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Articles 1141 - 1162 of 1162

Full-Text Articles in Statistics and Probability

Two-Sided Equivalence Testing Of The Difference Between Two Means, R. Clifford Blair, Stephen R. Cole May 2002

Two-Sided Equivalence Testing Of The Difference Between Two Means, R. Clifford Blair, Stephen R. Cole

Journal of Modern Applied Statistical Methods

Studies designed to examine the equivalence of treatments are increasingly common in social and biomedical research. Herein, we outline the rationale and some nuances underlying equivalence testing of the difference between two means. Specifically, we note the odd relation between tests of hypothesis and confidence intervals in the equivalence setting.

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Jmasm3: A Method For Simulating Systems Of Correlated Binary Data, Todd C. Headrick May 2002

Jmasm3: A Method For Simulating Systems Of Correlated Binary Data, Todd C. Headrick

Journal of Modern Applied Statistical Methods

An efficient algorithm is derived for generating systems of correlated binary data. The procedure allows for the specification of all pairwise correlations within each system. Intercorrelations between systems can be specified qualitatively. The procedure requires the simultaneous solution of a system of equations for obtaining the threshold probabilities to generate each system of binary data. A numerical example is provided to demonstrate that the procedure generates correlated binary variables that yield correlations in close agreement with the specified population correlations.

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Combining Two Nonparametric Tests Of Location, R. Clifford Blair May 2002

Combining Two Nonparametric Tests Of Location, R. Clifford Blair

Journal of Modern Applied Statistical Methods

A distribution-free test is proposed whose power is similar to that of the Wilcoxon Rank-Sum or Terry-Hoeffding Normal Scores tests depending on which of these two tests is more powerful in a given data analysis situation, regardless of the population. This new statistic is distribution-free, and adds no new assumptions to those associated with the constituent tests. A table of critical values for the new statistic is given and some of its Type I error and power properties are examined.

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An Unconditional Exact Test For Small Samples Matched Binary Pairs, Robert A. Malkin May 2002

An Unconditional Exact Test For Small Samples Matched Binary Pairs, Robert A. Malkin

Journal of Modern Applied Statistical Methods

When investigators have N pairs of binary data, a common test for an increased rate of response is McNemar's test. However, McNemar's is an approximate, conditional test. An exact, unconditional test exists, but requires restrictive assumptions. Critical values and power tables are presented for an exact, unconditional test free of these assumptions.

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Hotelling's T2 Vs. The Rank Transform With Real Likert Data, Michael J. Nanna May 2002

Hotelling's T2 Vs. The Rank Transform With Real Likert Data, Michael J. Nanna

Journal of Modern Applied Statistical Methods

Monte Carlo research has demonstrated that there are many applications of the rank transformation that result in an invalid procedure. Examples include the two dependent samples, the factorial analysis of variance, and the factorial analysis of covariance layouts. However, the rank transformation has been shown to be a valid and powerful test in the two independent samples layout. This study demonstrates that the rank transformation is also a robust and powerful alternative to the Hotellings T2 test when the data are on a Likert scale.

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Applying Spatial Randomness To Community Inclusion, Michael Wolf-Branigin May 2002

Applying Spatial Randomness To Community Inclusion, Michael Wolf-Branigin

Journal of Modern Applied Statistical Methods

A spatial analytic methodology incorporating true locations is demonstrated using Monte Carlo simulations as a complement to current psychometric and quality of life indices for measuring community inclusion. Moran's I, a measure of spatial autocorrelation, is used to determine spatial dependencies in housing patterns for multiple variables, including family/friends involvement in future planning, home size, and earned income. Simulations revealed no significant spatial autocorrelation, which is a socially desirable result for housing locations for people with disabilities. Assessing the absence of clustering provides a promising methodology for measuring community inclusion.

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Shifting Goals And Mounting Challenges For Statistical Methodology, Pranab K. Sen May 2002

Shifting Goals And Mounting Challenges For Statistical Methodology, Pranab K. Sen

Journal of Modern Applied Statistical Methods

Modern interdisciplinary research in statistical science encompasses a wide field: agriculture, biology, biomedical sciences along with bioinformatics, clinical sciences, education, environmental and public health disciplines, genomic science, industry, molecular genetics, socio-behavior, socio-economics, toxicology, and a variety of other disciplines. Statistical science has historically had mathematical perspectives dominating theoretical and methodological developments. Yet, the advent of modern information technology has opened the doors for highly computation intensive statistical tools (i.e., software), wherein mathematical aspects are often de-emphasized. Knowledge discovery and data mining (KDDM) is now becoming a dominating force, with bioinformatics as a notable example. In view of this apparent discordance …

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The Q-Sort Method: Assessing Reliability And Construct Validity Of Questionnaire Items At A Pre-Testing Stage, Abraham Y. Nahm, S. Subba Rao, Luis E. Solis-Galvan, T. S. Ragu-Nathan May 2002

The Q-Sort Method: Assessing Reliability And Construct Validity Of Questionnaire Items At A Pre-Testing Stage, Abraham Y. Nahm, S. Subba Rao, Luis E. Solis-Galvan, T. S. Ragu-Nathan

Journal of Modern Applied Statistical Methods

This paper describes the Q-sort, which is a method of assessing reliability and construct validity of questionnaire items at a pre-testing stage. The method uses Cohen's Kappa and Moore and Benbasat's Hit Ratio in assessing the questionnaire.

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Using The T Test With Uncommon Sample Sizes, Shlomo S. Sawilowsky, Barry S. Markman May 2002

Using The T Test With Uncommon Sample Sizes, Shlomo S. Sawilowsky, Barry S. Markman

Journal of Modern Applied Statistical Methods

Monte Carlo techniques were used to determine the effect of using common critical values as an approximation for uncommon sample sizes. Results indicate there can be a significant loss in statistical power. Therefore, even though many instructors now rely on computer statistics packages, the recommendation is made to provide more specificity (i.e., values between 30 and 60) in tables of critical values published in textbooks.

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Modeling Strategies In Logistic Regression With Sas, Spss, Systat, Bmdp, Minitab, And Stata, Chao-Ying Joanne Peng, Tak-Shing Harry So May 2002

Modeling Strategies In Logistic Regression With Sas, Spss, Systat, Bmdp, Minitab, And Stata, Chao-Ying Joanne Peng, Tak-Shing Harry So

Journal of Modern Applied Statistical Methods

This paper addresses modeling strategies in logistic regression within the context of a real-world data set. Six commercially available statistical packages were evaluated in how they addressed modeling issues and in the accuracy of their regression results. Recommendations are offered for data analysts in terms of each package's strengths and weaknesses.

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Rank-Based Procedures For Mixed Paired And Two-Sample Designs, Suzanne R. Dubnicka, R. Clifford Blair, Thomas P. Hettmansperger May 2002

Rank-Based Procedures For Mixed Paired And Two-Sample Designs, Suzanne R. Dubnicka, R. Clifford Blair, Thomas P. Hettmansperger

Journal of Modern Applied Statistical Methods

This paper presents a rank-based procedure for parameter estimation and hypothesis testing when the data are a mixture of paired observations and independent samples. Such a situation may arise when comparing two treatments. When both treatments can be applied to a subject, paired data will be generated. When it is not possible to apply both treatments, the subject will be randomly assigned to one of the treatment groups. Our rank-based procedure allows us to use the data from the paired sample and the independent samples to make inferences about the difference in the mean responses. The rank-based procedure uses both …

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Stochastic Hybrid Control, A. Bensoussan, J. L. Menaldi Sep 2000

Stochastic Hybrid Control, A. Bensoussan, J. L. Menaldi

Mathematics Faculty Research Publications

The objective of this paper is to study the stochastic version of a previous paper of the authors, in which hybrid control for deterministic systems was considered. The modelling is quite similar to the deterministic case. We have a system whose state is composed of a continuous part and a discrete part. They are affected by a continuous type control and an impulse control. The dynamics is moreover perturbed by noise, also a continuous and a discrete noise process. The Markovian character of the state process is preserved. We develop the model and show how the dynamic programming approach leads …

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Invariant Measure For Diffusions With Jumps, Jose-Luis Menaldi, Maurice Robin Feb 1999

Invariant Measure For Diffusions With Jumps, Jose-Luis Menaldi, Maurice Robin

Mathematics Faculty Research Publications

Our purpose is to study an ergodic linear equation associated to diffusion processes with jumps in the whole space. This integro-differential equation plays a fundamental role in ergodic control problems of second order Markov processes. The key result is to prove the existence and uniqueness of an invariant density function for a jump diffusion, whose lower order coefficients are only Borel measurable. Based on this invariant probability, existence and uniqueness (up to an additive constant) of solutions to the ergodic linear equation are established.

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Infinite-Dimensional Hamilton-Jacobi-Bellman Equations In Gauss-Sobolev Spaces, Pao-Liu Chow, Jose-Luis Menaldi Aug 1997

Infinite-Dimensional Hamilton-Jacobi-Bellman Equations In Gauss-Sobolev Spaces, Pao-Liu Chow, Jose-Luis Menaldi

Mathematics Faculty Research Publications

We consider the strong solution of a semi linear HJB equation associated with a stochastic optimal control in a Hilbert space H: By strong solution we mean a solution in a L2(μ,H)-Sobolev space setting. Within this framework, the present problem can be treated in a similar fashion to that of a finite-dimensional case. Of independent interest, a related linear problem with unbounded coefficient is studied and an application to the stochastic control of a reaction-diffusion equation will be given.

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Ergodic Control Of Reflected Diffusions With Jumps, Jose-Luis Menaldi, Maurice Robin Mar 1997

Ergodic Control Of Reflected Diffusions With Jumps, Jose-Luis Menaldi, Maurice Robin

Mathematics Faculty Research Publications

No abstract provided.

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On An Investment-Consumption Model With Transaction Costs, Marianne Akian, José Luis Menaldi, Agnès Sulem Jan 1996

On An Investment-Consumption Model With Transaction Costs, Marianne Akian, José Luis Menaldi, Agnès Sulem

Mathematics Faculty Research Publications

This paper considers the optimal consumption and investment policy for an investor who has available one bank account paying a fixed interest rate and n risky assets whose prices are log-normal diffusions. We suppose that transactions between the assets incur a cost proportional to the size of the transaction. The problem is to maximize the total utility of consumption. Dynamic programming leads to a variational inequality for the value function. Existence and uniqueness of a viscosity solution are proved. The variational inequality is solved by using a numerical algorithm based on policies, iterations, and multigrid methods. Numerical results are displayed …

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Optimal Control And Differential Games With Measures, E. N. Barron, R. Jensen, J. L. Menaldi Jan 1993

Optimal Control And Differential Games With Measures, E. N. Barron, R. Jensen, J. L. Menaldi

Mathematics Faculty Research Publications

We consider control problems with trajectories which involve ordinary measureable control functions and controls which are measures. The payoff involves a running cost in time and a running cost against the control measures. In the optimal control problem we are trying to minimize this payoff with both controls. In the differential game problem we are trying to minimize the cost with the ordinary controls assuming that the measure controls are chosen to maximize the cost. We will characterize the value functions in both cases using viscosity solution theory by deriving the Bellman and Isaacs equations.

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Singular Ergodic Control For Multidimensional Gaussian Processes, J. L. Menaldi, M. Robin, M. I. Taksar Mar 1992

Singular Ergodic Control For Multidimensional Gaussian Processes, J. L. Menaldi, M. Robin, M. I. Taksar

Mathematics Faculty Research Publications

A multidimensional Wiener process is controlled by an additive process of bounded variation. A convex nonnegative function measures the cost associated with the position of the state process, and the cost of controlling is proportional to the displacement induced. We minimize a limiting time-average expected (ergodic) criterion. Under reasonable assumptions, we prove that the optimal discounted cost converges to the optimal ergodic cost. Moreover, under some additional conditions there exists a convex Lipschitz continuous function solution to the corresponding Hamilton-Jacobi-Bellman equation which provides an optimal stationary feedback control.

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On The Optimal Reward Function Of The Continuous Time Multiarmed Bandit Problem, José Luis Menaldi, Maurice Robin Jan 1990

On The Optimal Reward Function Of The Continuous Time Multiarmed Bandit Problem, José Luis Menaldi, Maurice Robin

Mathematics Faculty Research Publications

The optimal reward function associated with the so-called "multiarmed bandit problem" for general Markov-Feller processes is considered. It is shown that this optimal reward function has a simple expression (product form) in terms of individual stopping problems, without any smoothness properties of the optimal reward function neither for the global problem nor for the individual stopping problems. Some results relative to a related problem with switching cost are obtained.

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Some Estimates For Finite Difference Approximations, José-Luis Menaldi May 1989

Some Estimates For Finite Difference Approximations, José-Luis Menaldi

Mathematics Faculty Research Publications

Some estimates for the approximation of optimal stochastic control problems by discrete time problems are obtained. In particular an estimate for the solutions of the continuous time versus the discrete time Hamilton-Jacobi-Bellman equations is given. The technique used is more analytic than probabilistic.

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On Asymptotic Behavior Of Stopping Time Problems, Jose Luis Menaldi, Maurice Robin Jan 1989

On Asymptotic Behavior Of Stopping Time Problems, Jose Luis Menaldi, Maurice Robin

Mathematics Faculty Research Publications

No abstract provided.

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Reflected Diffusion Processes With Jumps, José-Luis Menaldi, Maurice Robin Jan 1985

Reflected Diffusion Processes With Jumps, José-Luis Menaldi, Maurice Robin

Mathematics Faculty Research Publications

A stochastic differential equation of Wiener-Poisson type is considered in a d-dimensional bounded region. By using a penalization argument on the domain, we are able to prove the existence and uniqueness of solutions in the strong sense. The main assumptions are Lipschitzian coefficients, either convex or smooth domains and a regular outward reflecting direction. As a direct consequence, it is verified that the reflected diffusion process with jumps depends on the initial date in a Lipschitz fashion.

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