Statistics and Probability Commons^™

Essays On Unit Root Testing In Time Series, Xiao Zhong

Doctoral Dissertations

"Unit root tests are frequently employed by applied time series analysts to determine if the underlying model that generates an empirical process has a component that can be well-described by a random walk. More specifically, when the time series can be modeled using an autoregressive moving average (ARMA) process, such tests aim to determine if the autoregressive (AR) polynomial has one or more unit roots. The effect of economic shocks do not diminish with time when there is one or more unit roots in the AR polynomial, whereas the contribution of shocks decay geometrically when all the roots are outside …

Inequalities And Approximations Of Weighted Distributions By Lindley Reliability Measures, And The Lindley-Cox Model With Applications, Broderick O. Oluyede, Macaulay Okwuokenye, Karl E. Peace

Biostatistics: Faculty Publications

In this note, stochastic comparisons and results for weighted and Lindley models are presented. Approximation of weighted distributions via Lindley distribution in the class of increasing failure rate (IFR) and decreasing failure rate (DFR) weighted distributions with monotone weight functions are obtained including approximations via the length-biased Lindley distribution. Some useful bounds and moment-type inequality for weighted life distributions and applications are presented. Incorporation of covariates into Lindley model is considered and an application to illustrate the usefulness and applicability of the proposed Lindley-Cox model is given.

How Long Does That 10-Year Smoke Alarm Really Last? A Survival Analysis Of Smoke Alarms Installed Through The Saife Program In Rural Georgia, Haresh Rochani, Valamar Malika Reagon, Steve Davidson

Biostatistics: Faculty Publications

Background: When functioning properly, a smoke alarm alerts individuals in the residence that smoke is near the alarm. Smoke alarms serve as a primary prevention mechanism to abate morbidity and mortality related to residential fires.

Methods: Using survival analysis, we examined the length of operability of 10-year lithium battery powered smoke alarms installed through the Georgia Public Health/CDC SAIFE program in Moultrie, Georgia. Attempts were made to reach all homes in the city limits. The premise of the study is that geographic clusters (in the case of Moultrie city quadrants) are associated with decreases in the length of time that …

Towards Analytical Techniques For Optimizing Knowledge Acquisition, Processing, Propagation, And Use In Cyberinfrastructure, Leonardo Octavio Lerma

Open Access Theses & Dissertations

For many decades, there has been a continuous progress in science and engineering applications.

A large part of this progress comes from the new knowledge that researchers acquire, propagate, and use. This new knowledge has revolutionized many aspects of our life, from driving to communications to shopping.

Somewhat surprisingly, there is one area of human activity which is the least impacted by the modern technological progress: the very processes of acquiring, processing, and propagating information. When we decide where to place sensors, which algorithm to use for processing the data – we rely mostly on our own intuition and on …

Bayesian Adaptive Penalized Splines In Nonparametric Regression And In Spectral Time Series Analysis, Luis Angel Mora

Open Access Theses & Dissertations

A Bayesian approach to nonparametric regression using Penalized splines (P-splines) is presented. The approach uses the linear mixed model formulation of P-spines. The usual model assumes a single value for the smoothing parameter controlling the amount of smoothing of the fitted function. The main focus of the Thesis is on spatially adaptive smoothing where the smoothing parameter is a function of the covariate so that different amounts of smoothing are applied in different regions of the covariate. An application to spectral time series analysis will be demonstrated. Markov chain Monte Carlo methods are used to make inference based on the …

Combining Semiparametric Regression And Kriging For Prediction Of Pm2.5 Pollutant Levels At Unmonitored Locations With Meterological And Traffic Data, Justin Jonathan Strate

Open Access Theses & Dissertations

Particulate matter (PM) is defined by the Texas Commission on Environmental Quality (TCEQ) as "a mixture of solid particles and liquid droplets found in the air". These particles vary widely in size. Those particles that are less than 2.5 micrometers in aerodynamic diameter are known as Particulate Matter 2.5 or PM2.5. These particles are inhaled, and their health effects are still largely being studied. Past studies have assessed PM2.5 exposure of a population, yet individual exposure is more diffcult to assess and may vary widely in a population. Recent studies have combined semiparametric models with kriging (Li et. al [2012]) …

A Bayes Approach In Step-Stress Accelerated Life Testings, Hao Yang Teng

Open Access Theses & Dissertations

A Bayesian analysis for the Weibull proportional hazard (PH) model is presented. A comparison between the Weibull PH model and the Weibull cumulative exposure (CE) model is made graphically and mathematically. The PH model is as flexible as the CE model in fitting step-stress data and the mathematical form of the PH model enables researchers to do Bayesian inferencemuch easier than the CE model. In addition, the PH model has the desirable proportional hazard property. A convex tent prior is used for Bayesian analysis. Markov chain Monte Carlo methods are used for posterior inferences. In this study, we adopt two …

Pre-Tuned Ridge Regression And Its Extension To Generalized Linear Models, Yaa Tawiah Wonkye

Open Access Theses & Dissertations

Ridge regression is regularization or shrinkage method and a common approach in dealing with multicollinearity in conventional regression analysis. Ridge regression is widely used by statistical analyst since it is one of the best compared to other regularization methods. Also, the introduction of high dimension and ultra-high dimensional data has become an issue of concern and ridge regression is one way of dealing with such data. One of the key issues associated with ridge regression is the determination of the tuning or ridge parameter. The common practice is to fit ridge regression for a different number of values of tuning …

Compositions, Logratios And Geostatistics: An Application To Iron Ore, Clint Ward

Theses: Doctorates and Masters

Common implementations of geostatistical methods, kriging and simulation, ignore the fact that geochemical data are usually reported in weight percent, sum to a constant, and are thus compositional in nature. The constant sum implies that rescaling has occurred and this can be shown to produce spurious correlations. Compositional geostatistics is an approach developed to ensure that the constant sum constraint is respected in estimation while removing dependencies on the spurious correlations. This study tests the applicability of this method against the commonly implemented ordinary cokriging method. The sample data are production blast cuttings analyses drawn from a producing iron ore …

A Domain Decomposition Method For The Steady-State Navier-Stokes-Darcy Model With Beavers-Joseph Interface Condition, Xiaoming He, Jian Li, Yanping Lin, Ju Ming

Mathematics and Statistics Faculty Research & Creative Works

This paper proposes and analyzes a Robin-type multiphysics domain decomposition method (DDM) for the steady-state Navier-Stokes-Darcy model with three interface conditions. In addition to the two regular interface conditions for the mass conservation and the force balance, the Beavers-Joseph condition is used as the interface condition in the tangential direction. The major mathematical difficulty in adopting the Beavers-Joseph condition is that it creates an indefinite leading order contribution to the total energy budget of the system [Y. Cao et al., Comm. Math. Sci., 8 (2010), pp. 1-25; Y. Cao et al., SIAM J. Numer. Anal., 47 (2010), pp. 4239-4256]. In …

Predicting Scenarios For Successful Autodissemination Of Pyriproxyfen By Malaria Vectors From Their Resting Sites To Aquatic Habitats; Description And Simulation Analysis Of A Field-Parameterizable Model, Samson Sifael Kiware, George F. Corliss, Stephen Merrill, Dickson W. Lwetoijera, Gregor J. Devine, Silas Majambere, Gerry F. Killeen

Electrical and Computer Engineering Faculty Research and Publications

Background

Large-cage experiments indicate pyriproxifen (PPF) can be transferred from resting sites to aquatic habitats by Anopheles arabiensis - malaria vector mosquitoes to inhibit emergence of their own offspring. PPF coverage is amplified twice: (1) partial coverage of resting sites with PPF contamination results in far higher contamination coverage of adult mosquitoes because they are mobile and use numerous resting sites per gonotrophic cycle, and (2) even greater contamination coverage of aquatic habitats results from accumulation of PPF from multiple oviposition events.

Methods and Findings

Deterministic mathematical models are described that use only field-measurable input parameters and capture the biological …

Characteristics Associated With Willingness To Participate In A Randomized Controlled Behavioral Clinical Trial Using Home-Based Personal Computers And A Webcam, Hiroko H. Dodge, Yuriko Katsumata, Jian Zhu, Nora Mattek, Molly Bowman, Mattie Gregor, Katherine Wild, Jeffrey A Kaye

Biostatistics Faculty Publications

BACKGROUND: Trials aimed at preventing cognitive decline through cognitive stimulation among those with normal cognition or mild cognitive impairment are of significant importance in delaying the onset of dementia and reducing dementia prevalence. One challenge in these prevention trials is sample recruitment bias. Those willing to volunteer for these trials could be socially active, in relatively good health, and have high educational levels and cognitive function. These participants' characteristics could reduce the generalizability of study results and, more importantly, mask trial effects. We developed a randomized controlled trial to examine whether conversation-based cognitive stimulation delivered through personal computers, a webcam …

Statistical Inference For The Mean Outcome Under A Possibly Non-Unique Optimal Treatment Strategy, Alexander R. Luedtke, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

We consider challenges that arise in the estimation of the value of an optimal individualized treatment strategy defined as the treatment rule that maximizes the population mean outcome, where the candidate treatment rules are restricted to depend on baseline covariates. We prove a necessary and sufficient condition for the pathwise differentiability of the optimal value, a key condition needed to develop a regular asymptotically linear (RAL) estimator of this parameter. The stated condition is slightly more general than the previous condition implied in the literature. We then describe an approach to obtain root-n rate confidence intervals for the optimal value …

Statistical Partition Problem For Exponential Populations And Statistical Surveillance Of Cancers In Louisiana, Jin Gu

LSU New Orleans Theses and Dissertations

In this dissertation, we consider the problem of partitioning a set of

k population with respect

to a control population. For this problem some multistage methodologies are proposed and their

properties are derived. Using the Monte Carlo simulation techniques, the small and moderate

sample size performance of the proposed procedure are studied.

We have also considered at statistical surveillance of various cancers in Louisiana.

Mediation Analysis Of Gestational Age, Congenital Heart Defects, And Infant Birth-Weight, Adane F. Wogu, Christopher A. Loffredo, Ionut Bebu, George Luta

GW Biostatistics Center

Background

In this study we assessed the mediation role of the gestational age on the effect of the infant’s congenital heart defects (CHD) on birth-weight.

Methods

We used secondary data from the Baltimore-Washington Infant Study (1981–1989). Mediation analysis was employed to investigate whether gestational age acted as a mediator of the association between CHD and reduced birth-weight. We estimated the mediated effect, the mediation proportion, and their corresponding 95% confidence intervals (CI) using several methods.

Results

There were 3362 CHD cases and 3564 controls in the dataset with mean birth-weight of 3071 (SD = 729) and 3353 (SD = 603) …

A More Efficient Nonparametric Test Of Symmetry Based On Overlapping Coefficient, Hani M. Samawi, Robert L. Vogel

Biostatistics: Faculty Publications

In this paper we provide a more efficient nonparametric test of symmetry based on the empirical overlap coefficient using kernel density estimation applied to an extreme order statistics, namely extreme ranked set sampling. Our simulation investigation reveals that our proposed test of symmetry is at least as powerful as currently available tests of symmetry. Intensive simulation is conducted to examine the power of the proposed test. An illustration is provided using cardiac output and body weight of neonates in a neonatal intensive care unit.

Simulation Based Evaluation Of Multiscale Small Area Health Models, Purbasha Dasgupta

Theses and Dissertations

The effects of scale on the analysis of spatial data, often referred to as the modifiable areal unit problem in spatial studies, is one of the issues often encountered in small area health models. These spatial effects of scale are also seen in the areas of disease mapping where data are usually available in counts. Often there is a need to consider the different scales of aggregation that exist within count data, since inferences based on analyses can vary if we change the definition of the unit of analysis. This thesis provides a framework that describes the distribution of relative …

Semiparametric Regression Analysis Of Bivariate Interval-Censored Data, Naichen Wang

Theses and Dissertations

Survival analysis is a long-lasting and popular research area and has numerous applications in all fields such as social science, engineering, economics, industry, and public health. Interval-censored data are a special type of survival data, in which the survival time of interest is never exactly observed but is known to fall within some observed interval. Interval-censored data arise commonly in real-life studies, in which subjects are examined at periodical or irregular follow-up visits. In this dissertation, we develop efficient statistical approaches for regression analysis of bivariate intervalcensored data, in which the two survival times of interest are correlated and both …

Methods For Identifying Regions Of Brain Activation Using Fmri Meta-Data, Meredith A. Ray

Theses and Dissertations

Functional neuroimaging is a relatively young discipline within the neurosciences that has led to significant advances in our understanding of the human brain and progress in neuroscientific research related to public health. Accurately identifying activated regions in the brain showing a strong association with an outcome of interest is crucial in terms of disease prediction and prevention. Functional magnetic resonance imaging (fMRI) is the most widely used method for this type of study as it has the ability to measure and identify the location of changes in tissue perfusion, blood oxygenation, and blood volume. In practice, the three-dimensional brain locations …

Higher-Order Targeted Minimum Loss-Based Estimation, Marco Carone, Iván Díaz, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

Common approaches to parametric statistical inference often encounter difficulties in the context of infinite-dimensional models. The framework of targeted maximum likelihood estimation (TMLE), introduced in van der Laan & Rubin (2006), is a principled approach for constructing asymptotically linear and efficient substitution estimators in rich infinite-dimensional models. The mechanics of TMLE hinge upon first-order approximations of the parameter of interest as a mapping on the space of probability distributions. For such approximations to hold, a second-order remainder term must tend to zero sufficiently fast. In practice, this means an initial estimator of the underlying data-generating distribution with a sufficiently large …

Frameworks For Nurturing And Assessing Students’ Statistical Thinking In Regression Modelling, Wing Kin, Ken Li

Practical Social and Industrial Research Symposium

No abstract provided.

Access To Hiv Prevention And Care For Hiv-Exposed And Hiv-Infected Children: A Qualitative Study In Rural And Urban Mozambique, Caroline De Schacht, Carlota Lucas, Caterina Mboa, Michelle Gill, Eugenia Macasse, Stelio A. Dimande, Emily A. Bobrow, Laura Guay

Epidemiology Faculty Publications

Background Follow-up of HIV-exposed children for the delivery of prevention of mother-to-child transmission services and for early diagnosis and treatment of HIV infection is critical to their survival. Despite efforts, uptake of postnatal care for these children remains low in many subSaharan African countries. Methods A qualitative study was conducted in three provinces in Mozambique to identify motivators and barriers to improve uptake of and retention in HIV prevention, care and treatment services for HIV-exposed and HIV-infected children. Participant recommendations were also gathered. Individual interviews (n=79) and focus group discussions (n=32) were conducted with parents/caregivers, grandmothers, community leaders and health …

Ensemble Prediction And Data Assimilation For Operational Hydrology, Dong-Jun Seo, Yuqiong Liu, Hamid Moradkhani, Albrecht Weerts

Civil and Environmental Engineering Faculty Publications and Presentations

This special section in the Journal of Hydrology will discuss the need for advancing hydrologic ensemble prediction and DA.

Prognostic Value Of Lymphocyte Vascular Density And E-Cadherin In Inflammatory Breast Cancer, Paul H. Levine, Heather J. Hoffman, Audra Macneil, Salman Hashmi, Sherry X. Yang, Stephen Hewitt, Kenneth L. Van Golen, Sandra M. Swain

Epidemiology Faculty Publications

Background: We recently evaluated four laboratory assays, vascular endothelial growth factor D (VEGF-D), E-cadherin, lymphatic vessel density (LVD) measured by podoplanin, and intra-lymphatic tumor emboli (ILTE), which showed notable differences between inflammatory breast cancer (IBC) and non-inflammatory locally advanced breast cancer (LABC). In this study we investigated the potential of the three most quantitatively measured markers, E-cadherin, LVD and VEGF-D, to predict survival in the IBC patients.

Materials and Methods: This study involved the 100 cases identified in the Inflammatory Breast Cancer Registry (IBCR) whose tumors were previously evaluated for the four assays noted above. Living patients were recontacted and …

A Semiparametric Estimation For Regression Functions In The Partially Linear Autoregressive Time Series Model, R. Farnoosh, M. Hajebi, S. J. Mortazavi

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, a semiparametric method is proposed for estimating regression function in the partially linear autoregressive time series model . Here, we consider a combination of parametric forms and nonlinear functions, in which the errors are independent. Semiparametric and nonparametric curve estimation provides a useful tool for exploring and understanding the structure of a nonlinear time series data set to make for a more efficient study in the partially linear autoregressive model. The unknown parameters are estimated using the conditional nonlinear least squares method, and the nonparametric adjustment is also estimated by defining and minimizing the local L2 -fitting …

Analyzing Alcohol Behavior In San Luis Obispo, Ariana Montes

Statistics

No abstract provided.

Viewing The Moon In Infrared, Kyle Beekman

Statistics

Man has been fascinated by the heavens since ancient times, yet there is still so much that we don’t know. This project was created by Dr. Gary Hughes with goal of obtaining information about the moon and other objects in the vicinity of the Earth. The project was mostly experimental in nature and there was no specific goal at the outset of the project. In the end the project focused on the moon and meteors that traveled through the Earth’s upper atmosphere. Throughout the month of August, students traveled to the Mount Barcroft Research Station in the Eastern Sierras to …

Bayesian Estimation Of Asymmetric Jump-Diffusion Processes, Samuel J. Frame, Cyrus A. Ramezani

Statistics

The hypothesis that asset returns are normally distributed has been widely rejected. The literature has shown that empirical a<>set returns are highly skewed and Ieptokurtic. The affine jump-diffusion (AJD) model improves upon the normal specification by adding a jump component to the price process. Two important extensions proposed by Ramezani and Zeng (1998) and Kou (2002) further improve the AJD specification by having two jump components in the price process, resulting in the asymmetric affine jump-diffusion (AAJD) specification. The AAJD specification allows the probability distribution of the returns to be asymmetrical. That is, the tails of the distribution are …

A Likelihood Ratio Test Approach To Profile Monitoring In Tourism Industry, R. Noorossana, H. Izadbakhsh, M. R. Nayebpour

Applications and Applied Mathematics: An International Journal (AAM)

A new statistical profile monitoring technique to monitor and detect changes in logistic profiles with an application in the tourism industry is presented in this paper. In the statistical process control literature, profile is usually referred to as a relationship between a response variable and one or more explanatory variables. In the tourism case study presented in this paper, time is considered as the explanatory variable and tourism satisfaction as the response variable. The Likelihood ratio test is used as a vehicle to detect any changes in the satisfaction profile in phase II of profile monitoring. The performance of the …

The Effectiveness Of Teleglaucoma Versus In-Patient Examination For Glaucoma Screening: A Systematic Review And Meta-Analysis, Sera-Melisa Thomas, Maya M Jeyaraman, Maya Jeyaraman, William G Hodge, Cindy Hutnik, John Costella, Monali S Malvankar-Mehta

Epidemiology and Biostatistics Publications

BACKGROUND: Glaucoma is the leading cause of irreversible visual impairment in the world affecting 60.5 million people worldwide in 2010, which is expected to increase to approximately 79.6 million by 2020. Therefore, glaucoma screening is important to detect, diagnose, and treat patients at the earlier stages to prevent disease progression and vision loss. Teleglaucoma uses stereoscopic digital imaging to take ocular images, which are transmitted electronically to an ocular specialist. The purpose is to synthesize literature to evaluate teleglaucoma, its diagnostic accuracy, healthcare system benefits, and cost-effectiveness.

METHODS: A systematic search was conducted to help locate published and unpublished studies. …