Statistics and Probability Commons^™

Investigating The Sensitivity Of Goodness-Of-Fit Indices To Detect Measurement Invariance In The Bifactor Model, Jam Khojasteh

Graduate Theses and Dissertations

A Monte Carlo simulation study was conducted to evaluate the sensitivities of five commonly used goodness-of-fit indices to detect metric invariance properties of the bifactor model. The fit indices that performed the best in terms of power were Gamma and Mc. In addition, Gamma, Mc, CFI, and RMSEA all held Type I error to a minimum. However, only Gamma and CFI are recommended to use in the bifactor model because the other GOF indices have cutoff values that are too large. For Gamma and CFI values of -.026 to -.045 and -.004 to -.009, respectively indicate a lack of metric …

Limited Sampling Estimates Of Epigallocatechin Gallate Exposures In Cirrhotic And Noncirrhotic Patients With Hepatitis C After Single Oral Doses Of Green Tea Extract., Dina Halegoua-De Marzio, Walter K. Kraft, Constantine Daskalakis, Xie Ying, Roy L Hawke, Victor J. Navarro

Division of Gastroenterology and Hepatology Faculty Papers

BACKGROUND: Epigallocatechin-3-gallate (EGCG) has antiangiogenic, antioxidant, and antifibrotic properties that may have therapeutic potential for the treatment of cirrhosis induced by hepatitis C virus (HCV). However, cirrhosis might affect EGCG disposition and augment its reported dose-dependent hepatotoxic potential.

OBJECTIVE: The safety, tolerability, and disposition of a single oral dose of EGCG in cirrhotic patients with HCV were examined in an exploratory fashion.

METHODS: Eleven patients with hepatitis C and detectable viremia were enrolled. Four had Child-Pugh (CP) class A cirrhosis, 4 had Child-Pugh class B cirrhosis, and 3 were noncirrhotic. After a single oral dose of green tea extract 400 …

On The Development Of Residential Property Price Indices For Nigeria, Olowofeso E. Olorunsola, Abiodun S. Bada, Mohammed A. Bamanga

CBN Journal of Applied Statistics (JAS)

This work focuses on the development of house price indices for Nigeria, and the estimates of the Nigerian Residential Property Price Indices on housing characteristics are presented. Four main methods of index construction were considered, these are hedonic regression, repeat-sales, stratification and central price tendency methods. It was discovered that econometric methods like hedonic and repeat sales were constraints in constructing residential property price indices for Nigeria by the nature of the data available. Hence, the central price tendency and the sale-based stratification methods which are internationally used measures were applied to the available zonal-level dataset from a survey of …

Understanding The Dynamics Of Inflation Volatility In Nigeria: A Garch Perspective, Babatunde S. Omotosho, Sani I. Doguwa

CBN Journal of Applied Statistics (JAS)

The estimation of inflation volatility is important to Central Banks as it guides their policy initiatives for achieving and maintaining price stability. This paper employs three models from the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) family with a view to providing a parsimonious approximation to the dynamics of Nigeria’s inflation volatility between 1996 and 2011. Of the competing models, the asymmetric TGARCH (1,1) provides an appropriate paradigm for explaining the dynamics of headline and core CPI volatilities in Nigeria, while the symmetric GARCH (1,1) was found to be adequate for food CPI. The results are quite revealing. Firstly, model outcomes indicate …

Study Of Reliability With Mixed Standby Components, M. A. El-Damcese, A. N. Helmy

Applications and Applied Mathematics: An International Journal (AAM)

This paper deals with the reliability characteristics of two different series system configurations with mixed standby (include cold and warm standby) components. The failure rates of the primary and warm standby components are assumed to follow the Weibull distribution. The repair time distribution of each server is exponentially distributed. Moreover, we will derive the mean time-to-failure, and the steady-state availability for a special case of a serial system of two primary components, two warm standby components, and one cold standby component, when the failure and repair rate are constant.

The Morbidity & Mortality Of Prevalent Heart Failure, Jennifer Kwon

Loma Linda University Electronic Theses, Dissertations & Projects

The first study population included 292 unselected consecutive patients from the LLUMC heart failure clinic who were enrolled in the study from January to July 2006 and were followed up through the end of December 2010. The treatment policy at the clinic was to uptitrate dosages of beta-adrenergic blockade (β-blockers), angiotensin-converting-enzyme inhibitors (ACEi) and angiotensin II receptor blockers (ARB) to the most tolerable levels in order to reach target dosages, as recommended by the Heart Failure Society of America (HFSA). Patients were classified into systolic heart failure (ejection fraction (EF) < 40%) or diastolic heart failure (EF≥40%). All dosages of β-blockers, ACEi and ARB were extracted through chart reviews and were used as the main predictors of the patients' survival. Results from analyses showed that reaching target dosages of β-blockers and ACEi/ARB may increase survival when compared to not reaching target among the systolic HF population (HR_{β_biockers}= 0.64, 95% CI 0.26-1.56 and HR_ACEi/ARB=0.50, …

Asymptotics For The Arc Length Of A Multivariate Time Series And Its Applications As A Measure Of Risk, Tharanga Wickramarachchi

All Dissertations

The necessity of more trustworthy methods for measuring the risk (volatility) of financial assets has come to the surface with the global market downturn This dissertation aims to propose sample arc length of a time series, which provides a measure of the overall magnitude of the one-step-ahead changes over the observation time period, as a new approach for quantifying the risk. The Gaussian functional central limit theorem is proven under finite second moment conditions. Without loss of generality we consider equally spaced time series when first differences of the series follow a variety of popular stationary models including autoregressive moving …

An Economic Alternative To The C Chart, Ryan William Black

Graduate Theses and Dissertations

Because the probability of Type I error is not evenly distributed beyond upper and lower three-sigma limits the c chart is theoretically inappropriate for a monitor of Poisson distributed phenomena. Furthermore, the normal approximation to the Poisson is of little use when c is small. These practical and theoretical concerns should motivate the computation of true error rates associated with individuals control assuming the Poisson distribution. An economic alternative to the c chart is described as a statistical model of upward shift from c0 to c1 and the two charts are compared in theory. For a range of c chart …

Visual Data Mining Techniques For Functional Actigraphy Data: An Object-Oriented Approach In R, Abbass Sharif

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

Actigraphy, a technology for measuring a subject's overall activity level almost continuously over time, has gained a lot of momentum over the last few years. An actigraph, a watch-like device that can be attached to the wrist or ankle of a subject, uses an accelerometer to measure human movement every minute or even every 15 seconds. Actigraphy data is often treated as functional data. In this dissertation, we discuss what has been done regarding the visualization of actigraphy data, and then we will explain the three main goals we achieved: (i) develop new multivariate visualization techniques for actigraphy data; (ii) …

Nonparametric Inference For Meta Analysis With Fixed Unknown, Study-Specific Parameters, Brian Claggett, Minge Xie, Lu Tian

Harvard University Biostatistics Working Paper Series

No abstract provided.

Statistical Inference When Using Data Adaptive Estimators Of Nuisance Parameters, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

In order to be concrete we focus on estimation of the treatment specific mean, controlling for all measured baseline covariates, based on observing n independent and identically distributed copies of a random variable consisting of baseline covariates, a subsequently assigned binary treatment, and a final outcome. The statistical model only assumes possible restrictions on the conditional distribution of treatment, given the covariates, the so called propensity score. Estimators of the treatment specific mean involve estimation of the propensity score and/or estimation of the conditional mean of the outcome, given the treatment and covariates. In order to make these estimators asymptotically …

Treatment Selections Using Risk-Benefit Profiles Based On Data From Comparative Randomized Clinical Trials With Multiple Endpoints, Brian Claggett, Lu Tian, Davide Castagno, L. J. Wei

Harvard University Biostatistics Working Paper Series

No abstract provided.

Likelihood Ratio Tests For The Mean Structure Of Correlated Functional Processes, Ana-Maria Staicu, Yingxing Li, Ciprian Crainiceanu, David M. Ruppert

Johns Hopkins University, Dept. of Biostatistics Working Papers

The paper introduces a general framework for testing hypotheses about the structure of the mean function of complex functional processes. Important particular cases of the proposed framework are: 1) testing the null hypotheses that the mean of a functional process is parametric against a nonparametric alternative; and 2) testing the null hypothesis that the means of two possibly correlated functional processes are equal or differ by only a simple parametric function. A global pseudo likelihood ratio test is proposed and its asymptotic distribution is derived. The size and power properties of the test are confirmed in realistic simulation scenarios. Finite …

Longitudinal Functional Models With Structured Penalties, Madan G. Kundu, Jaroslaw Harezlak, Timothy W. Randolph

Johns Hopkins University, Dept. of Biostatistics Working Papers

Collection of functional data is becoming increasingly common including longitudinal observations in many studies. For example, we use magnetic resonance (MR) spectra collected over a period of time from late stage HIV patients. MR spectroscopy (MRS) produces a spectrum which is a mixture of metabolite spectra, instrument noise and baseline profile. Analysis of such data typically proceeds in two separate steps: feature extraction and regression modeling. In contrast, a recently-proposed approach, called partially empirical eigenvectors for regression (PEER) (Randolph, Harezlak and Feng, 2012), for functional linear models incorporates a priori knowledge via a scientifically-informed penalty operator in the regression function …

Selection Of Mixed Sampling Plan With Qss-1(N; CN, CT) Plan As Attribute Plan Indexed Through Mapd And Lql, R. Sampath Kumar, M. Indra, R. Radhakrishnan

Journal of Modern Applied Statistical Methods

A procedure for the construction and selection of the mixed sampling plan using MAPD as a quality standard with the QSS-1 (n; c_N, c_T) plan as an attribute plan is presented. The plans indexed through MAPD and LQL are constructed and compared for efficiency. Tables are provided for selection of an appropriate sampling plan.

On Some Negative Integer Moments Of Quasi-Negative-Binomial Distribution, Anwar Hassan, Sheikh Bilal

Journal of Modern Applied Statistical Methods

Negative integer moments of the quasi-negative-binomial distribution (QNBD) are investigated. This distribution includes recurrence relations which are helpful in the solution of many applied statistical problems, particularly in life testing and survey sampling, where ratio estimators are useful. Results study show the negative-binomial distribution when the parameter θ₂ is zero and also indicate the mean of the QNBD model when its parameters are changed.

On Some Properties And Estimation Of Size-Biased Polya-Eggenberger Distribution, Anwar Hassan, Sheikh Bilal, Imtiyaz Ahmad Shah

Journal of Modern Applied Statistical Methods

A size-biased version of Polya-Eggenberger distribution is introduced explicitly and by a mixture model. The proposed distribution is unimodal with positive integer moments. The recurrence relation between moments (about the origin) of the proposed distribution is established and its relationship with other distributions is discussed. Different estimation techniques are proposed to estimate the parameters of the distribution.

Regression Split By Levels Of The Dependent Variable, Stan Lipovetsky

Journal of Modern Applied Statistical Methods

Multiple regression coefficients split by the levels of the dependent variable are examined. The decomposition of the coefficients can be defined by points on the ordinal scale or by levels in the numerical response using the Gifi system of binary variables. This approach permits consideration of specific values of the coefficients at each layer of the response variable. Numerical results illustrate how to identify levels of interpretable regression coefficients.

Extreme Value Charts And Analysis Of Means (Anom) Based On The Log Logistic Distribution, B. Srinivasa Rao, J. Pratapa Reddy, G. Sarath Babu

Journal of Modern Applied Statistical Methods

A probability model of a quality characteristic is assumed to follow a log logistic distribution. This article proposes variable control charts, termed extreme value charts, based on the extreme values of each subgroup. The control chart constants depend on the probability model of the extreme order statistics and the size of each subgroup. The analysis of means (ANOM) technique for a skewed population is applied with respect to log logistic distribution. Results are illustrated using examples based on real data.

Examining Growth With Statistical Shape Analysis And Comparison Of Growth Models, Deniz Sigirli, Ilker Ercan

Journal of Modern Applied Statistical Methods

Growth curves have been widely used in the fields of biology, zoology and medicine for assessing some measurable trait of an organism, such as height, weight, area or volume. In statistical shape analysis, a size measure is obtained using the geometrical information of an object as opposed to linear measurements. The performances of commonly used non-linear growth curves are compared by using centroid size as a size measure in a simulation study. An example is provided on the relationship between centroid size of the cerebellum and disease duration in multiple sclerosis patients.

Examining Multiple Comparison Procedures According To Error Rate, Power Type And False Discovery Rate, Guven Ozkaya, Ilker Ercan

Journal of Modern Applied Statistical Methods

Examining pairwise differences between means is a common practice of applied researchers, and the selection of an appropriate multiple comparison procedure (MCP) is important for analyzing pairwise comparisons. This study examines the performance of MCPs under the assumption of homogeneity of variances for various numbers of groups with equal and unequal sample sizes via a simulation study. MCPs are compared according to type I error rate, power type and false discovery rate (FDR). Results show that the LSD and Duncan procedures have high error rates and Scheffe’s procedure has low power; no remarkable differences between the other procedures considered were …

Class(Es) Of Factor-Type Estimator(S) In Presence Of Measurement Error, Diwakar Shukla, Sharad Pathak, Narendra Singh Thakur

Journal of Modern Applied Statistical Methods

When data is collected via sample survey it is assumed whatever is reported by a respondent is correct. However, given the issues of prestige bias, personal respect and honor, respondents’ self-reported data often produces over- or under- estimated values as opposed to true values regarding the variables under question. This causes measurement error to be present in sample values. This article considers the factortype estimator as an estimation tool and examines its performance under a measurement error model. Expressions of optimization are derived and theoretical results are supported by numerical examples.

Exact Logistic Regression For A Matched Pairs Case-Control Design With Polytomous Exposure Variables, Shyam S. Ganguly

Journal of Modern Applied Statistical Methods

Logistic regression methods are useful in estimating odds ratios under matched pairs case-control designs when the exposure variable of interest is binary or polytomous in nature. Analysis is typically performed using large sample approximation techniques. When conducting the analysis with polytomous exposure variable, situations where the numbers of discordant pairs in the resulting cells are small or the data structure is sparse can be encountered. In such situations, the asymptotic method of analysis is questionable, thus an exact method of analysis may be more suitable. A method is presented that performs exact inference in the case of pair-wise matched case-control …

Modified Edf Goodness Of Fit Tests For Logistic Distribution Under Srs And Rss, S. A. Al-Subh, M. T. Alodat, Kamaruzaman Ibrahim, Abdul Aziz Jemain

Journal of Modern Applied Statistical Methods

Modified forms of goodness of fit tests are presented for the logistic distribution using statistics based on the empirical distribution function (EDF). A method to improve the power of the modified EDF goodness of fit tests is introduced based on Ranked Set sampling (RSS). Data are collected via the Ranked Set Sampling (RSS) technique (McIntyre, 1952). Critical values for the logistic distribution with unknown parameters are provided and the powers of the tests are given for a number of alternative distributions. A simulation study is presented to illustrate the power of the new method.

Small-To-Medium Enterprises And Economic Growth: A Comparative Study Of Clustering Techniques, Karim K. Mardaneh

Journal of Modern Applied Statistical Methods

Small-to-medium enterprises (SMEs) in regional (non-metropolitan) areas are considered when economic planning may require large data sets and sophisticated clustering techniques. The economic growth of regional areas was investigated using four clustering algorithms. Empirical analysis demonstrated that the modified global k-means algorithm outperformed other algorithms.

Posterior Estimates Of Poisson Distribution Using R Software, Raja Sultan, S.P. Ahmad

Journal of Modern Applied Statistical Methods

The Bayesian estimation of unknown parameter of the Poisson distribution is examined under different priors. The posterior distributions for the unknown parameter of the Poisson distribution are derived using the following priors: uniform, Jeffrey’s, Gamma distribution, Gamma-Chi-square distribution, Gammaexponential distribution and Chi-square-exponential distribution. Numerical and graphical illustrations of the posterior densities of the parameters of interest were conducted using R Software.

Weighted Cook-Johnson Copula And Their Characterizations: Application To Probably Modeling Of The Hot Spring Eruptions, Hakim Bekrizadeh, Gholam Ali Parham, Mohamd Reza Zadkarmi

Journal of Modern Applied Statistical Methods

Copulas have emerged as a practical method for multivariate modeling. A limited amount of work has been conducted regarding the application of copula-based modeling in context analysis. This study generalizes the Cook-Johnson copula under the appropriate weighted function and provides examples and the properties of the generalized Cook-Johnson copula. Results show that the generalized Cook-Johnson copula is suitable for probable modeling of hot spring eruption.

Comparing Two Independent Groups Via A Quantile Generalization Of The Wilcoxon-Mann-Whitney Test, Rand R. Wilcox

Journal of Modern Applied Statistical Methods

The Wilcoxon-Mann-Whitney test, as well as modern improvements, are based in part on an estimate of p = P(D < 0), where D = X−Y and X and Y are independent random variables; a common goal is to test H₀: p = 0.5. This corresponds to testing H₀: ξ_0.5, where ξ_0.5 is the 0.5 quantile of the distribution of D. If the distributions associated with X and Y do not differ, then D has a symmetric distribution about zero. In particular, ξ_q + ξ_1-q = 0 for any q ≤ 0.5, where ξ_q is the q^th quantile. Methods aimed at testing H₀: p = 0.5 are generalized by …

Single Sampling Plans For Variables Indexed By Aql And Aoql With Measurement Error, R. Sankle, J.R. Singh

Journal of Modern Applied Statistical Methods

Single sampling plans are investigated for variables indexed by acceptable quality level (AQL) and average outgoing quality limit (AOQL) under measurement error. Procedures and tables are provided for selection of single sampling plans for variables for given AQL and AOQL when rejected lots are 100% inspected for replacement of a nonconforming unit. For a particular sampling plan in operation for an observed measurement, a method for determining true operating characteristic (OC) functions and average outgoing quality (AOQ) is described for various error sizes.

An Extension Of Cochran-Orcutt Procedure For Generalized Linear Regression Models With Periodically Correlated Errors, Abdullah A. Smadi, Nour H. Abu-Afouna

Journal of Modern Applied Statistical Methods

An important assumption of ordinary regression models is independence among errors. This research considers the case of periodically correlated errors following the periodic AR model of order 1 (PAR(1)). The remedial measure for correlated errors in regression known as the Cochran-Orcutt procedure is generalized to the case of periodically correlated errors. The motivation for making such generalizations is that the response data may inhibit some seasonality, which may not be captured by the traditional AR(1) autoregressive model. The proposed procedure is described and the bias and MSE of the resulting intercept and slope parameter estimates of the simple LR model …