak, L. M.

1988-01-01

The normalized polarimetric classifier (NPC) which uses only the relative magnitudes and phases of the polarimetric data is proposed for discrimination of terrain elements. The probability density functions (PDFs) of polarimetric data are assumed to have a complex Gaussian distribution, and the marginal PDF of the normalized polarimetric data is derived by adopting the Euclidean norm as the normalization function. The general form of the distance measure for the NPC is also obtained. It is demonstrated that for polarimetric data with an arbitrary PDF, the distance measure of NPC will be independent of the normalization function selected even when the classifier is mistrained. A complex Gaussian distribution is assumed for the polarimetric data consisting of grass and tree regions. The probability of error for the NPC is compared with those of several other single-feature classifiers. The classification error of NPCs is shown to be independent of the normalization function.

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.

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.

Confidence Intervals for True Scores Using the Skew-Normal Distribution

ERIC Educational Resources Information Center

Garcia-Perez, Miguel A.

2010-01-01

A recent comparative analysis of alternative interval estimation approaches and procedures has shown that confidence intervals (CIs) for true raw scores determined with the Score method--which uses the normal approximation to the binomial distribution--have actual coverage probabilities that are closest to their nominal level. It has also recently…

On the issues of probability distribution of GPS carrier phase observations

NASA Astrophysics Data System (ADS)

Luo, X.; Mayer, M.; Heck, B.

2009-04-01

In common practice the observables related to Global Positioning System (GPS) are assumed to follow a Gauss-Laplace normal distribution. Actually, full knowledge of the observables' distribution is not required for parameter estimation by means of the least-squares algorithm based on the functional relation between observations and unknown parameters as well as the associated variance-covariance matrix. However, the probability distribution of GPS observations plays a key role in procedures for quality control (e.g. outlier and cycle slips detection, ambiguity resolution) and in reliability-related assessments of the estimation results. Under non-ideal observation conditions with respect to the factors impacting GPS data quality, for example multipath effects and atmospheric delays, the validity of the normal distribution postulate of GPS observations is in doubt. This paper presents a detailed analysis of the distribution properties of GPS carrier phase observations using double difference residuals. For this purpose 1-Hz observation data from the permanent SAPOS

Size distribution of submarine landslides along the U.S. Atlantic margin

USGS Publications Warehouse

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.

Random Partition Distribution Indexed by Pairwise Information

PubMed Central

Dahl, David B.; Day, Ryan; Tsai, Jerry W.

2017-01-01

We propose a random partition distribution indexed by pairwise similarity information such that partitions compatible with the similarities are given more probability. The use of pairwise similarities, in the form of distances, is common in some clustering algorithms (e.g., hierarchical clustering), but we show how to use this type of information to define a prior partition distribution for flexible Bayesian modeling. A defining feature of the distribution is that it allocates probability among partitions within a given number of subsets, but it does not shift probability among sets of partitions with different numbers of subsets. Our distribution places more probability on partitions that group similar items yet keeps the total probability of partitions with a given number of subsets constant. The distribution of the number of subsets (and its moments) is available in closed-form and is not a function of the similarities. Our formulation has an explicit probability mass function (with a tractable normalizing constant) so the full suite of MCMC methods may be used for posterior inference. We compare our distribution with several existing partition distributions, showing that our formulation has attractive properties. We provide three demonstrations to highlight the features and relative performance of our distribution. PMID:29276318

Estimating sales and sales market share from sales rank data for consumer appliances

NASA Astrophysics Data System (ADS)

Touzani, Samir; Van Buskirk, Robert

2016-06-01

Our motivation in this work is to find an adequate probability distribution to fit sales volumes of different appliances. This distribution allows for the translation of sales rank into sales volume. This paper shows that the log-normal distribution and specifically the truncated version are well suited for this purpose. We demonstrate that using sales proxies derived from a calibrated truncated log-normal distribution function can be used to produce realistic estimates of market average product prices, and product attributes. We show that the market averages calculated with the sales proxies derived from the calibrated, truncated log-normal distribution provide better market average estimates than sales proxies estimated with simpler distribution functions.

Exact probability distribution function for the volatility of cumulative production

NASA Astrophysics Data System (ADS)

Zadourian, Rubina; Klümper, Andreas

2018-04-01

In this paper we study the volatility and its probability distribution function for the cumulative production based on the experience curve hypothesis. This work presents a generalization of the study of volatility in Lafond et al. (2017), which addressed the effects of normally distributed noise in the production process. Due to its wide applicability in industrial and technological activities we present here the mathematical foundation for an arbitrary distribution function of the process, which we expect will pave the future research on forecasting of the production process.

Investigation into the Use of Normal and Half-Normal Plots for Interpreting Results from Screening Experiments.

DTIC Science & Technology

1987-03-25

by Lloyd (1952) using generalized least squares instead of ordinary least squares, and by Wilk, % 20 Gnanadesikan , and Freeny (1963) using a maximum...plot. The half-normal distribution is a special case of the gamma distribution proposed by Wilk, Gnanadesikan , and Huyett (1962). VARIATIONS ON THE... Gnanadesikan , R. Probability plotting methods for the analysis of data. Biometrika, 1968, 55, 1-17. This paper describes and discusses graphical techniques

A Gaussian Model-Based Probabilistic Approach for Pulse Transit Time Estimation.

PubMed

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.

On the inequivalence of the CH and CHSH inequalities due to finite statistics

NASA Astrophysics Data System (ADS)

Renou, M. O.; Rosset, D.; Martin, A.; Gisin, N.

2017-06-01

Different variants of a Bell inequality, such as CHSH and CH, are known to be equivalent when evaluated on nonsignaling outcome probability distributions. However, in experimental setups, the outcome probability distributions are estimated using a finite number of samples. Therefore the nonsignaling conditions are only approximately satisfied and the robustness of the violation depends on the chosen inequality variant. We explain that phenomenon using the decomposition of the space of outcome probability distributions under the action of the symmetry group of the scenario, and propose a method to optimize the statistical robustness of a Bell inequality. In the process, we describe the finite group composed of relabeling of parties, measurement settings and outcomes, and identify correspondences between the irreducible representations of this group and properties of outcome probability distributions such as normalization, signaling or having uniform marginals.

The stochastic distribution of available coefficient of friction for human locomotion of five different floor surfaces.

PubMed

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.

A short note on the maximal point-biserial correlation under non-normality.

PubMed

Cheng, Ying; Liu, Haiyan

2016-11-01

The aim of this paper is to derive the maximal point-biserial correlation under non-normality. Several widely used non-normal distributions are considered, namely the uniform distribution, t-distribution, exponential distribution, and a mixture of two normal distributions. Results show that the maximal point-biserial correlation, depending on the non-normal continuous variable underlying the binary manifest variable, may not be a function of p (the probability that the dichotomous variable takes the value 1), can be symmetric or non-symmetric around p = .5, and may still lie in the range from -1.0 to 1.0. Therefore researchers should exercise caution when they interpret their sample point-biserial correlation coefficients based on popular beliefs that the maximal point-biserial correlation is always smaller than 1, and that the size of the correlation is always further restricted as p deviates from .5. © 2016 The British Psychological Society.

Evaluation of Mean and Variance Integrals without Integration

ERIC Educational Resources Information Center

Joarder, A. H.; Omar, M. H.

2007-01-01

The mean and variance of some continuous distributions, in particular the exponentially decreasing probability distribution and the normal distribution, are considered. Since they involve integration by parts, many students do not feel comfortable. In this note, a technique is demonstrated for deriving mean and variance through differential…

Technology-Enhanced Interactive Teaching of Marginal, Joint and Conditional Probabilities: The Special Case of Bivariate Normal Distribution

ERIC Educational Resources Information Center

Dinov, Ivo D.; Kamino, Scott; Bhakhrani, Bilal; Christou, Nicolas

2013-01-01

Data analysis requires subtle probability reasoning to answer questions like "What is the chance of event A occurring, given that event B was observed?" This generic question arises in discussions of many intriguing scientific questions such as "What is the probability that an adolescent weighs between 120 and 140 pounds given that…

q-Gaussian distributions of leverage returns, first stopping times, and default risk valuations

NASA Astrophysics Data System (ADS)

Katz, Yuri A.; Tian, Li

2013-10-01

We study the probability distributions of daily leverage returns of 520 North American industrial companies that survive de-listing during the financial crisis, 2006-2012. We provide evidence that distributions of unbiased leverage returns of all individual firms belong to the class of q-Gaussian distributions with the Tsallis entropic parameter within the interval 1

Surveillance system and method having an adaptive sequential probability fault detection test

NASA Technical Reports Server (NTRS)

Herzog, James P. (Inventor); Bickford, Randall L. (Inventor)

2005-01-01

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Surveillance system and method having an adaptive sequential probability fault detection test

NASA Technical Reports Server (NTRS)

Bickford, Randall L. (Inventor); Herzog, James P. (Inventor)

2006-01-01

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Surveillance System and Method having an Adaptive Sequential Probability Fault Detection Test

NASA Technical Reports Server (NTRS)

Bickford, Randall L. (Inventor); Herzog, James P. (Inventor)

2008-01-01

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Stylized facts in internal rates of return on stock index and its derivative transactions

NASA Astrophysics Data System (ADS)

Pichl, Lukáš; Kaizoji, Taisei; Yamano, Takuya

2007-08-01

Universal features in stock markets and their derivative markets are studied by means of probability distributions in internal rates of return on buy and sell transaction pairs. Unlike the stylized facts in normalized log returns, the probability distributions for such single asset encounters incorporate the time factor by means of the internal rate of return, defined as the continuous compound interest. Resulting stylized facts are shown in the probability distributions derived from the daily series of TOPIX, S & P 500 and FTSE 100 index close values. The application of the above analysis to minute-tick data of NIKKEI 225 and its futures market, respectively, reveals an interesting difference in the behavior of the two probability distributions, in case a threshold on the minimal duration of the long position is imposed. It is therefore suggested that the probability distributions of the internal rates of return could be used for causality mining between the underlying and derivative stock markets. The highly specific discrete spectrum, which results from noise trader strategies as opposed to the smooth distributions observed for fundamentalist strategies in single encounter transactions may be useful in deducing the type of investment strategy from trading revenues of small portfolio investors.

Standardized likelihood ratio test for comparing several log-normal means and confidence interval for the common mean.

PubMed

Krishnamoorthy, K; Oral, Evrim

2017-12-01

Standardized likelihood ratio test (SLRT) for testing the equality of means of several log-normal distributions is proposed. The properties of the SLRT and an available modified likelihood ratio test (MLRT) and a generalized variable (GV) test are evaluated by Monte Carlo simulation and compared. Evaluation studies indicate that the SLRT is accurate even for small samples, whereas the MLRT could be quite liberal for some parameter values, and the GV test is in general conservative and less powerful than the SLRT. Furthermore, a closed-form approximate confidence interval for the common mean of several log-normal distributions is developed using the method of variance estimate recovery, and compared with the generalized confidence interval with respect to coverage probabilities and precision. Simulation studies indicate that the proposed confidence interval is accurate and better than the generalized confidence interval in terms of coverage probabilities. The methods are illustrated using two examples.

Stick-slip behavior in a continuum-granular experiment.

PubMed

Geller, Drew A; Ecke, Robert E; Dahmen, Karin A; Backhaus, Scott

2015-12-01

We report moment distribution results from a laboratory experiment, similar in character to an isolated strike-slip earthquake fault, consisting of sheared elastic plates separated by a narrow gap filled with a two-dimensional granular medium. Local measurement of strain displacements of the plates at 203 spatial points located adjacent to the gap allows direct determination of the event moments and their spatial and temporal distributions. We show that events consist of spatially coherent, larger motions and spatially extended (noncoherent), smaller events. The noncoherent events have a probability distribution of event moment consistent with an M(-3/2) power law scaling with Poisson-distributed recurrence times. Coherent events have a log-normal moment distribution and mean temporal recurrence. As the applied normal pressure increases, there are more coherent events and their log-normal distribution broadens and shifts to larger average moment.

Vertical changes in the probability distribution of downward irradiance within the near-surface ocean under sunny conditions

NASA Astrophysics Data System (ADS)

Gernez, Pierre; Stramski, Dariusz; Darecki, Miroslaw

2011-07-01

Time series measurements of fluctuations in underwater downward irradiance, Ed, within the green spectral band (532 nm) show that the probability distribution of instantaneous irradiance varies greatly as a function of depth within the near-surface ocean under sunny conditions. Because of intense light flashes caused by surface wave focusing, the near-surface probability distributions are highly skewed to the right and are heavy tailed. The coefficients of skewness and excess kurtosis at depths smaller than 1 m can exceed 3 and 20, respectively. We tested several probability models, such as lognormal, Gumbel, Fréchet, log-logistic, and Pareto, which are potentially suited to describe the highly skewed heavy-tailed distributions. We found that the models cannot approximate with consistently good accuracy the high irradiance values within the right tail of the experimental distribution where the probability of these values is less than 10%. This portion of the distribution corresponds approximately to light flashes with Ed > 1.5?, where ? is the time-averaged downward irradiance. However, the remaining part of the probability distribution covering all irradiance values smaller than the 90th percentile can be described with a reasonable accuracy (i.e., within 20%) with a lognormal model for all 86 measurements from the top 10 m of the ocean included in this analysis. As the intensity of irradiance fluctuations decreases with depth, the probability distribution tends toward a function symmetrical around the mean like the normal distribution. For the examined data set, the skewness and excess kurtosis assumed values very close to zero at a depth of about 10 m.

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.

Statistical hypothesis tests of some micrometeorological observations

DOE Office of Scientific and Technical Information (OSTI.GOV)

SethuRaman, S.; Tichler, J.

Chi-square goodness-of-fit is used to test the hypothesis that the medium scale of turbulence in the atmospheric surface layer is normally distributed. Coefficients of skewness and excess are computed from the data. If the data are not normal, these coefficients are used in Edgeworth's asymptotic expansion of Gram-Charlier series to determine an altrnate probability density function. The observed data are then compared with the modified probability densities and the new chi-square values computed.Seventy percent of the data analyzed was either normal or approximatley normal. The coefficient of skewness g/sub 1/ has a good correlation with the chi-square values. Events withmore » vertical-barg/sub 1/vertical-bar<0.21 were normal to begin with and those with 0.21« less

Carotid artery intima-media thickness measurement in children with normal and increased body mass index: a comparison of three techniques.

PubMed

El Jalbout, Ramy; Cloutier, Guy; Cardinal, Marie-Hélène Roy; Henderson, Mélanie; Lapierre, Chantale; Soulez, Gilles; Dubois, Josée

2018-05-09

Common carotid artery intima-media thickness is a marker of subclinical atherosclerosis. In children, increased intima-media thickness is associated with obesity and the risk of cardiovascular events in adulthood. To compare intima-media thickness measurements using B-mode ultrasound, radiofrequency (RF) echo tracking, and RF speckle probability distribution in children with normal and increased body mass index (BMI). We prospectively measured intima-media thickness in 120 children randomly selected from two groups of a longitudinal cohort: normal BMI and increased BMI, defined by BMI ≥85th percentile for age and gender. We followed Mannheim recommendations. We used M'Ath-Std for automated B-mode imaging, M-line processing of RF signal amplitude for RF echo tracking, and RF signal segmentation and averaging using probability distributions defining image speckle. Statistical analysis included Wilcoxon and Mann-Whitney tests, and Pearson correlation coefficient and intra-class correlation coefficient (ICC). Children were 10-13 years old (mean: 11.7 years); 61% were boys. The mean age was 11.4 years (range: 10.0-13.1 years) for the normal BMI group and 12.0 years (range: 10.1-13.5 years) for the increased BMI group. The normal BMI group included 58% boys and the increased BMI group 63% boys. RF echo tracking method was successful in 79 children as opposed to 114 for the B-mode method and all 120 for the probability distribution method. Techniques were weakly correlated: ICC=0.34 (95% confidence interval [CI]: 0.27-0.39). Intima-media thickness was significantly higher in the increased BMI than normal BMI group using the RF techniques and borderline for the B-mode technique. Mean differences between weight groups were: B-mode, 0.02 mm (95% CI: 0.00 to 0.04), P=0.05; RF echo tracking, 0.03 mm (95% CI: 0.01 to 0.05), P=0.01; and RF speckle probability distribution, 0.03 mm (95% CI: 0.01 to 0.05), P=0.002. Though techniques are not interchangeable, all showed increased intima-media thickness in children with increased BMI. RF echo tracking method had the lowest success rate at calculating intima-media thickness. For patient follow-up and cohort comparisons, the same technique should be used throughout.

A Random Variable Transformation Process.

ERIC Educational Resources Information Center

Scheuermann, Larry

1989-01-01

Provides a short BASIC program, RANVAR, which generates random variates for various theoretical probability distributions. The seven variates include: uniform, exponential, normal, binomial, Poisson, Pascal, and triangular. (MVL)

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.

Probability density cloud as a geometrical tool to describe statistics of scattered light.

PubMed

Yaitskova, Natalia

2017-04-01

First-order statistics of scattered light is described using the representation of the probability density cloud, which visualizes a two-dimensional distribution for complex amplitude. The geometric parameters of the cloud are studied in detail and are connected to the statistical properties of phase. The moment-generating function for intensity is obtained in a closed form through these parameters. An example of exponentially modified normal distribution is provided to illustrate the functioning of this geometrical approach.

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.

Kullback-Leibler information function and the sequential selection of experiments to discriminate among several linear models

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.

Transformation of arbitrary distributions to the normal distribution with application to EEG test-retest reliability.

PubMed

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.

Vacuum quantum stress tensor fluctuations: A diagonalization approach

NASA Astrophysics Data System (ADS)

Schiappacasse, Enrico D.; Fewster, Christopher J.; Ford, L. H.

2018-01-01

Large vacuum fluctuations of a quantum stress tensor can be described by the asymptotic behavior of its probability distribution. Here we focus on stress tensor operators which have been averaged with a sampling function in time. The Minkowski vacuum state is not an eigenstate of the time-averaged operator, but can be expanded in terms of its eigenstates. We calculate the probability distribution and the cumulative probability distribution for obtaining a given value in a measurement of the time-averaged operator taken in the vacuum state. In these calculations, we study a specific operator that contributes to the stress-energy tensor of a massless scalar field in Minkowski spacetime, namely, the normal ordered square of the time derivative of the field. We analyze the rate of decrease of the tail of the probability distribution for different temporal sampling functions, such as compactly supported functions and the Lorentzian function. We find that the tails decrease relatively slowly, as exponentials of fractional powers, in agreement with previous work using the moments of the distribution. Our results lend additional support to the conclusion that large vacuum stress tensor fluctuations are more probable than large thermal fluctuations, and may have observable effects.

Quantitative evaluation of Alzheimer's disease

NASA Astrophysics Data System (ADS)

Duchesne, S.; Frisoni, G. B.

2009-02-01

We propose a single, quantitative metric called the disease evaluation factor (DEF) and assess its efficiency at estimating disease burden in normal, control subjects (CTRL) and probable Alzheimer's disease (AD) patients. The study group consisted in 75 patients with a diagnosis of probable AD and 75 age-matched normal CTRL without neurological or neuropsychological deficit. We calculated a reference eigenspace of MRI appearance from reference data, in which our CTRL and probable AD subjects were projected. We then calculated the multi-dimensional hyperplane separating the CTRL and probable AD groups. The DEF was estimated via a multidimensional weighted distance of eigencoordinates for a given subject and the CTRL group mean, along salient principal components forming the separating hyperplane. We used quantile plots, Kolmogorov-Smirnov and χ2 tests to compare the DEF values and test that their distribution was normal. We used a linear discriminant test to separate CTRL from probable AD based on the DEF factor, and reached an accuracy of 87%. A quantitative biomarker in AD would act as an important surrogate marker of disease status and progression.

New S control chart using skewness correction method for monitoring process dispersion of skewed distributions

NASA Astrophysics Data System (ADS)

Atta, Abdu; Yahaya, Sharipah; Zain, Zakiyah; Ahmed, Zalikha

2017-11-01

Control chart is established as one of the most powerful tools in Statistical Process Control (SPC) and is widely used in industries. The conventional control charts rely on normality assumption, which is not always the case for industrial data. This paper proposes a new S control chart for monitoring process dispersion using skewness correction method for skewed distributions, named as SC-S control chart. Its performance in terms of false alarm rate is compared with various existing control charts for monitoring process dispersion, such as scaled weighted variance S chart (SWV-S); skewness correction R chart (SC-R); weighted variance R chart (WV-R); weighted variance S chart (WV-S); and standard S chart (STD-S). Comparison with exact S control chart with regards to the probability of out-of-control detections is also accomplished. The Weibull and gamma distributions adopted in this study are assessed along with the normal distribution. Simulation study shows that the proposed SC-S control chart provides good performance of in-control probabilities (Type I error) in almost all the skewness levels and sample sizes, n. In the case of probability of detection shift the proposed SC-S chart is closer to the exact S control chart than the existing charts for skewed distributions, except for the SC-R control chart. In general, the performance of the proposed SC-S control chart is better than all the existing control charts for monitoring process dispersion in the cases of Type I error and probability of detection shift.

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

Normal probabilities for Vandenberg AFB wind components - monthly reference periods for all flight azimuths, 0- to 70-km altitudes

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.

Normal probabilities for Cape Kennedy wind components: Monthly reference periods for all flight azimuths. Altitudes 0 to 70 kilometers

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.

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…

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.

Probability theory for 3-layer remote sensing radiative transfer model: univariate case.

PubMed

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

Extreme Mean and Its Applications

NASA Technical Reports Server (NTRS)

Swaroop, R.; Brownlow, J. D.

1979-01-01

Extreme value statistics obtained from normally distributed data are considered. An extreme mean is defined as the mean of p-th probability truncated normal distribution. An unbiased estimate of this extreme mean and its large sample distribution are derived. The distribution of this estimate even for very large samples is found to be nonnormal. Further, as the sample size increases, the variance of the unbiased estimate converges to the Cramer-Rao lower bound. The computer program used to obtain the density and distribution functions of the standardized unbiased estimate, and the confidence intervals of the extreme mean for any data are included for ready application. An example is included to demonstrate the usefulness of extreme mean application.

Probability distributions of the electroencephalogram envelope of preterm infants.

PubMed

Saji, Ryoya; Hirasawa, Kyoko; Ito, Masako; Kusuda, Satoshi; Konishi, Yukuo; Taga, Gentaro

2015-06-01

To determine the stationary characteristics of electroencephalogram (EEG) envelopes for prematurely born (preterm) infants and investigate the intrinsic characteristics of early brain development in preterm infants. Twenty neurologically normal sets of EEGs recorded in infants with a post-conceptional age (PCA) range of 26-44 weeks (mean 37.5 ± 5.0 weeks) were analyzed. Hilbert transform was applied to extract the envelope. We determined the suitable probability distribution of the envelope and performed a statistical analysis. It was found that (i) the probability distributions for preterm EEG envelopes were best fitted by lognormal distributions at 38 weeks PCA or less, and by gamma distributions at 44 weeks PCA; (ii) the scale parameter of the lognormal distribution had positive correlations with PCA as well as a strong negative correlation with the percentage of low-voltage activity; (iii) the shape parameter of the lognormal distribution had significant positive correlations with PCA; (iv) the statistics of mode showed significant linear relationships with PCA, and, therefore, it was considered a useful index in PCA prediction. These statistics, including the scale parameter of the lognormal distribution and the skewness and mode derived from a suitable probability distribution, may be good indexes for estimating stationary nature in developing brain activity in preterm infants. The stationary characteristics, such as discontinuity, asymmetry, and unimodality, of preterm EEGs are well indicated by the statistics estimated from the probability distribution of the preterm EEG envelopes. Copyright © 2014 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

How to Introduce Historically the Normal Distribution in Engineering Education: A Classroom Experiment

ERIC Educational Resources Information Center

Blanco, Monica; Ginovart, Marta

2010-01-01

Little has been explored with regard to introducing historical aspects in the undergraduate statistics classroom in engineering studies. This article focuses on the design, implementation and assessment of a specific activity concerning the introduction of the normal probability curve and related aspects from a historical dimension. Following a…

Applications of multiscale change point detections to monthly stream flow and rainfall in Xijiang River in southern China, part I: correlation and variance

NASA Astrophysics Data System (ADS)

Zhu, Yuxiang; Jiang, Jianmin; Huang, Changxing; Chen, Yongqin David; Zhang, Qiang

2018-04-01

This article, as part I, introduces three algorithms and applies them to both series of the monthly stream flow and rainfall in Xijiang River, southern China. The three algorithms include (1) normalization of probability distribution, (2) scanning U test for change points in correlation between two time series, and (3) scanning F-test for change points in variances. The normalization algorithm adopts the quantile method to normalize data from a non-normal into the normal probability distribution. The scanning U test and F-test have three common features: grafting the classical statistics onto the wavelet algorithm, adding corrections for independence into each statistic criteria at given confidence respectively, and being almost objective and automatic detection on multiscale time scales. In addition, the coherency analyses between two series are also carried out for changes in variance. The application results show that the changes of the monthly discharge are still controlled by natural precipitation variations in Xijiang's fluvial system. Human activities disturbed the ecological balance perhaps in certain content and in shorter spells but did not violate the natural relationships of correlation and variance changes so far.

Study of sea-surface slope distribution and its effect on radar backscatter based on Global Precipitation Measurement Ku-band precipitation radar measurements

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.

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…

Probability and the changing shape of response distributions for orientation.

PubMed

Anderson, Britt

2014-11-18

Spatial attention and feature-based attention are regarded as two independent mechanisms for biasing the processing of sensory stimuli. Feature attention is held to be a spatially invariant mechanism that advantages a single feature per sensory dimension. In contrast to the prediction of location independence, I found that participants were able to report the orientation of a briefly presented visual grating better for targets defined by high probability conjunctions of features and locations even when orientations and locations were individually uniform. The advantage for high-probability conjunctions was accompanied by changes in the shape of the response distributions. High-probability conjunctions had error distributions that were not normally distributed but demonstrated increased kurtosis. The increase in kurtosis could be explained as a change in the variances of the component tuning functions that comprise a population mixture. By changing the mixture distribution of orientation-tuned neurons, it is possible to change the shape of the discrimination function. This prompts the suggestion that attention may not "increase" the quality of perceptual processing in an absolute sense but rather prioritizes some stimuli over others. This results in an increased number of highly accurate responses to probable targets and, simultaneously, an increase in the number of very inaccurate responses. © 2014 ARVO.

Probability distributions for multimeric systems.

PubMed

Albert, Jaroslav; Rooman, Marianne

2016-01-01

We propose a fast and accurate method of obtaining the equilibrium mono-modal joint probability distributions for multimeric systems. The method necessitates only two assumptions: the copy number of all species of molecule may be treated as continuous; and, the probability density functions (pdf) are well-approximated by multivariate skew normal distributions (MSND). Starting from the master equation, we convert the problem into a set of equations for the statistical moments which are then expressed in terms of the parameters intrinsic to the MSND. Using an optimization package on Mathematica, we minimize a Euclidian distance function comprising of a sum of the squared difference between the left and the right hand sides of these equations. Comparison of results obtained via our method with those rendered by the Gillespie algorithm demonstrates our method to be highly accurate as well as efficient.

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.

A mechanism producing power law etc. distributions

NASA Astrophysics Data System (ADS)

Li, Heling; Shen, Hongjun; Yang, Bin

2017-07-01

Power law distribution is playing an increasingly important role in the complex system study. Based on the insolvability of complex systems, the idea of incomplete statistics is utilized and expanded, three different exponential factors are introduced in equations about the normalization condition, statistical average and Shannon entropy, with probability distribution function deduced about exponential function, power function and the product form between power function and exponential function derived from Shannon entropy and maximal entropy principle. So it is shown that maximum entropy principle can totally replace equal probability hypothesis. Owing to the fact that power and probability distribution in the product form between power function and exponential function, which cannot be derived via equal probability hypothesis, can be derived by the aid of maximal entropy principle, it also can be concluded that maximal entropy principle is a basic principle which embodies concepts more extensively and reveals basic principles on motion laws of objects more fundamentally. At the same time, this principle also reveals the intrinsic link between Nature and different objects in human society and principles complied by all.

Does Litter Size Variation Affect Models of Terrestrial Carnivore Extinction Risk and Management?

PubMed Central

Devenish-Nelson, Eleanor S.; Stephens, Philip A.; Harris, Stephen; Soulsbury, Carl; Richards, Shane A.

2013-01-01

Background Individual variation in both survival and reproduction has the potential to influence extinction risk. Especially for rare or threatened species, reliable population models should adequately incorporate demographic uncertainty. Here, we focus on an important form of demographic stochasticity: variation in litter sizes. We use terrestrial carnivores as an example taxon, as they are frequently threatened or of economic importance. Since data on intraspecific litter size variation are often sparse, it is unclear what probability distribution should be used to describe the pattern of litter size variation for multiparous carnivores. Methodology/Principal Findings We used litter size data on 32 terrestrial carnivore species to test the fit of 12 probability distributions. The influence of these distributions on quasi-extinction probabilities and the probability of successful disease control was then examined for three canid species – the island fox Urocyon littoralis, the red fox Vulpes vulpes, and the African wild dog Lycaon pictus. Best fitting probability distributions differed among the carnivores examined. However, the discretised normal distribution provided the best fit for the majority of species, because variation among litter-sizes was often small. Importantly, however, the outcomes of demographic models were generally robust to the distribution used. Conclusion/Significance These results provide reassurance for those using demographic modelling for the management of less studied carnivores in which litter size variation is estimated using data from species with similar reproductive attributes. PMID:23469140

Does litter size variation affect models of terrestrial carnivore extinction risk and management?

PubMed

Devenish-Nelson, Eleanor S; Stephens, Philip A; Harris, Stephen; Soulsbury, Carl; Richards, Shane A

2013-01-01

Individual variation in both survival and reproduction has the potential to influence extinction risk. Especially for rare or threatened species, reliable population models should adequately incorporate demographic uncertainty. Here, we focus on an important form of demographic stochasticity: variation in litter sizes. We use terrestrial carnivores as an example taxon, as they are frequently threatened or of economic importance. Since data on intraspecific litter size variation are often sparse, it is unclear what probability distribution should be used to describe the pattern of litter size variation for multiparous carnivores. We used litter size data on 32 terrestrial carnivore species to test the fit of 12 probability distributions. The influence of these distributions on quasi-extinction probabilities and the probability of successful disease control was then examined for three canid species - the island fox Urocyon littoralis, the red fox Vulpes vulpes, and the African wild dog Lycaon pictus. Best fitting probability distributions differed among the carnivores examined. However, the discretised normal distribution provided the best fit for the majority of species, because variation among litter-sizes was often small. Importantly, however, the outcomes of demographic models were generally robust to the distribution used. These results provide reassurance for those using demographic modelling for the management of less studied carnivores in which litter size variation is estimated using data from species with similar reproductive attributes.

The Statistical Value of Raw Fluorescence Signal in Luminex xMAP Based Multiplex Immunoassays

PubMed Central

Breen, Edmond J.; Tan, Woei; Khan, Alamgir

2016-01-01

Tissue samples (plasma, saliva, serum or urine) from 169 patients classified as either normal or having one of seven possible diseases are analysed across three 96-well plates for the presences of 37 analytes using cytokine inflammation multiplexed immunoassay panels. Censoring for concentration data caused problems for analysis of the low abundant analytes. Using fluorescence analysis over concentration based analysis allowed analysis of these low abundant analytes. Mixed-effects analysis on the resulting fluorescence and concentration responses reveals a combination of censoring and mapping the fluorescence responses to concentration values, through a 5PL curve, changed observed analyte concentrations. Simulation verifies this, by showing a dependence on the mean florescence response and its distribution on the observed analyte concentration levels. Differences from normality, in the fluorescence responses, can lead to differences in concentration estimates and unreliable probabilities for treatment effects. It is seen that when fluorescence responses are normally distributed, probabilities of treatment effects for fluorescence based t-tests has greater statistical power than the same probabilities from concentration based t-tests. We add evidence that the fluorescence response, unlike concentration values, doesn’t require censoring and we show with respect to differential analysis on the fluorescence responses that background correction is not required. PMID:27243383

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.

PubMed

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.

Failure probability under parameter uncertainty.

PubMed

Gerrard, R; Tsanakas, A

2011-05-01

In many problems of risk analysis, failure is equivalent to the event of a random risk factor exceeding a given threshold. Failure probabilities can be controlled if a decisionmaker is able to set the threshold at an appropriate level. This abstract situation applies, for example, to environmental risks with infrastructure controls; to supply chain risks with inventory controls; and to insurance solvency risks with capital controls. However, uncertainty around the distribution of the risk factor implies that parameter error will be present and the measures taken to control failure probabilities may not be effective. We show that parameter uncertainty increases the probability (understood as expected frequency) of failures. For a large class of loss distributions, arising from increasing transformations of location-scale families (including the log-normal, Weibull, and Pareto distributions), the article shows that failure probabilities can be exactly calculated, as they are independent of the true (but unknown) parameters. Hence it is possible to obtain an explicit measure of the effect of parameter uncertainty on failure probability. Failure probability can be controlled in two different ways: (1) by reducing the nominal required failure probability, depending on the size of the available data set, and (2) by modifying of the distribution itself that is used to calculate the risk control. Approach (1) corresponds to a frequentist/regulatory view of probability, while approach (2) is consistent with a Bayesian/personalistic view. We furthermore show that the two approaches are consistent in achieving the required failure probability. Finally, we briefly discuss the effects of data pooling and its systemic risk implications. © 2010 Society for Risk Analysis.

The distribution of the intervals between neural impulses in the maintained discharges of retinal ganglion cells.

PubMed

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)

A DDDAS Framework for Volcanic Ash Propagation and Hazard Analysis

DTIC Science & Technology

2012-01-01

probability distribution for the input variables (for example, Hermite polynomials for normally distributed parameters, or Legendre for uniformly...parameters and windfields will drive our simulations. We will use uncertainty quantification methodology – polynomial chaos quadrature in combination...quantification methodology ? polynomial chaos quadrature in combination with data integration to complete the DDDAS loop. 15. SUBJECT TERMS 16. SECURITY

C-5A Cargo Deck Low-Frequency Vibration Environment

DTIC Science & Technology

1975-02-01

SAMPLE VIBRATION CALCULATIONS 13 1. Normal Distribution 13 2. Binomial Distribution 15 IV CONCLUSIONS 17 -! V REFERENCES 18 t: FEiCENDIJJ PAGS 2LANKNOT...Calculation for Binomial Distribution 108 (Vertical Acceleration, Right Rear Cargo Deck) xi I. INTRODUCTION The availability of large transport...the end of taxi. These peaks could then be used directly to compile the probability of occurrence of specific values of acceleration using the binomial

Derivation of an eigenvalue probability density function relating to the Poincaré disk

NASA Astrophysics Data System (ADS)

Forrester, Peter J.; Krishnapur, Manjunath

2009-09-01

A result of Zyczkowski and Sommers (2000 J. Phys. A: Math. Gen. 33 2045-57) gives the eigenvalue probability density function for the top N × N sub-block of a Haar distributed matrix from U(N + n). In the case n >= N, we rederive this result, starting from knowledge of the distribution of the sub-blocks, introducing the Schur decomposition and integrating over all variables except the eigenvalues. The integration is done by identifying a recursive structure which reduces the dimension. This approach is inspired by an analogous approach which has been recently applied to determine the eigenvalue probability density function for random matrices A-1B, where A and B are random matrices with entries standard complex normals. We relate the eigenvalue distribution of the sub-blocks to a many-body quantum state, and to the one-component plasma, on the pseudosphere.

Estimation of transition probabilities of credit ratings

NASA Astrophysics Data System (ADS)

Peng, Gan Chew; Hin, Pooi Ah

2015-12-01

The present research is based on the quarterly credit ratings of ten companies over 15 years taken from the database of the Taiwan Economic Journal. The components in the vector mi (mi1, mi2,⋯, mi10) may first be used to denote the credit ratings of the ten companies in the i-th quarter. The vector mi+1 in the next quarter is modelled to be dependent on the vector mi via a conditional distribution which is derived from a 20-dimensional power-normal mixture distribution. The transition probability Pkl (i ,j ) for getting mi+1,j = l given that mi, j = k is then computed from the conditional distribution. It is found that the variation of the transition probability Pkl (i ,j ) as i varies is able to give indication for the possible transition of the credit rating of the j-th company in the near future.

The decline and fall of Type II error rates

Treesearch

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.

Comparative study of nonlinear properties of EEG signals of normal persons and epileptic patients

PubMed Central

2009-01-01

Background Investigation of the functioning of the brain in living systems has been a major effort amongst scientists and medical practitioners. Amongst the various disorder of the brain, epilepsy has drawn the most attention because this disorder can affect the quality of life of a person. In this paper we have reinvestigated the EEGs for normal and epileptic patients using surrogate analysis, probability distribution function and Hurst exponent. Results Using random shuffled surrogate analysis, we have obtained some of the nonlinear features that was obtained by Andrzejak et al. [Phys Rev E 2001, 64:061907], for the epileptic patients during seizure. Probability distribution function shows that the activity of an epileptic brain is nongaussian in nature. Hurst exponent has been shown to be useful to characterize a normal and an epileptic brain and it shows that the epileptic brain is long term anticorrelated whereas, the normal brain is more or less stochastic. Among all the techniques, used here, Hurst exponent is found very useful for characterization different cases. Conclusion In this article, differences in characteristics for normal subjects with eyes open and closed, epileptic subjects during seizure and seizure free intervals have been shown mainly using Hurst exponent. The H shows that the brain activity of a normal man is uncorrelated in nature whereas, epileptic brain activity shows long range anticorrelation. PMID:19619290

Spatial event cluster detection using an approximate normal distribution.

PubMed

Torabi, Mahmoud; Rosychuk, Rhonda J

2008-12-12

In geographic surveillance of disease, areas with large numbers of disease cases are to be identified so that investigations of the causes of high disease rates can be pursued. Areas with high rates are called disease clusters and statistical cluster detection tests are used to identify geographic areas with higher disease rates than expected by chance alone. Typically cluster detection tests are applied to incident or prevalent cases of disease, but surveillance of disease-related events, where an individual may have multiple events, may also be of interest. Previously, a compound Poisson approach that detects clusters of events by testing individual areas that may be combined with their neighbours has been proposed. However, the relevant probabilities from the compound Poisson distribution are obtained from a recursion relation that can be cumbersome if the number of events are large or analyses by strata are performed. We propose a simpler approach that uses an approximate normal distribution. This method is very easy to implement and is applicable to situations where the population sizes are large and the population distribution by important strata may differ by area. We demonstrate the approach on pediatric self-inflicted injury presentations to emergency departments and compare the results for probabilities based on the recursion and the normal approach. We also implement a Monte Carlo simulation to study the performance of the proposed approach. In a self-inflicted injury data example, the normal approach identifies twelve out of thirteen of the same clusters as the compound Poisson approach, noting that the compound Poisson method detects twelve significant clusters in total. Through simulation studies, the normal approach well approximates the compound Poisson approach for a variety of different population sizes and case and event thresholds. A drawback of the compound Poisson approach is that the relevant probabilities must be determined through a recursion relation and such calculations can be computationally intensive if the cluster size is relatively large or if analyses are conducted with strata variables. On the other hand, the normal approach is very flexible, easily implemented, and hence, more appealing for users. Moreover, the concepts may be more easily conveyed to non-statisticians interested in understanding the methodology associated with cluster detection test results.

Jimsphere wind and turbulence exceedance statistic

NASA Technical Reports Server (NTRS)

Adelfang, S. I.; Court, A.

1972-01-01

Exceedance statistics of winds and gusts observed over Cape Kennedy with Jimsphere balloon sensors are described. Gust profiles containing positive and negative departures, from smoothed profiles, in the wavelength ranges 100-2500, 100-1900, 100-860, and 100-460 meters were computed from 1578 profiles with four 41 weight digital high pass filters. Extreme values of the square root of gust speed are normally distributed. Monthly and annual exceedance probability distributions of normalized rms gust speeds in three altitude bands (2-7, 6-11, and 9-14 km) are log-normal. The rms gust speeds are largest in the 100-2500 wavelength band between 9 and 14 km in late winter and early spring. A study of monthly and annual exceedance probabilities and the number of occurrences per kilometer of level crossings with positive slope indicates significant variability with season, altitude, and filter configuration. A decile sampling scheme is tested and an optimum approach is suggested for drawing a relatively small random sample that represents the characteristic extreme wind speeds and shears of a large parent population of Jimsphere wind profiles.

Normal and abnormal tissue identification system and method for medical images such as digital mammograms

NASA Technical Reports Server (NTRS)

Heine, John J. (Inventor); Clarke, Laurence P. (Inventor); Deans, Stanley R. (Inventor); Stauduhar, Richard Paul (Inventor); Cullers, David Kent (Inventor)

2001-01-01

A system and method for analyzing a medical image to determine whether an abnormality is present, for example, in digital mammograms, includes the application of a wavelet expansion to a raw image to obtain subspace images of varying resolution. At least one subspace image is selected that has a resolution commensurate with a desired predetermined detection resolution range. A functional form of a probability distribution function is determined for each selected subspace image, and an optimal statistical normal image region test is determined for each selected subspace image. A threshold level for the probability distribution function is established from the optimal statistical normal image region test for each selected subspace image. A region size comprising at least one sector is defined, and an output image is created that includes a combination of all regions for each selected subspace image. Each region has a first value when the region intensity level is above the threshold and a second value when the region intensity level is below the threshold. This permits the localization of a potential abnormality within the image.

The effects of small field dosimetry on the biological models used in evaluating IMRT dose distributions

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.

Probabilistic properties of wavelets in kinetic surface roughening

NASA Astrophysics Data System (ADS)

Bershadskii, A.

2001-08-01

Using the data of a recent numerical simulation [M. Ahr and M. Biehl, Phys. Rev. E 62, 1773 (2000)] of homoepitaxial growth it is shown that the observed probability distribution of a wavelet based measure of the growing surface roughness is consistent with a stretched log-normal distribution and the corresponding branching dimension depends on the level of particle desorption.

Sampling probability distributions of lesions in mammograms

NASA Astrophysics Data System (ADS)

Looney, P.; Warren, L. M.; Dance, D. R.; Young, K. C.

2015-03-01

One approach to image perception studies in mammography using virtual clinical trials involves the insertion of simulated lesions into normal mammograms. To facilitate this, a method has been developed that allows for sampling of lesion positions across the cranio-caudal and medio-lateral radiographic projections in accordance with measured distributions of real lesion locations. 6825 mammograms from our mammography image database were segmented to find the breast outline. The outlines were averaged and smoothed to produce an average outline for each laterality and radiographic projection. Lesions in 3304 mammograms with malignant findings were mapped on to a standardised breast image corresponding to the average breast outline using piecewise affine transforms. A four dimensional probability distribution function was found from the lesion locations in the cranio-caudal and medio-lateral radiographic projections for calcification and noncalcification lesions. Lesion locations sampled from this probability distribution function were mapped on to individual mammograms using a piecewise affine transform which transforms the average outline to the outline of the breast in the mammogram. The four dimensional probability distribution function was validated by comparing it to the two dimensional distributions found by considering each radiographic projection and laterality independently. The correlation of the location of the lesions sampled from the four dimensional probability distribution function across radiographic projections was shown to match the correlation of the locations of the original mapped lesion locations. The current system has been implemented as a web-service on a server using the Python Django framework. The server performs the sampling, performs the mapping and returns the results in a javascript object notation format.

Negative Binomial Process Count and Mixture Modeling.

PubMed

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.

Entropy-based goodness-of-fit test: Application to the Pareto distribution

NASA Astrophysics Data System (ADS)

Lequesne, Justine

2013-08-01

Goodness-of-fit tests based on entropy have been introduced in [13] for testing normality. The maximum entropy distribution in a class of probability distributions defined by linear constraints induces a Pythagorean equality between the Kullback-Leibler information and an entropy difference. This allows one to propose a goodness-of-fit test for maximum entropy parametric distributions which is based on the Kullback-Leibler information. We will focus on the application of the method to the Pareto distribution. The power of the proposed test is computed through Monte Carlo simulation.

A product Pearson-type VII density distribution

NASA Astrophysics Data System (ADS)

Nadarajah, Saralees; Kotz, Samuel

2008-01-01

The Pearson-type VII distributions (containing the Student's t distributions) are becoming increasing prominent and are being considered as competitors to the normal distribution. Motivated by real examples in decision sciences, Bayesian statistics, probability theory and Physics, a new Pearson-type VII distribution is introduced by taking the product of two Pearson-type VII pdfs. Various structural properties of this distribution are derived, including its cdf, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood estimates and the Fisher information matrix. Finally, an application to a Bayesian testing problem is illustrated.

Technical Reports Prepared Under Contract N00014-76-C-0475.

DTIC Science & Technology

1987-05-29

264 Approximations to Densities in Geometric H. Solomon 10/27/78 Probability M.A. Stephens 3. Technical Relort No. Title Author Date 265 Sequential ...Certain Multivariate S. Iyengar 8/12/82 Normal Probabilities 323 EDF Statistics for Testing for the Gamma M.A. Stephens 8/13/82 Distribution with...20-85 Nets 360 Random Sequential Coding By Hamming Distance Yoshiaki Itoh 07-11-85 Herbert Solomon 361 Transforming Censored Samples And Testing Fit

Estimation of distribution overlap of urn models.

PubMed

Hampton, Jerrad; Lladser, Manuel E

2012-01-01

A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to random samples of two discrete distributions. Specifically, we estimate what we call the dissimilarity probability of a sample, i.e., the probability of a draw from one distribution not being observed in [Formula: see text] draws from another distribution. We show our estimator of dissimilarity to be a [Formula: see text]-statistic and a uniformly minimum variance unbiased estimator of dissimilarity over the largest appropriate range of [Formula: see text]. Furthermore, despite the non-Markovian nature of our estimator when applied sequentially over [Formula: see text], we show it converges uniformly in probability to the dissimilarity parameter, and we present criteria when it is approximately normally distributed and admits a consistent jackknife estimator of its variance. As proof of concept, we analyze V35 16S rRNA data to discern between various microbial environments. Other potential applications concern any situation where dissimilarity of two discrete distributions may be of interest. For instance, in SELEX experiments, each urn could represent a random RNA pool and each draw a possible solution to a particular binding site problem over that pool. The dissimilarity of these pools is then related to the probability of finding binding site solutions in one pool that are absent in the other.

Quantitative neonatal glucose-6-phosphate dehydrogenase screening: distribution, reference values, and classification by phenotype.

PubMed

Algur, Nurit; Avraham, Irit; Hammerman, Cathy; Kaplan, Michael

2012-08-01

To determine enzyme assay reference values for newborns in a Sephardic Jewish population at high risk for glucose-6-phosphate dehydrogenase (G6PD) deficiency. Quantitative G6PD testing was performed on umbilical cord blood. The reduction of nicotinamide adenine dinucleotide phosphate to nicotinamide adenine dinucleotide phosphate-oxidase, reflecting G6PD activity, was measured spectrophotometrically. Hemoglobin (Hb) was measured on the same sample. G6PD activity was recorded as U/g Hb. Males (N = 1502) were separated into 2 distinct groups: those <7 U/g Hb (n = 243 [16.2%], median 0.28 U/g Hb), designated G6PD deficient, presumably hemizygotes; and those ≥ 9 U/g Hb (n = 1256 [83.8%], 18.76 U/g Hb), designated G6PD normal, presumably hemizygotes. Female (n = 1298) values were a continuum and were categorized based on the male distribution: those <7 U/g Hb (n = 81 [6.2%], 4.84 U/g Hb), G6PD deficient, probably homozogytes; those ≥ 9.5 U/g Hb, equivalent to 50% of the male normal value, (n = 1153 (88.8%), 18.36 U/g Hb), G6PD normal, probably homozygotes; and those with intermediate values (n = 64 [4.9%], 8.61 U/g Hb), probable heterozygotes. Accurate identification of the male G6PD-deficient state was possible despite high normal neonatal G6PD values. Female values were presented as a continuum preventing accurate classification but were classified based on male phenotype for practical use. Copyright © 2012 Mosby, Inc. All rights reserved.

Data normalization in biosurveillance: an information-theoretic approach.

PubMed

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.

Discrepancy-based error estimates for Quasi-Monte Carlo III. Error distributions and central limits

NASA Astrophysics Data System (ADS)

Hoogland, Jiri; Kleiss, Ronald

1997-04-01

In Quasi-Monte Carlo integration, the integration error is believed to be generally smaller than in classical Monte Carlo with the same number of integration points. Using an appropriate definition of an ensemble of quasi-random point sets, we derive various results on the probability distribution of the integration error, which can be compared to the standard Central Limit Theorem for normal stochastic sampling. In many cases, a Gaussian error distribution is obtained.

Simulation of flight maneuver-load distributions by utilizing stationary, non-Gaussian random load histories

NASA Technical Reports Server (NTRS)

Leybold, H. A.

1971-01-01

Random numbers were generated with the aid of a digital computer and transformed such that the probability density function of a discrete random load history composed of these random numbers had one of the following non-Gaussian distributions: Poisson, binomial, log-normal, Weibull, and exponential. The resulting random load histories were analyzed to determine their peak statistics and were compared with cumulative peak maneuver-load distributions for fighter and transport aircraft in flight.

A Performance Comparison on the Probability Plot Correlation Coefficient Test using Several Plotting Positions for GEV Distribution.

NASA Astrophysics Data System (ADS)

Ahn, Hyunjun; Jung, Younghun; Om, Ju-Seong; Heo, Jun-Haeng

2014-05-01

It is very important to select the probability distribution in Statistical hydrology. Goodness of fit test is a statistical method that selects an appropriate probability model for a given data. The probability plot correlation coefficient (PPCC) test as one of the goodness of fit tests was originally developed for normal distribution. Since then, this test has been widely applied to other probability models. The PPCC test is known as one of the best goodness of fit test because it shows higher rejection powers among them. In this study, we focus on the PPCC tests for the GEV distribution which is widely used in the world. For the GEV model, several plotting position formulas are suggested. However, the PPCC statistics are derived only for the plotting position formulas (Goel and De, In-na and Nguyen, and Kim et al.) in which the skewness coefficient (or shape parameter) are included. And then the regression equations are derived as a function of the shape parameter and sample size for a given significance level. In addition, the rejection powers of these formulas are compared using Monte-Carlo simulation. Keywords: Goodness-of-fit test, Probability plot correlation coefficient test, Plotting position, Monte-Carlo Simulation ACKNOWLEDGEMENTS This research was supported by a grant 'Establishing Active Disaster Management System of Flood Control Structures by using 3D BIM Technique' [NEMA-12-NH-57] from the Natural Hazard Mitigation Research Group, National Emergency Management Agency of Korea.

Fire frequency, area burned, and severity: A quantitative approach to defining a normal fire year

USGS Publications Warehouse

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.

Shape of growth-rate distribution determines the type of Non-Gibrat’s Property

NASA Astrophysics Data System (ADS)

Ishikawa, Atushi; Fujimoto, Shouji; Mizuno, Takayuki

2011-11-01

In this study, the authors examine exhaustive business data on Japanese firms, which cover nearly all companies in the mid- and large-scale ranges in terms of firm size, to reach several key findings on profits/sales distribution and business growth trends. Here, profits denote net profits. First, detailed balance is observed not only in profits data but also in sales data. Furthermore, the growth-rate distribution of sales has wider tails than the linear growth-rate distribution of profits in log-log scale. On the one hand, in the mid-scale range of profits, the probability of positive growth decreases and the probability of negative growth increases symmetrically as the initial value increases. This is called Non-Gibrat’s First Property. On the other hand, in the mid-scale range of sales, the probability of positive growth decreases as the initial value increases, while the probability of negative growth hardly changes. This is called Non-Gibrat’s Second Property. Under detailed balance, Non-Gibrat’s First and Second Properties are analytically derived from the linear and quadratic growth-rate distributions in log-log scale, respectively. In both cases, the log-normal distribution is inferred from Non-Gibrat’s Properties and detailed balance. These analytic results are verified by empirical data. Consequently, this clarifies the notion that the difference in shapes between growth-rate distributions of sales and profits is closely related to the difference between the two Non-Gibrat’s Properties in the mid-scale range.

Derivation of a Multiparameter Gamma Model for Analyzing the Residence-Time Distribution Function for Nonideal Flow Systems as an Alternative to the Advection-Dispersion Equation

DOE PAGES

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

Maximum-likelihood fitting of data dominated by Poisson statistical uncertainties

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stoneking, M.R.; Den Hartog, D.J.

1996-06-01

The fitting of data by {chi}{sup 2}-minimization is valid only when the uncertainties in the data are normally distributed. When analyzing spectroscopic or particle counting data at very low signal level (e.g., a Thomson scattering diagnostic), the uncertainties are distributed with a Poisson distribution. The authors have developed a maximum-likelihood method for fitting data that correctly treats the Poisson statistical character of the uncertainties. This method maximizes the total probability that the observed data are drawn from the assumed fit function using the Poisson probability function to determine the probability for each data point. The algorithm also returns uncertainty estimatesmore » for the fit parameters. They compare this method with a {chi}{sup 2}-minimization routine applied to both simulated and real data. Differences in the returned fits are greater at low signal level (less than {approximately}20 counts per measurement). the maximum-likelihood method is found to be more accurate and robust, returning a narrower distribution of values for the fit parameters with fewer outliers.« less

Statistical Characteristics of the Gaussian-Noise Spikes Exceeding the Specified Threshold as Applied to Discharges in a Thundercloud

NASA Astrophysics Data System (ADS)

Klimenko, V. V.

2017-12-01

We obtain expressions for the probabilities of the normal-noise spikes with the Gaussian correlation function and for the probability density of the inter-spike intervals. As distinct from the delta-correlated noise, in which the intervals are distributed by the exponential law, the probability of the subsequent spike depends on the previous spike and the interval-distribution law deviates from the exponential one for a finite noise-correlation time (frequency-bandwidth restriction). This deviation is the most pronounced for a low detection threshold. Similarity of the behaviors of the distributions of the inter-discharge intervals in a thundercloud and the noise spikes for the varying repetition rate of the discharges/spikes, which is determined by the ratio of the detection threshold to the root-mean-square value of noise, is observed. The results of this work can be useful for the quantitative description of the statistical characteristics of the noise spikes and studying the role of fluctuations for the discharge emergence in a thundercloud.

Generalized ensemble theory with non-extensive statistics

NASA Astrophysics Data System (ADS)

Shen, Ke-Ming; Zhang, Ben-Wei; Wang, En-Ke

2017-12-01

The non-extensive canonical ensemble theory is reconsidered with the method of Lagrange multipliers by maximizing Tsallis entropy, with the constraint that the normalized term of Tsallis' q -average of physical quantities, the sum ∑ pjq, is independent of the probability pi for Tsallis parameter q. The self-referential problem in the deduced probability and thermal quantities in non-extensive statistics is thus avoided, and thermodynamical relationships are obtained in a consistent and natural way. We also extend the study to the non-extensive grand canonical ensemble theory and obtain the q-deformed Bose-Einstein distribution as well as the q-deformed Fermi-Dirac distribution. The theory is further applied to the generalized Planck law to demonstrate the distinct behaviors of the various generalized q-distribution functions discussed in literature.

Application of the Bootstrap Statistical Method in Deriving Vibroacoustic Specifications

NASA Technical Reports Server (NTRS)

Hughes, William O.; Paez, Thomas L.

2006-01-01

This paper discusses the Bootstrap Method for specification of vibroacoustic test specifications. Vibroacoustic test specifications are necessary to properly accept or qualify a spacecraft and its components for the expected acoustic, random vibration and shock environments seen on an expendable launch vehicle. Traditionally, NASA and the U.S. Air Force have employed methods of Normal Tolerance Limits to derive these test levels based upon the amount of data available, and the probability and confidence levels desired. The Normal Tolerance Limit method contains inherent assumptions about the distribution of the data. The Bootstrap is a distribution-free statistical subsampling method which uses the measured data themselves to establish estimates of statistical measures of random sources. This is achieved through the computation of large numbers of Bootstrap replicates of a data measure of interest and the use of these replicates to derive test levels consistent with the probability and confidence desired. The comparison of the results of these two methods is illustrated via an example utilizing actual spacecraft vibroacoustic data.

Universal noise and Efimov physics

NASA Astrophysics Data System (ADS)

Nicholson, Amy N.

2016-03-01

Probability distributions for correlation functions of particles interacting via random-valued fields are discussed as a novel tool for determining the spectrum of a theory. In particular, this method is used to determine the energies of universal N-body clusters tied to Efimov trimers, for even N, by investigating the distribution of a correlation function of two particles at unitarity. Using numerical evidence that this distribution is log-normal, an analytical prediction for the N-dependence of the N-body binding energies is made.

Analysis of vector wind change with respect to time for Cape Kennedy, Florida

NASA Technical Reports Server (NTRS)

Adelfang, S. I.

1978-01-01

Multivariate analysis was used to determine the joint distribution of the four variables represented by the components of the wind vector at an initial time and after a specified elapsed time is hypothesized to be quadravariate normal; the fourteen statistics of this distribution, calculated from 15 years of twice-daily rawinsonde data are presented by monthly reference periods for each month from 0 to 27 km. The hypotheses that the wind component changes with respect to time is univariate normal, that the joint distribution of wind component change with respect to time is univariate normal, that the joint distribution of wind component changes is bivariate normal, and that the modulus of vector wind change is Rayleigh are tested by comparison with observed distributions. Statistics of the conditional bivariate normal distributions of vector wind at a future time given the vector wind at an initial time are derived. Wind changes over time periods from 1 to 5 hours, calculated from Jimsphere data, are presented. Extension of the theoretical prediction (based on rawinsonde data) of wind component change standard deviation to time periods of 1 to 5 hours falls (with a few exceptions) within the 95 percentile confidence band of the population estimate obtained from the Jimsphere sample data. The joint distributions of wind change components, conditional wind components, and 1 km vector wind shear change components are illustrated by probability ellipses at the 95 percentile level.

A discrimination method for the detection of pneumonia using chest radiograph.

PubMed

Noor, Norliza Mohd; Rijal, Omar Mohd; Yunus, Ashari; Abu-Bakar, S A R

2010-03-01

This paper presents a statistical method for the detection of lobar pneumonia when using digitized chest X-ray films. Each region of interest was represented by a vector of wavelet texture measures which is then multiplied by the orthogonal matrix Q(2). The first two elements of the transformed vectors were shown to have a bivariate normal distribution. Misclassification probabilities were estimated using probability ellipsoids and discriminant functions. The result of this study recommends the detection of pneumonia by constructing probability ellipsoids or discriminant function using maximum energy and maximum column sum energy texture measures where misclassification probabilities were less than 0.15. 2009 Elsevier Ltd. All rights reserved.

Using type IV Pearson distribution to calculate the probabilities of underrun and overrun of lists of multiple cases.

PubMed

Wang, Jihan; Yang, Kai

2014-07-01

An efficient operating room needs both little underutilised and overutilised time to achieve optimal cost efficiency. The probabilities of underrun and overrun of lists of cases can be estimated by a well defined duration distribution of the lists. To propose a method of predicting the probabilities of underrun and overrun of lists of cases using Type IV Pearson distribution to support case scheduling. Six years of data were collected. The first 5 years of data were used to fit distributions and estimate parameters. The data from the last year were used as testing data to validate the proposed methods. The percentiles of the duration distribution of lists of cases were calculated by Type IV Pearson distribution and t-distribution. Monte Carlo simulation was conducted to verify the accuracy of percentiles defined by the proposed methods. Operating rooms in John D. Dingell VA Medical Center, United States, from January 2005 to December 2011. Differences between the proportion of lists of cases that were completed within the percentiles of the proposed duration distribution of the lists and the corresponding percentiles. Compared with the t-distribution, the proposed new distribution is 8.31% (0.38) more accurate on average and 14.16% (0.19) more accurate in calculating the probabilities at the 10th and 90th percentiles of the distribution, which is a major concern of operating room schedulers. The absolute deviations between the percentiles defined by Type IV Pearson distribution and those from Monte Carlo simulation varied from 0.20  min (0.01) to 0.43  min (0.03). Operating room schedulers can rely on the most recent 10 cases with the same combination of surgeon and procedure(s) for distribution parameter estimation to plan lists of cases. Values are mean (SEM). The proposed Type IV Pearson distribution is more accurate than t-distribution to estimate the probabilities of underrun and overrun of lists of cases. However, as not all the individual case durations followed log-normal distributions, there was some deviation from the true duration distribution of the lists.

Superstatistics analysis of the ion current distribution function: Met3PbCl influence study.

PubMed

Miśkiewicz, Janusz; Trela, Zenon; Przestalski, Stanisław; Karcz, Waldemar

2010-09-01

A novel analysis of ion current time series is proposed. It is shown that higher (second, third and fourth) statistical moments of the ion current probability distribution function (PDF) can yield new information about ion channel properties. The method is illustrated on a two-state model where the PDF of the compound states are given by normal distributions. The proposed method was applied to the analysis of the SV cation channels of vacuolar membrane of Beta vulgaris and the influence of trimethyllead chloride (Met(3)PbCl) on the ion current probability distribution. Ion currents were measured by patch-clamp technique. It was shown that Met(3)PbCl influences the variance of the open-state ion current but does not alter the PDF of the closed-state ion current. Incorporation of higher statistical moments into the standard investigation of ion channel properties is proposed.

Statistical computation of tolerance limits

NASA Technical Reports Server (NTRS)

Wheeler, J. T.

1993-01-01

Based on a new theory, two computer codes were developed specifically to calculate the exact statistical tolerance limits for normal distributions within unknown means and variances for the one-sided and two-sided cases for the tolerance factor, k. The quantity k is defined equivalently in terms of the noncentral t-distribution by the probability equation. Two of the four mathematical methods employ the theory developed for the numerical simulation. Several algorithms for numerically integrating and iteratively root-solving the working equations are written to augment the program simulation. The program codes generate some tables of k's associated with the varying values of the proportion and sample size for each given probability to show accuracy obtained for small sample sizes.

Detection of anomalous events

DOEpatents

Ferragut, Erik M.; Laska, Jason A.; Bridges, Robert A.

2016-06-07

A system is described for receiving a stream of events and scoring the events based on anomalousness and maliciousness (or other classification). The system can include a plurality of anomaly detectors that together implement an algorithm to identify low-probability events and detect atypical traffic patterns. The anomaly detector provides for comparability of disparate sources of data (e.g., network flow data and firewall logs.) Additionally, the anomaly detector allows for regulatability, meaning that the algorithm can be user configurable to adjust a number of false alerts. The anomaly detector can be used for a variety of probability density functions, including normal Gaussian distributions, irregular distributions, as well as functions associated with continuous or discrete variables.

Inverse Gaussian gamma distribution model for turbulence-induced fading in free-space optical communication.

PubMed

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.

Estimation and prediction of maximum daily rainfall at Sagar Island using best fit probability models

NASA Astrophysics Data System (ADS)

Mandal, S.; Choudhury, B. U.

2015-07-01

Sagar Island, setting on the continental shelf of Bay of Bengal, is one of the most vulnerable deltas to the occurrence of extreme rainfall-driven climatic hazards. Information on probability of occurrence of maximum daily rainfall will be useful in devising risk management for sustaining rainfed agrarian economy vis-a-vis food and livelihood security. Using six probability distribution models and long-term (1982-2010) daily rainfall data, we studied the probability of occurrence of annual, seasonal and monthly maximum daily rainfall (MDR) in the island. To select the best fit distribution models for annual, seasonal and monthly time series based on maximum rank with minimum value of test statistics, three statistical goodness of fit tests, viz. Kolmogorove-Smirnov test (K-S), Anderson Darling test ( A 2 ) and Chi-Square test ( X 2) were employed. The fourth probability distribution was identified from the highest overall score obtained from the three goodness of fit tests. Results revealed that normal probability distribution was best fitted for annual, post-monsoon and summer seasons MDR, while Lognormal, Weibull and Pearson 5 were best fitted for pre-monsoon, monsoon and winter seasons, respectively. The estimated annual MDR were 50, 69, 86, 106 and 114 mm for return periods of 2, 5, 10, 20 and 25 years, respectively. The probability of getting an annual MDR of >50, >100, >150, >200 and >250 mm were estimated as 99, 85, 40, 12 and 03 % level of exceedance, respectively. The monsoon, summer and winter seasons exhibited comparatively higher probabilities (78 to 85 %) for MDR of >100 mm and moderate probabilities (37 to 46 %) for >150 mm. For different recurrence intervals, the percent probability of MDR varied widely across intra- and inter-annual periods. In the island, rainfall anomaly can pose a climatic threat to the sustainability of agricultural production and thus needs adequate adaptation and mitigation measures.

Optimum runway orientation relative to crosswinds

NASA Technical Reports Server (NTRS)

Falls, L. W.; Brown, S. C.

1972-01-01

Specific magnitudes of crosswinds may exist that could be constraints to the success of an aircraft mission such as the landing of the proposed space shuttle. A method is required to determine the orientation or azimuth of the proposed runway which will minimize the probability of certain critical crosswinds. Two procedures for obtaining the optimum runway orientation relative to minimizing a specified crosswind speed are described and illustrated with examples. The empirical procedure requires only hand calculations on an ordinary wind rose. The theoretical method utilizes wind statistics computed after the bivariate normal elliptical distribution is applied to a data sample of component winds. This method requires only the assumption that the wind components are bivariate normally distributed. This assumption seems to be reasonable. Studies are currently in progress for testing wind components for bivariate normality for various stations. The close agreement between the theoretical and empirical results for the example chosen substantiates the bivariate normal assumption.

Quasi-probabilities in conditioned quantum measurement and a geometric/statistical interpretation of Aharonov's weak value

NASA Astrophysics Data System (ADS)

Lee, Jaeha; Tsutsui, Izumi

2017-05-01

We show that the joint behavior of an arbitrary pair of (generally noncommuting) quantum observables can be described by quasi-probabilities, which are an extended version of the standard probabilities used for describing the outcome of measurement for a single observable. The physical situations that require these quasi-probabilities arise when one considers quantum measurement of an observable conditioned by some other variable, with the notable example being the weak measurement employed to obtain Aharonov's weak value. Specifically, we present a general prescription for the construction of quasi-joint probability (QJP) distributions associated with a given combination of observables. These QJP distributions are introduced in two complementary approaches: one from a bottom-up, strictly operational construction realized by examining the mathematical framework of the conditioned measurement scheme, and the other from a top-down viewpoint realized by applying the results of the spectral theorem for normal operators and their Fourier transforms. It is then revealed that, for a pair of simultaneously measurable observables, the QJP distribution reduces to the unique standard joint probability distribution of the pair, whereas for a noncommuting pair there exists an inherent indefiniteness in the choice of such QJP distributions, admitting a multitude of candidates that may equally be used for describing the joint behavior of the pair. In the course of our argument, we find that the QJP distributions furnish the space of operators in the underlying Hilbert space with their characteristic geometric structures such that the orthogonal projections and inner products of observables can be given statistical interpretations as, respectively, “conditionings” and “correlations”. The weak value Aw for an observable A is then given a geometric/statistical interpretation as either the orthogonal projection of A onto the subspace generated by another observable B, or equivalently, as the conditioning of A given B with respect to the QJP distribution under consideration.

Multidimensional stochastic approximation using locally contractive functions

NASA Technical Reports Server (NTRS)

Lawton, W. M.

1975-01-01

A Robbins-Monro type multidimensional stochastic approximation algorithm which converges in mean square and with probability one to the fixed point of a locally contractive regression function is developed. The algorithm is applied to obtain maximum likelihood estimates of the parameters for a mixture of multivariate normal distributions.

Optimizing probability of detection point estimate demonstration

NASA Astrophysics Data System (ADS)

Koshti, Ajay M.

2017-04-01

The paper provides discussion on optimizing probability of detection (POD) demonstration experiments using point estimate method. The optimization is performed to provide acceptable value for probability of passing demonstration (PPD) and achieving acceptable value for probability of false (POF) calls while keeping the flaw sizes in the set as small as possible. POD Point estimate method is used by NASA for qualifying special NDE procedures. The point estimate method uses binomial distribution for probability density. Normally, a set of 29 flaws of same size within some tolerance are used in the demonstration. Traditionally largest flaw size in the set is considered to be a conservative estimate of the flaw size with minimum 90% probability and 95% confidence. The flaw size is denoted as α90/95PE. The paper investigates relationship between range of flaw sizes in relation to α90, i.e. 90% probability flaw size, to provide a desired PPD. The range of flaw sizes is expressed as a proportion of the standard deviation of the probability density distribution. Difference between median or average of the 29 flaws and α90 is also expressed as a proportion of standard deviation of the probability density distribution. In general, it is concluded that, if probability of detection increases with flaw size, average of 29 flaw sizes would always be larger than or equal to α90 and is an acceptable measure of α90/95PE. If NDE technique has sufficient sensitivity and signal-to-noise ratio, then the 29 flaw-set can be optimized to meet requirements of minimum required PPD, maximum allowable POF, requirements on flaw size tolerance about mean flaw size and flaw size detectability requirements. The paper provides procedure for optimizing flaw sizes in the point estimate demonstration flaw-set.

Effects of ignition location models on the burn patterns of simulated wildfires

USGS Publications Warehouse

Bar-Massada, A.; Syphard, A.D.; Hawbaker, T.J.; Stewart, S.I.; Radeloff, V.C.

2011-01-01

Fire simulation studies that use models such as FARSITE often assume that ignition locations are distributed randomly, because spatially explicit information about actual ignition locations are difficult to obtain. However, many studies show that the spatial distribution of ignition locations, whether human-caused or natural, is non-random. Thus, predictions from fire simulations based on random ignitions may be unrealistic. However, the extent to which the assumption of ignition location affects the predictions of fire simulation models has never been systematically explored. Our goal was to assess the difference in fire simulations that are based on random versus non-random ignition location patterns. We conducted four sets of 6000 FARSITE simulations for the Santa Monica Mountains in California to quantify the influence of random and non-random ignition locations and normal and extreme weather conditions on fire size distributions and spatial patterns of burn probability. Under extreme weather conditions, fires were significantly larger for non-random ignitions compared to random ignitions (mean area of 344.5 ha and 230.1 ha, respectively), but burn probability maps were highly correlated (r = 0.83). Under normal weather, random ignitions produced significantly larger fires than non-random ignitions (17.5 ha and 13.3 ha, respectively), and the spatial correlations between burn probability maps were not high (r = 0.54), though the difference in the average burn probability was small. The results of the study suggest that the location of ignitions used in fire simulation models may substantially influence the spatial predictions of fire spread patterns. However, the spatial bias introduced by using a random ignition location model may be minimized if the fire simulations are conducted under extreme weather conditions when fire spread is greatest. ?? 2010 Elsevier Ltd.

Multiwavelength Studies of Rotating Radio Transients

NASA Astrophysics Data System (ADS)

Miller, Joshua J.

Seven years ago, a new class of pulsars called the Rotating Radio Transients (RRATs) was discovered with the Parkes radio telescope in Australia (McLaughlin et al., 2006). These neutron stars are characterized by strong radio bursts at repeatable dispersion measures, but not detectable using standard periodicity-search algorithms. We now know of roughly 100 of these objects, discovered in new surveys and re-analysis of archival survey data. They generally have longer periods than those of the normal pulsar population, and several have high magnetic fields, similar to those other neutron star populations like the X-ray bright magnetars. However, some of the RRATs have spin-down properties very similar to those of normal pulsars, making it difficult to determine the cause of their unusual emission and possible evolutionary relationships between them and other classes of neutron stars. We have calculated single-pulse flux densities for eight RRAT sources observed using the Parkes radio telescope. Like normal pulsars, the pulse amplitude distributions are well described by log-normal probability distribution functions, though two show evidence for an additional power-law tail. Spectral indices are calculated for the seven RRATs which were detected at multiple frequencies. These RRATs have a mean spectral index of = -3.2(7), or = -3.1(1) when using mean flux densities derived from fitting log-normal probability distribution functions to the pulse amplitude distributions, suggesting that the RRATs have steeper spectra than normal pulsars. When only considering the three RRATs for which we have a wide range of observing frequencies, however, and become --1.7(1) and --2.0(1), respectively, and are roughly consistent with those measured for normal pulsars. In all cases, these spectral indices exclude magnetar-like flat spectra. For PSR J1819--1458, the RRAT with the highest bursting rate, pulses were detected at 685 and 3029 MHz in simultaneous observations and have a spectral index consistent with our other analysis. We also present the results of simultaneous radio and X-ray observations of PSR J1819--1458. Our 94-ks XMM-Newton observation of the high magnetic field (~5x109 T) pulsar reveals a blackbody spectrum ( kT~130 eV) with a broad absorption feature, possibly composed of two lines at ~1.0 and ~1.3 keV. We performed a correlation analysis of the X-ray photons with radio pulses detected in 16.2 hours of simultaneous observations at 1--2 GHz with the Green Bank, Effelsberg, and Parkes telescopes, respectively. Both the detected X-ray photons and radio pulses appear to be randomly distributed in time. We find tentative evidence for a correlation between the detected radio pulses and X-ray photons on timescales of less than 10 pulsar spin periods, with the probability of this occurring by chance being 0.46%. This suggests that the physical process producing the radio pulses may also heat the polar cap.

Robust LOD scores for variance component-based linkage analysis.

PubMed

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.

Directional data analysis under the general projected normal distribution

PubMed Central

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

Surface to 90 km winds for Kennedy Space Center, Florida, and Vandenberg AFB, California

NASA Technical Reports Server (NTRS)

Johnson, D. L.; Brown, S. C.

1979-01-01

Bivariate normal wind statistics for a 90 degree flight azimuth, from 0 through 90 km altitude, for Kennedy Space Center, Florida, and Vandenberg AFB, California are presented. Wind probability distributions and statistics for any rotation of axes can be computed from the five given parameters.

TU-AB-BRB-01: Coverage Evaluation and Probabilistic Treatment Planning as a Margin Alternative

DOE Office of Scientific and Technical Information (OSTI.GOV)

Siebers, J.

The accepted clinical method to accommodate targeting uncertainties inherent in fractionated external beam radiation therapy is to utilize GTV-to-CTV and CTV-to-PTV margins during the planning process to design a PTV-conformal static dose distribution on the planning image set. Ideally, margins are selected to ensure a high (e.g. >95%) target coverage probability (CP) in spite of inherent inter- and intra-fractional positional variations, tissue motions, and initial contouring uncertainties. Robust optimization techniques, also known as probabilistic treatment planning techniques, explicitly incorporate the dosimetric consequences of targeting uncertainties by including CP evaluation into the planning optimization process along with coverage-based planning objectives. Themore » treatment planner no longer needs to use PTV and/or PRV margins; instead robust optimization utilizes probability distributions of the underlying uncertainties in conjunction with CP-evaluation for the underlying CTVs and OARs to design an optimal treated volume. This symposium will describe CP-evaluation methods as well as various robust planning techniques including use of probability-weighted dose distributions, probability-weighted objective functions, and coverage optimized planning. Methods to compute and display the effect of uncertainties on dose distributions will be presented. The use of robust planning to accommodate inter-fractional setup uncertainties, organ deformation, and contouring uncertainties will be examined as will its use to accommodate intra-fractional organ motion. Clinical examples will be used to inter-compare robust and margin-based planning, highlighting advantages of robust-plans in terms of target and normal tissue coverage. Robust-planning limitations as uncertainties approach zero and as the number of treatment fractions becomes small will be presented, as well as the factors limiting clinical implementation of robust planning. Learning Objectives: To understand robust-planning as a clinical alternative to using margin-based planning. To understand conceptual differences between uncertainty and predictable motion. To understand fundamental limitations of the PTV concept that probabilistic planning can overcome. To understand the major contributing factors to target and normal tissue coverage probability. To understand the similarities and differences of various robust planning techniques To understand the benefits and limitations of robust planning techniques.« less

TU-AB-BRB-03: Coverage-Based Treatment Planning to Accommodate Organ Deformable Motions and Contouring Uncertainties for Prostate Treatment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xu, H.

The accepted clinical method to accommodate targeting uncertainties inherent in fractionated external beam radiation therapy is to utilize GTV-to-CTV and CTV-to-PTV margins during the planning process to design a PTV-conformal static dose distribution on the planning image set. Ideally, margins are selected to ensure a high (e.g. >95%) target coverage probability (CP) in spite of inherent inter- and intra-fractional positional variations, tissue motions, and initial contouring uncertainties. Robust optimization techniques, also known as probabilistic treatment planning techniques, explicitly incorporate the dosimetric consequences of targeting uncertainties by including CP evaluation into the planning optimization process along with coverage-based planning objectives. Themore » treatment planner no longer needs to use PTV and/or PRV margins; instead robust optimization utilizes probability distributions of the underlying uncertainties in conjunction with CP-evaluation for the underlying CTVs and OARs to design an optimal treated volume. This symposium will describe CP-evaluation methods as well as various robust planning techniques including use of probability-weighted dose distributions, probability-weighted objective functions, and coverage optimized planning. Methods to compute and display the effect of uncertainties on dose distributions will be presented. The use of robust planning to accommodate inter-fractional setup uncertainties, organ deformation, and contouring uncertainties will be examined as will its use to accommodate intra-fractional organ motion. Clinical examples will be used to inter-compare robust and margin-based planning, highlighting advantages of robust-plans in terms of target and normal tissue coverage. Robust-planning limitations as uncertainties approach zero and as the number of treatment fractions becomes small will be presented, as well as the factors limiting clinical implementation of robust planning. Learning Objectives: To understand robust-planning as a clinical alternative to using margin-based planning. To understand conceptual differences between uncertainty and predictable motion. To understand fundamental limitations of the PTV concept that probabilistic planning can overcome. To understand the major contributing factors to target and normal tissue coverage probability. To understand the similarities and differences of various robust planning techniques To understand the benefits and limitations of robust planning techniques.« less

TU-AB-BRB-02: Stochastic Programming Methods for Handling Uncertainty and Motion in IMRT Planning

DOE Office of Scientific and Technical Information (OSTI.GOV)

Unkelbach, J.

The accepted clinical method to accommodate targeting uncertainties inherent in fractionated external beam radiation therapy is to utilize GTV-to-CTV and CTV-to-PTV margins during the planning process to design a PTV-conformal static dose distribution on the planning image set. Ideally, margins are selected to ensure a high (e.g. >95%) target coverage probability (CP) in spite of inherent inter- and intra-fractional positional variations, tissue motions, and initial contouring uncertainties. Robust optimization techniques, also known as probabilistic treatment planning techniques, explicitly incorporate the dosimetric consequences of targeting uncertainties by including CP evaluation into the planning optimization process along with coverage-based planning objectives. Themore » treatment planner no longer needs to use PTV and/or PRV margins; instead robust optimization utilizes probability distributions of the underlying uncertainties in conjunction with CP-evaluation for the underlying CTVs and OARs to design an optimal treated volume. This symposium will describe CP-evaluation methods as well as various robust planning techniques including use of probability-weighted dose distributions, probability-weighted objective functions, and coverage optimized planning. Methods to compute and display the effect of uncertainties on dose distributions will be presented. The use of robust planning to accommodate inter-fractional setup uncertainties, organ deformation, and contouring uncertainties will be examined as will its use to accommodate intra-fractional organ motion. Clinical examples will be used to inter-compare robust and margin-based planning, highlighting advantages of robust-plans in terms of target and normal tissue coverage. Robust-planning limitations as uncertainties approach zero and as the number of treatment fractions becomes small will be presented, as well as the factors limiting clinical implementation of robust planning. Learning Objectives: To understand robust-planning as a clinical alternative to using margin-based planning. To understand conceptual differences between uncertainty and predictable motion. To understand fundamental limitations of the PTV concept that probabilistic planning can overcome. To understand the major contributing factors to target and normal tissue coverage probability. To understand the similarities and differences of various robust planning techniques To understand the benefits and limitations of robust planning techniques.« less

TU-AB-BRB-00: New Methods to Ensure Target Coverage

DOE Office of Scientific and Technical Information (OSTI.GOV)

NONE

2015-06-15

The accepted clinical method to accommodate targeting uncertainties inherent in fractionated external beam radiation therapy is to utilize GTV-to-CTV and CTV-to-PTV margins during the planning process to design a PTV-conformal static dose distribution on the planning image set. Ideally, margins are selected to ensure a high (e.g. >95%) target coverage probability (CP) in spite of inherent inter- and intra-fractional positional variations, tissue motions, and initial contouring uncertainties. Robust optimization techniques, also known as probabilistic treatment planning techniques, explicitly incorporate the dosimetric consequences of targeting uncertainties by including CP evaluation into the planning optimization process along with coverage-based planning objectives. Themore » treatment planner no longer needs to use PTV and/or PRV margins; instead robust optimization utilizes probability distributions of the underlying uncertainties in conjunction with CP-evaluation for the underlying CTVs and OARs to design an optimal treated volume. This symposium will describe CP-evaluation methods as well as various robust planning techniques including use of probability-weighted dose distributions, probability-weighted objective functions, and coverage optimized planning. Methods to compute and display the effect of uncertainties on dose distributions will be presented. The use of robust planning to accommodate inter-fractional setup uncertainties, organ deformation, and contouring uncertainties will be examined as will its use to accommodate intra-fractional organ motion. Clinical examples will be used to inter-compare robust and margin-based planning, highlighting advantages of robust-plans in terms of target and normal tissue coverage. Robust-planning limitations as uncertainties approach zero and as the number of treatment fractions becomes small will be presented, as well as the factors limiting clinical implementation of robust planning. Learning Objectives: To understand robust-planning as a clinical alternative to using margin-based planning. To understand conceptual differences between uncertainty and predictable motion. To understand fundamental limitations of the PTV concept that probabilistic planning can overcome. To understand the major contributing factors to target and normal tissue coverage probability. To understand the similarities and differences of various robust planning techniques To understand the benefits and limitations of robust planning techniques.« less

Hypothesis testing and earthquake prediction.

PubMed

Jackson, D D

1996-04-30

Requirements for testing include advance specification of the conditional rate density (probability per unit time, area, and magnitude) or, alternatively, probabilities for specified intervals of time, space, and magnitude. Here I consider testing fully specified hypotheses, with no parameter adjustments or arbitrary decisions allowed during the test period. Because it may take decades to validate prediction methods, it is worthwhile to formulate testable hypotheses carefully in advance. Earthquake prediction generally implies that the probability will be temporarily higher than normal. Such a statement requires knowledge of "normal behavior"--that is, it requires a null hypothesis. Hypotheses can be tested in three ways: (i) by comparing the number of actual earth-quakes to the number predicted, (ii) by comparing the likelihood score of actual earthquakes to the predicted distribution, and (iii) by comparing the likelihood ratio to that of a null hypothesis. The first two tests are purely self-consistency tests, while the third is a direct comparison of two hypotheses. Predictions made without a statement of probability are very difficult to test, and any test must be based on the ratio of earthquakes in and out of the forecast regions.

Hypothesis testing and earthquake prediction.

PubMed Central

Jackson, D D

1996-01-01

Requirements for testing include advance specification of the conditional rate density (probability per unit time, area, and magnitude) or, alternatively, probabilities for specified intervals of time, space, and magnitude. Here I consider testing fully specified hypotheses, with no parameter adjustments or arbitrary decisions allowed during the test period. Because it may take decades to validate prediction methods, it is worthwhile to formulate testable hypotheses carefully in advance. Earthquake prediction generally implies that the probability will be temporarily higher than normal. Such a statement requires knowledge of "normal behavior"--that is, it requires a null hypothesis. Hypotheses can be tested in three ways: (i) by comparing the number of actual earth-quakes to the number predicted, (ii) by comparing the likelihood score of actual earthquakes to the predicted distribution, and (iii) by comparing the likelihood ratio to that of a null hypothesis. The first two tests are purely self-consistency tests, while the third is a direct comparison of two hypotheses. Predictions made without a statement of probability are very difficult to test, and any test must be based on the ratio of earthquakes in and out of the forecast regions. PMID:11607663

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.

Diffuse reflection from a stochastically bounded, semi-infinite medium

NASA Technical Reports Server (NTRS)

Lumme, K.; Peltoniemi, J. I.; Irvine, W. M.

1990-01-01

In order to determine the diffuse reflection from a medium bounded by a rough surface, the problem of radiative transfer in a boundary layer characterized by a statistical distribution of heights is considered. For the case that the surface is defined by a multivariate normal probability density, the propagation probability for rays traversing the boundary layer is derived and, from that probability, a corresponding radiative transfer equation. A solution of the Eddington (two stream) type is found explicitly, and examples are given. The results should be applicable to reflection from the regoliths of solar system bodies, as well as from a rough ocean surface.

[Distribution of individuals by spontaneous frequencies of lymphocytes with micronuclei. Particularity and consequences].

PubMed

Serebrianyĭ, A M; Akleev, A V; Aleshchenko, A V; Antoshchina, M M; Kudriashova, O V; Riabchenko, N I; Semenova, L P; Pelevina, I I

2011-01-01

By micronucleus (MN) assay with cytokinetic cytochalasin B block, the mean frequency of blood lymphocytes with MN has been determined in 76 Moscow inhabitants, 35 people from Obninsk and 122 from Chelyabinsk region. In contrast to the distribution of individuals on spontaneous frequency of cells with aberrations, which was shown to be binomial (Kusnetzov et al., 1980), the distribution of individuals on the spontaneous frequency of cells with MN in all three massif can be acknowledged as log-normal (chi2 test). Distribution of individuals in the joined massifs (Moscow and Obninsk inhabitants) and in the unique massif of all inspected with great reliability must be acknowledged as log-normal (0.70 and 0.86 correspondingly), but it cannot be regarded as Poisson, binomial or normal. Taking into account that log-normal distribution of children by spontaneous frequency of lymphocytes with MN has been observed by the inspection of 473 children from different kindergartens in Moscow we can make the conclusion that log-normal is regularity inherent in this type of damage of lymphocytes genome. On the contrary the distribution of individuals on induced by irradiation in vitro lymphocytes with MN frequency in most cases must be acknowledged as normal. This distribution character points out that damage appearance in the individual (genomic instability) in a single lymphocytes increases the probability of the damage appearance in another lymphocytes. We can propose that damaged stem cells lymphocyte progenitor's exchange by information with undamaged cells--the type of the bystander effect process. It can also be supposed that transmission of damage to daughter cells occurs in the time of stem cells division.

Pan-European comparison of candidate distributions for climatological drought indices, SPI and SPEI

NASA Astrophysics Data System (ADS)

Stagge, James; Tallaksen, Lena; Gudmundsson, Lukas; Van Loon, Anne; Stahl, Kerstin

2013-04-01

Drought indices are vital to objectively quantify and compare drought severity, duration, and extent across regions with varied climatic and hydrologic regimes. The Standardized Precipitation Index (SPI), a well-reviewed meterological drought index recommended by the WMO, and its more recent water balance variant, the Standardized Precipitation-Evapotranspiration Index (SPEI) both rely on selection of univariate probability distributions to normalize the index, allowing for comparisons across climates. The SPI, considered a universal meteorological drought index, measures anomalies in precipitation, whereas the SPEI measures anomalies in climatic water balance (precipitation minus potential evapotranspiration), a more comprehensive measure of water availability that incorporates temperature. Many reviewers recommend use of the gamma (Pearson Type III) distribution for SPI normalization, while developers of the SPEI recommend use of the three parameter log-logistic distribution, based on point observation validation. Before the SPEI can be implemented at the pan-European scale, it is necessary to further validate the index using a range of candidate distributions to determine sensitivity to distribution selection, identify recommended distributions, and highlight those instances where a given distribution may not be valid. This study rigorously compares a suite of candidate probability distributions using WATCH Forcing Data, a global, historical (1958-2001) climate dataset based on ERA40 reanalysis with 0.5 x 0.5 degree resolution and bias-correction based on CRU-TS2.1 observations. Using maximum likelihood estimation, alternative candidate distributions are fit for the SPI and SPEI across the range of European climate zones. When evaluated at this scale, the gamma distribution for the SPI results in negatively skewed values, exaggerating the index severity of extreme dry conditions, while decreasing the index severity of extreme high precipitation. This bias is particularly notable for shorter aggregation periods (1-6 months) during the summer months in southern Europe (below 45° latitude), and can partially be attributed to distribution fitting difficulties in semi-arid regions where monthly precipitation totals cluster near zero. By contrast, the SPEI has potential for avoiding this fitting difficulty because it is not bounded by zero. However, the recommended log-logistic distribution produces index values with less variation than the standard normal distribution. Among the alternative candidate distributions, the best fit distribution and the distribution parameters vary in space and time, suggesting regional commonalities within hydroclimatic regimes, as discussed further in the presentation.

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.

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.

Clinicians' perceptions of the value of ventilation-perfusion scans.

PubMed

Siegel, Alan; Holtzman, Stephen R; Bettmann, Michael A; Black, William C

2004-07-01

The goal of this investigation was to understand clinicians' perceptions of the probability of pulmonary embolism as a function of V/Q scan results of normal, low, intermediate, and high probability. A questionnaire was developed and distributed to 429 clinicians at a single academic medical center. The response rate was 44% (188 of 429). The questions included level of training, specialty, probability of PE given 1 of the 4 V/Q scan results, and estimations of the charges for V/Q scanning and pulmonary angiography, and estimations of the risks of pulmonary angiography. The medians and ranges for the probability of pulmonary embolism given a normal, low, intermediate, and high probability V/Q scan result were 2.5% (0-30), 12.5% (0.5-52.5), 41.25% (5-75), and 85% (5-100), respectively. Eleven percent (21 of 188) of the respondents listed the probability of PE in patients with a low probability V/Q scan as being 5% or less, and 33% (62 of 188) listed the probability of PE given an intermediate probability scan as 50% or greater. The majority correctly identified the rate of serious complications of pulmonary arteriography, but many respondents underestimated the charge for V/Q scans and pulmonary arteriography. A substantial minority of clinicians do not understand the probability of pulmonary embolism in patients with low and intermediate probability ventilation-perfusion scans. More quantitative reporting of results is recommended. This could be particularly important because VQ scans are used less frequently but are still needed in certain clinical situations.

Role of environmental variability in the evolution of life history strategies.

PubMed

Hastings, A; Caswell, H

1979-09-01

We reexamine the role of environmental variability in the evolution of life history strategies. We show that normally distributed deviations in the quality of the environment should lead to normally distributed deviations in the logarithm of year-to-year survival probabilities, which leads to interesting consequences for the evolution of annual and perennial strategies and reproductive effort. We also examine the effects of using differing criteria to determine the outcome of selection. Some predictions of previous theory are reversed, allowing distinctions between r and K theory and a theory based on variability. However, these distinctions require information about both the environment and the selection process not required by current theory.

Random phenotypic variation of yeast (Saccharomyces cerevisiae) single-gene knockouts fits a double pareto-lognormal distribution.

PubMed

Graham, John H; Robb, Daniel T; Poe, Amy R

2012-01-01

Distributed robustness is thought to influence the buffering of random phenotypic variation through the scale-free topology of gene regulatory, metabolic, and protein-protein interaction networks. If this hypothesis is true, then the phenotypic response to the perturbation of particular nodes in such a network should be proportional to the number of links those nodes make with neighboring nodes. This suggests a probability distribution approximating an inverse power-law of random phenotypic variation. Zero phenotypic variation, however, is impossible, because random molecular and cellular processes are essential to normal development. Consequently, a more realistic distribution should have a y-intercept close to zero in the lower tail, a mode greater than zero, and a long (fat) upper tail. The double Pareto-lognormal (DPLN) distribution is an ideal candidate distribution. It consists of a mixture of a lognormal body and upper and lower power-law tails. If our assumptions are true, the DPLN distribution should provide a better fit to random phenotypic variation in a large series of single-gene knockout lines than other skewed or symmetrical distributions. We fit a large published data set of single-gene knockout lines in Saccharomyces cerevisiae to seven different probability distributions: DPLN, right Pareto-lognormal (RPLN), left Pareto-lognormal (LPLN), normal, lognormal, exponential, and Pareto. The best model was judged by the Akaike Information Criterion (AIC). Phenotypic variation among gene knockouts in S. cerevisiae fits a double Pareto-lognormal (DPLN) distribution better than any of the alternative distributions, including the right Pareto-lognormal and lognormal distributions. A DPLN distribution is consistent with the hypothesis that developmental stability is mediated, in part, by distributed robustness, the resilience of gene regulatory, metabolic, and protein-protein interaction networks. Alternatively, multiplicative cell growth, and the mixing of lognormal distributions having different variances, may generate a DPLN distribution.

Weighing Clinical Evidence Using Patient Preferences: An Application of Probabilistic Multi-Criteria Decision Analysis.

PubMed

Broekhuizen, Henk; IJzerman, Maarten J; Hauber, A Brett; Groothuis-Oudshoorn, Catharina G M

2017-03-01

The need for patient engagement has been recognized by regulatory agencies, but there is no consensus about how to operationalize this. One approach is the formal elicitation and use of patient preferences for weighing clinical outcomes. The aim of this study was to demonstrate how patient preferences can be used to weigh clinical outcomes when both preferences and clinical outcomes are uncertain by applying a probabilistic value-based multi-criteria decision analysis (MCDA) method. Probability distributions were used to model random variation and parameter uncertainty in preferences, and parameter uncertainty in clinical outcomes. The posterior value distributions and rank probabilities for each treatment were obtained using Monte-Carlo simulations. The probability of achieving the first rank is the probability that a treatment represents the highest value to patients. We illustrated our methodology for a simplified case on six HIV treatments. Preferences were modeled with normal distributions and clinical outcomes were modeled with beta distributions. The treatment value distributions showed the rank order of treatments according to patients and illustrate the remaining decision uncertainty. This study demonstrated how patient preference data can be used to weigh clinical evidence using MCDA. The model takes into account uncertainty in preferences and clinical outcomes. The model can support decision makers during the aggregation step of the MCDA process and provides a first step toward preference-based personalized medicine, yet requires further testing regarding its appropriate use in real-world settings.

Estimating and testing interactions when explanatory variables are subject to non-classical measurement error.

PubMed

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.

Optimizing Probability of Detection Point Estimate Demonstration

NASA Technical Reports Server (NTRS)

Koshti, Ajay M.

2017-01-01

Probability of detection (POD) analysis is used in assessing reliably detectable flaw size in nondestructive evaluation (NDE). MIL-HDBK-18231and associated mh18232POD software gives most common methods of POD analysis. Real flaws such as cracks and crack-like flaws are desired to be detected using these NDE methods. A reliably detectable crack size is required for safe life analysis of fracture critical parts. The paper provides discussion on optimizing probability of detection (POD) demonstration experiments using Point Estimate Method. POD Point estimate method is used by NASA for qualifying special NDE procedures. The point estimate method uses binomial distribution for probability density. Normally, a set of 29 flaws of same size within some tolerance are used in the demonstration. The optimization is performed to provide acceptable value for probability of passing demonstration (PPD) and achieving acceptable value for probability of false (POF) calls while keeping the flaw sizes in the set as small as possible.

Rough Sets and Stomped Normal Distribution for Simultaneous Segmentation and Bias Field Correction in Brain MR Images.

PubMed

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.

Characterizations of linear sufficient statistics

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Reoner, R.; Decell, H. P., Jr.

1977-01-01

A surjective bounded linear operator T from a Banach space X to a Banach space Y must be a sufficient statistic for a dominated family of probability measures defined on the Borel sets of X. These results were applied, so that they characterize linear sufficient statistics for families of the exponential type, including as special cases the Wishart and multivariate normal distributions. The latter result was used to establish precisely which procedures for sampling from a normal population had the property that the sample mean was a sufficient statistic.

Statistical studies of animal response data from USF toxicity screening test method

NASA Technical Reports Server (NTRS)

Hilado, C. J.; Machado, A. M.

1978-01-01

Statistical examination of animal response data obtained using Procedure B of the USF toxicity screening test method indicates that the data deviate only slightly from a normal or Gaussian distribution. This slight departure from normality is not expected to invalidate conclusions based on theoretical statistics. Comparison of times to staggering, convulsions, collapse, and death as endpoints shows that time to death appears to be the most reliable endpoint because it offers the lowest probability of missed observations and premature judgements.

Combining Multiple Types of Intelligence to Generate Probability Maps of Moving Targets

DTIC Science & Technology

2013-09-01

normalization coefficient k similar to Demspter-Shafer’s combination rule. d. Mass Mean This rule of combination is the most straightforward one... coefficient , we can state that without normalizing, the updated distribution is: fupdate t   qk k t M 1 qk n k t M        (3.3) 36...Lawrence, KS. Chen, Z. (2003). Bayesian filtering: From Kalman filters to particle filters and beyond. Technical report, McMaster University. Dempster

Percolation

NASA Astrophysics Data System (ADS)

Dã¡Vila, Alã¡N.; Escudero, Christian; López, Jorge, , Dr.

2004-10-01

Several methods have been developed in order to study phase transitions in nuclear fragmentation. The one used in this research is Percolation. This method allows us to adjust resulting data to heavy ion collisions experiments. In systems, such as atomic nuclei or molecules, energy is put into the system. The system's particles move away from each other until their links are broken. Some particles will still be linked. The fragments' distribution is found to be a power law. We are witnessing then a critical phenomenon. In our model the particles are represented as occupied spaces in a cubical array. Each particle has a bound to each one of its 6 neighbors. Each bound can be active if the two particles are linked or inactive if they are not. When two or more particles are linked, a fragment is formed. The probability for a specific link to be broken cannot be calculated, so the probability for a bound to be active is going to be used as parameter when trying to adjust the data. For a given probability p several arrays are generated. The fragments are counted. The fragments' distribution is then adjusted to a power law. The probability that generates the better fit is going to be the critical probability that indicates a phase transition. The better fit is found by seeking the fragments' distribution that gives the minimal chi squared when compared to a power law. As additional evidence of criticality the entropy and normalized variance of the mass are also calculated for each probability.

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.

Probabilities of Dilating Vesicoureteral Reflux in Children with First Time Simple Febrile Urinary Tract Infection, and Normal Renal and Bladder Ultrasound.

PubMed

Rianthavorn, Pornpimol; Tangngamsakul, Onjira

2016-11-01

We evaluated risk factors and assessed predicted probabilities for grade III or higher vesicoureteral reflux (dilating reflux) in children with a first simple febrile urinary tract infection and normal renal and bladder ultrasound. Data for 167 children 2 to 72 months old with a first febrile urinary tract infection and normal ultrasound were compared between those who had dilating vesicoureteral reflux (12 patients, 7.2%) and those who did not. Exclusion criteria consisted of history of prenatal hydronephrosis or familial reflux and complicated urinary tract infection. The logistic regression model was used to identify independent variables associated with dilating reflux. Predicted probabilities for dilating reflux were assessed. Patient age and prevalence of nonEscherichia coli bacteria were greater in children who had dilating reflux compared to those who did not (p = 0.02 and p = 0.004, respectively). Gender distribution was similar between the 2 groups (p = 0.08). In multivariate analysis older age and nonE. coli bacteria independently predicted dilating reflux, with odds ratios of 1.04 (95% CI 1.01-1.07, p = 0.02) and 3.76 (95% CI 1.05-13.39, p = 0.04), respectively. The impact of nonE. coli bacteria on predicted probabilities of dilating reflux increased with patient age. We support the concept of selective voiding cystourethrogram in children with a first simple febrile urinary tract infection and normal ultrasound. Voiding cystourethrogram should be considered in children with late onset urinary tract infection due to nonE. coli bacteria since they are at risk for dilating reflux even if the ultrasound is normal. Copyright © 2016 American Urological Association Education and Research, Inc. Published by Elsevier Inc. All rights reserved.

Universal characteristics of fractal fluctuations in prime number distribution

NASA Astrophysics Data System (ADS)

Selvam, A. M.

2014-11-01

The frequency of occurrence of prime numbers at unit number spacing intervals exhibits self-similar fractal fluctuations concomitant with inverse power law form for power spectrum generic to dynamical systems in nature such as fluid flows, stock market fluctuations and population dynamics. The physics of long-range correlations exhibited by fractals is not yet identified. A recently developed general systems theory visualizes the eddy continuum underlying fractals to result from the growth of large eddies as the integrated mean of enclosed small scale eddies, thereby generating a hierarchy of eddy circulations or an inter-connected network with associated long-range correlations. The model predictions are as follows: (1) The probability distribution and power spectrum of fractals follow the same inverse power law which is a function of the golden mean. The predicted inverse power law distribution is very close to the statistical normal distribution for fluctuations within two standard deviations from the mean of the distribution. (2) Fractals signify quantum-like chaos since variance spectrum represents probability density distribution, a characteristic of quantum systems such as electron or photon. (3) Fractal fluctuations of frequency distribution of prime numbers signify spontaneous organization of underlying continuum number field into the ordered pattern of the quasiperiodic Penrose tiling pattern. The model predictions are in agreement with the probability distributions and power spectra for different sets of frequency of occurrence of prime numbers at unit number interval for successive 1000 numbers. Prime numbers in the first 10 million numbers were used for the study.

Geotechnical parameter spatial distribution stochastic analysis based on multi-precision information assimilation

NASA Astrophysics Data System (ADS)

Wang, C.; Rubin, Y.

2014-12-01

Spatial distribution of important geotechnical parameter named compression modulus Es contributes considerably to the understanding of the underlying geological processes and the adequate assessment of the Es mechanics effects for differential settlement of large continuous structure foundation. These analyses should be derived using an assimilating approach that combines in-situ static cone penetration test (CPT) with borehole experiments. To achieve such a task, the Es distribution of stratum of silty clay in region A of China Expo Center (Shanghai) is studied using the Bayesian-maximum entropy method. This method integrates rigorously and efficiently multi-precision of different geotechnical investigations and sources of uncertainty. Single CPT samplings were modeled as a rational probability density curve by maximum entropy theory. Spatial prior multivariate probability density function (PDF) and likelihood PDF of the CPT positions were built by borehole experiments and the potential value of the prediction point, then, preceding numerical integration on the CPT probability density curves, the posterior probability density curve of the prediction point would be calculated by the Bayesian reverse interpolation framework. The results were compared between Gaussian Sequential Stochastic Simulation and Bayesian methods. The differences were also discussed between single CPT samplings of normal distribution and simulated probability density curve based on maximum entropy theory. It is shown that the study of Es spatial distributions can be improved by properly incorporating CPT sampling variation into interpolation process, whereas more informative estimations are generated by considering CPT Uncertainty for the estimation points. Calculation illustrates the significance of stochastic Es characterization in a stratum, and identifies limitations associated with inadequate geostatistical interpolation techniques. This characterization results will provide a multi-precision information assimilation method of other geotechnical parameters.

Probability distribution of financial returns in a model of multiplicative Brownian motion with stochastic diffusion coefficient

NASA Astrophysics Data System (ADS)

Silva, Antonio

2005-03-01

It is well-known that the mathematical theory of Brownian motion was first developed in the Ph. D. thesis of Louis Bachelier for the French stock market before Einstein [1]. In Ref. [2] we studied the so-called Heston model, where the stock-price dynamics is governed by multiplicative Brownian motion with stochastic diffusion coefficient. We solved the corresponding Fokker-Planck equation exactly and found an analytic formula for the time-dependent probability distribution of stock price changes (returns). The formula interpolates between the exponential (tent-shaped) distribution for short time lags and the Gaussian (parabolic) distribution for long time lags. The theoretical formula agrees very well with the actual stock-market data ranging from the Dow-Jones index [2] to individual companies [3], such as Microsoft, Intel, etc. [] [1] Louis Bachelier, ``Th'eorie de la sp'eculation,'' Annales Scientifiques de l''Ecole Normale Sup'erieure, III-17:21-86 (1900).[] [2] A. A. Dragulescu and V. M. Yakovenko, ``Probability distribution of returns in the Heston model with stochastic volatility,'' Quantitative Finance 2, 443--453 (2002); Erratum 3, C15 (2003). [cond-mat/0203046] [] [3] A. C. Silva, R. E. Prange, and V. M. Yakovenko, ``Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact,'' Physica A 344, 227--235 (2004). [cond-mat/0401225

The bingo model of survivorship: 1. probabilistic aspects.

PubMed

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.

Rockfall travel distances theoretical distributions

NASA Astrophysics Data System (ADS)

Jaboyedoff, Michel; Derron, Marc-Henri; Pedrazzini, Andrea

2017-04-01

The probability of propagation of rockfalls is a key part of hazard assessment, because it permits to extrapolate the probability of propagation of rockfall either based on partial data or simply theoretically. The propagation can be assumed frictional which permits to describe on average the propagation by a line of kinetic energy which corresponds to the loss of energy along the path. But loss of energy can also be assumed as a multiplicative process or a purely random process. The distributions of the rockfall block stop points can be deduced from such simple models, they lead to Gaussian, Inverse-Gaussian, Log-normal or exponential negative distributions. The theoretical background is presented, and the comparisons of some of these models with existing data indicate that these assumptions are relevant. The results are either based on theoretical considerations or by fitting results. They are potentially very useful for rockfall hazard zoning and risk assessment. This approach will need further investigations.

Laplacian normalization and random walk on heterogeneous networks for disease-gene prioritization.

PubMed

Zhao, Zhi-Qin; Han, Guo-Sheng; Yu, Zu-Guo; Li, Jinyan

2015-08-01

Random walk on heterogeneous networks is a recently emerging approach to effective disease gene prioritization. Laplacian normalization is a technique capable of normalizing the weight of edges in a network. We use this technique to normalize the gene matrix and the phenotype matrix before the construction of the heterogeneous network, and also use this idea to define the transition matrices of the heterogeneous network. Our method has remarkably better performance than the existing methods for recovering known gene-phenotype relationships. The Shannon information entropy of the distribution of the transition probabilities in our networks is found to be smaller than the networks constructed by the existing methods, implying that a higher number of top-ranked genes can be verified as disease genes. In fact, the most probable gene-phenotype relationships ranked within top 3 or top 5 in our gene lists can be confirmed by the OMIM database for many cases. Our algorithms have shown remarkably superior performance over the state-of-the-art algorithms for recovering gene-phenotype relationships. All Matlab codes can be available upon email request. Copyright © 2015 Elsevier Ltd. All rights reserved.

Statistical analysis of general aviation VG-VGH data

NASA Technical Reports Server (NTRS)

Clay, L. E.; Dickey, R. L.; Moran, M. S.; Payauys, K. W.; Severyn, T. P.

1974-01-01

To represent the loads spectra of general aviation aircraft operating in the Continental United States, VG and VGH data collected since 1963 in eight operational categories were processed and analyzed. Adequacy of data sample and current operational categories, and parameter distributions required for valid data extrapolation were studied along with envelopes of equal probability of exceeding the normal load factor (n sub z) versus airspeed for gust and maneuver loads and the probability of exceeding current design maneuver, gust, and landing impact n sub z limits. The significant findings are included.

Statistical characterization of a large geochemical database and effect of sample size

USGS Publications Warehouse

Zhang, C.; Manheim, F.T.; Hinde, J.; Grossman, J.N.

2005-01-01

The authors investigated statistical distributions for concentrations of chemical elements from the National Geochemical Survey (NGS) database of the U.S. Geological Survey. At the time of this study, the NGS data set encompasses 48,544 stream sediment and soil samples from the conterminous United States analyzed by ICP-AES following a 4-acid near-total digestion. This report includes 27 elements: Al, Ca, Fe, K, Mg, Na, P, Ti, Ba, Ce, Co, Cr, Cu, Ga, La, Li, Mn, Nb, Nd, Ni, Pb, Sc, Sr, Th, V, Y and Zn. The goal and challenge for the statistical overview was to delineate chemical distributions in a complex, heterogeneous data set spanning a large geographic range (the conterminous United States), and many different geological provinces and rock types. After declustering to create a uniform spatial sample distribution with 16,511 samples, histograms and quantile-quantile (Q-Q) plots were employed to delineate subpopulations that have coherent chemical and mineral affinities. Probability groupings are discerned by changes in slope (kinks) on the plots. Major rock-forming elements, e.g., Al, Ca, K and Na, tend to display linear segments on normal Q-Q plots. These segments can commonly be linked to petrologic or mineralogical associations. For example, linear segments on K and Na plots reflect dilution of clay minerals by quartz sand (low in K and Na). Minor and trace element relationships are best displayed on lognormal Q-Q plots. These sensitively reflect discrete relationships in subpopulations within the wide range of the data. For example, small but distinctly log-linear subpopulations for Pb, Cu, Zn and Ag are interpreted to represent ore-grade enrichment of naturally occurring minerals such as sulfides. None of the 27 chemical elements could pass the test for either normal or lognormal distribution on the declustered data set. Part of the reasons relate to the presence of mixtures of subpopulations and outliers. Random samples of the data set with successively smaller numbers of data points showed that few elements passed standard statistical tests for normality or log-normality until sample size decreased to a few hundred data points. Large sample size enhances the power of statistical tests, and leads to rejection of most statistical hypotheses for real data sets. For large sample sizes (e.g., n > 1000), graphical methods such as histogram, stem-and-leaf, and probability plots are recommended for rough judgement of probability distribution if needed. ?? 2005 Elsevier Ltd. All rights reserved.

A probability distribution model of tooth pits for evaluating time-varying mesh stiffness of pitting gears

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.

A Bayesian joint probability modeling approach for seasonal forecasting of streamflows at multiple sites

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.

A statistical treatment of bioassay pour fractions

NASA Astrophysics Data System (ADS)

Barengoltz, Jack; Hughes, David

A bioassay is a method for estimating the number of bacterial spores on a spacecraft surface for the purpose of demonstrating compliance with planetary protection (PP) requirements (Ref. 1). The details of the process may be seen in the appropriate PP document (e.g., for NASA, Ref. 2). In general, the surface is mechanically sampled with a damp sterile swab or wipe. The completion of the process is colony formation in a growth medium in a plate (Petri dish); the colonies are counted. Consider a set of samples from randomly selected, known areas of one spacecraft surface, for simplicity. One may calculate the mean and standard deviation of the bioburden density, which is the ratio of counts to area sampled. The standard deviation represents an estimate of the variation from place to place of the true bioburden density commingled with the precision of the individual sample counts. The accuracy of individual sample results depends on the equipment used, the collection method, and the culturing method. One aspect that greatly influences the result is the pour fraction, which is the quantity of fluid added to the plates divided by the total fluid used in extracting spores from the sampling equipment. In an analysis of a single sample’s counts due to the pour fraction, one seeks to answer the question: What is the probability that if a certain number of spores are counted with a known pour fraction, that there are an additional number of spores in the part of the rinse not poured. This is given for specific values by the binomial distribution density, where detection (of culturable spores) is success and the probability of success is the pour fraction. A special summation over the binomial distribution, equivalent to adding for all possible values of the true total number of spores, is performed. This distribution when normalized will almost yield the desired quantity. It is the probability that the additional number of spores does not exceed a certain value. Of course, for a desired value of uncertainty, one must invert the calculation. However, this probability of finding exactly the number of spores in the poured part is correct only in the case where all values of the true number of spores greater than or equal to the adjusted count are equally probable. This is not realistic, of course, but the result can only overestimate the uncertainty. So it is useful. In probability speak, one has the conditional probability given any true total number of spores. Therefore one must multiply it by the probability of each possible true count, before the summation. If the counts for a sample set (of which this is one sample) are available, one may use the calculated variance and the normal probability distribution. In this approach, one assumes a normal distribution and neglects the contribution from spatial variation. The former is a common assumption. The latter can only add to the conservatism (over estimate the number of spores at some level of confidence). A more straightforward approach is to assume a Poisson probability distribution for the measured total sample set counts, and use the product of the number of samples and the mean number of counts per sample as the mean of the Poisson distribution. It is necessary to set the total count to 1 in the Poisson distribution when actual total count is zero. Finally, even when the planetary protection requirements for spore burden refer only to the mean values, they require an adjustment for pour fraction and method efficiency (a PP specification based on independent data). The adjusted mean values are a 50/50 proposition (e.g., the probability of the true total counts in the sample set exceeding the estimate is 0.50). However, this is highly unconservative when the total counts are zero. No adjustment to the mean values occurs for either pour fraction or efficiency. The recommended approach is once again to set the total counts to 1, but now applied to the mean values. Then one may apply the corrections to the revised counts. It can be shown by the methods developed in this work that this change is usually conservative enough to increase the level of confidence in the estimate to 0.5. 1. NASA. (2005) Planetary protection provisions for robotic extraterrestrial missions. NPR 8020.12C, April 2005, National Aeronautics and Space Administration, Washington, DC. 2. NASA. (2010) Handbook for the Microbiological Examination of Space Hardware, NASA-HDBK-6022, National Aeronautics and Space Administration, Washington, DC.

Conflict Probability Estimation for Free Flight

NASA Technical Reports Server (NTRS)

Paielli, Russell A.; Erzberger, Heinz

1996-01-01

The safety and efficiency of free flight will benefit from automated conflict prediction and resolution advisories. Conflict prediction is based on trajectory prediction and is less certain the farther in advance the prediction, however. An estimate is therefore needed of the probability that a conflict will occur, given a pair of predicted trajectories and their levels of uncertainty. A method is developed in this paper to estimate that conflict probability. The trajectory prediction errors are modeled as normally distributed, and the two error covariances for an aircraft pair are combined into a single equivalent covariance of the relative position. A coordinate transformation is then used to derive an analytical solution. Numerical examples and Monte Carlo validation are presented.

Biostatistics Series Module 3: Comparing Groups: Numerical Variables.

PubMed

Hazra, Avijit; Gogtay, Nithya

2016-01-01

Numerical data that are normally distributed can be analyzed with parametric tests, that is, tests which are based on the parameters that define a normal distribution curve. If the distribution is uncertain, the data can be plotted as a normal probability plot and visually inspected, or tested for normality using one of a number of goodness of fit tests, such as the Kolmogorov-Smirnov test. The widely used Student's t-test has three variants. The one-sample t-test is used to assess if a sample mean (as an estimate of the population mean) differs significantly from a given population mean. The means of two independent samples may be compared for a statistically significant difference by the unpaired or independent samples t-test. If the data sets are related in some way, their means may be compared by the paired or dependent samples t-test. The t-test should not be used to compare the means of more than two groups. Although it is possible to compare groups in pairs, when there are more than two groups, this will increase the probability of a Type I error. The one-way analysis of variance (ANOVA) is employed to compare the means of three or more independent data sets that are normally distributed. Multiple measurements from the same set of subjects cannot be treated as separate, unrelated data sets. Comparison of means in such a situation requires repeated measures ANOVA. It is to be noted that while a multiple group comparison test such as ANOVA can point to a significant difference, it does not identify exactly between which two groups the difference lies. To do this, multiple group comparison needs to be followed up by an appropriate post hoc test. An example is the Tukey's honestly significant difference test following ANOVA. If the assumptions for parametric tests are not met, there are nonparametric alternatives for comparing data sets. These include Mann-Whitney U-test as the nonparametric counterpart of the unpaired Student's t-test, Wilcoxon signed-rank test as the counterpart of the paired Student's t-test, Kruskal-Wallis test as the nonparametric equivalent of ANOVA and the Friedman's test as the counterpart of repeated measures ANOVA.

Automated Weather Observing System (AWOS) Demonstration Program.

DTIC Science & Technology

1984-09-01

month "bur:-in" r "debugging" period and a 10-month ’usefu I life " period. Fhe butrn- in pr i ,J was i sed to establish the Data Acquisition System...Histograms. Histograms provide a graphical means of showing how well the probability distribution of residu : , approaches a normal or Gaussian distribution...Organization Report No. 7- Author’s) Paul .J. O t Brien et al. DOT/FAA/CT-84/20 9. Performing Organlzation Name and Address 10. Work Unit No. (TRAIS

Proton Straggling in Thick Silicon Detectors

NASA Technical Reports Server (NTRS)

Selesnick, R. S.; Baker, D. N.; Kanekal, S. G.

2017-01-01

Straggling functions for protons in thick silicon radiation detectors are computed by Monte Carlo simulation. Mean energy loss is constrained by the silicon stopping power, providing higher straggling at low energy and probabilities for stopping within the detector volume. By matching the first four moments of simulated energy-loss distributions, straggling functions are approximated by a log-normal distribution that is accurate for Vavilov k is greater than or equal to 0:3. They are verified by comparison to experimental proton data from a charged particle telescope.

In vivo NMR imaging of sodium-23 in the human head.

PubMed

Hilal, S K; Maudsley, A A; Ra, J B; Simon, H E; Roschmann, P; Wittekoek, S; Cho, Z H; Mun, S K

1985-01-01

We report the first clinical nuclear magnetic resonance (NMR) images of cerebral sodium distribution in normal volunteers and in patients with a variety of pathological lesions. We have used a 1.5 T NMR magnet system. When compared with proton distribution, sodium shows a greater variation in its concentration from tissue to tissue and from normal to pathological conditions. Image contrast calculated on the basis of sodium concentration is 7 to 18 times greater than that of proton spin density. Normal images emphasize the extracellular compartments. In the clinical studies, areas of recent or old cerebral infarction and tumors show a pronounced increase of sodium content (300-400%). Actual measurements of image density values indicate that there is probably a further accentuation of the contrast by the increased "NMR visibility" of sodium in infarcted tissue. Sodium imaging may prove to be a more sensitive means for early detection of some brain disorders than other imaging methods.

[Clinical evaluation of heavy-particle radiotherapy using dose volume histogram (DVH)].

PubMed

Terahara, A; Nakano, T; Tsujii, H

1998-01-01

Radiotherapy with heavy particles such as proton and heavy-charged particles is a promising modality for treatment of localized malignant tumors because of the good dose distribution. A dose calculation and radiotherapy planning system which is essential for this kind of treatment has been developed in recent years. It has the capability to compute the dose volume histogram (DVH) which contains dose-volume information for the target volume and other interesting volumes. Recently, DVH is commonly used to evaluate and compare dose distributions in radiotherapy with both photon and heavy particles, and it shows that a superior dose distribution is obtained in heavy particle radiotherapy. DVH is also utilized for the evaluation of dose distribution related to clinical outcomes. Besides models such as normal tissue complication probability (NTCP) and tumor control probability (TCP), which can be calculated from DVH are proposed by several authors, they are applied to evaluate dose distributions themselves and to evaluate them in relation to clinical results. DVH is now a useful and important tool, but further studies are needed to use DVH and these models practically for clinical evaluation of heavy-particle radiotherapy.

Computational analysis of kidney scintigrams

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vrincianu, D.; Puscasu, E.; Creanga, D.

The scintigraphic investigation of normal and pathological kidneys was carried out using specialized gamma-camera device from nuclear medicine hospital department. Technetium 90m isotope with gamma radiation emission, coupled with vector molecules for kidney tissues was introduced into the subject body, its dynamics being recorded as data source for kidney clearance capacity. Two representative data series were investigated, corresponding to healthy and pathological organs respectively. The semi-quantitative tests applied for the comparison of the two distinct medical situations were: the shape of probability distribution histogram, the power spectrum, the auto-correlation function and the Lyapunov exponent. While power spectrum led to similarmore » results in both cases, significant differences were revealed by means of distribution probability, Lyapunov exponent and correlation time, recommending these numerical tests as possible complementary tools in clinical diagnosis.« less

Probability Distribution Estimated From the Minimum, Maximum, and Most Likely Values: Applied to Turbine Inlet Temperature Uncertainty

NASA Technical Reports Server (NTRS)

Holland, Frederic A., Jr.

2004-01-01

Modern engineering design practices are tending more toward the treatment of design parameters as random variables as opposed to fixed, or deterministic, values. The probabilistic design approach attempts to account for the uncertainty in design parameters by representing them as a distribution of values rather than as a single value. The motivations for this effort include preventing excessive overdesign as well as assessing and assuring reliability, both of which are important for aerospace applications. However, the determination of the probability distribution is a fundamental problem in reliability analysis. A random variable is often defined by the parameters of the theoretical distribution function that gives the best fit to experimental data. In many cases the distribution must be assumed from very limited information or data. Often the types of information that are available or reasonably estimated are the minimum, maximum, and most likely values of the design parameter. For these situations the beta distribution model is very convenient because the parameters that define the distribution can be easily determined from these three pieces of information. Widely used in the field of operations research, the beta model is very flexible and is also useful for estimating the mean and standard deviation of a random variable given only the aforementioned three values. However, an assumption is required to determine the four parameters of the beta distribution from only these three pieces of information (some of the more common distributions, like the normal, lognormal, gamma, and Weibull distributions, have two or three parameters). The conventional method assumes that the standard deviation is a certain fraction of the range. The beta parameters are then determined by solving a set of equations simultaneously. A new method developed in-house at the NASA Glenn Research Center assumes a value for one of the beta shape parameters based on an analogy with the normal distribution (ref.1). This new approach allows for a very simple and direct algebraic solution without restricting the standard deviation. The beta parameters obtained by the new method are comparable to the conventional method (and identical when the distribution is symmetrical). However, the proposed method generally produces a less peaked distribution with a slightly larger standard deviation (up to 7 percent) than the conventional method in cases where the distribution is asymmetric or skewed. The beta distribution model has now been implemented into the Fast Probability Integration (FPI) module used in the NESSUS computer code for probabilistic analyses of structures (ref. 2).

Probabilities and statistics for backscatter estimates obtained by a scatterometer with applications to new scatterometer design data

NASA Technical Reports Server (NTRS)

Pierson, Willard J., Jr.

1989-01-01

The values of the Normalized Radar Backscattering Cross Section (NRCS), sigma (o), obtained by a scatterometer are random variables whose variance is a known function of the expected value. The probability density function can be obtained from the normal distribution. Models for the expected value obtain it as a function of the properties of the waves on the ocean and the winds that generated the waves. Point estimates of the expected value were found from various statistics given the parameters that define the probability density function for each value. Random intervals were derived with a preassigned probability of containing that value. A statistical test to determine whether or not successive values of sigma (o) are truly independent was derived. The maximum likelihood estimates for wind speed and direction were found, given a model for backscatter as a function of the properties of the waves on the ocean. These estimates are biased as a result of the terms in the equation that involve natural logarithms, and calculations of the point estimates of the maximum likelihood values are used to show that the contributions of the logarithmic terms are negligible and that the terms can be omitted.

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…

Stochastic Analysis of Wind Energy for Wind Pump Irrigation in Coastal Andhra Pradesh, India

NASA Astrophysics Data System (ADS)

Raju, M. M.; Kumar, A.; Bisht, D.; Rao, D. B.

2014-09-01

The rapid escalation in the prices of oil and gas as well as increasing demand for energy has attracted the attention of scientists and researchers to explore the possibility of generating and utilizing the alternative and renewable sources of wind energy in the long coastal belt of India with considerable wind energy resources. A detailed analysis of wind potential is a prerequisite to harvest the wind energy resources efficiently. Keeping this in view, the present study was undertaken to analyze the wind energy potential to assess feasibility of the wind-pump operated irrigation system in the coastal region of Andhra Pradesh, India, where high ground water table conditions are available. The stochastic analysis of wind speed data were tested to fit a probability distribution, which describes the wind energy potential in the region. The normal and Weibull probability distributions were tested; and on the basis of Chi square test, the Weibull distribution gave better results. Hence, it was concluded that the Weibull probability distribution may be used to stochastically describe the annual wind speed data of coastal Andhra Pradesh with better accuracy. The size as well as the complete irrigation system with mass curve analysis was determined to satisfy various daily irrigation demands at different risk levels.

Craig's XY distribution and the statistics of Lagrangian power in two-dimensional turbulence

NASA Astrophysics Data System (ADS)

Bandi, Mahesh M.; Connaughton, Colm

2008-03-01

We examine the probability distribution function (PDF) of the energy injection rate (power) in numerical simulations of stationary two-dimensional (2D) turbulence in the Lagrangian frame. The simulation is designed to mimic an electromagnetically driven fluid layer, a well-documented system for generating 2D turbulence in the laboratory. In our simulations, the forcing and velocity fields are close to Gaussian. On the other hand, the measured PDF of injected power is very sharply peaked at zero, suggestive of a singularity there, with tails which are exponential but asymmetric. Large positive fluctuations are more probable than large negative fluctuations. It is this asymmetry of the tails which leads to a net positive mean value for the energy input despite the most probable value being zero. The main features of the power distribution are well described by Craig’s XY distribution for the PDF of the product of two correlated normal variables. We show that the power distribution should exhibit a logarithmic singularity at zero and decay exponentially for large absolute values of the power. We calculate the asymptotic behavior and express the asymmetry of the tails in terms of the correlation coefficient of the force and velocity. We compare the measured PDFs with the theoretical calculations and briefly discuss how the power PDF might change with other forcing mechanisms.

Craig's XY distribution and the statistics of Lagrangian power in two-dimensional turbulence.

PubMed

Bandi, Mahesh M; Connaughton, Colm

2008-03-01

We examine the probability distribution function (PDF) of the energy injection rate (power) in numerical simulations of stationary two-dimensional (2D) turbulence in the Lagrangian frame. The simulation is designed to mimic an electromagnetically driven fluid layer, a well-documented system for generating 2D turbulence in the laboratory. In our simulations, the forcing and velocity fields are close to Gaussian. On the other hand, the measured PDF of injected power is very sharply peaked at zero, suggestive of a singularity there, with tails which are exponential but asymmetric. Large positive fluctuations are more probable than large negative fluctuations. It is this asymmetry of the tails which leads to a net positive mean value for the energy input despite the most probable value being zero. The main features of the power distribution are well described by Craig's XY distribution for the PDF of the product of two correlated normal variables. We show that the power distribution should exhibit a logarithmic singularity at zero and decay exponentially for large absolute values of the power. We calculate the asymptotic behavior and express the asymmetry of the tails in terms of the correlation coefficient of the force and velocity. We compare the measured PDFs with the theoretical calculations and briefly discuss how the power PDF might change with other forcing mechanisms.

Application of at-site peak-streamflow frequency analyses for very low annual exceedance probabilities

USGS Publications Warehouse

Asquith, William H.; Kiang, Julie E.; Cohn, Timothy A.

2017-07-17

The U.S. Geological Survey (USGS), in cooperation with the U.S. Nuclear Regulatory Commission, has investigated statistical methods for probabilistic flood hazard assessment to provide guidance on very low annual exceedance probability (AEP) estimation of peak-streamflow frequency and the quantification of corresponding uncertainties using streamgage-specific data. The term “very low AEP” implies exceptionally rare events defined as those having AEPs less than about 0.001 (or 1 × 10–3 in scientific notation or for brevity 10–3). Such low AEPs are of great interest to those involved with peak-streamflow frequency analyses for critical infrastructure, such as nuclear power plants. Flood frequency analyses at streamgages are most commonly based on annual instantaneous peak streamflow data and a probability distribution fit to these data. The fitted distribution provides a means to extrapolate to very low AEPs. Within the United States, the Pearson type III probability distribution, when fit to the base-10 logarithms of streamflow, is widely used, but other distribution choices exist. The USGS-PeakFQ software, implementing the Pearson type III within the Federal agency guidelines of Bulletin 17B (method of moments) and updates to the expected moments algorithm (EMA), was specially adapted for an “Extended Output” user option to provide estimates at selected AEPs from 10–3 to 10–6. Parameter estimation methods, in addition to product moments and EMA, include L-moments, maximum likelihood, and maximum product of spacings (maximum spacing estimation). This study comprehensively investigates multiple distributions and parameter estimation methods for two USGS streamgages (01400500 Raritan River at Manville, New Jersey, and 01638500 Potomac River at Point of Rocks, Maryland). The results of this study specifically involve the four methods for parameter estimation and up to nine probability distributions, including the generalized extreme value, generalized log-normal, generalized Pareto, and Weibull. Uncertainties in streamflow estimates for corresponding AEP are depicted and quantified as two primary forms: quantile (aleatoric [random sampling] uncertainty) and distribution-choice (epistemic [model] uncertainty). Sampling uncertainties of a given distribution are relatively straightforward to compute from analytical or Monte Carlo-based approaches. Distribution-choice uncertainty stems from choices of potentially applicable probability distributions for which divergence among the choices increases as AEP decreases. Conventional goodness-of-fit statistics, such as Cramér-von Mises, and L-moment ratio diagrams are demonstrated in order to hone distribution choice. The results generally show that distribution choice uncertainty is larger than sampling uncertainty for very low AEP values.

Publication Bias in Meta-Analysis: Confidence Intervals for Rosenthal's Fail-Safe Number.

PubMed

Fragkos, Konstantinos C; Tsagris, Michail; Frangos, Christos C

2014-01-01

The purpose of the present paper is to assess the efficacy of confidence intervals for Rosenthal's fail-safe number. Although Rosenthal's estimator is highly used by researchers, its statistical properties are largely unexplored. First of all, we developed statistical theory which allowed us to produce confidence intervals for Rosenthal's fail-safe number. This was produced by discerning whether the number of studies analysed in a meta-analysis is fixed or random. Each case produces different variance estimators. For a given number of studies and a given distribution, we provided five variance estimators. Confidence intervals are examined with a normal approximation and a nonparametric bootstrap. The accuracy of the different confidence interval estimates was then tested by methods of simulation under different distributional assumptions. The half normal distribution variance estimator has the best probability coverage. Finally, we provide a table of lower confidence intervals for Rosenthal's estimator.

Publication Bias in Meta-Analysis: Confidence Intervals for Rosenthal's Fail-Safe Number

PubMed Central

Fragkos, Konstantinos C.; Tsagris, Michail; Frangos, Christos C.

2014-01-01

The purpose of the present paper is to assess the efficacy of confidence intervals for Rosenthal's fail-safe number. Although Rosenthal's estimator is highly used by researchers, its statistical properties are largely unexplored. First of all, we developed statistical theory which allowed us to produce confidence intervals for Rosenthal's fail-safe number. This was produced by discerning whether the number of studies analysed in a meta-analysis is fixed or random. Each case produces different variance estimators. For a given number of studies and a given distribution, we provided five variance estimators. Confidence intervals are examined with a normal approximation and a nonparametric bootstrap. The accuracy of the different confidence interval estimates was then tested by methods of simulation under different distributional assumptions. The half normal distribution variance estimator has the best probability coverage. Finally, we provide a table of lower confidence intervals for Rosenthal's estimator. PMID:27437470

Immunohistochemical distribution of collagens type I, III, IV and VI, of undulin and of tenascin in oral fibrous hyperplasia.

PubMed

Becker, J; Schuppan, D; Müller, S

1993-11-01

The distribution of collagens type I, IV and VI, of procollagen type III, of undulin and of tenascin was studied in 10 lesions which were clinically and histologically diagnosed as localized oral fibrous hyperplasias. The immunohistochemical distribution of these proteins was similar to that observed for normal oral mucosa. Undulin showed a pattern of parallel fibers throughout. Collagen type VI was pronounced in the subepithelial connective tissue, whereas the collagen fiber bundles were equally reactive for collagens type I and III. Tenascin was observed close to the subepithelial basement membrane and in proximity to collagen fiber bundles in the upper connective tissue. The present findings indicate that oral fibrous hyperplasias that are probably caused by inflammation or chronic irritation show the differentiated and ordered pattern of extracellular matrix proteins characteristic of normal oral mucosa.

M-dwarf exoplanet surface density distribution. A log-normal fit from 0.07 to 400 AU

NASA Astrophysics Data System (ADS)

Meyer, Michael R.; Amara, Adam; Reggiani, Maddalena; Quanz, Sascha P.

2018-04-01

Aims: We fit a log-normal function to the M-dwarf orbital surface density distribution of gas giant planets, over the mass range 1-10 times that of Jupiter, from 0.07 to 400 AU. Methods: We used a Markov chain Monte Carlo approach to explore the likelihoods of various parameter values consistent with point estimates of the data given our assumed functional form. Results: This fit is consistent with radial velocity, microlensing, and direct-imaging observations, is well-motivated from theoretical and phenomenological points of view, and predicts results of future surveys. We present probability distributions for each parameter and a maximum likelihood estimate solution. Conclusions: We suggest that this function makes more physical sense than other widely used functions, and we explore the implications of our results on the design of future exoplanet surveys.

Flame surface statistics of constant-pressure turbulent expanding premixed flames

NASA Astrophysics Data System (ADS)

Saha, Abhishek; Chaudhuri, Swetaprovo; Law, Chung K.

2014-04-01

In this paper we investigate the local flame surface statistics of constant-pressure turbulent expanding flames. First the statistics of local length ratio is experimentally determined from high-speed planar Mie scattering images of spherically expanding flames, with the length ratio on the measurement plane, at predefined equiangular sectors, defined as the ratio of the actual flame length to the length of a circular-arc of radius equal to the average radius of the flame. Assuming isotropic distribution of such flame segments we then convolute suitable forms of the length-ratio probability distribution functions (pdfs) to arrive at the corresponding area-ratio pdfs. It is found that both the length ratio and area ratio pdfs are near log-normally distributed and shows self-similar behavior with increasing radius. Near log-normality and rather intermittent behavior of the flame-length ratio suggests similarity with dissipation rate quantities which stimulates multifractal analysis.

Analysis of data from NASA B-57B gust gradient program

NASA Technical Reports Server (NTRS)

Frost, W.; Lin, M. C.; Chang, H. P.; Ringnes, E.

1985-01-01

Statistical analysis of the turbulence measured in flight 6 of the NASA B-57B over Denver, Colorado, from July 7 to July 23, 1982 included the calculations of average turbulence parameters, integral length scales, probability density functions, single point autocorrelation coefficients, two point autocorrelation coefficients, normalized autospectra, normalized two point autospectra, and two point cross sectra for gust velocities. The single point autocorrelation coefficients were compared with the theoretical model developed by von Karman. Theoretical analyses were developed which address the effects spanwise gust distributions, using two point spatial turbulence correlations.

Statistical description of non-Gaussian samples in the F2 layer of the ionosphere during heliogeophysical disturbances

NASA Astrophysics Data System (ADS)

Sergeenko, N. P.

2017-11-01

An adequate statistical method should be developed in order to predict probabilistically the range of ionospheric parameters. This problem is solved in this paper. The time series of the critical frequency of the layer F2- foF2( t) were subjected to statistical processing. For the obtained samples {δ foF2}, statistical distributions and invariants up to the fourth order are calculated. The analysis shows that the distributions differ from the Gaussian law during the disturbances. At levels of sufficiently small probability distributions, there are arbitrarily large deviations from the model of the normal process. Therefore, it is attempted to describe statistical samples {δ foF2} based on the Poisson model. For the studied samples, the exponential characteristic function is selected under the assumption that time series are a superposition of some deterministic and random processes. Using the Fourier transform, the characteristic function is transformed into a nonholomorphic excessive-asymmetric probability-density function. The statistical distributions of the samples {δ foF2} calculated for the disturbed periods are compared with the obtained model distribution function. According to the Kolmogorov's criterion, the probabilities of the coincidence of a posteriori distributions with the theoretical ones are P 0.7-0.9. The conducted analysis makes it possible to draw a conclusion about the applicability of a model based on the Poisson random process for the statistical description and probabilistic variation estimates during heliogeophysical disturbances of the variations {δ foF2}.

Probabilistic Tsunami Hazard Assessment along Nankai Trough (2) a comprehensive assessment including a variety of earthquake source areas other than those that the Earthquake Research Committee, Japanese government (2013) showed

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.

Quantum Jeffreys prior for displaced squeezed thermal states

NASA Astrophysics Data System (ADS)

Kwek, L. C.; Oh, C. H.; Wang, Xiang-Bin

1999-09-01

It is known that, by extending the equivalence of the Fisher information matrix to its quantum version, the Bures metric, the quantum Jeffreys prior can be determined from the volume element of the Bures metric. We compute the Bures metric for the displaced squeezed thermal state and analyse the quantum Jeffreys prior and its marginal probability distributions. To normalize the marginal probability density function, it is necessary to provide a range of values of the squeezing parameter or the inverse temperature. We find that if the range of the squeezing parameter is kept narrow, there are significant differences in the marginal probability density functions in terms of the squeezing parameters for the displaced and undisplaced situations. However, these differences disappear as the range increases. Furthermore, marginal probability density functions against temperature are very different in the two cases.

Proposal of a method for evaluating tsunami risk using response-surface methodology

NASA Astrophysics Data System (ADS)

Fukutani, Y.

2017-12-01

Information on probabilistic tsunami inundation hazards is needed to define and evaluate tsunami risk. Several methods for calculating these hazards have been proposed (e.g. Løvholt et al. (2012), Thio (2012), Fukutani et al. (2014), Goda et al. (2015)). However, these methods are inefficient, and their calculation cost is high, since they require multiple tsunami numerical simulations, therefore lacking versatility. In this study, we proposed a simpler method for tsunami risk evaluation using response-surface methodology. Kotani et al. (2016) proposed an evaluation method for the probabilistic distribution of tsunami wave-height using a response-surface methodology. We expanded their study and developed a probabilistic distribution of tsunami inundation depth. We set the depth (x1) and the slip (x2) of an earthquake fault as explanatory variables and tsunami inundation depth (y) as an object variable. Subsequently, tsunami risk could be evaluated by conducting a Monte Carlo simulation, assuming that the generation probability of an earthquake follows a Poisson distribution, the probability distribution of tsunami inundation depth follows the distribution derived from a response-surface, and the damage probability of a target follows a log normal distribution. We applied the proposed method to a wood building located on the coast of Tokyo Bay. We implemented a regression analysis based on the results of 25 tsunami numerical calculations and developed a response-surface, which was defined as y=ax1+bx2+c (a:0.2615, b:3.1763, c=-1.1802). We assumed proper probabilistic distribution for earthquake generation, inundation height, and vulnerability. Based on these probabilistic distributions, we conducted Monte Carlo simulations of 1,000,000 years. We clarified that the expected damage probability of the studied wood building is 22.5%, assuming that an earthquake occurs. The proposed method is therefore a useful and simple way to evaluate tsunami risk using a response-surface and Monte Carlo simulation without conducting multiple tsunami numerical simulations.

A Statistical Study of Serum Cholesterol Level by Gender and Race.

PubMed

Tharu, Bhikhari Prasad; Tsokos, Chris P

2017-07-25

Cholesterol level (CL) is growing concerned as health issue in human health since it is considered one of the causes in heart diseases. A study of cholesterol level can provide insight about its nature and characteristics. A cross-sectional study. National Health and Nutrition Examination Survey (NHANS) II was conducted on a probability sample of approximately 28,000 persons in the USA and cholesterol level is obtained from laboratory results. Samples were selected so that certain population groups thought to be at high risk of malnutrition. Study included 11,864 persons for CL cases with 9,602 males and 2,262 females with races: whites, blacks, and others. Non-parametric statistical tests and goodness of fit test have been used to identify probability distributions. The study concludes that the cholesterol level exhibits significant racial and gender differences in terms of probability distributions. The study has concluded that white people are relatively higher at risk than black people to have risk line and high risk cholesterol. The study clearly indicates that black males normally have higher cholesterol. Females have lower variation in cholesterol than males. There exists gender and racial discrepancies in cholesterol which has been identified as lognormal and gamma probability distributions. White individuals seem to be at a higher risk of having high risk cholesterol level than blacks. Females tend to have higher variation in cholesterol level than males.

MaxEnt alternatives to pearson family distributions

NASA Astrophysics Data System (ADS)

Stokes, Barrie J.

2012-05-01

In a previous MaxEnt conference [11] a method of obtaining MaxEnt univariate distributions under a variety of constraints was presented. The Mathematica function Interpolation[], normally used with numerical data, can also process "semi-symbolic" data, and Lagrange Multiplier equations were solved for a set of symbolic ordinates describing the required MaxEnt probability density function. We apply a more developed version of this approach to finding MaxEnt distributions having prescribed β1 and β2 values, and compare the entropy of the MaxEnt distribution to that of the Pearson family distribution having the same β1 and β2. These MaxEnt distributions do have, in general, greater entropy than the related Pearson distribution. In accordance with Jaynes' Maximum Entropy Principle, these MaxEnt distributions are thus to be preferred to the corresponding Pearson distributions as priors in Bayes' Theorem.

Divergence Considerations, 1

NASA Technical Reports Server (NTRS)

Quirein, J. A.

1973-01-01

The case is considered of n distinct, normally distributed classes or populations of two dimensional response vectors x = (lambda sub 1, lambda sub 2), where lambda sub i is a measurement of the relative reponse of x along channel i. The problem dealt with is to determine the best channel in the sense of divergence and in the sense of minimizing the probability of misclassification.

Space Station laboratory module power loading analysis

NASA Astrophysics Data System (ADS)

Fu, S. J.

1994-07-01

The electrical power system of Space Station Freedom is an isolated electrical power generation and distribution network designed to meet the demands of a large number of electrical loads. An algorithm is developed to determine the power bus loading status under normal operating conditions to ensure the supply meets demand. The probabilities of power availability for payload operations (experiments) are also derived.

Strange Data: When the Numbers Just Aren't Normal.

PubMed

Jupiter, Daniel C

2015-01-01

Many statistical tests assume that the populations from which we draw our data samples roughly follow a given probability distribution. Here, I review what these assumptions mean, why they are important, and how to deal with situations where the assumptions are not met. Copyright © 2015 American College of Foot and Ankle Surgeons. Published by Elsevier Inc. All rights reserved.

The discrete Laplace exponential family and estimation of Y-STR haplotype frequencies.

PubMed

Andersen, Mikkel Meyer; Eriksen, Poul Svante; Morling, Niels

2013-07-21

Estimating haplotype frequencies is important in e.g. forensic genetics, where the frequencies are needed to calculate the likelihood ratio for the evidential weight of a DNA profile found at a crime scene. Estimation is naturally based on a population model, motivating the investigation of the Fisher-Wright model of evolution for haploid lineage DNA markers. An exponential family (a class of probability distributions that is well understood in probability theory such that inference is easily made by using existing software) called the 'discrete Laplace distribution' is described. We illustrate how well the discrete Laplace distribution approximates a more complicated distribution that arises by investigating the well-known population genetic Fisher-Wright model of evolution by a single-step mutation process. It was shown how the discrete Laplace distribution can be used to estimate haplotype frequencies for haploid lineage DNA markers (such as Y-chromosomal short tandem repeats), which in turn can be used to assess the evidential weight of a DNA profile found at a crime scene. This was done by making inference in a mixture of multivariate, marginally independent, discrete Laplace distributions using the EM algorithm to estimate the probabilities of membership of a set of unobserved subpopulations. The discrete Laplace distribution can be used to estimate haplotype frequencies with lower prediction error than other existing estimators. Furthermore, the calculations could be performed on a normal computer. This method was implemented in the freely available open source software R that is supported on Linux, MacOS and MS Windows. Copyright © 2013 Elsevier Ltd. All rights reserved.

Pretest probability of a normal echocardiography: validation of a simple and practical algorithm for routine use.

PubMed

Hammoudi, Nadjib; Duprey, Matthieu; Régnier, Philippe; Achkar, Marc; Boubrit, Lila; Preud'homme, Gisèle; Healy-Brucker, Aude; Vignalou, Jean-Baptiste; Pousset, Françoise; Komajda, Michel; Isnard, Richard

2014-02-01

Management of increased referrals for transthoracic echocardiography (TTE) examinations is a challenge. Patients with normal TTE examinations take less time to explore than those with heart abnormalities. A reliable method for assessing pretest probability of a normal TTE may optimize management of requests. To establish and validate, based on requests for examinations, a simple algorithm for defining pretest probability of a normal TTE. In a retrospective phase, factors associated with normality were investigated and an algorithm was designed. In a prospective phase, patients were classified in accordance with the algorithm as being at high or low probability of having a normal TTE. In the retrospective phase, 42% of 618 examinations were normal. In multivariable analysis, age and absence of cardiac history were associated to normality. Low pretest probability of normal TTE was defined by known cardiac history or, in case of doubt about cardiac history, by age>70 years. In the prospective phase, the prevalences of normality were 72% and 25% in high (n=167) and low (n=241) pretest probability of normality groups, respectively. The mean duration of normal examinations was significantly shorter than abnormal examinations (13.8 ± 9.2 min vs 17.6 ± 11.1 min; P=0.0003). A simple algorithm can classify patients referred for TTE as being at high or low pretest probability of having a normal examination. This algorithm might help to optimize management of requests in routine practice. Copyright © 2014 Elsevier Masson SAS. All rights reserved.

Principle of maximum entropy for reliability analysis in the design of machine components

NASA Astrophysics Data System (ADS)

Zhang, Yimin

2018-03-01

We studied the reliability of machine components with parameters that follow an arbitrary statistical distribution using the principle of maximum entropy (PME). We used PME to select the statistical distribution that best fits the available information. We also established a probability density function (PDF) and a failure probability model for the parameters of mechanical components using the concept of entropy and the PME. We obtained the first four moments of the state function for reliability analysis and design. Furthermore, we attained an estimate of the PDF with the fewest human bias factors using the PME. This function was used to calculate the reliability of the machine components, including a connecting rod, a vehicle half-shaft, a front axle, a rear axle housing, and a leaf spring, which have parameters that typically follow a non-normal distribution. Simulations were conducted for comparison. This study provides a design methodology for the reliability of mechanical components for practical engineering projects.

Computer Vision Tracking Using Particle Filters for 3D Position Estimation

DTIC Science & Technology

2014-03-27

the United States Air Force, the Department of Defense, or the United States Government. This material is declared a work of the U.S. Government and is...probability distribution (unless otherwise noted) π proposal distribution ω importance weight i index of normalized weights δ Dirac -delta function x...p(x) and the importance weights, where δ is the Dirac delta function [2, p. 178]. p(x) = N∑ n=1 ωnδ (x − xn) (2.14) ωn ∝ p(x) π(x) (2.15) Applying

Automatic colorimetric calibration of human wounds

PubMed Central

2010-01-01

Background Recently, digital photography in medicine is considered an acceptable tool in many clinical domains, e.g. wound care. Although ever higher resolutions are available, reproducibility is still poor and visual comparison of images remains difficult. This is even more the case for measurements performed on such images (colour, area, etc.). This problem is often neglected and images are freely compared and exchanged without further thought. Methods The first experiment checked whether camera settings or lighting conditions could negatively affect the quality of colorimetric calibration. Digital images plus a calibration chart were exposed to a variety of conditions. Precision and accuracy of colours after calibration were quantitatively assessed with a probability distribution for perceptual colour differences (dE_ab). The second experiment was designed to assess the impact of the automatic calibration procedure (i.e. chart detection) on real-world measurements. 40 Different images of real wounds were acquired and a region of interest was selected in each image. 3 Rotated versions of each image were automatically calibrated and colour differences were calculated. Results 1st Experiment: Colour differences between the measurements and real spectrophotometric measurements reveal median dE_ab values respectively 6.40 for the proper patches of calibrated normal images and 17.75 for uncalibrated images demonstrating an important improvement in accuracy after calibration. The reproducibility, visualized by the probability distribution of the dE_ab errors between 2 measurements of the patches of the images has a median of 3.43 dE* for all calibrated images, 23.26 dE_ab for all uncalibrated images. If we restrict ourselves to the proper patches of normal calibrated images the median is only 2.58 dE_ab! Wilcoxon sum-rank testing (p < 0.05) between uncalibrated normal images and calibrated normal images with proper squares were equal to 0 demonstrating a highly significant improvement of reproducibility. In the second experiment, the reproducibility of the chart detection during automatic calibration is presented using a probability distribution of dE_ab errors between 2 measurements of the same ROI. Conclusion The investigators proposed an automatic colour calibration algorithm that ensures reproducible colour content of digital images. Evidence was provided that images taken with commercially available digital cameras can be calibrated independently of any camera settings and illumination features. PMID:20298541

Inverse estimation of the spheroidal particle size distribution using Ant Colony Optimization algorithms in multispectral extinction technique

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.

CUMPOIS- CUMULATIVE POISSON DISTRIBUTION PROGRAM

NASA Technical Reports Server (NTRS)

Bowerman, P. N.

1994-01-01

The Cumulative Poisson distribution program, CUMPOIS, is one of two programs which make calculations involving cumulative poisson distributions. Both programs, CUMPOIS (NPO-17714) and NEWTPOIS (NPO-17715), can be used independently of one another. CUMPOIS determines the approximate cumulative binomial distribution, evaluates the cumulative distribution function (cdf) for gamma distributions with integer shape parameters, and evaluates the cdf for chi-square distributions with even degrees of freedom. It can be used by statisticians and others concerned with probabilities of independent events occurring over specific units of time, area, or volume. CUMPOIS calculates the probability that n or less events (ie. cumulative) will occur within any unit when the expected number of events is given as lambda. Normally, this probability is calculated by a direct summation, from i=0 to n, of terms involving the exponential function, lambda, and inverse factorials. This approach, however, eventually fails due to underflow for sufficiently large values of n. Additionally, when the exponential term is moved outside of the summation for simplification purposes, there is a risk that the terms remaining within the summation, and the summation itself, will overflow for certain values of i and lambda. CUMPOIS eliminates these possibilities by multiplying an additional exponential factor into the summation terms and the partial sum whenever overflow/underflow situations threaten. The reciprocal of this term is then multiplied into the completed sum giving the cumulative probability. The CUMPOIS program is written in C. It was developed on an IBM AT with a numeric co-processor using Microsoft C 5.0. Because the source code is written using standard C structures and functions, it should compile correctly on most C compilers. The program format is interactive, accepting lambda and n as inputs. It has been implemented under DOS 3.2 and has a memory requirement of 26K. CUMPOIS was developed in 1988.

Classification of resistance to passive motion using minimum probability of error criterion.

PubMed

Chan, H C; Manry, M T; Kondraske, G V

1987-01-01

Neurologists diagnose many muscular and nerve disorders by classifying the resistance to passive motion of patients' limbs. Over the past several years, a computer-based instrument has been developed for automated measurement and parameterization of this resistance. In the device, a voluntarily relaxed lower extremity is moved at constant velocity by a motorized driver. The torque exerted on the extremity by the machine is sampled, along with the angle of the extremity. In this paper a computerized technique is described for classifying a patient's condition as 'Normal' or 'Parkinson disease' (rigidity), from the torque versus angle curve for the knee joint. A Legendre polynomial, fit to the curve, is used to calculate a set of eight normally distributed features of the curve. The minimum probability of error approach is used to classify the curve as being from a normal or Parkinson disease patient. Data collected from 44 different subjects was processes and the results were compared with an independent physician's subjective assessment of rigidity. There is agreement in better than 95% of the cases, when all of the features are used.

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.

Aggregate and individual replication probability within an explicit model of the research process.

PubMed

Miller, Jeff; Schwarz, Wolf

2011-09-01

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 obtaining either a statistically significant result in the same direction or any effect in that direction. We analyze both the probability of successfully replicating a particular experimental effect (i.e., the individual replication probability) and the average probability of successful replication across different studies within some research context (i.e., the aggregate replication probability), and we identify the conditions under which the latter can be approximated using the formulas of Killeen (2005a, 2007). We show how both of these probabilities depend on parameters of the research context that would rarely be known in practice. In addition, we show that the statistical uncertainty associated with the size of an initial observed effect would often prevent accurate estimation of the desired individual replication probability even if these research context parameters were known exactly. We conclude that accurate estimates of replication probability are generally unattainable.

Muscle categorization using PDF estimation and Naive Bayes classification.

PubMed

Adel, Tameem M; Smith, Benn E; Stashuk, Daniel W

2012-01-01

The structure of motor unit potentials (MUPs) and their times of occurrence provide information about the motor units (MUs) that created them. As such, electromyographic (EMG) data can be used to categorize muscles as normal or suffering from a neuromuscular disease. Using pattern discovery (PD) allows clinicians to understand the rationale underlying a certain muscle characterization; i.e. it is transparent. Discretization is required in PD, which leads to some loss in accuracy. In this work, characterization techniques that are based on estimating probability density functions (PDFs) for each muscle category are implemented. Characterization probabilities of each motor unit potential train (MUPT) are obtained from these PDFs and then Bayes rule is used to aggregate the MUPT characterization probabilities to calculate muscle level probabilities. Even though this technique is not as transparent as PD, its accuracy is higher than the discrete PD. Ultimately, the goal is to use a technique that is based on both PDFs and PD and make it as transparent and as efficient as possible, but first it was necessary to thoroughly assess how accurate a fully continuous approach can be. Using gaussian PDF estimation achieved improvements in muscle categorization accuracy over PD and further improvements resulted from using feature value histograms to choose more representative PDFs; for instance, using log-normal distribution to represent skewed histograms.

Neutrino mass priors for cosmology from random matrices

NASA Astrophysics Data System (ADS)

Long, Andrew J.; Raveri, Marco; Hu, Wayne; Dodelson, Scott

2018-02-01

Cosmological measurements of structure are placing increasingly strong constraints on the sum of the neutrino masses, Σ mν, through Bayesian inference. Because these constraints depend on the choice for the prior probability π (Σ mν), we argue that this prior should be motivated by fundamental physical principles rather than the ad hoc choices that are common in the literature. The first step in this direction is to specify the prior directly at the level of the neutrino mass matrix Mν, since this is the parameter appearing in the Lagrangian of the particle physics theory. Thus by specifying a probability distribution over Mν, and by including the known squared mass splittings, we predict a theoretical probability distribution over Σ mν that we interpret as a Bayesian prior probability π (Σ mν). Assuming a basis-invariant probability distribution on Mν, also known as the anarchy hypothesis, we find that π (Σ mν) peaks close to the smallest Σ mν allowed by the measured mass splittings, roughly 0.06 eV (0.1 eV) for normal (inverted) ordering, due to the phenomenon of eigenvalue repulsion in random matrices. We consider three models for neutrino mass generation: Dirac, Majorana, and Majorana via the seesaw mechanism; differences in the predicted priors π (Σ mν) allow for the possibility of having indications about the physical origin of neutrino masses once sufficient experimental sensitivity is achieved. We present fitting functions for π (Σ mν), which provide a simple means for applying these priors to cosmological constraints on the neutrino masses or marginalizing over their impact on other cosmological parameters.

Structure of velocity distributions in shock waves in granular gases with extension to molecular gases.

PubMed

Vilquin, A; Boudet, J F; Kellay, H

2016-08-01

Velocity distributions in normal shock waves obtained in dilute granular flows are studied. These distributions cannot be described by a simple functional shape and are believed to be bimodal. Our results show that these distributions are not strictly bimodal but a trimodal distribution is shown to be sufficient. The usual Mott-Smith bimodal description of these distributions, developed for molecular gases, and based on the coexistence of two subpopulations (a supersonic and a subsonic population) in the shock front, can be modified by adding a third subpopulation. Our experiments show that this additional population results from collisions between the supersonic and subsonic subpopulations. We propose a simple approach incorporating the role of this third intermediate population to model the measured probability distributions and apply it to granular shocks as well as shocks in molecular gases.

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1978-01-01

This paper addresses the problem of obtaining numerically maximum-likelihood estimates of the parameters for a mixture of normal distributions. In recent literature, a certain successive-approximations procedure, based on the likelihood equations, was shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, we introduce a general iterative procedure, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. We show that, with probability 1 as the sample size grows large, this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. We also show that the step-size which yields optimal local convergence rates for large samples is determined in a sense by the 'separation' of the component normal densities and is bounded below by a number between 1 and 2.

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, 2

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1976-01-01

The problem of obtaining numerically maximum likelihood estimates of the parameters for a mixture of normal distributions is addressed. In recent literature, a certain successive approximations procedure, based on the likelihood equations, is shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, a general iterative procedure is introduced, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. With probability 1 as the sample size grows large, it is shown that this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. The step-size which yields optimal local convergence rates for large samples is determined in a sense by the separation of the component normal densities and is bounded below by a number between 1 and 2.

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.

Confounding environmental colour and distribution shape leads to underestimation of population extinction risk.

PubMed

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.

A snapshot of internal waves and hydrodynamic instabilities in the southern Bay of Bengal

NASA Astrophysics Data System (ADS)

Lozovatsky, Iossif; Wijesekera, Hemantha; Jarosz, Ewa; Lilover, Madis-Jaak; Pirro, Annunziata; Silver, Zachariah; Centurioni, Luca; Fernando, H. J. S.

2016-08-01

Measurements conducted in the southern Bay of Bengal (BoB) as a part of the ASIRI-EBoB Program portray the characteristics of high-frequency internal waves in the upper pycnocline as well as the velocity structure with episodic events of shear instability. A 20 h time series of CTD, ADCP, and acoustic backscatter profiles down to 150 m as well as temporal CTD measurements in the pycnocline at z = 54 m were taken to the east of Sri Lanka. Internal waves of periods ˜10-40 min were recorded at all depths below a shallow (˜20-30 m) surface mixed layer in the background of an 8 m amplitude internal tide. The absolute values of vertical displacements associated with high-frequency waves followed the Nakagami distribution with a median value of 2.1 m and a 95% quintile 6.5 m. The internal wave amplitudes are normally distributed. The tails of the distribution deviate from normality due to episodic high-amplitude displacements. The sporadic appearance of internal waves with amplitudes exceeding ˜5 m usually coincided with patches of low Richardson numbers, pointing to local shear instability as a possible mechanism of internal-wave-induced turbulence. The probability of shear instability in the summer BoB pycnocline based on an exponential distribution of the inverse Richardson number, however, appears to be relatively low, not exceeding 4% for Ri < 0.25 and about 10% for Ri < 0.36 (K-H billows). The probability of the generation of asymmetric breaking internal waves and Holmboe instabilities is above ˜25%.

The short-term variability of bacterial vaginosis diagnosed by Nugent Gram stain criteria among sexually active women in Rakai, Uganda.

PubMed

Thoma, Marie E; Gray, Ronald H; Kiwanuka, Noah; Aluma, Simon; Wang, Mei-Cheng; Sewankambo, Nelson; Wawer, Maria J

2011-02-01

Studies evaluating clinical and behavioral factors related to short-term fluctuations in vaginal microbiota are limited. We sought to describe changes in vaginal microbiota evaluated by Gram stain and assess factors associated with progression to and resolution of bacterial vaginosis (BV) at weekly intervals. A cohort of 255 sexually experienced, postmenarcheal women provided self-collected vaginal swabs to assess vaginal microbiota by Nugent score criteria at weekly visits for up to 2 years contributing 16,757 sequential observations. Absolute differences in Nugent scores (0-10) and transition probabilities of vaginal microbiota states classified by Nugent score into normal (0-3), intermediate (4-6), and BV (7-10) between visits were estimated. Allowing each woman to serve as her own control, weekly time-varying factors associated with progression from normal microbiota to BV and resolution of BV to normal microbiota were estimated using conditional logistic regression. The distribution of absolute difference in Nugent scores was fairly symmetric with a mode of 0 (no change) and a standard deviation of 2.64. Transition probabilities showed weekly persistence, was highest for normal (76.1%) and BV (73.6%) states; whereas, intermediate states had similar probabilities of progression (36.6%), resolution (36.0%), and persistence (27.4%). Weekly fluctuation between normal and BV states was associated with menstrual cycle phase, recency of sex, treatment for vaginal symptoms, pregnancy, and prior Nugent score. Weekly changes in vaginal microbiota were common in this population. Clinical and behavioral characteristics were associated with vaginal microbiota transitioning, which may be used to inform future studies and clinical management of BV.

The Impact of Monte Carlo Dose Calculations on Intensity-Modulated Radiation Therapy

NASA Astrophysics Data System (ADS)

Siebers, J. V.; Keall, P. J.; Mohan, R.

The effect of dose calculation accuracy for IMRT was studied by comparing different dose calculation algorithms. A head and neck IMRT plan was optimized using a superposition dose calculation algorithm. Dose was re-computed for the optimized plan using both Monte Carlo and pencil beam dose calculation algorithms to generate patient and phantom dose distributions. Tumor control probabilities (TCP) and normal tissue complication probabilities (NTCP) were computed to estimate the plan outcome. For the treatment plan studied, Monte Carlo best reproduces phantom dose measurements, the TCP was slightly lower than the superposition and pencil beam results, and the NTCP values differed little.

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.

Football goal distributions and extremal statistics

NASA Astrophysics Data System (ADS)

Greenhough, J.; Birch, P. C.; Chapman, S. C.; Rowlands, G.

2002-12-01

We analyse the distributions of the number of goals scored by home teams, away teams, and the total scored in the match, in domestic football games from 169 countries between 1999 and 2001. The probability density functions (PDFs) of goals scored are too heavy-tailed to be fitted over their entire ranges by Poisson or negative binomial distributions which would be expected for uncorrelated processes. Log-normal distributions cannot include zero scores and here we find that the PDFs are consistent with those arising from extremal statistics. In addition, we show that it is sufficient to model English top division and FA Cup matches in the seasons of 1970/71-2000/01 on Poisson or negative binomial distributions, as reported in analyses of earlier seasons, and that these are not consistent with extremal statistics.

Nonclassical thermal-state superpositions: Analytical evolution law and decoherence behavior

NASA Astrophysics Data System (ADS)

Meng, Xiang-guo; Goan, Hsi-Sheng; Wang, Ji-suo; Zhang, Ran

2018-03-01

Employing the integration technique within normal products of bosonic operators, we present normal product representations of thermal-state superpositions and investigate their nonclassical features, such as quadrature squeezing, sub-Poissonian distribution, and partial negativity of the Wigner function. We also analytically and numerically investigate their evolution law and decoherence characteristics in an amplitude-decay model via the variations of the probability distributions and the negative volumes of Wigner functions in phase space. The results indicate that the evolution formulas of two thermal component states for amplitude decay can be viewed as the same integral form as a displaced thermal state ρ(V , d) , but governed by the combined action of photon loss and thermal noise. In addition, the larger values of the displacement d and noise V lead to faster decoherence for thermal-state superpositions.

Tuning Monotonic Basin Hopping: Improving the Efficiency of Stochastic Search as Applied to Low-Thrust Trajectory Optimization

NASA Technical Reports Server (NTRS)

Englander, Jacob; Englander, Arnold

2014-01-01

Trajectory optimization methods using MBH have become well developed during the past decade. An essential component of MBH is a controlled random search through the multi-dimensional space of possible solutions. Historically, the randomness has been generated by drawing RVs from a uniform probability distribution. Here, we investigate the generating the randomness by drawing the RVs from Cauchy and Pareto distributions, chosen because of their characteristic long tails. We demonstrate that using Cauchy distributions (as first suggested by Englander significantly improves MBH performance, and that Pareto distributions provide even greater improvements. Improved performance is defined in terms of efficiency and robustness, where efficiency is finding better solutions in less time, and robustness is efficiency that is undiminished by (a) the boundary conditions and internal constraints of the optimization problem being solved, and (b) by variations in the parameters of the probability distribution. Robustness is important for achieving performance improvements that are not problem specific. In this work we show that the performance improvements are the result of how these long-tailed distributions enable MBH to search the solution space faster and more thoroughly. In developing this explanation, we use the concepts of sub-diffusive, normally-diffusive, and super-diffusive RWs originally developed in the field of statistical physics.

Log-Normality and Multifractal Analysis of Flame Surface Statistics

NASA Astrophysics Data System (ADS)

Saha, Abhishek; Chaudhuri, Swetaprovo; Law, Chung K.

2013-11-01

The turbulent flame surface is typically highly wrinkled and folded at a multitude of scales controlled by various flame properties. It is useful if the information contained in this complex geometry can be projected onto a simpler regular geometry for the use of spectral, wavelet or multifractal analyses. Here we investigate local flame surface statistics of turbulent flame expanding under constant pressure. First the statistics of local length ratio is experimentally obtained from high-speed Mie scattering images. For spherically expanding flame, length ratio on the measurement plane, at predefined equiangular sectors is defined as the ratio of the actual flame length to the length of a circular-arc of radius equal to the average radius of the flame. Assuming isotropic distribution of such flame segments we convolute suitable forms of the length-ratio probability distribution functions (pdfs) to arrive at corresponding area-ratio pdfs. Both the pdfs are found to be near log-normally distributed and shows self-similar behavior with increasing radius. Near log-normality and rather intermittent behavior of the flame-length ratio suggests similarity with dissipation rate quantities which stimulates multifractal analysis. Currently at Indian Institute of Science, India.

Likelihood-based confidence intervals for estimating floods with given return periods

NASA Astrophysics Data System (ADS)

Martins, Eduardo Sávio P. R.; Clarke, Robin T.

1993-06-01

This paper discusses aspects of the calculation of likelihood-based confidence intervals for T-year floods, with particular reference to (1) the two-parameter gamma distribution; (2) the Gumbel distribution; (3) the two-parameter log-normal distribution, and other distributions related to the normal by Box-Cox transformations. Calculation of the confidence limits is straightforward using the Nelder-Mead algorithm with a constraint incorporated, although care is necessary to ensure convergence either of the Nelder-Mead algorithm, or of the Newton-Raphson calculation of maximum-likelihood estimates. Methods are illustrated using records from 18 gauging stations in the basin of the River Itajai-Acu, State of Santa Catarina, southern Brazil. A small and restricted simulation compared likelihood-based confidence limits with those given by use of the central limit theorem; for the same confidence probability, the confidence limits of the simulation were wider than those of the central limit theorem, which failed more frequently to contain the true quantile being estimated. The paper discusses possible applications of likelihood-based confidence intervals in other areas of hydrological analysis.

The Effect of General Statistical Fiber Misalignment on Predicted Damage Initiation in Composites

NASA Technical Reports Server (NTRS)

Bednarcyk, Brett A.; Aboudi, Jacob; Arnold, Steven M.

2014-01-01

A micromechanical method is employed for the prediction of unidirectional composites in which the fiber orientation can possess various statistical misalignment distributions. The method relies on the probability-weighted averaging of the appropriate concentration tensor, which is established by the micromechanical procedure. This approach provides access to the local field quantities throughout the constituents, from which initiation of damage in the composite can be predicted. In contrast, a typical macromechanical procedure can determine the effective composite elastic properties in the presence of statistical fiber misalignment, but cannot provide the local fields. Fully random fiber distribution is presented as a special case using the proposed micromechanical method. Results are given that illustrate the effects of various amounts of fiber misalignment in terms of the standard deviations of in-plane and out-of-plane misalignment angles, where normal distributions have been employed. Damage initiation envelopes, local fields, effective moduli, and strengths are predicted for polymer and ceramic matrix composites with given normal distributions of misalignment angles, as well as fully random fiber orientation.

Stochastic Growth Theory of Spatially-Averaged Distributions of Langmuir Fields in Earth's Foreshock

NASA Technical Reports Server (NTRS)

Boshuizen, Christopher R.; Cairns, Iver H.; Robinson, P. A.

2001-01-01

Langmuir-like waves in the foreshock of Earth are characteristically bursty and irregular, and are the subject of a number of recent studies. Averaged over the foreshock, it is observed that the probability distribution is power-law P(bar)(log E) in the wave field E with the bar denoting this averaging over position, In this paper it is shown that stochastic growth theory (SGT) can explain a power-law spatially-averaged distributions P(bar)(log E), when the observed power-law variations of the mean and standard deviation of log E with position are combined with the log normal statistics predicted by SGT at each location.

Effect of Cisplatin on Parotid Gland Function in Concomitant Radiochemotherapy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hey, Jeremias; Setz, Juergen; Gerlach, Reinhard

2009-12-01

Purpose: To determine the influence of concomitant radiochemotherapy with cisplatin on parotid gland tissue complication probability. Methods and Materials: Patients treated with either radiotherapy (n = 61) or concomitant radiochemotherapy with cisplatin (n = 36) for head-and-neck cancer were prospectively evaluated. The dose and volume distributions of the parotid glands were noted in dose-volume histograms. Stimulated salivary flow rates were measured before, during the 2nd and 6th weeks and at 4 weeks and 6 months after the treatment. The data were fit using the normal tissue complication probability model of Lyman. Complication was defined as a reduction of the salivarymore » flow rate to less than 25% of the pretreatment flow rate. Results: The normal tissue complication probability model parameter TD{sub 50} (the dose leading to a complication probability of 50%) was found to be 32.2 Gy at 4 weeks and 32.1 Gy at 6 months for concomitant radiochemotherapy and 41.1 Gy at 4 weeks and 39.6 Gy at 6 months for radiotherapy. The tolerated dose for concomitant radiochemotherapy was at least 7 to 8 Gy lower than for radiotherapy alone at TD{sub 50}. Conclusions: In this study, the concomitant radiochemotherapy tended to cause a higher probability of parotid gland tissue damage. Advanced radiotherapy planning approaches such as intensity-modulated radiotherapy may be partiticularly important for parotid sparing in radiochemotherapy because of cisplatin-related increased radiosensitivity of glands.« less

Statistical analysis of landing contact conditions for three lifting body research vehicles

NASA Technical Reports Server (NTRS)

Larson, R. R.

1972-01-01

The landing contact conditions for the HL-10, M2-F2/F3, and the X-24A lifting body vehicles are analyzed statistically for 81 landings. The landing contact parameters analyzed are true airspeed, peak normal acceleration at the center of gravity, roll angle, and roll velocity. Ground measurement parameters analyzed are lateral and longitudinal distance from intended touchdown, lateral distance from touchdown to full stop, and rollout distance. The results are presented in the form of histograms for frequency distributions and cumulative frequency distribution probability curves with a Pearson Type 3 curve fit for extrapolation purposes.

A constrained multinomial Probit route choice model in the metro network: Formulation, estimation and application

PubMed Central

Zhang, Yongsheng; Wei, Heng; Zheng, Kangning

2017-01-01

Considering that metro network expansion brings us with more alternative routes, it is attractive to integrate the impacts of routes set and the interdependency among alternative routes on route choice probability into route choice modeling. Therefore, the formulation, estimation and application of a constrained multinomial probit (CMNP) route choice model in the metro network are carried out in this paper. The utility function is formulated as three components: the compensatory component is a function of influencing factors; the non-compensatory component measures the impacts of routes set on utility; following a multivariate normal distribution, the covariance of error component is structured into three parts, representing the correlation among routes, the transfer variance of route, and the unobserved variance respectively. Considering multidimensional integrals of the multivariate normal probability density function, the CMNP model is rewritten as Hierarchical Bayes formula and M-H sampling algorithm based Monte Carlo Markov Chain approach is constructed to estimate all parameters. Based on Guangzhou Metro data, reliable estimation results are gained. Furthermore, the proposed CMNP model also shows a good forecasting performance for the route choice probabilities calculation and a good application performance for transfer flow volume prediction. PMID:28591188

Probabilities and statistics for backscatter estimates obtained by a scatterometer

NASA Technical Reports Server (NTRS)

Pierson, Willard J., Jr.

1989-01-01

Methods for the recovery of winds near the surface of the ocean from measurements of the normalized radar backscattering cross section must recognize and make use of the statistics (i.e., the sampling variability) of the backscatter measurements. Radar backscatter values from a scatterometer are random variables with expected values given by a model. A model relates backscatter to properties of the waves on the ocean, which are in turn generated by the winds in the atmospheric marine boundary layer. The effective wind speed and direction at a known height for a neutrally stratified atmosphere are the values to be recovered from the model. The probability density function for the backscatter values is a normal probability distribution with the notable feature that the variance is a known function of the expected value. The sources of signal variability, the effects of this variability on the wind speed estimation, and criteria for the acceptance or rejection of models are discussed. A modified maximum likelihood method for estimating wind vectors is described. Ways to make corrections for the kinds of errors found for the Seasat SASS model function are described, and applications to a new scatterometer are given.

Diameter distribution in a Brazilian tropical dry forest domain: predictions for the stand and species.

PubMed

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.

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 multilayer approach for price dynamics in financial markets

NASA Astrophysics Data System (ADS)

Biondo, Alessio Emanuele; Pluchino, Alessandro; Rapisarda, Andrea

2017-02-01

We introduce a new Self-Organized Criticality (SOC) model for simulating price evolution in an artificial financial market, based on a multilayer network of traders. The model also implements, in a quite realistic way with respect to previous studies, the order book dynamics, by considering two assets with variable fundamental prices. Fat tails in the probability distributions of normalized returns are observed, together with other features of real financial markets.

Imaging basal ganglia function

PubMed Central

BROOKS, DAVID J.

2000-01-01

In this review, the value of functional imaging for providing insight into the role of the basal ganglia in motor control is reviewed. Brain activation findings in normal subjects and Parkinson's disease patients are examined and evidence supporting the existence for functionally independent distributed basal ganglia-frontal loops is presented. It is argued that the basal ganglia probably act to focus and filter cortical output, optimising the running of motor programs. PMID:10923986

Improving the chi-squared approximation for bivariate normal tolerance regions

NASA Technical Reports Server (NTRS)

Feiveson, Alan H.

1993-01-01

Let X be a two-dimensional random variable distributed according to N2(mu,Sigma) and let bar-X and S be the respective sample mean and covariance matrix calculated from N observations of X. Given a containment probability beta and a level of confidence gamma, we seek a number c, depending only on N, beta, and gamma such that the ellipsoid R = (x: (x - bar-X)'S(exp -1) (x - bar-X) less than or = c) is a tolerance region of content beta and level gamma; i.e., R has probability gamma of containing at least 100 beta percent of the distribution of X. Various approximations for c exist in the literature, but one of the simplest to compute -- a multiple of the ratio of certain chi-squared percentage points -- is badly biased for small N. For the bivariate normal case, most of the bias can be removed by simple adjustment using a factor A which depends on beta and gamma. This paper provides values of A for various beta and gamma so that the simple approximation for c can be made viable for any reasonable sample size. The methodology provides an illustrative example of how a combination of Monte-Carlo simulation and simple regression modelling can be used to improve an existing approximation.

Neutrino mass priors for cosmology from random matrices

DOE PAGES

Long, Andrew J.; Raveri, Marco; Hu, Wayne; ...

2018-02-13

Cosmological measurements of structure are placing increasingly strong constraints on the sum of the neutrino masses, Σm ν, through Bayesian inference. Because these constraints depend on the choice for the prior probability π(Σm ν), we argue that this prior should be motivated by fundamental physical principles rather than the ad hoc choices that are common in the literature. The first step in this direction is to specify the prior directly at the level of the neutrino mass matrix M ν, since this is the parameter appearing in the Lagrangian of the particle physics theory. Thus by specifying a probability distribution overmore » M ν, and by including the known squared mass splittings, we predict a theoretical probability distribution over Σm ν that we interpret as a Bayesian prior probability π(Σm ν). Assuming a basis-invariant probability distribution on M ν, also known as the anarchy hypothesis, we find that π(Σm ν) peaks close to the smallest Σm ν allowed by the measured mass splittings, roughly 0.06 eV (0.1 eV) for normal (inverted) ordering, due to the phenomenon of eigenvalue repulsion in random matrices. We consider three models for neutrino mass generation: Dirac, Majorana, and Majorana via the seesaw mechanism; differences in the predicted priors π(Σm ν) allow for the possibility of having indications about the physical origin of neutrino masses once sufficient experimental sensitivity is achieved. In conclusion, we present fitting functions for π(Σm ν), which provide a simple means for applying these priors to cosmological constraints on the neutrino masses or marginalizing over their impact on other cosmological parameters.« less

Detection of mastitis in dairy cattle by use of mixture models for repeated somatic cell scores: a Bayesian approach via Gibbs sampling.

PubMed

Odegård, J; Jensen, J; Madsen, P; Gianola, D; Klemetsdal, G; Heringstad, B

2003-11-01

The distribution of somatic cell scores could be regarded as a mixture of at least two components depending on a cow's udder health status. A heteroscedastic two-component Bayesian normal mixture model with random effects was developed and implemented via Gibbs sampling. The model was evaluated using datasets consisting of simulated somatic cell score records. Somatic cell score was simulated as a mixture representing two alternative udder health statuses ("healthy" or "diseased"). Animals were assigned randomly to the two components according to the probability of group membership (Pm). Random effects (additive genetic and permanent environment), when included, had identical distributions across mixture components. Posterior probabilities of putative mastitis were estimated for all observations, and model adequacy was evaluated using measures of sensitivity, specificity, and posterior probability of misclassification. Fitting different residual variances in the two mixture components caused some bias in estimation of parameters. When the components were difficult to disentangle, so were their residual variances, causing bias in estimation of Pm and of location parameters of the two underlying distributions. When all variance components were identical across mixture components, the mixture model analyses returned parameter estimates essentially without bias and with a high degree of precision. Including random effects in the model increased the probability of correct classification substantially. No sizable differences in probability of correct classification were found between models in which a single cow effect (ignoring relationships) was fitted and models where this effect was split into genetic and permanent environmental components, utilizing relationship information. When genetic and permanent environmental effects were fitted, the between-replicate variance of estimates of posterior means was smaller because the model accounted for random genetic drift.

Neutrino mass priors for cosmology from random matrices

DOE Office of Scientific and Technical Information (OSTI.GOV)

Long, Andrew J.; Raveri, Marco; Hu, Wayne

Cosmological measurements of structure are placing increasingly strong constraints on the sum of the neutrino masses, Σm ν, through Bayesian inference. Because these constraints depend on the choice for the prior probability π(Σm ν), we argue that this prior should be motivated by fundamental physical principles rather than the ad hoc choices that are common in the literature. The first step in this direction is to specify the prior directly at the level of the neutrino mass matrix M ν, since this is the parameter appearing in the Lagrangian of the particle physics theory. Thus by specifying a probability distribution overmore » M ν, and by including the known squared mass splittings, we predict a theoretical probability distribution over Σm ν that we interpret as a Bayesian prior probability π(Σm ν). Assuming a basis-invariant probability distribution on M ν, also known as the anarchy hypothesis, we find that π(Σm ν) peaks close to the smallest Σm ν allowed by the measured mass splittings, roughly 0.06 eV (0.1 eV) for normal (inverted) ordering, due to the phenomenon of eigenvalue repulsion in random matrices. We consider three models for neutrino mass generation: Dirac, Majorana, and Majorana via the seesaw mechanism; differences in the predicted priors π(Σm ν) allow for the possibility of having indications about the physical origin of neutrino masses once sufficient experimental sensitivity is achieved. In conclusion, we present fitting functions for π(Σm ν), which provide a simple means for applying these priors to cosmological constraints on the neutrino masses or marginalizing over their impact on other cosmological parameters.« less

Universal Inverse Power-Law Distribution for Fractal Fluctuations in Dynamical Systems: Applications for Predictability of Inter-Annual Variability of Indian and USA Region Rainfall

NASA Astrophysics Data System (ADS)

Selvam, A. M.

2017-01-01

Dynamical systems in nature exhibit self-similar fractal space-time fluctuations on all scales indicating long-range correlations and, therefore, the statistical normal distribution with implicit assumption of independence, fixed mean and standard deviation cannot be used for description and quantification of fractal data sets. The author has developed a general systems theory based on classical statistical physics for fractal fluctuations which predicts the following. (1) The fractal fluctuations signify an underlying eddy continuum, the larger eddies being the integrated mean of enclosed smaller-scale fluctuations. (2) The probability distribution of eddy amplitudes and the variance (square of eddy amplitude) spectrum of fractal fluctuations follow the universal Boltzmann inverse power law expressed as a function of the golden mean. (3) Fractal fluctuations are signatures of quantum-like chaos since the additive amplitudes of eddies when squared represent probability densities analogous to the sub-atomic dynamics of quantum systems such as the photon or electron. (4) The model predicted distribution is very close to statistical normal distribution for moderate events within two standard deviations from the mean but exhibits a fat long tail that are associated with hazardous extreme events. Continuous periodogram power spectral analyses of available GHCN annual total rainfall time series for the period 1900-2008 for Indian and USA stations show that the power spectra and the corresponding probability distributions follow model predicted universal inverse power law form signifying an eddy continuum structure underlying the observed inter-annual variability of rainfall. On a global scale, man-made greenhouse gas related atmospheric warming would result in intensification of natural climate variability, seen immediately in high frequency fluctuations such as QBO and ENSO and even shorter timescales. Model concepts and results of analyses are discussed with reference to possible prediction of climate change. Model concepts, if correct, rule out unambiguously, linear trends in climate. Climate change will only be manifested as increase or decrease in the natural variability. However, more stringent tests of model concepts and predictions are required before applications to such an important issue as climate change. Observations and simulations with climate models show that precipitation extremes intensify in response to a warming climate (O'Gorman in Curr Clim Change Rep 1:49-59, 2015).

A New Bond Albedo for Performing Orbital Debris Brightness to Size Transformations

NASA Technical Reports Server (NTRS)

Mulrooney, Mark K.; Matney, Mark J.

2008-01-01

We have developed a technique for estimating the intrinsic size distribution of orbital debris objects via optical measurements alone. The process is predicated on the empirically observed power-law size distribution of debris (as indicated by radar RCS measurements) and the log-normal probability distribution of optical albedos as ascertained from phase (Lambertian) and range-corrected telescopic brightness measurements. Since the observed distribution of optical brightness is the product integral of the size distribution of the parent [debris] population with the albedo probability distribution, it is a straightforward matter to transform a given distribution of optical brightness back to a size distribution by the appropriate choice of a single albedo value. This is true because the integration of a powerlaw with a log-normal distribution (Fredholm Integral of the First Kind) yields a Gaussian-blurred power-law distribution with identical power-law exponent. Application of a single albedo to this distribution recovers a simple power-law [in size] which is linearly offset from the original distribution by a constant whose value depends on the choice of the albedo. Significantly, there exists a unique Bond albedo which, when applied to an observed brightness distribution, yields zero offset and therefore recovers the original size distribution. For physically realistic powerlaws of negative slope, the proper choice of albedo recovers the parent size distribution by compensating for the observational bias caused by the large number of small objects that appear anomalously large (bright) - and thereby skew the small population upward by rising above the detection threshold - and the lower number of large objects that appear anomalously small (dim). Based on this comprehensive analysis, a value of 0.13 should be applied to all orbital debris albedo-based brightness-to-size transformations regardless of data source. Its prima fascia genesis, derived and constructed from the current RCS to size conversion methodology (SiBAM Size-Based Estimation Model) and optical data reduction standards, assures consistency in application with the prior canonical value of 0.1. Herein we present the empirical and mathematical arguments for this approach and by example apply it to a comprehensive set of photometric data acquired via NASA's Liquid Mirror Telescopes during the 2000-2001 observing season.

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.

The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

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.

Probabilistic performance estimators for computational chemistry methods: The empirical cumulative distribution function of absolute errors

NASA Astrophysics Data System (ADS)

Pernot, Pascal; Savin, Andreas

2018-06-01

Benchmarking studies in computational chemistry use reference datasets to assess the accuracy of a method through error statistics. The commonly used error statistics, such as the mean signed and mean unsigned errors, do not inform end-users on the expected amplitude of prediction errors attached to these methods. We show that, the distributions of model errors being neither normal nor zero-centered, these error statistics cannot be used to infer prediction error probabilities. To overcome this limitation, we advocate for the use of more informative statistics, based on the empirical cumulative distribution function of unsigned errors, namely, (1) the probability for a new calculation to have an absolute error below a chosen threshold and (2) the maximal amplitude of errors one can expect with a chosen high confidence level. Those statistics are also shown to be well suited for benchmarking and ranking studies. Moreover, the standard error on all benchmarking statistics depends on the size of the reference dataset. Systematic publication of these standard errors would be very helpful to assess the statistical reliability of benchmarking conclusions.

Financial derivative pricing under probability operator via Esscher transfomation

NASA Astrophysics Data System (ADS)

Achi, Godswill U.

2014-10-01

The problem of pricing contingent claims has been extensively studied for non-Gaussian models, and in particular, Black- Scholes formula has been derived for the NIG asset pricing model. This approach was first developed in insurance pricing9 where the original distortion function was defined in terms of the normal distribution. This approach was later studied6 where they compared the standard Black-Scholes contingent pricing and distortion based contingent pricing. So, in this paper, we aim at using distortion operators by Cauchy distribution under a simple transformation to price contingent claim. We also show that we can recuperate the Black-Sholes formula using the distribution. Similarly, in a financial market in which the asset price represented by a stochastic differential equation with respect to Brownian Motion, the price mechanism based on characteristic Esscher measure can generate approximate arbitrage free financial derivative prices. The price representation derived involves probability Esscher measure and Esscher Martingale measure and under a new complex valued measure φ (u) evaluated at the characteristic exponents φx(u) of Xt we recuperate the Black-Scholes formula for financial derivative prices.

Semiparametric Bayesian classification with longitudinal markers

PubMed Central

De la Cruz-Mesía, Rolando; Quintana, Fernando A.; Müller, Peter

2013-01-01

Summary We analyse data from a study involving 173 pregnant women. The data are observed values of the β human chorionic gonadotropin hormone measured during the first 80 days of gestational age, including from one up to six longitudinal responses for each woman. The main objective in this study is to predict normal versus abnormal pregnancy outcomes from data that are available at the early stages of pregnancy. We achieve the desired classification with a semiparametric hierarchical model. Specifically, we consider a Dirichlet process mixture prior for the distribution of the random effects in each group. The unknown random-effects distributions are allowed to vary across groups but are made dependent by using a design vector to select different features of a single underlying random probability measure. The resulting model is an extension of the dependent Dirichlet process model, with an additional probability model for group classification. The model is shown to perform better than an alternative model which is based on independent Dirichlet processes for the groups. Relevant posterior distributions are summarized by using Markov chain Monte Carlo methods. PMID:24368871

Prediction of future asset prices

NASA Astrophysics Data System (ADS)

Seong, Ng Yew; Hin, Pooi Ah; Ching, Soo Huei

2014-12-01

This paper attempts to incorporate trading volumes as an additional predictor for predicting asset prices. Denoting r(t) as the vector consisting of the time-t values of the trading volume and price of a given asset, we model the time-(t+1) asset price to be dependent on the present and l-1 past values r(t), r(t-1), ....., r(t-1+1) via a conditional distribution which is derived from a (2l+1)-dimensional power-normal distribution. A prediction interval based on the 100(α/2)% and 100(1-α/2)% points of the conditional distribution is then obtained. By examining the average lengths of the prediction intervals found by using the composite indices of the Malaysia stock market for the period 2008 to 2013, we found that the value 2 appears to be a good choice for l. With the omission of the trading volume in the vector r(t), the corresponding prediction interval exhibits a slightly longer average length, showing that it might be desirable to keep trading volume as a predictor. From the above conditional distribution, the probability that the time-(t+1) asset price will be larger than the time-t asset price is next computed. When the probability differs from 0 (or 1) by less than 0.03, the observed time-(t+1) increase in price tends to be negative (or positive). Thus the above probability has a good potential of being used as a market indicator in technical analysis.

IN VITRO QUANTIFICATION OF THE SIZE DISTRIBUTION OF INTRASACCULAR VOIDS LEFT AFTER ENDOVASCULAR COILING OF CEREBRAL ANEURYSMS.

PubMed

Sadasivan, Chander; Brownstein, Jeremy; Patel, Bhumika; Dholakia, Ronak; Santore, Joseph; Al-Mufti, Fawaz; Puig, Enrique; Rakian, Audrey; Fernandez-Prada, Kenneth D; Elhammady, Mohamed S; Farhat, Hamad; Fiorella, David J; Woo, Henry H; Aziz-Sultan, Mohammad A; Lieber, Baruch B

2013-03-01

Endovascular coiling of cerebral aneurysms remains limited by coil compaction and associated recanalization. Recent coil designs which effect higher packing densities may be far from optimal because hemodynamic forces causing compaction are not well understood since detailed data regarding the location and distribution of coil masses are unavailable. We present an in vitro methodology to characterize coil masses deployed within aneurysms by quantifying intra-aneurysmal void spaces. Eight identical aneurysms were packed with coils by both balloon- and stent-assist techniques. The samples were embedded, sequentially sectioned and imaged. Empty spaces between the coils were numerically filled with circles (2D) in the planar images and with spheres (3D) in the three-dimensional composite images. The 2D and 3D void size histograms were analyzed for local variations and by fitting theoretical probability distribution functions. Balloon-assist packing densities (31±2%) were lower ( p =0.04) than the stent-assist group (40±7%). The maximum and average 2D and 3D void sizes were higher ( p =0.03 to 0.05) in the balloon-assist group as compared to the stent-assist group. None of the void size histograms were normally distributed; theoretical probability distribution fits suggest that the histograms are most probably exponentially distributed with decay constants of 6-10 mm. Significant ( p <=0.001 to p =0.03) spatial trends were noted with the void sizes but correlation coefficients were generally low (absolute r <=0.35). The methodology we present can provide valuable input data for numerical calculations of hemodynamic forces impinging on intra-aneurysmal coil masses and be used to compare and optimize coil configurations as well as coiling techniques.

Assessing cadmium exposure risks of vegetables with plant uptake factor and soil property.

PubMed

Yang, Yang; Chang, Andrew C; Wang, Meie; Chen, Weiping; Peng, Chi

2018-07-01

Plant uptake factors (PUFs) are of great importance in human cadmium (Cd) exposure risk assessment while it has been often treated in a generic way. We collected 1077 pairs of vegetable-soil samples from production fields to characterize Cd PUFs and demonstrated their utility in assessing Cd exposure risks to consumers of locally grown vegetables. The Cd PUFs varied with plant species and pH and organic matter content of soils. Once normalized PUFs against soil parameters, the PUFs distributions were log-normal in nature. In this manner, the PUFs were represented by definable probability distributions instead of a deterministic figure. The Cd exposure risks were then assessed using the normalized PUF based on the Monte Carlo simulation algorithm. Factors affecting the extent of Cd exposures were isolated through sensitivity analyses. Normalized PUF would illustrate the outcomes for uncontaminated and slightly contaminated soils. Among the vegetables, lettuce was potentially hazardous for residents due to its high Cd accumulation but low Zn concentration. To protect 95% of the lettuce production from causing excessive Cd exposure risks, pH of soils needed to be 5.9 and above. Copyright © 2018 Elsevier Ltd. All rights reserved.

A brief history of numbers and statistics with cytometric applications.

PubMed

Watson, J V

2001-02-15

A brief history of numbers and statistics traces the development of numbers from prehistory to completion of our current system of numeration with the introduction of the decimal fraction by Viete, Stevin, Burgi, and Galileo at the turn of the 16th century. This was followed by the development of what we now know as probability theory by Pascal, Fermat, and Huygens in the mid-17th century which arose in connection with questions in gambling with dice and can be regarded as the origin of statistics. The three main probability distributions on which statistics depend were introduced and/or formalized between the mid-17th and early 19th centuries: the binomial distribution by Pascal; the normal distribution by de Moivre, Gauss, and Laplace, and the Poisson distribution by Poisson. The formal discipline of statistics commenced with the works of Pearson, Yule, and Gosset at the turn of the 19th century when the first statistical tests were introduced. Elementary descriptions of the statistical tests most likely to be used in conjunction with cytometric data are given and it is shown how these can be applied to the analysis of difficult immunofluorescence distributions when there is overlap between the labeled and unlabeled cell populations. Copyright 2001 Wiley-Liss, Inc.

Using rank-order geostatistics for spatial interpolation of highly skewed data in a heavy-metal contaminated site.

PubMed

Juang, K W; Lee, D Y; Ellsworth, T R

2001-01-01

The spatial distribution of a pollutant in contaminated soils is usually highly skewed. As a result, the sample variogram often differs considerably from its regional counterpart and the geostatistical interpolation is hindered. In this study, rank-order geostatistics with standardized rank transformation was used for the spatial interpolation of pollutants with a highly skewed distribution in contaminated soils when commonly used nonlinear methods, such as logarithmic and normal-scored transformations, are not suitable. A real data set of soil Cd concentrations with great variation and high skewness in a contaminated site of Taiwan was used for illustration. The spatial dependence of ranks transformed from Cd concentrations was identified and kriging estimation was readily performed in the standardized-rank space. The estimated standardized rank was back-transformed into the concentration space using the middle point model within a standardized-rank interval of the empirical distribution function (EDF). The spatial distribution of Cd concentrations was then obtained. The probability of Cd concentration being higher than a given cutoff value also can be estimated by using the estimated distribution of standardized ranks. The contour maps of Cd concentrations and the probabilities of Cd concentrations being higher than the cutoff value can be simultaneously used for delineation of hazardous areas of contaminated soils.

Evolution of the microstructure during the process of consolidation and bonding in soft granular solids.

PubMed

Yohannes, B; Gonzalez, M; Abebe, A; Sprockel, O; Nikfar, F; Kiang, S; Cuitiño, A M

2016-04-30

The evolution of microstructure during powder compaction process was investigated using a discrete particle modeling, which accounts for particle size distribution and material properties, such as plasticity, elasticity, and inter-particle bonding. The material properties were calibrated based on powder compaction experiments and validated based on tensile strength test experiments for lactose monohydrate and microcrystalline cellulose, which are commonly used excipient in pharmaceutical industry. The probability distribution function and the orientation of contact forces were used to study the evolution of the microstructure during the application of compaction pressure, unloading, and ejection of the compact from the die. The probability distribution function reveals that the compression contact forces increase as the compaction force increases (or the relative density increases), while the maximum value of the tensile contact forces remains the same. During unloading of the compaction pressure, the distribution approaches a normal distribution with a mean value of zero. As the contact forces evolve, the anisotropy of the powder bed also changes. Particularly, during loading, the compression contact forces are aligned along the direction of the compaction pressure, whereas the tensile contact forces are oriented perpendicular to direction of the compaction pressure. After ejection, the contact forces become isotropic. Copyright © 2016 Elsevier B.V. All rights reserved.

Back to Normal! Gaussianizing posterior distributions for cosmological probes

NASA Astrophysics Data System (ADS)

Schuhmann, Robert L.; Joachimi, Benjamin; Peiris, Hiranya V.

2014-05-01

We present a method to map multivariate non-Gaussian posterior probability densities into Gaussian ones via nonlinear Box-Cox transformations, and generalizations thereof. This is analogous to the search for normal parameters in the CMB, but can in principle be applied to any probability density that is continuous and unimodal. The search for the optimally Gaussianizing transformation amongst the Box-Cox family is performed via a maximum likelihood formalism. We can judge the quality of the found transformation a posteriori: qualitatively via statistical tests of Gaussianity, and more illustratively by how well it reproduces the credible regions. The method permits an analytical reconstruction of the posterior from a sample, e.g. a Markov chain, and simplifies the subsequent joint analysis with other experiments. Furthermore, it permits the characterization of a non-Gaussian posterior in a compact and efficient way. The expression for the non-Gaussian posterior can be employed to find analytic formulae for the Bayesian evidence, and consequently be used for model comparison.

Optimized lower leg injury probability curves from postmortem human subject tests under axial impacts.

PubMed

Yoganandan, Narayan; Arun, Mike W J; Pintar, Frank A; Szabo, Aniko

2014-01-01

Derive optimum injury probability curves to describe human tolerance of the lower leg using parametric survival analysis. The study reexamined lower leg postmortem human subjects (PMHS) data from a large group of specimens. Briefly, axial loading experiments were conducted by impacting the plantar surface of the foot. Both injury and noninjury tests were included in the testing process. They were identified by pre- and posttest radiographic images and detailed dissection following the impact test. Fractures included injuries to the calcaneus and distal tibia-fibula complex (including pylon), representing severities at the Abbreviated Injury Score (AIS) level 2+. For the statistical analysis, peak force was chosen as the main explanatory variable and the age was chosen as the covariable. Censoring statuses depended on experimental outcomes. Parameters from the parametric survival analysis were estimated using the maximum likelihood approach and the dfbetas statistic was used to identify overly influential samples. The best fit from the Weibull, log-normal, and log-logistic distributions was based on the Akaike information criterion. Plus and minus 95% confidence intervals were obtained for the optimum injury probability distribution. The relative sizes of the interval were determined at predetermined risk levels. Quality indices were described at each of the selected probability levels. The mean age, stature, and weight were 58.2±15.1 years, 1.74±0.08 m, and 74.9±13.8 kg, respectively. Excluding all overly influential tests resulted in the tightest confidence intervals. The Weibull distribution was the most optimum function compared to the other 2 distributions. A majority of quality indices were in the good category for this optimum distribution when results were extracted for 25-, 45- and 65-year-olds at 5, 25, and 50% risk levels age groups for lower leg fracture. For 25, 45, and 65 years, peak forces were 8.1, 6.5, and 5.1 kN at 5% risk; 9.6, 7.7, and 6.1 kN at 25% risk; and 10.4, 8.3, and 6.6 kN at 50% risk, respectively. This study derived axial loading-induced injury risk curves based on survival analysis using peak force and specimen age; adopting different censoring schemes; considering overly influential samples in the analysis; and assessing the quality of the distribution at discrete probability levels. Because procedures used in the present survival analysis are accepted by international automotive communities, current optimum human injury probability distributions can be used at all risk levels with more confidence in future crashworthiness applications for automotive and other disciplines.

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.

Advanced probabilistic methods for quantifying the effects of various uncertainties in structural response

NASA Technical Reports Server (NTRS)

Nagpal, Vinod K.

1988-01-01

The effects of actual variations, also called uncertainties, in geometry and material properties on the structural response of a space shuttle main engine turbopump blade are evaluated. A normal distribution was assumed to represent the uncertainties statistically. Uncertainties were assumed to be totally random, partially correlated, and fully correlated. The magnitude of these uncertainties were represented in terms of mean and variance. Blade responses, recorded in terms of displacements, natural frequencies, and maximum stress, was evaluated and plotted in the form of probabilistic distributions under combined uncertainties. These distributions provide an estimate of the range of magnitudes of the response and probability of occurrence of a given response. Most importantly, these distributions provide the information needed to estimate quantitatively the risk in a structural design.

Malignant induction probability maps for radiotherapy using X-ray and proton beams.

PubMed

Timlin, C; Houston, M; Jones, B

2011-12-01

The aim of this study was to display malignant induction probability (MIP) maps alongside dose distribution maps for radiotherapy using X-ray and charged particles such as protons. Dose distributions for X-rays and protons are used in an interactive MATLAB® program (MathWorks, Natick, MA). The MIP is calculated using a published linear quadratic model, which incorporates fractionation effects, cell killing and cancer induction as a function of dose, as well as relative biological effect. Two virtual situations are modelled: (a) a tumour placed centrally in a cubic volume of normal tissue and (b) the same tumour placed closer to the skin surface. The MIP is calculated for a variety of treatment field options. The results show that, for protons, the MIP increases with field numbers. In such cases, proton MIP can be higher than that for X-rays. Protons produce the lowest MIPs for superficial targets because of the lack of exit dose. The addition of a dose bath to all normal tissues increases the MIP by up to an order of magnitude. This exploratory study shows that it is possible to achieve three-dimensional displays of carcinogenesis risk. The importance of treatment geometry, including the length and volume of tissue traversed by each beam, can all influence MIP. Reducing the volume of tissue irradiated is advantageous, as reducing the number of cells at risk reduces the total MIP. This finding lends further support to the use of treatment gantries as well as the use of simpler field arrangements for particle therapy provided normal tissue tolerances are respected.

A new formula for normal tissue complication probability (NTCP) as a function of equivalent uniform dose (EUD).

PubMed

Luxton, Gary; Keall, Paul J; King, Christopher R

2008-01-07

To facilitate the use of biological outcome modeling for treatment planning, an exponential function is introduced as a simpler equivalent to the Lyman formula for calculating normal tissue complication probability (NTCP). The single parameter of the exponential function is chosen to reproduce the Lyman calculation to within approximately 0.3%, and thus enable easy conversion of data contained in empirical fits of Lyman parameters for organs at risk (OARs). Organ parameters for the new formula are given in terms of Lyman model m and TD(50), and conversely m and TD(50) are expressed in terms of the parameters of the new equation. The role of the Lyman volume-effect parameter n is unchanged from its role in the Lyman model. For a non-homogeneously irradiated OAR, an equation relates d(ref), n, v(eff) and the Niemierko equivalent uniform dose (EUD), where d(ref) and v(eff) are the reference dose and effective fractional volume of the Kutcher-Burman reduction algorithm (i.e. the LKB model). It follows in the LKB model that uniform EUD irradiation of an OAR results in the same NTCP as the original non-homogeneous distribution. The NTCP equation is therefore represented as a function of EUD. The inverse equation expresses EUD as a function of NTCP and is used to generate a table of EUD versus normal tissue complication probability for the Emami-Burman parameter fits as well as for OAR parameter sets from more recent data.

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

Tuning Monotonic Basin Hopping: Improving the Efficiency of Stochastic Search as Applied to Low-Thrust Trajectory Optimization

NASA Technical Reports Server (NTRS)

Englander, Jacob A.; Englander, Arnold C.

2014-01-01

Trajectory optimization methods using monotonic basin hopping (MBH) have become well developed during the past decade [1, 2, 3, 4, 5, 6]. An essential component of MBH is a controlled random search through the multi-dimensional space of possible solutions. Historically, the randomness has been generated by drawing random variable (RV)s from a uniform probability distribution. Here, we investigate the generating the randomness by drawing the RVs from Cauchy and Pareto distributions, chosen because of their characteristic long tails. We demonstrate that using Cauchy distributions (as first suggested by J. Englander [3, 6]) significantly improves monotonic basin hopping (MBH) performance, and that Pareto distributions provide even greater improvements. Improved performance is defined in terms of efficiency and robustness. Efficiency is finding better solutions in less time. Robustness is efficiency that is undiminished by (a) the boundary conditions and internal constraints of the optimization problem being solved, and (b) by variations in the parameters of the probability distribution. Robustness is important for achieving performance improvements that are not problem specific. In this work we show that the performance improvements are the result of how these long-tailed distributions enable MBH to search the solution space faster and more thoroughly. In developing this explanation, we use the concepts of sub-diffusive, normally-diffusive, and super-diffusive random walks (RWs) originally developed in the field of statistical physics.

Impact of signal scattering and parametric uncertainties on receiver operating characteristics

NASA Astrophysics Data System (ADS)

Wilson, D. Keith; Breton, Daniel J.; Hart, Carl R.; Pettit, Chris L.

2017-05-01

The receiver operating characteristic (ROC curve), which is a plot of the probability of detection as a function of the probability of false alarm, plays a key role in the classical analysis of detector performance. However, meaningful characterization of the ROC curve is challenging when practically important complications such as variations in source emissions, environmental impacts on the signal propagation, uncertainties in the sensor response, and multiple sources of interference are considered. In this paper, a relatively simple but realistic model for scattered signals is employed to explore how parametric uncertainties impact the ROC curve. In particular, we show that parametric uncertainties in the mean signal and noise power substantially raise the tails of the distributions; since receiver operation with a very low probability of false alarm and a high probability of detection is normally desired, these tails lead to severely degraded performance. Because full a priori knowledge of such parametric uncertainties is rarely available in practice, analyses must typically be based on a finite sample of environmental states, which only partially characterize the range of parameter variations. We show how this effect can lead to misleading assessments of system performance. For the cases considered, approximately 64 or more statistically independent samples of the uncertain parameters are needed to accurately predict the probabilities of detection and false alarm. A connection is also described between selection of suitable distributions for the uncertain parameters, and Bayesian adaptive methods for inferring the parameters.

Occurrence and distribution of contaminants in bottom sediment and water of the Barron River Canal, Big Cypress National Preserve, Florida

USGS Publications Warehouse

Miller, Ronald L.; McPherson, Benjamin F.

2001-01-01

Trace elements and organic contaminants in bottom-sediment samples collected from 10 sites on the Barron River Canal and from one site on the Turner River in October 1998 had patterns of distribution that indicated different sources. At some sites on the Barron River Canal, lead, copper, and zinc, normalized to aluminum, exceeded limits normally considered as background and may be enriched by human activities. Polynuclear aromatic hydrocarbons and p-cresol, normalized against organic carbon, had patterns of distribution that indicated local sources of input from a road or vehicular traffic or from an old creosote wood treatment facility. Phthalate esters and the traces elements arsenic, cadmium, and zinc were more widely distributed with the highest normalized concentrations occurring at the Turner River background site, probably due to the high percentage of fine sediment (74% less than 63 micrometers) and high organic carbon concentration (42%) at that site and the binding effect of organic carbon on trace elements and trace organic compounds. Low concentrations of pesticides or pesticide degradation products were detected in bottom sediment (DDD and DDE, each less than 3.5 µg/kg) and water (9 pesticides, each less than 0.06 µ/L), primarily in the northern reach of the Barron River Canal where agriculture is a likely source. Although a few contaminants approached criteria that would indicate adverse effects on aquatic life, none exceeded the criteria, but the potential synergistic effects of mixtures of contaminants found at most sites are not included in the criteria.

Description of atomic burials in compact globular proteins by Fermi-Dirac probability distributions.

PubMed

Gomes, Antonio L C; de Rezende, Júlia R; Pereira de Araújo, Antônio F; Shakhnovich, Eugene I

2007-02-01

We perform a statistical analysis of atomic distributions as a function of the distance R from the molecular geometrical center in a nonredundant set of compact globular proteins. The number of atoms increases quadratically for small R, indicating a constant average density inside the core, reaches a maximum at a size-dependent distance R(max), and falls rapidly for larger R. The empirical curves turn out to be consistent with the volume increase of spherical concentric solid shells and a Fermi-Dirac distribution in which the distance R plays the role of an effective atomic energy epsilon(R) = R. The effective chemical potential mu governing the distribution increases with the number of residues, reflecting the size of the protein globule, while the temperature parameter beta decreases. Interestingly, betamu is not as strongly dependent on protein size and appears to be tuned to maintain approximately half of the atoms in the high density interior and the other half in the exterior region of rapidly decreasing density. A normalized size-independent distribution was obtained for the atomic probability as a function of the reduced distance, r = R/R(g), where R(g) is the radius of gyration. The global normalized Fermi distribution, F(r), can be reasonably decomposed in Fermi-like subdistributions for different atomic types tau, F(tau)(r), with Sigma(tau)F(tau)(r) = F(r), which depend on two additional parameters mu(tau) and h(tau). The chemical potential mu(tau) affects a scaling prefactor and depends on the overall frequency of the corresponding atomic type, while the maximum position of the subdistribution is determined by h(tau), which appears in a type-dependent atomic effective energy, epsilon(tau)(r) = h(tau)r, and is strongly correlated to available hydrophobicity scales. Better adjustments are obtained when the effective energy is not assumed to be necessarily linear, or epsilon(tau)*(r) = h(tau)*r(alpha,), in which case a correlation with hydrophobicity scales is found for the product alpha(tau)h(tau)*. These results indicate that compact globular proteins are consistent with a thermodynamic system governed by hydrophobic-like energy functions, with reduced distances from the geometrical center, reflecting atomic burials, and provide a conceptual framework for the eventual prediction from sequence of a few parameters from which whole atomic probability distributions and potentials of mean force can be reconstructed. Copyright 2006 Wiley-Liss, Inc.

Automatically-generated rectal dose constraints in intensity-modulated radiation therapy for prostate cancer

NASA Astrophysics Data System (ADS)

Hwang, Taejin; Kim, Yong Nam; Kim, Soo Kon; Kang, Sei-Kwon; Cheong, Kwang-Ho; Park, Soah; Yoon, Jai-Woong; Han, Taejin; Kim, Haeyoung; Lee, Meyeon; Kim, Kyoung-Joo; Bae, Hoonsik; Suh, Tae-Suk

2015-06-01

The dose constraint during prostate intensity-modulated radiation therapy (IMRT) optimization should be patient-specific for better rectum sparing. The aims of this study are to suggest a novel method for automatically generating a patient-specific dose constraint by using an experience-based dose volume histogram (DVH) of the rectum and to evaluate the potential of such a dose constraint qualitatively. The normal tissue complication probabilities (NTCPs) of the rectum with respect to V %ratio in our study were divided into three groups, where V %ratio was defined as the percent ratio of the rectal volume overlapping the planning target volume (PTV) to the rectal volume: (1) the rectal NTCPs in the previous study (clinical data), (2) those statistically generated by using the standard normal distribution (calculated data), and (3) those generated by combining the calculated data and the clinical data (mixed data). In the calculated data, a random number whose mean value was on the fitted curve described in the clinical data and whose standard deviation was 1% was generated by using the `randn' function in the MATLAB program and was used. For each group, we validated whether the probability density function (PDF) of the rectal NTCP could be automatically generated with the density estimation method by using a Gaussian kernel. The results revealed that the rectal NTCP probability increased in proportion to V %ratio , that the predictive rectal NTCP was patient-specific, and that the starting point of IMRT optimization for the given patient might be different. The PDF of the rectal NTCP was obtained automatically for each group except that the smoothness of the probability distribution increased with increasing number of data and with increasing window width. We showed that during the prostate IMRT optimization, the patient-specific dose constraints could be automatically generated and that our method could reduce the IMRT optimization time as well as maintain the IMRT plan quality.

Soccer Matches as Experiments - How Often Does the 'Best' Team Win?

NASA Technical Reports Server (NTRS)

Skinner, Gerald K.; Freeman, G. H.

2009-01-01

Models in which the number of goals scored by a team in a soccer match follow a Poisson distribution or a closely related one, have been widely discussed. We here consider a soccer match as an experiment to assess which of two teams is superior and examine the probability that the outcome of the experiment (match) truly represents the relative abilities of the two teams. Given a final score it is possible by using a Bayesian approach to quantify the probability that it was or was not the case that the best team won. For typical scores, the probability of a misleading result is significant. Modifying the rules of the game to increase thc typical number of goals scored would improve the situation, but a level of confidence that would normally be regarded as satisfactory could not be obtained unless the character of the game were radically changed.

Are Soccer Matches Badly Designed Experiments?

NASA Technical Reports Server (NTRS)

Skinner, G. K.; Freeman, G. H.

2008-01-01

Models in which the number of goals scored by a team in a soccer match follow a Poisson distribution, or a closely related one. have been widely discussed. We here consider a soccer match as an experiment to assess which of two teams is superior and examine the probability that the outcome of the experiment (match) truly represents the relative abilities of the two teams. Given a final score it is possible by using a Bayesian approach to quantify the probability that it was or was not the case that 'the best team won'. For typical scores, the probability of a misleading result is significant. Modifying the rules of the game to increase the typical number of goals scored would improve the situation, but a level of confidence that would normally be regarded as satisfactory could not be obtained unless the character of the game were radically changed.

Employing Sensitivity Derivatives for Robust Optimization under Uncertainty in CFD

NASA Technical Reports Server (NTRS)

Newman, Perry A.; Putko, Michele M.; Taylor, Arthur C., III

2004-01-01

A robust optimization is demonstrated on a two-dimensional inviscid airfoil problem in subsonic flow. Given uncertainties in statistically independent, random, normally distributed flow parameters (input variables), an approximate first-order statistical moment method is employed to represent the Computational Fluid Dynamics (CFD) code outputs as expected values with variances. These output quantities are used to form the objective function and constraints. The constraints are cast in probabilistic terms; that is, the probability that a constraint is satisfied is greater than or equal to some desired target probability. Gradient-based robust optimization of this stochastic problem is accomplished through use of both first and second-order sensitivity derivatives. For each robust optimization, the effect of increasing both input standard deviations and target probability of constraint satisfaction are demonstrated. This method provides a means for incorporating uncertainty when considering small deviations from input mean values.

Quantifying nonstationary radioactivity concentration fluctuations near Chernobyl: A complete statistical description

NASA Astrophysics Data System (ADS)

Viswanathan, G. M.; Buldyrev, S. V.; Garger, E. K.; Kashpur, V. A.; Lucena, L. S.; Shlyakhter, A.; Stanley, H. E.; Tschiersch, J.

2000-09-01

We analyze nonstationary 137Cs atmospheric activity concentration fluctuations measured near Chernobyl after the 1986 disaster and find three new results: (i) the histogram of fluctuations is well described by a log-normal distribution; (ii) there is a pronounced spectral component with period T=1yr, and (iii) the fluctuations are long-range correlated. These findings allow us to quantify two fundamental statistical properties of the data: the probability distribution and the correlation properties of the time series. We interpret our findings as evidence that the atmospheric radionuclide resuspension processes are tightly coupled to the surrounding ecosystems and to large time scale weather patterns.

Analysis of domestic refrigerator temperatures and home storage time distributions for shelf-life studies and food safety risk assessment.

PubMed

Roccato, Anna; Uyttendaele, Mieke; Membré, Jeanne-Marie

2017-06-01

In the framework of food safety, when mimicking the consumer phase, the storage time and temperature used are mainly considered as single point estimates instead of probability distributions. This singlepoint approach does not take into account the variability within a population and could lead to an overestimation of the parameters. Therefore, the aim of this study was to analyse data on domestic refrigerator temperatures and storage times of chilled food in European countries in order to draw general rules which could be used either in shelf-life testing or risk assessment. In relation to domestic refrigerator temperatures, 15 studies provided pertinent data. Twelve studies presented normal distributions, according to the authors or from the data fitted into distributions. Analysis of temperature distributions revealed that the countries were separated into two groups: northern European countries and southern European countries. The overall variability of European domestic refrigerators is described by a normal distribution: N (7.0, 2.7)°C for southern countries, and, N (6.1, 2.8)°C for the northern countries. Concerning storage times, seven papers were pertinent. Analysis indicated that the storage time was likely to end in the first days or weeks (depending on the product use-by-date) after purchase. Data fitting showed the exponential distribution was the most appropriate distribution to describe the time that food spent at consumer's place. The storage time was described by an exponential distribution corresponding to the use-by date period divided by 4. In conclusion, knowing that collecting data is time and money consuming, in the absence of data, and at least for the European market and for refrigerated products, building a domestic refrigerator temperature distribution using a Normal law and a time-to-consumption distribution using an Exponential law would be appropriate. Copyright © 2017 Elsevier Ltd. All rights reserved.

Indexing the relative abundance of age-0 white sturgeons in an impoundment of the lower Columbia River from highly skewed trawling data

USGS Publications Warehouse

Counihan, T.D.; Miller, Allen I.; Parsley, M.J.

1999-01-01

The development of recruitment monitoring programs for age-0 white sturgeons Acipenser transmontanus is complicated by the statistical properties of catch-per-unit-effort (CPUE) data. We found that age-0 CPUE distributions from bottom trawl surveys violated assumptions of statistical procedures based on normal probability theory. Further, no single data transformation uniformly satisfied these assumptions because CPUE distribution properties varied with the sample mean (??(CPUE)). Given these analytic problems, we propose that an additional index of age-0 white sturgeon relative abundance, the proportion of positive tows (Ep), be used to estimate sample sizes before conducting age-0 recruitment surveys and to evaluate statistical hypothesis tests comparing the relative abundance of age-0 white sturgeons among years. Monte Carlo simulations indicated that Ep was consistently more precise than ??(CPUE), and because Ep is binomially rather than normally distributed, surveys can be planned and analyzed without violating the assumptions of procedures based on normal probability theory. However, we show that Ep may underestimate changes in relative abundance at high levels and confound our ability to quantify responses to management actions if relative abundance is consistently high. If data suggest that most samples will contain age-0 white sturgeons, estimators of relative abundance other than Ep should be considered. Because Ep may also obscure correlations to climatic and hydrologic variables if high abundance levels are present in time series data, we recommend ??(CPUE) be used to describe relations to environmental variables. The use of both Ep and ??(CPUE) will facilitate the evaluation of hypothesis tests comparing relative abundance levels and correlations to variables affecting age-0 recruitment. Estimated sample sizes for surveys should therefore be based on detecting predetermined differences in Ep, but data necessary to calculate ??(CPUE) should also be collected.

Effect of Aerosol Variation on Radiance in the Earth's Atmosphere-Ocean System.

PubMed

Plass, G N; Kattawar, G W

1972-07-01

The reflected and transmitted radiance is calculated for a realistic model of the atmosphere-ocean system. Multiple scattering to all orders as well as anisotropic scattering from aerosols are taken into account by a Monte Carlo technique. The probability for reflection or refraction at the ocean surface is calculated for each photon. Scattering and absorption by water molecules (Rayleigh) and by hydrosols (Mie) are taken into account within the ocean. The radiance is calculated for a normal aerosol distribution as well as for a three and ten times normal distribution. Calculations are also made for an aerosol layer near the earth as well as for one in the stratosphere. The upward radiance at the top of the atmosphere depends strongly on the total number of aerosols but not on their spatial distribution. Variations in the ozone amount also have little effect on the upward radiance. The calculations are made at the following wavelengths: 0.7 micro, 0.9 micro, 1.67 micro. The radiance above and below the ocean surface as well as the flux at various levels are also discussed.

Gluten-containing grains skew gluten assessment in oats due to sample grind non-homogeneity.

PubMed

Fritz, Ronald D; Chen, Yumin; Contreras, Veronica

2017-02-01

Oats are easily contaminated with gluten-rich kernels of wheat, rye and barley. These contaminants are like gluten 'pills', shown here to skew gluten analysis results. Using R-Biopharm R5 ELISA, we quantified gluten in gluten-free oatmeal servings from an in-market survey. For samples with a 5-20ppm reading on a first test, replicate analyses provided results ranging <5ppm to >160ppm. This suggests sample grinding may inadequately disperse gluten to allow a single accurate gluten assessment. To ascertain this, and characterize the distribution of 0.25-g gluten test results for kernel contaminated oats, twelve 50g samples of pure oats, each spiked with a wheat kernel, showed that 0.25g test results followed log-normal-like distributions. With this, we estimate probabilities of mis-assessment for a 'single measure/sample' relative to the <20ppm regulatory threshold, and derive an equation relating the probability of mis-assessment to sample average gluten content. Copyright © 2016 Elsevier Ltd. All rights reserved.

Statistical analysis of PM₁₀ concentrations at different locations in Malaysia.

PubMed

Sansuddin, Nurulilyana; Ramli, Nor Azam; Yahaya, Ahmad Shukri; Yusof, Noor Faizah Fitri Md; Ghazali, Nurul Adyani; Madhoun, Wesam Ahmed Al

2011-09-01

Malaysia has experienced several haze events since the 1980s as a consequence of the transboundary movement of air pollutants emitted from forest fires and open burning activities. Hazy episodes can result from local activities and be categorized as "localized haze". General probability distributions (i.e., gamma and log-normal) were chosen to analyze the PM(10) concentrations data at two different types of locations in Malaysia: industrial (Johor Bahru and Nilai) and residential (Kota Kinabalu and Kuantan). These areas were chosen based on their frequently high PM(10) concentration readings. The best models representing the areas were chosen based on their performance indicator values. The best distributions provided the probability of exceedances and the return period between the actual and predicted concentrations based on the threshold limit given by the Malaysian Ambient Air Quality Guidelines (24-h average of 150 μg/m(3)) for PM(10) concentrations. The short-term prediction for PM(10) exceedances in 14 days was obtained using the autoregressive model.

Computing approximate random Delta v magnitude probability densities. [for spacecraft trajectory correction

NASA Technical Reports Server (NTRS)

Chadwick, C.

1984-01-01

This paper describes the development and use of an algorithm to compute approximate statistics of the magnitude of a single random trajectory correction maneuver (TCM) Delta v vector. The TCM Delta v vector is modeled as a three component Cartesian vector each of whose components is a random variable having a normal (Gaussian) distribution with zero mean and possibly unequal standard deviations. The algorithm uses these standard deviations as input to produce approximations to (1) the mean and standard deviation of the magnitude of Delta v, (2) points of the probability density function of the magnitude of Delta v, and (3) points of the cumulative and inverse cumulative distribution functions of Delta v. The approximates are based on Monte Carlo techniques developed in a previous paper by the author and extended here. The algorithm described is expected to be useful in both pre-flight planning and in-flight analysis of maneuver propellant requirements for space missions.

Biological monitoring of environmental quality: The use of developmental instability

USGS Publications Warehouse

Freeman, D.C.; Emlen, J.M.; Graham, J.H.; Hough, R. A.; Bannon, T.A.

1994-01-01

Distributed robustness is thought to influence the buffering of random phenotypic variation through the scale-free topology of gene regulatory, metabolic, and protein-protein interaction networks. If this hypothesis is true, then the phenotypic response to the perturbation of particular nodes in such a network should be proportional to the number of links those nodes make with neighboring nodes. This suggests a probability distribution approximating an inverse power-law of random phenotypic variation. Zero phenotypic variation, however, is impossible, because random molecular and cellular processes are essential to normal development. Consequently, a more realistic distribution should have a y-intercept close to zero in the lower tail, a mode greater than zero, and a long (fat) upper tail. The double Pareto-lognormal (DPLN) distribution is an ideal candidate distribution. It consists of a mixture of a lognormal body and upper and lower power-law tails.

Does the central limit theorem always apply to phase noise? Some implications for radar problems

NASA Astrophysics Data System (ADS)

Gray, John E.; Addison, Stephen R.

2017-05-01

The phase noise problem or Rayleigh problem occurs in all aspects of radar. It is an effect that a radar engineer or physicist always has to take into account as part of a design or in attempt to characterize the physics of a problem such as reverberation. Normally, the mathematical difficulties of phase noise characterization are avoided by assuming the phase noise probability distribution function (PDF) is uniformly distributed, and the Central Limit Theorem (CLT) is invoked to argue that the superposition of relatively few random components obey the CLT and hence the superposition can be treated as a normal distribution. By formalizing the characterization of phase noise (see Gray and Alouani) for an individual random variable, the summation of identically distributed random variables is the product of multiple characteristic functions (CF). The product of the CFs for phase noise has a CF that can be analyzed to understand the limitations CLT when applied to phase noise. We mirror Kolmogorov's original proof as discussed in Papoulis to show the CLT can break down for receivers that gather limited amounts of data as well as the circumstances under which it can fail for certain phase noise distributions. We then discuss the consequences of this for matched filter design as well the implications for some physics problems.

Simple reaction time in 8-9-year old children environmentally exposed to PCBs.

PubMed

Šovčíková, Eva; Wimmerová, Soňa; Strémy, Maximilián; Kotianová, Janette; Loffredo, Christopher A; Murínová, Ľubica Palkovičová; Chovancová, Jana; Čonka, Kamil; Lancz, Kinga; Trnovec, Tomáš

2015-12-01

Simple reaction time (SRT) has been studied in children exposed to polychlorinated biphenyls (PCBs), with variable results. In the current work we examined SRT in 146 boys and 161 girls, aged 8.53 ± 0.65 years (mean ± SD), exposed to PCBs in the environment of eastern Slovakia. We divided the children into tertiles with regard to increasing PCB serum concentration. The mean ± SEM serum concentration of the sum of 15 PCB congeners was 191.15 ± 5.39, 419.23 ± 8.47, and 1315.12 ± 92.57 ng/g lipids in children of the first, second, and third tertiles, respectively. We created probability distribution plots for each child from their multiple trials of the SRT testing. We fitted response time distributions from all valid trials with the ex-Gaussian function, a convolution of a normal and an additional exponential function, providing estimates of three independent parameters μ, σ, and τ. μ is the mean of the normal component, σ is the standard deviation of the normal component, and τ is the mean of the exponential component. Group response time distributions were calculated using the Vincent averaging technique. A Q-Q plot comparing probability distribution of the first vs. third tertile indicated that deviation of the quantiles of the latter tertile from those of the former begins at the 40th percentile and does not show a positive acceleration. This was confirmed in comparison of the ex-Gaussian parameters of these two tertiles adjusted for sex, age, Raven IQ of the child, mother's and father's education, behavior at home and school, and BMI: the results showed that the parameters μ and τ significantly (p ≤ 0.05) increased with PCB exposure. Similar increases of the ex-Gaussian parameter τ in children suffering from ADHD have been previously reported and interpreted as intermittent attentional lapses, but were not seen in our cohort. Our study has confirmed that environmental exposure of children to PCBs is associated with prolongation of simple reaction time reflecting impairment of cognitive functions. Copyright © 2015 Elsevier Inc. All rights reserved.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tucker, Susan L.; Liu, H. Helen; Wang, Shulian

Purpose: The aim of this study was to investigate the effect of radiation dose distribution in the lung on the risk of postoperative pulmonary complications among esophageal cancer patients. Methods and Materials: We analyzed data from 110 patients with esophageal cancer treated with concurrent chemoradiotherapy followed by surgery at our institution from 1998 to 2003. The endpoint for analysis was postsurgical pneumonia or acute respiratory distress syndrome. Dose-volume histograms (DVHs) and dose-mass histograms (DMHs) for the whole lung were used to fit normal-tissue complication probability (NTCP) models, and the quality of fits were compared using bootstrap analysis. Results: Normal-tissue complicationmore » probability modeling identified that the risk of postoperative pulmonary complications was most significantly associated with small absolute volumes of lung spared from doses {>=}5 Gy (VS5), that is, exposed to doses <5 Gy. However, bootstrap analysis found no significant difference between the quality of this model and fits based on other dosimetric parameters, including mean lung dose, effective dose, and relative volume of lung receiving {>=}5 Gy, probably because of correlations among these factors. The choice of DVH vs. DMH or the use of fractionation correction did not significantly affect the results of the NTCP modeling. The parameter values estimated for the Lyman NTCP model were as follows (with 95% confidence intervals in parentheses): n = 1.85 (0.04, {infinity}), m = 0.55 (0.22, 1.02), and D {sub 5} = 17.5 Gy (9.4 Gy, 102 Gy). Conclusions: In this cohort of esophageal cancer patients, several dosimetric parameters including mean lung dose, effective dose, and absolute volume of lung receiving <5 Gy provided similar descriptions of the risk of postoperative pulmonary complications as a function of Radiation dose distribution in the lung.« less

Probability density functions for use when calculating standardised drought indices

NASA Astrophysics Data System (ADS)

Svensson, Cecilia; Prosdocimi, Ilaria; Hannaford, Jamie

2015-04-01

Time series of drought indices like the standardised precipitation index (SPI) and standardised flow index (SFI) require a statistical probability density function to be fitted to the observed (generally monthly) precipitation and river flow data. Once fitted, the quantiles are transformed to a Normal distribution with mean = 0 and standard deviation = 1. These transformed data are the SPI/SFI, which are widely used in drought studies, including for drought monitoring and early warning applications. Different distributions were fitted to rainfall and river flow data accumulated over 1, 3, 6 and 12 months for 121 catchments in the United Kingdom. These catchments represent a range of catchment characteristics in a mid-latitude climate. Both rainfall and river flow data have a lower bound at 0, as rains and flows cannot be negative. Their empirical distributions also tend to have positive skewness, and therefore the Gamma distribution has often been a natural and suitable choice for describing the data statistically. However, after transformation of the data to Normal distributions to obtain the SPIs and SFIs for the 121 catchments, the distributions are rejected in 11% and 19% of cases, respectively, by the Shapiro-Wilk test. Three-parameter distributions traditionally used in hydrological applications, such as the Pearson type 3 for rainfall and the Generalised Logistic and Generalised Extreme Value distributions for river flow, tend to make the transformed data fit better, with rejection rates of 5% or less. However, none of these three-parameter distributions have a lower bound at zero. This means that the lower tail of the fitted distribution may potentially go below zero, which would result in a lower limit to the calculated SPI and SFI values (as observations can never reach into this lower tail of the theoretical distribution). The Tweedie distribution can overcome the problems found when using either the Gamma or the above three-parameter distributions. The Tweedie is a three-parameter distribution which includes the Gamma distribution as a special case. It is bounded below at zero and has enough flexibility to fit most behaviours observed in the data. It does not always outperform the three-parameter distributions, but the rejection rates are similar. In addition, for certain parameter values the Tweedie distribution has a positive mass at zero, which means that ephemeral streams and months with zero rainfall can be modelled. It holds potential for wider application in drought studies in other climates and types of catchment.

Ground winds and winds aloft for Edwards AFB, California (1978 revision)

NASA Technical Reports Server (NTRS)

Johnson, D. L.; Brown, S. C.

1978-01-01

Ground level runway wind statistics for the Edwards AFB, California area are presented. Crosswind, headwind, tailwind, and headwind reversal percentage frequencies are given with respect to month and hour for the two major Edwards AFB runways. Also presented are Edwards AFB bivariate normal wind statistics for a 90 degree flight azimuth for altitudes 0 through 27 km. Wind probability distributions and statistics for any rotation of axes can be computed from the five given parameters.

Mixture EMOS model for calibrating ensemble forecasts of wind speed.

PubMed

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.

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.

Evaluation of statistical treatments of left-censored environmental data using coincident uncensored data sets. II. Group comparisons

USGS Publications Warehouse

Antweiler, Ronald C.

2015-01-01

The main classes of statistical treatments that have been used to determine if two groups of censored environmental data arise from the same distribution are substitution methods, maximum likelihood (MLE) techniques, and nonparametric methods. These treatments along with using all instrument-generated data (IN), even those less than the detection limit, were evaluated by examining 550 data sets in which the true values of the censored data were known, and therefore “true” probabilities could be calculated and used as a yardstick for comparison. It was found that technique “quality” was strongly dependent on the degree of censoring present in the groups. For low degrees of censoring (<25% in each group), the Generalized Wilcoxon (GW) technique and substitution of √2/2 times the detection limit gave overall the best results. For moderate degrees of censoring, MLE worked best, but only if the distribution could be estimated to be normal or log-normal prior to its application; otherwise, GW was a suitable alternative. For higher degrees of censoring (each group >40% censoring), no technique provided reliable estimates of the true probability. Group size did not appear to influence the quality of the result, and no technique appeared to become better or worse than other techniques relative to group size. Finally, IN appeared to do very well relative to the other techniques regardless of censoring or group size.

The Statistical Fermi Paradox

NASA Astrophysics Data System (ADS)

Maccone, C.

In this paper is provided the statistical generalization of the Fermi paradox. The statistics of habitable planets may be based on a set of ten (and possibly more) astrobiological requirements first pointed out by Stephen H. Dole in his book Habitable planets for man (1964). The statistical generalization of the original and by now too simplistic Dole equation is provided by replacing a product of ten positive numbers by the product of ten positive random variables. This is denoted the SEH, an acronym standing for “Statistical Equation for Habitables”. The proof in this paper is based on the Central Limit Theorem (CLT) of Statistics, stating that the sum of any number of independent random variables, each of which may be ARBITRARILY distributed, approaches a Gaussian (i.e. normal) random variable (Lyapunov form of the CLT). It is then shown that: 1. The new random variable NHab, yielding the number of habitables (i.e. habitable planets) in the Galaxy, follows the log- normal distribution. By construction, the mean value of this log-normal distribution is the total number of habitable planets as given by the statistical Dole equation. 2. The ten (or more) astrobiological factors are now positive random variables. The probability distribution of each random variable may be arbitrary. The CLT in the so-called Lyapunov or Lindeberg forms (that both do not assume the factors to be identically distributed) allows for that. In other words, the CLT "translates" into the SEH by allowing an arbitrary probability distribution for each factor. This is both astrobiologically realistic and useful for any further investigations. 3. By applying the SEH it is shown that the (average) distance between any two nearby habitable planets in the Galaxy may be shown to be inversely proportional to the cubic root of NHab. This distance is denoted by new random variable D. The relevant probability density function is derived, which was named the "Maccone distribution" by Paul Davies in 2008. 4. A practical example is then given of how the SEH works numerically. Each of the ten random variables is uniformly distributed around its own mean value as given by Dole (1964) and a standard deviation of 10% is assumed. The conclusion is that the average number of habitable planets in the Galaxy should be around 100 million ±200 million, and the average distance in between any two nearby habitable planets should be about 88 light years ±40 light years. 5. The SEH results are matched against the results of the Statistical Drake Equation from reference 4. As expected, the number of currently communicating ET civilizations in the Galaxy turns out to be much smaller than the number of habitable planets (about 10,000 against 100 million, i.e. one ET civilization out of 10,000 habitable planets). The average distance between any two nearby habitable planets is much smaller that the average distance between any two neighbouring ET civilizations: 88 light years vs. 2000 light years, respectively. This means an ET average distance about 20 times higher than the average distance between any pair of adjacent habitable planets. 6. Finally, a statistical model of the Fermi Paradox is derived by applying the above results to the coral expansion model of Galactic colonization. The symbolic manipulator "Macsyma" is used to solve these difficult equations. A new random variable Tcol, representing the time needed to colonize a new planet is introduced, which follows the lognormal distribution, Then the new quotient random variable Tcol/D is studied and its probability density function is derived by Macsyma. Finally a linear transformation of random variables yields the overall time TGalaxy needed to colonize the whole Galaxy. We believe that our mathematical work in deriving this STATISTICAL Fermi Paradox is highly innovative and fruitful for the future.

On the origin of heavy-tail statistics in equations of the Nonlinear Schrödinger type

NASA Astrophysics Data System (ADS)

Onorato, Miguel; Proment, Davide; El, Gennady; Randoux, Stephane; Suret, Pierre

2016-09-01

We study the formation of extreme events in incoherent systems described by the Nonlinear Schrödinger type of equations. We consider an exact identity that relates the evolution of the normalized fourth-order moment of the probability density function of the wave envelope to the rate of change of the width of the Fourier spectrum of the wave field. We show that, given an initial condition characterized by some distribution of the wave envelope, an increase of the spectral bandwidth in the focusing/defocusing regime leads to an increase/decrease of the probability of formation of rogue waves. Extensive numerical simulations in 1D+1 and 2D+1 are also performed to confirm the results.

Robust optimization based upon statistical theory.

PubMed

Sobotta, B; Söhn, M; Alber, M

2010-08-01

Organ movement is still the biggest challenge in cancer treatment despite advances in online imaging. Due to the resulting geometric uncertainties, the delivered dose cannot be predicted precisely at treatment planning time. Consequently, all associated dose metrics (e.g., EUD and maxDose) are random variables with a patient-specific probability distribution. The method that the authors propose makes these distributions the basis of the optimization and evaluation process. The authors start from a model of motion derived from patient-specific imaging. On a multitude of geometry instances sampled from this model, a dose metric is evaluated. The resulting pdf of this dose metric is termed outcome distribution. The approach optimizes the shape of the outcome distribution based on its mean and variance. This is in contrast to the conventional optimization of a nominal value (e.g., PTV EUD) computed on a single geometry instance. The mean and variance allow for an estimate of the expected treatment outcome along with the residual uncertainty. Besides being applicable to the target, the proposed method also seamlessly includes the organs at risk (OARs). The likelihood that a given value of a metric is reached in the treatment is predicted quantitatively. This information reveals potential hazards that may occur during the course of the treatment, thus helping the expert to find the right balance between the risk of insufficient normal tissue sparing and the risk of insufficient tumor control. By feeding this information to the optimizer, outcome distributions can be obtained where the probability of exceeding a given OAR maximum and that of falling short of a given target goal can be minimized simultaneously. The method is applicable to any source of residual motion uncertainty in treatment delivery. Any model that quantifies organ movement and deformation in terms of probability distributions can be used as basis for the algorithm. Thus, it can generate dose distributions that are robust against interfraction and intrafraction motion alike, effectively removing the need for indiscriminate safety margins.

Errors in the estimation of the variance: implications for multiple-probability fluctuation analysis.

PubMed

Saviane, Chiara; Silver, R Angus

2006-06-15

Synapses play a crucial role in information processing in the brain. Amplitude fluctuations of synaptic responses can be used to extract information about the mechanisms underlying synaptic transmission and its modulation. In particular, multiple-probability fluctuation analysis can be used to estimate the number of functional release sites, the mean probability of release and the amplitude of the mean quantal response from fits of the relationship between the variance and mean amplitude of postsynaptic responses, recorded at different probabilities. To determine these quantal parameters, calculate their uncertainties and the goodness-of-fit of the model, it is important to weight the contribution of each data point in the fitting procedure. We therefore investigated the errors associated with measuring the variance by determining the best estimators of the variance of the variance and have used simulations of synaptic transmission to test their accuracy and reliability under different experimental conditions. For central synapses, which generally have a low number of release sites, the amplitude distribution of synaptic responses is not normal, thus the use of a theoretical variance of the variance based on the normal assumption is not a good approximation. However, appropriate estimators can be derived for the population and for limited sample sizes using a more general expression that involves higher moments and introducing unbiased estimators based on the h-statistics. Our results are likely to be relevant for various applications of fluctuation analysis when few channels or release sites are present.

Conditional probability distribution function of "energy transfer rate" (PDF(ɛ|PVI)) as compared with its counterpart of temperature (PDF(T|PVI)) at the same condition of fluctuation

NASA Astrophysics Data System (ADS)

He, Jiansen; Wang, Yin; Pei, Zhongtian; Zhang, Lei; Tu, Chuanyi

2017-04-01

Energy transfer rate of turbulence is not uniform everywhere but suggested to follow a certain distribution, e.g., lognormal distribution (Kolmogorov 1962). The inhomogeneous transfer rate leads to emergence of intermittency, which may be identified with some parameter, e.g., normalized partial variance increments (PVI) (Greco et al., 2009). Large PVI of magnetic field fluctuations are found to have a temperature distribution with the median and mean values higher than that for small PVI level (Osman et al., 2012). However, there is a large proportion of overlap between temperature distributions associated with the smaller and larger PVIs. So it is recognized that only PVI cannot fully determine the temperature, since the one-to-one mapping relationship does not exist. One may be curious about the reason responsible for the considerable overlap of conditional temperature distribution for different levels of PVI. Usually the hotter plasma with higher temperature is speculated to be heated more with more dissipation of turbulence energy corresponding to more energy cascading rate, if the temperature fluctuation of the eigen wave mode is not taken into account. To explore the statistical relationship between turbulence cascading and plasma thermal state, we aim to study and reveal, for the first time, the conditional probability function of "energy transfer rate" under different levels of PVI condition (PDF(ɛ|PVI)), and compare it with the conditional probability function of temperature. The conditional probability distribution function, PDF(ɛ|PVI), is derived from PDF(PVI|ɛ)·PDF(ɛ)/PDF(PVI) according to the Bayesian theorem. PDF(PVI) can be obtained directly from the data. PDF(ɛ) is derived from the conjugate-gradient inversion of PDF(PVI) by assuming reasonably that PDF(δB|σ) is a Gaussian distribution, where PVI=|δB|/ σ and σ ( ɛι)1/3. PDF(ɛ) can also be acquired from fitting PDF(δB) with an integral function ∫PDF(δB|σ)PDF(σ)d σ. As a result, PDF(ɛ|PVI) is found to shift to higher median value of ɛ with increasing PVI but with a significant overlap of PDFs for different PVIs. Therefore, PDF(ɛ|PVI) is similar to PDF(T|PVI) in the sense of slow migration along with increasing PVI. The detailed comparison between these two conditional PDFs are also performed.

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.

Optimized lower leg injury probability curves from post-mortem human subject tests under axial impacts

PubMed Central

Yoganandan, Narayan; Arun, Mike W.J.; Pintar, Frank A.; Szabo, Aniko

2015-01-01

Objective Derive optimum injury probability curves to describe human tolerance of the lower leg using parametric survival analysis. Methods The study re-examined lower leg PMHS data from a large group of specimens. Briefly, axial loading experiments were conducted by impacting the plantar surface of the foot. Both injury and non-injury tests were included in the testing process. They were identified by pre- and posttest radiographic images and detailed dissection following the impact test. Fractures included injuries to the calcaneus and distal tibia-fibula complex (including pylon), representing severities at the Abbreviated Injury Score (AIS) level 2+. For the statistical analysis, peak force was chosen as the main explanatory variable and the age was chosen as the co-variable. Censoring statuses depended on experimental outcomes. Parameters from the parametric survival analysis were estimated using the maximum likelihood approach and the dfbetas statistic was used to identify overly influential samples. The best fit from the Weibull, log-normal and log-logistic distributions was based on the Akaike Information Criterion. Plus and minus 95% confidence intervals were obtained for the optimum injury probability distribution. The relative sizes of the interval were determined at predetermined risk levels. Quality indices were described at each of the selected probability levels. Results The mean age, stature and weight: 58.2 ± 15.1 years, 1.74 ± 0.08 m and 74.9 ± 13.8 kg. Excluding all overly influential tests resulted in the tightest confidence intervals. The Weibull distribution was the most optimum function compared to the other two distributions. A majority of quality indices were in the good category for this optimum distribution when results were extracted for 25-, 45- and 65-year-old at five, 25 and 50% risk levels age groups for lower leg fracture. For 25, 45 and 65 years, peak forces were 8.1, 6.5, and 5.1 kN at 5% risk; 9.6, 7.7, and 6.1 kN at 25% risk; and 10.4, 8.3, and 6.6 kN at 50% risk, respectively. Conclusions This study derived axial loading-induced injury risk curves based on survival analysis using peak force and specimen age; adopting different censoring schemes; considering overly influential samples in the analysis; and assessing the quality of the distribution at discrete probability levels. Because procedures used in the present survival analysis are accepted by international automotive communities, current optimum human injury probability distributions can be used at all risk levels with more confidence in future crashworthiness applications for automotive and other disciplines. PMID:25307381

Tips and Tricks for Successful Application of Statistical Methods to Biological Data.

PubMed

Schlenker, Evelyn

2016-01-01

This chapter discusses experimental design and use of statistics to describe characteristics of data (descriptive statistics) and inferential statistics that test the hypothesis posed by the investigator. Inferential statistics, based on probability distributions, depend upon the type and distribution of the data. For data that are continuous, randomly and independently selected, as well as normally distributed more powerful parametric tests such as Student's t test and analysis of variance (ANOVA) can be used. For non-normally distributed or skewed data, transformation of the data (using logarithms) may normalize the data allowing use of parametric tests. Alternatively, with skewed data nonparametric tests can be utilized, some of which rely on data that are ranked prior to statistical analysis. Experimental designs and analyses need to balance between committing type 1 errors (false positives) and type 2 errors (false negatives). For a variety of clinical studies that determine risk or benefit, relative risk ratios (random clinical trials and cohort studies) or odds ratios (case-control studies) are utilized. Although both use 2 × 2 tables, their premise and calculations differ. Finally, special statistical methods are applied to microarray and proteomics data, since the large number of genes or proteins evaluated increase the likelihood of false discoveries. Additional studies in separate samples are used to verify microarray and proteomic data. Examples in this chapter and references are available to help continued investigation of experimental designs and appropriate data analysis.

Financial derivative pricing under probability operator via Esscher transfomation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Achi, Godswill U., E-mail: achigods@yahoo.com

2014-10-24

The problem of pricing contingent claims has been extensively studied for non-Gaussian models, and in particular, Black- Scholes formula has been derived for the NIG asset pricing model. This approach was first developed in insurance pricing{sup 9} where the original distortion function was defined in terms of the normal distribution. This approach was later studied6 where they compared the standard Black-Scholes contingent pricing and distortion based contingent pricing. So, in this paper, we aim at using distortion operators by Cauchy distribution under a simple transformation to price contingent claim. We also show that we can recuperate the Black-Sholes formula usingmore » the distribution. Similarly, in a financial market in which the asset price represented by a stochastic differential equation with respect to Brownian Motion, the price mechanism based on characteristic Esscher measure can generate approximate arbitrage free financial derivative prices. The price representation derived involves probability Esscher measure and Esscher Martingale measure and under a new complex valued measure φ (u) evaluated at the characteristic exponents φ{sub x}(u) of X{sub t} we recuperate the Black-Scholes formula for financial derivative prices.« less

Statistics of Optical Coherence Tomography Data From Human Retina

PubMed Central

de Juan, Joaquín; Ferrone, Claudia; Giannini, Daniela; Huang, David; Koch, Giorgio; Russo, Valentina; Tan, Ou; Bruni, Carlo

2010-01-01

Optical coherence tomography (OCT) has recently become one of the primary methods for noninvasive probing of the human retina. The pseudoimage formed by OCT (the so-called B-scan) varies probabilistically across pixels due to complexities in the measurement technique. Hence, sensitive automatic procedures of diagnosis using OCT may exploit statistical analysis of the spatial distribution of reflectance. In this paper, we perform a statistical study of retinal OCT data. We find that the stretched exponential probability density function can model well the distribution of intensities in OCT pseudoimages. Moreover, we show a small, but significant correlation between neighbor pixels when measuring OCT intensities with pixels of about 5 µm. We then develop a simple joint probability model for the OCT data consistent with known retinal features. This model fits well the stretched exponential distribution of intensities and their spatial correlation. In normal retinas, fit parameters of this model are relatively constant along retinal layers, but varies across layers. However, in retinas with diabetic retinopathy, large spikes of parameter modulation interrupt the constancy within layers, exactly where pathologies are visible. We argue that these results give hope for improvement in statistical pathology-detection methods even when the disease is in its early stages. PMID:20304733

Mean Excess Function as a method of identifying sub-exponential tails: Application to extreme daily rainfall

NASA Astrophysics Data System (ADS)

Nerantzaki, Sofia; Papalexiou, Simon Michael

2017-04-01

Identifying precisely the distribution tail of a geophysical variable is tough, or, even impossible. First, the tail is the part of the distribution for which we have the less empirical information available; second, a universally accepted definition of tail does not and cannot exist; and third, a tail may change over time due to long-term changes. Unfortunately, the tail is the most important part of the distribution as it dictates the estimates of exceedance probabilities or return periods. Fortunately, based on their tail behavior, probability distributions can be generally categorized into two major families, i.e., sub-exponentials (heavy-tailed) and hyper-exponentials (light-tailed). This study aims to update the Mean Excess Function (MEF), providing a useful tool in order to asses which type of tail better describes empirical data. The MEF is based on the mean value of a variable over a threshold and results in a zero slope regression line when applied for the Exponential distribution. Here, we construct slope confidence intervals for the Exponential distribution as functions of sample size. The validation of the method using Monte Carlo techniques on four theoretical distributions covering major tail cases (Pareto type II, Log-normal, Weibull and Gamma) revealed that it performs well especially for large samples. Finally, the method is used to investigate the behavior of daily rainfall extremes; thousands of rainfall records were examined, from all over the world and with sample size over 100 years, revealing that heavy-tailed distributions can describe more accurately rainfall extremes.

A reevaluaion of data on atmospheric turbulence and airplane gust loads for application in spectral calculations

NASA Technical Reports Server (NTRS)

Press, Harry; Meadows, May T; Hadlock, Ivan

1956-01-01

The available information on the spectrum of atmospheric turbulence is first briefly reviewed. On the basis of these results, methods are developed for the conversion of available gust statistics normally given in terms of counts of gusts or acceleration peaks into a form appropriate for use in spectral calculations. The fundamental quantity for this purpose appears to be the probability distribution of the root-mean-square gust velocity. Estimates of this distribution are derived from data for a number of load histories of transport operations; also, estimates of the variation of this distribution with altitude and weather condition are derived from available data and the method of applying these results to the calculation of airplane gust-response histories in operations is also outlined. (author)

Use of weather data and remote sensing to predict the geographic and seasonal distribution of Phlebotomus papatasi in southwest Asia.

PubMed

Cross, E R; Newcomb, W W; Tucker, C J

1996-05-01

Sandfly fever and leishmaniasis were major causes of infectious disease morbidity among military personnel deployed to the Middle East during World War II. Recently, leishmaniasis has been reported in the United Nations Multinational Forces and Observers in the Sinai. Despite these indications of endemicity, no cases of sandfly fever and only 31 cases of leishmaniasis have been identified among U.S. veterans of the Persian Gulf War. The distribution in the Persian Gulf of the vector, Phlebotomus papatasi, is thought to be highly dependent on environmental conditions, especially temperature and relative humidity. A computer model was developed using the occurrence of P. papatasi as the dependent variable and weather data as the independent variables. The results of this model indicated that the greatest sand fly activity and thus the highest risk of sandfly fever and leishmania infections occurred during the spring/summer months before U.S. troops were deployed to the Persian Gulf. Because the weather model produced probability of occurrence information for locations of the weather stations only, normalized difference vegetation index (NDVI) levels from remotely sensed Advanced Very High Resolution Radiometer satellites were determined for each weather station. From the results of the frequency of NDVI levels by probability of occurrence, the range of NDVI levels for presence of the vector was determined. The computer then identified all pixels within the NDVI range indicated and produced a computer-generated map of the probable distribution of P. papatasi. The resulting map expanded the analysis to areas where there were no weather stations and from which no information was reported in the literature, identifying these areas as having either a high or low probability of vector occurrence.

Wave-height hazard analysis in Eastern Coast of Spain - Bayesian approach using generalized Pareto distribution

NASA Astrophysics Data System (ADS)

Egozcue, J. J.; Pawlowsky-Glahn, V.; Ortego, M. I.

2005-03-01

Standard practice of wave-height hazard analysis often pays little attention to the uncertainty of assessed return periods and occurrence probabilities. This fact favors the opinion that, when large events happen, the hazard assessment should change accordingly. However, uncertainty of the hazard estimates is normally able to hide the effect of those large events. This is illustrated using data from the Mediterranean coast of Spain, where the last years have been extremely disastrous. Thus, it is possible to compare the hazard assessment based on data previous to those years with the analysis including them. With our approach, no significant change is detected when the statistical uncertainty is taken into account. The hazard analysis is carried out with a standard model. Time-occurrence of events is assumed Poisson distributed. The wave-height of each event is modelled as a random variable which upper tail follows a Generalized Pareto Distribution (GPD). Moreover, wave-heights are assumed independent from event to event and also independent of their occurrence in time. A threshold for excesses is assessed empirically. The other three parameters (Poisson rate, shape and scale parameters of GPD) are jointly estimated using Bayes' theorem. Prior distribution accounts for physical features of ocean waves in the Mediterranean sea and experience with these phenomena. Posterior distribution of the parameters allows to obtain posterior distributions of other derived parameters like occurrence probabilities and return periods. Predictives are also available. Computations are carried out using the program BGPE v2.0.

THE DEPENDENCE OF PRESTELLAR CORE MASS DISTRIBUTIONS ON THE STRUCTURE OF THE PARENTAL CLOUD

DOE Office of Scientific and Technical Information (OSTI.GOV)

Parravano, Antonio; Sanchez, Nestor; Alfaro, Emilio J.

2012-08-01

The mass distribution of prestellar cores is obtained for clouds with arbitrary internal mass distributions using a selection criterion based on the thermal and turbulent Jeans mass and applied hierarchically from small to large scales. We have checked this methodology by comparing our results for a log-normal density probability distribution function with the theoretical core mass function (CMF) derived by Hennebelle and Chabrier, namely a power law at large scales and a log-normal cutoff at low scales, but our method can be applied to any mass distributions representing a star-forming cloud. This methodology enables us to connect the parental cloudmore » structure with the mass distribution of the cores and their spatial distribution, providing an efficient tool for investigating the physical properties of the molecular clouds that give rise to the prestellar core distributions observed. Simulated fractional Brownian motion (fBm) clouds with the Hurst exponent close to the value H = 1/3 give the best agreement with the theoretical CMF derived by Hennebelle and Chabrier and Chabrier's system initial mass function. Likewise, the spatial distribution of the cores derived from our methodology shows a surface density of companions compatible with those observed in Trapezium and Ophiucus star-forming regions. This method also allows us to analyze the properties of the mass distribution of cores for different realizations. We found that the variations in the number of cores formed in different realizations of fBm clouds (with the same Hurst exponent) are much larger than the expected root N statistical fluctuations, increasing with H.« less

The Dependence of Prestellar Core Mass Distributions on the Structure of the Parental Cloud

NASA Astrophysics Data System (ADS)

Parravano, Antonio; Sánchez, Néstor; Alfaro, Emilio J.

2012-08-01

The mass distribution of prestellar cores is obtained for clouds with arbitrary internal mass distributions using a selection criterion based on the thermal and turbulent Jeans mass and applied hierarchically from small to large scales. We have checked this methodology by comparing our results for a log-normal density probability distribution function with the theoretical core mass function (CMF) derived by Hennebelle & Chabrier, namely a power law at large scales and a log-normal cutoff at low scales, but our method can be applied to any mass distributions representing a star-forming cloud. This methodology enables us to connect the parental cloud structure with the mass distribution of the cores and their spatial distribution, providing an efficient tool for investigating the physical properties of the molecular clouds that give rise to the prestellar core distributions observed. Simulated fractional Brownian motion (fBm) clouds with the Hurst exponent close to the value H = 1/3 give the best agreement with the theoretical CMF derived by Hennebelle & Chabrier and Chabrier's system initial mass function. Likewise, the spatial distribution of the cores derived from our methodology shows a surface density of companions compatible with those observed in Trapezium and Ophiucus star-forming regions. This method also allows us to analyze the properties of the mass distribution of cores for different realizations. We found that the variations in the number of cores formed in different realizations of fBm clouds (with the same Hurst exponent) are much larger than the expected root {\\cal N} statistical fluctuations, increasing with H.

Photon event distribution sampling: an image formation technique for scanning microscopes that permits tracking of sub-diffraction particles with high spatial and temporal resolutions.

PubMed

Larkin, J D; Publicover, N G; Sutko, J L

2011-01-01

In photon event distribution sampling, an image formation technique for scanning microscopes, the maximum likelihood position of origin of each detected photon is acquired as a data set rather than binning photons in pixels. Subsequently, an intensity-related probability density function describing the uncertainty associated with the photon position measurement is applied to each position and individual photon intensity distributions are summed to form an image. Compared to pixel-based images, photon event distribution sampling images exhibit increased signal-to-noise and comparable spatial resolution. Photon event distribution sampling is superior to pixel-based image formation in recognizing the presence of structured (non-random) photon distributions at low photon counts and permits use of non-raster scanning patterns. A photon event distribution sampling based method for localizing single particles derived from a multi-variate normal distribution is more precise than statistical (Gaussian) fitting to pixel-based images. Using the multi-variate normal distribution method, non-raster scanning and a typical confocal microscope, localizations with 8 nm precision were achieved at 10 ms sampling rates with acquisition of ~200 photons per frame. Single nanometre precision was obtained with a greater number of photons per frame. In summary, photon event distribution sampling provides an efficient way to form images when low numbers of photons are involved and permits particle tracking with confocal point-scanning microscopes with nanometre precision deep within specimens. © 2010 The Authors Journal of Microscopy © 2010 The Royal Microscopical Society.

Irradiation of the inguinal lymph nodes in patients of differing body habitus: a comparison of techniques and resulting normal tissue complication probabilities.

PubMed

Brown, Paul D; Kline, Robert W; Petersen, Ivy A; Haddock, Michael G

2004-01-01

The treatment of the inguinal lymph nodes with radiotherapy is strongly influenced by the body habitus of the patient. The effect of 7 radiotherapy techniques on femoral head doses was studied. Three female patients of differing body habitus (ectomorph, mesomorph, endomorph) were selected. Radiation fields included the pelvis and contiguous inguinal regions and were representative of fields used in the treatment of cancers of the lower pelvis. Seven treatment techniques were compared. In the ectomorph and mesomorph, normal tissue complication probability (NTCP) for the femoral heads was lowest with use of anteroposterior (AP) and modified posteroanterior (PA) field with inguinal electron field supplements (technique 1). In the endomorph, NTCP was lowest with use of AP and modified PA field without electron field supplements (technique 2) or a 4-field approach (technique 6). Technique 1 for ectomorphs and mesomorphs and techniques 2 and 6 for endomorphs were optimal techniques for providing relatively homogeneous dose distributions within the target area while minimizing the dose to the femoral heads.

Estimation in a discrete tail rate family of recapture sampling models

NASA Technical Reports Server (NTRS)

Gupta, Rajan; Lee, Larry D.

1990-01-01

In the context of recapture sampling design for debugging experiments the problem of estimating the error or hitting rate of the faults remaining in a system is considered. Moment estimators are derived for a family of models in which the rate parameters are assumed proportional to the tail probabilities of a discrete distribution on the positive integers. The estimators are shown to be asymptotically normal and fully efficient. Their fixed sample properties are compared, through simulation, with those of the conditional maximum likelihood estimators.

Cumulative detection probabilities and range accuracy of a pulsed Geiger-mode avalanche photodiode laser ranging system

NASA Astrophysics Data System (ADS)

Luo, Hanjun; Ouyang, Zhengbiao; Liu, Qiang; Chen, Zhiliang; Lu, Hualan

2017-10-01

Cumulative pulses detection with appropriate cumulative pulses number and threshold has the ability to improve the detection performance of the pulsed laser ranging system with GM-APD. In this paper, based on Poisson statistics and multi-pulses cumulative process, the cumulative detection probabilities and their influence factors are investigated. With the normalized probability distribution of each time bin, the theoretical model of the range accuracy and precision is established, and the factors limiting the range accuracy and precision are discussed. The results show that the cumulative pulses detection can produce higher target detection probability and lower false alarm probability. However, for a heavy noise level and extremely weak echo intensity, the false alarm suppression performance of the cumulative pulses detection deteriorates quickly. The range accuracy and precision is another important parameter evaluating the detection performance, the echo intensity and pulse width are main influence factors on the range accuracy and precision, and higher range accuracy and precision is acquired with stronger echo intensity and narrower echo pulse width, for 5-ns echo pulse width, when the echo intensity is larger than 10, the range accuracy and precision lower than 7.5 cm can be achieved.

A robust method to forecast volcanic ash clouds

USGS Publications Warehouse

Denlinger, Roger P.; Pavolonis, Mike; Sieglaff, Justin

2012-01-01

Ash clouds emanating from volcanic eruption columns often form trails of ash extending thousands of kilometers through the Earth's atmosphere, disrupting air traffic and posing a significant hazard to air travel. To mitigate such hazards, the community charged with reducing flight risk must accurately assess risk of ash ingestion for any flight path and provide robust forecasts of volcanic ash dispersal. In response to this need, a number of different transport models have been developed for this purpose and applied to recent eruptions, providing a means to assess uncertainty in forecasts. Here we provide a framework for optimal forecasts and their uncertainties given any model and any observational data. This involves random sampling of the probability distributions of input (source) parameters to a transport model and iteratively running the model with different inputs, each time assessing the predictions that the model makes about ash dispersal by direct comparison with satellite data. The results of these comparisons are embodied in a likelihood function whose maximum corresponds to the minimum misfit between model output and observations. Bayes theorem is then used to determine a normalized posterior probability distribution and from that a forecast of future uncertainty in ash dispersal. The nature of ash clouds in heterogeneous wind fields creates a strong maximum likelihood estimate in which most of the probability is localized to narrow ranges of model source parameters. This property is used here to accelerate probability assessment, producing a method to rapidly generate a prediction of future ash concentrations and their distribution based upon assimilation of satellite data as well as model and data uncertainties. Applying this method to the recent eruption of Eyjafjallajökull in Iceland, we show that the 3 and 6 h forecasts of ash cloud location probability encompassed the location of observed satellite-determined ash cloud loads, providing an efficient means to assess all of the hazards associated with these ash clouds.

Statistical analysis of CSP plants by simulating extensive meteorological series

NASA Astrophysics Data System (ADS)

Pavón, Manuel; Fernández, Carlos M.; Silva, Manuel; Moreno, Sara; Guisado, María V.; Bernardos, Ana

2017-06-01

The feasibility analysis of any power plant project needs the estimation of the amount of energy it will be able to deliver to the grid during its lifetime. To achieve this, its feasibility study requires a precise knowledge of the solar resource over a long term period. In Concentrating Solar Power projects (CSP), financing institutions typically requires several statistical probability of exceedance scenarios of the expected electric energy output. Currently, the industry assumes a correlation between probabilities of exceedance of annual Direct Normal Irradiance (DNI) and energy yield. In this work, this assumption is tested by the simulation of the energy yield of CSP plants using as input a 34-year series of measured meteorological parameters and solar irradiance. The results of this work show that, even if some correspondence between the probabilities of exceedance of annual DNI values and energy yields is found, the intra-annual distribution of DNI may significantly affect this correlation. This result highlights the need of standardized procedures for the elaboration of representative DNI time series representative of a given probability of exceedance of annual DNI.

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.

The applicability of ordinary least squares to consistently short distances between taxa in phylogenetic tree construction and the normal distribution test consequences.

PubMed

Roux, C Z

2009-05-01

Short phylogenetic distances between taxa occur, for example, in studies on ribosomal RNA-genes with slow substitution rates. For consistently short distances, it is proved that in the completely singular limit of the covariance matrix ordinary least squares (OLS) estimates are minimum variance or best linear unbiased (BLU) estimates of phylogenetic tree branch lengths. Although OLS estimates are in this situation equal to generalized least squares (GLS) estimates, the GLS chi-square likelihood ratio test will be inapplicable as it is associated with zero degrees of freedom. Consequently, an OLS normal distribution test or an analogous bootstrap approach will provide optimal branch length tests of significance for consistently short phylogenetic distances. As the asymptotic covariances between branch lengths will be equal to zero, it follows that the product rule can be used in tree evaluation to calculate an approximate simultaneous confidence probability that all interior branches are positive.

Maxwell and the normal distribution: A colored story of probability, independence, and tendency toward equilibrium

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.

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.

Importance of vesicle release stochasticity in neuro-spike communication.

PubMed

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.

Estimation of the incubation period of invasive aspergillosis by survival models in acute myeloid leukemia patients.

PubMed

Bénet, Thomas; Voirin, Nicolas; Nicolle, Marie-Christine; Picot, Stephane; Michallet, Mauricette; Vanhems, Philippe

2013-02-01

The duration of the incubation of invasive aspergillosis (IA) remains unknown. The objective of this investigation was to estimate the time interval between aplasia onset and that of IA symptoms in acute myeloid leukemia (AML) patients. A single-centre prospective survey (2004-2009) included all patients with AML and probable/proven IA. Parametric survival models were fitted to the distribution of the time intervals between aplasia onset and IA. Overall, 53 patients had IA after aplasia, with the median observed time interval between the two being 15 days. Based on log-normal distribution, the median estimated IA incubation period was 14.6 days (95% CI; 12.8-16.5 days).

Metocean design parameter estimation for fixed platform based on copula functions

NASA Astrophysics Data System (ADS)

Zhai, Jinjin; Yin, Qilin; Dong, Sheng

2017-08-01

Considering the dependent relationship among wave height, wind speed, and current velocity, we construct novel trivariate joint probability distributions via Archimedean copula functions. Total 30-year data of wave height, wind speed, and current velocity in the Bohai Sea are hindcast and sampled for case study. Four kinds of distributions, namely, Gumbel distribution, lognormal distribution, Weibull distribution, and Pearson Type III distribution, are candidate models for marginal distributions of wave height, wind speed, and current velocity. The Pearson Type III distribution is selected as the optimal model. Bivariate and trivariate probability distributions of these environmental conditions are established based on four bivariate and trivariate Archimedean copulas, namely, Clayton, Frank, Gumbel-Hougaard, and Ali-Mikhail-Haq copulas. These joint probability models can maximize marginal information and the dependence among the three variables. The design return values of these three variables can be obtained by three methods: univariate probability, conditional probability, and joint probability. The joint return periods of different load combinations are estimated by the proposed models. Platform responses (including base shear, overturning moment, and deck displacement) are further calculated. For the same return period, the design values of wave height, wind speed, and current velocity obtained by the conditional and joint probability models are much smaller than those by univariate probability. Considering the dependence among variables, the multivariate probability distributions provide close design parameters to actual sea state for ocean platform design.

Models of multidimensional discrete distribution of probabilities of random variables in information systems

NASA Astrophysics Data System (ADS)

Gromov, Yu Yu; Minin, Yu V.; Ivanova, O. G.; Morozova, O. N.

2018-03-01

Multidimensional discrete distributions of probabilities of independent random values were received. Their one-dimensional distribution is widely used in probability theory. Producing functions of those multidimensional distributions were also received.

Statistics of partially-polarized fields: beyond the Stokes vector and coherence matrix

NASA Astrophysics Data System (ADS)

Charnotskii, Mikhail

2017-08-01

Traditionally, the partially-polarized light is characterized by the four Stokes parameters. Equivalent description is also provided by correlation tensor of the optical field. These statistics specify only the second moments of the complex amplitudes of the narrow-band two-dimensional electric field of the optical wave. Electric field vector of the random quasi monochromatic wave is a nonstationary oscillating two-dimensional real random variable. We introduce a novel statistical description of these partially polarized waves: the Period-Averaged Probability Density Function (PA-PDF) of the field. PA-PDF contains more information on the polarization state of the field than the Stokes vector. In particular, in addition to the conventional distinction between the polarized and depolarized components of the field PA-PDF allows to separate the coherent and fluctuating components of the field. We present several model examples of the fields with identical Stokes vectors and very distinct shapes of PA-PDF. In the simplest case of the nonstationary, oscillating normal 2-D probability distribution of the real electrical field and stationary 4-D probability distribution of the complex amplitudes, the newly-introduced PA-PDF is determined by 13 parameters that include the first moments and covariance matrix of the quadrature components of the oscillating vector field.

Deep Learning Role in Early Diagnosis of Prostate Cancer

PubMed Central

Reda, Islam; Khalil, Ashraf; Elmogy, Mohammed; Abou El-Fetouh, Ahmed; Shalaby, Ahmed; Abou El-Ghar, Mohamed; Elmaghraby, Adel; Ghazal, Mohammed; El-Baz, Ayman

2018-01-01

The objective of this work is to develop a computer-aided diagnostic system for early diagnosis of prostate cancer. The presented system integrates both clinical biomarkers (prostate-specific antigen) and extracted features from diffusion-weighted magnetic resonance imaging collected at multiple b values. The presented system performs 3 major processing steps. First, prostate delineation using a hybrid approach that combines a level-set model with nonnegative matrix factorization. Second, estimation and normalization of diffusion parameters, which are the apparent diffusion coefficients of the delineated prostate volumes at different b values followed by refinement of those apparent diffusion coefficients using a generalized Gaussian Markov random field model. Then, construction of the cumulative distribution functions of the processed apparent diffusion coefficients at multiple b values. In parallel, a K-nearest neighbor classifier is employed to transform the prostate-specific antigen results into diagnostic probabilities. Finally, those prostate-specific antigen–based probabilities are integrated with the initial diagnostic probabilities obtained using stacked nonnegativity constraint sparse autoencoders that employ apparent diffusion coefficient–cumulative distribution functions for better diagnostic accuracy. Experiments conducted on 18 diffusion-weighted magnetic resonance imaging data sets achieved 94.4% diagnosis accuracy (sensitivity = 88.9% and specificity = 100%), which indicate the promising results of the presented computer-aided diagnostic system. PMID:29804518

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.

Spatiotemporal stick-slip phenomena in a coupled continuum-granular system

NASA Astrophysics Data System (ADS)

Ecke, Robert

In sheared granular media, stick-slip behavior is ubiquitous, especially at very small shear rates and weak drive coupling. The resulting slips are characteristic of natural phenomena such as earthquakes and well as being a delicate probe of the collective dynamics of the granular system. In that spirit, we developed a laboratory experiment consisting of sheared elastic plates separated by a narrow gap filled with quasi-two-dimensional granular material (bi-dispersed nylon rods) . We directly determine the spatial and temporal distributions of strain displacements of the elastic continuum over 200 spatial points located adjacent to the gap. Slip events can be divided into large system-spanning events and spatially distributed smaller events. The small events have a probability distribution of event moment consistent with an M - 3 / 2 power law scaling and a Poisson distributed recurrence time distribution. Large events have a broad, log-normal moment distribution and a mean repetition time. As the applied normal force increases, there are fractionally more (less) large (small) events, and the large-event moment distribution broadens. The magnitude of the slip motion of the plates is well correlated with the root-mean-square displacements of the granular matter. Our results are consistent with mean field descriptions of statistical models of earthquakes and avalanches. We further explore the high-speed dynamics of system events and also discuss the effective granular friction of the sheared layer. We find that large events result from stored elastic energy in the plates in this coupled granular-continuum system.

A Bayesian Surrogate for Regional Skew in Flood Frequency Analysis

NASA Astrophysics Data System (ADS)

Kuczera, George

1983-06-01

The problem of how to best utilize site and regional flood data to infer the shape parameter of a flood distribution is considered. One approach to this problem is given in Bulletin 17B of the U.S. Water Resources Council (1981) for the log-Pearson distribution. Here a lesser known distribution is considered, namely, the power normal which fits flood data as well as the log-Pearson and has a shape parameter denoted by λ derived from a Box-Cox power transformation. The problem of regionalizing λ is considered from an empirical Bayes perspective where site and regional flood data are used to infer λ. The distortive effects of spatial correlation and heterogeneity of site sampling variance of λ are explicitly studied with spatial correlation being found to be of secondary importance. The end product of this analysis is the posterior distribution of the power normal parameters expressing, in probabilistic terms, what is known about the parameters given site flood data and regional information on λ. This distribution can be used to provide the designer with several types of information. The posterior distribution of the T-year flood is derived. The effect of nonlinearity in λ on inference is illustrated. Because uncertainty in λ is explicitly allowed for, the understatement in confidence limits due to fixing λ (analogous to fixing log skew) is avoided. Finally, it is shown how to obtain the marginal flood distribution which can be used to select a design flood with specified exceedance probability.

Statistics for nuclear engineers and scientists. Part 1. Basic statistical inference

DOE Office of Scientific and Technical Information (OSTI.GOV)

Beggs, W.J.

1981-02-01

This report is intended for the use of engineers and scientists working in the nuclear industry, especially at the Bettis Atomic Power Laboratory. It serves as the basis for several Bettis in-house statistics courses. The objectives of the report are to introduce the reader to the language and concepts of statistics and to provide a basic set of techniques to apply to problems of the collection and analysis of data. Part 1 covers subjects of basic inference. The subjects include: descriptive statistics; probability; simple inference for normally distributed populations, and for non-normal populations as well; comparison of two populations; themore » analysis of variance; quality control procedures; and linear regression analysis.« less

More on approximations of Poisson probabilities

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kao, C

1980-05-01

Calculation of Poisson probabilities frequently involves calculating high factorials, which becomes tedious and time-consuming with regular calculators. The usual way to overcome this difficulty has been to find approximations by making use of the table of the standard normal distribution. A new transformation proposed by Kao in 1978 appears to perform better for this purpose than traditional transformations. In the present paper several approximation methods are stated and compared numerically, including an approximation method that utilizes a modified version of Kao's transformation. An approximation based on a power transformation was found to outperform those based on the square-root type transformationsmore » as proposed in literature. The traditional Wilson-Hilferty approximation and Makabe-Morimura approximation are extremely poor compared with this approximation. 4 tables. (RWR)« less

Statistical tests for whether a given set of independent, identically distributed draws comes from a specified probability density.

PubMed

Tygert, Mark

2010-09-21

We discuss several tests for determining whether a given set of independent and identically distributed (i.i.d.) draws does not come from a specified probability density function. The most commonly used are Kolmogorov-Smirnov tests, particularly Kuiper's variant, which focus on discrepancies between the cumulative distribution function for the specified probability density and the empirical cumulative distribution function for the given set of i.i.d. draws. Unfortunately, variations in the probability density function often get smoothed over in the cumulative distribution function, making it difficult to detect discrepancies in regions where the probability density is small in comparison with its values in surrounding regions. We discuss tests without this deficiency, complementing the classical methods. The tests of the present paper are based on the plain fact that it is unlikely to draw a random number whose probability is small, provided that the draw is taken from the same distribution used in calculating the probability (thus, if we draw a random number whose probability is small, then we can be confident that we did not draw the number from the same distribution used in calculating the probability).

A Bayesian Method for Identifying Contaminated Detectors in Low-Level Alpha Spectrometers

DOE Office of Scientific and Technical Information (OSTI.GOV)

Maclellan, Jay A.; Strom, Daniel J.; Joyce, Kevin E.

2011-11-02

Analyses used for radiobioassay and other radiochemical tests are normally designed to meet specified quality objectives, such relative bias, precision, and minimum detectable activity (MDA). In the case of radiobioassay analyses for alpha emitting radionuclides, a major determiner of the process MDA is the instrument background. Alpha spectrometry detectors are often restricted to only a few counts over multi-day periods in order to meet required MDAs for nuclides such as plutonium-239 and americium-241. A detector background criterion is often set empirically based on experience, or frequentist or classical statistics are applied to the calculated background count necessary to meet amore » required MDA. An acceptance criterion for the detector background is set at the multiple of the estimated background standard deviation above the assumed mean that provides an acceptably small probability of observation if the mean and standard deviation estimate are correct. The major problem with this method is that the observed background counts used to estimate the mean, and thereby the standard deviation when a Poisson distribution is assumed, are often in the range of zero to three counts. At those expected count levels it is impossible to obtain a good estimate of the true mean from a single measurement. As an alternative, Bayesian statistical methods allow calculation of the expected detector background count distribution based on historical counts from new, uncontaminated detectors. This distribution can then be used to identify detectors showing an increased probability of contamination. The effect of varying the assumed range of background counts (i.e., the prior probability distribution) from new, uncontaminated detectors will be is discussed.« less

Intra-Individual Response Variability Assessed by Ex-Gaussian Analysis may be a New Endophenotype for Attention-Deficit/Hyperactivity Disorder.

PubMed

Henríquez-Henríquez, Marcela Patricia; Billeke, Pablo; Henríquez, Hugo; Zamorano, Francisco Javier; Rothhammer, Francisco; Aboitiz, Francisco

2014-01-01

Intra-individual variability of response times (RTisv) is considered as potential endophenotype for attentional deficit/hyperactivity disorder (ADHD). Traditional methods for estimating RTisv lose information regarding response times (RTs) distribution along the task, with eventual effects on statistical power. Ex-Gaussian analysis captures the dynamic nature of RTisv, estimating normal and exponential components for RT distribution, with specific phenomenological correlates. Here, we applied ex-Gaussian analysis to explore whether intra-individual variability of RTs agrees with criteria proposed by Gottesman and Gould for endophenotypes. Specifically, we evaluated if normal and/or exponential components of RTs may (a) present the stair-like distribution expected for endophenotypes (ADHD > siblings > typically developing children (TD) without familiar history of ADHD) and (b) represent a phenotypic correlate for previously described genetic risk variants. This is a pilot study including 55 subjects (20 ADHD-discordant sibling-pairs and 15 TD children), all aged between 8 and 13 years. Participants resolved a visual Go/Nogo with 10% Nogo probability. Ex-Gaussian distributions were fitted to individual RT data and compared among the three samples. In order to test whether intra-individual variability may represent a correlate for previously described genetic risk variants, VNTRs at DRD4 and SLC6A3 were identified in all sibling-pairs following standard protocols. Groups were compared adjusting independent general linear models for the exponential and normal components from the ex-Gaussian analysis. Identified trends were confirmed by the non-parametric Jonckheere-Terpstra test. Stair-like distributions were observed for μ (p = 0.036) and σ (p = 0.009). An additional "DRD4-genotype" × "clinical status" interaction was present for τ (p = 0.014) reflecting a possible severity factor. Thus, normal and exponential RTisv components are suitable as ADHD endophenotypes.

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

Multivariable normal tissue complication probability model-based treatment plan optimization for grade 2-4 dysphagia and tube feeding dependence in head and neck radiotherapy.

PubMed

Kierkels, Roel G J; Wopken, Kim; Visser, Ruurd; Korevaar, Erik W; van der Schaaf, Arjen; Bijl, Hendrik P; Langendijk, Johannes A

2016-12-01

Radiotherapy of the head and neck is challenged by the relatively large number of organs-at-risk close to the tumor. Biologically-oriented objective functions (OF) could optimally distribute the dose among the organs-at-risk. We aimed to explore OFs based on multivariable normal tissue complication probability (NTCP) models for grade 2-4 dysphagia (DYS) and tube feeding dependence (TFD). One hundred head and neck cancer patients were studied. Additional to the clinical plan, two more plans (an OF DYS and OF TFD -plan) were optimized per patient. The NTCP models included up to four dose-volume parameters and other non-dosimetric factors. A fully automatic plan optimization framework was used to optimize the OF NTCP -based plans. All OF NTCP -based plans were reviewed and classified as clinically acceptable. On average, the Δdose and ΔNTCP were small comparing the OF DYS -plan, OF TFD -plan, and clinical plan. For 5% of patients NTCP TFD reduced >5% using OF TFD -based planning compared to the OF DYS -plans. Plan optimization using NTCP DYS - and NTCP TFD -based objective functions resulted in clinically acceptable plans. For patients with considerable risk factors of TFD, the OF TFD steered the optimizer to dose distributions which directly led to slightly lower predicted NTCP TFD values as compared to the other studied plans. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

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.

Investigation of the relation between the return periods of major drought characteristics using copula functions

NASA Astrophysics Data System (ADS)

Hüsami Afşar, Mehdi; Unal Şorman, Ali; Tugrul Yilmaz, Mustafa

2016-04-01

Different drought characteristics (e.g. duration, average severity, and average areal extent) often have monotonic relation that increased magnitude of one often follows a similar increase in the magnitude of the other drought characteristic. Hence it is viable to establish a relationship between different drought characteristics with the goal of predicting one using other ones. Copula functions that relate different variables using their joint and conditional cumulative probability distributions are often used to statistically model the drought characteristics. In this study bivariate and trivariate joint probabilities of these characteristics are obtained over Ankara (Turkey) between 1960 and 2013. Copula-based return period estimation of drought characteristics of duration, average severity, and average areal extent show joint probabilities of these characteristics can be satisfactorily achieved. Among different copula families investigated in this study, elliptical family (i.e. including normal and t-student copula functions) resulted in the lowest root mean square error. "This study was supported by TUBITAK fund #114Y676)."

The New Challenges of China's South to North Water Diversion Project

NASA Astrophysics Data System (ADS)

Liu, X.

2017-12-01

Water shortage has restricted the economic and social development of Beijing during recent years. The central route of China's South to North Water Diversion Project is planned to divert water from the Danjiangkou Reservoir to Beijing. Currently, the main local surface water source for Beijing is the Miyun Reservoir. We found that annual runoffs in both of the Danjiangkou Reservoir Basin and Miyun Reservoir Basin decreased significantly from 1956 to 2015. The decrease in runoff represents a decrease in available water resources. We classified each year between 1956 and 2015 as either a wet, normal or dry year based on the Pearson-III probability distribution of annual runoff. The probability of a simultaneous dry year in the two basins was about 8.8% during 1956 to 1989, while it increased to 33.7% during 1990 to 2015. The increase in probability of a simultaneous dry year could threaten the success of the water diversion project. We suggest that urgent adaptive measures are implemented in advance to face this challenge.

Preliminary analysis of hot spot factors in an advanced reactor for space electric power systems

NASA Technical Reports Server (NTRS)

Lustig, P. H.; Holms, A. G.; Davison, H. W.

1973-01-01

The maximum fuel pin temperature for nominal operation in an advanced power reactor is 1370 K. Because of possible nitrogen embrittlement of the clad, the fuel temperature was limited to 1622 K. Assuming simultaneous occurrence of the most adverse conditions a deterministic analysis gave a maximum fuel temperature of 1610 K. A statistical analysis, using a synthesized estimate of the standard deviation for the highest fuel pin temperature, showed probabilities of 0.015 of that pin exceeding the temperature limit by the distribution free Chebyshev inequality and virtually nil assuming a normal distribution. The latter assumption gives a 1463 K maximum temperature at 3 standard deviations, the usually assumed cutoff. Further, the distribution and standard deviation of the fuel-clad gap are the most significant contributions to the uncertainty in the fuel temperature.

Herd behaviors in the stock and foreign exchange markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Yoon, Seong-Min; Kim, Yup

2004-10-01

The herd behavior of returns for the won-dollar exchange rate and the Korean stock price index (KOSPI) is analyzed in Korean financial markets. It is reported that the probability distribution P( R) of returns R for three types of herding parameter satisfies the power-law behavior P( R)≃ R- β with the exponents β=2.2 (the won-dollar exchange rate) and 2.4 (the KOSPI). When the herding parameter h satisfies h⩾2.33, the crash regime in which P( R) increases with the increasing R appears. The active state of the transaction exists to decrease for h>2.33. Especially, we find that the distribution of normalized returns shows a crossover to a Gaussian distribution when the time step Δ t=252 is used. Our results will also be compared to the other well-known analyses.

A study of the application of power-spectral methods of generalized harmonic analysis to gust loads on airplanes

NASA Technical Reports Server (NTRS)

Press, Harry; Mazelsky, Bernard

1954-01-01

The applicability of some results from the theory of generalized harmonic analysis (or power-spectral analysis) to the analysis of gust loads on airplanes in continuous rough air is examined. The general relations for linear systems between power spectrums of a random input disturbance and an output response are used to relate the spectrum of airplane load in rough air to the spectrum of atmospheric gust velocity. The power spectrum of loads is shown to provide a measure of the load intensity in terms of the standard deviation (root mean square) of the load distribution for an airplane in flight through continuous rough air. For the case of a load output having a normal distribution, which appears from experimental evidence to apply to homogeneous rough air, the standard deviation is shown to describe the probability distribution of loads or the proportion of total time that the load has given values. Thus, for airplane in flight through homogeneous rough air, the probability distribution of loads may be determined from a power-spectral analysis. In order to illustrate the application of power-spectral analysis to gust-load analysis and to obtain an insight into the relations between loads and airplane gust-response characteristics, two selected series of calculations are presented. The results indicate that both methods of analysis yield results that are consistent to a first approximation.

DEM simulation of flow of dumbbells on a rough inclined plane

NASA Astrophysics Data System (ADS)

Mandal, Sandip; Khakhar, Devang

2015-11-01

The rheology of non-spherical granular materials such as food grains, sugar cubes, sand, pharmaceutical pills, among others, is not understood well. We study the flow of non-spherical dumbbells of different aspect ratios on a rough inclined plane by using soft sphere DEM simulations. The dumbbells are generated by fusing two spheres together and a linear spring dashpot model along with Coulombic friction is employed to calculate inter-particle forces. At steady state, a uni-directional shear flow is obtained which allows for a detailed study of the rheology. The effect of aspect ratio and inclination angle on mean velocity, volume fraction, shear rate, shear stress, pressure and viscosity profiles is examined. The effect of aspect ratio on probability distribution of angles, made by the major axes of the dumbbells with the flow direction, average angle and order parameter is analyzed. The dense flow rheology is well explained by Bagnold's law and the constitutive laws of JFP model. The dependencies of first and second normal stress differences on aspect ratio are studied. The probability distributions of translational and rotational velocity are analyzed.

Cross-stream migration of active particles

NASA Astrophysics Data System (ADS)

Uspal, William; Katuri, Jaideep; Simmchen, Juliane; Miguel-Lopez, Albert; Sanchez, Samuel

For natural microswimmers, the interplay of swimming activity and external flow can promote robust directed motion, e.g. propulsion against (upstream rheotaxis) or perpendicular to the direction of flow. These effects are generally attributed to their complex body shapes and flagellar beat patterns. Here, using catalytic Janus particles as a model system, we report on a strong directional response that naturally emerges for spherical active particles in a channel flow. The particles align their propulsion axis to be perpendicular to both the direction of flow and the normal vector of a nearby bounding surface. We develop a deterministic theoretical model that captures this spontaneous transverse orientational order. We show how the directional response emerges from the interplay of external shear flow and swimmer/surface interactions (e.g., hydrodynamic interactions) that originate in swimming activity. Finally, adding the effect of thermal noise, we obtain probability distributions for the swimmer orientation that show good agreement with the experimental probability distributions. Our findings show that the qualitative response of microswimmers to flow is sensitive to the detailed interaction between individual microswimmers and bounding surfaces.

Modelling volatility recurrence intervals in the Chinese commodity futures market

NASA Astrophysics Data System (ADS)

Zhou, Weijie; Wang, Zhengxin; Guo, Haiming

2016-09-01

The law of extreme event occurrence attracts much research. The volatility recurrence intervals of Chinese commodity futures market prices are studied: the results show that the probability distributions of the scaled volatility recurrence intervals have a uniform scaling curve for different thresholds q. So we can deduce the probability distribution of extreme events from normal events. The tail of a scaling curve can be well fitted by a Weibull form, which is significance-tested by KS measures. Both short-term and long-term memories are present in the recurrence intervals with different thresholds q, which denotes that the recurrence intervals can be predicted. In addition, similar to volatility, volatility recurrence intervals also have clustering features. Through Monte Carlo simulation, we artificially synthesise ARMA, GARCH-class sequences similar to the original data, and find out the reason behind the clustering. The larger the parameter d of the FIGARCH model, the stronger the clustering effect is. Finally, we use the Fractionally Integrated Autoregressive Conditional Duration model (FIACD) to analyse the recurrence interval characteristics. The results indicated that the FIACD model may provide a method to analyse volatility recurrence intervals.

Remote sensing of earth terrain

NASA Technical Reports Server (NTRS)

Kong, J. A.

1988-01-01

Two monographs and 85 journal and conference papers on remote sensing of earth terrain have been published, sponsored by NASA Contract NAG5-270. A multivariate K-distribution is proposed to model the statistics of fully polarimetric data from earth terrain with polarizations HH, HV, VH, and VV. In this approach, correlated polarizations of radar signals, as characterized by a covariance matrix, are treated as the sum of N n-dimensional random vectors; N obeys the negative binomial distribution with a parameter alpha and mean bar N. Subsequently, and n-dimensional K-distribution, with either zero or non-zero mean, is developed in the limit of infinite bar N or illuminated area. The probability density function (PDF) of the K-distributed vector normalized by its Euclidean norm is independent of the parameter alpha and is the same as that derived from a zero-mean Gaussian-distributed random vector. The above model is well supported by experimental data provided by MIT Lincoln Laboratory and the Jet Propulsion Laboratory in the form of polarimetric measurements.

Selecting the right statistical model for analysis of insect count data by using information theoretic measures.

PubMed

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.

Probability estimates of seismic event occurrence compared to health hazards - Forecasting Taipei's Earthquakes

NASA Astrophysics Data System (ADS)

Fung, D. C. N.; Wang, J. P.; Chang, S. H.; Chang, S. C.

2014-12-01

Using a revised statistical model built on past seismic probability models, the probability of different magnitude earthquakes occurring within variable timespans can be estimated. The revised model is based on Poisson distribution and includes the use of best-estimate values of the probability distribution of different magnitude earthquakes recurring from a fault from literature sources. Our study aims to apply this model to the Taipei metropolitan area with a population of 7 million, which lies in the Taipei Basin and is bounded by two normal faults: the Sanchaio and Taipei faults. The Sanchaio fault is suggested to be responsible for previous large magnitude earthquakes, such as the 1694 magnitude 7 earthquake in northwestern Taipei (Cheng et. al., 2010). Based on a magnitude 7 earthquake return period of 543 years, the model predicts the occurrence of a magnitude 7 earthquake within 20 years at 1.81%, within 79 years at 6.77% and within 300 years at 21.22%. These estimates increase significantly when considering a magnitude 6 earthquake; the chance of one occurring within the next 20 years is estimated to be 3.61%, 79 years at 13.54% and 300 years at 42.45%. The 79 year period represents the average lifespan of the Taiwan population. In contrast, based on data from 2013, the probability of Taiwan residents experiencing heart disease or malignant neoplasm is 11.5% and 29%. The inference of this study is that the calculated risk that the Taipei population is at from a potentially damaging magnitude 6 or greater earthquake occurring within their lifetime is just as great as of suffering from a heart attack or other health ailments.

Ensemble learning and model averaging for material identification in hyperspectral imagery

NASA Astrophysics Data System (ADS)

Basener, William F.

2017-05-01

In this paper we present a method for identifying the material contained in a pixel or region of pixels in a hyperspectral image. An identification process can be performed on a spectrum from an image from pixels that has been pre-determined to be of interest, generally comparing the spectrum from the image to spectra in an identification library. The metric for comparison used in this paper a Bayesian probability for each material. This probability can be computed either from Bayes' theorem applied to normal distributions for each library spectrum or using model averaging. Using probabilities has the advantage that the probabilities can be summed over spectra for any material class to obtain a class probability. For example, the probability that the spectrum of interest is a fabric is equal to the sum of all probabilities for fabric spectra in the library. We can do the same to determine the probability for a specific type of fabric, or any level of specificity contained in our library. Probabilities not only tell us which material is most likely, the tell us how confident we can be in the material presence; a probability close to 1 indicates near certainty of the presence of a material in the given class, and a probability close to 0.5 indicates that we cannot know if the material is present at the given level of specificity. This is much more informative than a detection score from a target detection algorithm or a label from a classification algorithm. In this paper we present results in the form of a hierarchical tree with probabilities for each node. We use Forest Radiance imagery with 159 bands.

Using satellite remote sensing to model and map the distribution of Bicknell's thrush (Catharus bicknelli) in the White Mountains of New Hampshire

NASA Astrophysics Data System (ADS)

Hale, Stephen Roy

Landsat-7 Enhanced Thematic Mapper satellite imagery was used to model Bicknell's Thrush (Catharus bicknelli) distribution in the White Mountains of New Hampshire. The proof-of-concept was established for using satellite imagery in species-habitat modeling, where for the first time imagery spectral features were used to estimate a species-habitat model variable. The model predicted rising probabilities of thrush presence with decreasing dominant vegetation height, increasing elevation, and decreasing distance to nearest Fir Sapling cover type. To solve the model at all locations required regressor estimates at every pixel, which were not available for the dominant vegetation height and elevation variables. Topographically normalized imagery features Normalized Difference Vegetation Index and Band 1 (blue) were used to estimate dominant vegetation height using multiple linear regression; and a Digital Elevation Model was used to estimate elevation. Distance to nearest Fir Sapling cover type was obtained for each pixel from a land cover map specifically constructed for this project. The Bicknell's Thrush habitat model was derived using logistic regression, which produced the probability of detecting a singing male based on the pattern of model covariates. Model validation using Bicknell's Thrush data not used in model calibration, revealed that the model accurately estimated thrush presence at probabilities ranging from 0 to <0.40 and from 0.50 to <0.60. Probabilities from 0.40 to <0.50 and greater than 0.60 significantly underestimated and overestimated presence, respectively. Applying the model to the study area illuminated an important implication for Bicknell's Thrush conservation. The model predicted increasing numbers of presences and increasing relative density with rising elevation, with which exists a concomitant decrease in land area. Greater land area of lower density habitats may account for more total individuals and reproductive output than higher density less abundant land area. Efforts to conserve areas of highest individual density under the assumption that density reflects habitat quality could target the smallest fraction of the total population.

Alternate methods for FAAT S-curve generation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kaufman, A.M.

The FAAT (Foreign Asset Assessment Team) assessment methodology attempts to derive a probability of effect as a function of incident field strength. The probability of effect is the likelihood that the stress put on a system exceeds its strength. In the FAAT methodology, both the stress and strength are random variables whose statistical properties are estimated by experts. Each random variable has two components of uncertainty: systematic and random. The systematic uncertainty drives the confidence bounds in the FAAT assessment. Its variance can be reduced by improved information. The variance of the random uncertainty is not reducible. The FAAT methodologymore » uses an assessment code called ARES to generate probability of effect curves (S-curves) at various confidence levels. ARES assumes log normal distributions for all random variables. The S-curves themselves are log normal cumulants associated with the random portion of the uncertainty. The placement of the S-curves depends on confidence bounds. The systematic uncertainty in both stress and strength is usually described by a mode and an upper and lower variance. Such a description is not consistent with the log normal assumption of ARES and an unsatisfactory work around solution is used to obtain the required placement of the S-curves at each confidence level. We have looked into this situation and have found that significant errors are introduced by this work around. These errors are at least several dB-W/cm{sup 2} at all confidence levels, but they are especially bad in the estimate of the median. In this paper, we suggest two alternate solutions for the placement of S-curves. To compare these calculational methods, we have tabulated the common combinations of upper and lower variances and generated the relevant S-curves offsets from the mode difference of stress and strength.« less

Boundary curves of individual items in the distribution of total depressive symptom scores approximate an exponential pattern in a general population.

PubMed

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.

Boundary curves of individual items in the distribution of total depressive symptom scores approximate an exponential pattern in a general population

PubMed Central

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

Investigation of Dielectric Breakdown Characteristics for Double-break Vacuum Interrupter and Dielectric Breakdown Probability Distribution in Vacuum Interrupter

NASA Astrophysics Data System (ADS)

Shioiri, Tetsu; Asari, Naoki; Sato, Junichi; Sasage, Kosuke; Yokokura, Kunio; Homma, Mitsutaka; Suzuki, Katsumi

To investigate the reliability of equipment of vacuum insulation, a study was carried out to clarify breakdown probability distributions in vacuum gap. Further, a double-break vacuum circuit breaker was investigated for breakdown probability distribution. The test results show that the breakdown probability distribution of the vacuum gap can be represented by a Weibull distribution using a location parameter, which shows the voltage that permits a zero breakdown probability. The location parameter obtained from Weibull plot depends on electrode area. The shape parameter obtained from Weibull plot of vacuum gap was 10∼14, and is constant irrespective non-uniform field factor. The breakdown probability distribution after no-load switching can be represented by Weibull distribution using a location parameter. The shape parameter after no-load switching was 6∼8.5, and is constant, irrespective of gap length. This indicates that the scatter of breakdown voltage was increased by no-load switching. If the vacuum circuit breaker uses a double break, breakdown probability at low voltage becomes lower than single-break probability. Although potential distribution is a concern in the double-break vacuum cuicuit breaker, its insulation reliability is better than that of the single-break vacuum interrupter even if the bias of the vacuum interrupter's sharing voltage is taken into account.

The impact of sample non-normality on ANOVA and alternative methods.

PubMed

Lantz, Björn

2013-05-01

In this journal, Zimmerman (2004, 2011) has discussed preliminary tests that researchers often use to choose an appropriate method for comparing locations when the assumption of normality is doubtful. The conceptual problem with this approach is that such a two-stage process makes both the power and the significance of the entire procedure uncertain, as type I and type II errors are possible at both stages. A type I error at the first stage, for example, will obviously increase the probability of a type II error at the second stage. Based on the idea of Schmider et al. (2010), which proposes that simulated sets of sample data be ranked with respect to their degree of normality, this paper investigates the relationship between population non-normality and sample non-normality with respect to the performance of the ANOVA, Brown-Forsythe test, Welch test, and Kruskal-Wallis test when used with different distributions, sample sizes, and effect sizes. The overall conclusion is that the Kruskal-Wallis test is considerably less sensitive to the degree of sample normality when populations are distinctly non-normal and should therefore be the primary tool used to compare locations when it is known that populations are not at least approximately normal. © 2012 The British Psychological Society.

Using a Betabinomial distribution to estimate the prevalence of adherence to physical activity guidelines among children and youth.

PubMed

Garriguet, Didier

2016-04-01

Estimates of the prevalence of adherence to physical activity guidelines in the population are generally the result of averaging individual probability of adherence based on the number of days people meet the guidelines and the number of days they are assessed. Given this number of active and inactive days (days assessed minus days active), the conditional probability of meeting the guidelines that has been used in the past is a Beta (1 + active days, 1 + inactive days) distribution assuming the probability p of a day being active is bounded by 0 and 1 and averages 50%. A change in the assumption about the distribution of p is required to better match the discrete nature of the data and to better assess the probability of adherence when the percentage of active days in the population differs from 50%. Using accelerometry data from the Canadian Health Measures Survey, the probability of adherence to physical activity guidelines is estimated using a conditional probability given the number of active and inactive days distributed as a Betabinomial(n, a + active days , β + inactive days) assuming that p is randomly distributed as Beta(a, β) where the parameters a and β are estimated by maximum likelihood. The resulting Betabinomial distribution is discrete. For children aged 6 or older, the probability of meeting physical activity guidelines 7 out of 7 days is similar to published estimates. For pre-schoolers, the Betabinomial distribution yields higher estimates of adherence to the guidelines than the Beta distribution, in line with the probability of being active on any given day. In estimating the probability of adherence to physical activity guidelines, the Betabinomial distribution has several advantages over the previously used Beta distribution. It is a discrete distribution and maximizes the richness of accelerometer data.

Wave turbulence in shallow water models.

PubMed

Clark di Leoni, P; Cobelli, P J; Mininni, P D

2014-06-01

We study wave turbulence in shallow water flows in numerical simulations using two different approximations: the shallow water model and the Boussinesq model with weak dispersion. The equations for both models were solved using periodic grids with up to 2048{2} points. In all simulations, the Froude number varies between 0.015 and 0.05, while the Reynolds number and level of dispersion are varied in a broader range to span different regimes. In all cases, most of the energy in the system remains in the waves, even after integrating the system for very long times. For shallow flows, nonlinear waves are nondispersive and the spectrum of potential energy is compatible with ∼k{-2} scaling. For deeper (Boussinesq) flows, the nonlinear dispersion relation as directly measured from the wave and frequency spectrum (calculated independently) shows signatures of dispersion, and the spectrum of potential energy is compatible with predictions of weak turbulence theory, ∼k{-4/3}. In this latter case, the nonlinear dispersion relation differs from the linear one and has two branches, which we explain with a simple qualitative argument. Finally, we study probability density functions of the surface height and find that in all cases the distributions are asymmetric. The probability density function can be approximated by a skewed normal distribution as well as by a Tayfun distribution.

Glomerular epithelial foot processes in normal man and rats. Distribution of true width and its intra- and inter-individual variation.

PubMed

Gundersen, H J; Seefeldt, T; Osterby, R

1980-01-01

The width of individual glomerular epithelial foot processes appears very different on electron micrographs. A method for obtainining distributions of the true width of foot processes from that of their apparent width on electron micrographs has been developed based on geometric probability theory pertaining to a specific geometric model. Analyses of foot process width in humans and rats show a remarkable interindividual invariance implying rigid control and therefore great biological significance of foot process width or a derivative thereof. The very low inter-individual variation of the true width, shown in the present paper, makes it possible to demonstrate slight changes in rather small groups of patients or experimental animals.

Monte Carlo simulation of wave sensing with a short pulse radar

NASA Technical Reports Server (NTRS)

Levine, D. M.; Davisson, L. D.; Kutz, R. L.

1977-01-01

A Monte Carlo simulation is used to study the ocean wave sensing potential of a radar which scatters short pulses at small off-nadir angles. In the simulation, realizations of a random surface are created commensurate with an assigned probability density and power spectrum. Then the signal scattered back to the radar is computed for each realization using a physical optics analysis which takes wavefront curvature and finite radar-to-surface distance into account. In the case of a Pierson-Moskowitz spectrum and a normally distributed surface, reasonable assumptions for a fully developed sea, it has been found that the cumulative distribution of time intervals between peaks in the scattered power provides a measure of surface roughness. This observation is supported by experiments.

Canopy architecture of a walnut orchard

NASA Technical Reports Server (NTRS)

Ustin, Susan L.; Martens, Scott N.; Vanderbilt, Vern C.

1991-01-01

A detailed dataset describing the canopy geometry of a walnut orchard was acquired to support testing and comparison of the predictions of canopy microwave and optical inversion models. Measured canopy properties included the quantity, size, and orientation of stems, leaves, and fruit. Eight trees receiving 100 percent of estimated potential evapotranspiration water use and eight trees receiving 33 percent of potential water use were measured. The vertical distributions of stem, leaf, and fruit properties are presented with respect to irrigation treatment. Zenith and probability distributions for stems and leaf normals are presented. These data show that, after two years of reduced irrigation, the trees receiving only 33 percent of their potential water requirement had reduced fruit yields, lower leaf area index, and altered allocation of biomass within the canopy.

Probabilistic treatment of the uncertainty from the finite size of weighted Monte Carlo data

NASA Astrophysics Data System (ADS)

Glüsenkamp, Thorsten

2018-06-01

Parameter estimation in HEP experiments often involves Monte Carlo simulation to model the experimental response function. A typical application are forward-folding likelihood analyses with re-weighting, or time-consuming minimization schemes with a new simulation set for each parameter value. Problematically, the finite size of such Monte Carlo samples carries intrinsic uncertainty that can lead to a substantial bias in parameter estimation if it is neglected and the sample size is small. We introduce a probabilistic treatment of this problem by replacing the usual likelihood functions with novel generalized probability distributions that incorporate the finite statistics via suitable marginalization. These new PDFs are analytic, and can be used to replace the Poisson, multinomial, and sample-based unbinned likelihoods, which covers many use cases in high-energy physics. In the limit of infinite statistics, they reduce to the respective standard probability distributions. In the general case of arbitrary Monte Carlo weights, the expressions involve the fourth Lauricella function FD, for which we find a new finite-sum representation in a certain parameter setting. The result also represents an exact form for Carlson's Dirichlet average Rn with n > 0, and thereby an efficient way to calculate the probability generating function of the Dirichlet-multinomial distribution, the extended divided difference of a monomial, or arbitrary moments of univariate B-splines. We demonstrate the bias reduction of our approach with a typical toy Monte Carlo problem, estimating the normalization of a peak in a falling energy spectrum, and compare the results with previously published methods from the literature.

A case study: application of statistical process control tool for determining process capability and sigma level.

PubMed

Chopra, Vikram; Bairagi, Mukesh; Trivedi, P; Nagar, Mona

2012-01-01

Statistical process control is the application of statistical methods to the measurement and analysis of variation process. Various regulatory authorities such as Validation Guidance for Industry (2011), International Conference on Harmonisation ICH Q10 (2009), the Health Canada guidelines (2009), Health Science Authority, Singapore: Guidance for Product Quality Review (2008), and International Organization for Standardization ISO-9000:2005 provide regulatory support for the application of statistical process control for better process control and understanding. In this study risk assessments, normal probability distributions, control charts, and capability charts are employed for selection of critical quality attributes, determination of normal probability distribution, statistical stability, and capability of production processes, respectively. The objective of this study is to determine tablet production process quality in the form of sigma process capability. By interpreting data and graph trends, forecasting of critical quality attributes, sigma process capability, and stability of process were studied. The overall study contributes to an assessment of process at the sigma level with respect to out-of-specification attributes produced. Finally, the study will point to an area where the application of quality improvement and quality risk assessment principles for achievement of six sigma-capable processes is possible. Statistical process control is the most advantageous tool for determination of the quality of any production process. This tool is new for the pharmaceutical tablet production process. In the case of pharmaceutical tablet production processes, the quality control parameters act as quality assessment parameters. Application of risk assessment provides selection of critical quality attributes among quality control parameters. Sequential application of normality distributions, control charts, and capability analyses provides a valid statistical process control study on process. Interpretation of such a study provides information about stability, process variability, changing of trends, and quantification of process ability against defective production. Comparative evaluation of critical quality attributes by Pareto charts provides the least capable and most variable process that is liable for improvement. Statistical process control thus proves to be an important tool for six sigma-capable process development and continuous quality improvement.

Statistical properties of two sine waves in Gaussian noise.

NASA Technical Reports Server (NTRS)

Esposito, R.; Wilson, L. R.

1973-01-01

A detailed study is presented of some statistical properties of a stochastic process that consists of the sum of two sine waves of unknown relative phase and a normal process. Since none of the statistics investigated seem to yield a closed-form expression, all the derivations are cast in a form that is particularly suitable for machine computation. Specifically, results are presented for the probability density function (pdf) of the envelope and the instantaneous value, the moments of these distributions, and the relative cumulative density function (cdf).

Binary data corruption due to a Brownian agent

NASA Astrophysics Data System (ADS)

Newman, T. J.; Triampo, Wannapong

1999-05-01

We introduce a model of binary data corruption induced by a Brownian agent (active random walker) on a d-dimensional lattice. A continuum formulation allows the exact calculation of several quantities related to the density of corrupted bits ρ, for example, the mean of ρ and the density-density correlation function. Excellent agreement is found with the results from numerical simulations. We also calculate the probability distribution of ρ in d=1, which is found to be log normal, indicating that the system is governed by extreme fluctuations.

Effects of confinement and electron transport on magnetic switching in single Co nanoparticles

PubMed Central

Jiang, W.; Birk, F. T.; Davidović, D.

2013-01-01

This work reports the first study of current-driven magnetization noise in a single, nanometerscale, ferromagnetic (Co) particle, attached to normal metal leads by high-resistance tunneling junctions. As the tunnel current increases at low temperature, the magnetic switching field decreases, its probability distribution widens, while the temperature of the environment remains nearly constant. These observations demonstrate nonequilibrium magnetization noise. A classical model of the noise is provided, where the spin-orbit interaction plays a central role in driving magnetic tunneling transitions. PMID:23383370

Wealth of the world's richest publicly traded companies per industry and per employee: Gamma, Log-normal and Pareto power-law as universal distributions?

NASA Astrophysics Data System (ADS)

Soriano-Hernández, P.; del Castillo-Mussot, M.; Campirán-Chávez, I.; Montemayor-Aldrete, J. A.

2017-04-01

Forbes Magazine published its list of leading or strongest publicly-traded two thousand companies in the world (G-2000) based on four independent metrics: sales or revenues, profits, assets and market value. Every one of these wealth metrics yields particular information on the corporate size or wealth size of each firm. The G-2000 cumulative probability wealth distribution per employee (per capita) for all four metrics exhibits a two-class structure: quasi-exponential in the lower part, and a Pareto power-law in the higher part. These two-class structure per capita distributions are qualitatively similar to income and wealth distributions in many countries of the world, but the fraction of firms per employee within the high-class Pareto is about 49% in sales per employee, and 33% after averaging on the four metrics, whereas in countries the fraction of rich agents in the Pareto zone is less than 10%. The quasi-exponential zone can be adjusted by Gamma or Log-normal distributions. On the other hand, Forbes classifies the G-2000 firms in 82 different industries or economic activities. Within each industry, the wealth distribution per employee also follows a two-class structure, but when the aggregate wealth of firms in each industry for the four metrics is divided by the total number of employees in that industry, then the 82 points of the aggregate wealth distribution by industry per employee can be well adjusted by quasi-exponential curves for the four metrics.

Quantum jumps on Anderson attractors

NASA Astrophysics Data System (ADS)

Yusipov, I. I.; Laptyeva, T. V.; Ivanchenko, M. V.

2018-01-01

In a closed single-particle quantum system, spatial disorder induces Anderson localization of eigenstates and halts wave propagation. The phenomenon is vulnerable to interaction with environment and decoherence that is believed to restore normal diffusion. We demonstrate that for a class of experimentally feasible non-Hermitian dissipators, which admit signatures of localization in asymptotic states, quantum particle opts between diffusive and ballistic regimes, depending on the phase parameter of dissipators, with sticking about localization centers. In a diffusive regime, statistics of quantum jumps is non-Poissonian and has a power-law interval, a footprint of intermittent locking in Anderson modes. Ballistic propagation reflects dispersion of an ordered lattice and introduces the second timescale for jumps, resulting in non-nonmonotonous probability distribution. Hermitian dephasing dissipation makes localization features vanish, and Poissonian jump statistics along with normal diffusion are recovered.

A simple implementation of a normal mixture approach to differential gene expression in multiclass microarrays.

PubMed

McLachlan, G J; Bean, R W; Jones, L Ben-Tovim

2006-07-01

An important problem in microarray experiments is the detection of genes that are differentially expressed in a given number of classes. We provide a straightforward and easily implemented method for estimating the posterior probability that an individual gene is null. The problem can be expressed in a two-component mixture framework, using an empirical Bayes approach. Current methods of implementing this approach either have some limitations due to the minimal assumptions made or with more specific assumptions are computationally intensive. By converting to a z-score the value of the test statistic used to test the significance of each gene, we propose a simple two-component normal mixture that models adequately the distribution of this score. The usefulness of our approach is demonstrated on three real datasets.

25-Hydroxycholecalciferol response to single oral cholecalciferol loading in the normal weight, overweight, and obese.

PubMed

Camozzi, V; Frigo, A C; Zaninotto, M; Sanguin, F; Plebani, M; Boscaro, M; Schiavon, L; Luisetto, G

2016-08-01

After a single cholecalciferol load, peak serum 25-hydroxycholecalciferol (25OHD) is lower in individuals with a higher body mass index (BMI), probably due to it being distributed in a greater volume. Its subsequent disappearance from the serum is slower the higher the individual's BMI, probably due to the combination of a larger body volume and a slower release into the circulation of vitamin D stored in adipose tissue. The aim of the study is to examine 25-hydroxycholecalciferol (25OHD) response to a single oral load of cholecalciferol in the normal weight, overweight, and obese. We considered 55 healthy women aged from 25 to 67 years (mean ± SD, 50.8 ± 9.5) with a BMI ranging from 18.7 to 42 kg/m(2) (mean ± SD, 27.1 ± 6.0). The sample was divided into three groups by BMI: 20 were normal weight (BMI ≤ 25 kg/m(2)), 21 overweight (25.1 ≤ BMI ≤ 29.9 kg/ m(2)), and 14 obese (BMI ≥ 30 kg/m(2)). Each subject was given 300,000 IU of cholecalciferol orally during lunch. A fasting blood test was obtained before cholecalciferol loading and then 7, 30, and 90 days afterwards to measure serum 25OHD, 1,25 dihydroxyvitamin D [1,25 (OH)2D], parathyroid hormone (PTH), calcium (Ca), and phosphorus (P). Participants' absolute fat mass was measured using dual energy X-ray absorptiometry (DEXA). The fat mass of the normal weight subjects was significantly lower than that of the overweight, which in turn was lower than that of the obese participants. Serum 25OHD levels increased significantly in all groups, peaking 1 week after the cholecalciferol load. Peak serum 25OHD levels were lower the higher the individuals' BMI. After peaking, the 25OHD levels gradually decreased, following a significantly different trend in the three groups. The slope was similar for the overweight and obese, declining significantly more slowly than in the normal weight group. In the sample as a whole, there was a weakly significant negative correlation between fat mass and baseline 25OHD level, while this correlation became strongly significant at all time points after cholecalciferol loading. The lower peak 25OHD levels seen in the obese and overweight is probably due to the cholecalciferol load being distributed in a larger body volume. The longer persistence of 25OHD in their serum could be due to both their larger body volume and a slower release into the circulation of the vitamin D stored in their adipose tissue.

Spatial analysis and hazard assessment on soil total nitrogen in the middle subtropical zone of China

NASA Astrophysics Data System (ADS)

Lu, Peng; Lin, Wenpeng; Niu, Zheng; Su, Yirong; Wu, Jinshui

2006-10-01

Nitrogen (N) is one of the main factors affecting environmental pollution. In recent years, non-point source pollution and water body eutrophication have become increasing concerns for both scientists and the policy-makers. In order to assess the environmental hazard of soil total N pollution, a typical ecological unit was selected as the experimental site. This paper showed that Box-Cox transformation achieved normality in the data set, and dampened the effect of outliers. The best theoretical model of soil total N was a Gaussian model. Spatial variability of soil total N at NE60° and NE150° directions showed that it had a strip anisotropic structure. The ordinary kriging estimate of soil total N concentration was mapped. The spatial distribution pattern of soil total N in the direction of NE150° displayed a strip-shaped structure. Kriging standard deviations (KSD) provided valuable information that will increase the accuracy of total N mapping. The probability kriging method is useful to assess the hazard of N pollution by providing the conditional probability of N concentration exceeding the threshold value, where we found soil total N>2.0g/kg. The probability distribution of soil total N will be helpful to conduct hazard assessment, optimal fertilization, and develop management practices to control the non-point sources of N pollution.

Power and type I error results for a bias-correction approach recently shown to provide accurate odds ratios of genetic variants for the secondary phenotypes associated with primary diseases.

PubMed

Wang, Jian; Shete, Sanjay

2011-11-01

We recently proposed a bias correction approach to evaluate accurate estimation of the odds ratio (OR) of genetic variants associated with a secondary phenotype, in which the secondary phenotype is associated with the primary disease, based on the original case-control data collected for the purpose of studying the primary disease. As reported in this communication, we further investigated the type I error probabilities and powers of the proposed approach, and compared the results to those obtained from logistic regression analysis (with or without adjustment for the primary disease status). We performed a simulation study based on a frequency-matching case-control study with respect to the secondary phenotype of interest. We examined the empirical distribution of the natural logarithm of the corrected OR obtained from the bias correction approach and found it to be normally distributed under the null hypothesis. On the basis of the simulation study results, we found that the logistic regression approaches that adjust or do not adjust for the primary disease status had low power for detecting secondary phenotype associated variants and highly inflated type I error probabilities, whereas our approach was more powerful for identifying the SNP-secondary phenotype associations and had better-controlled type I error probabilities. © 2011 Wiley Periodicals, Inc.

Bayesian analysis and classification of two Enzyme-Linked Immunosorbent Assay (ELISA) tests without a gold standard

PubMed Central

Zhang, Jingyang; Chaloner, Kathryn; McLinden, James H.; Stapleton, Jack T.

2013-01-01

Reconciling two quantitative ELISA tests for an antibody to an RNA virus, in a situation without a gold standard and where false negatives may occur, is the motivation for this work. False negatives occur when access of the antibody to the binding site is blocked. Based on the mechanism of the assay, a mixture of four bivariate normal distributions is proposed with the mixture probabilities depending on a two-stage latent variable model including the prevalence of the antibody in the population and the probabilities of blocking on each test. There is prior information on the prevalence of the antibody, and also on the probability of false negatives, and so a Bayesian analysis is used. The dependence between the two tests is modeled to be consistent with the biological mechanism. Bayesian decision theory is utilized for classification. The proposed method is applied to the motivating data set to classify the data into two groups: those with and those without the antibody. Simulation studies describe the properties of the estimation and the classification. Sensitivity to the choice of the prior distribution is also addressed by simulation. The same model with two levels of latent variables is applicable in other testing procedures such as quantitative polymerase chain reaction tests where false negatives occur when there is a mutation in the primer sequence. PMID:23592433

The evolution of trade-offs: geographic variation in call duration and flight ability in the sand cricket, Gryllus firmus.

PubMed

Roff, D A; Crnokrak, P; Fairbairn, D J

2003-07-01

Quantitative genetic theory assumes that trade-offs are best represented by bivariate normal distributions. This theory predicts that selection will shift the trade-off function itself and not just move the mean trait values along a fixed trade-off line, as is generally assumed in optimality models. As a consequence, quantitative genetic theory predicts that the trade-off function will vary among populations in which at least one of the component traits itself varies. This prediction is tested using the trade-off between call duration and flight capability, as indexed by the mass of the dorsolateral flight muscles, in the macropterous morph of the sand cricket. We use four different populations of crickets that vary in the proportion of macropterous males (Lab = 33%, Florida = 29%, Bermuda = 72%, South Carolina = 80%). We find, as predicted, that there is significant variation in the intercept of the trade-off function but not the slope, supporting the hypothesis that trade-off functions are better represented as bivariate normal distributions rather than single lines. We also test the prediction from a quantitative genetical model of the evolution of wing dimorphism that the mean call duration of macropterous males will increase with the percentage of macropterous males in the population. This prediction is also supported. Finally, we estimate the probability of a macropterous male attracting a female, P, as a function of the relative time spent calling (P = time spent calling by macropterous male/(total time spent calling by both micropterous and macropterous male). We find that in the Lab and Florida populations the probability of a female selecting the macropterous male is equal to P, indicating that preference is due simply to relative call duration. But in the Bermuda and South Carolina populations the probability of a female selecting a macropterous male is less than P, indicating a preference for the micropterous male even after differences in call duration are accounted for.

Dosimetric and radiobiological consequences of computed tomography-guided adaptive strategies for intensity modulated radiation therapy of the prostate.

PubMed

Battista, Jerry J; Johnson, Carol; Turnbull, David; Kempe, Jeff; Bzdusek, Karl; Van Dyk, Jacob; Bauman, Glenn

2013-12-01

To examine a range of scenarios for image-guided adaptive radiation therapy of prostate cancer, including different schedules for megavoltage CT imaging, patient repositioning, and dose replanning. We simulated multifraction dose distributions with deformable registration using 35 sets of megavoltage CT scans of 13 patients. We computed cumulative dose-volume histograms, from which tumor control probabilities and normal tissue complication probabilities (NTCPs) for rectum were calculated. Five-field intensity modulated radiation therapy (IMRT) with 18-MV x-rays was planned to achieve an isocentric dose of 76 Gy to the clinical target volume (CTV). The differences between D95, tumor control probability, V70Gy, and NTCP for rectum, for accumulated versus planned dose distributions, were compared for different target volume sizes, margins, and adaptive strategies. The CTV D95 for IMRT treatment plans, averaged over 13 patients, was 75.2 Gy. Using the largest CTV margins (10/7 mm), the D95 values accumulated over 35 fractions were within 2% of the planned value, regardless of the adaptive strategy used. For tighter margins (5 mm), the average D95 values dropped to approximately 73.0 Gy even with frequent repositioning, and daily replanning was necessary to correct this deficit. When personalized margins were applied to an adaptive CTV derived from the first 6 treatment fractions using the STAPLE (Simultaneous Truth and Performance Level Estimation) algorithm, target coverage could be maintained using a single replan 1 week into therapy. For all approaches, normal tissue parameters (rectum V(70Gy) and NTCP) remained within acceptable limits. The frequency of adaptive interventions depends on the size of the CTV combined with target margins used during IMRT optimization. The application of adaptive target margins (<5 mm) to an adaptive CTV determined 1 week into therapy minimizes the need for subsequent dose replanning. Copyright © 2013 Elsevier Inc. All rights reserved.

The return period analysis of natural disasters with statistical modeling of bivariate joint probability distribution.

PubMed

Li, Ning; Liu, Xueqin; Xie, Wei; Wu, Jidong; Zhang, Peng

2013-01-01

New features of natural disasters have been observed over the last several years. The factors that influence the disasters' formation mechanisms, regularity of occurrence and main characteristics have been revealed to be more complicated and diverse in nature than previously thought. As the uncertainty involved increases, the variables need to be examined further. This article discusses the importance and the shortage of multivariate analysis of natural disasters and presents a method to estimate the joint probability of the return periods and perform a risk analysis. Severe dust storms from 1990 to 2008 in Inner Mongolia were used as a case study to test this new methodology, as they are normal and recurring climatic phenomena on Earth. Based on the 79 investigated events and according to the dust storm definition with bivariate, the joint probability distribution of severe dust storms was established using the observed data of maximum wind speed and duration. The joint return periods of severe dust storms were calculated, and the relevant risk was analyzed according to the joint probability. The copula function is able to simulate severe dust storm disasters accurately. The joint return periods generated are closer to those observed in reality than the univariate return periods and thus have more value in severe dust storm disaster mitigation, strategy making, program design, and improvement of risk management. This research may prove useful in risk-based decision making. The exploration of multivariate analysis methods can also lay the foundation for further applications in natural disaster risk analysis. © 2012 Society for Risk Analysis.

Reliability of windstorm predictions in the ECMWF ensemble prediction system

NASA Astrophysics Data System (ADS)

Becker, Nico; Ulbrich, Uwe

2016-04-01

Windstorms caused by extratropical cyclones are one of the most dangerous natural hazards in the European region. Therefore, reliable predictions of such storm events are needed. Case studies have shown that ensemble prediction systems (EPS) are able to provide useful information about windstorms between two and five days prior to the event. In this work, ensemble predictions with the European Centre for Medium-Range Weather Forecasts (ECMWF) EPS are evaluated in a four year period. Within the 50 ensemble members, which are initialized every 12 hours and are run for 10 days, windstorms are identified and tracked in time and space. By using a clustering approach, different predictions of the same storm are identified in the different ensemble members and compared to reanalysis data. The occurrence probability of the predicted storms is estimated by fitting a bivariate normal distribution to the storm track positions. Our results show, for example, that predicted storm clusters with occurrence probabilities of more than 50% have a matching observed storm in 80% of all cases at a lead time of two days. The predicted occurrence probabilities are reliable up to 3 days lead time. At longer lead times the occurrence probabilities are overestimated by the EPS.

Probability Distributome: A Web Computational Infrastructure for Exploring the Properties, Interrelations, and Applications of Probability Distributions.

PubMed

Dinov, Ivo D; Siegrist, Kyle; Pearl, Dennis K; Kalinin, Alexandr; Christou, Nicolas

2016-06-01

Probability distributions are useful for modeling, simulation, analysis, and inference on varieties of natural processes and physical phenomena. There are uncountably many probability distributions. However, a few dozen families of distributions are commonly defined and are frequently used in practice for problem solving, experimental applications, and theoretical studies. In this paper, we present a new computational and graphical infrastructure, the Distributome , which facilitates the discovery, exploration and application of diverse spectra of probability distributions. The extensible Distributome infrastructure provides interfaces for (human and machine) traversal, search, and navigation of all common probability distributions. It also enables distribution modeling, applications, investigation of inter-distribution relations, as well as their analytical representations and computational utilization. The entire Distributome framework is designed and implemented as an open-source, community-built, and Internet-accessible infrastructure. It is portable, extensible and compatible with HTML5 and Web2.0 standards (http://Distributome.org). We demonstrate two types of applications of the probability Distributome resources: computational research and science education. The Distributome tools may be employed to address five complementary computational modeling applications (simulation, data-analysis and inference, model-fitting, examination of the analytical, mathematical and computational properties of specific probability distributions, and exploration of the inter-distributional relations). Many high school and college science, technology, engineering and mathematics (STEM) courses may be enriched by the use of modern pedagogical approaches and technology-enhanced methods. The Distributome resources provide enhancements for blended STEM education by improving student motivation, augmenting the classical curriculum with interactive webapps, and overhauling the learning assessment protocols.

Probability Distributome: A Web Computational Infrastructure for Exploring the Properties, Interrelations, and Applications of Probability Distributions

PubMed Central

Dinov, Ivo D.; Siegrist, Kyle; Pearl, Dennis K.; Kalinin, Alexandr; Christou, Nicolas

2015-01-01

Probability distributions are useful for modeling, simulation, analysis, and inference on varieties of natural processes and physical phenomena. There are uncountably many probability distributions. However, a few dozen families of distributions are commonly defined and are frequently used in practice for problem solving, experimental applications, and theoretical studies. In this paper, we present a new computational and graphical infrastructure, the Distributome, which facilitates the discovery, exploration and application of diverse spectra of probability distributions. The extensible Distributome infrastructure provides interfaces for (human and machine) traversal, search, and navigation of all common probability distributions. It also enables distribution modeling, applications, investigation of inter-distribution relations, as well as their analytical representations and computational utilization. The entire Distributome framework is designed and implemented as an open-source, community-built, and Internet-accessible infrastructure. It is portable, extensible and compatible with HTML5 and Web2.0 standards (http://Distributome.org). We demonstrate two types of applications of the probability Distributome resources: computational research and science education. The Distributome tools may be employed to address five complementary computational modeling applications (simulation, data-analysis and inference, model-fitting, examination of the analytical, mathematical and computational properties of specific probability distributions, and exploration of the inter-distributional relations). Many high school and college science, technology, engineering and mathematics (STEM) courses may be enriched by the use of modern pedagogical approaches and technology-enhanced methods. The Distributome resources provide enhancements for blended STEM education by improving student motivation, augmenting the classical curriculum with interactive webapps, and overhauling the learning assessment protocols. PMID:27158191

Dosimetric impact of daily setup variations during treatment of canine nasal tumors using intensity-modulated radiation therapy.

PubMed

Deveau, Michael A; Gutiérrez, Alonso N; Mackie, Thomas R; Tomé, Wolfgang A; Forrest, Lisa J

2010-01-01

Intensity-modulated radiation therapy (IMRT) can be employed to yield precise dose distributions that tightly conform to targets and reduce high doses to normal structures by generating steep dose gradients. Because of these sharp gradients, daily setup variations may have an adverse effect on clinical outcome such that an adjacent normal structure may be overdosed and/or the target may be underdosed. This study provides a detailed analysis of the impact of daily setup variations on optimized IMRT canine nasal tumor treatment plans when variations are not accounted for due to the lack of image guidance. Setup histories of ten patients with nasal tumors previously treated using helical tomotherapy were replanned retrospectively to study the impact of daily setup variations on IMRT dose distributions. Daily setup shifts were applied to IMRT plans on a fraction-by-fraction basis. Using mattress immobilization and laser alignment, mean setup error magnitude in any single dimension was at least 2.5 mm (0-10.0 mm). With inclusions of all three translational coordinates, mean composite offset vector was 5.9 +/- 3.3 mm. Due to variations, a loss of equivalent uniform dose for target volumes of up to 5.6% was noted which corresponded to a potential loss in tumor control probability of 39.5%. Overdosing of eyes and brain was noted by increases in mean normalized total dose and highest normalized dose given to 2% of the volume. Findings suggest that successful implementation of canine nasal IMRT requires daily image guidance to ensure accurate delivery of precise IMRT distributions when non-rigid immobilization techniques are utilized. Unrecognized geographical misses may result in tumor recurrence and/or radiation toxicities to the eyes and brain.

Crowding Effects in Vehicular Traffic

PubMed Central

Combinido, Jay Samuel L.; Lim, May T.

2012-01-01

While the impact of crowding on the diffusive transport of molecules within a cell is widely studied in biology, it has thus far been neglected in traffic systems where bulk behavior is the main concern. Here, we study the effects of crowding due to car density and driving fluctuations on the transport of vehicles. Using a microscopic model for traffic, we found that crowding can push car movement from a superballistic down to a subdiffusive state. The transition is also associated with a change in the shape of the probability distribution of positions from a negatively-skewed normal to an exponential distribution. Moreover, crowding broadens the distribution of cars’ trap times and cluster sizes. At steady state, the subdiffusive state persists only when there is a large variability in car speeds. We further relate our work to prior findings from random walk models of transport in cellular systems. PMID:23139762

Understanding poisson regression.

PubMed

Hayat, Matthew J; Higgins, Melinda

2014-04-01

Nurse investigators often collect study data in the form of counts. Traditional methods of data analysis have historically approached analysis of count data either as if the count data were continuous and normally distributed or with dichotomization of the counts into the categories of occurred or did not occur. These outdated methods for analyzing count data have been replaced with more appropriate statistical methods that make use of the Poisson probability distribution, which is useful for analyzing count data. The purpose of this article is to provide an overview of the Poisson distribution and its use in Poisson regression. Assumption violations for the standard Poisson regression model are addressed with alternative approaches, including addition of an overdispersion parameter or negative binomial regression. An illustrative example is presented with an application from the ENSPIRE study, and regression modeling of comorbidity data is included for illustrative purposes. Copyright 2014, SLACK Incorporated.

Algorithm of probabilistic assessment of fully-mechanized longwall downtime

NASA Astrophysics Data System (ADS)

Domrachev, A. N.; Rib, S. V.; Govorukhin, Yu M.; Krivopalov, V. G.

2017-09-01

The problem of increasing the load on a long fully-mechanized longwall has several aspects, one of which is the improvement of efficiency in using available stoping equipment due to the increase in coefficient of the machine operating time of a shearer and other mining machines that form an integral part of the longwall set of equipment. The task of predicting the reliability indicators of stoping equipment is solved by the statistical evaluation of parameters of downtime exponential distribution and failure recovery. It is more difficult to solve the problems of downtime accounting in case of accidents in the face workings and, despite the statistical data on accidents in mine workings, no solution has been found to date. The authors have proposed a variant of probability assessment of workings caving using Poisson distribution and the duration of their restoration using normal distribution. The above results confirm the possibility of implementing the approach proposed by the authors.

Spatial distribution of epibenthic molluscs on a sandstone reef in the Northeast of Brazil.

PubMed

Martinez, A S; Mendes, L F; Leite, T S

2012-05-01

The present study investigated the distribution and abundance of epibenthic molluscs and their feeding habits associated to substrate features (coverage and rugosity) in a sandstone reef system in the Northeast of Brazil. Rugosity, low coral cover and high coverage of zoanthids and fleshy alga were the variables that influenced a low richness and high abundance of a few molluscan species in the reef habitat. The most abundant species were generalist carnivores, probably associated to a lesser offer and variability of resources in this type of reef system, when compared to the coral reefs. The results found in this study could reflect a normal characteristic of the molluscan community distribution in sandstone reefs, with low coral cover, or could indicate a degradation state of this habitat if it is compared to coral reefs, once that the significantly high coverage of fleshy alga has been recognized as a negative indicator of reef ecosystems health.

Probabilistic Tsunami Hazard Assessment along Nankai Trough (1) An assessment based on the information of the forthcoming earthquake that Earthquake Research Committee(2013) evaluated

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.

2015-12-01

The Earthquake Research Committee(ERC)/HERP, Government of Japan (2013) revised their long-term evaluation of the forthcoming large earthquake along the Nankai Trough; the next earthquake is estimated M8 to 9 class, and the probability (P30) that the next earthquake will occur within the next 30 years (from Jan. 1, 2013) is 60% to 70%. In this study, we assess tsunami hazards (maximum coastal tsunami heights) in the near future, in terms of a probabilistic approach, from the next earthquake along Nankai Trough, on the basis of ERC(2013)'s report. The probabilistic tsunami hazard assessment that we applied is as follows; (1) Characterized earthquake fault models (CEFMs) are constructed on each of the 15 hypothetical source areas (HSA) that ERC(2013) showed. The characterization rule follows Toyama et al.(2015, JpGU). As results, we obtained total of 1441 CEFMs. (2) We calculate tsunamis due to CEFMs by solving nonlinear, finite-amplitude, long-wave equations with advection and bottom friction terms by finite-difference method. Run-up computation on land is included. (3) A time predictable model predicts the recurrent interval of the present seismic cycle is T=88.2 years (ERC,2013). We fix P30 = 67% by applying the renewal process based on BPT distribution with T and alpha=0.24 as its aperiodicity. (4) We divide the probability P30 into P30(i) for i-th subgroup consisting of the earthquakes occurring in each of 15 HSA by following a probability re-distribution concept (ERC,2014). Then each earthquake (CEFM) in i-th subgroup is assigned a probability P30(i)/N where N is the number of CEFMs in each sub-group. Note that such re-distribution concept of the probability is nothing but tentative because the present seismology cannot give deep knowledge enough to do it. Epistemic logic-tree approach may be required in future. (5) We synthesize a number of tsunami hazard curves at every evaluation points on coasts by integrating the information about 30 years occurrence probabilities P30(i) for all earthquakes (CEFMs) and calculated maximum coastal tsunami heights. In the synthesis, aleatory uncertainties relating to incompleteness of governing equations, CEFM modeling, bathymetry and topography data, etc, are modeled assuming a log-normal probabilistic distribution. Examples of tsunami hazard curves will be presented.

Digital simulation of two-dimensional random fields with arbitrary power spectra and non-Gaussian probability distribution functions.

PubMed

Yura, Harold T; Hanson, Steen G

2012-04-01

Methods for simulation of two-dimensional signals with arbitrary power spectral densities and signal amplitude probability density functions are disclosed. The method relies on initially transforming a white noise sample set of random Gaussian distributed numbers into a corresponding set with the desired spectral distribution, after which this colored Gaussian probability distribution is transformed via an inverse transform into the desired probability distribution. In most cases the method provides satisfactory results and can thus be considered an engineering approach. Several illustrative examples with relevance for optics are given.

On the radiobiological impact of metal artifacts in head-and-neck IMRT in terms of tumor control probability (TCP) and normal tissue complication probability (NTCP).

PubMed

Kim, Yusung; Tomé, Wolfgang A

2007-11-01

To investigate the effects of distorted head-and-neck (H&N) intensity-modulated radiation therapy (IMRT) dose distributions (hot and cold spots) on normal tissue complication probability (NTCP) and tumor control probability (TCP) due to dental-metal artifacts. Five patients' IMRT treatment plans have been analyzed, employing five different planning image data-sets: (a) uncorrected (UC); (b) homogeneous uncorrected (HUC); (c) sinogram completion corrected (SCC); (d) minimum-value-corrected (MVC); and (e) streak-artifact-reduction including minimum-value-correction (SAR-MVC), which has been taken as the reference data-set. The effects on NTCP and TCP were evaluated using the Lyman-NTCP model and the Logistic-TCP model, respectively. When compared to the predicted NTCP obtained using the reference data-set, the treatment plan based on the original CT data-set (UC) yielded an increase in NTCP of 3.2 and 2.0% for the spared parotid gland and the spinal cord, respectively. While for the treatment plans based on the MVC CT data-set the NTCP increased by a 1.1% and a 0.1% for the spared parotid glands and the spinal cord, respectively. In addition, the MVC correction method showed a reduction in TCP for target volumes (MVC: delta TCP = -0.6% vs. UC: delta TCP = -1.9%) with respect to that of the reference CT data-set. Our results indicate that the presence of dental-metal-artifacts in H&N planning CT data-sets has an impact on the estimates of TCP and NTCP. In particular dental-metal-artifacts lead to an increase in NTCP for the spared parotid glands and a slight decrease in TCP for target volumes.

The global impact distribution of Near-Earth objects

NASA Astrophysics Data System (ADS)

Rumpf, Clemens; Lewis, Hugh G.; Atkinson, Peter M.

2016-02-01

Asteroids that could collide with the Earth are listed on the publicly available Near-Earth object (NEO) hazard web sites maintained by the National Aeronautics and Space Administration (NASA) and the European Space Agency (ESA). The impact probability distribution of 69 potentially threatening NEOs from these lists that produce 261 dynamically distinct impact instances, or Virtual Impactors (VIs), were calculated using the Asteroid Risk Mitigation and Optimization Research (ARMOR) tool in conjunction with OrbFit. ARMOR projected the impact probability of each VI onto the surface of the Earth as a spatial probability distribution. The projection considers orbit solution accuracy and the global impact probability. The method of ARMOR is introduced and the tool is validated against two asteroid-Earth collision cases with objects 2008 TC3 and 2014 AA. In the analysis, the natural distribution of impact corridors is contrasted against the impact probability distribution to evaluate the distributions' conformity with the uniform impact distribution assumption. The distribution of impact corridors is based on the NEO population and orbital mechanics. The analysis shows that the distribution of impact corridors matches the common assumption of uniform impact distribution and the result extends the evidence base for the uniform assumption from qualitative analysis of historic impact events into the future in a quantitative way. This finding is confirmed in a parallel analysis of impact points belonging to a synthetic population of 10,006 VIs. Taking into account the impact probabilities introduced significant variation into the results and the impact probability distribution, consequently, deviates markedly from uniformity. The concept of impact probabilities is a product of the asteroid observation and orbit determination technique and, thus, represents a man-made component that is largely disconnected from natural processes. It is important to consider impact probabilities because such information represents the best estimate of where an impact might occur.

Laser Raman detection for oral cancer based on a Gaussian process classification method

NASA Astrophysics Data System (ADS)

Du, Zhanwei; Yang, Yongjian; Bai, Yuan; Wang, Lijun; Zhang, Chijun; Chen, He; Luo, Yusheng; Su, Le; Chen, Yong; Li, Xianchang; Zhou, Xiaodong; Jia, Jun; Shen, Aiguo; Hu, Jiming

2013-06-01

Oral squamous cell carcinoma is the most common neoplasm of the oral cavity. The incidence rate accounts for 80% of total oral cancer and shows an upward trend in recent years. It has a high degree of malignancy and is difficult to detect in terms of differential diagnosis, as a consequence of which the timing of treatment is always delayed. In this work, Raman spectroscopy was adopted to differentially diagnose oral squamous cell carcinoma and oral gland carcinoma. In total, 852 entries of raw spectral data which consisted of 631 items from 36 oral squamous cell carcinoma patients, 87 items from four oral gland carcinoma patients and 134 items from five normal people were collected by utilizing an optical method on oral tissues. The probability distribution of the datasets corresponding to the spectral peaks of the oral squamous cell carcinoma tissue was analyzed and the experimental result showed that the data obeyed a normal distribution. Moreover, the distribution characteristic of the noise was also in compliance with a Gaussian distribution. A Gaussian process (GP) classification method was utilized to distinguish the normal people and the oral gland carcinoma patients from the oral squamous cell carcinoma patients. The experimental results showed that all the normal people could be recognized. 83.33% of the oral squamous cell carcinoma patients could be correctly diagnosed and the remaining ones would be diagnosed as having oral gland carcinoma. For the classification process of oral gland carcinoma and oral squamous cell carcinoma, the correct ratio was 66.67% and the erroneously diagnosed percentage was 33.33%. The total sensitivity was 80% and the specificity was 100% with the Matthews correlation coefficient (MCC) set to 0.447 213 595. Considering the numerical results above, the application prospects and clinical value of this technique are significantly impressive.

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

Prediction of Mean and Design Fatigue Lives of Self Compacting Concrete Beams in Flexure

NASA Astrophysics Data System (ADS)

Goel, S.; Singh, S. P.; Singh, P.; Kaushik, S. K.

2012-02-01

In this paper, result of an investigation conducted to study the flexural fatigue characteristics of self compacting concrete (SCC) beams in flexure are presented. An experimental programme was planned in which approximately 60 SCC beam specimens of size 100 × 100 × 500 mm were tested under flexural fatigue loading. Approximately 45 static flexural tests were also conducted to facilitate fatigue testing. The flexural fatigue and static flexural strength tests were conducted on a 100 kN servo-controlled actuator. The fatigue life data thus obtained have been used to establish the probability distributions of fatigue life of SCC using two-parameter Weibull distribution. The parameters of the Weibull distribution have been obtained by different methods of analysis. Using the distribution parameters, the mean and design fatigue lives of SCC have been estimated and compared with Normally vibrated concrete (NVC), the data for which have been taken from literature. It has been observed that SCC exhibits higher mean and design fatigue lives compared to NVC.

Impact of distributions on the archetypes and prototypes in heterogeneous nanoparticle ensembles.

PubMed

Fernandez, Michael; Wilson, Hugh F; Barnard, Amanda S

2017-01-05

The magnitude and complexity of the structural and functional data available on nanomaterials requires data analytics, statistical analysis and information technology to drive discovery. We demonstrate that multivariate statistical analysis can recognise the sets of truly significant nanostructures and their most relevant properties in heterogeneous ensembles with different probability distributions. The prototypical and archetypal nanostructures of five virtual ensembles of Si quantum dots (SiQDs) with Boltzmann, frequency, normal, Poisson and random distributions are identified using clustering and archetypal analysis, where we find that their diversity is defined by size and shape, regardless of the type of distribution. At the complex hull of the SiQD ensembles, simple configuration archetypes can efficiently describe a large number of SiQDs, whereas more complex shapes are needed to represent the average ordering of the ensembles. This approach provides a route towards the characterisation of computationally intractable virtual nanomaterial spaces, which can convert big data into smart data, and significantly reduce the workload to simulate experimentally relevant virtual samples.

Analysis of in vitro evolution reveals the underlying distribution of catalytic activity among random sequences.

PubMed

Pressman, Abe; Moretti, Janina E; Campbell, Gregory W; Müller, Ulrich F; Chen, Irene A

2017-08-21

The emergence of catalytic RNA is believed to have been a key event during the origin of life. Understanding how catalytic activity is distributed across random sequences is fundamental to estimating the probability that catalytic sequences would emerge. Here, we analyze the in vitro evolution of triphosphorylating ribozymes and translate their fitnesses into absolute estimates of catalytic activity for hundreds of ribozyme families. The analysis efficiently identified highly active ribozymes and estimated catalytic activity with good accuracy. The evolutionary dynamics follow Fisher's Fundamental Theorem of Natural Selection and a corollary, permitting retrospective inference of the distribution of fitness and activity in the random sequence pool for the first time. The frequency distribution of rate constants appears to be log-normal, with a surprisingly steep dropoff at higher activity, consistent with a mechanism for the emergence of activity as the product of many independent contributions. © The Author(s) 2017. Published by Oxford University Press on behalf of Nucleic Acids Research.

Parkinson Disease Detection from Speech Articulation Neuromechanics.

PubMed

Gómez-Vilda, Pedro; Mekyska, Jiri; Ferrández, José M; Palacios-Alonso, Daniel; Gómez-Rodellar, Andrés; Rodellar-Biarge, Victoria; Galaz, Zoltan; Smekal, Zdenek; Eliasova, Ilona; Kostalova, Milena; Rektorova, Irena

2017-01-01

Aim: The research described is intended to give a description of articulation dynamics as a correlate of the kinematic behavior of the jaw-tongue biomechanical system, encoded as a probability distribution of an absolute joint velocity. This distribution may be used in detecting and grading speech from patients affected by neurodegenerative illnesses, as Parkinson Disease. Hypothesis: The work hypothesis is that the probability density function of the absolute joint velocity includes information on the stability of phonation when applied to sustained vowels, as well as on fluency if applied to connected speech. Methods: A dataset of sustained vowels recorded from Parkinson Disease patients is contrasted with similar recordings from normative subjects. The probability distribution of the absolute kinematic velocity of the jaw-tongue system is extracted from each utterance. A Random Least Squares Feed-Forward Network (RLSFN) has been used as a binary classifier working on the pathological and normative datasets in a leave-one-out strategy. Monte Carlo simulations have been conducted to estimate the influence of the stochastic nature of the classifier. Two datasets for each gender were tested (males and females) including 26 normative and 53 pathological subjects in the male set, and 25 normative and 38 pathological in the female set. Results: Male and female data subsets were tested in single runs, yielding equal error rates under 0.6% (Accuracy over 99.4%). Due to the stochastic nature of each experiment, Monte Carlo runs were conducted to test the reliability of the methodology. The average detection results after 200 Montecarlo runs of a 200 hyperplane hidden layer RLSFN are given in terms of Sensitivity (males: 0.9946, females: 0.9942), Specificity (males: 0.9944, females: 0.9941) and Accuracy (males: 0.9945, females: 0.9942). The area under the ROC curve is 0.9947 (males) and 0.9945 (females). The equal error rate is 0.0054 (males) and 0.0057 (females). Conclusions: The proposed methodology avails that the use of highly normalized descriptors as the probability distribution of kinematic variables of vowel articulation stability, which has some interesting properties in terms of information theory, boosts the potential of simple yet powerful classifiers in producing quite acceptable detection results in Parkinson Disease.

Mean apparent propagator (MAP) MRI: a novel diffusion imaging method for mapping tissue microstructure.

PubMed

Özarslan, Evren; Koay, Cheng Guan; Shepherd, Timothy M; Komlosh, Michal E; İrfanoğlu, M Okan; Pierpaoli, Carlo; Basser, Peter J

2013-09-01

Diffusion-weighted magnetic resonance (MR) signals reflect information about underlying tissue microstructure and cytoarchitecture. We propose a quantitative, efficient, and robust mathematical and physical framework for representing diffusion-weighted MR imaging (MRI) data obtained in "q-space," and the corresponding "mean apparent propagator (MAP)" describing molecular displacements in "r-space." We also define and map novel quantitative descriptors of diffusion that can be computed robustly using this MAP-MRI framework. We describe efficient analytical representation of the three-dimensional q-space MR signal in a series expansion of basis functions that accurately describes diffusion in many complex geometries. The lowest order term in this expansion contains a diffusion tensor that characterizes the Gaussian displacement distribution, equivalent to diffusion tensor MRI (DTI). Inclusion of higher order terms enables the reconstruction of the true average propagator whose projection onto the unit "displacement" sphere provides an orientational distribution function (ODF) that contains only the orientational dependence of the diffusion process. The representation characterizes novel features of diffusion anisotropy and the non-Gaussian character of the three-dimensional diffusion process. Other important measures this representation provides include the return-to-the-origin probability (RTOP), and its variants for diffusion in one- and two-dimensions-the return-to-the-plane probability (RTPP), and the return-to-the-axis probability (RTAP), respectively. These zero net displacement probabilities measure the mean compartment (pore) volume and cross-sectional area in distributions of isolated pores irrespective of the pore shape. MAP-MRI represents a new comprehensive framework to model the three-dimensional q-space signal and transform it into diffusion propagators. Experiments on an excised marmoset brain specimen demonstrate that MAP-MRI provides several novel, quantifiable parameters that capture previously obscured intrinsic features of nervous tissue microstructure. This should prove helpful for investigating the functional organization of normal and pathologic nervous tissue. Copyright © 2013 Elsevier Inc. All rights reserved.

Generalised Extreme Value Distributions Provide a Natural Hypothesis for the Shape of Seed Mass Distributions

PubMed Central

2015-01-01

Among co-occurring species, values for functionally important plant traits span orders of magnitude, are uni-modal, and generally positively skewed. Such data are usually log-transformed “for normality” but no convincing mechanistic explanation for a log-normal expectation exists. Here we propose a hypothesis for the distribution of seed masses based on generalised extreme value distributions (GEVs), a class of probability distributions used in climatology to characterise the impact of event magnitudes and frequencies; events that impose strong directional selection on biological traits. In tests involving datasets from 34 locations across the globe, GEVs described log10 seed mass distributions as well or better than conventional normalising statistics in 79% of cases, and revealed a systematic tendency for an overabundance of small seed sizes associated with low latitudes. GEVs characterise disturbance events experienced in a location to which individual species’ life histories could respond, providing a natural, biological explanation for trait expression that is lacking from all previous hypotheses attempting to describe trait distributions in multispecies assemblages. We suggest that GEVs could provide a mechanistic explanation for plant trait distributions and potentially link biology and climatology under a single paradigm. PMID:25830773

Rectal bleeding, fecal incontinence, and high stool frequency after conformal radiotherapy for prostate cancer: Normal tissue complication probability modeling

DOE Office of Scientific and Technical Information (OSTI.GOV)

Peeters, Stephanie; Hoogeman, Mischa S.; Heemsbergen, Wilma D.

2006-09-01

Purpose: To analyze whether inclusion of predisposing clinical features in the Lyman-Kutcher-Burman (LKB) normal tissue complication probability (NTCP) model improves the estimation of late gastrointestinal toxicity. Methods and Materials: This study includes 468 prostate cancer patients participating in a randomized trial comparing 68 with 78 Gy. We fitted the probability of developing late toxicity within 3 years (rectal bleeding, high stool frequency, and fecal incontinence) with the original, and a modified LKB model, in which a clinical feature (e.g., history of abdominal surgery) was taken into account by fitting subset specific TD50s. The ratio of these TD50s is the dose-modifyingmore » factor for that clinical feature. Dose distributions of anorectal (bleeding and frequency) and anal wall (fecal incontinence) were used. Results: The modified LKB model gave significantly better fits than the original LKB model. Patients with a history of abdominal surgery had a lower tolerance to radiation than did patients without previous surgery, with a dose-modifying factor of 1.1 for bleeding and of 2.5 for fecal incontinence. The dose-response curve for bleeding was approximately two times steeper than that for frequency and three times steeper than that for fecal incontinence. Conclusions: Inclusion of predisposing clinical features significantly improved the estimation of the NTCP. For patients with a history of abdominal surgery, more severe dose constraints should therefore be used during treatment plan optimization.« less

Comparison between the four-field box and field-in-field techniques for conformal radiotherapy of the esophagus using dose-volume histograms and normal tissue complication probabilities.

PubMed

Allaveisi, Farzaneh; Moghadam, Amir Nami

2017-06-01

We evaluated and compared the performance of the field-in-field (FIF) to that of the four-field box (4FB) technique regarding dosimetric and radiobiological parameters for radiotherapy of esophageal carcinoma. Twenty patients with esophageal cancer were selected. For each patient, two treatment plans were created: 4FB and FIF. The parameters compared included the conformity index (CI), homogeneity index (HI), D mean , D max , tumor control probability (TCP), V 20Gy and V 30Gy of the heart and lungs, normal tissue complication probability (NTCP), and monitor units per fraction (MU/fr). A paired t-test analysis did not show any significant differences (p > 0.05) between the two techniques in terms of the CI and TCP. However, the HI significantly improved when the FIF was applied. D max of the PTV, lung, and spinal cord were also significantly better with the FIF. Moreover, the lung V 20Gy as well as the NTCPs of the lung and spinal cord significantly reduced when the FIF was used, and the MU/fr was significantly decreased. The FIF showed evident advantages over 4FB: a more homogeneous dose distribution, lower D max values, and fewer required MUs, while it also retained PTV dose conformality. FIF should be considered as a simple technique to use clinically in cases with esophageal malignancies, especially in clinics with no IMRT.

Bayesian Model Selection in Geophysics: The evidence

NASA Astrophysics Data System (ADS)

Vrugt, J. A.

2016-12-01

Bayesian inference has found widespread application and use in science and engineering to reconcile Earth system models with data, including prediction in space (interpolation), prediction in time (forecasting), assimilation of observations and deterministic/stochastic model output, and inference of the model parameters. Per Bayes theorem, the posterior probability, , P(H|D), of a hypothesis, H, given the data D, is equivalent to the product of its prior probability, P(H), and likelihood, L(H|D), divided by a normalization constant, P(D). In geophysics, the hypothesis, H, often constitutes a description (parameterization) of the subsurface for some entity of interest (e.g. porosity, moisture content). The normalization constant, P(D), is not required for inference of the subsurface structure, yet of great value for model selection. Unfortunately, it is not particularly easy to estimate P(D) in practice. Here, I will introduce the various building blocks of a general purpose method which provides robust and unbiased estimates of the evidence, P(D). This method uses multi-dimensional numerical integration of the posterior (parameter) distribution. I will then illustrate this new estimator by application to three competing subsurface models (hypothesis) using GPR travel time data from the South Oyster Bacterial Transport Site, in Virginia, USA. The three subsurface models differ in their treatment of the porosity distribution and use (a) horizontal layering with fixed layer thicknesses, (b) vertical layering with fixed layer thicknesses and (c) a multi-Gaussian field. The results of the new estimator are compared against the brute force Monte Carlo method, and the Laplace-Metropolis method.

Complex Network Theory Applied to the Growth of Kuala Lumpur's Public Urban Rail Transit Network.

PubMed

Ding, Rui; Ujang, Norsidah; Hamid, Hussain Bin; Wu, Jianjun

2015-01-01

Recently, the number of studies involving complex network applications in transportation has increased steadily as scholars from various fields analyze traffic networks. Nonetheless, research on rail network growth is relatively rare. This research examines the evolution of the Public Urban Rail Transit Networks of Kuala Lumpur (PURTNoKL) based on complex network theory and covers both the topological structure of the rail system and future trends in network growth. In addition, network performance when facing different attack strategies is also assessed. Three topological network characteristics are considered: connections, clustering and centrality. In PURTNoKL, we found that the total number of nodes and edges exhibit a linear relationship and that the average degree stays within the interval [2.0488, 2.6774] with heavy-tailed distributions. The evolutionary process shows that the cumulative probability distribution (CPD) of degree and the average shortest path length show good fit with exponential distribution and normal distribution, respectively. Moreover, PURTNoKL exhibits clear cluster characteristics; most of the nodes have a 2-core value, and the CPDs of the centrality's closeness and betweenness follow a normal distribution function and an exponential distribution, respectively. Finally, we discuss four different types of network growth styles and the line extension process, which reveal that the rail network's growth is likely based on the nodes with the biggest lengths of the shortest path and that network protection should emphasize those nodes with the largest degrees and the highest betweenness values. This research may enhance the networkability of the rail system and better shape the future growth of public rail networks.

Probability hazard map for future vent opening at Etna volcano (Sicily, Italy).

NASA Astrophysics Data System (ADS)

Brancato, Alfonso; Tusa, Giuseppina; Coltelli, Mauro; Proietti, Cristina

2014-05-01

Mount Etna is a composite stratovolcano located along the Ionian coast of eastern Sicily. The frequent flank eruptions occurrence (at an interval of years, mostly concentrated along the NE, S and W rift zones) lead to a high volcanic hazard that, linked with intense urbanization, poses a high volcanic risk. A long-term volcanic hazard assessment, mainly based on the past behaviour of the Etna volcano, is the basic tool for the evaluation of this risk. Then, a reliable forecast where the next eruption will occur is needed. A computer-assisted analysis and probabilistic evaluations will provide the relative map, thus allowing identification of the areas prone to the highest hazard. Based on these grounds, the use of a code such BET_EF (Bayesian Event Tree_Eruption Forecasting) showed that a suitable analysis can be explored (Selva et al., 2012). Following an analysis we are performing, a total of 6886 point-vents referring to the last 4.0 ka of Etna flank activity, and spread over an area of 744 km2 (divided into N=2976 squared cell, with side of 500 m), allowed us to estimate a pdf by applying a Gaussian kernel. The probability values represent a complete set of outcomes mutually exclusive and the relative sum is normalized to one over the investigated area; then, the basic assumptions of a Dirichlet distribution (the prior distribution set in the BET_EF code (Marzocchi et al., 2004, 2008)) still hold. One fundamental parameter is the the equivalent number of data, that depicts our confidence on the best guess probability. The BET_EF code also works with a likelihood function. This is modelled by a Multinomial distribution, with parameters representing the number of vents in each cell and the total number of past data (i.e. the 6886 point-vents). Given the grid of N cells, the final posterior distribution will be evaluated by multiplying the a priori Dirichlet probability distribution with the past data in each cell through the likelihood. The probability hazard map shows a tendency to concentrate along the NE and S rifts, as well as Valle del Bove, increasing the difference in probability between these areas and the rest of the volcano edifice. It is worthy notice that a higher significance is still evident along the W rift, even if not comparable with the ones of the above mentioned areas. References Marzocchi W., Sandri L., Gasparini P., Newhall C. and Boschi E.; 2004: Quantifying probabilities of volcanic events: The example of volcanic hazard at Mount Vesuvius, J. Geophys. Res., 109, B11201, doi:10.1029/2004JB00315U. Marzocchi W., Sandri, L. and Selva, J.; 2008: BET_EF: a probabilistic tool for long- and short-term eruption forecasting, Bull. Volcanol., 70, 623 - 632, doi: 10.1007/s00445-007-0157-y. Selva J., Orsi G., Di Vito M.A., Marzocchi W. And Sandri L.; 2012: Probability hazard mapfor future vent opening atthe Campi Flegrei caldera, Italy, Bull. Volcanol., 74, 497 - 510, doi: 10.1007/s00445-011-0528-2.

Monte Carlo calculation of the maximum therapeutic gain of tumor antivascular alpha therapy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huang, Chen-Yu; Oborn, Bradley M.; Guatelli, Susanna

Purpose: Metastatic melanoma lesions experienced marked regression after systemic targeted alpha therapy in a phase 1 clinical trial. This unexpected response was ascribed to tumor antivascular alpha therapy (TAVAT), in which effective tumor regression is achieved by killing endothelial cells (ECs) in tumor capillaries and, thus, depriving cancer cells of nutrition and oxygen. The purpose of this paper is to quantitatively analyze the therapeutic efficacy and safety of TAVAT by building up the testing Monte Carlo microdosimetric models. Methods: Geant4 was adapted to simulate the spatial nonuniform distribution of the alpha emitter {sup 213}Bi. The intraluminal model was designed tomore » simulate the background dose to normal tissue capillary ECs from the nontargeted activity in the blood. The perivascular model calculates the EC dose from the activity bound to the perivascular cancer cells. The key parameters are the probability of an alpha particle traversing an EC nucleus, the energy deposition, the lineal energy transfer, and the specific energy. These results were then applied to interpret the clinical trial. Cell survival rate and therapeutic gain were determined. Results: The specific energy for an alpha particle hitting an EC nucleus in the intraluminal and perivascular models is 0.35 and 0.37 Gy, respectively. As the average probability of traversal in these models is 2.7% and 1.1%, the mean specific energy per decay drops to 1.0 cGy and 0.4 cGy, which demonstrates that the source distribution has a significant impact on the dose. Using the melanoma clinical trial activity of 25 mCi, the dose to tumor EC nucleus is found to be 3.2 Gy and to a normal capillary EC nucleus to be 1.8 cGy. These data give a maximum therapeutic gain of about 180 and validate the TAVAT concept. Conclusions: TAVAT can deliver a cytotoxic dose to tumor capillaries without being toxic to normal tissue capillaries.« less

Theoretical Benefits of Dynamic Collimation in Pencil Beam Scanning Proton Therapy for Brain Tumors: Dosimetric and Radiobiological Metrics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Moignier, Alexandra, E-mail: alexandra-moignier@uiowa.edu; Gelover, Edgar; Wang, Dongxu

Purpose: To quantify the dosimetric benefit of using a dynamic collimation system (DCS) for penumbra reduction during the treatment of brain tumors by pencil beam scanning proton therapy (PBS PT). Methods and Materials: Collimated and uncollimated brain treatment plans were created for 5 patients previously treated with PBS PT and retrospectively enrolled in an institutional review board–approved study. The in-house treatment planning system, RDX, was used to generate the plans because it is capable of modeling both collimated and uncollimated beamlets. The clinically delivered plans were reproduced with uncollimated plans in terms of target coverage and organ at risk (OAR) sparingmore » to ensure a clinically relevant starting point, and collimated plans were generated to improve the OAR sparing while maintaining target coverage. Physical and biological comparison metrics, such as dose distribution conformity, mean and maximum doses, normal tissue complication probability, and risk of secondary brain cancer, were used to evaluate the plans. Results: The DCS systematically improved the dose distribution conformity while preserving the target coverage. The average reduction of the mean dose to the 10-mm ring surrounding the target and the healthy brain were 13.7% (95% confidence interval [CI] 11.6%-15.7%; P<.0001) and 25.1% (95% CI 16.8%-33.4%; P<.001), respectively. This yielded an average reduction of 24.8% (95% CI 0.8%-48.8%; P<.05) for the brain necrosis normal tissue complication probability using the Flickinger model, and 25.1% (95% CI 16.8%-33.4%; P<.001) for the risk of secondary brain cancer. A general improvement of the OAR sparing was also observed. Conclusion: The lateral penumbra reduction afforded by the DCS increases the normal tissue sparing capabilities of PBS PT for brain cancer treatment while preserving target coverage.« less

Normal co-ordinate analysis of 1, 8-dibromooctane

NASA Astrophysics Data System (ADS)

Singh, Devinder; Jaggi, Neena; Singh, Nafa

2010-02-01

The organic compound 1,8-dibromooctane (1,8-DBO) exists in liquid phase at ambient temperatures and has versatile synthetic applications. In its liquid phase 1,8-DBO has been expected to exist in four most probable conformations, with all its carbon atoms in the same plane, having symmetries C 2h , C i , C 2 and C 1 . In the present study a detailed vibrational analysis in terms of assignment of Fourier transform infrared (FT-IR) and Raman bands of this molecule using normal co-ordinate calculations has been done. A systematic set of symmetry co-ordinates has been constructed for this molecule and normal co-ordinate analysis is carried out using the computer program MOLVIB. The force-field transferred from already studied lower chain bromo-alkanes is subjected to refinement so as to fit the observed infrared and Raman frequencies with those of calculated ones. The potential energy distribution (PED) has also been calculated for each mode of vibration of the molecule for the assumed conformations.

Modeling the probability distribution of positional errors incurred by residential address geocoding.

PubMed

Zimmerman, Dale L; Fang, Xiangming; Mazumdar, Soumya; Rushton, Gerard

2007-01-10

The assignment of a point-level geocode to subjects' residences is an important data assimilation component of many geographic public health studies. Often, these assignments are made by a method known as automated geocoding, which attempts to match each subject's address to an address-ranged street segment georeferenced within a streetline database and then interpolate the position of the address along that segment. Unfortunately, this process results in positional errors. Our study sought to model the probability distribution of positional errors associated with automated geocoding and E911 geocoding. Positional errors were determined for 1423 rural addresses in Carroll County, Iowa as the vector difference between each 100%-matched automated geocode and its true location as determined by orthophoto and parcel information. Errors were also determined for 1449 60%-matched geocodes and 2354 E911 geocodes. Huge (> 15 km) outliers occurred among the 60%-matched geocoding errors; outliers occurred for the other two types of geocoding errors also but were much smaller. E911 geocoding was more accurate (median error length = 44 m) than 100%-matched automated geocoding (median error length = 168 m). The empirical distributions of positional errors associated with 100%-matched automated geocoding and E911 geocoding exhibited a distinctive Greek-cross shape and had many other interesting features that were not capable of being fitted adequately by a single bivariate normal or t distribution. However, mixtures of t distributions with two or three components fit the errors very well. Mixtures of bivariate t distributions with few components appear to be flexible enough to fit many positional error datasets associated with geocoding, yet parsimonious enough to be feasible for nascent applications of measurement-error methodology to spatial epidemiology.

A stochastic Markov chain model to describe lung cancer growth and metastasis.

PubMed

Newton, Paul K; Mason, Jeremy; Bethel, Kelly; Bazhenova, Lyudmila A; Nieva, Jorge; Kuhn, Peter

2012-01-01

A stochastic Markov chain model for metastatic progression is developed for primary lung cancer based on a network construction of metastatic sites with dynamics modeled as an ensemble of random walkers on the network. We calculate a transition matrix, with entries (transition probabilities) interpreted as random variables, and use it to construct a circular bi-directional network of primary and metastatic locations based on postmortem tissue analysis of 3827 autopsies on untreated patients documenting all primary tumor locations and metastatic sites from this population. The resulting 50 potential metastatic sites are connected by directed edges with distributed weightings, where the site connections and weightings are obtained by calculating the entries of an ensemble of transition matrices so that the steady-state distribution obtained from the long-time limit of the Markov chain dynamical system corresponds to the ensemble metastatic distribution obtained from the autopsy data set. We condition our search for a transition matrix on an initial distribution of metastatic tumors obtained from the data set. Through an iterative numerical search procedure, we adjust the entries of a sequence of approximations until a transition matrix with the correct steady-state is found (up to a numerical threshold). Since this constrained linear optimization problem is underdetermined, we characterize the statistical variance of the ensemble of transition matrices calculated using the means and variances of their singular value distributions as a diagnostic tool. We interpret the ensemble averaged transition probabilities as (approximately) normally distributed random variables. The model allows us to simulate and quantify disease progression pathways and timescales of progression from the lung position to other sites and we highlight several key findings based on the model.

Directional Migration of Recirculating Lymphocytes through Lymph Nodes via Random Walks

PubMed Central

Thomas, Niclas; Matejovicova, Lenka; Srikusalanukul, Wichat; Shawe-Taylor, John; Chain, Benny

2012-01-01

Naive T lymphocytes exhibit extensive antigen-independent recirculation between blood and lymph nodes, where they may encounter dendritic cells carrying cognate antigen. We examine how long different T cells may spend in an individual lymph node by examining data from long term cannulation of blood and efferent lymphatics of a single lymph node in the sheep. We determine empirically the distribution of transit times of migrating T cells by applying the Least Absolute Shrinkage & Selection Operator () or regularised to fit experimental data describing the proportion of labelled infused cells in blood and efferent lymphatics over time. The optimal inferred solution reveals a distribution with high variance and strong skew. The mode transit time is typically between 10 and 20 hours, but a significant number of cells spend more than 70 hours before exiting. We complement the empirical machine learning based approach by modelling lymphocyte passage through the lymph node . On the basis of previous two photon analysis of lymphocyte movement, we optimised distributions which describe the transit times (first passage times) of discrete one dimensional and continuous (Brownian) three dimensional random walks with drift. The optimal fit is obtained when drift is small, i.e. the ratio of probabilities of migrating forward and backward within the node is close to one. These distributions are qualitatively similar to the inferred empirical distribution, with high variance and strong skew. In contrast, an optimised normal distribution of transit times (symmetrical around mean) fitted the data poorly. The results demonstrate that the rapid recirculation of lymphocytes observed at a macro level is compatible with predominantly randomised movement within lymph nodes, and significant probabilities of long transit times. We discuss how this pattern of migration may contribute to facilitating interactions between low frequency T cells and antigen presenting cells carrying cognate antigen. PMID:23028891

ROBUST: an interactive FORTRAN-77 package for exploratory data analysis using parametric, ROBUST and nonparametric location and scale estimates, data transformations, normality tests, and outlier assessment

NASA Astrophysics Data System (ADS)

Rock, N. M. S.

ROBUST calculates 53 statistics, plus significance levels for 6 hypothesis tests, on each of up to 52 variables. These together allow the following properties of the data distribution for each variable to be examined in detail: (1) Location. Three means (arithmetic, geometric, harmonic) are calculated, together with the midrange and 19 high-performance robust L-, M-, and W-estimates of location (combined, adaptive, trimmed estimates, etc.) (2) Scale. The standard deviation is calculated along with the H-spread/2 (≈ semi-interquartile range), the mean and median absolute deviations from both mean and median, and a biweight scale estimator. The 23 location and 6 scale estimators programmed cover all possible degrees of robustness. (3) Normality: Distributions are tested against the null hypothesis that they are normal, using the 3rd (√ h1) and 4th ( b 2) moments, Geary's ratio (mean deviation/standard deviation), Filliben's probability plot correlation coefficient, and a more robust test based on the biweight scale estimator. These statistics collectively are sensitive to most usual departures from normality. (4) Presence of outliers. The maximum and minimum values are assessed individually or jointly using Grubbs' maximum Studentized residuals, Harvey's and Dixon's criteria, and the Studentized range. For a single input variable, outliers can be either winsorized or eliminated and all estimates recalculated iteratively as desired. The following data-transformations also can be applied: linear, log 10, generalized Box Cox power (including log, reciprocal, and square root), exponentiation, and standardization. For more than one variable, all results are tabulated in a single run of ROBUST. Further options are incorporated to assess ratios (of two variables) as well as discrete variables, and be concerned with missing data. Cumulative S-plots (for assessing normality graphically) also can be generated. The mutual consistency or inconsistency of all these measures helps to detect errors in data as well as to assess data-distributions themselves.

A two-scale scattering model with application to the JONSWAP '75 aircraft microwave scatterometer experiment

NASA Technical Reports Server (NTRS)

Wentz, F. J.

1977-01-01

The general problem of bistatic scattering from a two scale surface was evaluated. The treatment was entirely two-dimensional and in a vector formulation independent of any particular coordinate system. The two scale scattering model was then applied to backscattering from the sea surface. In particular, the model was used in conjunction with the JONSWAP 1975 aircraft scatterometer measurements to determine the sea surface's two scale roughness distributions, namely the probability density of the large scale surface slope and the capillary wavenumber spectrum. Best fits yield, on the average, a 0.7 dB rms difference between the model computations and the vertical polarization measurements of the normalized radar cross section. Correlations between the distribution parameters and the wind speed were established from linear, least squares regressions.

Applications of Genomic Selection in Breeding Wheat for Rust Resistance.

PubMed

Ornella, Leonardo; González-Camacho, Juan Manuel; Dreisigacker, Susanne; Crossa, Jose

2017-01-01

There are a lot of methods developed to predict untested phenotypes in schemes commonly used in genomic selection (GS) breeding. The use of GS for predicting disease resistance has its own particularities: (a) most populations shows additivity in quantitative adult plant resistance (APR); (b) resistance needs effective combinations of major and minor genes; and (c) phenotype is commonly expressed in ordinal categorical traits, whereas most parametric applications assume that the response variable is continuous and normally distributed. Machine learning methods (MLM) can take advantage of examples (data) that capture characteristics of interest from an unknown underlying probability distribution (i.e., data-driven). We introduce some state-of-the-art MLM capable to predict rust resistance in wheat. We also present two parametric R packages for the reader to be able to compare.

A Compendium of Wind Statistics and Models for the NASA Space Shuttle and Other Aerospace Vehicle Programs

NASA Technical Reports Server (NTRS)

Smith, O. E.; Adelfang, S. I.

1998-01-01

The wind profile with all of its variations with respect to altitude has been, is now, and will continue to be important for aerospace vehicle design and operations. Wind profile databases and models are used for the vehicle ascent flight design for structural wind loading, flight control systems, performance analysis, and launch operations. This report presents the evolution of wind statistics and wind models from the empirical scalar wind profile model established for the Saturn Program through the development of the vector wind profile model used for the Space Shuttle design to the variations of this wind modeling concept for the X-33 program. Because wind is a vector quantity, the vector wind models use the rigorous mathematical probability properties of the multivariate normal probability distribution. When the vehicle ascent steering commands (ascent guidance) are wind biased to the wind profile measured on the day-of-launch, ascent structural wind loads are reduced and launch probability is increased. This wind load alleviation technique is recommended in the initial phase of vehicle development. The vehicle must fly through the largest load allowable versus altitude to achieve its mission. The Gumbel extreme value probability distribution is used to obtain the probability of exceeding (or not exceeding) the load allowable. The time conditional probability function is derived from the Gumbel bivariate extreme value distribution. This time conditional function is used for calculation of wind loads persistence increments using 3.5-hour Jimsphere wind pairs. These increments are used to protect the commit-to-launch decision. Other topics presented include the Shuttle Shuttle load-response to smoothed wind profiles, a new gust model, and advancements in wind profile measuring systems. From the lessons learned and knowledge gained from past vehicle programs, the development of future launch vehicles can be accelerated. However, new vehicle programs by their very nature will require specialized support for new databases and analyses for wind, atmospheric parameters (pressure, temperature, and density versus altitude), and weather. It is for this reason that project managers are encouraged to collaborate with natural environment specialists early in the conceptual design phase. Such action will give the lead time necessary to meet the natural environment design and operational requirements, and thus, reduce development costs.

Critical spreading dynamics of parity conserving annihilating random walks with power-law branching

NASA Astrophysics Data System (ADS)

Laise, T.; dos Anjos, F. C.; Argolo, C.; Lyra, M. L.

2018-09-01

We investigate the critical spreading of the parity conserving annihilating random walks model with Lévy-like branching. The random walks are considered to perform normal diffusion with probability p on the sites of a one-dimensional lattice, annihilating in pairs by contact. With probability 1 - p, each particle can also produce two offspring which are placed at a distance r from the original site following a power-law Lévy-like distribution P(r) ∝ 1 /rα. We perform numerical simulations starting from a single particle. A finite-time scaling analysis is employed to locate the critical diffusion probability pc below which a finite density of particles is developed in the long-time limit. Further, we estimate the spreading dynamical exponents related to the increase of the average number of particles at the critical point and its respective fluctuations. The critical exponents deviate from those of the counterpart model with short-range branching for small values of α. The numerical data suggest that continuously varying spreading exponents sets up while the branching process still results in a diffusive-like spreading.

Nonadditive entropies yield probability distributions with biases not warranted by the data.

PubMed

Pressé, Steve; Ghosh, Kingshuk; Lee, Julian; Dill, Ken A

2013-11-01

Different quantities that go by the name of entropy are used in variational principles to infer probability distributions from limited data. Shore and Johnson showed that maximizing the Boltzmann-Gibbs form of the entropy ensures that probability distributions inferred satisfy the multiplication rule of probability for independent events in the absence of data coupling such events. Other types of entropies that violate the Shore and Johnson axioms, including nonadditive entropies such as the Tsallis entropy, violate this basic consistency requirement. Here we use the axiomatic framework of Shore and Johnson to show how such nonadditive entropy functions generate biases in probability distributions that are not warranted by the underlying data.

Regional analysis and derivation of copula-based drought Severity-Area-Frequency curve in Lake Urmia basin, Iran.

PubMed

Amirataee, Babak; Montaseri, Majid; Rezaie, Hossein

2018-01-15

Droughts are extreme events characterized by temporal duration and spatial large-scale effects. In general, regional droughts are affected by general circulation of the atmosphere (at large-scale) and regional natural factors, including the topography, natural lakes, the position relative to the center and the path of the ocean currents (at small-scale), and they don't cover the exact same effects in a wide area. Therefore, drought Severity-Area-Frequency (S-A-F) curve investigation is an essential task to develop decision making rule for regional drought management. This study developed the copula-based joint probability distribution of drought severity and percent of area under drought across the Lake Urmia basin, Iran. To do this end, one-month Standardized Precipitation Index (SPI) values during the 1971-2013 were applied across 24 rainfall stations in the study area. Then, seven copula functions of various families, including Clayton, Gumbel, Frank, Joe, Galambos, Plackett and Normal copulas, were used to model the joint probability distribution of drought severity and drought area. Using AIC, BIC and RMSE criteria, the Frank copula was selected as the most appropriate copula in order to develop the joint probability distribution of severity-percent of area under drought across the study area. Based on the Frank copula, the drought S-A-F curve for the study area was derived. The results indicated that severe/extreme drought and non-drought (wet) behaviors have affected the majority of study areas (Lake Urmia basin). However, the area covered by the specific semi-drought effects is limited and has been subject to significant variations. Copyright © 2017 Elsevier Ltd. All rights reserved.

Application of Archimedean copulas to the impact assessment of hydro-climatic variables in semi-arid aquifers of western India

NASA Astrophysics Data System (ADS)

Wable, Pawan S.; Jha, Madan K.

2018-02-01

The effects of rainfall and the El Niño Southern Oscillation (ENSO) on groundwater in a semi-arid basin of India were analyzed using Archimedean copulas considering 17 years of data for monsoon rainfall, post-monsoon groundwater level (PMGL) and ENSO Index. The evaluated dependence among these hydro-climatic variables revealed that PMGL-Rainfall and PMGL-ENSO Index pairs have significant dependence. Hence, these pairs were used for modeling dependence by employing four types of Archimedean copulas: Ali-Mikhail-Haq, Clayton, Gumbel-Hougaard, and Frank. For the copula modeling, the results of probability distributions fitting to these hydro-climatic variables indicated that the PMGL and rainfall time series are best represented by Weibull and lognormal distributions, respectively, while the non-parametric kernel-based normal distribution is the most suitable for the ENSO Index. Further, the PMGL-Rainfall pair is best modeled by the Clayton copula, and the PMGL-ENSO Index pair is best modeled by the Frank copula. The Clayton copula-based conditional probability of PMGL being less than or equal to its average value at a given mean rainfall is above 70% for 33% of the study area. In contrast, the spatial variation of the Frank copula-based probability of PMGL being less than or equal to its average value is 35-40% in 23% of the study area during El Niño phase, while it is below 15% in 35% of the area during the La Niña phase. This copula-based methodology can be applied under data-scarce conditions for exploring the impacts of rainfall and ENSO on groundwater at basin scales.

Population pharmacokinetics and maximum a posteriori probability Bayesian estimator of abacavir: application of individualized therapy in HIV-infected infants and toddlers

PubMed Central

Zhao, Wei; Cella, Massimo; Della Pasqua, Oscar; Burger, David; Jacqz-Aigrain, Evelyne

2012-01-01

AIMS To develop a population pharmacokinetic model for abacavir in HIV-infected infants and toddlers, which will be used to describe both once and twice daily pharmacokinetic profiles, identify covariates that explain variability and propose optimal time points to optimize the area under the concentration–time curve (AUC) targeted dosage and individualize therapy. METHODS The pharmacokinetics of abacavir was described with plasma concentrations from 23 patients using nonlinear mixed-effects modelling (NONMEM) software. A two-compartment model with first-order absorption and elimination was developed. The final model was validated using bootstrap, visual predictive check and normalized prediction distribution errors. The Bayesian estimator was validated using the cross-validation and simulation–estimation method. RESULTS The typical population pharmacokinetic parameters and relative standard errors (RSE) were apparent systemic clearance (CL) 13.4 l h−1 (RSE 6.3%), apparent central volume of distribution 4.94 l (RSE 28.7%), apparent peripheral volume of distribution 8.12 l (RSE14.2%), apparent intercompartment clearance 1.25 l h−1 (RSE 16.9%) and absorption rate constant 0.758 h−1 (RSE 5.8%). The covariate analysis identified weight as the individual factor influencing the apparent oral clearance: CL = 13.4 × (weight/12)1.14. The maximum a posteriori probability Bayesian estimator, based on three concentrations measured at 0, 1 or 2, and 3 h after drug intake allowed predicting individual AUC0–t. CONCLUSIONS The population pharmacokinetic model developed for abacavir in HIV-infected infants and toddlers accurately described both once and twice daily pharmacokinetic profiles. The maximum a posteriori probability Bayesian estimator of AUC0–t was developed from the final model and can be used routinely to optimize individual dosing. PMID:21988586

3D modeling of effects of increased oxygenation and activity concentration in tumors treated with radionuclides and antiangiogenic drugs

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

Log-Linear Models for Gene Association

PubMed Central

Hu, Jianhua; Joshi, Adarsh; Johnson, Valen E.

2009-01-01

We describe a class of log-linear models for the detection of interactions in high-dimensional genomic data. This class of models leads to a Bayesian model selection algorithm that can be applied to data that have been reduced to contingency tables using ranks of observations within subjects, and discretization of these ranks within gene/network components. Many normalization issues associated with the analysis of genomic data are thereby avoided. A prior density based on Ewens’ sampling distribution is used to restrict the number of interacting components assigned high posterior probability, and the calculation of posterior model probabilities is expedited by approximations based on the likelihood ratio statistic. Simulation studies are used to evaluate the efficiency of the resulting algorithm for known interaction structures. Finally, the algorithm is validated in a microarray study for which it was possible to obtain biological confirmation of detected interactions. PMID:19655032

Diffusing diffusivity: Rotational diffusion in two and three dimensions

NASA Astrophysics Data System (ADS)

Jain, Rohit; Sebastian, K. L.

2017-06-01

We consider the problem of calculating the probability distribution function (pdf) of angular displacement for rotational diffusion in a crowded, rearranging medium. We use the diffusing diffusivity model and following our previous work on translational diffusion [R. Jain and K. L. Sebastian, J. Phys. Chem. B 120, 3988 (2016)], we show that the problem can be reduced to that of calculating the survival probability of a particle undergoing Brownian motion, in the presence of a sink. We use the approach to calculate the pdf for the rotational motion in two and three dimensions. We also propose new dimensionless, time dependent parameters, αr o t ,2 D and αr o t ,3 D, which can be used to analyze the experimental/simulation data to find the extent of deviation from the normal behavior, i.e., constant diffusivity, and obtain explicit analytical expressions for them, within our model.

Two proposed convergence criteria for Monte Carlo solutions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Forster, R.A.; Pederson, S.P.; Booth, T.E.

1992-01-01

The central limit theorem (CLT) can be applied to a Monte Carlo solution if two requirements are satisfied: (1) The random variable has a finite mean and a finite variance; and (2) the number N of independent observations grows large. When these two conditions are satisfied, a confidence interval (CI) based on the normal distribution with a specified coverage probability can be formed. The first requirement is generally satisfied by the knowledge of the Monte Carlo tally being used. The Monte Carlo practitioner has a limited number of marginal methods to assess the fulfillment of the second requirement, such asmore » statistical error reduction proportional to 1/[radical]N with error magnitude guidelines. Two proposed methods are discussed in this paper to assist in deciding if N is large enough: estimating the relative variance of the variance (VOV) and examining the empirical history score probability density function (pdf).« less

A NEW METHOD OF PEAK DETECTION FOR ANALYSIS OF COMPREHENSIVE TWO-DIMENSIONAL GAS CHROMATOGRAPHY MASS SPECTROMETRY DATA.

PubMed

Kim, Seongho; Ouyang, Ming; Jeong, Jaesik; Shen, Changyu; Zhang, Xiang

2014-06-01

We develop a novel peak detection algorithm for the analysis of comprehensive two-dimensional gas chromatography time-of-flight mass spectrometry (GC×GC-TOF MS) data using normal-exponential-Bernoulli (NEB) and mixture probability models. The algorithm first performs baseline correction and denoising simultaneously using the NEB model, which also defines peak regions. Peaks are then picked using a mixture of probability distribution to deal with the co-eluting peaks. Peak merging is further carried out based on the mass spectral similarities among the peaks within the same peak group. The algorithm is evaluated using experimental data to study the effect of different cut-offs of the conditional Bayes factors and the effect of different mixture models including Poisson, truncated Gaussian, Gaussian, Gamma, and exponentially modified Gaussian (EMG) distributions, and the optimal version is introduced using a trial-and-error approach. We then compare the new algorithm with two existing algorithms in terms of compound identification. Data analysis shows that the developed algorithm can detect the peaks with lower false discovery rates than the existing algorithms, and a less complicated peak picking model is a promising alternative to the more complicated and widely used EMG mixture models.

Comparison of treatment plans: a retrospective study by the method of radiobiological evaluation

NASA Astrophysics Data System (ADS)

Puzhakkal, Niyas; Kallikuzhiyil Kochunny, Abdullah; Manthala Padannayil, Noufal; Singh, Navin; Elavan Chalil, Jumanath; Kulangarakath Umer, Jamshad

2016-09-01

There are many situations in radiotherapy where multiple treatment plans need to be compared for selection of an optimal plan. In this study we performed the radiobiological method of plan evaluation to verify the treatment plan comparison procedure of our clinical practice. We estimated and correlated various radiobiological dose indices with physical dose metrics for a total of 30 patients representing typical cases of head and neck, prostate and brain tumors. Three sets of plans along with a clinically approved plan (final plan) treated by either Intensity Modulated Radiation Therapy (IMRT) or Rapid Arc (RA) techniques were considered. The study yielded improved target coverage for final plans, however, no appreciable differences in doses and the complication probabilities of organs at risk were noticed. Even though all four plans showed adequate dose distributions, from dosimetric point of view, the final plan had more acceptable dose distribution. The estimated biological outcome and dose volume histogram data showed least differences between plans for IMRT when compared to RA. Our retrospective study based on 120 plans, validated the radiobiological method of plan evaluation. The tumor cure or normal tissue complication probabilities were found to be correlated with the corresponding physical dose indices.

Stochastic approach to the derivation of emission limits for wastewater treatment plants.

PubMed

Stransky, D; Kabelkova, I; Bares, V

2009-01-01

Stochastic approach to the derivation of WWTP emission limits meeting probabilistically defined environmental quality standards (EQS) is presented. The stochastic model is based on the mixing equation with input data defined by probability density distributions and solved by Monte Carlo simulations. The approach was tested on a study catchment for total phosphorus (P(tot)). The model assumes input variables independency which was proved for the dry-weather situation. Discharges and P(tot) concentrations both in the study creek and WWTP effluent follow log-normal probability distribution. Variation coefficients of P(tot) concentrations differ considerably along the stream (c(v)=0.415-0.884). The selected value of the variation coefficient (c(v)=0.420) affects the derived mean value (C(mean)=0.13 mg/l) of the P(tot) EQS (C(90)=0.2 mg/l). Even after supposed improvement of water quality upstream of the WWTP to the level of the P(tot) EQS, the WWTP emission limits calculated would be lower than the values of the best available technology (BAT). Thus, minimum dilution ratios for the meaningful application of the combined approach to the derivation of P(tot) emission limits for Czech streams are discussed.

Onset of anomalous diffusion from local motion rules

NASA Astrophysics Data System (ADS)

de Nigris, Sarah; Carletti, Timoteo; Lambiotte, Renaud

2017-02-01

Anomalous diffusion processes, in particular superdiffusive ones, are known to be efficient strategies for searching and navigation in animals and also in human mobility. One way to create such regimes are Lévy flights, where the walkers are allowed to perform jumps, the "flights," that can eventually be very long as their length distribution is asymptotically power-law distributed. In our work, we present a model in which walkers are allowed to perform, on a one-dimensional lattice, "cascades" of n unitary steps instead of one jump of a randomly generated length, as in the Lévy case, where n is drawn from a cascade distribution pn. We show that this local mechanism may give rise to superdiffusion or normal diffusion when pn is distributed as a power law. We also introduce waiting times that are power-law distributed as well and therefore the probability distribution scaling is steered by the two local distributions power-law exponents. As a perspective, our approach may engender a possible generalization of anomalous diffusion in context where distances are difficult to define, as in the case of complex networks, and also provide an interesting model for diffusion in temporal networks.

ProbOnto: ontology and knowledge base of probability distributions.

PubMed

Swat, Maciej J; Grenon, Pierre; Wimalaratne, Sarala

2016-09-01

Probability distributions play a central role in mathematical and statistical modelling. The encoding, annotation and exchange of such models could be greatly simplified by a resource providing a common reference for the definition of probability distributions. Although some resources exist, no suitably detailed and complex ontology exists nor any database allowing programmatic access. ProbOnto, is an ontology-based knowledge base of probability distributions, featuring more than 80 uni- and multivariate distributions with their defining functions, characteristics, relationships and re-parameterization formulas. It can be used for model annotation and facilitates the encoding of distribution-based models, related functions and quantities. http://probonto.org mjswat@ebi.ac.uk Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press.

PRODIGEN: visualizing the probability landscape of stochastic gene regulatory networks in state and time space.

PubMed

Ma, Chihua; Luciani, Timothy; Terebus, Anna; Liang, Jie; Marai, G Elisabeta

2017-02-15

Visualizing the complex probability landscape of stochastic gene regulatory networks can further biologists' understanding of phenotypic behavior associated with specific genes. We present PRODIGEN (PRObability DIstribution of GEne Networks), a web-based visual analysis tool for the systematic exploration of probability distributions over simulation time and state space in such networks. PRODIGEN was designed in collaboration with bioinformaticians who research stochastic gene networks. The analysis tool combines in a novel way existing, expanded, and new visual encodings to capture the time-varying characteristics of probability distributions: spaghetti plots over one dimensional projection, heatmaps of distributions over 2D projections, enhanced with overlaid time curves to display temporal changes, and novel individual glyphs of state information corresponding to particular peaks. We demonstrate the effectiveness of the tool through two case studies on the computed probabilistic landscape of a gene regulatory network and of a toggle-switch network. Domain expert feedback indicates that our visual approach can help biologists: 1) visualize probabilities of stable states, 2) explore the temporal probability distributions, and 3) discover small peaks in the probability landscape that have potential relation to specific diseases.

Comparision of the different probability distributions for earthquake hazard assessment in the North Anatolian Fault Zone

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yilmaz, Şeyda, E-mail: seydayilmaz@ktu.edu.tr; Bayrak, Erdem, E-mail: erdmbyrk@gmail.com; Bayrak, Yusuf, E-mail: bayrak@ktu.edu.tr

In this study we examined and compared the three different probabilistic distribution methods for determining the best suitable model in probabilistic assessment of earthquake hazards. We analyzed a reliable homogeneous earthquake catalogue between a time period 1900-2015 for magnitude M ≥ 6.0 and estimated the probabilistic seismic hazard in the North Anatolian Fault zone (39°-41° N 30°-40° E) using three distribution methods namely Weibull distribution, Frechet distribution and three-parameter Weibull distribution. The distribution parameters suitability was evaluated Kolmogorov-Smirnov (K-S) goodness-of-fit test. We also compared the estimated cumulative probability and the conditional probabilities of occurrence of earthquakes for different elapsed timemore » using these three distribution methods. We used Easyfit and Matlab software to calculate these distribution parameters and plotted the conditional probability curves. We concluded that the Weibull distribution method was the most suitable than other distribution methods in this region.« less

Functional Data Analysis in NTCP Modeling: A New Method to Explore the Radiation Dose-Volume Effects

DOE Office of Scientific and Technical Information (OSTI.GOV)

Benadjaoud, Mohamed Amine, E-mail: mohamedamine.benadjaoud@gustaveroussy.fr; Université Paris sud, Le Kremlin-Bicêtre; Institut Gustave Roussy, Villejuif

2014-11-01

Purpose/Objective(s): To describe a novel method to explore radiation dose-volume effects. Functional data analysis is used to investigate the information contained in differential dose-volume histograms. The method is applied to the normal tissue complication probability modeling of rectal bleeding (RB) for patients irradiated in the prostatic bed by 3-dimensional conformal radiation therapy. Methods and Materials: Kernel density estimation was used to estimate the individual probability density functions from each of the 141 rectum differential dose-volume histograms. Functional principal component analysis was performed on the estimated probability density functions to explore the variation modes in the dose distribution. The functional principalmore » components were then tested for association with RB using logistic regression adapted to functional covariates (FLR). For comparison, 3 other normal tissue complication probability models were considered: the Lyman-Kutcher-Burman model, logistic model based on standard dosimetric parameters (LM), and logistic model based on multivariate principal component analysis (PCA). Results: The incidence rate of grade ≥2 RB was 14%. V{sub 65Gy} was the most predictive factor for the LM (P=.058). The best fit for the Lyman-Kutcher-Burman model was obtained with n=0.12, m = 0.17, and TD50 = 72.6 Gy. In PCA and FLR, the components that describe the interdependence between the relative volumes exposed at intermediate and high doses were the most correlated to the complication. The FLR parameter function leads to a better understanding of the volume effect by including the treatment specificity in the delivered mechanistic information. For RB grade ≥2, patients with advanced age are significantly at risk (odds ratio, 1.123; 95% confidence interval, 1.03-1.22), and the fits of the LM, PCA, and functional principal component analysis models are significantly improved by including this clinical factor. Conclusion: Functional data analysis provides an attractive method for flexibly estimating the dose-volume effect for normal tissues in external radiation therapy.« less

On the distribution of scaling hydraulic parameters in a spatially anisotropic banana field

NASA Astrophysics Data System (ADS)

Regalado, Carlos M.

2005-06-01

When modeling soil hydraulic properties at field scale it is desirable to approximate the variability in a given area by means of some scaling transformations which relate spatially variable local hydraulic properties to global reference characteristics. Seventy soil cores were sampled within a drip irrigated banana plantation greenhouse on a 14×5 array of 2.5 m×5 m rectangles at 15 cm depth, to represent the field scale variability of flow related properties. Saturated hydraulic conductivity and water retention characteristics were measured in these 70 soil cores. van Genuchten water retention curves (WRC) with optimized m ( m≠1-1/ n) were fitted to the WR data and a general Mualem-van Genuchten model was used to predict hydraulic conductivity functions for each soil core. A scaling law, of the form ν=ανi*, was fitted to soil hydraulic data, such that the original hydraulic parameters νi were scaled down to a reference curve with parameters νi*. An analytical expression, in terms of Beta functions, for the average suction value, hc, necessary to apply the above scaling method, was obtained. A robust optimization procedure with fast convergence to the global minimum is used to find the optimum hc, such that dispersion is minimized in the scaled data set. Via the Box-Cox transformation P(τ)=(αiτ-1)/τ, Box-Cox normality plots showed that scaling factors for the suction ( αh) and hydraulic conductivity ( αk) were approximately log-normally distributed (i.e. τ=0), as it would be expected for such dynamic properties involving flow. By contrast static soil related properties as αθ were found closely Gaussian, although a power τ=3/4 was best for approaching normality. Application of four different normality tests (Anderson-Darling, Shapiro-Wilk, Kolmogorov-Smirnov and χ2 goodness-of-fit tests) rendered some contradictory results among them, thus suggesting that this widely extended practice is not recommended for providing a suitable probability density function for the scaling parameters, αi. Some indications for the origin of these disagreements, in terms of population size and test constraints, are pointed out. Visual inspection of normal probability plots can also lead to erroneous results. The scaling parameters αθ and αK show a sinusoidal spatial variation coincident with the underlying alignment of banana plants on the field. Such anisotropic distribution is explained in terms of porosity variations due to processes promoting soil degradation as surface desiccation and soil compaction, induced by tillage and localized irrigation of banana plants, and it is quantified by means of cross-correlograms.

Mapping risk of plague in Qinghai-Tibetan Plateau, China.

PubMed

Qian, Quan; Zhao, Jian; Fang, Liqun; Zhou, Hang; Zhang, Wenyi; Wei, Lan; Yang, Hong; Yin, Wenwu; Cao, Wuchun; Li, Qun

2014-07-10

Qinghai-Tibetan Plateau of China is known to be the plague endemic region where marmot (Marmota himalayana) is the primary host. Human plague cases are relatively low incidence but high mortality, which presents unique surveillance and public health challenges, because early detection through surveillance may not always be feasible and infrequent clinical cases may be misdiagnosed. Based on plague surveillance data and environmental variables, Maxent was applied to model the presence probability of plague host. 75% occurrence points were randomly selected for training model, and the rest 25% points were used for model test and validation. Maxent model performance was measured as test gain and test AUC. The optimal probability cut-off value was chosen by maximizing training sensitivity and specificity simultaneously. We used field surveillance data in an ecological niche modeling (ENM) framework to depict spatial distribution of natural foci of plague in Qinghai-Tibetan Plateau. Most human-inhabited areas at risk of exposure to enzootic plague are distributed in the east and south of the Plateau. Elevation, temperature of land surface and normalized difference vegetation index play a large part in determining the distribution of the enzootic plague. This study provided a more detailed view of spatial pattern of enzootic plague and human-inhabited areas at risk of plague. The maps could help public health authorities decide where to perform plague surveillance and take preventive measures in Qinghai-Tibetan Plateau.

Stability metrics for multi-source biomedical data based on simplicial projections from probability distribution distances.

PubMed

Sáez, Carlos; Robles, Montserrat; García-Gómez, Juan M

2017-02-01

Biomedical data may be composed of individuals generated from distinct, meaningful sources. Due to possible contextual biases in the processes that generate data, there may exist an undesirable and unexpected variability among the probability distribution functions (PDFs) of the source subsamples, which, when uncontrolled, may lead to inaccurate or unreproducible research results. Classical statistical methods may have difficulties to undercover such variabilities when dealing with multi-modal, multi-type, multi-variate data. This work proposes two metrics for the analysis of stability among multiple data sources, robust to the aforementioned conditions, and defined in the context of data quality assessment. Specifically, a global probabilistic deviation and a source probabilistic outlyingness metrics are proposed. The first provides a bounded degree of the global multi-source variability, designed as an estimator equivalent to the notion of normalized standard deviation of PDFs. The second provides a bounded degree of the dissimilarity of each source to a latent central distribution. The metrics are based on the projection of a simplex geometrical structure constructed from the Jensen-Shannon distances among the sources PDFs. The metrics have been evaluated and demonstrated their correct behaviour on a simulated benchmark and with real multi-source biomedical data using the UCI Heart Disease data set. The biomedical data quality assessment based on the proposed stability metrics may improve the efficiency and effectiveness of biomedical data exploitation and research.

Mixture distributions of wind speed in the UAE

NASA Astrophysics Data System (ADS)

Shin, J.; Ouarda, T.; Lee, T. S.

2013-12-01

Wind speed probability distribution is commonly used to estimate potential wind energy. The 2-parameter Weibull distribution has been most widely used to characterize the distribution of wind speed. However, it is unable to properly model wind speed regimes when wind speed distribution presents bimodal and kurtotic shapes. Several studies have concluded that the Weibull distribution should not be used for frequency analysis of wind speed without investigation of wind speed distribution. Due to these mixture distributional characteristics of wind speed data, the application of mixture distributions should be further investigated in the frequency analysis of wind speed. A number of studies have investigated the potential wind energy in different parts of the Arabian Peninsula. Mixture distributional characteristics of wind speed were detected from some of these studies. Nevertheless, mixture distributions have not been employed for wind speed modeling in the Arabian Peninsula. In order to improve our understanding of wind energy potential in Arabian Peninsula, mixture distributions should be tested for the frequency analysis of wind speed. The aim of the current study is to assess the suitability of mixture distributions for the frequency analysis of wind speed in the UAE. Hourly mean wind speed data at 10-m height from 7 stations were used in the current study. The Weibull and Kappa distributions were employed as representatives of the conventional non-mixture distributions. 10 mixture distributions are used and constructed by mixing four probability distributions such as Normal, Gamma, Weibull and Extreme value type-one (EV-1) distributions. Three parameter estimation methods such as Expectation Maximization algorithm, Least Squares method and Meta-Heuristic Maximum Likelihood (MHML) method were employed to estimate the parameters of the mixture distributions. In order to compare the goodness-of-fit of tested distributions and parameter estimation methods for sample wind data, the adjusted coefficient of determination, Bayesian Information Criterion (BIC) and Chi-squared statistics were computed. Results indicate that MHML presents the best performance of parameter estimation for the used mixture distributions. In most of the employed 7 stations, mixture distributions give the best fit. When the wind speed regime shows mixture distributional characteristics, most of these regimes present the kurtotic statistical characteristic. Particularly, applications of mixture distributions for these stations show a significant improvement in explaining the whole wind speed regime. In addition, the Weibull-Weibull mixture distribution presents the best fit for the wind speed data in the UAE.

Statistical analysis of experimental data for mathematical modeling of physical processes in the atmosphere

NASA Astrophysics Data System (ADS)

Karpushin, P. A.; Popov, Yu B.; Popova, A. I.; Popova, K. Yu; Krasnenko, N. P.; Lavrinenko, A. V.

2017-11-01

In this paper, the probabilities of faultless operation of aerologic stations are analyzed, the hypothesis of normality of the empirical data required for using the Kalman filter algorithms is tested, and the spatial correlation functions of distributions of meteorological parameters are determined. The results of a statistical analysis of two-term (0, 12 GMT) radiosonde observations of the temperature and wind velocity components at some preset altitude ranges in the troposphere in 2001-2016 are presented. These data can be used in mathematical modeling of physical processes in the atmosphere.

Incorporating Skew into RMS Surface Roughness Probability Distribution

NASA Technical Reports Server (NTRS)

Stahl, Mark T.; Stahl, H. Philip.

2013-01-01

The standard treatment of RMS surface roughness data is the application of a Gaussian probability distribution. This handling of surface roughness ignores the skew present in the surface and overestimates the most probable RMS of the surface, the mode. Using experimental data we confirm the Gaussian distribution overestimates the mode and application of an asymmetric distribution provides a better fit. Implementing the proposed asymmetric distribution into the optical manufacturing process would reduce the polishing time required to meet surface roughness specifications.

The use of spatial dose gradients and probability density function to evaluate the effect of internal organ motion for prostate IMRT treatment planning

NASA Astrophysics Data System (ADS)

Jiang, Runqing; Barnett, Rob B.; Chow, James C. L.; Chen, Jeff Z. Y.

2007-03-01

The aim of this study is to investigate the effects of internal organ motion on IMRT treatment planning of prostate patients using a spatial dose gradient and probability density function. Spatial dose distributions were generated from a Pinnacle3 planning system using a co-planar, five-field intensity modulated radiation therapy (IMRT) technique. Five plans were created for each patient using equally spaced beams but shifting the angular displacement of the beam by 15° increments. Dose profiles taken through the isocentre in anterior-posterior (A-P), right-left (R-L) and superior-inferior (S-I) directions for IMRT plans were analysed by exporting RTOG file data from Pinnacle. The convolution of the 'static' dose distribution D0(x, y, z) and probability density function (PDF), denoted as P(x, y, z), was used to analyse the combined effect of repositioning error and internal organ motion. Organ motion leads to an enlarged beam penumbra. The amount of percentage mean dose deviation (PMDD) depends on the dose gradient and organ motion probability density function. Organ motion dose sensitivity was defined by the rate of change in PMDD with standard deviation of motion PDF and was found to increase with the maximum dose gradient in anterior, posterior, left and right directions. Due to common inferior and superior field borders of the field segments, the sharpest dose gradient will occur in the inferior or both superior and inferior penumbrae. Thus, prostate motion in the S-I direction produces the highest dose difference. The PMDD is within 2.5% when standard deviation is less than 5 mm, but the PMDD is over 2.5% in the inferior direction when standard deviation is higher than 5 mm in the inferior direction. Verification of prostate organ motion in the inferior directions is essential. The margin of the planning target volume (PTV) significantly impacts on the confidence of tumour control probability (TCP) and level of normal tissue complication probability (NTCP). Smaller margins help to reduce the dose to normal tissues, but may compromise the dose coverage of the PTV. Lower rectal NTCP can be achieved by either a smaller margin or a steeper dose gradient between PTV and rectum. With the same DVH control points, the rectum has lower complication in the seven-beam technique used in this study because of the steeper dose gradient between the target volume and rectum. The relationship between dose gradient and rectal complication can be used to evaluate IMRT treatment planning. The dose gradient analysis is a powerful tool to improve IMRT treatment plans and can be used for QA checking of treatment plans for prostate patients.

The use of spatial dose gradients and probability density function to evaluate the effect of internal organ motion for prostate IMRT treatment planning.

PubMed

Jiang, Runqing; Barnett, Rob B; Chow, James C L; Chen, Jeff Z Y

2007-03-07

The aim of this study is to investigate the effects of internal organ motion on IMRT treatment planning of prostate patients using a spatial dose gradient and probability density function. Spatial dose distributions were generated from a Pinnacle3 planning system using a co-planar, five-field intensity modulated radiation therapy (IMRT) technique. Five plans were created for each patient using equally spaced beams but shifting the angular displacement of the beam by 15 degree increments. Dose profiles taken through the isocentre in anterior-posterior (A-P), right-left (R-L) and superior-inferior (S-I) directions for IMRT plans were analysed by exporting RTOG file data from Pinnacle. The convolution of the 'static' dose distribution D0(x, y, z) and probability density function (PDF), denoted as P(x, y, z), was used to analyse the combined effect of repositioning error and internal organ motion. Organ motion leads to an enlarged beam penumbra. The amount of percentage mean dose deviation (PMDD) depends on the dose gradient and organ motion probability density function. Organ motion dose sensitivity was defined by the rate of change in PMDD with standard deviation of motion PDF and was found to increase with the maximum dose gradient in anterior, posterior, left and right directions. Due to common inferior and superior field borders of the field segments, the sharpest dose gradient will occur in the inferior or both superior and inferior penumbrae. Thus, prostate motion in the S-I direction produces the highest dose difference. The PMDD is within 2.5% when standard deviation is less than 5 mm, but the PMDD is over 2.5% in the inferior direction when standard deviation is higher than 5 mm in the inferior direction. Verification of prostate organ motion in the inferior directions is essential. The margin of the planning target volume (PTV) significantly impacts on the confidence of tumour control probability (TCP) and level of normal tissue complication probability (NTCP). Smaller margins help to reduce the dose to normal tissues, but may compromise the dose coverage of the PTV. Lower rectal NTCP can be achieved by either a smaller margin or a steeper dose gradient between PTV and rectum. With the same DVH control points, the rectum has lower complication in the seven-beam technique used in this study because of the steeper dose gradient between the target volume and rectum. The relationship between dose gradient and rectal complication can be used to evaluate IMRT treatment planning. The dose gradient analysis is a powerful tool to improve IMRT treatment plans and can be used for QA checking of treatment plans for prostate patients.

The Estimation of Tree Posterior Probabilities Using Conditional Clade Probability Distributions

PubMed Central

Larget, Bret

2013-01-01

In this article I introduce the idea of conditional independence of separated subtrees as a principle by which to estimate the posterior probability of trees using conditional clade probability distributions rather than simple sample relative frequencies. I describe an algorithm for these calculations and software which implements these ideas. I show that these alternative calculations are very similar to simple sample relative frequencies for high probability trees but are substantially more accurate for relatively low probability trees. The method allows the posterior probability of unsampled trees to be calculated when these trees contain only clades that are in other sampled trees. Furthermore, the method can be used to estimate the total probability of the set of sampled trees which provides a measure of the thoroughness of a posterior sample. [Bayesian phylogenetics; conditional clade distributions; improved accuracy; posterior probabilities of trees.] PMID:23479066

SU-G-TeP3-11: Radiobiological-Cum-Dosimetric Quality Assurance of Complex Radiotherapy Plans

DOE Office of Scientific and Technical Information (OSTI.GOV)

Paudel, N; Narayanasamy, G; Zhang, X

2016-06-15

Purpose: Dosimetric gamma-analysis used for QA of complex radiotherapy plans tests the dosimetric equivalence of a delivered plan with the treatment planning system (TPS) optimized plan. It does not examine whether a dosimetric difference results in any radiobiological difference. This study introduces a method to test the radiobiological and dosimetric equivalence between a delivered and the TPS optimized plan. Methods: Six head and neck and seven lung cancer VMAT or IMRT plans optimized for patient treatment were calculated and delivered to an ArcCheck phantom. ArcCheck measured dose distributions were compared with the TPS calculated dose distributions using a 2-D gamma-analysis.more » Dose volume histograms (DVHs) for various patient structures were obtained by using measured data in 3DVH software and compared against the TPS calculated DVHs using 3-D gamma analysis. DVH data were used in the Poisson model to calculate tumor control probability (TCP) for the treatment targets and in the sigmoid dose response model to calculate normal tissue complication probability (NTCP) for the normal structures. Results: Two-D and three-D gamma passing rates among six H&N patient plans differed by 0 to 2.7% and among seven lung plans by 0.1 to 4.5%. Average ± SD TCPs based on measurement and TPS were 0.665±0.018 and 0.674±0.044 for H&N, and 0.791±0.027 and 0.733±0.031 for lung plans, respectively. Differences in NTCPs were usually negligible. The differences in dosimetric results, TCPs and NTCPs were insignificant. Conclusion: The 2-D and 3-D gamma-analysis based agreement between measured and planned dose distributions may indicate their dosimetric equivalence. Small and insignificant differences in TCPs and NTCPs based on measured and planned dose distributions indicate the radiobiological equivalence between the measured and optimized plans. However, patient plans showing larger differences between 2-D and 3-D gamma-analysis can help us make a more definite conclusion through our ongoing research with a larger number of patients.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lin, M; Choi, E; Chuong, M

Purpose: To evaluate weather the current radiobiological models can predict the normal liver complications of radioactive Yttrium-90 ({sup 90}Y) selective-internal-radiation-treatment (SIRT) for metastatic liver lesions based on the post-infusion {sup 90}Y PET images. Methods: A total of 20 patients with metastatic liver tumors treated with SIRT that received a post-infusion {sup 90}Y-PET/CT scan were analyzed in this work. The 3D activity distribution of the PET images was converted into a 3D dose distribution via a kernel convolution process. The physical dose distribution was converted into the equivalent dose (EQ2) delivered at 2 Gy based on the linear-quadratic (LQ) model consideringmore » the dose rate effect. The biological endpoint of this work was radiation-induce liver disease (RILD). The NTCPs were calculated with four different repair-times (T1/2-Liver-Repair= 0,0.5,1.0,2.0 hr) and three published NTCP models (Lyman-external-RT, Lyman 90Y-HCC-SIRT, parallel model) were compared to the incidence of RILD of the recruited patients to evaluate their ability of outcome prediction. Results: The mean normal liver physical dose (avg. 51.9 Gy, range 31.9–69.8 Gy) is higher than the suggested liver dose constraint for external beam treatment (∼30 Gy). However, none of the patients in our study developed RILD after the SIRT. The estimated probability of ‘no patient developing RILD’ obtained from the two Lyman models are 46.3% to 48.3% (T1/2-Liver-Repair= 0hr) and <1% for all other repair times. For the parallel model, the estimated probability is 97.3% (0hr), 51.7% (0.5hr), 2.0% (1.0hr) and <1% (2.0hr). Conclusion: Molecular-images providing the distribution of {sup 90}Y enable the dose-volume based dose/outcome analysis for SIRT. Current NTCP models fail to predict RILD complications in our patient population, unless a very short repair-time for the liver is assumed. The discrepancy between the Lyman {sup 90}Y-HCC-SIRT model predicted and the clinically observed outcomes further demonstrates the need of an NTCP model specific to the metastatic liver SIRT.« less

Scanning laser densitometry and color perimetry demonstrate reduced photopigment density and sensitivity in two patients with retinal degeneration.

PubMed

Tornow, R P; Stilling, R; Zrenner, E

1999-10-01

To test the feasibility of scanning laser densitometry with a modified Rodenstock scanning laser ophthalmoscope (SLO) to measure the rod and cone photopigment distribution in patients with retinal diseases. Scanning laser densitometry was performed using a modified Rodenstock scanning laser ophthalmoscope. The distribution of the photopigments was calculated from dark adapted and bleached images taken with the 514 nm laser of the SLO. This wavelength is absorbed by rod and cone photopigments. Discrimination is possible due to their different spatial distribution. Additionally, to measure retinal sensitivity profiles, dark adapted two color static perimetry with a Tübinger manual perimeter was performed along the horizontal meridian with 1 degree spacing. A patient with retinitis pigmentosa had slightly reduced photopigment density within the central +/- 5 degrees but no detectable photopigment for eccentricities beyond 5 degrees. A patient with cone dystrophy had nearly normal pigment density beyond +/- 5 degrees, but considerably reduced photopigment density within the central +/- 5 degrees. Within the central +/- 5 degrees, the patient with retinitis pigmentosa had normal sensitivity for the red stimulus and reduced sensitivity for the green stimulus. There was no measurable function beyond 7 degrees. The patient with cone dystrophy had normal sensitivity for the green stimulus outside the foveal center and reduced sensitivity for the red stimulus at the foveal center. The results of color perimetry for this patient with a central scotoma were probably influenced by eccentric fixation. Scanning laser densitometry with a modified Rodenstock SLO is a useful method to assess the human photopigment distribution. Densitometry results were confirmed by dark adapted two color static perimetry. Photopigment distribution and retinal sensitivity profiles can be measured with high spatial resolution. This may help to measure exactly the temporal development of retinal diseases and to test the success of different therapeutic treatments. Both methods have limitations at the present state of development. However, some of these limitations can be overcome by further improving the instruments.

Estimation of Microbial Contamination of Food from Prevalence and Concentration Data: Application to Listeria monocytogenes in Fresh Vegetables▿

PubMed Central

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

Integrated-Circuit Pseudorandom-Number Generator

NASA Technical Reports Server (NTRS)

Steelman, James E.; Beasley, Jeff; Aragon, Michael; Ramirez, Francisco; Summers, Kenneth L.; Knoebel, Arthur

1992-01-01

Integrated circuit produces 8-bit pseudorandom numbers from specified probability distribution, at rate of 10 MHz. Use of Boolean logic, circuit implements pseudorandom-number-generating algorithm. Circuit includes eight 12-bit pseudorandom-number generators, outputs are uniformly distributed. 8-bit pseudorandom numbers satisfying specified nonuniform probability distribution are generated by processing uniformly distributed outputs of eight 12-bit pseudorandom-number generators through "pipeline" of D flip-flops, comparators, and memories implementing conditional probabilities on zeros and ones.

Measurement of the Errors of Service Altimeter Installations During Landing-Approach and Take-Off Operations

NASA Technical Reports Server (NTRS)

Gracey, William; Jewel, Joseph W., Jr.; Carpenter, Gene T.

1960-01-01

The overall errors of the service altimeter installations of a variety of civil transport, military, and general-aviation airplanes have been experimentally determined during normal landing-approach and take-off operations. The average height above the runway at which the data were obtained was about 280 feet for the landings and about 440 feet for the take-offs. An analysis of the data obtained from 196 airplanes during 415 landing approaches and from 70 airplanes during 152 take-offs showed that: 1. The overall error of the altimeter installations in the landing- approach condition had a probable value (50 percent probability) of +/- 36 feet and a maximum probable value (99.7 percent probability) of +/- 159 feet with a bias of +10 feet. 2. The overall error in the take-off condition had a probable value of +/- 47 feet and a maximum probable value of +/- 207 feet with a bias of -33 feet. 3. The overall errors of the military airplanes were generally larger than those of the civil transports in both the landing-approach and take-off conditions. In the landing-approach condition the probable error and the maximum probable error of the military airplanes were +/- 43 and +/- 189 feet, respectively, with a bias of +15 feet, whereas those for the civil transports were +/- 22 and +/- 96 feet, respectively, with a bias of +1 foot. 4. The bias values of the error distributions (+10 feet for the landings and -33 feet for the take-offs) appear to represent a measure of the hysteresis characteristics (after effect and recovery) and friction of the instrument and the pressure lag of the tubing-instrument system.

Assessment of source probabilities for potential tsunamis affecting the U.S. Atlantic coast

USGS Publications Warehouse

Geist, E.L.; Parsons, T.

2009-01-01

Estimating the likelihood of tsunamis occurring along the U.S. Atlantic coast critically depends on knowledge of tsunami source probability. We review available information on both earthquake and landslide probabilities from potential sources that could generate local and transoceanic tsunamis. Estimating source probability includes defining both size and recurrence distributions for earthquakes and landslides. For the former distribution, source sizes are often distributed according to a truncated or tapered power-law relationship. For the latter distribution, sources are often assumed to occur in time according to a Poisson process, simplifying the way tsunami probabilities from individual sources can be aggregated. For the U.S. Atlantic coast, earthquake tsunami sources primarily occur at transoceanic distances along plate boundary faults. Probabilities for these sources are constrained from previous statistical studies of global seismicity for similar plate boundary types. In contrast, there is presently little information constraining landslide probabilities that may generate local tsunamis. Though there is significant uncertainty in tsunami source probabilities for the Atlantic, results from this study yield a comparative analysis of tsunami source recurrence rates that can form the basis for future probabilistic analyses.

Tangled nature model of evolutionary dynamics reconsidered: Structural and dynamical effects of trait inheritance

NASA Astrophysics Data System (ADS)

Andersen, Christian Walther; Sibani, Paolo

2016-05-01

Based on the stochastic dynamics of interacting agents which reproduce, mutate, and die, the tangled nature model (TNM) describes key emergent features of biological and cultural ecosystems' evolution. While trait inheritance is not included in many applications, i.e., the interactions of an agent and those of its mutated offspring are taken to be uncorrelated, in the family of TNMs introduced in this work correlations of varying strength are parametrized by a positive integer K . We first show that the interactions generated by our rule are nearly independent of K . Consequently, the structural and dynamical effects of trait inheritance can be studied independently of effects related to the form of the interactions. We then show that changing K strengthens the core structure of the ecology, leads to population abundance distributions better approximated by log-normal probability densities, and increases the probability that a species extant at time tw also survives at t >tw . Finally, survival probabilities of species are shown to decay as powers of the ratio t /tw , a so-called pure aging behavior usually seen in glassy systems of physical origin. We find a quantitative dynamical effect of trait inheritance, namely, that increasing the value of K numerically decreases the decay exponent of the species survival probability.

Tangled nature model of evolutionary dynamics reconsidered: Structural and dynamical effects of trait inheritance.

PubMed

Andersen, Christian Walther; Sibani, Paolo

2016-05-01

Based on the stochastic dynamics of interacting agents which reproduce, mutate, and die, the tangled nature model (TNM) describes key emergent features of biological and cultural ecosystems' evolution. While trait inheritance is not included in many applications, i.e., the interactions of an agent and those of its mutated offspring are taken to be uncorrelated, in the family of TNMs introduced in this work correlations of varying strength are parametrized by a positive integer K. We first show that the interactions generated by our rule are nearly independent of K. Consequently, the structural and dynamical effects of trait inheritance can be studied independently of effects related to the form of the interactions. We then show that changing K strengthens the core structure of the ecology, leads to population abundance distributions better approximated by log-normal probability densities, and increases the probability that a species extant at time t_{w} also survives at t>t_{w}. Finally, survival probabilities of species are shown to decay as powers of the ratio t/t_{w}, a so-called pure aging behavior usually seen in glassy systems of physical origin. We find a quantitative dynamical effect of trait inheritance, namely, that increasing the value of K numerically decreases the decay exponent of the species survival probability.

Trace elements and REE geochemistry of Middle Devonian carbonate mounds (Maïder Basin, Eastern Anti-Atlas, Morocco): Implications for early diagenetic processes

NASA Astrophysics Data System (ADS)

Franchi, Fulvio; Turetta, Clara; Cavalazzi, Barbara; Corami, Fabiana; Barbieri, Roberto

2016-08-01

Trace and rare earth elements (REEs) have proven their utility as tools for assessing the genesis and early diagenesis of widespread geological bodies such as carbonate mounds, whose genetic processes are not yet fully understood. Carbonates from the Middle Devonian conical mud mounds of the Maïder Basin (eastern Anti-Atlas, Morocco) have been analysed for their REE and trace element distribution. Collectively, the carbonates from the Maïder Basin mud mounds appear to display coherent REE patterns. Three different geochemical patterns, possibly related with three different diagenetic events, include: i) dyke fills with a normal marine REE pattern probably precipitated in equilibrium with seawater, ii) mound micrite with a particular enrichment of overall REE contents and variable Ce anomaly probably related to variation of pH, increase of alkalinity or dissolution/remineralization of organic matter during early diagenesis, and iii) haematite-rich vein fills precipitated from venting fluids of probable hydrothermal origin. Our results reinforce the hypothesis that these mounds were probably affected by an early diagenesis induced by microbial activity and triggered by abundance of dispersed organic matter, whilst venting may have affected the mounds during a later diagenetic phase.

Improved bioluminescence and fluorescence reconstruction algorithms using diffuse optical tomography, normalized data, and optimized selection of the permissible source region

PubMed Central

Naser, Mohamed A.; Patterson, Michael S.

2011-01-01

Reconstruction algorithms are presented for two-step solutions of the bioluminescence tomography (BLT) and the fluorescence tomography (FT) problems. In the first step, a continuous wave (cw) diffuse optical tomography (DOT) algorithm is used to reconstruct the tissue optical properties assuming known anatomical information provided by x-ray computed tomography or other methods. Minimization problems are formed based on L1 norm objective functions, where normalized values for the light fluence rates and the corresponding Green’s functions are used. Then an iterative minimization solution shrinks the permissible regions where the sources are allowed by selecting points with higher probability to contribute to the source distribution. Throughout this process the permissible region shrinks from the entire object to just a few points. The optimum reconstructed bioluminescence and fluorescence distributions are chosen to be the results of the iteration corresponding to the permissible region where the objective function has its global minimum This provides efficient BLT and FT reconstruction algorithms without the need for a priori information about the bioluminescence sources or the fluorophore concentration. Multiple small sources and large distributed sources can be reconstructed with good accuracy for the location and the total source power for BLT and the total number of fluorophore molecules for the FT. For non-uniform distributed sources, the size and magnitude become degenerate due to the degrees of freedom available for possible solutions. However, increasing the number of data points by increasing the number of excitation sources can improve the accuracy of reconstruction for non-uniform fluorophore distributions. PMID:21326647

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.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Friar, James Lewis; Goldman, Terrance J.; Pérez-Mercader, J.

In this paper, we apply the Law of Total Probability to the construction of scale-invariant probability distribution functions (pdf's), and require that probability measures be dimensionless and unitless under a continuous change of scales. If the scale-change distribution function is scale invariant then the constructed distribution will also be scale invariant. Repeated application of this construction on an arbitrary set of (normalizable) pdf's results again in scale-invariant distributions. The invariant function of this procedure is given uniquely by the reciprocal distribution, suggesting a kind of universality. Finally, we separately demonstrate that the reciprocal distribution results uniquely from requiring maximum entropymore » for size-class distributions with uniform bin sizes.« less

Bayesian framework inspired no-reference region-of-interest quality measure for brain MRI images

PubMed Central

Osadebey, Michael; Pedersen, Marius; Arnold, Douglas; Wendel-Mitoraj, Katrina

2017-01-01

Abstract. We describe a postacquisition, attribute-based quality assessment method for brain magnetic resonance imaging (MRI) images. It is based on the application of Bayes theory to the relationship between entropy and image quality attributes. The entropy feature image of a slice is segmented into low- and high-entropy regions. For each entropy region, there are three separate observations of contrast, standard deviation, and sharpness quality attributes. A quality index for a quality attribute is the posterior probability of an entropy region given any corresponding region in a feature image where quality attribute is observed. Prior belief in each entropy region is determined from normalized total clique potential (TCP) energy of the slice. For TCP below the predefined threshold, the prior probability for a region is determined by deviation of its percentage composition in the slice from a standard normal distribution built from 250 MRI volume data provided by Alzheimer’s Disease Neuroimaging Initiative. For TCP above the threshold, the prior is computed using a mathematical model that describes the TCP–noise level relationship in brain MRI images. Our proposed method assesses the image quality of each entropy region and the global image. Experimental results demonstrate good correlation with subjective opinions of radiologists for different types and levels of quality distortions. PMID:28630885

Intrinsically shunted Josephson junctions for electronics applications

NASA Astrophysics Data System (ADS)

Belogolovskii, M.; Zhitlukhina, E.; Lacquaniti, V.; De Leo, N.; Fretto, M.; Sosso, A.

2017-07-01

Conventional Josephson metal-insulator-metal devices are inherently underdamped and exhibit hysteretic current-voltage response due to a very high subgap resistance compared to that in the normal state. At the same time, overdamped junctions with single-valued characteristics are needed for most superconducting digital applications. The usual way to overcome the hysteretic behavior is to place an external low-resistance normal-metal shunt in parallel with each junction. Unfortunately, such solution results in a considerable complication of the circuitry design and introduces parasitic inductance through the junction. This paper provides a concise overview of some generic approaches that have been proposed in order to realize internal shunting in Josephson heterostructures with a barrier that itself contains the desired resistive component. The main attention is paid to self-shunted devices with local weak-link transmission probabilities that are so strongly disordered in the interface plane that transmission probabilities are tiny for the main part of the transition region between two super-conducting electrodes, while a small part of the interface is well transparent. We discuss the possibility of realizing a universal bimodal distribution function and emphasize advantages of such junctions that can be considered as a new class of self-shunted Josephson devices promising for practical applications in superconducting electronics operating at 4.2 K.

Sedimentary provenance of Maastrichtian oil shales, Central Eastern Desert, Egypt

NASA Astrophysics Data System (ADS)

Fathy, Douaa; Wagreich, Michael; Mohamed, Ramadan S.; Zaki, Rafat

2017-04-01

Maastrichtian oil shales are distributed within the Central Eastern Desert in Egypt. In this study elemental geochemical data have been applied to investigate the probable provenance of the sedimentary detrital material of the Maastrichtian oil shale beds within the Duwi and the Dakhla formations. The Maastrichtian oil shales are characterized by the enrichment in Ca, P, Mo, Ni, Zn, U, Cr and Sr versus post-Archean Australian shales (PAAS). The chondrite-normalized patterns of the Maastrichtian oil shale samples are showing LREE enrichment, HREE depletion, slightly negative Eu anomaly, no obvious Ce anomaly and typical shale-like PAAS-normalized patterns. The total REE well correlated with Si, Al, Fe, K and Ti, suggesting that the REE of the Maastrichtian oil shales are derived from terrigenous source. Chemical weathering indices such as Chemical Index of Alteration (CIA), Chemical Proxy of Alteration (CPA) and Plagioclase Index of Alteration (PIA) indicate moderate to strong chemical weathering. We suggest that the Maastrichtian oil shale is mainly derived from first cycle rocks especially intermediate rocks without any significant inputs from recycled or mature sources. The proposed data illustrated the impact of the parent material composition on evolution of oil shale chemistry. Furthermore, the paleo-tectonic setting of the detrital source rocks for the Maastrichtian oil shale is probably related to Proterozoic continental island arcs

Coordination of gaze and speech in communication between children with hearing impairment and normal-hearing peers.

PubMed

Sandgren, Olof; Andersson, Richard; van de Weijer, Joost; Hansson, Kristina; Sahlén, Birgitta

2014-06-01

To investigate gaze behavior during communication between children with hearing impairment (HI) and normal-hearing (NH) peers. Ten HI-NH and 10 NH-NH dyads performed a referential communication task requiring description of faces. During task performance, eye movements and speech were tracked. Using verbal event (questions, statements, back channeling, and silence) as the predictor variable, group characteristics in gaze behavior were expressed with Kaplan-Meier survival functions (estimating time to gaze-to-partner) and odds ratios (comparing number of verbal events with and without gaze-to-partner). Analyses compared the listeners in each dyad (HI: n = 10, mean age = 12;6 years, mean better ear pure-tone average = 33.0 dB HL; NH: n = 10, mean age = 13;7 years). Log-rank tests revealed significant group differences in survival distributions for all verbal events, reflecting a higher probability of gaze to the partner's face for participants with HI. Expressed as odds ratios (OR), participants with HI displayed greater odds for gaze-to-partner (ORs ranging between 1.2 and 2.1) during all verbal events. The results show an increased probability for listeners with HI to gaze at the speaker's face in association with verbal events. Several explanations for the finding are possible, and implications for further research are discussed.

Ubiquity of Benford's law and emergence of the reciprocal distribution

DOE PAGES

Friar, James Lewis; Goldman, Terrance J.; Pérez-Mercader, J.

2016-04-07

In this paper, we apply the Law of Total Probability to the construction of scale-invariant probability distribution functions (pdf's), and require that probability measures be dimensionless and unitless under a continuous change of scales. If the scale-change distribution function is scale invariant then the constructed distribution will also be scale invariant. Repeated application of this construction on an arbitrary set of (normalizable) pdf's results again in scale-invariant distributions. The invariant function of this procedure is given uniquely by the reciprocal distribution, suggesting a kind of universality. Finally, we separately demonstrate that the reciprocal distribution results uniquely from requiring maximum entropymore » for size-class distributions with uniform bin sizes.« less

Spatial Probability Distribution of Strata's Lithofacies and its Impacts on Land Subsidence in Huairou Emergency Water Resources Region of Beijing

NASA Astrophysics Data System (ADS)

Li, Y.; Gong, H.; Zhu, L.; Guo, L.; Gao, M.; Zhou, C.

2016-12-01

Continuous over-exploitation of groundwater causes dramatic drawdown, and leads to regional land subsidence in the Huairou Emergency Water Resources region, which is located in the up-middle part of the Chaobai river basin of Beijing. Owing to the spatial heterogeneity of strata's lithofacies of the alluvial fan, ground deformation has no significant positive correlation with groundwater drawdown, and one of the challenges ahead is to quantify the spatial distribution of strata's lithofacies. The transition probability geostatistics approach provides potential for characterizing the distribution of heterogeneous lithofacies in the subsurface. Combined the thickness of clay layer extracted from the simulation, with deformation field acquired from PS-InSAR technology, the influence of strata's lithofacies on land subsidence can be analyzed quantitatively. The strata's lithofacies derived from borehole data were generalized into four categories and their probability distribution in the observe space was mined by using the transition probability geostatistics, of which clay was the predominant compressible material. Geologically plausible realizations of lithofacies distribution were produced, accounting for complex heterogeneity in alluvial plain. At a particular probability level of more than 40 percent, the volume of clay defined was 55 percent of the total volume of strata's lithofacies. This level, equaling nearly the volume of compressible clay derived from the geostatistics, was thus chosen to represent the boundary between compressible and uncompressible material. The method incorporates statistical geological information, such as distribution proportions, average lengths and juxtaposition tendencies of geological types, mainly derived from borehole data and expert knowledge, into the Markov chain model of transition probability. Some similarities of patterns were indicated between the spatial distribution of deformation field and clay layer. In the area with roughly similar water table decline, locations in the subsurface having a higher probability for the existence of compressible material occur more than that in the location with a lower probability. Such estimate of spatial probability distribution is useful to analyze the uncertainty of land subsidence.

The exact probability distribution of the rank product statistics for replicated experiments.

PubMed

Eisinga, Rob; Breitling, Rainer; Heskes, Tom

2013-03-18

The rank product method is a widely accepted technique for detecting differentially regulated genes in replicated microarray experiments. To approximate the sampling distribution of the rank product statistic, the original publication proposed a permutation approach, whereas recently an alternative approximation based on the continuous gamma distribution was suggested. However, both approximations are imperfect for estimating small tail probabilities. In this paper we relate the rank product statistic to number theory and provide a derivation of its exact probability distribution and the true tail probabilities. Copyright © 2013 Federation of European Biochemical Societies. Published by Elsevier B.V. All rights reserved.

Integrated drought risk assessment of multi-hazard-affected bodies based on copulas in the Taoerhe Basin, China

NASA Astrophysics Data System (ADS)

Wang, Rui; Zhang, Jiquan; Guo, Enliang; Alu, Si; Li, Danjun; Ha, Si; Dong, Zhenhua

2018-02-01

Along with global warming, drought disasters are occurring more frequently and are seriously affecting normal life and food security in China. Drought risk assessments are necessary to provide support for local governments. This study aimed to establish an integrated drought risk model based on the relation curve of drought joint probabilities and drought losses of multi-hazard-affected bodies. First, drought characteristics, including duration and severity, were classified using the 1953-2010 precipitation anomaly in the Taoerhe Basin based on run theory, and their marginal distributions were identified by exponential and Gamma distributions, respectively. Then, drought duration and severity were related to construct a joint probability distribution based on the copula function. We used the EPIC (Environmental Policy Integrated Climate) model to simulate maize yield and historical data to calculate the loss rates of agriculture, industry, and animal husbandry in the study area. Next, we constructed vulnerability curves. Finally, the spatial distributions of drought risk for 10-, 20-, and 50-year return periods were expressed using inverse distance weighting. Our results indicate that the spatial distributions of the three return periods are consistent. The highest drought risk is in Ulanhot, and the duration and severity there were both highest. This means that higher drought risk corresponds to longer drought duration and larger drought severity, thus providing useful information for drought and water resource management. For 10-, 20-, and 50-year return periods, the drought risk values ranged from 0.41 to 0.53, 0.45 to 0.59, and 0.50 to 0.67, respectively. Therefore, when the return period increases, the drought risk increases.

Design of a sampling plan to detect ochratoxin A in green coffee.

PubMed

Vargas, E A; Whitaker, T B; Dos Santos, E A; Slate, A B; Lima, F B; Franca, R C A

2006-01-01

The establishment of maximum limits for ochratoxin A (OTA) in coffee by importing countries requires that coffee-producing countries develop scientifically based sampling plans to assess OTA contents in lots of green coffee before coffee enters the market thus reducing consumer exposure to OTA, minimizing the number of lots rejected, and reducing financial loss for producing countries. A study was carried out to design an official sampling plan to determine OTA in green coffee produced in Brazil. Twenty-five lots of green coffee (type 7 - approximately 160 defects) were sampled according to an experimental protocol where 16 test samples were taken from each lot (total of 16 kg) resulting in a total of 800 OTA analyses. The total, sampling, sample preparation, and analytical variances were 10.75 (CV = 65.6%), 7.80 (CV = 55.8%), 2.84 (CV = 33.7%), and 0.11 (CV = 6.6%), respectively, assuming a regulatory limit of 5 microg kg(-1) OTA and using a 1 kg sample, Romer RAS mill, 25 g sub-samples, and high performance liquid chromatography. The observed OTA distribution among the 16 OTA sample results was compared to several theoretical distributions. The 2 parameter-log normal distribution was selected to model OTA test results for green coffee as it gave the best fit across all 25 lot distributions. Specific computer software was developed using the variance and distribution information to predict the probability of accepting or rejecting coffee lots at specific OTA concentrations. The acceptation probability was used to compute an operating characteristic (OC) curve specific to a sampling plan design. The OC curve was used to predict the rejection of good lots (sellers' or exporters' risk) and the acceptance of bad lots (buyers' or importers' risk).

Estimating hantavirus risk in southern Argentina: a GIS-based approach combining human cases and host distribution.

PubMed

Andreo, Veronica; Neteler, Markus; Rocchini, Duccio; Provensal, Cecilia; Levis, Silvana; Porcasi, Ximena; Rizzoli, Annapaola; Lanfri, Mario; Scavuzzo, Marcelo; Pini, Noemi; Enria, Delia; Polop, Jaime

2014-01-14

We use a Species Distribution Modeling (SDM) approach along with Geographic Information Systems (GIS) techniques to examine the potential distribution of hantavirus pulmonary syndrome (HPS) caused by Andes virus (ANDV) in southern Argentina and, more precisely, define and estimate the area with the highest infection probability for humans, through the combination with the distribution map for the competent rodent host (Oligoryzomys longicaudatus). Sites with confirmed cases of HPS in the period 1995-2009 were mostly concentrated in a narrow strip (~90 km × 900 km) along the Andes range from northern Neuquén to central Chubut province. This area is characterized by high mean annual precipitation (~1,000 mm on average), but dry summers (less than 100 mm), very low percentages of bare soil (~10% on average) and low temperatures in the coldest month (minimum average temperature -1.5 °C), as compared to the HPS-free areas, features that coincide with sub-Antarctic forests and shrublands (especially those dominated by the invasive plant Rosa rubiginosa), where rodent host abundances and ANDV prevalences are known to be the highest. Through the combination of predictive distribution maps of the reservoir host and disease cases, we found that the area with the highest probability for HPS to occur overlaps only 28% with the most suitable habitat for O. longicaudatus. With this approach, we made a step forward in the understanding of the risk factors that need to be considered in the forecasting and mapping of risk at the regional/national scale. We propose the implementation and use of thematic maps, such as the one built here, as a basic tool allowing public health authorities to focus surveillance efforts and normally scarce resources for prevention and control actions in vast areas like southern Argentina.

Analyzing signal attenuation in PFG anomalous diffusion via a non-Gaussian phase distribution approximation approach by fractional derivatives.

PubMed

Lin, Guoxing

2016-11-21

Anomalous diffusion exists widely in polymer and biological systems. Pulsed-field gradient (PFG) techniques have been increasingly used to study anomalous diffusion in nuclear magnetic resonance and magnetic resonance imaging. However, the interpretation of PFG anomalous diffusion is complicated. Moreover, the exact signal attenuation expression including the finite gradient pulse width effect has not been obtained based on fractional derivatives for PFG anomalous diffusion. In this paper, a new method, a Mainardi-Luchko-Pagnini (MLP) phase distribution approximation, is proposed to describe PFG fractional diffusion. MLP phase distribution is a non-Gaussian phase distribution. From the fractional derivative model, both the probability density function (PDF) of a spin in real space and the PDF of the spin's accumulating phase shift in virtual phase space are MLP distributions. The MLP phase distribution leads to a Mittag-Leffler function based PFG signal attenuation, which differs significantly from the exponential attenuation for normal diffusion and from the stretched exponential attenuation for fractional diffusion based on the fractal derivative model. A complete signal attenuation expression E α (-D f b α,β * ) including the finite gradient pulse width effect was obtained and it can handle all three types of PFG fractional diffusions. The result was also extended in a straightforward way to give a signal attenuation expression of fractional diffusion in PFG intramolecular multiple quantum coherence experiments, which has an n β dependence upon the order of coherence which is different from the familiar n 2 dependence in normal diffusion. The results obtained in this study are in agreement with the results from the literature. The results in this paper provide a set of new, convenient approximation formalisms to interpret complex PFG fractional diffusion experiments.

Estimating statistical uncertainty of Monte Carlo efficiency-gain in the context of a correlated sampling Monte Carlo code for brachytherapy treatment planning with non-normal dose distribution.

PubMed

Mukhopadhyay, Nitai D; Sampson, Andrew J; Deniz, Daniel; Alm Carlsson, Gudrun; Williamson, Jeffrey; Malusek, Alexandr

2012-01-01

Correlated sampling Monte Carlo methods can shorten computing times in brachytherapy treatment planning. Monte Carlo efficiency is typically estimated via efficiency gain, defined as the reduction in computing time by correlated sampling relative to conventional Monte Carlo methods when equal statistical uncertainties have been achieved. The determination of the efficiency gain uncertainty arising from random effects, however, is not a straightforward task specially when the error distribution is non-normal. The purpose of this study is to evaluate the applicability of the F distribution and standardized uncertainty propagation methods (widely used in metrology to estimate uncertainty of physical measurements) for predicting confidence intervals about efficiency gain estimates derived from single Monte Carlo runs using fixed-collision correlated sampling in a simplified brachytherapy geometry. A bootstrap based algorithm was used to simulate the probability distribution of the efficiency gain estimates and the shortest 95% confidence interval was estimated from this distribution. It was found that the corresponding relative uncertainty was as large as 37% for this particular problem. The uncertainty propagation framework predicted confidence intervals reasonably well; however its main disadvantage was that uncertainties of input quantities had to be calculated in a separate run via a Monte Carlo method. The F distribution noticeably underestimated the confidence interval. These discrepancies were influenced by several photons with large statistical weights which made extremely large contributions to the scored absorbed dose difference. The mechanism of acquiring high statistical weights in the fixed-collision correlated sampling method was explained and a mitigation strategy was proposed. Copyright © 2011 Elsevier Ltd. All rights reserved.

A computer simulation of free-volume distributions and related structural properties in a model lipid bilayer.

PubMed Central

Xiang, T X

1993-01-01

A novel combined approach of molecular dynamics (MD) and Monte Carlo simulations is developed to calculate various free-volume distributions as a function of position in a lipid bilayer membrane at 323 K. The model bilayer consists of 2 x 100 chain molecules with each chain molecule having 15 carbon segments and one head group and subject to forces restricting bond stretching, bending, and torsional motions. At a surface density of 30 A2/chain molecule, the probability density of finding effective free volume available to spherical permeants displays a distribution with two exponential components. Both pre-exponential factors, p1 and p2, remain roughly constant in the highly ordered chain region with average values of 0.012 and 0.00039 A-3, respectively, and increase to 0.049 and 0.0067 A-3 at the mid-plane. The first characteristic cavity size V1 is only weakly dependent on position in the bilayer interior with an average value of 3.4 A3, while the second characteristic cavity size V2 varies more dramatically from a plateau value of 12.9 A3 in the highly ordered chain region to 9.0 A3 in the center of the bilayer. The mean cavity shape is described in terms of a probability distribution for the angle at which the test permeant is in contact with one of and does not overlap with anyone of the chain segments in the bilayer. The results show that (a) free volume is elongated in the highly ordered chain region with its long axis normal to the bilayer interface approaching spherical symmetry in the center of the bilayer and (b) small free volume is more elongated than large free volume. The order and conformational structures relevant to the free-volume distributions are also examined. It is found that both overall and internal motions have comparable contributions to local disorder and couple strongly with each other, and the occurrence of kink defects has higher probability than predicted from an independent-transition model. Images FIGURE 1 PMID:8241390

Peculiarities of high-overtone transition probabilities in carbon monoxide revealed by high-precision calculation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Medvedev, Emile S., E-mail: esmedved@orc.ru; Meshkov, Vladimir V.; Stolyarov, Andrey V.

In the recent work devoted to the calculation of the rovibrational line list of the CO molecule [G. Li et al., Astrophys. J., Suppl. Ser. 216, 15 (2015)], rigorous validation of the calculated parameters including intensities was carried out. In particular, the Normal Intensity Distribution Law (NIDL) [E. S. Medvedev, J. Chem. Phys. 137, 174307 (2012)] was employed for the validation purposes, and it was found that, in the original CO line list calculated for large changes of the vibrational quantum number up to Δn = 41, intensities with Δn > 11 were unphysical. Therefore, very high overtone transitions weremore » removed from the published list in Li et al. Here, we show how this type of validation is carried out and prove that the quadruple precision is indispensably required to predict the reliable intensities using the conventional 32-bit computers. Based on these calculations, the NIDL is shown to hold up for the 0 → n transitions till the dissociation limit around n = 83, covering 45 orders of magnitude in the intensity. The low-intensity 0 → n transition predicted in the work of Medvedev [Determination of a new molecular constant for diatomic systems. Normal intensity distribution law for overtone spectra of diatomic and polyatomic molecules and anomalies in overtone absorption spectra of diatomic molecules, Institute of Chemical Physics, Russian Academy of Sciences, Chernogolovka, 1984] at n = 5 is confirmed, and two additional “abnormal” intensities are found at n = 14 and 23. Criteria for the appearance of such “anomalies” are formulated. The results could be useful to revise the high-overtone molecular transition probabilities provided in spectroscopic databases.« less

Comparing Approaches to Deal With Non-Gaussianity of Rainfall Data in Kriging-Based Radar-Gauge Rainfall Merging

NASA Astrophysics Data System (ADS)

Cecinati, F.; Wani, O.; Rico-Ramirez, M. A.

2017-11-01

Merging radar and rain gauge rainfall data is a technique used to improve the quality of spatial rainfall estimates and in particular the use of Kriging with External Drift (KED) is a very effective radar-rain gauge rainfall merging technique. However, kriging interpolations assume Gaussianity of the process. Rainfall has a strongly skewed, positive, probability distribution, characterized by a discontinuity due to intermittency. In KED rainfall residuals are used, implicitly calculated as the difference between rain gauge data and a linear function of the radar estimates. Rainfall residuals are non-Gaussian as well. The aim of this work is to evaluate the impact of applying KED to non-Gaussian rainfall residuals, and to assess the best techniques to improve Gaussianity. We compare Box-Cox transformations with λ parameters equal to 0.5, 0.25, and 0.1, Box-Cox with time-variant optimization of λ, normal score transformation, and a singularity analysis technique. The results suggest that Box-Cox with λ = 0.1 and the singularity analysis is not suitable for KED. Normal score transformation and Box-Cox with optimized λ, or λ = 0.25 produce satisfactory results in terms of Gaussianity of the residuals, probability distribution of the merged rainfall products, and rainfall estimate quality, when validated through cross-validation. However, it is observed that Box-Cox transformations are strongly dependent on the temporal and spatial variability of rainfall and on the units used for the rainfall intensity. Overall, applying transformations results in a quantitative improvement of the rainfall estimates only if the correct transformations for the specific data set are used.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fang, Zongtang; Both, Johan; Li, Shenggang

The heats of formation and the normalized clustering energies (NCEs) for the group 4 and group 6 transition metal oxide (TMO) trimers and tetramers have been calculated by the Feller-Peterson-Dixon (FPD) method. The heats of formation predicted by the FPD method do not differ much from those previously derived from the NCEs at the CCSD(T)/aT level except for the CrO3 nanoclusters. New and improved heats of formation for Cr3O9 and Cr4O12 were obtained using PW91 orbitals instead of Hartree-Fock (HF) orbitals. Diffuse functions are necessary to predict accurate heats of formation. The fluoride affinities (FAs) are calculated with the CCSD(T)more » method. The relative energies (REs) of different isomers, NCEs, electron affinities (EAs), and FAs of (MO2)n ( M = Ti, Zr, Hf, n = 1 – 4 ) and (MO3)n ( M = Cr, Mo, W, n = 1 – 3) clusters have been benchmarked with 55 exchange-correlation DFT functionals including both pure and hybrid types. The absolute errors of the DFT results are mostly less than ±10 kcal/mol for the NCEs and the EAs, and less than ±15 kcal/mol for the FAs. Hybrid functionals usually perform better than the pure functionals for the REs and NCEs. The performance of the two types of functionals in predicting EAs and FAs is comparable. The B1B95 and PBE1PBE functionals provide reliable energetic properties for most isomers. Long range corrected pure functionals usually give poor FAs. The standard deviation of the absolute error is always close to the mean errors and the probability distributions of the DFT errors are often not Gaussian (normal). The breadth of the distribution of errors and the maximum probability are dependent on the energy property and the isomer.« less

Direct numerical simulation of flow over dissimilar, randomly distributed roughness elements: A systematic study on the effect of surface morphology on turbulence

NASA Astrophysics Data System (ADS)

Forooghi, Pourya; Stroh, Alexander; Schlatter, Philipp; Frohnapfel, Bettina

2018-04-01

Direct numerical simulations are used to investigate turbulent flow in rough channels, in which topographical parameters of the rough wall are systematically varied at a fixed friction Reynolds number of 500, based on a mean channel half-height h and friction velocity. The utilized roughness generation approach allows independent variation of moments of the surface height probability distribution function [thus root-mean-square (rms) surface height, skewness, and kurtosis], surface mean slope, and standard deviation of the roughness peak sizes. Particular attention is paid to the effect of the parameter Δ defined as the normalized height difference between the highest and lowest roughness peaks. This parameter is used to understand the trends of the investigated flow variables with departure from the idealized case where all roughness elements have the same height (Δ =0 ). All calculations are done in the fully rough regime and for surfaces with high slope (effective slope equal to 0.6-0.9). The rms roughness height is fixed for all cases at 0.045 h and the skewness and kurtosis of the surface height probability density function vary in the ranges -0.33 to 0.67 and 1.9 to 2.6, respectively. The goal of the paper is twofold: first, to investigate the possible effect of topographical parameters on the mean turbulent flow, Reynolds, and dispersive stresses particularly in the vicinity of the roughness crest, and second, to investigate the possibility of using the wall-normal turbulence intensity as a physical parameter for parametrization of the flow. Such a possibility, already suggested for regular roughness in the literature, is here extended to irregular roughness.

Modeling the probability distribution of peak discharge for infiltrating hillslopes

NASA Astrophysics Data System (ADS)

Baiamonte, Giorgio; Singh, Vijay P.

2017-07-01

Hillslope response plays a fundamental role in the prediction of peak discharge at the basin outlet. The peak discharge for the critical duration of rainfall and its probability distribution are needed for designing urban infrastructure facilities. This study derives the probability distribution, denoted as GABS model, by coupling three models: (1) the Green-Ampt model for computing infiltration, (2) the kinematic wave model for computing discharge hydrograph from the hillslope, and (3) the intensity-duration-frequency (IDF) model for computing design rainfall intensity. The Hortonian mechanism for runoff generation is employed for computing the surface runoff hydrograph. Since the antecedent soil moisture condition (ASMC) significantly affects the rate of infiltration, its effect on the probability distribution of peak discharge is investigated. Application to a watershed in Sicily, Italy, shows that with the increase of probability, the expected effect of ASMC to increase the maximum discharge diminishes. Only for low values of probability, the critical duration of rainfall is influenced by ASMC, whereas its effect on the peak discharge seems to be less for any probability. For a set of parameters, the derived probability distribution of peak discharge seems to be fitted by the gamma distribution well. Finally, an application to a small watershed, with the aim to test the possibility to arrange in advance the rational runoff coefficient tables to be used for the rational method, and a comparison between peak discharges obtained by the GABS model with those measured in an experimental flume for a loamy-sand soil were carried out.

Deep brain stimulation abolishes slowing of reactions to unlikely stimuli.

PubMed

Antoniades, Chrystalina A; Bogacz, Rafal; Kennard, Christopher; FitzGerald, James J; Aziz, Tipu; Green, Alexander L

2014-08-13

The cortico-basal-ganglia circuit plays a critical role in decision making on the basis of probabilistic information. Computational models have suggested how this circuit could compute the probabilities of actions being appropriate according to Bayes' theorem. These models predict that the subthalamic nucleus (STN) provides feedback that normalizes the neural representation of probabilities, such that if the probability of one action increases, the probabilities of all other available actions decrease. Here we report the results of an experiment testing a prediction of this theory that disrupting information processing in the STN with deep brain stimulation should abolish the normalization of the neural representation of probabilities. In our experiment, we asked patients with Parkinson's disease to saccade to a target that could appear in one of two locations, and the probability of the target appearing in each location was periodically changed. When the stimulator was switched off, the target probability affected the reaction times (RT) of patients in a similar way to healthy participants. Specifically, the RTs were shorter for more probable targets and, importantly, they were longer for the unlikely targets. When the stimulator was switched on, the patients were still faster for more probable targets, but critically they did not increase RTs as the target was becoming less likely. This pattern of results is consistent with the prediction of the model that the patients on DBS no longer normalized their neural representation of prior probabilities. We discuss alternative explanations for the data in the context of other published results. Copyright © 2014 the authors 0270-6474/14/3410844-09$15.00/0.

Airborne Coherent Lidar for Advanced In-Flight Measurements (ACLAIM) Flight Testing of the Lidar Sensor

NASA Technical Reports Server (NTRS)

Soreide, David C.; Bogue, Rodney K.; Ehernberger, L. J.; Hannon, Stephen M.; Bowdle, David A.

2000-01-01

The purpose of the ACLAIM program is ultimately to establish the viability of light detection and ranging (lidar) as a forward-looking sensor for turbulence. The goals of this flight test are to: 1) demonstrate that the ACLAIM lidar system operates reliably in a flight test environment, 2) measure the performance of the lidar as a function of the aerosol backscatter coefficient (beta), 3) use the lidar system to measure atmospheric turbulence and compare these measurements to onboard gust measurements, and 4) make measurements of the aerosol backscatter coefficient, its probability distribution and spatial distribution. The scope of this paper is to briefly describe the ACLAIM system and present examples of ACLAIM operation in flight, including comparisons with independent measurements of wind gusts, gust-induced normal acceleration, and the derived eddy dissipation rate.

Volatility smile as relativistic effect

NASA Astrophysics Data System (ADS)

Kakushadze, Zura

2017-06-01

We give an explicit formula for the probability distribution based on a relativistic extension of Brownian motion. The distribution (1) is properly normalized and (2) obeys the tower law (semigroup property), so we can construct martingales and self-financing hedging strategies and price claims (options). This model is a 1-constant-parameter extension of the Black-Scholes-Merton model. The new parameter is the analog of the speed of light in Special Relativity. However, in the financial context there is no ;speed limit; and the new parameter has the meaning of a characteristic diffusion speed at which relativistic effects become important and lead to a much softer asymptotic behavior, i.e., fat tails, giving rise to volatility smiles. We argue that a nonlocal stochastic description of such (Lévy) processes is inadequate and discuss a local description from physics. The presentation is intended to be pedagogical.

Cellular complexity in subcortical white matter: a distributed control circuit?

PubMed

Colombo, Jorge A

2018-03-01

The subcortical white matter (SWM) has been traditionally considered as a site for passive-neutral-information transfer through cerebral cortex association and projection fibers. Yet, the presence of subcortical neuronal and glial "interstitial" cells expressing immunolabelled neurotransmitters/neuromodulators and synaptic vesicular proteins, and recent immunohistochemical and electrophysiological observations on the rat visual cortex as well as interactive regulation of myelinating processes support the possibility that SWM nests subcortical, regionally variable, distributed neuronal-glial circuits, that could influence information transfer. Their hypothetical involvement in regulating the timing and signal transfer probability at the SWM axonal components ought to be considered and experimentally analysed. Thus, the "interstitial" neuronal cells-associated with local glial cells-traditionally considered to be vestigial and functionally inert under normal conditions, they may well turn to be critical in regulating information transfer at the SWM.

Force Transmission Modes of Non-Cohesive and Cohesive Materials at the Critical State.

PubMed

Wang, Ji-Peng

2017-08-31

This paper investigates the force transmission modes, mainly described by probability density distributions, in non-cohesive dry and cohesive wet granular materials by discrete element modeling. The critical state force transmission patterns are focused on with the contact model effect being analyzed. By shearing relatively dense and loose dry specimens to the critical state in the conventional triaxial loading path, it is observed that there is a unique critical state force transmission mode. There is a universe critical state force distribution pattern for both the normal contact forces and tangential contact forces. Furthermore, it is found that using either the linear Hooke or the non-linear Hertz model does not affect the universe force transmission mode, and it is only related to the grain size distribution. Wet granular materials are also simulated by incorporating a water bridge model. Dense and loose wet granular materials are tested, and the critical state behavior for the wet material is also observed. The critical state strength and void ratio of wet granular materials are higher than those of a non-cohesive material. The critical state inter-particle distribution is altered from that of a non-cohesive material with higher probability in relatively weak forces. Grains in non-cohesive materials are under compressive stresses, and their principal directions are mainly in the axial loading direction. However, for cohesive wet granular materials, some particles are in tension, and the tensile stresses are in the horizontal direction on which the confinement is applied. The additional confinement by the tensile stress explains the macro strength and dilatancy increase in wet samples.

Force Transmission Modes of Non-Cohesive and Cohesive Materials at the Critical State

PubMed Central

2017-01-01

This paper investigates the force transmission modes, mainly described by probability density distributions, in non-cohesive dry and cohesive wet granular materials by discrete element modeling. The critical state force transmission patterns are focused on with the contact model effect being analyzed. By shearing relatively dense and loose dry specimens to the critical state in the conventional triaxial loading path, it is observed that there is a unique critical state force transmission mode. There is a universe critical state force distribution pattern for both the normal contact forces and tangential contact forces. Furthermore, it is found that using either the linear Hooke or the non-linear Hertz model does not affect the universe force transmission mode, and it is only related to the grain size distribution. Wet granular materials are also simulated by incorporating a water bridge model. Dense and loose wet granular materials are tested, and the critical state behavior for the wet material is also observed. The critical state strength and void ratio of wet granular materials are higher than those of a non-cohesive material. The critical state inter-particle distribution is altered from that of a non-cohesive material with higher probability in relatively weak forces. Grains in non-cohesive materials are under compressive stresses, and their principal directions are mainly in the axial loading direction. However, for cohesive wet granular materials, some particles are in tension, and the tensile stresses are in the horizontal direction on which the confinement is applied. The additional confinement by the tensile stress explains the macro strength and dilatancy increase in wet samples. PMID:28858238

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.

Disjunctive Normal Shape and Appearance Priors with Applications to Image Segmentation.

PubMed

Mesadi, Fitsum; Cetin, Mujdat; Tasdizen, Tolga

2015-10-01

The use of appearance and shape priors in image segmentation is known to improve accuracy; however, existing techniques have several drawbacks. Active shape and appearance models require landmark points and assume unimodal shape and appearance distributions. Level set based shape priors are limited to global shape similarity. In this paper, we present a novel shape and appearance priors for image segmentation based on an implicit parametric shape representation called disjunctive normal shape model (DNSM). DNSM is formed by disjunction of conjunctions of half-spaces defined by discriminants. We learn shape and appearance statistics at varying spatial scales using nonparametric density estimation. Our method can generate a rich set of shape variations by locally combining training shapes. Additionally, by studying the intensity and texture statistics around each discriminant of our shape model, we construct a local appearance probability map. Experiments carried out on both medical and natural image datasets show the potential of the proposed method.

Are the O stars in WR+O binaries exceptionally rapid rotators?

NASA Astrophysics Data System (ADS)

Reeve, Dominic; Howarth, Ian D.

2018-05-01

We examine claims of strong gravity-darkening effects in the O-star components of WR+O binaries. We generate synthetic spectra for a wide range of parameters, and show that the line-width results are consistent with extensive measurements of O stars that are either single or are members of `normal' binaries. By contrast, the WR+O results are at the extremes of, or outside, the distributions of both models and other observations. Remeasurement of the WR+O spectra shows that they can be reconciled with other results by judicious choice of pseudo-continuum normalization. With this interpretation, the supersynchronous rotation previously noted for the O-star components in the WR+O binaries with the longest orbital periods appears to be unexceptional. Our investigation is therefore consistent with the aphorism that if the title of a paper ends with a question mark, the answer is probably `no'.

Credit scoring analysis using kernel discriminant

NASA Astrophysics Data System (ADS)

Widiharih, T.; Mukid, M. A.; Mustafid

2018-05-01

Credit scoring model is an important tool for reducing the risk of wrong decisions when granting credit facilities to applicants. This paper investigate the performance of kernel discriminant model in assessing customer credit risk. Kernel discriminant analysis is a non- parametric method which means that it does not require any assumptions about the probability distribution of the input. The main ingredient is a kernel that allows an efficient computation of Fisher discriminant. We use several kernel such as normal, epanechnikov, biweight, and triweight. The models accuracy was compared each other using data from a financial institution in Indonesia. The results show that kernel discriminant can be an alternative method that can be used to determine who is eligible for a credit loan. In the data we use, it shows that a normal kernel is relevant to be selected for credit scoring using kernel discriminant model. Sensitivity and specificity reach to 0.5556 and 0.5488 respectively.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Smallwood, D.O.

In a previous paper Smallwood and Paez (1991) showed how to generate realizations of partially coherent stationary normal time histories with a specified cross-spectral density matrix. This procedure is generalized for the case of multiple inputs with a specified cross-spectral density function and a specified marginal probability density function (pdf) for each of the inputs. The specified pdfs are not required to be Gaussian. A zero memory nonlinear (ZMNL) function is developed for each input to transform a Gaussian or normal time history into a time history with a specified non-Gaussian distribution. The transformation functions have the property that amore » transformed time history will have nearly the same auto spectral density as the original time history. A vector of Gaussian time histories are then generated with the specified cross-spectral density matrix. These waveforms are then transformed into the required time history realizations using the ZMNL function.« less

Statistical characterization of thermal plumes in turbulent thermal convection

NASA Astrophysics Data System (ADS)

Zhou, Sheng-Qi; Xie, Yi-Chao; Sun, Chao; Xia, Ke-Qing

2016-09-01

We report an experimental study on the statistical properties of the thermal plumes in turbulent thermal convection. A method has been proposed to extract the basic characteristics of thermal plumes from temporal temperature measurement inside the convection cell. It has been found that both plume amplitude A and cap width w , in a time domain, are approximately in the log-normal distribution. In particular, the normalized most probable front width is found to be a characteristic scale of thermal plumes, which is much larger than the thermal boundary layer thickness. Over a wide range of the Rayleigh number, the statistical characterizations of the thermal fluctuations of plumes, and the turbulent background, the plume front width and plume spacing have been discussed and compared with the theoretical predictions and morphological observations. For the most part good agreements have been found with the direct observations.

An Extension of the Chi-Square Procedure for Non-NORMAL Statistics, with Application to Solar Neutrino Data

NASA Astrophysics Data System (ADS)

Sturrock, P. A.

2008-01-01

Using the chi-square statistic, one may conveniently test whether a series of measurements of a variable are consistent with a constant value. However, that test is predicated on the assumption that the appropriate probability distribution function (pdf) is normal in form. This requirement is usually not satisfied by experimental measurements of the solar neutrino flux. This article presents an extension of the chi-square procedure that is valid for any form of the pdf. This procedure is applied to the GALLEX-GNO dataset, and it is shown that the results are in good agreement with the results of Monte Carlo simulations. Whereas application of the standard chi-square test to symmetrized data yields evidence significant at the 1% level for variability of the solar neutrino flux, application of the extended chi-square test to the unsymmetrized data yields only weak evidence (significant at the 4% level) of variability.

Human locognosic acuity on the arm varies with explicit and implicit manipulations of attention: implications for interpreting elevated tactile acuity on an amputation stump.

PubMed

O'Boyle, D J; Moore, C E; Poliakoff, E; Butterworth, R; Sutton, A; Cody, F W

2001-06-01

In Experiment 1, normal subjects' ability to localize tactile stimuli (locognosia) delivered to the upper arm was significantly higher when they were instructed explicitly to direct their attention selectively to that segment than when they were instructed explicitly to distribute their attention across the whole arm. This elevation of acuity was eliminated when subjects' attentional resources were divided by superimposition of an effortful, secondary task during stimulation. In Experiment 2, in the absence of explicit attentional instruction, subjects' locognosic acuity on one of three arm segments was significantly higher when stimulation of that segment was 2.5 times more probable than that of stimulation of the other two segments. We surmise that the attentional mechanisms responsible for such modulations of locognosic acuity in normal subjects may contribute to the elevated sensory acuity observed on the stumps of amputees.

Accumulation of methylsulfonylmethane in the human brain: identification by multinuclear magnetic resonance spectroscopy.

PubMed

Lin, A; Nguy, C H; Shic, F; Ross, B D

2001-09-15

Methylsulfonylmethane (MSM) is a widely available 'alternative' medicine. In vivo magnetic resonance spectroscopy (MRS) was used to detect and quantify MSM in the brains of four patients with memory loss and in three normal volunteers all of who had ingested MSM at the recommended doses of 1-3 g daily. MSM was detected in all subjects at concentrations of 0.42-3.40 mmole/kg brain and was equally distributed between gray and white matter. MSM was undetectable in drug-naïve normal subjects (N=25), patients screened for 'toxic exposure' (N=50) or patients examined with 1H MRS for the diagnosis of probable Alzheimer Disease (N=520) between 1991 and 2001. No adverse clinical or neurochemical effects were observed. Appearance of MSM in significant concentrations in the human brain indicates ready transfer across the intact blood-brain barrier, of a compound with no known medical benefits.

Viscoelastic analysis of a dental metal-ceramic system

NASA Astrophysics Data System (ADS)

Özüpek, Şebnem; Ünlü, Utku Cemal

2012-11-01

Porcelain-fused-to-metal (PFM) restorations used in prosthetic dentistry contain thermal stresses which develop during the cooling phase after firing. These thermal stresses coupled with the stresses produced by mechanical loads may be the dominant reasons for failures in clinical situations. For an accurate calculation of these stresses, viscoelastic behavior of ceramics at high temperatures should not be ignored. In this study, the finite element technique is used to evaluate the effect of viscoelasticity on stress distributions of a three-point flexure test specimen, which is the current international standard, ISO 9693, to characterize the interfacial bond strength of metal-ceramic restorative systems. Results indicate that the probability of interfacial debonding due to normal tensile stress is higher than that due to shear stress. This conclusion suggests modification of ISO 9693 bond strength definition from one in terms of the shear stress only to that accounting for both normal and shear stresses.

Characteristics study of projectile's lightest fragment for 84Kr36-emulsion interaction at around 1 A GeV

NASA Astrophysics Data System (ADS)

Marimuthu, N.; Singh, V.; Inbanathan, S. S. R.

2017-04-01

In this article, we present the results of our investigations on the projectile's lightest fragment (proton) multiplicity and probability distributions with 84Kr36 emulsion collision at around 1 A GeV. The multiplicity and normalized multiplicity of projectile's lightest fragment (proton) are correlated with the compound particles, shower particles, black particles, grey particles; alpha (helium nucleus) fragments and heavily ionizing charged particles. It is found that projectile's lightest fragment (proton) is strongly correlated with compound particles and shower particles rather than other particles and the average multiplicity of projectile's lightest fragment (proton) increases with increasing compound, shower and heavily ionizing charge particles. Normalized projectile's lightest fragment (proton) is strongly correlated with compound particles, shower particles and heavily ionizing charge particles. The multiplicity distribution of the projectile's lightest fragment (proton) emitted in the 84Kr36 + emulsion interaction at around 1 A GeV with different target has been well explained by KNO scaling. The mean multiplicity of projectile's lightest fragments (proton) depends on the mass number of the projectile and does not significantly dependent of the projectile energy. The mean multiplicity of projectile's lightest fragment (proton) increases with increasing the target mass number.

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.

SIMULATED HUMAN ERROR PROBABILITY AND ITS APPLICATION TO DYNAMIC HUMAN FAILURE EVENTS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Herberger, Sarah M.; Boring, Ronald L.

Abstract Objectives: Human reliability analysis (HRA) methods typically analyze human failure events (HFEs) at the overall task level. For dynamic HRA, it is important to model human activities at the subtask level. There exists a disconnect between dynamic subtask level and static task level that presents issues when modeling dynamic scenarios. For example, the SPAR-H method is typically used to calculate the human error probability (HEP) at the task level. As demonstrated in this paper, quantification in SPAR-H does not translate to the subtask level. Methods: Two different discrete distributions were generated for each SPAR-H Performance Shaping Factor (PSF) tomore » define the frequency of PSF levels. The first distribution was a uniform, or uninformed distribution that assumed the frequency of each PSF level was equally likely. The second non-continuous distribution took the frequency of PSF level as identified from an assessment of the HERA database. These two different approaches were created to identify the resulting distribution of the HEP. The resulting HEP that appears closer to the known distribution, a log-normal centered on 1E-3, is the more desirable. Each approach then has median, average and maximum HFE calculations applied. To calculate these three values, three events, A, B and C are generated from the PSF level frequencies comprised of subtasks. The median HFE selects the median PSF level from each PSF and calculates HEP. The average HFE takes the mean PSF level, and the maximum takes the maximum PSF level. The same data set of subtask HEPs yields starkly different HEPs when aggregated to the HFE level in SPAR-H. Results: Assuming that each PSF level in each HFE is equally likely creates an unrealistic distribution of the HEP that is centered at 1. Next the observed frequency of PSF levels was applied with the resulting HEP behaving log-normally with a majority of the values under 2.5% HEP. The median, average and maximum HFE calculations did yield different answers for the HFE. The HFE maximum grossly over estimates the HFE, while the HFE distribution occurs less than HFE median, and greater than HFE average. Conclusions: Dynamic task modeling can be perused through the framework of SPAR-H. Identification of distributions associated with each PSF needs to be defined, and may change depending upon the scenario. However it is very unlikely that each PSF level is equally likely as the resulting HEP distribution is strongly centered at 100%, which is unrealistic. Other distributions may need to be identified for PSFs, to facilitate the transition to dynamic task modeling. Additionally discrete distributions need to be exchanged for continuous so that simulations for the HFE can further advance. This paper provides a method to explore dynamic subtask to task translation and provides examples of the process using the SPAR-H method.« less

Use of the negative binomial-truncated Poisson distribution in thunderstorm prediction

NASA Technical Reports Server (NTRS)

Cohen, A. C.

1971-01-01

A probability model is presented for the distribution of thunderstorms over a small area given that thunderstorm events (1 or more thunderstorms) are occurring over a larger area. The model incorporates the negative binomial and truncated Poisson distributions. Probability tables for Cape Kennedy for spring, summer, and fall months and seasons are presented. The computer program used to compute these probabilities is appended.

Uranium concentration and distribution in six peridotite inclusions of probable mantle origin

NASA Technical Reports Server (NTRS)

Haines, E. L.; Zartman, R. E.

1973-01-01

Fission-track activation was used to investigate uranium concentration and distribution in peridotite inclusions in alkali basalt from six localities. Whole-rock uranium concentrations range from 24 to 82 ng/g. Most of the uranium is uniformly distributed in the major silicate phases - olivine, orthopyroxene, and clinopyroxene. Chromian spinels may be classified into two groups on the basis of their uranium content - those which have less than 10 ng/g and those which have 100 to 150 ng/g U. In one sample accessory hydrous phases, phlogopite and hornblende, contain 130 and 300 ng/g U, respectively. The contact between the inclusion and the host basalt is usually quite sharp. Glassy or microcrystalline veinlets found in some samples contain more than 1 microgram/g. Very little uranium is associated with microcrystals of apatite. These results agree with some earlier investigators, who have concluded that suboceanic peridotites contain too little uranium to account for normal oceanic heat flow by conduction alone.

Estimation of the diagnostic threshold accounting for decision costs and sampling uncertainty.

PubMed

Skaltsa, Konstantina; Jover, Lluís; Carrasco, Josep Lluís

2010-10-01

Medical diagnostic tests are used to classify subjects as non-diseased or diseased. The classification rule usually consists of classifying subjects using the values of a continuous marker that is dichotomised by means of a threshold. Here, the optimum threshold estimate is found by minimising a cost function that accounts for both decision costs and sampling uncertainty. The cost function is optimised either analytically in a normal distribution setting or empirically in a free-distribution setting when the underlying probability distributions of diseased and non-diseased subjects are unknown. Inference of the threshold estimates is based on approximate analytically standard errors and bootstrap-based approaches. The performance of the proposed methodology is assessed by means of a simulation study, and the sample size required for a given confidence interval precision and sample size ratio is also calculated. Finally, a case example based on previously published data concerning the diagnosis of Alzheimer's patients is provided in order to illustrate the procedure.

Modelling the stochastic nature of the available coefficient of friction at footwear-floor interfaces.

PubMed

Gragg, Jared; Klose, Ellison; Yang, James

2017-07-01

The available coefficient of friction (ACOF) is a measure of the friction available between two surfaces, which for human gait would be the footwear-floor interface. It is often compared to the required coefficient of friction (RCOF) to determine the likelihood of a slip in gait. Both the ACOF and RCOF are stochastic by nature meaning that neither should be represented by a deterministic value, such as the sample mean. Previous research has determined that the RCOF can be modelled well by either the normal or lognormal distributions, but previous research aimed at determining an appropriate distribution for the ACOF was inconclusive. This study focuses on modelling the stochastic nature of the ACOF by fitting eight continuous probability distributions to ACOF data for six scenarios. In addition, the data were used to study the effect that a simple housekeeping action such as sweeping could have on the ACOF. Practitioner Summary: Previous research aimed at determining an appropriate distribution for the ACOF was inconclusive. The study addresses this issue as well as looking at the effect that an act such as sweeping has on the ACOF.

Multiplicative processes in visual cognition

NASA Astrophysics Data System (ADS)

Credidio, H. F.; Teixeira, E. N.; Reis, S. D. S.; Moreira, A. A.; Andrade, J. S.

2014-03-01

The Central Limit Theorem (CLT) is certainly one of the most important results in the field of statistics. The simple fact that the addition of many random variables can generate the same probability curve, elucidated the underlying process for a broad spectrum of natural systems, ranging from the statistical distribution of human heights to the distribution of measurement errors, to mention a few. An extension of the CLT can be applied to multiplicative processes, where a given measure is the result of the product of many random variables. The statistical signature of these processes is rather ubiquitous, appearing in a diverse range of natural phenomena, including the distributions of incomes, body weights, rainfall, and fragment sizes in a rock crushing process. Here we corroborate results from previous studies which indicate the presence of multiplicative processes in a particular type of visual cognition task, namely, the visual search for hidden objects. Precisely, our results from eye-tracking experiments show that the distribution of fixation times during visual search obeys a log-normal pattern, while the fixational radii of gyration follow a power-law behavior.

Comparison of Deterministic and Probabilistic Radial Distribution Systems Load Flow

NASA Astrophysics Data System (ADS)

Gupta, Atma Ram; Kumar, Ashwani

2017-12-01

Distribution system network today is facing the challenge of meeting increased load demands from the industrial, commercial and residential sectors. The pattern of load is highly dependent on consumer behavior and temporal factors such as season of the year, day of the week or time of the day. For deterministic radial distribution load flow studies load is taken as constant. But, load varies continually with a high degree of uncertainty. So, there is a need to model probable realistic load. Monte-Carlo Simulation is used to model the probable realistic load by generating random values of active and reactive power load from the mean and standard deviation of the load and for solving a Deterministic Radial Load Flow with these values. The probabilistic solution is reconstructed from deterministic data obtained for each simulation. The main contribution of the work is: Finding impact of probable realistic ZIP load modeling on balanced radial distribution load flow. Finding impact of probable realistic ZIP load modeling on unbalanced radial distribution load flow. Compare the voltage profile and losses with probable realistic ZIP load modeling for balanced and unbalanced radial distribution load flow.

Probability Distribution of Turbulent Kinetic Energy Dissipation Rate in Ocean: Observations and Approximations

NASA Astrophysics Data System (ADS)

Lozovatsky, I.; Fernando, H. J. S.; Planella-Morato, J.; Liu, Zhiyu; Lee, J.-H.; Jinadasa, S. U. P.

2017-10-01

The probability distribution of turbulent kinetic energy dissipation rate in stratified ocean usually deviates from the classic lognormal distribution that has been formulated for and often observed in unstratified homogeneous layers of atmospheric and oceanic turbulence. Our measurements of vertical profiles of micro-scale shear, collected in the East China Sea, northern Bay of Bengal, to the south and east of Sri Lanka, and in the Gulf Stream region, show that the probability distributions of the dissipation rate ɛ˜r in the pycnoclines (r ˜ 1.4 m is the averaging scale) can be successfully modeled by the Burr (type XII) probability distribution. In weakly stratified boundary layers, lognormal distribution of ɛ˜r is preferable, although the Burr is an acceptable alternative. The skewness Skɛ and the kurtosis Kɛ of the dissipation rate appear to be well correlated in a wide range of Skɛ and Kɛ variability.

Acceptance Probability (P a) Analysis for Process Validation Lifecycle Stages.

PubMed

Alsmeyer, Daniel; Pazhayattil, Ajay; Chen, Shu; Munaretto, Francesco; Hye, Maksuda; Sanghvi, Pradeep

2016-04-01

This paper introduces an innovative statistical approach towards understanding how variation impacts the acceptance criteria of quality attributes. Because of more complex stage-wise acceptance criteria, traditional process capability measures are inadequate for general application in the pharmaceutical industry. The probability of acceptance concept provides a clear measure, derived from specific acceptance criteria for each quality attribute. In line with the 2011 FDA Guidance, this approach systematically evaluates data and scientifically establishes evidence that a process is capable of consistently delivering quality product. The probability of acceptance provides a direct and readily understandable indication of product risk. As with traditional capability indices, the acceptance probability approach assumes that underlying data distributions are normal. The computational solutions for dosage uniformity and dissolution acceptance criteria are readily applicable. For dosage uniformity, the expected AV range may be determined using the s lo and s hi values along with the worst case estimates of the mean. This approach permits a risk-based assessment of future batch performance of the critical quality attributes. The concept is also readily applicable to sterile/non sterile liquid dose products. Quality attributes such as deliverable volume and assay per spray have stage-wise acceptance that can be converted into an acceptance probability. Accepted statistical guidelines indicate processes with C pk > 1.33 as performing well within statistical control and those with C pk < 1.0 as "incapable" (1). A C pk > 1.33 is associated with a centered process that will statistically produce less than 63 defective units per million. This is equivalent to an acceptance probability of >99.99%.

Evaluation of the Three Parameter Weibull Distribution Function for Predicting Fracture Probability in Composite Materials

DTIC Science & Technology

1978-03-01

for the risk of rupture for a unidirectionally laminat - ed composite subjected to pure bending. (5D This equation can be simplified further by use of...C EVALUATION OF THE THREE PARAMETER WEIBULL DISTRIBUTION FUNCTION FOR PREDICTING FRACTURE PROBABILITY IN COMPOSITE MATERIALS. THESIS / AFIT/GAE...EVALUATION OF THE THREE PARAMETER WE1BULL DISTRIBUTION FUNCTION FOR PREDICTING FRACTURE PROBABILITY IN COMPOSITE MATERIALS THESIS Presented

Map and Database of Probable and Possible Quaternary Faults in Afghanistan

USGS Publications Warehouse

Ruleman, C.A.; Crone, A.J.; Machette, M.N.; Haller, K.M.; Rukstales, K.S.

2007-01-01

The U.S. Geological Survey (USGS) with support from the U.S. Agency for International Development (USAID) mission in Afghanistan, has prepared a digital map showing the distribution of probable and suspected Quaternary faults in Afghanistan. This map is a key component of a broader effort to assess and map the country's seismic hazards. Our analyses of remote-sensing imagery reveal a complex array of tectonic features that we interpret to be probable and possible active faults within the country and in the surrounding border region. In our compilation, we have mapped previously recognized active faults in greater detail, and have categorized individual features based on their geomorphic expression. We assigned mapped features to eight newly defined domains, each of which contains features that appear to have similar styles of deformation. The styles of deformation associated with each domain provide insight into the kinematics of the modern tectonism, and define a tectonic framework that helps constrain deformational models of the Alpine-Himalayan orogenic belt. The modern fault movements, deformation, and earthquakes in Afghanistan are driven by the collision between the northward-moving Indian subcontinent and Eurasia. The patterns of probable and possible Quaternary faults generally show that much of the modern tectonic activity is related to transfer of plate-boundary deformation across the country. The left-lateral, strike-slip Chaman fault in southeastern Afghanistan probably has the highest slip rate of any fault in the country; to the north, this slip is distributed onto several fault systems. At the southern margin of the Kabul block, the style of faulting changes from mainly strike-slip motion associated with the boundary between the Indian and Eurasian plates, to transpressional and transtensional faulting. North and northeast of the Kabul block, we recognized a complex pattern of potentially active strike-slip, thrust, and normal faults that form a conjugate shear system in a transpressional region of the Trans-Himalayan orogenic belt. The general patterns and orientations of faults and the styles of deformation that we interpret from the imagery are consistent with the styles of faulting determined from focal mechanisms of historical earthquakes. Northwest-trending strike-slip fault zones are cut and displaced by younger, southeast-verging thrust faults; these relations define the interaction between northwest-southeast-oriented contraction and northwest-directed extrusion in the western Himalaya, Pamir, and Hindu Kush regions. Transpression extends into north-central Afghanistan where north-verging contraction along the east-west-trending Alburz-Marmul fault system interacts with northwest-trending strike-slip faults. Pressure ridges related to thrust faulting and extensional basins bounded by normal faults are located at major stepovers in these northwest-trending strike-slip systems. In contrast, young faulting in central and western Afghanistan indicates that the deformation is dominated by extension where strike-slip fault zones transition into regions of normal faults. In addition to these initial observations, our digital map and database provide a foundation that can be expanded, complemented, and modified as future investigations provide more detailed information about the location, characteristics, and history of movement on Quaternary faults in Afghanistan.

HIGH STAR FORMATION RATES IN TURBULENT ATOMIC-DOMINATED GAS IN THE INTERACTING GALAXIES IC 2163 AND NGC 2207

DOE Office of Scientific and Technical Information (OSTI.GOV)

Elmegreen, Bruce G.; Kaufman, Michele; Bournaud, Frédéric

CO observations of the interacting galaxies IC 2163 and NGC 2207 are combined with HI, H α , and 24 μ m observations to study the star formation rate (SFR) surface density as a function of the gas surface density. More than half of the high-SFR regions are HI dominated. When compared to other galaxies, these HI-dominated regions have excess SFRs relative to their molecular gas surface densities but normal SFRs relative to their total gas surface densities. The HI-dominated regions are mostly located in the outer part of NGC 2207 where the HI velocity dispersion is high, 40–50 kmmore » s{sup −1}. We suggest that the star-forming clouds in these regions have envelopes at lower densities than normal, making them predominantly atomic, and cores at higher densities than normal because of the high turbulent Mach numbers. This is consistent with theoretical predictions of a flattening in the density probability distribution function for compressive, high Mach number turbulence.« less

Collaborative Localization Algorithms for Wireless Sensor Networks with Reduced Localization Error

PubMed Central

Sahoo, Prasan Kumar; Hwang, I-Shyan

2011-01-01

Localization is an important research issue in Wireless Sensor Networks (WSNs). Though Global Positioning System (GPS) can be used to locate the position of the sensors, unfortunately it is limited to outdoor applications and is costly and power consuming. In order to find location of sensor nodes without help of GPS, collaboration among nodes is highly essential so that localization can be accomplished efficiently. In this paper, novel localization algorithms are proposed to find out possible location information of the normal nodes in a collaborative manner for an outdoor environment with help of few beacons and anchor nodes. In our localization scheme, at most three beacon nodes should be collaborated to find out the accurate location information of any normal node. Besides, analytical methods are designed to calculate and reduce the localization error using probability distribution function. Performance evaluation of our algorithm shows that there is a tradeoff between deployed number of beacon nodes and localization error, and average localization time of the network can be increased with increase in the number of normal nodes deployed over a region. PMID:22163738

Integration of the Trivariate Normal Distribution Over an Offset Sphere and an Inverse Problem

DTIC Science & Technology

1988-02-01

i.e., S ; (x - H)2 + (y - K)2 + (z - L)2 - R2 • (3) The kill probability P is then given by fL+R .K+Y CH +X P= JL-RJK+Y fHXF(x,y,z,u,v,w) dx dy dz, (4...7838 IF A*E9*E9>3.28E-3 THEN 8855 7835 C=.5-Y+.5 7848 W=(.5-SQR(Y)*(.5+(.5-Y/3))/Spi )’C 7845 U=1’A 7858 Z=SQR(Z+Z) 7855 IF Lə THEN Z=-Z 7868 IF I>=2

Closed-form solutions of performability. [in computer systems

NASA Technical Reports Server (NTRS)

Meyer, J. F.

1982-01-01

It is noted that if computing system performance is degradable then system evaluation must deal simultaneously with aspects of both performance and reliability. One approach is the evaluation of a system's performability which, relative to a specified performance variable Y, generally requires solution of the probability distribution function of Y. The feasibility of closed-form solutions of performability when Y is continuous are examined. In particular, the modeling of a degradable buffer/multiprocessor system is considered whose performance Y is the (normalized) average throughput rate realized during a bounded interval of time. Employing an approximate decomposition of the model, it is shown that a closed-form solution can indeed be obtained.

Surveillance and Datalink Communication Performance Analysis for Distributed Separation Assurance System Architectures

NASA Technical Reports Server (NTRS)

Chung, William W.; Linse, Dennis J.; Alaverdi, Omeed; Ifarraguerri, Carlos; Seifert, Scott C.; Salvano, Dan; Calender, Dale

2012-01-01

This study investigates the effects of two technical enablers: Automatic Dependent Surveillance - Broadcast (ADS-B) and digital datalink communication, of the Federal Aviation Administration s Next Generation Air Transportation System (NextGen) under two separation assurance (SA) system architectures: ground-based SA and airborne SA, on overall separation assurance performance. Datalink performance such as successful reception probability in both surveillance and communication messages, and surveillance accuracy are examined in various operational conditions. Required SA performance is evaluated as a function of subsystem performance, using availability, continuity, and integrity metrics to establish overall required separation assurance performance, under normal and off-nominal conditions.

The ratio of inclusive jet cross sections at square √s = 630 GeV and square √s = 1800 GeV

DOE Office of Scientific and Technical Information (OSTI.GOV)

Krane, John

This dissertation presents an analysis of hadronic jet production from proton-antiproton collisions at two center-of-mass energies. Measurements were performed in the central region (|η|<0.5) of the D0 detector at Fermi National Accelerator Laboratory (Batavia, IL). Results are compared to next-to-leading-order QCD predictions generated with JETRAD and EKS Monte Carlo. Several techniques reduce the uncertainty in the ratio of cross sections as low as 5%. The observed normalization difference results in a low probability that the data and predictions describe the same distribution.

Changes in recruitment of Rhesus soleus and gastrocnemius muscles following a 14 day spaceflight

NASA Technical Reports Server (NTRS)

Hodgson, J. A.; Bodine-Fowler, S. C.; Roy, R. R.; De Leon, R. D.; De Guzman, C. P.; Koslovskaia, I.; Sirota, M.; Edgerton, V. R.

1991-01-01

The effect of microgravity on the recruitment patterns of the soleus, gastrocnemius, and tibialis-anterior muscles was investigated by comparing electromyograms (EMGs) of these muscles of Rhesus monkeys implanted with EMG electrodes, taken before and after a 14-day flight on board Cosmos 2044. It was found that the EMG amplitude values in the soleus muscle decreased after the spaceflight but returned to normal values over the 2-wk recovery period. The medial amplitudes of gastrocnemius and tibialis anterior were not changed by flight. Joint probability density distributions displayed changes after flight in both the soleus and gastrocnemius muscles, but not in tibialis anterior.

Infilling and quality checking of discharge, precipitation and temperature data using a copula based approach

NASA Astrophysics Data System (ADS)

Anwar, Faizan; Bárdossy, András; Seidel, Jochen

2017-04-01

Estimating missing values in a time series of a hydrological variable is an everyday task for a hydrologist. Existing methods such as inverse distance weighting, multivariate regression, and kriging, though simple to apply, provide no indication of the quality of the estimated value and depend mainly on the values of neighboring stations at a given step in the time series. Copulas have the advantage of representing the pure dependence structure between two or more variables (given the relationship between them is monotonic). They rid us of questions such as transforming the data before use or calculating functions that model the relationship between the considered variables. A copula-based approach is suggested to infill discharge, precipitation, and temperature data. As a first step the normal copula is used, subsequently, the necessity to use non-normal / non-symmetrical dependence is investigated. Discharge and temperature are treated as regular continuous variables and can be used without processing for infilling and quality checking. Due to the mixed distribution of precipitation values, it has to be treated differently. This is done by assigning a discrete probability to the zeros and treating the rest as a continuous distribution. Building on the work of others, along with infilling, the normal copula is also utilized to identify values in a time series that might be erroneous. This is done by treating the available value as missing, infilling it using the normal copula and checking if it lies within a confidence band (5 to 95% in our case) of the obtained conditional distribution. Hydrological data from two catchments Upper Neckar River (Germany) and Santa River (Peru) are used to demonstrate the application for datasets with different data quality. The Python code used here is also made available on GitHub. The required input is the time series of a given variable at different stations.

Long memory behavior of returns after intraday financial jumps

NASA Astrophysics Data System (ADS)

Behfar, Stefan Kambiz

2016-11-01

In this paper, characterization of intraday financial jumps and time dynamics of returns after jumps is investigated, and will be analytically and empirically shown that intraday jumps are power-law distributed with the exponent 1 < μ < 2; in addition, returns after jumps show long-memory behavior. In the theory of finance, it is important to be able to distinguish between jumps and continuous sample path price movements, and this can be achieved by introducing a statistical test via calculating sums of products of returns over small period of time. In the case of having jump, the null hypothesis for normality test is rejected; this is based on the idea that returns are composed of mixture of normally-distributed and power-law distributed data (∼ 1 /r 1 + μ). Probability of rejection of null hypothesis is a function of μ, which is equal to one for 1 < μ < 2 within large intraday sample size M. To test this idea empirically, we downloaded S&P500 index data for both periods of 1997-1998 and 2014-2015, and showed that the Complementary Cumulative Distribution Function of jump return is power-law distributed with the exponent 1 < μ < 2. There are far more jumps in 1997-1998 as compared to 2015-2016; and it represents a power law exponent in 2015-2016 greater than one in 1997-1998. Assuming that i.i.d returns generally follow Poisson distribution, if the jump is a causal factor, high returns after jumps are the effect; we show that returns caused by jump decay as power-law distribution. To test this idea empirically, we average over the time dynamics of all days; therefore the superposed time dynamics after jump represent a power-law, which indicates that there is a long memory with a power-law distribution of return after jump.

Geostatistics and Bayesian updating for transmissivity estimation in a multiaquifer system in Manitoba, Canada.

PubMed

Kennedy, Paula L; Woodbury, Allan D

2002-01-01

In ground water flow and transport modeling, the heterogeneous nature of porous media has a considerable effect on the resulting flow and solute transport. Some method of generating the heterogeneous field from a limited dataset of uncertain measurements is required. Bayesian updating is one method that interpolates from an uncertain dataset using the statistics of the underlying probability distribution function. In this paper, Bayesian updating was used to determine the heterogeneous natural log transmissivity field for a carbonate and a sandstone aquifer in southern Manitoba. It was determined that the transmissivity in m2/sec followed a natural log normal distribution for both aquifers with a mean of -7.2 and - 8.0 for the carbonate and sandstone aquifers, respectively. The variograms were calculated using an estimator developed by Li and Lake (1994). Fractal nature was not evident in the variogram from either aquifer. The Bayesian updating heterogeneous field provided good results even in cases where little data was available. A large transmissivity zone in the sandstone aquifer was created by the Bayesian procedure, which is not a reflection of any deterministic consideration, but is a natural outcome of updating a prior probability distribution function with observations. The statistical model returns a result that is very reasonable; that is homogeneous in regions where little or no information is available to alter an initial state. No long range correlation trends or fractal behavior of the log-transmissivity field was observed in either aquifer over a distance of about 300 km.

Characterization of the Ionospheric Scintillations at High Latitude using GPS Signal

NASA Astrophysics Data System (ADS)

Mezaoui, H.; Hamza, A. M.; Jayachandran, P. T.

2013-12-01

Transionospheric radio signals experience both amplitude and phase variations as a result of propagation through a turbulent ionosphere; this phenomenon is known as ionospheric scintillations. As a result of these fluctuations, Global Positioning System (GPS) receivers lose track of signals and consequently induce position and navigational errors. Therefore, there is a need to study these scintillations and their causes in order to not only resolve the navigational problem but in addition develop analytical and numerical radio propagation models. In order to quantify and qualify these scintillations, we analyze the probability distribution functions (PDFs) of L1 GPS signals at 50 Hz sampling rate using the Canadian High arctic Ionospheric Network (CHAIN) measurements. The raw GPS signal is detrended using a wavelet-based technique and the detrended amplitude and phase of the signal are used to construct probability distribution functions (PDFs) of the scintillating signal. The resulting PDFs are non-Gaussian. From the PDF functional fits, the moments are estimated. The results reveal a general non-trivial parabolic relationship between the normalized fourth and third moments for both the phase and amplitude of the signal. The calculated higher-order moments of the amplitude and phase distribution functions will help quantify some of the scintillation characteristics and in the process provide a base for forecasting, i.e. develop a scintillation climatology model. This statistical analysis, including power spectra, along with a numerical simulation will constitute the backbone of a high latitude scintillation model.

Bivariate extreme value distributions

NASA Technical Reports Server (NTRS)

Elshamy, M.

1992-01-01

In certain engineering applications, such as those occurring in the analyses of ascent structural loads for the Space Transportation System (STS), some of the load variables have a lower bound of zero. Thus, the need for practical models of bivariate extreme value probability distribution functions with lower limits was identified. We discuss the Gumbel models and present practical forms of bivariate extreme probability distributions of Weibull and Frechet types with two parameters. Bivariate extreme value probability distribution functions can be expressed in terms of the marginal extremel distributions and a 'dependence' function subject to certain analytical conditions. Properties of such bivariate extreme distributions, sums and differences of paired extremals, as well as the corresponding forms of conditional distributions, are discussed. Practical estimation techniques are also given.

Multiscale Characterization of the Probability Density Functions of Velocity and Temperature Increment Fields

NASA Astrophysics Data System (ADS)

DeMarco, Adam Ward

The turbulent motions with the atmospheric boundary layer exist over a wide range of spatial and temporal scales and are very difficult to characterize. Thus, to explore the behavior of such complex flow enviroments, it is customary to examine their properties from a statistical perspective. Utilizing the probability density functions of velocity and temperature increments, deltau and deltaT, respectively, this work investigates their multiscale behavior to uncover the unique traits that have yet to be thoroughly studied. Utilizing diverse datasets, including idealized, wind tunnel experiments, atmospheric turbulence field measurements, multi-year ABL tower observations, and mesoscale models simulations, this study reveals remarkable similiarities (and some differences) between the small and larger scale components of the probability density functions increments fields. This comprehensive analysis also utilizes a set of statistical distributions to showcase their ability to capture features of the velocity and temperature increments' probability density functions (pdfs) across multiscale atmospheric motions. An approach is proposed for estimating their pdfs utilizing the maximum likelihood estimation (MLE) technique, which has never been conducted utilizing atmospheric data. Using this technique, we reveal the ability to estimate higher-order moments accurately with a limited sample size, which has been a persistent concern for atmospheric turbulence research. With the use robust Goodness of Fit (GoF) metrics, we quantitatively reveal the accuracy of the distributions to the diverse dataset. Through this analysis, it is shown that the normal inverse Gaussian (NIG) distribution is a prime candidate to be used as an estimate of the increment pdfs fields. Therefore, using the NIG model and its parameters, we display the variations in the increments over a range of scales revealing some unique scale-dependent qualities under various stability and ow conditions. This novel approach can provide a method of characterizing increment fields with the sole use of only four pdf parameters. Also, we investigate the capability of the current state-of-the-art mesoscale atmospheric models to predict the features and highlight the potential for use for future model development. With the knowledge gained in this study, a number of applications can benefit by using our methodology, including the wind energy and optical wave propagation fields.