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Articles 121 - 138 of 138

Full-Text Articles in Statistics and Probability

Stochastic Dea With A Perfect Object And Its Application To Analysis Of Environmental Efficiency, Alexander Vaninsky Jul 2013

Stochastic Dea With A Perfect Object And Its Application To Analysis Of Environmental Efficiency, Alexander Vaninsky

Publications and Research

The paper introduces stochastic DEA with a Perfect Object (SDEA PO). The Perfect Object (PO) is a virtual Decision Making Unit (DMU) that has the smallest inputs and greatest outputs. Including the PO in a collection of actual objects yields an explicit formula of the efficiency index. Given the distributions of DEA inputs and outputs, this formula allows us to derive the probability distribution of the efficiency score, to find its mathematical expectation, and to deliver common (group–related) and partial (object-related) efficiency components. We apply this approach to a prospective analysis of environmental efficiency of the major national and regional …


Simulation Insights Using R, Boyan Kostadinov Mar 2013

Simulation Insights Using R, Boyan Kostadinov

Publications and Research

This article attempts to introduce the reader to computational thinking and solving problems involving randomness. The main technique being employed is the Monte Carlo method, using the freely available software R for Statistical Computing. The author illustrates the computer simulation approach by focusing on several problems of increasing difficulty. The simulation techniques and the specific problems discussed in this article would be of interest to STEM students and instructors, teaching courses in Monte Carlo simulations, stochastic modeling, probability and statistics. The R code for all problems is discussed in full detail so that the reader can get a taste of …


Generalized Least-Squares Regressions Ii: Theory And Classification, Nataniel Greene Jan 2013

Generalized Least-Squares Regressions Ii: Theory And Classification, Nataniel Greene

Publications and Research

In the first paper of this series, a variety of known and new symmetric and weighted least-squares regression methods were presented with efficient derivations. This paper continues and generalizes the previous work with a theory for deriving, analyzing, and classifying all symmetric and weighted least-squares regression methods.


Generalized Least-Squares Regressions I: Efficient Derivations, Nataniel Greene Jan 2013

Generalized Least-Squares Regressions I: Efficient Derivations, Nataniel Greene

Publications and Research

Ordinary least-squares regression suffers from a fundamental lack of symmetry: the regression line of y given x and the regression line of x given y are not inverses of each other. Alternative symmetric regression methods have been developed to address this concern, notably: orthogonal regression and geometric mean regression. This paper presents in detail a variety of least squares regression methods which may not have been known or fully explicated. The derivation of each method is made efficient through the use of Ehrenberg's formula for the ordinary least-squares error and through the extraction of a weight function g(b) which characterizes …


Computational Insight With Monte Carlo Simulations, Boyan Kostadinov Jul 2011

Computational Insight With Monte Carlo Simulations, Boyan Kostadinov

Publications and Research

We introduce Monte Carlo simulations for estimating areas by playing a game of "darts". We also introduce simulations of random walks. We use compact, vectorized programming, based on the R language, for all computer simulations and visualizations, aimed at high school students. This presentation is based on the Invited, prime time lecture given at the summer camp for gifted high school students at City College of New York, July 13, 2011.


Statistician Recommends A Dose Of Skepticism, Aldemaro Romero Jr. Jan 2011

Statistician Recommends A Dose Of Skepticism, Aldemaro Romero Jr.

Publications and Research

No abstract provided.


Neath Studies, Teaches The Uncertainties Of Life, Aldemaro Romero Jr. Jan 2011

Neath Studies, Teaches The Uncertainties Of Life, Aldemaro Romero Jr.

Publications and Research

No abstract provided.


Methods Of Assessing And Ranking Probable Sources Of Error, Nataniel Greene May 2008

Methods Of Assessing And Ranking Probable Sources Of Error, Nataniel Greene

Publications and Research

A classical method for ranking n potential events as sources of error is Bayes' theorem. However, a ranking based on Bayes' theorem lacks a fundamental symmetry: the ranking in terms of blame for error will not be the reverse of the ranking in terms of credit for lack of error. While this is not a flaw in Bayes' theorem, it does lead one to inquire whether there are related methods which have such symmetry. Related methods explored here include the logical version of Bayes' theorem based on probabilities of conditionals, probabilities of biconditionals, and ratios or differences of credit to …


An Overview Of Conditionals And Biconditionals In Probability, Nataniel Greene Mar 2008

An Overview Of Conditionals And Biconditionals In Probability, Nataniel Greene

Publications and Research

Conditional and biconditional statements are a standard part of symbolic logic but they have only recently begun to be explored in probability for applications in artificial intelligence. Here we give a brief overview of the major theorems involved and illustrate them using two standard model problems from conditional probability.


A Dynamic-Trend Exponential Smoothing Model, Don Miller, Dan Williams Jul 2007

A Dynamic-Trend Exponential Smoothing Model, Don Miller, Dan Williams

Publications and Research

Forecasters often encounter situations in which the local pattern of a time series is not expected to persist over the forecasting horizon. Since exponential smoothing models emphasize recent behavior, their forecasts may not be appropriate over longer horizons. In this paper, we develop a new model in which the local trend line projected by exponential smoothing converges asymptotically to an assumed future long-run trend line, which might be an extension of a historical long-run trend line. The rapidity of convergence is governed by a parameter. A familiar example is an economic series exhibiting persistent long-run trend with cyclic variation. This …


Hierarchical Linear Modeling In Organizational Research: Longitudinal Data Outside The Context Of Growth Modeling, Irvin Sam Schonfeld, David Rindskopf Jan 2007

Hierarchical Linear Modeling In Organizational Research: Longitudinal Data Outside The Context Of Growth Modeling, Irvin Sam Schonfeld, David Rindskopf

Publications and Research

Organizational researchers, including those carrying out occupational stress research, often conduct longitudinal studies. Hierarchical linear modeling (HLM; also known as multilevel modeling and random regression) can efficiently organize analyses of longitudinal data by including within- and between-person levels of analysis. A great deal of longitudinal research has been conducted in the context of growth studies in which change in the dependent variable is examined in relation to the passage of time. HLM can treat longitudinal data, including data outside the context of the growth study, as nested data, reducing the problem of censoring. Within-person equation coefficients can represent the impact …


Level Adjusted Exponential Smoothing: A Method For Judgmentally Adjusting Exponential Smoothing Models For Planned Discontinuities, Dan Williams, Don Miller Jul 1999

Level Adjusted Exponential Smoothing: A Method For Judgmentally Adjusting Exponential Smoothing Models For Planned Discontinuities, Dan Williams, Don Miller

Publications and Research

Forecasters often make judgmental adjustments to exponential smoothing forecasts to account for the effects of a future planned change. While this approach may produce sound initial forecasts, it can result in diminished accuracy for forecast updates. A proposed technique lets the forecaster include policy change adjustments within an exponential smoothing model. For 20 real data series representing Virginia Medicaid expenses, initial forecasts and forecast updates are developed using the proposed technique and several alternatives, and they are updated through various simulated level shifts. The proposed technique was more accurate than the alternatives in updating forecasts when a shift in level …


Performance Indices For On-Ice Hockey Statistics, William (Bill) H. Williams Aug 1995

Performance Indices For On-Ice Hockey Statistics, William (Bill) H. Williams

Publications and Research

No abstract provided.


Generating Unbiased Ratio And Regression Estimators, William (Bill) H. Williams Jun 1991

Generating Unbiased Ratio And Regression Estimators, William (Bill) H. Williams

Publications and Research

Standard ratio and regression are only conditionally unbiased. The paper uses split sample techniques to develop unbiased versions.


How Bad Can Good Data Really Be?, William (Bill) H. Williams May 1978

How Bad Can Good Data Really Be?, William (Bill) H. Williams

Publications and Research

Bias has different sources. Measurement errors create "bad" data and biased estimates. But selection biases occur even with "good" data and can be both subtle and large in magnitude.


A Simple Method For The Construction Of Empirical Confidence Limits For Economic Forecasts, William (Bill) H. Williams, M. L. Goodman Dec 1971

A Simple Method For The Construction Of Empirical Confidence Limits For Economic Forecasts, William (Bill) H. Williams, M. L. Goodman

Publications and Research

A simple method for the construction of empirical confidence intervals for time series forecasts is described. The procedure is to go through the series making a forecast from each point in time. The comparison of these forecasts with the known actual observations will yield an empirical distribution of forecasting errors. This distribution can then be used to set confidence intervals for subsequent forecasts. The technique appears to be particularly useful when the mechanism generating the series cannot be fully identified from the available data or when limits based on more standard considerations are difficult to obtain.


Analysis Of Time Usage In Bell System Business Offices, William (Bill) H. Williams, Hwei Chen Sep 1968

Analysis Of Time Usage In Bell System Business Offices, William (Bill) H. Williams, Hwei Chen

Publications and Research

No abstract provided.


On Two Methods Of Unbiased Estimation With Auxiliary Variates, William (Bill) H. Williams Mar 1962

On Two Methods Of Unbiased Estimation With Auxiliary Variates, William (Bill) H. Williams

Publications and Research

No abstract provided.