Other Statistics and Probability Commons^™

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 …

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 …

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.

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 …

Banking Sector Credit And Economic Growth In Nigeria: An Empirical Investigation, Aniekan O. Akpansung, Sikiru J. Babalola

CBN Journal of Applied Statistics (JAS)

The paper examines the relationship between banking sector credit and economic growth in Nigeria over the period 1970-2008. The causal links between the pairs of variables of interest were established using Granger causality test while a Two-Stage Least Squares (TSLS) estimation technique was used for the regression models. The results of Granger causality test show evidence of unidirectional causal relationship from GDP to private sector credit (PSC) and from industrial production index (IND) to GDP. Estimated regression models indicate that private sector credit impacts positively on economic growth over the period of coverage in this study. However, lending (interest) rate …

Depicting Estimates Using The Intercept In Meta-Regression Models: The Moving Constant Technique, Blair T. Johnson Dr., Tania B. Huedo-Medina Dr.

CHIP Documents

In any scientific discipline, the ability to portray research patterns graphically often aids greatly in interpreting a phenomenon. In part to depict phenomena, the statistics and capabilities of meta-analytic models have grown increasingly sophisticated. Accordingly, this article details how to move the constant in weighted meta-analysis regression models (viz. “meta-regression”) to illuminate the patterns in such models across a range of complexities. Although it is commonly ignored in practice, the constant (or intercept) in such models can be indispensible when it is not relegated to its usual static role. The moving constant technique makes possible estimates and confidence intervals at …

Effects Of Animal Diet, Manure Application Rate, And Tillage On Transport Of Microorganisms From Manure-Amended Fields, Lisa M. Durso, John Gilley, David B. Marx, Bryan Woodbury

Department of Statistics: Faculty Publications

Manure from cattle fed distillers’ grain or corn diets was applied to fields, and the fields were subjected to rainfall simulation tests. Manure was added at three rates on till and no-till plots. Correlations between microbial transport and runoff characteristics were identified. Results indicate that diet affects phage but not bacterial transport from manure-amended fields.

A Framework For Generating Data To Simulate Application Scoring, Kenneth Kennedy, Sarah Jane Delany, Brian Mac Namee

Conference papers

In this paper we propose a framework to generate artificial data that can be used to simulate credit risk scenarios. Artificial data is useful in the credit scoring domain for two reasons. Firstly, the use of artificial data allows for the introduction and control of variability that can realistically be expected to occur, but has yet to materialise in practice. The ability to control parameters allows for a thorough exploration of the performance of classification models under different conditions. Secondly, due to non-disclosure agreements and commercial sensitivities, obtaining real credit scoring data is a problematic and time consuming task. By …

Rumors Of Our Rarity Are Greatly Exaggerated: Bad Statistics About Women In Science, Cathy Kessel

Journal of Humanistic Mathematics

During the past few years, three bad statistics have been persistently used in discussions of women in science, technology, engineering, and mathematics (STEM). The first was questionable when it was published in 1983 and has since been widely used. The second came to prominence in 2006 – and now leads an international and perhaps eternal life on the Web. The third may have made its debut in 2007. Its variants occur in popular and academic books and journals, including the 2011 Proceedings of the National Academy of Sciences.

This report presents case histories of the three bad statistics, suggests writing …

Empirical Comparison Of Some Test Statistics For Testing The Mean Of A Poisson Distribution, B. M. Golam Kibria, Florence George

Applications and Applied Mathematics: An International Journal (AAM)

This paper considers the problem of hypotheses testing of the mean of a Poisson distribution. Accordingly we consider the following test statistics: Wald, WCC, Score (S), FT, VS, RVS, Exact and Bayes test statistics. A simulation study based on both one and two sided alternatives has been conducted to compare the performances of the test statistics. The study suggests that for a large sample size, all proposed test statistics except VCC and FT perform well in the sense of correct type I error rate of the test and power. However, for a small sample size, Score and VS have better …

The Quantum Dialectic, Logan Kelley

Pitzer Senior Theses

A philosophic account of quantum physics. The thesis is divided into two parts. Part I is dedicated to laying the groundwork of quantum physics, and explaining some of the primary difficulties. Subjects of interest will include the principle of locality, the quantum uncertainty principle, and Einstein's criterion for reality. Quantum dilemmas discussed include the double-slit experiment, observations of spin and polarization, EPR, and Bell's theorem. The first part will argue that mathematical-physical descriptions of the world fall short of explaining the experimental observations of quantum phenomenon. The problem, as will be argued, is framework of the physical descriptive schema. Part …

Variation In Sclerotinia Sclerotiorum Bean Isolates From Multisite Resistance Screening Locations, Lindsey Otto-Hanson, James R, Steadman, Rebecca Higgins, Kent M. Eskridge

Department of Statistics: Faculty Publications

There is no complete resistance to Sclerotinia sclerotiorum, cause of white mold in dry bean (Phaseolus vulgaris). Variable resistance expression is one problem in screening for improved white mold resistance. With no previous information in the literature, pathogen variation in multisite screening nurseries was evaluated as one cause of diverse resistance expression. In all, 10 isolates of S. sclerotiorum used in greenhouse screening and 146 isolates collected from nine white mold field screening nurseries in major bean production areas in the United States were compared using mycelial compatibility groupings (MCGs) and an aggressiveness test. These 10 greenhouse …

Development Of An Internet Based System For Modeling Biotin Metabolism Using Bayesian Networks, Jinglei Zhou, Dong Wang, Vicki L. Schlegel, Janos Zempleni

Department of Statistics: Faculty Publications

Biotin is an essential water-soluble vitamin crucial for maintaining normal body functions. The importance of biotin for human health has been under-appreciated but there is plenty of opportunity for future research with great importance for human health. Currently, carrying out predictions of biotin metabolism involves tedious manual manipulations. In this paper, we report the development of BiotinNet, an internet based program that uses Bayesian networks to integrate published data on various aspects of biotin metabolism. Users can provide a combination of values on the levels of biotin related metabolites to obtain the predictions on other metabolites that are not specified. …

Flipping The Winner Of A Poset Game, Adam O. Kalinich '12

Student Publications & Research

Partially-ordered set games, also called poset games, are a class of two-player combinatorial games. The playing field consists of a set of elements, some of which are greater than other elements. Two players take turns removing an element and all elements greater than it, and whoever takes the last element wins. Examples of poset games include Nim and Chomp. We investigate the complexity of computing which player of a poset game has a winning strategy. We give an inductive procedure that modifies poset games to change the nim-value which informally captures the winning strategies in the game. For a generic …

Some Ratio Type Estimators Under Measurement Errors, Florentin Smarandache, Mukesh Kumar, Rajesh Singh, Ashish K. Singh

Branch Mathematics and Statistics Faculty and Staff Publications

This article addresses the problem of estimating the population mean using auxiliary information in the presence of measurement errors.

Academic Predictors Of National Council Licensure Examination For Registered Nurses Pass Rates, Maybeth J. Elliott

Walden Dissertations and Doctoral Studies

The United States continues to be affected by a severe, long-standing nursing shortage that is not projected to resolve within the next 10 or more years. Unsuccessful passage of the National Council Licensure Examination for Registered Nurses (NCLEX-RN) among graduate nurses remains one of several key contributors to the nursing shortage. The goal of this study was to identify if either cumulative fall semester GPA; the overall prenursing science, mathematics, and English GPA; type of high school background; TOEFL score; clinical pass or fail; and on-time program completion best predicted passage of NCLEX-RN. Archived records from the academic years of …