Statistics and Probability Commons^™

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 …

Abel Dynamic Equations Of The First And Second Kind, Sabrina Heike Streipert

Masters Theses

"In this work, we study Abel dynamic equations of the first and the second kind. After a brief introduction to time scales, we introduce the Abel differential equations of the first and the second kind, as well as the canonical Abel form in the continuous case. Using the existing information, we derive novel results for time scales. We provide formulas for the Abel dynamic equations of the second kind and present a solution method. We furthermore achieve a special class of Abel equations of the first kind and discuss the canonical Abel equation. We get relations between common dynamic equations …

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.

A Quality Improvement Initiative Using A Novel Travel Survey To Define High-Risk International Travel And Promote Patient-Centered Counseling, Craig A. Mackaness Do, Mark Knouse Md, Suzanne J. Templer Do, Deepti Verma Md, Allison Osborne Ba, Michael J. Weiss Mph

Department of Medicine

No abstract provided.

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.

Equivalent Circuit Model Of Coaxial Probes For Patch Antennas, Y. S. Hu, Yanzhi Zhang, Jun Fan

Mathematics and Statistics Faculty Research & Creative Works

An equivalent circuit model of coaxial probes is derived directly from the intrinsic via circuit model. as all the higher-order evanescent modes have been included analytically in the parasitic circuit elements, only the propagating mode needs to be considered by the simplest uniform-current model of a coaxial probe in numerical solvers such as -nite element method (FEM) or -nite divergence time domain (FDTD). This avoids dense meshes or sub-gridding techniques and greatly reduces the computational efforts for accurate calculation of the probe input impedance. the derived equivalent circuit model and the new feeding technique have been validated by both analytical …

Probability Of Identification: A Statistical Model For The Validation Of Qualitative Botanical Identification Methods, Robert A. Labudde, James M. Harnly

Mathematics & Statistics Faculty Publications

A qualitative botanical identification method (BIM) is an analytical procedure that returns a binary result (1 = Identified, 0 = Not Identified). A BIM may be used by a buyer, manufacturer, or regulator to determine whether a botanical material being tested is the same as the target (desired) material, or whether it contains excessive nontarget (undesirable) material. The report describes the development and validation of studies for a BIM based on the proportion of replicates identified, or probability of identification (POI), as the basic observed statistic. The statistical procedures proposed for data analysis follow closely those of the probability of …

Noise, Bifurcations, And Modeling Of Interacting Particle Systems, Luis Mier-Y-Teran-Romero, Eric Forgoston, Ira B. Schwartz

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a translating state and a rotating state with stationary center of mass. Time delayed communication creates a bifurcation pattern dependent on the coupling amplitude between particles. Using a mean field model in the large number limit, we show how the complete bifurcation unfolds in the presence of communication delay and coupling amplitude. Relative to the center of mass, the patterns can then be described as transitions between …

Identification And Efficient Estimation Of The Natural Direct Effect Among The Untreated, Samuel D. Lendle, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

The natural direct effect (NDE), or the effect of an exposure on an outcome if an intermediate variable was set to the level it would have been in the absence of the exposure, is often of interest to investigators. In general, the statistical parameter associated with the NDE is difficult to estimate in the non-parametric model, particularly when the intermediate variable is continuous or high dimensional. In this paper we introduce a new causal parameter called the natural direct effect among the untreated, discus identifiability assumptions, and show that this new parameter is equivalent to the NDE in a randomized …

Flexible Distributed Lag Models Using Random Functions With Application To Estimating Mortality Displacement From Heat-Related Deaths, Roger D. Peng

Johns Hopkins University, Dept. of Biostatistics Working Papers

No abstract provided.

Modeling Criminal Careers As Departures From A Unimodal Population Age-Crime Curve: The Case Of Marijuana Use, Donatello Telesca, Elena Erosheva, Derek Kreager, Ross Matsueda

COBRA Preprint Series

A major aim of longitudinal analyses of life course data is to describe the within- and between-individual variability in a behavioral outcome, such as crime. Statistical analyses of such data typically draw on mixture and mixed-effects growth models. In this work, we present a functional analytic point of view and develop an alternative method that models individual crime trajectories as departures from a population age-crime curve. Drawing on empirical and theoretical claims in criminology, we assume a unimodal population age-crime curve and allow individual expected crime trajectories to differ by their levels of offending and patterns of temporal misalignment. We …

Toxicity Profiling Of Engineered Nanomaterials Via Multivariate Dose Response Surface Modeling, Trina Patel, Donatello Telesca, Saji George, Andre Nel

COBRA Preprint Series

New generation in-vitro high throughput screening (HTS) assays for the assessment of engineered nanomaterials provide an opportunity to learn how these particles interact at the cellular level, particularly in relation to injury pathways. These types of assays are often characterized by small sample sizes, high measurement error and high dimensionality as multiple cytotoxicity outcomes are measured across an array of doses and durations of exposure. In this article we propose a probability model for toxicity profiling of engineered nanomaterials. A hierarchical framework is used to account for the multivariate nature of the data by modeling dependence between outcomes and thereby …

Screening Designs That Minimize Model Dependence, Kenneth P. Fairchild

Theses and Dissertations

When approaching a new research problem, we often use screening designs to determine which factors are worth exploring in more detail. Before exploring a problem, we don't know which factors are important. When examining a large number of factors, it is likely that only a handful are significant and that even fewer two-factor interactions will be significant. If there are important interactions, it is likely that they are connected with the handful of significant main effects. Since we don't know beforehand which factors are significant, we want to choose a design that gives us the highest probability a priori of …

Spatial Analysis Of Fatal Automobile Crashes In Kentucky, William Nathan Oris

Masters Theses & Specialist Projects

Fatal automobile crashes have claimed the lives of over 33,000 people each year in the United States since 1995. As in any point event, fatal crash events do not occur randomly in time or space. The objectives of this study were to identify spatial patterns and hot spots in FARS (Fatal Analysis Reporting System) fatal crash events based on temporal and demographic characteristics. The methods employed included 1) rate calculation using FARS points and average daily traffic flow; 2) planar kernel density estimation of FARS crash events based on temporal and demographic attributes within the data; and 3) two case …

A General Family Of Dual To Ratio-Cum-Product Estimator In Sample Surveys, Florentin Smarandache, Rajesh Singh, Mukesh Kumar, Pankaj Chauhan, Nirmala Sawan

Branch Mathematics and Statistics Faculty and Staff Publications

This paper presents a family of dual to ratio-cum-product estimators for the finite population mean. Under simple random sampling without replacement (SRSWOR) scheme, expressions of the bias and mean-squared error (MSE) up to the first order of approximation are derived. We show that the proposed family is more efficient than usual unbiased estimator, ratio estimator, product estimator, Singh estimator (1967), Srivenkataramana (1980) and Bandyopadhyaya estimator (1980) and Singh et al. (2005) estimator. An empirical study is carried out to illustrate the performance of the constructed estimator over others.

Water Quality Models For Stormwater Runoff In Two Lincoln, Nebraska Urban Watersheds, Jake Fisher

Department of Civil and Environmental Engineering: Dissertations, Theses, and Student Research

Water quality monitoring was conducted in two urban watersheds (Colonial Hills and Taylor Park) located in southeast Lincoln, NE over a three year period spanning from October 2008 through September 2011. In-line probes continuously measured for turbidity, conductivity, dissolved oxygen, and water temperature while other water quality constituents were analyzed for discrete water samples collected using grab and automatic sampling techniques. The water quality data was used to calculate event mean concentrations (EMCs) for sixteen storm events sampled over the duration of the project period. Three types of stormwater quality multiple linear regression models were developed for the estimation of …

Design And Implementation Of An Open Framework For Ubiquitous Carbon Footprint Calculator Applications, Farzana Rahman, Casey O'Brien, Sheikh Iqbal Ahamed, He Zhang, Lin Liu

Mathematics, Statistics and Computer Science Faculty Research and Publications

As climate change is becoming an important global issue, more and more people are beginning to pay attention to reducing greenhouse gas emissions. To measure personal or household carbon dioxide emission, there are already plenty of carbon footprint calculators available on the web. Most of these calculators use quantitative models to estimate carbon emission caused by a user's activities. Although these calculators can promote public awareness regarding carbon emission due to an individual's behavior, there are concerns about the consistency and transparency of these existing CO₂ calculators. Apart from a small group of smart phone based carbon footprint calculator …

Studying The Handling Of Heat Stressed Cattle Using The Additive Bi-Logistic Model To Fit Body Temperature, Fan Yang

Department of Statistics: Dissertations, Theses, and Student Research

Daily activities consume the energy of heifers, subsequently causing an elevation of body temperature, depending on the ambient conditions. A better understanding of the dynamics of body temperature (Tb) would be helpful when deciding how to process and handle heifers. It would also lead to specific recommendations on moving heifers under different ambient conditions, especially during the summer. In this study, a bi-logistic mixed model is used to describe the dynamics of Tb during the moving event. Data were taken from heifers in pens located at different distances from the heifer work station on four separate summer days under hot …

Automating Construction And Selection Of A Neural Network Using Stochastic Optimization, Jason Lee Hurt

UNLV Theses, Dissertations, Professional Papers, and Capstones

An artificial neural network can be used to solve various statistical problems by approximating a function that provides a mapping from input to output data. No universal method exists for architecting an optimal neural network. Training one with a low error rate is often a manual process requiring the programmer to have specialized knowledge of the domain for the problem at hand.

A distributed architecture is proposed and implemented for generating a neural network capable of solving a particular problem without specialized knowledge of the problem domain. The only knowledge the application needs is a training set that the network …

A Stochastic Version Of The Em Algorithm To Analyze Multivariate Skew-Normal Data With Missing Responses, M. Khounsiavash, M. Ganjali, T. Baghfalaki

Applications and Applied Mathematics: An International Journal (AAM)

In this paper an algorithm called SEM, which is a stochastic version of the EM algorithm, is used to analyze multivariate skew-normal data with intermittent missing values. Also, a multivariate selection model framework for modeling of both missing and response mechanisms is formulated. By the SEM algorithm missing values of responses are inputed by the conditional distribution of missing values given observed data and then the log-likelihood of the pseudocomplete data is maximized. The algorithm is iterated until convergence of parameter estimates. Results of an application are also reported where a Bootstrap approach is used to compute the standard error …

Applying Gmdh-Type Neural Network And Genetic Algorithm For Stock Price Prediction Of Iranian Cement Sector, Saeed Fallahi, Meysam Shaverdi, Vahab Bashiri

Applications and Applied Mathematics: An International Journal (AAM)

The cement industry is one of the most important and profitable industries in Iran and great content of financial resources are investing in this sector yearly. In this paper a GMDH-type neural network and genetic algorithm is developed for stock price prediction of cement sector. For stocks price prediction by GMDH type-neural network, we are using earnings per share (EPS), Prediction Earnings Per Share (PEPS), Dividend per share (DPS), Price-earnings ratio (P/E), Earnings-price ratio (E/P) as input data and stock price as output data. For this work, data of ten cement companies is gathering from Tehran stock exchange (TSE) in …

A Group Acceptance Sampling Plans For Lifetimes Following A Marshall-Olkin Extended Exponential Distribution, G. S. Rao

Applications and Applied Mathematics: An International Journal (AAM)

In this paper, a group acceptance sampling plan is developed for a truncated life test when the lifetime of an item follows the Marshall-Olkin extended exponential distribution. The minimum number of groups required for a given group size and the acceptance number is determined when the consumer’s risk and the test termination time are specified. The operating characteristic values, according to various quality levels, are found and the minimum ratios of the true average life to the specified life at the specified producer’s risk are obtained. The results are explained with examples.

An Analysis Of Breast Cancer Metastasis, Jennifer Lee Gildner

Statistics

The main objective of this paper is to evaluate possible socio-economic status, clinical, and treatment associations with the occurrence of distant metastasis in Stage I – III breast cancer patients. After analysis in a logistic regression model, four variables were found to be significant with occurrence of distant metastases. These variables were: education, disease group (Triple-negative, Her2Neu-positive and Luminal A), stage at diagnosis, and concordance to chemotherapy based on the NCCN guidelines. Patients without a college degree were found to be more likely to develop distant metastasis than those with a college degree (OR = 2.46 95% CI 1.44 – …

Development Of A Bayesian Joint Logistic Model To Better Study The Association Between Haplotypes And Disease, Anthony M. D'Amelio Jr

Dissertations and Theses (Open Access)

In 2011, there will be an estimated 1,596,670 new cancer cases and 571,950 cancer-related deaths in the US. With the ever-increasing applications of cancer genetics in epidemiology, there is great potential to identify genetic risk factors that would help identify individuals with increased genetic susceptibility to cancer, which could be used to develop interventions or targeted therapies that could hopefully reduce cancer risk and mortality.

In this dissertation, I propose to develop a new statistical method to evaluate the role of haplotypes in cancer susceptibility and development. This model will be flexible enough to handle not only haplotypes of any …

The Role Of Cell Sterilization In Population Based Studies Of Radiogenic Second Cancers Following Radiation Therapy, Annelise Giebeler

Dissertations and Theses (Open Access)

Advances in radiotherapy have generated increased interest in comparative studies of treatment techniques and their effectiveness. In this respect, pediatric patients are of specific interest because of their sensitivity to radiation induced second cancers. However, due to the rarity of childhood cancers and the long latency of second cancers, large sample sizes are unavailable for the epidemiological study of contemporary radiotherapy treatments. Additionally, when specific treatments are considered, such as proton therapy, sample sizes are further reduced due to the rareness of such treatments. We propose a method to improve statistical power in micro clinical trials. Specifically, we use a …

Contributions Of Financial Sector Reforms And Credit Supply To Nigerian Agricultural Sector (1978-2009), Anthony O. Onoja, M. E. Onu, S. Ajodo-Ohiemi

CBN Journal of Applied Statistics (JAS)

This study analyzed the trends and pattern of institutional credit supply to agriculture during pre- and post-financial reforms along with their determinants. It then compared the effects of reform policies on access to institutional credits in Nigerian agricultural sector before and after the reforms (1978 - 1985; and 1986 -2009). Relying mainly on time series data from CBN and NBS, it used ordinary least squares method (linear, semi-log and double log) to model the determinants of banking sector lending to the agricultural sector during the review period. The models were subjected to several econometric tests before accepting one. Chow test …

Determinants Of Foreign Reserves In Nigeria: An Autoregressive Distributed Lag Approach, David Irefin, Baba N. Yaaba

CBN Journal of Applied Statistics (JAS)

On global scale, central banks’ holdings of foreign reserves have escalated sharply in recent years. World international reserves holdings have risen significantly from US$1.2 trillion in 1995 to nearly US$10.0 trillion in June 2011. Dominant among these reserves are concentrated in the hands of few countries. Ten major holders of foreign reserves are mostly from Asia. Oil exporting countries in Africa and the Middle East are not left out in this trend. Nigeria’s foreign reserves rose from US$5.5 billion in 1999 to US$62.40 billion in July 2008, making Nigeria the twenty-fourth largest reserves holder in the world. This pace of …

Effects Of Exchange Rate Movements On Economic Growth In Nigeria, Eme O. Akpan, Johnson A. Atan

CBN Journal of Applied Statistics (JAS)

This study investigates the effect of exchange rate movements on real output growth in Nigeria. Based on quarterly series for the period 1986 to 2010, the paper examines the possible direct and indirect relationship between exchange rates and GDP growth. The relationship is derived in two ways using a simultaneous equations model within a fully specified (but small) macroeconomic model. A Generalised Method of Moments (GMM) technique was explored. The estimation results suggest that there is no evidence of a strong direct relationship between changes in exchange rate and output growth. Rather, Nigeria’s economic growth has been directly affected by …

Exchange Rate Volatility In Nigeria: Consistency, Persistency & Severity Analyses, Babatunde Adeoye, Akinwande A. Atanda

CBN Journal of Applied Statistics (JAS)

The adoption of the International Monetary Fund (IMF) Structural Adjustment Programme (SAP) in 1986 resulted in the transition from fixed exchange rate regime to floating exchange rate regime in Nigeria. Ever since, the exchange rate of naira vis-à-vis the U.S dollar has attained varying rates all through different time horizons. On this basis, this study examines the consistency, persistency, and severity (degree) of volatility in exchange rate of Nigerian currency (naira) vis-a-vis the United State dollar using monthly time series data from 1986 to 2008. The standard Purchasing Power Parity (PPP) model was used to analyze the long-run consistency of …

Foreign Private Investment And Economic Growth In Nigeria: A Cointegrated Var And Granger Causality Analysis, F. Z. Abdullahi, S. Ladan, Haruna R. Bakari

CBN Journal of Applied Statistics (JAS)

This research uses a cointegration VAR model to study the contemporaneous long-run dynamics of the impact of Foreign Private Investment (FPI), Interest Rate (INR) and Inflation rate (IFR) on Growth Domestic Products (GDP) in Nigeria for the period January 1970 to December 2009. The Unit Root Test suggests that all the variables are integrated of order 1. The VAR model was appropriately identified using AIC information criteria and the VECM model has exactly one cointegration relation. The study further investigates the causal relationship using the Granger causality analysis of VECM which indicates a uni-directional causality relationship between GDP and FDI …