Open Access. Powered by Scholars. Published by Universities.®

Applied Statistics Commons™

Open Access. Powered by Scholars. Published by Universities.®

2012

Discipline
Institution
Keyword
Publication
Publication Type

Articles 61 - 81 of 81

Full-Text Articles in Applied Statistics

A Study On Underwriting Cycle Of Property Insurance Industry Of China, Lin Zhang, Linjuan Tang May 2012

A Study On Underwriting Cycle Of Property Insurance Industry Of China, Lin Zhang, Linjuan Tang

Journal of Modern Applied Statistical Methods

Methods in underwriting cycle research are compared. A second-order autoregressive model, which includes structural transition and Christiano-Fitzgerald (CF) Filter method, is used to analyze China’s underwriting cycle with annual property insurance loss ratio data from 1982 to 2008. Results show that the underwriting cycle is 11-12 years and, from the phase of underwriting cycle, management suggestions about underwriting cycle phenomenon are provided.


Regression Models For Mixed Over-Dispersed Poisson And Continuous Clustered Data: Modeling Bmi And Number Of Cigarettes Smoked Per Day, Folefac Atem, Julius S. Ngwa, Abidemi Adeniji May 2012

Regression Models For Mixed Over-Dispersed Poisson And Continuous Clustered Data: Modeling Bmi And Number Of Cigarettes Smoked Per Day, Folefac Atem, Julius S. Ngwa, Abidemi Adeniji

Journal of Modern Applied Statistical Methods

Clustered data, multiple observations collected on the same experimental unit, is common in epidemiological studies. Bivariate outcome data is often the result of interest in two correlated response variables. An efficient method is presented for dealing with bivariate outcomes when one outcome is continuous and the other is a count using a simple transformation to handle over-dispersed Poisson data. A multilevel analysis was performed on data from the National Health Interview Survey (NHIS) with body mass index (BMI) and the number of cigarettes smoked per day (NCS) as responses. Results show that these random effects models yield misleading results in …


Steady State Probabilities Of A Three Preemptive Single Server Queue, Ameen Jameel Alawneh May 2012

Steady State Probabilities Of A Three Preemptive Single Server Queue, Ameen Jameel Alawneh

Journal of Modern Applied Statistical Methods

A three preemptive priority queuing system is considered where customers with three priorities joined a queue according to a Poisson process. A customer with higher priority needs to enter the service immediately upon arrival. The recursive formulas approach was extended to determine the steady state probabilities of such a priority queuing system.


The Relationship Of Quarterback Stability And Success In The Nfl, Jeffrey Wittke May 2012

The Relationship Of Quarterback Stability And Success In The Nfl, Jeffrey Wittke

Management Undergraduate Honors Theses

This thesis was developed using a research study of all 32 organizations in the National Football League. Information was specifically gathered on the number of quarterbacks each team has used from 2002-2011. Along with that, additional data including winning percentage, total wins, Super Bowl appearances, Super Bowl victories, and number of head coaches was compiled. The teams were then split up into two separate groups based on the number of QBs they have had. The purpose of this research was to determine if there were statistically significant differences in the winning percentages, championships, and number of head coaches between teams …


Translation Representations And Scattering By Two Intervals, Palle Jorgensen, Steen Pedersen, Feng Tian May 2012

Translation Representations And Scattering By Two Intervals, Palle Jorgensen, Steen Pedersen, Feng Tian

Mathematics and Statistics Faculty Publications

Studying unitary one-parameter groups in Hilbert space (U(t), H), we show that a model for obstacle scattering can be built, up to unitary equivalence, with the use of translation representations for L2-functions in the complement of two finite and disjoint intervals. The model encompasses a family of systems (U(t), H). For each, we obtain a detailed spectral representation, and we compute the scattering operator and scattering matrix. We illustrate our results in the Lax-Phillips model where (U(t), H) represents an acoustic wave equation …


Estimation Of Multinomial Proportions Using Higher Order Moments Of Scrambling Variables In Randomized Response Sampling, Cheng C. Chen, Sarjinder Singh May 2012

Estimation Of Multinomial Proportions Using Higher Order Moments Of Scrambling Variables In Randomized Response Sampling, Cheng C. Chen, Sarjinder Singh

Journal of Modern Applied Statistical Methods

An extension to estimating multinomial proportions of potentially sensitive attributes in survey sampling is proposed using higher order moments of scrambling variables at the estimation stage to produce unbiased estimators. The variance and covariance expressions are derived and the relative efficiency of the proposed estimators based on scrambling variables is investigated.


Inverted Exponential Distribution Under A Bayesian Viewpoint, Gyan Prakash May 2012

Inverted Exponential Distribution Under A Bayesian Viewpoint, Gyan Prakash

Journal of Modern Applied Statistical Methods

The objective of this study was to examine the properties of Bayes estimators of the parameter, reliability function and hazard rate under the symmetric and asymmetric loss functions for the inverted exponential model. The Bayes predictive interval and the Bayes estimate of shift point are also determined. A simulation study was carried out to study the properties of the Bayes estimators.


Underlying Distributions In Loglinear Models Of Discrete Data, Tim Moses May 2012

Underlying Distributions In Loglinear Models Of Discrete Data, Tim Moses

Journal of Modern Applied Statistical Methods

The implications of loglinear models based on underlying uniform and binomial distribution are assessed with respect to modeling eight distributions. Regarding statistical selection of the loglinear models’ parameterizations, results indicate that better fitting models are obtained when the distribution being modeled is dissimilar to the underlying distribution used. For loglinear models with predetermined numbers of parameters, results suggest that better fitting models can be obtained when the distribution being modeled is similar to the underlying distribution.


Robust Modifications Of The Levene And O’Brien Tests For Spread, Abdul R. Othman, The Sin Yan, H. J. Keselman, Rand R. Wilcox, James Algina May 2012

Robust Modifications Of The Levene And O’Brien Tests For Spread, Abdul R. Othman, The Sin Yan, H. J. Keselman, Rand R. Wilcox, James Algina

Journal of Modern Applied Statistical Methods

Variants of Levene’s and O’Brien’s procedures not investigated by Keselman, Wilcox & Algina (2008) were examined. Simulations indicate that a new O’Brien variant provides very good Type I error control and is simpler for applied researchers to compute than the method recommended by Keselman, et al.


An Extension Of The Seasonal Kpss Test, Sami Khedhiri, Ghassen El Montasser May 2012

An Extension Of The Seasonal Kpss Test, Sami Khedhiri, Ghassen El Montasser

Journal of Modern Applied Statistical Methods

The limit theory of the seasonal KPSS test is established under the null hypothesis using seasonal dummy variables. Taking these variables into account can result in improved finite sample performance of the test. The seasonal KPSS test can be interpreted as a test of deterministic seasonality and it may be used in addition to seasonal unit root tests to analyze the dynamic properties of time series. The seasonal indicator variables provide the test with an explicit model-based regression that in itself constitutes a support for its limit theory.


Improved Estimator In The Presence Of Multicollinearity, Ghadban Khalaf May 2012

Improved Estimator In The Presence Of Multicollinearity, Ghadban Khalaf

Journal of Modern Applied Statistical Methods

The performances of two biased estimators for the general linear regression model under conditions of collinearity are examined and a new proposed ridge parameter is introduced. Using Mean Square Error (MSE) and Monte Carlo simulation, the resulting estimator’s performance is evaluated and compared with the Ordinary Least Square (OLS) estimator and the Hoerl and Kennard (1970a) estimator. Results of the simulation study indicate that, with respect to MSE criteria, in all cases investigated the proposed estimator outperforms both the OLS and the Hoerl and Kennard estimators.


The Weighted Hellinger Distance For Kernel Distribution Estimator Of Function Of Observations, Abdel-Razzaq Mugdadi May 2012

The Weighted Hellinger Distance For Kernel Distribution Estimator Of Function Of Observations, Abdel-Razzaq Mugdadi

Journal of Modern Applied Statistical Methods

The asymptotic mean weighted Hellinger distance (AMWHD) is derived for the kernel distribution estimator of a function of observations. In addition, the AMWHD is compared with the asymptotic mean integrated square error (AMISE) of the estimator. A completely data based method is proposed to select the bandwidth in the estimator using the mean weighted Hellinger distance (MWHD).


Using The R Library Rpanel For Gui-Based Simulations In Introductory Statistics Courses, Ryan M. Allison May 2012

Using The R Library Rpanel For Gui-Based Simulations In Introductory Statistics Courses, Ryan M. Allison

Statistics

As a student, I noticed that the statistical package R (http://www.r-project.org) would have several benefits of its usage in the classroom. One benefit to the package is its free and open-source nature. This would be a great benefit for instructors and students alike since it would be of no cost to use, unlike other statistical packages. Due to this, students could continue using the program after their statistical courses and into their professional careers. It would be good to expose students while they are in school to a tool that professionals use in industry. R also has powerful …


Differential Patterns Of Interaction And Gaussian Graphical Models, Masanao Yajima, Donatello Telesca, Yuan Ji, Peter Muller Apr 2012

Differential Patterns Of Interaction And Gaussian Graphical Models, Masanao Yajima, Donatello Telesca, Yuan Ji, Peter Muller

COBRA Preprint Series

We propose a methodological framework to assess heterogeneous patterns of association amongst components of a random vector expressed as a Gaussian directed acyclic graph. The proposed framework is likely to be useful when primary interest focuses on potential contrasts characterizing the association structure between known subgroups of a given sample. We provide inferential frameworks as well as an efficient computational algorithm to fit such a model and illustrate its validity through a simulation. We apply the model to Reverse Phase Protein Array data on Acute Myeloid Leukemia patients to show the contrast of association structure between refractory patients and relapsed …


A Failure Index For High Performance Computing Applications, Clayton F. Chandler Apr 2012

A Failure Index For High Performance Computing Applications, Clayton F. Chandler

Doctoral Dissertations

This dissertation introduces a new metric in the area of High Performance Computing (HPC) application reliability and performance modeling. Derived via the time-dependent implementation of an existing inequality measure, the Failure index (FI) generates a coefficient representing the level of volatility for the failures incurred by an application running on a given HPC system in a given time interval. This coefficient presents a normalized cross-system representation of the failure volatility of applications running on failure-rich HPC platforms. Further, the origin and ramifications of application failures are investigated, from which certain mathematical conclusions yield greater insight into the behavior of these …


Using Multiattribute Utility Copulas In Support Of Uav Search And Destroy Operations, Beau A. Nunnally Mar 2012

Using Multiattribute Utility Copulas In Support Of Uav Search And Destroy Operations, Beau A. Nunnally

Theses and Dissertations

The multiattribute utility copula is an emerging form of utility function used by decision analysts to study decisions with dependent attributes. Failure to properly address attribute dependence may cause errors in selecting the optimal policy. This research examines two scenarios of interest to the modern warfighter. The first scenario employs a utility copula to determine the type, quantity, and altitude of UAVs to be sent to strike a stationary target. The second scenario employs a utility copula to examine the impact of attribute dependence on the optimal routing of UAVs in a contested operational environment when performing a search and …


Toward A Regional Radiocarbon Model For The East Texas Woodland Period, Robert Z. Selden Jr., Timothy K. Perttula Jan 2012

Toward A Regional Radiocarbon Model For The East Texas Woodland Period, Robert Z. Selden Jr., Timothy K. Perttula

CRHR: Archaeology

The East Texas Radiocarbon Database contributes to an analysis of tempo and place for Woodland era (ca. 500 B.C. - A.D. 800) archaeological sites within the region. The temporal and spatial distributions of calibrated radiocarbon (14C) ages (n=127) with a standard deviation (ΔT) of 61 from archaeological sites with Woodland components (n=51) are useful in exploring the development and geographical continuity of the peoples in East Texas, and lead to a refinement of our current chronological understanding of the period. While the analysis of the dates produces less than significant findings due to sample size, they are used …


Modeling Regional Radicarbon Trends: A Case Study From The East Texas Woodland Period, Robert Z. Selden Jr. Jan 2012

Modeling Regional Radicarbon Trends: A Case Study From The East Texas Woodland Period, Robert Z. Selden Jr.

CRHR: Archaeology

The East Texas Radiocarbon Database contributes to an analysis of tempo and place for Woodland era (~500 BC–AD 800) archaeological sites within the region. The temporal and spatial distributions of calibrated 14C ages (n = 127) with a standard deviation (ΔT) of 61 from archaeological sites with Woodland components (n = 51) are useful in exploring the development and geographical continuity of the peoples in east Texas, and lead to a refinement of our current chronological understanding of the period. While analysis of summed probability distributions (SPDs) produces less than significant findings due to sample size, they are used …


The East Texas Caddo: Modeling Tempo And Place, Robert Z. Selden Jr., Timothy K. Perttula Jan 2012

The East Texas Caddo: Modeling Tempo And Place, Robert Z. Selden Jr., Timothy K. Perttula

CRHR: Archaeology

Analysis of the Caddo sample (n=889 dates) from the East Texas radiocarbon database is used to establish the tempo and place of Caddo era (ca. A.D. 800-1680) archaeological sites, site clusters, and communities across the region. The temporal and spatial distribution of radiocarbon ages from settlements, mound centers, and cemeteries across the region have utility in exploring the development and geographical continuity of the Caddo peoples; establishing the specific times when areas were abandoned or population sizes diminished; and defining times and areas illustrating an intensification in mound center construction and large cemeteries became a focus of community social practices.


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 Jan 2012

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, …


Analysis Of Discrete Choice Probit Models With Structured Correlation Matrices, Bhaskara Ravi Jan 2012

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 …