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Articles 2131 - 2160 of 2920

Full-Text Articles in Statistics and Probability

Construction Of Insurance Scoring System Using Regression Models, Noriszura Ismail, Abdul Aziz Jemain Nov 2008

Construction Of Insurance Scoring System Using Regression Models, Noriszura Ismail, Abdul Aziz Jemain

Journal of Modern Applied Statistical Methods

This study suggests the regression models of Lognormal, Normal and Gamma for constructing insurance scoring system. The main advantage of a scoring system is that it can be used by insurers to differentiate between high and low risks insureds, thus allowing the profitability of insureds to be predicted.

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Type I Error Rates Of The Kenward-Roger F-Test For A Split-Plot Design With Missing Values And Non-Normal Data, Miguel A. Padilla, Youngkyoung Min, Guili Zhang Nov 2008

Type I Error Rates Of The Kenward-Roger F-Test For A Split-Plot Design With Missing Values And Non-Normal Data, Miguel A. Padilla, Youngkyoung Min, Guili Zhang

Journal of Modern Applied Statistical Methods

The Type I error of the Kenward-Roger (KR) F-test was assessed through a simulation study for a between- by within-subjects split-plot design with non-normal ignorable missing data. The KR-test for the between- and within-subjects main effect was robust under all simulation variables investigated and when the data were missing completely at random (MCAR). This continued to hold for the between-subjects main effect when data were missing at random (MAR). For the interaction, the KR F-test performed fairly well at controlling Type I under MCAR and the simulation variables investigated. However, under MAR, the KR F-test for the …

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Constructing Confidence Intervals For Spearman’S Rank Correlation With Ordinal Data: A Simulation Study Comparing Analytic And Bootstrap Methods, John Ruscio Nov 2008

Constructing Confidence Intervals For Spearman’S Rank Correlation With Ordinal Data: A Simulation Study Comparing Analytic And Bootstrap Methods, John Ruscio

Journal of Modern Applied Statistical Methods

Research shows good probability coverage using analytic confidence intervals (CIs) for Spearman’s rho with continuous data, but poorer coverage with ordinal data. A simulation study examining the latter case replicated prior results and revealed that coverage of bootstrap CIs was usually as good or better than coverage of analytic CIs.

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An Optimum Allocation With A Family Of Estimators Using Auxiliary Information In Sample Survey, Gajendra K. Vishwakarma, Housila P. Singh Nov 2008

An Optimum Allocation With A Family Of Estimators Using Auxiliary Information In Sample Survey, Gajendra K. Vishwakarma, Housila P. Singh

Journal of Modern Applied Statistical Methods

The problem of obtaining optimum allocation using auxiliary information in stratified random sampling. An optimum allocation with a family of estimators is obtained and its efficiency is compared with that of Neyman allocation based on Srivastava (1971) class of estimators and the optimum allocation suggested by Zaidi et al., (1989). It is shown that the proposed allocation is better in the sense having smaller variance compared to other optimum allocation.

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On Some Properties Of Quasi-Negative-Binomial Distribution And Its Applications, Anwar Hassan, Sheikh Bilal Nov 2008

On Some Properties Of Quasi-Negative-Binomial Distribution And Its Applications, Anwar Hassan, Sheikh Bilal

Journal of Modern Applied Statistical Methods

The quasi-negative-binomial distribution was applied to queuing theory for determining the distribution of total number of customers served before the queue vanishes under certain assumptions. Some structural properties (probability generating function, convolution, mode and recurrence relation) for the moments of quasi-negative-binomial distribution are discussed. The distribution’s characterization and its relation with other distributions were investigated. A computer program was developed using R to obtain ML estimates and the distribution was fitted to some observed sets of data to test its goodness of fit.

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Asymptotic Behavior Of Linearized Viscoelastic Flow Problem, Yinnian He, Yi Li Nov 2008

Asymptotic Behavior Of Linearized Viscoelastic Flow Problem, Yinnian He, Yi Li

Mathematics and Statistics Faculty Publications

In this article, we provide some asymptotic behaviors of linearized viscoelastic flows in a general two-dimensional domain with certain parameters small and the time variable large.

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Topological Dynamics Of Two-Piece Eventually Expanding Maps, Youngna Choi Oct 2008

Topological Dynamics Of Two-Piece Eventually Expanding Maps, Youngna Choi

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

In this work we show that two-piece eventually expanding maps have the same topological dynamics as two-piece expanding maps. A two-piece eventually expanding map possesses an invariant set that is either a topological attractor or can be perturbed to become one.

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Existence Of Multiple-Stable Equilibria For A Multi-Drug-Resistant Model Of Mycobacterium Tuberculosis, Abba B. Gumel, Baojun Song Jul 2008

Existence Of Multiple-Stable Equilibria For A Multi-Drug-Resistant Model Of Mycobacterium Tuberculosis, Abba B. Gumel, Baojun Song

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

The resurgence of multi-drug-resistant tuberculosis in some parts of Europe and North America calls for a mathematical study to assess the impact of the emergence and spread of such strain on the global effort to effectively control the burden of tuberculosis. This paper presents a deterministic compartmental model for the transmission dynamics of two strains of tuberculosis, a drug-sensitive (wild) one and a multi-drug-resistant strain. The model allows for the assessment of the treatment of people infected with the wild strain. The qualitative analysis of the model reveals the following. The model has a disease-free equilibrium, which is locally asymptotically …

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Statistical Methods For Image Registration And Denoising, Matthew D. Sambora Jun 2008

Statistical Methods For Image Registration And Denoising, Matthew D. Sambora

Theses and Dissertations

This dissertation describes research into image processing techniques that enhance military operational and support activities. The research extends existing work on image registration by introducing a novel method that exploits local correlations to improve the performance of projection-based image registration algorithms. The dissertation also extends the bounds on image registration performance for both projection-based and full-frame image registration algorithms and extends the Barankin bound from the one-dimensional case to the problem of two-dimensional image registration. It is demonstrated that in some instances, the Cramer-Rao lower bound is an overly-optimistic predictor of image registration performance and that under some conditions, the …

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A Comparison Of Several Algorithms And Models For Analyzing Multivariate Normal Data With Missing Responses, Mojtaba Ganjali, H. Ranji Jun 2008

A Comparison Of Several Algorithms And Models For Analyzing Multivariate Normal Data With Missing Responses, Mojtaba Ganjali, H. Ranji

Applications and Applied Mathematics: An International Journal (AAM)

In this paper we compare some modern algorithms i.e. Direct Maximization of the Likelihood (DML), the EM algorithm, and Multiple Imputation (MI) for analyzing multivariate normal data with missing responses. We also compare two approaches for modeling incomplete data (1) ignoring missing data and (2) joint modeling of response and non-response mechanisms. Several types of Software which can be used to implement the above algorithms are also mentioned. We used these algorithms for a simulation study and to analyze a data set where outliers affect the parameter estimates and final conclusion. As the variance of the estimates cannot be obtained …

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Confidence Intervals Based On Robust Estimators, Meral Cetin, Serpil Aktas May 2008

Confidence Intervals Based On Robust Estimators, Meral Cetin, Serpil Aktas

Journal of Modern Applied Statistical Methods

Classical estimation of confidence intervals based on the sample mean and variance is sensitive to outliers. Robust methods were proposed for reducing the influence of outliers. The Minimum Volume Ellipsoid estimator (MVE), having a high breakdown point, is one of the robust estimators for location and scale parameters. The robust confidence interval for location parameter is constructed based on the MVE, and compared with the proposed robust confidence interval estimation methods. The performance of the robust confidence interval based on MVE is illustrated with a simulation study. The lengths of 100(1-α)% confidence intervals were investigated.

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Using Connectionist Models To Evaluate Examinees’ Response Patterns To Achievement Tests, Mark J. Gierl, Ying Cui, Steve Hunka May 2008

Using Connectionist Models To Evaluate Examinees’ Response Patterns To Achievement Tests, Mark J. Gierl, Ying Cui, Steve Hunka

Journal of Modern Applied Statistical Methods

The attribute hierarchy method (AHM) applied to assessment engineering is described. It is a psychometric method for classifying examinees’ test item responses into a set of attribute mastery patterns associated with different components in a cognitive model of task performance. Attribute probabilities, computed using a neural network, can be estimated for each examinee thereby providing specific information about the examinee’s attribute-mastery level. The pattern recognition approach described in this study relies on an explicit cognitive model to produce the expected response patterns. The expected response patterns serve as the input to the neural network. The model also yields the cognitive …

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Coverage Performance Of The Non-Central F-Based And Percentile Bootstrap Confidence Intervals For Root Mean Square Standardized Effect Size In One-Way Fixed-Effects Anova, Guili Zhang, James Algina May 2008

Coverage Performance Of The Non-Central F-Based And Percentile Bootstrap Confidence Intervals For Root Mean Square Standardized Effect Size In One-Way Fixed-Effects Anova, Guili Zhang, James Algina

Journal of Modern Applied Statistical Methods

The coverage performance of the confidence intervals (CIs) for the Root Mean Square Standardized Effect Size (RMSSE) was investigated in a balanced, one-way, fixed-effects, between-subjects ANOVA design. The noncentral F distribution-based and the percentile bootstrap CI construction methods were compared. The results indicated that the coverage probabilities of the CIs for RMSSE were not adequate.

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An Evaluation Of Standard, Alternative, And Robust Slope Test Strategies, Tim Moses, Alan Klockars May 2008

An Evaluation Of Standard, Alternative, And Robust Slope Test Strategies, Tim Moses, Alan Klockars

Journal of Modern Applied Statistical Methods

The robustness and power of nine strategies for testing the differences between two groups’ regression slopes under nonnormality and residual variance heterogeneity are compared. The results showed that three most robust slope test strategies were the combination of the trimmed and Winsorized slopes with the James second order test, the combination of Theil-Sen with James, and Theil-Sen with percentile bootstrapping. The slope tests based on Theil-Sen slopes were more powerful than those based on trimmed and Winsorized slopes.

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Second-Order Latent Growth Models With Shifting Indicators, Gregory R. Hancock, Michelle M. Buehl May 2008

Second-Order Latent Growth Models With Shifting Indicators, Gregory R. Hancock, Michelle M. Buehl

Journal of Modern Applied Statistical Methods

Second-order latent growth models assess longitudinal change in a latent construct, typically employing identical manifest variables as indicators across time. However, the same indicators may be unavailable and/or inappropriate for all time points. This article details methods for second-order growth models in which constructs’ indicators shift over time.

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Selection Of Non-Regular Fractional Factorial Designs When Some Two-Factor Interactions Are Important, Weiming Ke, Rui Yao May 2008

Selection Of Non-Regular Fractional Factorial Designs When Some Two-Factor Interactions Are Important, Weiming Ke, Rui Yao

Journal of Modern Applied Statistical Methods

A new method is proposed for selecting the optimal non-regular fractional factorial designs in the situation when some two-factor interactions are potentially important. Searching for the best designs according to this method is discussed and some results for the Plackett-Burman design of 12 runs are presented.

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A Weighted Moving Average Process For Forecasting, Shou Hsing Shih, Chris P. Tsokos May 2008

A Weighted Moving Average Process For Forecasting, Shou Hsing Shih, Chris P. Tsokos

Journal of Modern Applied Statistical Methods

The object of the present study is to propose a forecasting model for a nonstationary stochastic realization. The subject model is based on modifying a given time series into a new k-time moving average time series to begin the development of the model. The study is based on the autoregressive integrated moving average process along with its analytical constrains. The analytical procedure of the proposed model is given. A stock XYZ selected from the Fortune 500 list of companies and its daily closing price constitute the time series. Both the classical and proposed forecasting models were developed and a comparison …

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Comparing Different Methods For Multiple Testing In Reaction Time Data, Massimiliano Pastore, Massimo Nucci, Giovanni Galfano May 2008

Comparing Different Methods For Multiple Testing In Reaction Time Data, Massimiliano Pastore, Massimo Nucci, Giovanni Galfano

Journal of Modern Applied Statistical Methods

Reaction times were simulated for examining the power of six methods for multiple testing, as a function of sample size and departures from normality. Power estimates were low for all methods for non-normal distributions. With normal distributions, even for small sample sizes, satisfactory power estimates were observed, especially for FDR-based procedures.

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Two-Stage Short-Run (X, Mr) Control Charts, Matthew E. Elam, Kenneth E. Case May 2008

Two-Stage Short-Run (X, Mr) Control Charts, Matthew E. Elam, Kenneth E. Case

Journal of Modern Applied Statistical Methods

This article is the first in a series of two articles that applies two-stage short-run control charting to (X, MR) charts. Theory is developed and then used to derive the control chart factor equations. In the sequel, the control chart factor calculations are computerized and an example is presented.

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Connectivity In Frame Matroids, Dan Slilaty, Hongxun Qin May 2008

Connectivity In Frame Matroids, Dan Slilaty, Hongxun Qin

Mathematics and Statistics Faculty Publications

We discuss the relationship between the vertical connectivity of a biased graph Ω and the Tutte connectivity of the frame matroid of Ω (also known as the bias matroid of Ω).

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The Signed-Graphic Representations Of Wheels And Whirls, Dan Slilaty, Hongxun Qin May 2008

The Signed-Graphic Representations Of Wheels And Whirls, Dan Slilaty, Hongxun Qin

Mathematics and Statistics Faculty Publications

We characterize all of the ways to represent the wheel matroids and whirl matroids using frame matroids of signed graphs. The characterization of wheels is in terms of topological duality in the projective plane and the characterization of whirls is in terms of topological duality in the annulus.

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Confidence Intervals For The Squared Multiple Semipartial Correlation Coefficient, James Algina, H. J. Keselman, Randall D. Penfield May 2008

Confidence Intervals For The Squared Multiple Semipartial Correlation Coefficient, James Algina, H. J. Keselman, Randall D. Penfield

Journal of Modern Applied Statistical Methods

The squared multiple semipartial correlation coefficient is the increase in the squared multiple correlation coefficient that occurs when two or more predictors are added to a multiple regression model. Coverage probability was investigated for two variations of each of three methods for setting confidence intervals for the population squared multiple semipartial correlation coefficient. Results indicated that the procedure that provides coverage probability in the [.925, .975] interval for a 95% confidence interval depends primarily on the number of added predictors. Guidelines for selecting a procedure are presented.

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On A Test Of Independence Via Quantiles That Is Sensitive To Curvature, Rand R. Wilcox May 2008

On A Test Of Independence Via Quantiles That Is Sensitive To Curvature, Rand R. Wilcox

Journal of Modern Applied Statistical Methods

Let (Yi ,Xi ) , i =1,..., n , be a random sample from some p+1 variate distribution where Xi is a vector having length p. Many methods for testing the hypothesis that Y is independent of X are relatively insensitive to a broad class of departures from independence. Power improvements focus on the median of Y or some other quantile and test the hypothesis that the regression surface is a horizontal plane versus some unknown form. A wild bootstrap method (Stute et al. 1998) can be used based on quantiles, but with small or moderate sample …

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A Monte Carlo Power Analysis Of Traditional Repeated Measures And Hierarchical Multivariate Linear Models In Longitudinal Data Analysis, Hua Fang, Gordon P. Brooks, Maria L. Rizzo, Kimberly A. Espy, Robert S. Barcikowski May 2008

A Monte Carlo Power Analysis Of Traditional Repeated Measures And Hierarchical Multivariate Linear Models In Longitudinal Data Analysis, Hua Fang, Gordon P. Brooks, Maria L. Rizzo, Kimberly A. Espy, Robert S. Barcikowski

Journal of Modern Applied Statistical Methods

The power properties of traditional repeated measures and hierarchical linear models have not been clearly determined in the balanced design for longitudinal studies in the current literature. A Monte Carlo power analysis of traditional repeated measures and hierarchical multivariate linear models are presented under three variance-covariance structures. Results suggest that traditional repeated measures have higher power than hierarchical linear models for main effects, but lower power for interaction effects. Significant power differences are also exhibited when power is compared across different covariance structures. Results also supplement more comprehensive empirical indexes for estimating model precision via bootstrap estimates and the approximate …

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Estimating How Many Observations Are Needed To Obtain A Required Level Of Reliability, David A. Walker May 2008

Estimating How Many Observations Are Needed To Obtain A Required Level Of Reliability, David A. Walker

Journal of Modern Applied Statistical Methods

This article provides a detailed table containing estimations of how many observations are needed to obtain an increased reliability coefficient for situations such as observational data collection in the classroom. A SPSS program is provided for users to analyze situations where an initial reliability value is obtained and the user wants to determine how many more observations are needed to reach a required level of reliability.

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Tests For Independence In Two-Way Contingency Tables With Small Samples, Stephen Sharp May 2008

Tests For Independence In Two-Way Contingency Tables With Small Samples, Stephen Sharp

Journal of Modern Applied Statistical Methods

When testing the null hypothesis of independence in a two-way contingency table, the likelihood ratio test statistic is approximately distributed as Chi-squared d for large sample sizes (N) but may not be for small samples. This paper presents expressions which match the mean of the statistic to Chi-squared d as far as N−1 and N−2, derives a method of estimating the expressions from observed data and evaluates them using Monte Carlo simulations. It is concluded that using appropriate dividing factors, rejection rates after matching are more accurate than for either the unadjusted likelihood ratio statistic …

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Utility Of Weights For Weighted Kappa As A Measure Of Interrater Agreement On Ordinal Scale, Moonseong Heo May 2008

Utility Of Weights For Weighted Kappa As A Measure Of Interrater Agreement On Ordinal Scale, Moonseong Heo

Journal of Modern Applied Statistical Methods

Kappa statistics, unweighted or weighted, are widely used for assessing interrater agreement. The weights of the weighted kappa statistics in particular are defined in terms of absolute and squared distances in ratings between raters. It is proposed that those weights can be used for assessment of interrater agreements. A closed form expectations and variances of the agreement statistics referred to as AI1 and AI2, functions of absolute and squared distances in ratings between two raters, respectively, are obtained. AI1 and AI2 are compared with the weighted and unweighted kappa statistics in …

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Robustness Of Some Estimators Of Linear Model With Autocorrelated Error Terms When Stochastic Regressors Are Normally Distributed, Kayode Ayinde, J. O. Olaomi May 2008

Robustness Of Some Estimators Of Linear Model With Autocorrelated Error Terms When Stochastic Regressors Are Normally Distributed, Kayode Ayinde, J. O. Olaomi

Journal of Modern Applied Statistical Methods

Performances of estimators of the linear model under different level of autocorrelation (ρ) are known to be affected by different specifications of regressors. The robustness of some methods of parameter estimation of linear model to autocorrelation are examined when stochastic regressors are normally distributed. Monte Carlo experiments were conducted at both low and high replications. Comparison and preference of estimator(s) are based on their performances via bias, absolute bias, variance and more importantly the mean squared error of the estimated parameters of the model. Results show that the performances of the estimators improve with increased replication. In estimating …

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Jacques Salomon Hadamard And The Use Of Symbols In Teaching Differential Calculus, Daniel S. Drucker, Claude Schochet, John Cuzzocrea, Shlomo Sawilowsky May 2008

Jacques Salomon Hadamard And The Use Of Symbols In Teaching Differential Calculus, Daniel S. Drucker, Claude Schochet, John Cuzzocrea, Shlomo Sawilowsky

Journal of Modern Applied Statistical Methods

Scripta Universitatis, edited by Albert Einstein and first published in 1923, played a significant role in the establishment of Hebrew University in Jerusalem. Articles appeared on the left half of the journal in the author’s chosen language and they were translated into Hebrew on the right half. The inaugural issue contained an article by the French mathematician Jacques Hadamard (8 December 1865 – 17 October 1963). Y. Wolfson of Kharkov translated it into Hebrew. An English translation is presented here, along with scans of the original first pages that were published in French and Hebrew. Documents pertaining to the …

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On Measuring The Relative Importance Of Explanatory Variables In A Logistic Regression , D. Roland Thomas, Pengcheng Zhu, Bruno D. Zumbo, Shantanu Dutta May 2008

On Measuring The Relative Importance Of Explanatory Variables In A Logistic Regression , D. Roland Thomas, Pengcheng Zhu, Bruno D. Zumbo, Shantanu Dutta

Journal of Modern Applied Statistical Methods

A search is described for valid methods of assessing the importance of explanatory variables in logistic regression, motivated by earlier work on the relationship between corporate governance variables and the issuance of restricted voting shares (RSF). The methods explored are adaptations of Pratt’s (1987) approach for measuring variable importance in simple linear regression, which is based on a special partition of R2. Pseudo-R2 measures for logistic regression are briefly reviewed, and two measures are selected which can be partitioned in a manner analogous to that used by Pratt. One of these is ultimately selected for the variable …

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