Applied Statistics Commons^™

Data Analysis Using Regression Modeling: Visual Display And Setup Of Simple And Complex Statistical Models, Emil N. Coman, Maria A. Coman, Eugen Iordache, Russell Barbour, Lisa Dierker

Yale Day of Data

We present visual modeling solutions for testing simple and more advanced statistical hypotheses in any research field. All models can be directly specified in analytical software like Mplus or R.

Data analysis in any substantive field can be easily accomplished by translating statistical tests in the intuitive language of regression-based path diagrams with observed and unobserved variables. All models we presented can be directly specified and estimated in analytical software.

Students can particularly benefit from being taught the simple regression modeling setup of the path analytical method, as it empowers them to apply the techniques to any data to test …

Predicting Unobserved Exposures From Seasonal Epidemic Data, Eric Forgoston, Ira B. Schwartz

Department of Applied Mathematics and Statistics Faculty Scholarship and Creative Works

We consider a stochastic Susceptible-Exposed-Infected-Recovered (SEIR) epidemiological model with a contact rate that fluctuates seasonally. Through the use of a nonlinear, stochastic projection, we are able to analytically determine the lower dimensional manifold on which the deterministic and stochastic dynamics correctly interact. Our method produces a low dimensional stochastic model that captures the same timing of disease outbreak and the same amplitude and phase of recurrent behavior seen in the high dimensional model. Given seasonal epidemic data consisting of the number of infectious individuals, our method enables a data-based model prediction of the number of unobserved exposed individuals over very …

Tools And Methods To Optimize The Analysis Of Telescopic Performance Metrics On Sofia, Steven R. Wilson, Holger Jakob, Stefan Teufel, Zaheer Ali, Jeffrey Van Cleve, Brian Eney, Greg Perryman

STAR Program Research Presentations

SOFIA is an infrared observatory mounted on a modified 747 engineered to do infrared astronomy at 45000 feet. The telescope equipment contains a number of sensors and stabilizers that allow the telescope to capture images while mounted in a moving plane. We have developed methods to analyze the performance of the telescope assembly that will help improve the stabilization and image capturing performance of the observatory. Here we present reusable methods to analyze telescope performance data that will enable improvements in the quality of the scientific data that is produced by the SOFIA. This poster focuses on the multi-flight performance …

A Test For Detecting Changes In Closed Networks Based On The Number Of Communications Between Nodes, Christopher S. Wichman

Department of Statistics: Dissertations, Theses, and Student Research

This dissertation presents a formal method for detecting changes in a closed communications network based on an “abnormal” shift in the number of communications between some of the nodes. The method relies on the analyst’s ability to define the network of interest; capture the number of communications between nodes; and to establish a history of normal communications flow between nodes over fixed intervals of time. A metric multi-dimensional scaling technique is then used to represent the network at each time interval with a k-dimensional (k = 1, 2, …) configuration. The affine bi-dimensional regression coefficient of determination (aR²) …

Informative Retesting For Hierarchical Group Testing, Michael S. Black

Department of Statistics: Dissertations, Theses, and Student Research

Group testing is the process of pooling samples (e.g., blood, chemical compounds) from multiple sources and testing the pooled material for some binary characteristic. It is used in pathogen screening for humans and animals, drug discovery studies, electrical systems testing, and many other applications. Group testing has traditionally been used for two main types of investigations: 1) the identification of positive specimens and 2) the estimation of a characteristic’s prevalence in a population. This dissertation focuses on the identification process. We propose new identification procedures that exploit the heterogeneity among samples in order to reduce the number of tests needed …

Emirical Assessment Of The Future Performance Of The S&P 500 Losers, Nicholas Powers

Statistics

In the Wall Street Journal in early 2013, there was an article posted by Andrew Bary that explored a trend in the previous 3 years of the S&P 500. The article pointed out that the average returns for the top 10 percentage decliners for 2009, 2010, and 2011 outperformed the S&P 500 for the first two weeks of the next year. These top 10 percentage decliners or losers well enough to bet on. This study looks to see if there is statistical evidence that the losers outperformed the S&P 500.

Pedestrian Detection Using Image Blending, Hannah Haggerty

Statistics

No abstract provided.

Nba Salaries: Assessing True Player Value, Michael Ghirardo

Statistics

This paper analyzes and calculates an advanced NBA statistic that is becoming more and more widely used in the NBA. The Adjusted plus-minus (APM) statistic measures a player’s contribution, independent of all other players on the court. The most appealing aspect to the APM is that it only attempts to capture how a team’s scoring margin changes with a particular player on and off the court. Scoring margin in basketball effects winning percentage greatly, so it only makes sense that players with high APM’s will increase their team’s scoring margin and, therefore, help win games. The APM statistic is not …

Iterative Statistical Verification Of Probabilistic Plans, Colin M. Potts

Lawrence University Honors Projects

Artificial intelligence seeks to create intelligent agents. An agent can be anything: an autopilot, a self-driving car, a robot, a person, or even an anti-virus system. While the current state-of-the-art may not achieve intelligence (a rather dubious thing to quantify) it certainly achieves a sense of autonomy. A key aspect of an autonomous system is its ability to maintain and guarantee safety—defined as avoiding some set of undesired outcomes. The piece of software responsible for this is called a planner, which is essentially an automated problem solver. An advantage computer planners have over humans is their ability to consider and …

Subsemble: An Ensemble Method For Combining Subset-Specific Algorithm Fits, Stephanie Sapp, Mark J. Van Der Laan, John Canny

U.C. Berkeley Division of Biostatistics Working Paper Series

Ensemble methods using the same underlying algorithm trained on different subsets of observations have recently received increased attention as practical prediction tools for massive datasets. We propose Subsemble: a general subset ensemble prediction method, which can be used for small, moderate, or large datasets. Subsemble partitions the full dataset into subsets of observations, fits a specified underlying algorithm on each subset, and uses a clever form of V-fold cross-validation to output a prediction function that combines the subset-specific fits. We give an oracle result that provides a theoretical performance guarantee for Subsemble. Through simulations, we demonstrate that Subsemble can be …

An Alternative Approach To Reduce Dimensionality In Data Envelopment Analysis, Grace Lee Ching Yap, Wan Rosmanira Ismail, Zaidi Isa

Journal of Modern Applied Statistical Methods

Principal component analysis reduces dimensionality; however, uncorrelated components imply the existence of variables with weights of opposite signs. This complicates the application in data envelopment analysis. To overcome problems due to signs, a modification to the component axes is proposed and was verified using Monte Carlo simulations.

Robustness Of Dewma Versus Ewma Control Charts To Non-Normal Processes, Saad Saeed Alkahtani

Journal of Modern Applied Statistical Methods

Exponentially weighted moving average (EWMA) and double EWMA (DEWMA) control charts were designed under the normality assumption. This study considers various skewed (Gamma) and symmetric non-normal (t) distributions to examine the effect of non-normality on the average run length (ARL) performance of EWMA and DEWMA. ARL performances were investigated and compared using Monte Carlo simulations. Results show that DEWMA charts can be designed to be robust to non-normality, that the ARL performances of EWMA and DEWMA charts were more robust to t distributions and DEWMA was more robust to non-normality for larger values of the smoothing parameter.

An Approximate Approach To The Economic Design Of X̅ Charts By Considering The Cost Of Quality, M. A. A. Cox

Journal of Modern Applied Statistical Methods

The selection of three parameters {h,k,n} is necessary to design a x̅ control chart. A cost model employing a Burr distribution is examined. Previously employed methods are refined and extended. A series of approximations are proposed that enable a rapid parameter selection. It is hoped that reducing the computational complexity of previous approaches will lead to wider utilization of x̅ control charts.

Modeling And Handling Overdispersion Health Science Data With Zero-Inflated Poisson Model, Nur Syabiha Binti Zafakali, Wan Muhamad Amir Bin W Ahmad

Journal of Modern Applied Statistical Methods

Health sciences research often involves analyses of repeated measurement or longitudinal count data analyses that exhibit excess zeros. Overdispersion occurs when count data measurements have greater variability than allowed. This phenomenon can be carried over to zero-inflated count data modeling. Referred to as zero-inflation, the Zero-Inflated Poisson (ZIP) model can be used to model such data. The Zero-Inflated Negative Binomial (ZINB) model is used to account for overdispersion detected in count data. The ZINB model is considered as an alternative for the Zero-Inflated Generalized Poisson (ZIGP) model for zero-inflated overdispersed count data. Consequently, zero-inflated models have been proposed for the …

A Note On Α-Curvature Of The Manifolds Of The Length-Biased Lognormal And Gamma Distributions In View Of Related Applications In Data Analysis, Makarand V. Ratnaparkhi, Uttara V. Naik-Nimbalkar

Journal of Modern Applied Statistical Methods

The α-curvature tensors of the statistical manifolds of the length-biased versions of the log-normal and gamma distributions are derived and discussed. This study was designed to investigate observations related to the parameter estimation for the length-biased lognormal distribution as a model for the lengthbiased data from oil field exploration.

The Probit Link Function In Generalized Linear Models For Data Mining Applications, Mehdi Razzaghi

Journal of Modern Applied Statistical Methods

The use of logistic regression for outcome classification of dichotomous variables is well known in data mining applications. The estimated probability of the logit transformation belongs to the class of canonical link functions that follow from particular probability distribution functions. A closely related model is the probit link which can be used for binary responses. Although the probit link is not canonical, in some cases the overall fit of the model can be improved by using non-canonical link functions. This article reviews the properties of the probit link function and discusses its applications in data mining problems. Contrasts and comparisons …

Parameter Estimation Of A Class Of Hidden Markov Model With Diagnostics, E. B. Nkemnole, O. Abass, R. A. Kasumu

Journal of Modern Applied Statistical Methods

A stochastic volatility (SV) problem is formulated as a state space form of a Hidden Markov model (HMM). The SV model assumes that the distribution of asset returns conditional on the latent volatility is normal. This article analyzes the SV model with the student-t distribution and the generalized error distribution (GED) and compares these distributions with a mixture of normal distributions from Kim and Stoffer (2008). A Sequential Monte Carlo with Expectation Maximization (SMCEM) algorithm technique was used to estimate parameters for the extended volatility model; the Akaike Information Criteria (AIC) and forecast statistics were calculated to compare distribution fit. …

Estimation And Testing In Type I Generalized Half Logistic Distribution, R. R. L. Kantam, V. Ramakrishna, M. S. Ravikumar

Journal of Modern Applied Statistical Methods

A generalization of the half logistic distribution is developed through exponentiation of its cumulative distribution function and termed the Type I Generalized Half Logistic Distribution (GHLD). GHLD’s distributional characteristics and parameter estimation using maximum likelihood and modified maximum likelihood methods are presented with comparisons. Comparison of Type I GHLD and the exponential distribution is conducted via likelihood ratio criterion.

P-Values Versus Significance Levels, Phillip I. Good

Journal of Modern Applied Statistical Methods

In this article Phillip Good responds to Richard Anderson's article Conceptual Distinction between the Critical p Value and the Type I Error Rate in Permutation Testing.

Randomization Test P-Values Versus Significance Levels, Bryan Manly

Journal of Modern Applied Statistical Methods

Bryan Manly responds to Richard Anderson's article Conceptual Distinction between the Critical p Value and the Type I Error Rate in Permutation Testing.