Emirical Assessment Of The Future Performance Of The S&P 500 Losers,
2013
California Polytechnic State University, San Luis Obispo
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,
2013
California Polytechnic State University, San Luis Obispo
Pedestrian Detection Using Image Blending, Hannah Haggerty
Statistics
No abstract provided.
Nba Salaries: Assessing True Player Value,
2013
California Polytechnic State University, San Luis Obispo
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,
2013
Lawrence University
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,
2013
University of California - Berkeley
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,
2013
The University of Nottingham Malaysia Campus, Selangor Darul Ehsan, Malaysia
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,
2013
Performance Measurement Center of Government Agencies, Institute of Public Administration, Riyadh, Saudi Arabia
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,
2013
Newcastle University, Newcastle upon Tyne, United Kingdom
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,
2013
Universiti Malaysia Terengganu, Kuala Terengganu, Malaysia
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,
2013
Wright State University
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,
2013
Bloomsburg University, Bloomsburg, PA
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,
2013
University of Lagos, Nigeria, Africa
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,
2013
AcharyaNagarjuna University, Nagarjunanagar, India
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,
2013
Information Research, Huntington Beach, CA
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,
2013
Western EcoSystem Technology, Inc., Cheyenne, WY
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.
Conceptual Distinction Between The Critical P Value And The Type I Error Rate In Permutation Testing: Author Response To Peer Comments,
2013
Bowling Green State University
Conceptual Distinction Between The Critical P Value And The Type I Error Rate In Permutation Testing: Author Response To Peer Comments, Richard B. Anderson
Journal of Modern Applied Statistical Methods
Richard Anderson responds to comments regarding his target article Conceptual Distinction between the Critical p Value and the Type I Error Rate in Permutation Testing.
Estimation Of Variance Using Known Coefficient Of Variation And Median Of An Auxiliary Variable,
2013
Pondicherry University
Estimation Of Variance Using Known Coefficient Of Variation And Median Of An Auxiliary Variable, J. Subramani, G. Kumarapandiyan
Journal of Modern Applied Statistical Methods
A modified ratio type variance estimator for estimating population variance of a study variable when the population median and coefficient of variation of an auxiliary variable are known is proposed. The bias and mean squared error of the proposed estimator are derived and conditions under which the proposed estimator performs better than the traditional ratio type variance estimators and modified ratio type variance estimators are obtained. Using a numerical study results show that the proposed estimator performs better than the traditional ratio type variance estimator and existing modified ratio type variance estimators.
Priorities In Thurstone Scaling And Steady-State Probabilities In Markov Stochastic Modeling,
2013
GfK Custom Research North America, Minneapolis, MN
Priorities In Thurstone Scaling And Steady-State Probabilities In Markov Stochastic Modeling, Stan Lipovetsky
Journal of Modern Applied Statistical Methods
Thurstone scaling is widely used in marketing and advertising research where various methods of applied psychology are utilized. This article considers several analytical tools useful for positioning a set of items on a Thurstone scale via regression modeling and Markov stochastic processing in the form of Chapman-Kolmogorov equations. These approaches produce interval and ratio scales of preferences and enrich the possibilities of paired comparison estimation applied for solving practical problems of prioritization and probability of choice modeling.
On The Gamma-Half Normal Distribution And Its Applications,
2013
Austin Peay State University, Clarksville, TN
On The Gamma-Half Normal Distribution And Its Applications, Ayman Alzaatreh, Kristen Knight
Journal of Modern Applied Statistical Methods
A new distribution, the gamma-half normal distribution, is proposed and studied. Various structural properties of the gamma-half normal distribution are derived. The shape of the distribution may be unimodal or bimodal. Results for moments, limit behavior, mean deviations and Shannon entropy are provided. To estimate the model parameters, the method of maximum likelihood estimation is proposed. Three real-life data sets are used to illustrate the applicability of the gamma-half normal distribution.
The Length-Biased Versus Random Sampling For The Binomial And Poisson Events,
2013
Wright State University
The Length-Biased Versus Random Sampling For The Binomial And Poisson Events, Makarand V. Ratnaparkhi, Uttara V. Naik-Nimbalkar
Journal of Modern Applied Statistical Methods
The equivalence between the length-biased and the random sampling on a non-negative, discrete random variable is established. The length-biased versions of the binomial and Poisson distributions are discussed.
