Statistics and Probability Commons^™

Using Etf Data To Monitor Systemic Risk, Melissa A. Siemer, Brett Amidan

STAR Program Research Presentations

In 2010, President Obama signed The Dodd-Frank Wall Street Reform and Consumer Protection Act, which requires financially based government agencies and 35 major US banks to monitor systemic risk. This was in response to the recent near financial collapse due to major mistakes made by organizations generally considered "too big to fail". Systemic risk is the risk of the collapse of an entire financial system or market. It refers to the risks imposed by interdependencies in a system or market, where the failure of a single entity or cluster of entities can cause a cascading failure. In April 2011, the …

Poverty And Disability: A Vicious Circle? Evidence From Afghanistan And Zambia, Jean-Francois Trani, Mitchell M. Loeb

Brown School Faculty Publications

Disability and poverty have a complex and interdependent relationship. It is commonly understood that persons with disabilities are more likely to be poor and that poverty may contribute to sustaining disability. This interdependency is revealed not only through an examination of poverty in terms of income but also on a broader scale through other poverty related dimensions. Just how robust is this link? This paper compares data collected from household surveys in Afghanistan and Zambia, and explores the potential link between multidimensional poverty and disability. We find evidence of lower access to health care, education and labour market for people …

Sieve Bootstrap Based Prediction Intervals And Unit Root Tests For Time Series, Maduka Rupasinghe

Doctoral Dissertations

"The application of the sieve bootstrap procedure, which resamples residuals obtained by fitting a finite autoregressvie (AR) approximation to empirical time series, to obtaining prediction intervals for integrated, long-memory, and seasonal time series as well as constructing a test for seasonal unit roots, is considered. The advantage of this resampling method is that it does not require knowledge about the underlying process generating a given time series and has been shown to work well for ARMA processes. We extend the application of the sieve bootstrap to ARIMA and FARIMA processes. The asymptotic properties of the sieve bootstrap prediction intervals for …

A Reply To David Richards’ Review Of Measuring Human Rights, Todd Landman, Edzia Carvalho

Human Rights & Human Welfare

Professor Richards highlights, in his generous review of our book Measuring Human Rights that one of the aims of the book is to bring to the forefront the importance of conceptualization before operationalization – that conceptual clarity (or lack of it) is at the heart of the problems concerning the measurement of human rights. He draws out three key issues from the book as the springboard for further discussion on measurement of the concept – a) the “Respect, Protect and Fulfill” (RPF) framework, b) the lack of reliable data sources, and c) the conceptual links between human rights, human development, …

Linear Mixed-Effects Models: Applications To The Behavioral Sciences And Adolescent Community Health, Lizmarie Gabriela Maldonado

USF Tampa Graduate Theses and Dissertations

Linear mixed-effects (LME) modeling is a widely used statistical method for analyzing repeated measures or longitudinal data. Such longitudinal studies typically aim to investigate and describe the trajectory of a desired outcome. Longitudinal data have the advantage over cross-sectional data by providing more accuracy for the model. LME models allow researchers to account for random variation among individuals and between individuals.

In this project, adolescent health was chosen as a topic of research due to the many changes that occur during this crucial time period as a precursor to overall well-being in adult life. Understanding the factors that influence how …

Spatially Dense Drip Hydrological Monitoring And Infiltration Behaviour At The Wellington Caves, South East Australia, Catherine N. Jex, Gregoire Mariethoz, Andy Baker, Peter Graham, Martin S. Andersen, Ian Acworth, Nerilee Edwards, Cecilia Azcurra

International Journal of Speleology

Despite the fact that karst regions are recognised as significant groundwater resources, the nature of groundwater flow paths in the unsaturated zone of such fractured rock is at present poorly understood. Many traditional methods for constraining groundwater flow regimes in karst aquifers are focussed on the faster drainage components and are unable to inform on the smaller fracture or matrix-flow components of the system. Caves however, offer a natural inception point to observe both the long term storage and the preferential movement of water through the unsaturated zone of such fractured carbonate rock by monitoring of drip rates of stalactites, …

Statistical Content In Middle Grades Mathematics Textbooks, Maria Consuelo (Suzie) Capiral Pickle

USF Tampa Graduate Theses and Dissertations

Statistical Content in Middle Grades Mathematics Textbooks

Maria Consuelo (Suzie) Capiral Pickle

Abstract

This study analyzed the treatment and scope of

statistical concepts in four, widely-used, contemporary, middle

grades mathematics textbook series: Glencoe Math Connects,

Prentice Hall Mathematics, Connected Mathematics Project, and

University of Chicago School Mathematics Project. There were

three phases for the data analysis. Phase 1 addressed the location

and sequence of the statistical concepts. Phase 2 focused upon an

examination of the lesson narrative, its components and scope.

Phase 3 analyzed the level of cognitive demand required of the

students to complete the exercises, and the total …

Statistical Estimation Of Physiologically-Based Pharmacokinetic Models: Identifiability, Variation, And Uncertainty With An Illustration Of Chronic Exposure To Dioxin And Dioxin-Like-Compounds., Zachary John Thompson

USF Tampa Graduate Theses and Dissertations

Assessment of human exposure to environmental chemicals is inherently subject to uncertainty and variability. There are data gaps concerning the inventory, source, duration, and intensity of exposure

as well as knowledge gaps regarding pharmacokinetics in general. These gaps result in uncertainties in exposure assessment.

The uncertainties compound further with variabilities due to population variations regarding stage of life, life style, and susceptibility,

etc. Use of physiologically-based pharmacokinetic (PBPK) models promises to reduce the uncertainties and enhance extrapolation between species, between routes, from high to low dose, and from acute to chronic exposure. However, fitting PBPK models is challenging because of …

Stochastic Modeling Of Network-Centric Epidemiological Processes, Divine Wanduku

USF Tampa Graduate Theses and Dissertations

The technological changes and educational expansion have created the heterogeneity in the human species. Clearly, this heterogeneity generates a structure in the population

dynamics, namely: citizen, permanent resident, visitor, and etc. Furthermore, as the heterogeneity in the population increases, the human mobility between meta-populations patches

also increases. Depending on spatial scales, a meta-population patch can be decomposed into sub-patches, for examples: homes, neighborhoods, towns, etc. The dynamics of human

mobility in a heterogeneous and scaled structured population is still its infancy level. We develop and investigate (1) an algorithmic two scale human mobility dynamic model for a meta-population. Moreover,the two …

Evaluation Of Repeated Biomarkers: Non-Parametric Comparison Of Areas Under The Receiver Operating Curve Between Correlated Groups Using An Optimal Weighting Scheme, Ping Xu

USF Tampa Graduate Theses and Dissertations

Receiver Operating Characteristic (ROC) curves are often used to evaluate the prognostic performance of a continuous biomarker. In a previous research, a non-parametric ROC approach was introduced to compare two biomarkers with repeated measurements. An asymptotically normal statistic, which contains the subject-specific weights, was developed to estimate the areas under the ROC curve of biomarkers. Although two weighting schemes were suggested to be optimal when the within subject correlation is 1 or 0 by the previous study, the universal optimal weight was not determined. We modify this asymptotical statistic to compare AUCs between two correlated groups and propose a solution …

Bayesian Inference On Mixed-Effects Models With Skewed Distributions For Hiv Longitudinal Data, Ren Chen

USF Tampa Graduate Theses and Dissertations

Statistical models have greatly improved our understanding of the pathogenesis of HIV-1 infection

and guided for the treatment of AIDS patients and evaluation of antiretroviral (ARV) therapies.

Although various statistical modeling and analysis methods have been applied for estimating the

parameters of HIV dynamics via mixed-effects models, a common assumption of distribution is

normal for random errors and random-effects. This assumption may lack the robustness against

departures from normality so may lead misleading or biased inference. Moreover, some covariates

such as CD4 cell count may be often measured with substantial errors. Bivariate clustered

(correlated) data are also commonly encountered in …

Statistical Modeling And Analysis Of Breast Cancer And Pancreatic Cancer, Zahra Kottabi

USF Tampa Graduate Theses and Dissertations

Abstract

The object of the present study is to apply statistical modeling and estimate the mean of optimism of breast cancer patients as function of attribute variables; delay, education and age for each race of breast cancer patients. Moreover, to investigate the nonlinear association between optimism, education, age and delay with respect to each race and both. Furthermore, to develop differential equations that will characterize the behavior of the pancreatic cancer tumor size as a function of time. Having such differential equations, the mean solution of which once plotted will identify the rate of change of tumor size as a …

Multi-Time Scales Stochastic Dynamic Processes: Modeling, Methods, Algorithms, Analysis, And Applications, Jean-Claude Pedjeu

USF Tampa Graduate Theses and Dissertations

By introducing a concept of dynamic process operating under multi-time scales in sciences and engineering, a mathematical model is formulated and it leads to a system of multi-time scale stochastic differential equations. The classical Picard-Lindel\"{o}f successive approximations scheme is expended to the model validation problem, namely, existence and uniqueness of solution process. Naturally, this generates to a problem of finding closed form solutions of both linear and nonlinear multi-time scale stochastic differential equations. To illustrate the scope of ideas and presented results, multi-time scale stochastic models for ecological and epidemiological processes in population dynamic are exhibited. Without loss in generality, …

Stochastic Hybrid Dynamic Systems: Modeling, Estimation And Simulation, Daniel Siu

USF Tampa Graduate Theses and Dissertations

Stochastic hybrid dynamic systems that incorporate both continuous and discrete dynamics have been an area of great interest over the recent years. In view of applications, stochastic hybrid dynamic systems have been employed to diverse fields of studies, such as communication networks, air traffic management, and insurance risk models. The aim of the present study is to investigate properties of some classes of stochastic hybrid dynamic systems.

The class of stochastic hybrid dynamic systems investigated has random jumps driven by a non-homogeneous Poisson process and deterministic jumps triggered by hitting the boundary. Its real-valued continuous dynamic between jumps is described …

Factors Associated With Loss To Follow-Up Among Hiv-Infected Patients At An Urban, Hospital-Based Outpatient Hiv Clinic, Timothy J. Friel Md, Anthony Nerino, Lynn Nagel, J D'Aversa, Anthony Strobel, Dorothy Faulkner Phd

Department of Medicine

No abstract provided.

Analysis Of Discrete Choice Probit Models With Structured Correlation Matrices, Bhaskara Ravi

Mathematics & Statistics Theses & Dissertations

Discrete choice models are very popular in Economics and the conditional logit model is the most widely used model to analyze consumer choice behavior, which was introduced in a seminal paper by McFadden (1974). This model is based on the assumption that the unobserved factors, which determine the consumer choices, are independent and follow a Gumbel distribution, widely known as the Independence of irrelevant Alternatives (IIA) assumption. Alternate models that relax IIA assumption are the Generalized Extreme Value (GEV) models, which allow dependency between unobserved factors. However, GEV models do not incorporate all dependency patterns, other choice behaviors such as …

Rapid Door To Balloon Time In The Treatment Of Acute St- Elevation Myocardial Infarction Meaningfully Reduces Overall Hospital Stay, Amit N. Nanavati Md, Nainesh Patel Md, Bruce Feldman Do, J Patrick Kleaveland Md, Orlando E. Rivera Rn, David A. Cox Md

Department of Medicine

No abstract provided.

Benchmark Results For Testing Adaptive Finite Element Eigenvalue Procedures Ii (Cluster Robust Eigenvector And Eigenvalue Estimates), Stefano Giani, Luka Grubisic, Jeffrey S. Ovall

Mathematics and Statistics Faculty Publications and Presentations

As a model benchmark problem for this study we consider a highly singular transmission type eigenvalue problem which we study in detail both analytically as well as numerically. In order to justify our claim of cluster robust and highly accurate approximation of a selected groups of eigenvalues and associated eigenfunctions, we give a new analysis of a class of direct residual eigenspace/vector approximation estimates. Unlike in the first part of the paper, we now use conforming higher order finite elements, since the canonical choice of an appropriate norm to measure eigenvector approximation by discontinuous Galerkin methods is an open problem.

On The Skewness Of Order Statistics With Applications, Subhash C. Kochar, Maochao Xu

Mathematics and Statistics Faculty Publications and Presentations

Order statistics from heterogenous samples have been extensively studied in the literature. However, most of the work focused on the effect of heterogeneity on the magnitude and dispersion of order statistics. In this paper, we study the skewness of order statistics from heterogeneous samples in the sense of star order. The main results extended the results in Kochar and Xu (2009, 2011). Examples and applications in statistical inference are highlighted.

An Evaluation Of Warfarin Use And 30-Day Hemorrhage In Bariatric Surgery, Amanda M. Curry, Richard Boorse Md, Peter J. Bechtel Md, Cathy Fuhrman Rn, Msn, Cathleen Webber Rn, Mshs, Suzanne L. Smith Mba, Rrt, Tas

Department of Surgery

No abstract provided.

Critical Assessment Of Outcomes In Acute Aortic Dissection (Type A) At A Community Hospital: A 10 Year Review, Timothy S. Misselbeck, James K. Wu Md, Stephen Deturk Ba, Michael F. Szwerc Md, Sanjay M. Mehta Md, Theodore G. Phillips Md, Gary W. Szydlowski Md, Raymond L. Singer Md

Department of Surgery

No abstract provided.