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Full-Text Articles in Statistics and Probability

Optimal Filtering Of An Advertising Production System With Deteriorating Items, Lakhdar Aggoun, Ali Benmerzouga, Lotfi Tadj Dec 2009

Optimal Filtering Of An Advertising Production System With Deteriorating Items, Lakhdar Aggoun, Ali Benmerzouga, Lotfi Tadj

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, we consider an integrated stochastic advertising-production system in the case of a duopoly. Two firms spend certain amounts to advertise some product. The expenses processes evolve according to the jumps of two homogeneous, finite-state Markov chains. We assume that the items in stock may be subject to deterioration and the deterioration parameter is assumed to be random.


Sequence Comparison And Stochastic Model Based On Multi-Order Markov Models, Xiang Fang Nov 2009

Sequence Comparison And Stochastic Model Based On Multi-Order Markov Models, Xiang Fang

Department of Statistics: Dissertations, Theses, and Student Work

This dissertation presents two statistical methodologies developed on multi-order Markov models. First, we introduce an alignment-free sequence comparison method, which represents a sequence using a multi-order transition matrix (MTM). The MTM contains information of multi-order dependencies and provides a comprehensive representation of the heterogeneous composition within a sequence. Based on the MTM, a distance measure is developed for pair-wise comparison of sequences. The new method is compared with the traditional maximum likelihood (ML) method, the complete composition vector (CCV) method and the improved version of the complete composition vector (ICCV) method using simulated sequences. We further illustrate the application of …


The Em Algorithm For Group Testing Regression Models Under Matrix Pooling, Christopher R. Bilder, Boan Zhang Oct 2009

The Em Algorithm For Group Testing Regression Models Under Matrix Pooling, Christopher R. Bilder, Boan Zhang

Department of Statistics: Faculty Publications

No abstract provided.


Interval Estimation For The Difference In Paired Areas Under The Roc Curves In The Absence Of A Gold Standard Test, Hsin-Neng Hsieh, Hsiu-Yuan Su, Xiao-Hua Zhou Apr 2009

Interval Estimation For The Difference In Paired Areas Under The Roc Curves In The Absence Of A Gold Standard Test, Hsin-Neng Hsieh, Hsiu-Yuan Su, Xiao-Hua Zhou

UW Biostatistics Working Paper Series

Receiver operating characteristic (ROC) curves can be used to assess the accuracy of tests measured on ordinal or continuous scales. The most commonly used measure for the overall diagnostic accuracy of diagnostic tests is the area under the ROC curve (AUC). A gold standard test on the true disease status is required to estimate the AUC. However, a gold standard test may sometimes be too expensive or infeasible. Therefore, in many medical research studies, the true disease status of the subjects may remain unknown. Under the normality assumption on test results from each disease group of subjects, using the expectation-maximization …