Statistics and Probability Commons^™

Concomitants Of Upper Record Statistics For Bivariate Pseudo–Weibull Distribution, Muhammad Ahsanullah, Saman Shahbaz, Muhammad Qaiser Shahbaz, Muhammad Mohsin

Applications and Applied Mathematics: An International Journal (AAM)

In this paper the Bivariate Pseudo–Weibull distribution has been defined as a compound distribution of two random variables to model the failure rate of component reliability. The distribution of r–th concomitant and joint distribution of r–th and s–th concomitant of record statistics of the resulting distribution have been derived. Single and product moments alongside the correlation coefficient have also been obtained. Recurrence relation for the single moments has also been obtained for the resulting distributions.

Relationship Between Inflation And Stock Market Returns: Evidence From Nigeria, Omotor G. Douglason

CBN Journal of Applied Statistics (JAS)

The linkage between stock prices and inflation has been subjected to extensive research in the past decades and has arouse the interests of academics, researchers, practitioners and policy makers globally, particularly since the 1990s. The issue has been the apparent anomaly of the negative relationship between inflation and stock market returns as most studies in the industrialized economies have shown. This paper investigates this relationship using monthly and quarterly data of Nigeria for the period 1985 to 2008. The findings of this paper seem to suggest that stock market returns may provide an effective hedge against inflation in Nigeria.

Is The Stock Market A Leading Indicator Of Economic Activity In Nigeria?, Alvan E. Ikoku

CBN Journal of Applied Statistics (JAS)

In an effort to address the lacuna in leading indicator studies of African economies and Nigeria in particular, this paper examines the causal relationships among stock market prices, real GDP and the index of industrial production in Nigeria, using quarterly data from 1984Q1 to 2008Q4. Granger causality tests indicate bidirectional causality between stock prices and GDP but no causality between stock prices and industrial production or between GDP and industrial production. Stock prices and GDP are found to be cointegrated, leading to the estimation of vector error correction models. Out-of-sample forecasts constructed with AR(1), ARIMA, structural ARIMA, and VEC models …

Monetary And Fiscal Policy Interactions In Nigeria: An Application Of A State-Space Model With Markov-Switching, Chuku V. Chuku

CBN Journal of Applied Statistics (JAS)

This paper uses quarterly data to explore the monetary and fiscal policy interactions in Nigeria between 1970 and 2008. As a preliminary exercise, the paper examines the nature of fiscal policies in Nigeria using a vector autoregression (VAR) model. The simulated generalized impulse response graphs generated from the VAR estimation provides evidence of a non-Ricardian fiscal policy in Nigeria. Further, the paper analyzes the interactions between monetary and fiscal policies by applying a State-space model with Markov-switching to estimate the time-varying parameters of the relationship. The evidence indicates that monetary and fiscal policies in Nigeria have interacted in a counteractive …

Optimal Designs Approach To Portfolio Selection, Etukudo A. I.

CBN Journal of Applied Statistics (JAS)

In order to obtain the best tradeoff between risk and return, optimization algorithms are particularly useful in asset allocation in a portfolio mix. Such algorithms and proper solution techniques are very essential to investors in order to circumvent distress in business outfits. In this paper, we show that by minimizing the total variance of the portfolio involving stocks in two Nigerian banks which is a measure of risk, optimal allocation of investible funds to the portfolio mix is obtained. A completely new solution technique – modified super convergent line series algorithm which makes use of the principles of optimal designs …

Factors, Preventions And Correction Methods For Non-Response In Sample Surveys, Godwin Nwanzu Amahi

CBN Journal of Applied Statistics (JAS)

Missing survey data occur because of unit and item non-response. This is practically independent of the method of data collection. As a result of the bias that non-response sometimes introduces in survey estimates, identifying factors that promote it, and taking measures of prevention and correction methods are clearly necessary. The standard method to compensate for unit non-response is by weighting adjustment, while item non-responses are handled by some form of imputation. This paper reviews factors that give rise to nonresponse and the corresponding methods used for its prevention and control. It also discusses their properties.

Addressing The Problem Of Non-Response And Response Bias, Fabian C. Okafor

CBN Journal of Applied Statistics (JAS)

Survey planners and analysts in Nigeria have devoted much more attention to sampling errors at the expense of nonsampling errors (non-response and response errors). Sampling error is the degree to which the sample estimate differs from the average value of the characteristic due to chance. The present discussion will be centered on non-sampling error, which may present serious deficiencies in the statistics and render the survey useless. According to Platek and Gray (1986), “Non-response has been generally recognized as important measure of the quality of data since it affects the estimates by introducing a possible bias in the estimates and …

Statistics For National Development, Sani I. Doguwa

CBN Journal of Applied Statistics (JAS)

Good statistics that has been collected according to agreed good practices are crucial as a tool for development. Gross domestic product (GDP) and other measures of economic activity such as Gross National Income (GNI) together with their individual components, show how the economy is responding to government policy and other influences. The balance of payments can demonstrate the requirement for policy adjustments and is also one of the indicators scrutinised by potential foreign investors in the country. Agricultural statistics clearly have implications for longer-term planning, particularly if they show a move away from the land into urban areas or a …

Influence Of Sex On Long-Term Outcomes After Percutaneous Coronary Intervention With The Paclitaxel-Eluting Coronary Stent: Results Of The "Taxus Woman" Analysis, Ghada W. Mikhail Md, Robert T. Gerber Md, Phd, David A. Cox Md, Stephen G. Ellis Md, John M. Lasala Md, Phd, John A. Ormiston Mbchb, Gregg W. Stone Md, Mark A. Turco Md, Anita A. Joshi Phd, Donald S. Baim Md, Antonio Colombo Md

Department of Medicine

No abstract provided.

Poisson Process Monitoring, Test And Comparison, Qing Chen

UNLV Theses, Dissertations, Professional Papers, and Capstones

The task of determining whether a sudden change occurred in the generative parameters of a time series generates application in many areas. In this thesis, we aim at monitoring the change-point of a Poisson process by method, which is characterized by a forward-backward testing algorithm and several overall error control mechanisms. With the application of this proposed method, we declare that Mount Etna is not a simple Poissonian volcano, because two different regimes divided by the change point, January 30th 1974, are identified. The validation procedures, used in a complementary fashion, by the formal hypothesis tests and graphical method will …

Psychometric Properties Of Postsecondary Students' Course Evaluations, Michael J. Drysdale

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

Several experts in the area of postsecondary student evaluations of courses have concluded that they are stable or reliable measures as well as being measures that provide ways of making valid inferences regarding teacher effectiveness. Often these experts have offered these conclusions without supporting evidence. Surprisingly, a thorough review of the literature revealed very few reported test-retest reliability studies of course evaluations and the results from these studies are contradictory. In the area of validity, the conclusions offered by scholars who conducted meta-analyses of mutlisection course studies are inconsistent. This leads to the following two research questions:

1. What is …

An Investigation Of Process Parameters To Optimize The Fiber Diameter Of Electrospun Vascular Scaffolds Through Experimental Design, Steffi Wong

Biomedical Engineering

No abstract provided.

The Determinants Of Colorectal Cancer Survival Disparities In Nevada, Lucas N. Wassira

UNLV Theses, Dissertations, Professional Papers, and Capstones

Different population groups across Nevada and throughout the United States suffer disproportionately from colorectal cancer and its after-effects. Overcoming cancer health disparities is important for lessening the burden of cancer. There has been an overall decline in the incidence of and mortality from colorectal cancer (CRC). This is likely due, in part, to the increasing use of screening procedures such as Fecal Occult Blood Test (FOBT) and/or endoscopy, which can reduce the risk of CRC mortality by fifty percent. Nevertheless, screening procedures are routinely used by only fifty percent of Americans aged fifty years and older. Despite overall mortality decreasing …

Coronary Heart Disease Mortality And Long-Term Exposure To Ambient Particulate Air Pollutants In Elderly Nonsmoking California Residents, Lie Hong Chen

Loma Linda University Electronic Theses, Dissertations & Projects

The purpose of this study is to assess the effect of long-term concentrations of ambient PM on risks of all causes, cardiopulmonary, coronary heart disease (CHD), total cancer, and any mention of nonmalignant respiratory disease (NMRD) mortality.

The health effects of long-term ambient air pollution have been studied with up to 30 years of follow-up in the AHSMOG cohort, a cohort of 6,338 nonsmoking white California adults. Monthly concentrations of ambient air pollutants [particulate matter(PMio), Ozone (O3), sulfur dioxide (SO2), nitrogen dioxide (NO2) or particulate matter

In the AHSMOG cohort, each increment of 10 |ig/m3 in PMio in two-pollutant models …

Effects Of Acculturation On Hiv/Aids Sexual Risk Behaviors Among Asian And Pacific Islander (Api) Women, Margaret Cabotage Salud

Loma Linda University Electronic Theses, Dissertations & Projects

Background. In the US women are the fastest growing group for sexually transmitted infections (STIs), including HIV and AIDS. In addition, the estimated AIDS cases among female adults and adolescents, aged 13-19, increased from 7% in 1985 to approximately 26% in 2002. Most infections occur by heterosexual transmission with 53% occurring through contact with a high-risk sexual partner. While overall HIV/AIDS rates in the Asian Pacific Islander (API) community remain low, they are rising and HIV testing rates, one of the major prevention strategies for HIV, are lower than that of other populations. Furthermore, very little is known about APIs …

Spatial Epidemiology Of Birth Defects In The United States And The State Of Utah Using Geographic Information Systems And Spatial Statistics, Samson Y. Gebreab

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

Oral clefts are the most common form of birth defects in the United States (US) and the State of Utah has among the highest prevalence of oral clefts in the nation. The overall objective of this dissertation was to examine the spatial distribution of oral clefts and their linkage with a broad range of demographic, behavioral, social, economic, and environmental risk factors through the application of Geographic Information Systems (GIS) and spatial statistics. Using innovative linked micromaps plots, we investigated the geographic patterns of oral clefts occurrence from 1998 to 2002 and their relationships with maternal smoking rates and proportion …

Asymptotic Theory For Cross-Validated Targeted Maximum Likelihood Estimation, Wenjing Zheng, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

We consider a targeted maximum likelihood estimator of a path-wise differentiable parameter of the data generating distribution in a semi-parametric model based on observing n independent and identically distributed observations. The targeted maximum likelihood estimator (TMLE) uses V-fold sample splitting for the initial estimator in order to make the TMLE maximally robust in its bias reduction step. We prove a general theorem that states asymptotic efficiency (and thereby regularity) of the targeted maximum likelihood estimator when the initial estimator is consistent and a second order term converges to zero in probability at a rate faster than the square root of …

Putting Artists On The Map: A Five Part Study Of Greater Cleveland Artists' Location Decisions - Part 2: Profiles Of Artist Neighborhoods, Mark Salling, Gregory Soltis, Charles Post, Sharon Bliss, Ellen Cyran

All Maxine Goodman Levin School of Urban Affairs Publications

A series of reports detailing the residential and work space location preferences of Cuyahoga county's artists.

A Bayesian Shared Component Model For Genetic Association Studies, Juan J. Abellan, Carlos Abellan, Juan R. Gonzalez

COBRA Preprint Series

We present a novel approach to address genome association studies between single nucleotide polymorphisms (SNPs) and disease. We propose a Bayesian shared component model to tease out the genotype information that is common to cases and controls from the one that is specific to cases only. This allows to detect the SNPs that show the strongest association with the disease. The model can be applied to case-control studies with more than one disease. In fact, we illustrate the use of this model with a dataset of 23,418 SNPs from a case-control study by The Welcome Trust Case Control Consortium (2007) …

Minimum Description Length And Empirical Bayes Methods Of Identifying Snps Associated With Disease, Ye Yang, David R. Bickel

COBRA Preprint Series

The goal of determining which of hundreds of thousands of SNPs are associated with disease poses one of the most challenging multiple testing problems. Using the empirical Bayes approach, the local false discovery rate (LFDR) estimated using popular semiparametric models has enjoyed success in simultaneous inference. However, the estimated LFDR can be biased because the semiparametric approach tends to overestimate the proportion of the non-associated single nucleotide polymorphisms (SNPs). One of the negative consequences is that, like conventional p-values, such LFDR estimates cannot quantify the amount of information in the data that favors the null hypothesis of no disease-association.

We …