Open Access. Powered by Scholars. Published by Universities.®

Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

Statistics and Probability

2001

Institution
Keyword
Publication
Publication Type

Articles 61 - 84 of 84

Full-Text Articles in Physical Sciences and Mathematics

Probabilities Of Transition Among Health States For Older Adults, Paula Diehr Jan 2001

Probabilities Of Transition Among Health States For Older Adults, Paula Diehr

Paula Diehr

GOAL: To estimate the probabilities of transition among self-rated health states for older adults, and examine how they vary by age and sex. METHODS: We used self-rated health (excellent, very good, good, fair, poor, dead) collected in two longitudinal studies of older adults (mean age 75) to estimate the probability of transition in 2 years. We used the estimates to project future health for selected cohorts. FINDINGS: These older adults were most likely to be in the same health state 2 years later, but a substantial proportion changed in both directions. Transition probabilities varied by initial health state, age and …


Patterns Of Self-Rated Health In Older Adults Before And After Sentinel Events, Paula Diehr Jan 2001

Patterns Of Self-Rated Health In Older Adults Before And After Sentinel Events, Paula Diehr

Paula Diehr

OBJECTIVES: To describe and compare patterns of change in self-rated health for older adults before death and before and after stroke, myocardial infarction, congestive heart failure, cardiac procedure, hospital admission for cancer, and hip fracture. DESIGN: "Event cohort," measuring time in months before and after the event. SETTING: Four U.S. communities. PARTICIPANTS: 5888 participants in the Cardiovascular Health Study (CHS), sampled from Medicare rolls and followed up to 8 years. Mean age at baseline was 73. MEASUREMENTS: Self-rated health, including a category for death, assessed at 6-month intervals, and ascertainment of events. METHODS: We examined the percentage that was healthy …


Testing For Asymmetry In Economic Time Series Using Bootstrap Methods, Claudio Lupi, Patrizia Ordine Jan 2001

Testing For Asymmetry In Economic Time Series Using Bootstrap Methods, Claudio Lupi, Patrizia Ordine

Claudio Lupi

In this paper we show that phase-scrambling bootstrap offers a natural framework for asymmetry testing in economic time series. A comparison with other bootstrap schemes is also sketched. A Monte Carlo analysis is carried out to evaluate the size and power properties of the phase-scrambling bootstrap-based test.


Benchmarking Patient Outcomes, Ellen B. Rudy, Joseph F. Lucke, Gayle R. Whitman, Lynda J. Davidson Jan 2001

Benchmarking Patient Outcomes, Ellen B. Rudy, Joseph F. Lucke, Gayle R. Whitman, Lynda J. Davidson

Joseph Lucke

Purpose: To examine the usefulness of three types of benchmarking for interpreting patient outcome data.

Design: This study was part of a multiyear, multihospital longitudinal survey of 10 patient outcomes. The patient outcome used for this methodologic presentation was central line infections (CLI). The sample included eight hospitals in an integrated healthcare system, with a range in size from 144 to 861 beds. The unit of analysis for CLI was the number of line days, with the CLI rate defined as the number of infections per 1,000 patient-line days per month.

Methods: Data on each outcome were collected at the …


Mixture Hazards Models With Additive Random Effects Accounting For Treatment Effectiveness Lag Time, Ying Qing Chen, C. A. Rohde, M.-C. Wang Jan 2001

Mixture Hazards Models With Additive Random Effects Accounting For Treatment Effectiveness Lag Time, Ying Qing Chen, C. A. Rohde, M.-C. Wang

U.C. Berkeley Division of Biostatistics Working Paper Series

In many clinical trials to evaluate treatment efficacy, it is believed that there may exist latent treatment effectiveness lag times after which medical treatment procedure or chemical compound would be in full effect. In this article, semiparametric regression models are proposed and studied for estimating the treatment effect accounting for such latent lag times. The new models take advantage of the invariance property of the additive hazards model in marginalising over an additive latent variable; parameters in the models are thus easily estimated and interpreted, while the flexibility of not having to specify the baseline hazard function is preserved. Monte …


On Toric Varieties And Modular Forms, Paul Gunnells Jan 2001

On Toric Varieties And Modular Forms, Paul Gunnells

Paul Gunnells

No abstract provided.


Ranked Set Sampling From Location-Scale Families Of Symmetric Distributions, Ram C. Tiwari, Paul H. Kvam Jan 2001

Ranked Set Sampling From Location-Scale Families Of Symmetric Distributions, Ram C. Tiwari, Paul H. Kvam

Department of Math & Statistics Faculty Publications

Statistical inference based on ranked set sampling has primarily been motivated by nonparametric problems. However, the sampling procedure can provide an improved estimator of the population mean when the population is partially known. In this article, we consider estimation of the population mean and variance for the location-scale families of distributions. We derive and compare different unbiased estimators of these parameters based on independent replications of a ranked set sample of size n. Large sample properties, along with asymptotic relative efficiencies, help identify which estimators are best suited for different location-scale distributions.


High Breakdown Analogs Of The Trimmed Mean, David J. Olive Jan 2001

High Breakdown Analogs Of The Trimmed Mean, David J. Olive

Articles and Preprints

Two high breakdown estimators that are asymptotically equivalent to a sequence of trimmed means are introduced. They are easy to compute and their asymptotic variance is easier to estimate than the asymptotic variance of standard high breakdown estimators.


Field-Scale Electrical Conductivity Mapping For Delineating Soil Condition, Cinthia K. Johnson, John Doran, Harold R. Duke, Brian J. Wienhold, Kent M. Eskridge, John F. Shanahan Jan 2001

Field-Scale Electrical Conductivity Mapping For Delineating Soil Condition, Cinthia K. Johnson, John Doran, Harold R. Duke, Brian J. Wienhold, Kent M. Eskridge, John F. Shanahan

Department of Statistics: Faculty Publications

Traditional sampling methods are inadequate for assessing the interrelated physical, chemical, and biological soil properties responsible for variations in agronomic yield and ecological potentials across a landscape. Recent advances in computers, global positioning systems, and large-scale sensors offer new opportunities for mapping heterogeneous patterns in soil condition. We evaluated field-scale apparent electrical conductivity (ECa) mapping for delineating soil properties correlated with productivity and ecological properties. A contiguous section of farmland (250 ha), managed as eight fields in a no-till winter wheat (Triticum aestivum L.)–corn (Zea mays L.)–millet (Panicum miliaceum L.)–fallow rotation, was ECa mapped (≈0- to …


Manifest Characterization And Testing For Certain Latent Properties, A. Yuan, Bertrand S. Clarke Jan 2001

Manifest Characterization And Testing For Certain Latent Properties, A. Yuan, Bertrand S. Clarke

Department of Statistics: Faculty Publications

Work due to Junker and more recently due to Junker and Ellis characterized desired latent properties of an educational testing procedure in terms of a collection of other manifest properties. This is important because one can only propose tests for manifest quantities, not latent ones. Here, we complete the conversion of a pair of latent properties to equivalent conditions in terms of four manifest quantities and identify a general method for producing tests for manifest properties.


On The Evolution Of Probability-Weighting Function And Its Impact On Gambling, Steven Li, Yun Hsing Cheung Jan 2001

On The Evolution Of Probability-Weighting Function And Its Impact On Gambling, Steven Li, Yun Hsing Cheung

Research outputs pre 2011

It is well known that individuals treat losses and gains differently and there exists non-linearity in probability. The asymmetry between gains and losses is highlighted by the reflection effect. The non-linearity in probability is described by the curvature of the probability-weighting function. This paper studies the evolution of the probability-weighting function. It is assumed that the probability weighting for an individual follows a mean-reverting stochastic process. The Monte Carlo simulation technique is employed to study the evolution of the weighting function. The evolution of the probability- weighting function implies that an individual does not treat gains or losses consistently over …


Probabilities Of Transition Among Health States For Older Adults, Paula Diehr, Donald L. Patrick Jan 2001

Probabilities Of Transition Among Health States For Older Adults, Paula Diehr, Donald L. Patrick

UW Biostatistics Working Paper Series

Goal: To estimate the probabilities of transition among self-rated health states for older adults, and examine how they vary by age and sex. Methods: We used self-rated health (Excellent, Very Good, Good, Fair, Poor, Dead) collected in two longitudinal studies of older adults (Mean age 75) to estimate the probability of transition in two years. We used the estimates to project future health for selected cohorts.

Findings: These older adults were most likely to be in the same health state 2 years later, but a substantial proportion changed in both directions. Transition probabilities varied by initial health state, age and …


Boundary Layers In Channel Flow With Injection And Suction, R. Temam, X. Wang Jan 2001

Boundary Layers In Channel Flow With Injection And Suction, R. Temam, X. Wang

Mathematics and Statistics Faculty Research & Creative Works

We present a rigorous result regarding the boundary layer associated with the incompressible Newtonian channel flow with injection and suction. © 2000 Elsevier Science Ltd. All rights reserved.


Reliability Studies Of The Skew Normal Distribution, Nicole Dawn Brown Jan 2001

Reliability Studies Of The Skew Normal Distribution, Nicole Dawn Brown

Electronic Theses and Dissertations

It has been observed in various practical applications that data do not conform to the normal distribution, which is symmetric with no skewness. The skew normal distribution proposed by Azzalini(1985) is appropriate for the analysis of data which is unimodal but exhibits some skewness. The skew normal distribution includes the normal distribution as a special case where the skewness parameter is zero. In this thesis, we study the structural properties of the skew normal distribution, with an emphasis on the reliability properties of the model. More specifically, we obtain the failure rate, the mean residual life function, and the reliability …


Heckman's Methodology For Correcting Selectivity Bias : An Application To Road Crash Costs, Margaret Giles Jan 2001

Heckman's Methodology For Correcting Selectivity Bias : An Application To Road Crash Costs, Margaret Giles

Research outputs pre 2011

Aggregate road crash costs are traditionally determined using average costs applied to incidence figures found in Police-notified crash data. Such data only comprise a non-random sample of the true population of road crashes, the bias being due to the existence of crashes that are not notified to the Police. The traditional approach is to label the Police-notified sample as 'non-random' thereby casting a cloud over data analyses using this sample. Heckman however viewed similar problems as 'omitted variables' problems in that the exclusion of some observations in a systematic manner (so-called selectivity bias) has inadvertently introduced the need for an …


Are Bank Deposits And Bank-Affiliated Managed Funds Close Substitutes?, David E. Allen, Jerry T. Parwada Jan 2001

Are Bank Deposits And Bank-Affiliated Managed Funds Close Substitutes?, David E. Allen, Jerry T. Parwada

Research outputs pre 2011

This study tests the hypothesis that bank liabilities and managed funds are close substitutes. Some literature associates the alleged decline in banking business with the disintermediation of banks’ traditional deposit-taking business in favour of investment management. A comparative assessment of managed fund and bank deposit qualitative attributes fails to support substitutability. Using data on Australian bank-affiliated funds and a nine-year record of bank liability balances, this study finds that, empirically, managed funds do not displace bank liabilities. Prudential capital adequacy requirements dissuade banks from using in-house managed investments as indirect conduits for raising funds in the same manner as deposit …


Some Statistical Models For Durations And Their Applications In Finance, Harry Zheng, David E. Allen, Lyn C. Thomas Jan 2001

Some Statistical Models For Durations And Their Applications In Finance, Harry Zheng, David E. Allen, Lyn C. Thomas

Research outputs pre 2011

We first consider a new class of time series models (introduced by Engle and Russell (1998)) use in statistical applications in finance. These models treat the time between events (durations) as a stochastic process and the corresponding durations are modelled using a theory similar to that of autoregressive processes. This new class of time series models is called Autoregressive Conditional Duration (ACD) models. Various extensions and the statistical properties of this class of ACD models are given. We also suggest some alternative models for durations arising from the market microstructure literature. An estimation procedure is discussed. The theory is illustrated …


The Duration Derby : A Comparison Of Duration Based Strategies In Asset Liability Management, Harry Zheng, David E. Allen, Lyn C. Thomas Jan 2001

The Duration Derby : A Comparison Of Duration Based Strategies In Asset Liability Management, Harry Zheng, David E. Allen, Lyn C. Thomas

Research outputs pre 2011

Macaulay duration matched strategy is a key tool in bond portfolio immunization. It is well known that if term structures are not at or changes are not parallel, then Macaulay duration matched portfolio can not guarantee adequate immunization. In this paper the approximate duration is proposed to measure the bond price sensitivity to changes of interest rates of non- at term structures. Its performance in immunization is compared with those of Macaulay, partial and key rate durations using the US Treasury STRIPS and Bond data. Approximate duration turns out to be a possible contender in asset liability management: it does …


Algorithms For Operations On Probability Distributions In A Computer Algebra System, Diane Lynn Evans Jan 2001

Algorithms For Operations On Probability Distributions In A Computer Algebra System, Diane Lynn Evans

Dissertations, Theses, and Masters Projects

In mathematics and statistics, the desire to eliminate mathematical tedium and facilitate exploration has lead to computer algebra systems. These computer algebra systems allow students and researchers to perform more of their work at a conceptual level. The design of generic algorithms for tedious computations allows modelers to push current modeling boundaries outward more quickly.;Probability theory, with its many theorems and symbolic manipulations of random variables is a discipline in which automation of certain processes is highly practical, functional, and efficient. There are many existing statistical software packages, such as SPSS, SAS, and S-Plus, that have numeric tools for statistical …


The Deadly Paradox Of Capital Jurors, Theodore Eisenberg, Stephen P. Garvey, Martin T. Wells Jan 2001

The Deadly Paradox Of Capital Jurors, Theodore Eisenberg, Stephen P. Garvey, Martin T. Wells

Cornell Law Faculty Publications

We examine support for the death penalty among a unique group of respondents: one hundred and eighty-seven citizens who actually served as jurors on capital trials in South Carolina. Capital jurors support the death penalty as much as, if not more than, members of the general public. Yet capital jurors, like poll respondents, harbor doubts about the penalty's fairness. Moreover, jurors--black jurors and Southern Baptists in particular--are ready to abandon their support for the death penalty when the alternative to death is life imprisonment without the possibility of parole, especially when combined with a requirement of restitution. Support for the …


Power Connector, Stephen L. Clark, Joseph B. Shuey, Jose L. Ortega, John B. Brown Iii Jan 2001

Power Connector, Stephen L. Clark, Joseph B. Shuey, Jose L. Ortega, John B. Brown Iii

Mathematics and Statistics Faculty Research & Creative Works

A pair of mating connectors includes a receptacle having an insulative housing and at least one conductive receptacle contact with a pair of spaced walls forming a plug contact receiving space. The plug connector has an insulative housing and at least one conductive contact having a pair of spaced walls which converge to form a projection engageable in the plug receiving space of the receptacle contact. In each case, the spaced walls are joined by a bridging structure that unites the walls. The plug and receptacle contacts are retained in the respective housings by engagement of opposed lateral edge portions …


Analysis Of A Non-Replicated Split-Split Plot Experiment, Emily Simmons Sim Jan 2001

Analysis Of A Non-Replicated Split-Split Plot Experiment, Emily Simmons Sim

All Graduate Plan B and other Reports, Spring 1920 to Spring 2023

A major obstacle in the analysis of experimental data, in many situations, is the lack of "true" or "complete" replication. In some disciplines, researchers are very aware of the importance of replication and the methods for correctly replicating an experiment. In other subject areas, however, researchers are less aware of what it means to properly replicate an experiment. Due to this lack of awareness, many non-replicated experiments are carried out every year. For many of these non-replicated experiments, there is no satisfactory statistical analysis.

The subject of this report is the analysis of two non-replicated experiments in environmental engineering. First, …


Change Of Support Correction In Mineral Resource Estimation, Marek J. Janas Jan 2001

Change Of Support Correction In Mineral Resource Estimation, Marek J. Janas

Theses: Doctorates and Masters

The success of any mining operation greatly, if not entirely, depends on the accuracy of prediction of recoverable mining reserves. However, prior to mining, knowledge about the distribution of the Selective Mining Unit (SMU) is limited. The SMU represents the volume on which extraction of ore takes place and on which recoverable mining reserves are based. Realistic recoverable reserve estimates can be obtained from the grade-tonnage curve that corresponds to the unknown distribution of the SMU rather than to the distribution of exploration sample data. In general, if the reserve calculation, at the given cut-off grade, is based upon exploration …


Ua56/1 Fact Book, Wku Institutional Research Jan 2001

Ua56/1 Fact Book, Wku Institutional Research

WKU Archives Records

Statistical and demographic profile of WKU.