Other Statistics and Probability Commons^™

A Conversation With Harry Martz, Paul H. Kvam

Department of Math & Statistics Faculty Publications

Harry F. Martz was born June 16, 1942 and grew up in Cumberland, Maryland. He received a Bachelor of Science degree in mathematics (with a minor in physics) from Frostburg State University in 1964, and earned a Ph.D. in statistics at Virginia Polytechnic Institute and State University in 1968. He started his statistics career at Texas Tech University's Department of Industrial Engineering and Statistics right after graduation. In 1978, he joined the technical staff at Los Alamos National Laboratory (LANL) in Los Alamos, New Mexico after first working as Full Professor in the Department of Industrial Engineering at Utah State …

Modeling And Simulation Of Value -At -Risk In The Financial Market Area, Xiangyin Zheng

Doctoral Dissertations

Value-at-Risk (VaR) is a statistical approach to measure market risk. It is widely used by banks, securities firms, commodity and energy merchants, and other trading organizations. The main focus of this research is measuring and analyzing market risk by modeling and simulation of Value-at-Risk for portfolios in the financial market area. The objectives are (1) predicting possible future loss for a financial portfolio from VaR measurement, and (2) identifying how the distributions of the risk factors affect the distribution of the portfolio. Results from (1) and (2) provide valuable information for portfolio optimization and risk management.

The model systems chosen …

Variation In The U.S. Photoperiod Insensitive Sorghum Collection For Chemical And Nutritional Traits, Tisha L. Hooks, Jeffrey F. Pedersen, D. B. Marx, K. P. Vogel

Department of Statistics: Faculty Publications

Screening germplasm for chemical and nutritional content can be expensive and time consuming. Near infrared spectroscopy (NIRS) and application of geostatistical models can make screening more efficient. The objectives of this study were to utilize these technologies to: (i) generate chemical and nutritional values for the U.S. photoperiod insensitive sorghum collection, (ii) describe variability for those traits, (iii) identify accessions in the highest and lowest 1% for each trait, and (iv) describe relationships among the accessions. Accessions were grown at Ithaca, NE, during 2001 and 2002. Samples of grain were scanned and NIRS equations developed for starch, fat, crude protein, …

Trans-10, Cis-12 Conjugated Linoleic Acid Causes Inflammation And Delipidation Of White Adipose Tissue In Mice: A Microarray And Histological Analysis, P. Christopher Larosa, Jess L. Miner, Yuannan Xia, You Zhou, Stephen D. Kachman, Michael Fromm

Department of Statistics: Faculty Publications

A combined histological and microarray analysis of the white adipose tissue (WAT) of mice fed trans-10, cis-12 conjugated linoleic acid (t10c12 CLA) was performed to better define functional responses. Mice fed t10c12 CLA for 14 days lost 85% of WAT mass, 95% of adipocyte lipid droplet volume, and 15 or 47% of the number of adipocytes and total cells, respectively. Microarray profiling of replicated pools (n = 2 per day x diet) of control and treated mice (n = 140) at seven time points after 1–17 days of t10c12 CLA feeding found between 2,682 and 4,216 …

Pregnancy Rate And First-Service Conception Rate In Angus Heifers, J. Minick Bormann, L. R. Totir, Stephen D. Kachman, R. L. Fernando, D. E. Wilson

Department of Statistics: Faculty Publications

The objective of this project was to determine the genetic control of conception rate, or pregnancy percentage in Angus beef heifers. Producers from 6 herds in 5 states provided 3,144 heifer records that included breeding dates, breeding contemporary groups, service sires, and pregnancy check information. Two hundred fourteen sires of the heifers were represented; with 104 sires having less than 5 progeny, and 14 sires having greater than 50 progeny. These data were combined with performance and pedigree information, including actual and adjusted birth weights, weaning weights, and yearling weights, from the American Angus Association database. Heifer pregnancy rate varied …

Closed Form Expressions For Bayesian Sample Size, Bertrand S. Clarke, A. Yuan

Department of Statistics: Faculty Publications

Sample size criteria are often expressed in terms of the concentration of the posterior density, as controlled by some sort of error bound. Since this is done pre-experimentally, one can regard the posterior density as a function of the data. Thus, when a sample size criterion is formalized in terms of a functional of the posterior, its value is a random variable. Generally, such functionals have means under the true distribution. We give asymptotic expressions for the expected value, under a fixed parameter, for certain types of functionals of the posterior density in a Bayesian analysis. The generality of our …

Reliability For Some Bivariate Exponential Distributions, Saralees Nadarajah, Samuel Kotz

Department of Statistics: Faculty Publications

In the area of stress-strength models, there has been a large amount of work as regards estimation of the reliability R = Pr(X < Y). The algebraic form for R = Pr(X < Y) has been worked out for the vast majority of the well-known distributions when X and Y are independent random variables belonging to the same univariate family. In this paper, forms of R are considered when (X,Y) follow bivariate distributions with dependence between X and Y. In particular, explicit expressions for R are derived when the joint distribution is bivariate …

Quotient Of Laplace And Gumbel Random Variables, Saralees Nadarajah

Department of Statistics: Faculty Publications

The Gumbel and the Laplace distributions are perhaps two of the most applied distributions in engineering. Motivated by engineering issues, the exact distribution of the quotient |X/Y| is derived when X and Y are independent Gumbel and Laplace random variables. Tabulations of the associated percentage points and a computer program for generating them are also given.