2,144 results on '"SAMPLE variance"'
Search Results
52. A NOTE ON AN ALTERNATIVE FORMULA FOR CALCULATING S2 AND ITS USES.
- Author
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Çibuku, Denajda and Kostrista, Entela
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SAMPLE variance ,POISSON processes ,MATHEMATICAL proofs ,RANDOM variables ,DISTRIBUTION (Probability theory) - Abstract
This article is referred to the article of Stigler. That gives the proof of the joint distribution between the sample mean and the sample variance with the assumption that the population is normally. The machine formula of S2 has been used during the proof by Stigler, the bivariate distribution is being needed and also the Induction Theory. Starting in this context and as part of statistical education, it has been brought a different viewpoint of doing the proofs of some important results and derivations of the sample mean distribution. It has been changed the scheme of proof replaying the machine formula with an alternative formula of S2, which is a less used definition of the sample variance. Compared with Stigler this method of proof gives less calculation. It is of interest to know what the covariance of the sample mean and the sample variance is without the assumption of normality. One method of proof is being done by Zhang (2007). He did not use the well-known formula of the sample variance, but it has been used the alternative formula to give the same result in an easer way. It, also, has been used the fact that the third moment of the sample population exists. The computations were straightforward and did not require advanced mathematical notions. Is been showed an example of Poisson distributed to illustrate the fact that the covariance of the joint distribution of the sample variance and the sample mean were zero, but they were not independent. It has been constructed a table of joint probability and from this has been displayed the result. Starting from this example and regarding challenges in teaching Statistics we pretend in the future to apply the distribution of an average of Poisson random variables in advance Statistics. [ABSTRACT FROM AUTHOR]
- Published
- 2019
53. NEW EFFICIENT CLASS OF ESTIMATORS FOR THE POPULATION VARIANCE.
- Author
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Yadav, Subhash Kumar, Mishra, S. S., Mishra, P. P., and Singh, R. S.
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MEAN square algorithms ,POPULATION ,ANALYSIS of variance ,ESTIMATION theory ,SAMPLE variance - Abstract
this paper, we propose a new efficient class of estimators for the population variance of the study variable using information on the auxiliary variable. The expressions for bias and mean square error (MSE) of the proposed estimator are obtained up to the first order of approximation. An optimum estimator for the proposed estimator is also obtained and its optimum properties are studied. It is shown that the proposed estimator is more efficient than sample variance, traditional ratio estimator due to Isaki (1983), Singh et al. (2011) exponential ratio estimator, estimator based on Kadilar and Cingi (2003) ratio estimator for the population mean etc. estimators under optimum conditions. For illustration, an empirical study is also carried out. [ABSTRACT FROM AUTHOR]
- Published
- 2018
54. New mean charts for bivariate asymmetric distribuions using different ranked set sampling designs.
- Author
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Koyuncu, N. and Karagöz, D.
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STATISTICAL sampling ,SAMPLE variance ,MATHEMATICAL statistics ,NUMERICAL analysis ,MATHEMATICAL models - Abstract
The purpose of this study is to construct the mean control chart limits based on Shewhart, weighted variance and skewness correction methods using simple random sampling, ranked set sampling, median ranked set sampling and neoteric ranked set sampling designs. Type I Marshall-Olkin bivariate Weibull and bivariate lognormal distributions are used in the proposed mean control charts. The performance of the proposed control charts based on neoteric ranked set sampling designs is compared with their counterparts in ranked set sampling, median ranked set sampling and simple random sampling by Monte Carlo simulation. Simulation results revealed that the proposed mean charts perform much better than simple random sampling design. [ABSTRACT FROM AUTHOR]
- Published
- 2018
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55. Estimating Mean Surface Backscatter from GPM Surface Backscatter Observations
- Author
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Stephen L. Durden
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averaging ,Backscatter ,Standard deviation ,law.invention ,TK1-9971 ,Kriging ,law ,statistics ,Temporal resolution ,Sample variance ,kriging ,Electrical engineering. Electronics. Nuclear engineering ,Radar ,backscatter ,Global Precipitation Measurement ,Interpolation ,Remote sensing ,Mathematics ,radar - Abstract
The radar on the Global Precipitation Measurement (GPM) mission observes precipitation at 13.6 GHz (Ku-band) and 35.6 GHz (Ka-band) and also receives echoes from the earth’s surface. Statistics of surface measurements for non-raining conditions are saved in a database for later use in estimating the precipitation path-integrated attenuation. Previous work by Meneghini and Jones (2011) showed that while averaging over larger latitude/longitude bins increase the number of samples, it can also increase sample variance due to spatial inhomogeneity in the data. As a result, Meneghini and Kim (2017) proposed a new, adaptive method of database construction, in which the number of measurements averaged depends on the spatial homogeneity. The purpose of this work is to re-visit previous, single-frequency results using dual-frequency data and optimal interpolation (kriging). Results include that (1) temporal inhomogeneity can create similar results as spatial, (2) Ka-band behavior is similar to Ku-band, (3) the Ku-/Ka-band difference has less spatial inhomogeneity than either band by itself, and (4) kriging and the adaptive method can reduce the sample variance. The author concludes that finer spatial and temporal resolution is necessary in constructing the database for single frequencies but less so for the Ku-/Ka-band difference. The adaptive approach reduces sample standard deviation with a relatively modest computational increase.
- Published
- 2021
56. Tests on μ, Variance Unknown
- Author
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Kacprzyk, Janusz, editor and Buckley, James J.
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- 2006
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57. Comparing two samples
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Dekking, Frederik Michel, Kraaikamp, Cornelis, Lopuhaä, Hendrik Paul, Meester, Ludolf Erwin, Dekking, Frederik Michel, Kraaikamp, Cornelis, Lopuhaä, Hendrik Paul, and Meester, Ludolf Erwin
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- 2005
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58. Test σ 1 2 verses σ 2 2, Normal Populations
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Buckley, James J., Kacprzyk, Janusz, editor, and Buckley, James J.
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- 2004
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59. New estimator for the variances of strata in ranked set sampling
- Author
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Ehsan Zamanzade and M. Mahdizadeh
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0209 industrial biotechnology ,Order statistic ,Estimator ,Sample (statistics) ,02 engineering and technology ,Theoretical Computer Science ,Stratified sampling ,Variable (computer science) ,020901 industrial engineering & automation ,Ranking ,Kernel (statistics) ,Statistics ,0202 electrical engineering, electronic engineering, information engineering ,020201 artificial intelligence & image processing ,Sample variance ,Geometry and Topology ,Software ,Mathematics - Abstract
Ranked set sampling (RSS) utilizes imprecise rankings on the variable of interest in order to draw an informative sample from the target population. The resulting sample, consisting of independent judgment order statistics, resembles a stratified random sample. Estimating the variances of strata is an important problem in RSS. The standard method is based on the sample variance of units in each stratum. A plug-in estimator is also available in the literature that remedies some shortcomings of the standard estimator. We adjust the latter estimator using kernel estimator of the distribution function. The developed estimator is shown to be consistent, and its performance is investigated by means of simulation. It turns out that our proposal can be considerably more efficient than the existing estimators when perfect or nearly perfect ranking holds.
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- 2021
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60. Observing relativistic features in large-scale structure surveys – II. Doppler magnification in an ensemble of relativistic simulations
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Caroline Guandalin, Chris Clarkson, Louis Coates, Julian Adamek, Philip Bull, and University of Zurich
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Physics ,Cosmology and Nongalactic Astrophysics (astro-ph.CO) ,530 Physics ,010308 nuclear & particles physics ,Horizon ,POLARIZAÇÃO (ASTRONOMIA) ,FOS: Physical sciences ,Astronomy and Astrophysics ,Observable ,Lambda-CDM model ,General Relativity and Quantum Cosmology (gr-qc) ,Astrophysics::Cosmology and Extragalactic Astrophysics ,01 natural sciences ,General Relativity and Quantum Cosmology ,Cosmology ,Gravitational potential ,Theoretical physics ,Space and Planetary Science ,10231 Institute for Computational Science ,Light cone ,0103 physical sciences ,Sample variance ,Relativistic quantum chemistry ,010303 astronomy & astrophysics ,Astrophysics - Cosmology and Nongalactic Astrophysics - Abstract
The standard cosmological model is inherently relativistic, and yet a wide range of cosmological observations can be predicted accurately from essentially Newtonian theory. This is not the case on `ultra-large' distance scales, around the cosmic horizon size, however, where relativistic effects can no longer be neglected. In this paper, we present a novel suite of 53 fully relativistic simulations generated using the gevolution code, each covering the full sky out to $z \approx$ 0.85, and approximately 1930 square degrees out to $z \approx$ 3.55. These include a relativistic treatment of massive neutrinos, as well as the gravitational potential that can be used to exactly calculate observables on the past light cone. The simulations are divided into two sets, the first being a set of 39 simulations of the same fiducial cosmology (based on the Euclid Flagship 2 cosmology) with different realisations of the initial conditions, and the second which fixes the initial conditions, but varies each of seven cosmological parameters in turn. Taken together, these simulations allow us to perform statistical studies and calculate derivatives of any relativistic observable with respect to cosmological parameters. As an example application, we compute the cross-correlation between the Doppler magnification term in the convergence, $\kappa_v$, and the CDM+baryon density contrast, $\delta_{\rm cb}$, which arises only in a (special) relativistic treatment. We are able to accurately recover this term as predicted by relativistic perturbation theory, and study its sample variance and derivatives with respect to cosmological parameters., Comment: 9 pages, 6 figures, corresponds to published version
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- 2021
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61. METHOD OF SPECTRAL CLUSTERING OF PAYMENTS AND RAW MATERIALS SUPPLY FOR THE COMPLIANCE AUDIT PLANNING
- Author
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E. E. Fedorov and Т. V. Neskorodieva
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Computer science ,Context (language use) ,General Medicine ,Audit plan ,computer.software_genre ,Spectral clustering ,Medoid ,ComputingMethodologies_PATTERNRECOGNITION ,Outlier ,Pattern recognition (psychology) ,Sample variance ,Data mining ,Cluster analysis ,computer - Abstract
Context. The analytical procedures used in the audit are currently based on data mining techniques. The work solves the problem of increasing the efficiency and effectiveness of analytical audit procedures by clustering based on spectral decomposition. The object of the research is the process of auditing the compliance of payment and supply sequences for raw materials. Objective. The aim of the work is to increase the effectiveness and efficiency of the audit due to the method of spectral clustering of sequences of payment and supply of raw materials while automating procedures for checking their compliance. Method. The vectors of features are generated for the objects of the sequences of payment and supply of raw materials, which are then used in the proposed method. The created method improves the traditional spectral clustering method by automatically determining the number of clusters based on the explained and sample variance rule; automatic determination of the scale parameter based on local scaling (the rule of K-nearest neighbors is used); resistance to noise and random outliers by replacing the k-means method with a modified PAM method, i.e. replacing centroid clustering with medoid clustering. As in the traditional approach, the data can be sparse, and the clusters can have different shapes and sizes. The characteristics of evaluating the quality of spectral clustering are selected. Results. The proposed spectral clustering method was implemented in the MATLAB package. The results obtained made it possible to study the dependence of the parameter values on the quality of clustering. Conclusions. The experiments carried out have confirmed the efficiency of the proposed method and allow us to recommend it for practical use in solving audit problems. Prospects for further research may lie in the creation of intelligent parallel and distributed computer systems for general and special purposes, which use the proposed method for segmentation, machine learning and pattern recognition tasks.
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- 2021
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62. Principal Components Analysis
- Author
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Frieden, B. Roy and Frieden, B. Roy
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- 2001
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63. Hypothesis Testing and Small Sample Sizes
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Wilcox, Rand R. and Wilcox, Rand R.
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- 2001
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64. Upper and lower bounds on the variances of linear combinations of the kth records.
- Author
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Kozyra, Paweł Marcin and Rychlik, Tomasz
- Subjects
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VARIANCES , *STATISTICS , *SAMPLE variance , *COMMON method variance , *LINEAR equations - Abstract
Wedescribe a method of determining upper bounds on the variances of linear combinations of the kth records values from i.i.d. sequences, expressed in terms of variances of parent distributions. We also present conditions for which the bounds are sharp, and those for which the respective lower ones are equal to zero. A special attention is paid to the case of the kth record spacings, i.e. the differences of consecutive kth record values. [ABSTRACT FROM AUTHOR]
- Published
- 2018
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65. Are multiple-trial experiments appropriate for eyewitness identification studies? Accuracy, choosing, and confidence across trials.
- Author
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Mansour, J., Beaudry, J., and Lindsay, R.
- Subjects
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STATISTICAL sampling , *NUMERICAL analysis , *SAMPLE size (Statistics) , *MATHEMATICAL statistics , *SAMPLE variance - Abstract
Eyewitness identification experiments typically involve a single trial: A participant views an event and subsequently makes a lineup decision. As compared to this single-trial paradigm, multiple-trial designs are more efficient, but significantly reduce ecological validity and may affect the strategies that participants use to make lineup decisions. We examined the effects of a number of forensically relevant variables (i.e., memory strength, type of disguise, degree of disguise, and lineup type) on eyewitness accuracy, choosing, and confidence across 12 target-present and 12 target-absent lineup trials ( N = 349; 8,376 lineup decisions). The rates of correct rejections and choosing (across both target-present and target-absent lineups) did not vary across the 24 trials, as reflected by main effects or interactions with trial number. Trial number had a significant but trivial quadratic effect on correct identifications ( OR = 0.99) and interacted significantly, but again trivially, with disguise type ( OR = 1.00). Trial number did not significantly influence participants' confidence in correct identifications, confidence in correct rejections, or confidence in target-absent selections. Thus, multiple-trial designs appear to have minimal effects on eyewitness accuracy, choosing, and confidence. Researchers should thus consider using multiple-trial designs for conducting eyewitness identification experiments. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
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66. A GENERALIZED EFFICIENT RATIO-CUM-PRODUCT ESTIMATOR IN SYSTEMATIC SAMPLING.
- Author
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Pal, Surya K. and Singh, Housila P.
- Subjects
SAMPLING (Process) ,POPULATION ,MEAN square algorithms ,EMPIRICAL research ,SAMPLE variance - Abstract
This paper considers a generalized ratio-cum-product estimator of population mean in systematic sampling using auxiliary information in sample surveys. A large number of estimators of different parameters of the study variables based on auxiliary information can be viewed as a member of suggested class of estimators. The bias and mean squared error of the proposed class of estimator have been obtained under large sample Approximation. Optimum conditions are obtained for which the proposed class of estimators has minimum mean squared error. It has been proved theoretically that the suggested class of estimators at its optimum condition is more different than the regression estimator in systematic sampling. An empirical study is carried out in support of the present study. [ABSTRACT FROM AUTHOR]
- Published
- 2017
67. Sample variance in free probability.
- Author
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Ejsmont, Wiktor and Lehner, Franz
- Subjects
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VARIANCES , *RANDOM variables , *SAMPLE variance , *CUMULANTS , *EXPLICIT instruction , *PROBABILITY theory - Abstract
Let X 1 , X 2 , … , X n denote i.i.d. centered standard normal random variables, then the law of the sample variance Q n = ∑ i = 1 n ( X i − X ‾ ) 2 is the χ 2 -distribution with n − 1 degrees of freedom. It is an open problem in classical probability to characterize all distributions with this property and in particular, whether it characterizes the normal law. In this paper we present a solution of the free analogue of this question and show that the only distributions, whose free sample variance is distributed according to a free χ 2 -distribution, are the semicircle law and more generally so-called odd laws, by which we mean laws with vanishing higher order even cumulants. In the way of proof we derive an explicit formula for the free cumulants of Q n which shows that indeed the odd cumulants do not contribute and which exhibits an interesting connection to the concept of R -cyclicity. [ABSTRACT FROM AUTHOR]
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- 2017
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68. Understanding the degrees of freedom of sample variance by using Microsoft Excel.
- Author
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Ding, Jian‐Hua, Jin, Xian‐Wen, and Shuai, Ling‐Ying
- Subjects
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SAMPLE variance , *MICROSOFT Visual Basic (Computer program language) , *TEACHING , *COMPUTER simulation - Abstract
In this article, the degrees of freedom of the sample variance are simulated by using the Visual Basic for Applications of Microsoft Excel 2010. The simulation file dynamically displays why the sample variance should be calculated by dividing the sum of squared deviations by n-1 rather than n, which is helpful for students to grasp the meaning of degrees of freedom. [ABSTRACT FROM AUTHOR]
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- 2017
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69. Pooled sample testing for Bonamia ostreae: A tale of two SYBR Green real-time PCR assays.
- Author
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Lane, Henry S., Jones, J. Brian, and McDonald, Wendy L.
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VETERINARY parasitology ,POLYMERASE chain reaction ,SAMPLE variance - Abstract
Pooled testing of samples is a common laboratory practice to increase efficiency and reduce expenses. We investigated the efficacy of 2 published SYBR Green real-time PCR assays when used to detect the haplosporidian parasite Bonamia ostreae in pooled samples of infected oyster tissue. Each PCR targets a different gene within the B. ostreae genome: the actin 1 gene or the 18S rRNA gene. Tissue homogenates (150 mg) of the New Zealand flat oyster Ostrea chilensis were spiked with ~1.5 × 10
3 purified B. ostreae cells to create experimental pools of 3, 5, and 10. Ten positive replicates of each pool size were assayed twice with each PCR and at 2 different amounts of DNA template. The PCR targeting the actin 1 gene was unable to reproducibly detect B. ostreae in any pool size. Conversely, the 18S rRNA gene PCR could reproducibly detect B. ostreae in pools of up to 5. Using a general linear model, there was a significant difference in the number of pools that correctly detected B. ostreae between each PCR (p < 0.01) and each pool size (p < 0.01). It is likely that the single copy actin 1 gene is more likely to be diluted and not detected by pooling than the multi-copy 18S rRNA gene. Our study highlights that validation data are necessary for pooled sample testing because detection efficacy may not be comparable to individual sample testing. [ABSTRACT FROM AUTHOR]- Published
- 2017
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70. An innovative sampling scheme for resubmitted lots by attributes.
- Author
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Chiang, Jyun-You, Zhu, Jianping, Tsai, Tzong-Ru, Lio, Y., and Jiang, Nan
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SAMPLING (Process) , *STATISTICAL sampling , *MATHEMATICAL statistics , *SAMPLE variance , *EXPERIMENTAL design - Abstract
Govindaraju and Ganesalingam (Govindaraju and Ganesalingam in Commun Stat-Simul Comput 26(3)1163-1176, 1997) proposed a single-sampling plan for resubmitted lots, referred as resubmitted single-sampling plan (RSSP). This study introduces an innovative sampling scheme for refining the performance of RSSP, and we denote the new resubmitted single-sampling plan by NRSSP. The NRSSP incorporates all information in the sequence of the numbers of defective products from testing all resubmitted lots to make lot acceptance decision. Moreover, a sufficient condition such that three competitive optimisation procedures reach identical resampling plan is determined. Compared with the RSSP, the NRSSP is more powerful to reach a lot acceptance decision. The NRSSPs are established for three real examples to minimise the average sampling number function and a total cost function and to meet the specific risks of producer and consumer, respectively. Moreover, the performance of the NRSSP is compared with the repetitive-sampling plan and double-sampling plan. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
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71. Improvement over variance estimation using auxiliary information in sample surveys.
- Author
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Singh, Housila P. and Pal, Surya K.
- Subjects
- *
SAMPLE variance , *STATISTICAL sampling , *APPROXIMATION theory , *NUMERICAL analysis , *RESEARCH bias - Abstract
This paper addresses the problem of estimating the population varianceS2yof the study variableyusing auxiliary information in sample surveys. We have suggested a class of estimators of the population varianceS2yof the study variableywhen the population varianceS2xof the auxiliary variablexis known. Asymptotic expressions of bias and mean squared error (MSE) of the proposed class of estimators have been obtained. Asymptotic optimum estimators in the proposed class of estimators have also been identified along with its MSE formula. A comparison has been provided. We have further provided the double sampling version of the proposed class of estimators. The properties of the double sampling version have been provided under large sample approximation. In addition, we support the present study with aid of a numerical illustration. [ABSTRACT FROM AUTHOR]
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- 2017
- Full Text
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72. Optimal designs of multivariate synthetic |S| control chart based on median run length.
- Author
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Lee, Ming Ha and Khoo, Michael B. C.
- Subjects
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OPTIMAL designs (Statistics) , *MULTIVARIATE analysis , *SAMPLE variance , *GAUSSIAN distribution , *COVARIANCE matrices - Abstract
The multivariate synthetic generalized sample variance |S| (synthetic |S|) chart is a combination of the |S| sub-chart and the conforming run length sub-chart. A procedure for optimal designs of the synthetic |S| chart, based on the median run length (MRL), for both zero and steady-state modes are provided by minimizing the out-of-control MRL. The comparative results show that the synthetic |S| chart performs better than the standard |S| chart for detecting shifts in the covariance matrix of a multivariate normally distributed process, in terms of the MRL. An example is given to illustrate the operation of the synthetic |S| chart. [ABSTRACT FROM AUTHOR]
- Published
- 2017
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73. Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors.
- Author
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Kang, Sang, Lee, Woo, and Kim, Yongku
- Subjects
- *
BAYESIAN analysis , *DIVERGENCE theorem , *CONFIDENCE intervals , *SAMPLE variance , *ARITHMETIC mean - Abstract
This paper considers the problem of testing on the common mean of several normal distributions. We propose a solution based on a Bayesian model selection procedure in which no subjective input is considered. We construct the proper priors for testing hypotheses about the common mean based on measures of divergence between competing models. This method is called the divergence-based priors (Bayarri and García-Donato in J R Stat Soc B 70:981-1003, 2008). The behavior of the Bayes factors based DB priors is compared with the fractional Bayes factor in a simulation study and compared with the existing tests in two real examples. [ABSTRACT FROM AUTHOR]
- Published
- 2017
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74. CARPool: fast, accurate computation of large-scale structure statistics by pairing costly and cheap cosmological simulations
- Author
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Yashar Akrami, Nicolas Chartier, Benjamin D. Wandelt, Francisco Villaescusa-Navarro, Astrophysique, Laboratoire de physique de l'ENS - ENS Paris (LPENS), Centre National de la Recherche Scientifique (CNRS)-Université de Paris (UP)-Sorbonne Université (SU)-École normale supérieure - Paris (ENS Paris), Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Centre National de la Recherche Scientifique (CNRS)-Université de Paris (UP)-Sorbonne Université (SU)-École normale supérieure - Paris (ENS Paris), Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), Institut d'Astrophysique de Paris (IAP), Institut national des sciences de l'Univers (INSU - CNRS)-Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'Etude du Rayonnement et de la Matière en Astrophysique (LERMA (UMR_8112)), Sorbonne Université (SU)-Institut national des sciences de l'Univers (INSU - CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université de Cergy Pontoise (UCP), Université Paris-Seine-Université Paris-Seine-Observatoire de Paris, Laboratoire de physique de l'ENS - ENS Paris (LPENS (UMR_8023)), École normale supérieure - Paris (ENS Paris), Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université de Paris (UP)-École normale supérieure - Paris (ENS Paris), and Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Sorbonne Université (SU)-Centre National de la Recherche Scientifique (CNRS)-Université de Paris (UP)
- Subjects
Cosmology and Nongalactic Astrophysics (astro-ph.CO) ,FOS: Physical sciences ,software: simulations ,Probability density function ,General Relativity and Quantum Cosmology (gr-qc) ,Approx ,01 natural sciences ,General Relativity and Quantum Cosmology ,Carpool ,0103 physical sciences ,Statistics ,Sample variance ,[PHYS.PHYS.PHYS-INS-DET]Physics [physics]/Physics [physics]/Instrumentation and Detectors [physics.ins-det] ,Instrumentation and Methods for Astrophysics (astro-ph.IM) ,010303 astronomy & astrophysics ,Physics ,methods: statistical ,010308 nuclear & particles physics ,Matter power spectrum ,Astronomy and Astrophysics ,cosmology: large-scale structure of Universe ,Space and Planetary Science ,[PHYS.GRQC]Physics [physics]/General Relativity and Quantum Cosmology [gr-qc] ,Errors-in-variables models ,Variance reduction ,Astrophysics - Instrumentation and Methods for Astrophysics ,[PHYS.ASTR]Physics [physics]/Astrophysics [astro-ph] ,Bispectrum ,Astrophysics - Cosmology and Nongalactic Astrophysics - Abstract
To exploit the power of next-generation large-scale structure surveys, ensembles of numerical simulations are necessary to give accurate theoretical predictions of the statistics of observables. High-fidelity simulations come at a towering computational cost. Therefore, approximate but fast simulations, surrogates, are widely used to gain speed at the price of introducing model error. We propose a general method that exploits the correlation between simulations and surrogates to compute fast, reduced-variance statistics of large-scale structure observables without model error at the cost of only a few simulations. We call this approach Convergence Acceleration by Regression and Pooling (CARPool). In numerical experiments with intentionally minimal tuning, we apply CARPool to a handful of GADGET-III $N$-body simulations paired with surrogates computed using COmoving Lagrangian Acceleration (COLA). We find $\sim 100$-fold variance reduction even in the non-linear regime, up to $k_\mathrm{max} \approx 1.2$ $h {\rm Mpc^{-1}}$ for the matter power spectrum. CARPool realises similar improvements for the matter bispectrum. In the nearly linear regime CARPool attains far larger sample variance reductions. By comparing to the 15,000 simulations from the Quijote suite, we verify that the CARPool estimates are unbiased, as guaranteed by construction, even though the surrogate misses the simulation truth by up to $60\%$ at high $k$. Furthermore, even with a fully configuration-space statistic like the non-linear matter density probability density function, CARPool achieves unbiased variance reduction factors of up to $\sim 10$, without any further tuning. Conversely, CARPool can be used to remove model error from ensembles of fast surrogates by combining them with a few high-accuracy simulations., Comment: 18 pages, 18 figures. v2: Improved and published version; references and discussions added, typos fixed, slight visual modifications of some figures
- Published
- 2021
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75. Risk-Aware Multi-Armed Bandits With Refined Upper Confidence Bounds
- Author
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Xingchi Liu, Sangarapillai Lambotharan, Mahsa Derakhshani, and Mihaela van der Schaar
- Subjects
Computer Science::Machine Learning ,Mathematical optimization ,Applied Mathematics ,Gaussian ,Asymptotic distribution ,020206 networking & telecommunications ,Regret ,02 engineering and technology ,Variance (accounting) ,symbols.namesake ,Signal Processing ,Metric (mathematics) ,0202 electrical engineering, electronic engineering, information engineering ,symbols ,Sample variance ,Electrical and Electronic Engineering ,Concentration inequality ,Random variable ,Mathematics - Abstract
The classical multi-armed bandit (MAB) framework studies the exploration-exploitation dilemma of the decision-making problem and always treats the arm with the highest expected reward as the optimal choice. However, in some applications, an arm with a high expected reward can be risky to play if the variance is high. Hence, the variation of the reward should be considered to make the arm-selection process risk-aware. In this letter, the mean-variance metric is investigated to measure the uncertainty of the received rewards. We first study a risk-aware MAB problem when the reward follows a Gaussian distribution, and a concentration inequality on the variance is developed to design a Gaussian risk aware-upper confidence bound algorithm. Furthermore, we extend this algorithm to a novel asymptotic risk aware-upper confidence bound algorithm by developing an upper confidence bound of the variance based on the asymptotic distribution of the sample variance. Theoretical analysis proves that both proposed algorithms achieve the $\mathcal {O}(\log (T))$ regret. Finally, numerical results demonstrate that our algorithms outperform several risk-aware MAB algorithms.
- Published
- 2021
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76. Link Resource Allocation Strategy Based on Age of Information and Sample Extrusion Awareness in Dynamic Channels
- Author
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Hengzhou Ye, Wei Hao, and Fengyi Huang
- Subjects
General Computer Science ,dynamic channel ,Computer science ,Node (networking) ,Distributed computing ,sample extrusion ,General Engineering ,Sample (statistics) ,Dynamic priority scheduling ,Age of information ,TK1-9971 ,Scheduling (computing) ,preemptive ,Transmission Time Interval ,Resource allocation ,General Materials Science ,Sample variance ,Electrical engineering. Electronics. Nuclear engineering ,Online algorithm - Abstract
As an emerging measure of data freshness, the age of information (AoI) is receiving extensive attention. Many methods using AoI have been proposed for communication scheduling in the Internet of Things (IoT). However, most of them are aimed at constant channel conditions in the ideal state, and the utilization of link resources is not sufficient. In addition, only the optimization of AoI is considered, without considering whether the sample is extruded. Sample extrusion refers to the scenario in which the transmission of the remaining untransmitted sample of the source node cannot be completed within the transmission time interval (TTI) before the arrival of the new sampling period of the source node. Thus, sample extrusion is a phenomenon that occurs when the new sample arrives while the old sample has not yet been completely transmitted. This scenario has a serious impact on delay-sensitive IoT applications. Therefore, under dynamic channel conditions and limited link resources, this paper establishes two mathematical models for AoI and sample extrusion. The influence of the scheduling algorithm on these two target values is analyzed and proven. Based on a greedy strategy, we propose a preemptive online algorithm for link resource allocation that considers two objectives: to give full play to the value of link resources and to minimize sample extrusion. The simulation results show that the proposed strategy can achieve better comprehensive performance in both scenarios where the sample variance between source nodes is small or large.
- Published
- 2021
- Full Text
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77. An insight on VMD for diagnosing wind turbine blade faults using C4.5 as feature selection and discriminating through multilayer perceptron
- Author
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G. Deenadayalan, R. Sathish Kumar, A. Joshuva, S. Sivakumar, and R. Vishnuvardhan
- Subjects
Turbine blade ,Computer science ,020209 energy ,Feature extraction ,Multilayer perceptron (MLP) ,Feature selection ,02 engineering and technology ,01 natural sciences ,Standard deviation ,010305 fluids & plasmas ,law.invention ,Vibration signals ,law ,0103 physical sciences ,0202 electrical engineering, electronic engineering, information engineering ,Sample variance ,Fault diagnosis ,business.industry ,Decision tree learning ,High Energy Physics::Phenomenology ,General Engineering ,Pattern recognition ,Engineering (General). Civil engineering (General) ,Wind turbine blade ,Variational mode decomposition (VMD) ,Multilayer perceptron ,Kurtosis ,Artificial intelligence ,TA1-2040 ,business - Abstract
This paper presents a pioneer study of identifying the wind turbine blade condition based on its vibration pattern. The study used variational mode decomposition (VMD) for signal pre-processing. VMD is an adaptive signal decomposition technique, which can non-recursively decompose a multi-component signal into a number of quasi-orthogonal intrinsic mode functions. This new tool is based on a solid mathematical foundation and can obtain a well-defined time–frequency representation. The main advantage of VMD is, there is no residual noise in the modes and it can avoid redundant modes. Thus, VMD provides a noise-free fault signal for classification. Initially, the obtained vibration data are pre-processed using VMD and then the descriptive statistical features like mean, standard deviation, sample variance, and kurtosis were extracted. After the feature extraction, the dominant features were selected using the C4.5 decision tree algorithm. In this study, multilayer perceptron (MLP) was used for fault classification (blade bend, blade crack, erosion, hub-blade loose connection, and pitch angle twist). Then a comparative study was made with MLP without VMD and MLP with VMD to suggest a better model. From the results, the maximum classification accuracy of 87% was obtained for MLP with VMD when compared to MLP without VMD (76.83%).
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- 2020
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78. THE SOIL MOISTURE RETENTION PATTERN OF SOME SELECTED OF ORGANIC MEDIA UNDER A GREENHOUSE STRUCTURE
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S. Maikano, A. Dare, N. E. Onwuegbunam, and E. J. Zakka
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Irrigation ,Moisture ,Agronomy ,visual_art ,Loam ,visual_art.visual_art_medium ,Environmental science ,Sample variance ,Drip irrigation ,Sawdust ,Husk ,Water content - Abstract
This research aimed to investigate the soil moisture retention of some selected organic media for growing cucumber plant. The experiment was conducted in a greenhouse structure and moisture content of each of the organic media was determined by a calibrated moisture meter, which was taken before and after the irrigation. The water application was uniform, using a drip irrigation kit for potted system with a capacity of 75cl storage each for the treatments. The pH values of each of the organic media used shows moderate alkalinity. The mean and sample variance of the moisture retention pattern for each of the media gave; saw dust (3.61, 0.073), maize husk (3.41, 0.044), rice husk (3.92, 0.034), eucalyptus leaves (3.27, 0.021), sawdust + soil (2.76, 0.0416), maize husk + soil (2.94, 0.153), rice husk + soil (3.88, 0.069), eucalyptus leaves + soil (2.76, 0.041), eucalyptus leaves + soil unsterilized (3.77, 0.074), and sandy loamy (23.345, 0.009). Moisture retention pattern of the selected media show high moisture retention in sandy loam while other media show a low moisture retention in approximately ratio 6:1, the sample variance shows small variance indicating how the data point spread out. It can be assumed that low retention could be as a result of the presence of fibre or coarse particles given room for large pore spaces that allows easy moisture drain from the organic media. It can also be deduced from the results that maize husk is least suitable for growing purposes because of unsteady moisture retention pattern.
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- 2020
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79. Finite sample variance estimation for optimal dynamic treatment regimes of survival outcomes
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Erica E. M. Moodie, Robert W. Platt, Jagtar S. Nijjar, and Gabrielle Simoneau
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Statistics and Probability ,Estimation ,Statistics::Theory ,Epidemiology ,Estimator ,Accelerated failure time model ,01 natural sciences ,Confidence interval ,010104 statistics & probability ,03 medical and health sciences ,Delta method ,Dynamic treatment regime ,0302 clinical medicine ,Research Design ,Statistics ,Survival modeling ,Humans ,Sample variance ,030212 general & internal medicine ,0101 mathematics ,Mathematics - Abstract
Deriving valid confidence intervals for complex estimators is a challenging task in practice. Estimators of dynamic weighted survival modeling (DWSurv), a method to estimate an optimal dynamic treatment regime of censored outcomes, are asymptotically normal and consistent for their target parameters when at least a subset of the nuisance models is correctly specified. However, their behavior in finite samples and the impact of model misspecification on inferences remain unclear. In addition, the estimators' nonregularity may negatively affect the inferences under some specific data generating mechanisms. Our objective was to compare five methods, two asymptotic variance formulas (adjusting or not for the estimation of nuisance parameters) to three bootstrap approaches, to construct confidence intervals for the DWSurv parameters in finite samples. Via simulations, we considered practical scenarios, for example, when some nuisance models are misspecified or when nonregularity is problematic. We also compared the five methods in an application about the treatment of rheumatoid arthritis. We found that the bootstrap approaches performed consistently well at the cost of longer computational times. The asymptotic variance with adjustments generally yielded conservative confidence intervals. The asymptotic variance without adjustments yielded nominal coverages for large sample sizes. We recommend using the asymptotic variance with adjustments in small samples and the bootstrap if computationally feasible. Caution should be taken when nonregularity may be an issue.
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- 2020
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80. Propagating sample variance uncertainties in redshift calibration: simulations, theory, and application to the COSMOS2015 data
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Marco Raveri, C. Sánchez, Gary Bernstein, and A. Alarcon
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cosmology: Observations ,Physics ,Cosmology and Nongalactic Astrophysics (astro-ph.CO) ,Calibration (statistics) ,Shot noise ,FOS: Physical sciences ,Astronomy and Astrophysics ,Sample (statistics) ,Astrophysics::Cosmology and Extragalactic Astrophysics ,Galaxy ,Redshift ,galaxies: Distances and redshifts ,galaxies: Photometry ,surveys ,Space and Planetary Science ,Poisson sampling ,Sample variance ,Statistical physics ,Astrophysics - Instrumentation and Methods for Astrophysics ,Instrumentation and Methods for Astrophysics (astro-ph.IM) ,Weak gravitational lensing ,Astrophysics - Cosmology and Nongalactic Astrophysics - Abstract
Cosmological analyses of galaxy surveys rely on knowledge of the redshift distribution of their galaxy sample. This is usually derived from a spectroscopic and/or many-band photometric calibrator survey of a small patch of sky. The uncertainties in the redshift distribution of the calibrator sample include a contribution from shot noise, or Poisson sampling errors, but, given the small volume they probe, they are dominated by sample variance introduced by large-scale structures. Redshift uncertainties have been shown to constitute one of the leading contributions to systematic uncertainties in cosmological inferences from weak lensing and galaxy clustering, and hence they must be propagated through the analyses. In this work, we study the effects of sample variance on small-area redshift surveys, from theory to simulations to the COSMOS2015 data set. We present a three-step Dirichlet method of resampling a given survey-based redshift calibration distribution to enable the propagation of both shot noise and sample variance uncertainties. The method can accommodate different levels of prior confidence on different redshift sources. This method can be applied to any calibration sample with known redshifts and phenotypes (i.e. cells in a self-organizing map, or some other way of discretizing photometric space), and provides a simple way of propagating prior redshift uncertainties into cosmological analyses. As a worked example, we apply the full scheme to the COSMOS2015 data set, for which we also present a new, principled SOM algorithm designed to handle noisy photometric data. We make available a catalog of the resulting resamplings of the COSMOS2015 galaxies., Comment: 18 pages, 16 figures. Comments welcome
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- 2020
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81. An estimator of the Opportunity for Selection that is independent of mean fitness
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Robin S. Waples
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0106 biological sciences ,0301 basic medicine ,Reproductive success ,Null model ,Estimator ,Sample (statistics) ,Variance (accounting) ,Biology ,Expected value ,Models, Biological ,010603 evolutionary biology ,01 natural sciences ,03 medical and health sciences ,030104 developmental biology ,Statistics ,ComputingMethodologies_DOCUMENTANDTEXTPROCESSING ,Range (statistics) ,Genetics ,Sample variance ,Genetic Fitness ,Selection, Genetic ,General Agricultural and Biological Sciences ,Ecology, Evolution, Behavior and Systematics ,Selection (genetic algorithm) ,Mathematics - Abstract
Variation among individuals in number of offspring (fitness, k) sets an upper limit to the evolutionary response to selection. This constraint is quantified by Crow’s Opportunity for Selection (I), which is the variance in relative fitness . Crow’s I has been widely used but remains controversial because it depends on mean offspring number in a sample . Here I used a generalized Wright-Fisher model that allows for unequal probabilities of producing offspring to evaluate behavior of Crow’s I and related indices under a wide range of sampling scenarios. Analytical and numerical results are congruent and show that rescaling the sample variance to its expected value at a fixed removes dependence of I on mean offspring number, but the result still depends on choice of . A new index is introduced, , which makes Î independent of sample without the need for variance rescaling. ΔI has a straightforward interpretation as the component of variance in relative fitness that exceeds that expected under a null model of random reproductive success. ΔI can be used to directly compare estimates of the Opportunity for Selection for samples from different studies, different sexes, and different life stages.
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- 2020
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82. Distributionally Robust Counterfactual Risk Minimization
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Louis Faury, Ugo Tanielian, Elvis Dohmatob, Flavian Vasile, Elena Smirnova, and Faury, Louis
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FOS: Computer and information sciences ,[INFO.INFO-AI] Computer Science [cs]/Artificial Intelligence [cs.AI] ,Counterfactual thinking ,Computer Science - Machine Learning ,Mathematical optimization ,Computer science ,Robust optimization ,Estimator ,Machine Learning (stat.ML) ,General Medicine ,Machine Learning (cs.LG) ,Statistics - Machine Learning ,Benchmark (computing) ,Relevance (information retrieval) ,Sample variance ,Minification ,Divergence (statistics) ,[MATH.MATH-ST] Mathematics [math]/Statistics [math.ST] - Abstract
This manuscript introduces the idea of using Distributionally Robust Optimization (DRO) for the Counterfactual Risk Minimization (CRM) problem. Tapping into a rich existing literature, we show that DRO is a principled tool for counterfactual decision making. We also show that well-established solutions to the CRM problem like sample variance penalization schemes are special instances of a more general DRO problem. In this unifying framework, a variety of distributionally robust counterfactual risk estimators can be constructed using various probability distances and divergences as uncertainty measures. We propose the use of Kullback-Leibler divergence as an alternative way to model uncertainty in CRM and derive a new robust counterfactual objective. In our experiments, we show that this approach outperforms the state-of-the-art on four benchmark datasets, validating the relevance of using other uncertainty measures in practical applications., Comment: Accepted at AAAI20
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- 2020
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83. A Test of "A Model for Integrating Sampling Objectives in Auditing"
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HUBBARD, THOMAS D. and STRAWSER, ROBERT H.
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AUDITING -- Statistical methods ,STATISTICAL sampling ,SAMPLE variance ,AUDITING policies - Abstract
This article presents a commentary on two previously published articles by authors Yuji Ijiri and Robert S. Kaplan that discussed a model for the integration of some possible sampling objectives of external auditors. According to Ijiri and Kaplan the auditor's objectives in sampling seem to be much broader than those aimed at in representative sampling. They refer to three additional objectives: corrective sampling, protective sampling, and preventive sampling. The commentators conducted a survey to assess the support of auditors and the objectives suggested by Ijiri and Kaplan. The survey indicated that auditors are not always fully conscious of the diverse objectives that might be achieved by the use of an audit sampling plan.
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- 1972
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84. Standard Deviation
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Hausner, Melvin and Hausner, Melvin
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- 1995
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85. The equivalence of two approaches to incorporating variance uncertainty in sample size calculations for linear statistical models.
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Shieh, Gwowen
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- *
MATHEMATICAL equivalence , *VARIANCES , *UNCERTAINTY (Information theory) , *SAMPLE size (Statistics) , *STATISTICAL models - Abstract
Sample size determination is one of the most commonly encountered tasks in the design of every applied research. The general guideline suggests that a pilot study can offer plausible planning values for the vital model characteristics. This article examines two viable approaches to taking into account the imprecision of a variance estimate in sample size calculations for linear statistical models. The multiplier procedure employs an adjusted sample variance in the form of a multiple of the observed sample variance. The Bayesian method accommodates the uncertainty of a sample variance through a prior distribution. It is shown that the two seemingly distinct techniques are equivalent for sample size determination under the designated assurance requirements that the actual power exceeds the planned threshold with a given tolerance probability, or the expected power attains the desired level. The selection of optimum pilot sample size for minimizing the expected total cost is also considered. [ABSTRACT FROM AUTHOR]
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- 2017
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86. Assessment of Uncertainty in High Frequency Data: The Observed Asymptotic Variance.
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Mykland, Per A. and Zhang, Lan
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ECONOMETRICS ,DATA analysis ,VARIANCES ,PRICE variance ,SAMPLE variance - Abstract
The availability of high frequency financial data has generated a series of estimators based on intra-day data, improving the quality of large areas of financial econometrics. However, estimating the standard error of these estimators is often challenging. The root of the problem is that traditionally, standard errors rely on estimating a theoretically derived asymptotic variance, and often this asymptotic variance involves substantially more complex quantities than the original parameter to be estimated. Standard errors are important: they are used to assess the precision of estimators in the form of confidence intervals, to create 'feasible statistics' for testing, to build forecasting models based on, say, daily estimates, and also to optimize the tuning parameters. The contribution of this paper is to provide an alternative and general solution to this problem, which we call Observed Asymptotic Variance. It is a general nonparametric method for assessing asymptotic variance (AVAR). It provides consistent estimators of AVAR for a broad class of integrated parameters Θ = ∫ θ
t d t, where the spot parameter process θ can be a general semimartingale, with continuous and jump components. The observed AVAR is implemented with the help of a two-scales method. Its construction works well in the presence of microstructure noise, and when the observation times are irregular or asynchronous in the multivariate case. The methodology is valid for a wide variety of estimators, including the standard ones for variance and covariance, and also for more complex estimators, such as, of leverage effects, high frequency betas, and semivariance. [ABSTRACT FROM AUTHOR]- Published
- 2017
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87. Spectrum sensing algorithm based on sample variance in multi-antenna cognitive radio systems.
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Ren, Xiaoyue and Chen, Changxing
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COGNITIVE radio , *SAMPLE variance , *MIMO systems , *MONTE Carlo method , *ADDITIVE white Gaussian noise - Abstract
The most significant feature that cognitive radio systems must include in order to operate properly is spectrum sensing. In this paper, we investigate the problem of designing accurate and efficient spectrum sensing algorithms in multi-antenna cognitive radio systems. Existing algorithms require an excessive number of sampling points to achieve the desired detection performance, and we address this issue by proposing a spectrum sensing algorithm based on sample variance that requires significantly fewer sampling points in multiple input multiple output (MIMO) scenarios. The proposed method uses the row vector of the sampling covariance matrix as the sample, and then uses the sample variance to construct the detection statistics. The judgment threshold is derived according to the false alarm probability. This algorithm makes full use of the relational structure of the signal, which allows it to reduce the number of sampling points while simultaneously enhancing the detection ability. Compared with existing algorithms, the proposed algorithm is more accurate and efficient. The superior performance of the proposed algorithm is demonstrated by Monte Carlo simulations in both Rayleigh and additive white Gaussian noise (AWGN) channels. These simulation results also show that the proposed algorithm has wider applicability than existing algorithms. [ABSTRACT FROM AUTHOR]
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- 2016
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88. Balanced k -nearest neighbour imputation.
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Hasler, Caren and Tillé, Yves
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STATISTICAL matching , *K-nearest neighbor classification , *SAMPLING (Process) , *CALIBRATION , *SAMPLE variance - Abstract
Random imputation is an interesting class of imputation methods to handle item nonresponse because it tends to preserve the distribution of the imputed variable. However, such methods amplify the total variance of the estimators because values are imputed at random. This increase in variance is called imputation variance. In this paper, we propose a new random hot-deck imputation method that is based on thek-nearest neighbour methodology. It replaces the missing value of a unit with the observed value of a similar unit. Calibration and balanced sampling are applied to minimize the imputation variance. Moreover, our proposed method provides triple protection against nonresponse bias. This means that if at least one out of three specified models holds, then the resulting total estimator is unbiased. Finally, our approach allows the user to perform consistency edits and to impute simultaneously. [ABSTRACT FROM AUTHOR]
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- 2016
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89. A HIGH ENTROPY PROCEDURE FOR UNEQUAL PROBABILITY SAMPLING.
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Ahmad, Aftab and Hanif, Muhammad
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- *
ENTROPY , *POPULATION statistics , *PROBABILITY theory , *ESTIMATION theory , *STATISTICAL sampling , *SAMPLE variance - Abstract
In survey sampling we select a random sample according to some specified random fashion. We focused to apply innovative approach of maximum entropy sampling to develop a new easily executable procedure to determine the probability function in unequal probability sampling and it needs no iteration to compute inclusion probabilities of any order. The empirical comparison of this procedure shows that Horvitz & Thompson (1952) population total estimate has high entropy and lower variance than that of the Yates and Grundy (1953), Brewer (1963) and Prabhu and Ajgankar (1982) selection procedures. [ABSTRACT FROM AUTHOR]
- Published
- 2016
90. The Performance of a Robust Multistage Estimator in Nonlinear Regression with Heteroscedastic Errors.
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Riazoshams, Hossein and Midi, Habshah BT.
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- *
NONLINEAR regression , *HETEROSCEDASTICITY , *PARAMETRIC equations , *CHI-square distribution , *SAMPLE variance - Abstract
In this article, a robust multistage parameter estimator is proposed for nonlinear regression with heteroscedastic variance, where the residual variances are considered as a general parametric function of predictors. The motivation is based on considering the chi-square distribution for the calculated sample variance of the data. It is shown that outliers that are influential in nonlinear regression parameter estimates are not necessarily influential in calculating the sample variance. This matter persuades us, not only to robustify the estimate of the parameters of the models for both the regression function and the variance, but also to replace the sample variance of the data by a robust scale estimate. [ABSTRACT FROM AUTHOR]
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- 2016
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91. Piecewise-continuous observers for linear systems with sampled and delayed output.
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Wang, H.P., Tian, Y., and Christov, N.
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- *
PIECEWISE constant approximation , *MEASUREMENT-model comparison , *LINEAR systems , *SAMPLE variance , *HYBRID systems - Abstract
The paper presents a new class of state observers for linear systems with sampled and delayed output measurements. These observers are derived using the theory of a particular class of hybrid systems called piecewise-continuous systems, and can be easily implemented. The performances of the piecewise-continuous observers are compared with the performances of state observers designed using the Lyapunov–Krasovskii techniques. A piecewise-continuous observer is designed and implemented to an experimental visual servoing platform. [ABSTRACT FROM AUTHOR]
- Published
- 2016
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92. On the Comparison of the Interval Estimation of the Pareto Parameter under Simple Random Sampling and Ranked Set Sampling Techniques.
- Author
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Aissa, Aissa Omar, Ibrahim, Kamarulzaman, Dayyeh, Walid Abu, and Wan Zin, Wan Zawiah
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- *
PARETO distribution , *CONFIDENCE intervals , *PROBABILITY theory , *SAMPLING methods , *SAMPLE variance - Abstract
Ranked set sampling (RSS) is recognized as a useful sampling scheme for improving the precision of the parameter estimates and increasing the efficiency of estimation. This type of scheme is appropriate when the variable of interest is expensive or time consuming to be quantified, but easy and cheap to be ranked. In this study, the estimation of the shape parameter of the Pareto distribution of the first type when the scale is known is studied for the data that are gathered under simple random sampling (SRS), RSS, and selective order statistics based on the maximum (SORSS(max)). The confidence intervals for the shape parameter of Pareto distribution under the sampling techniques considered are determined. A simulation study is carried out to compare the confidence intervals in terms of coverage probabilities (CPs) and expected lengths (ELs). When the coverage probabilities and expected lengths for the confidence intervals of the shape parameter of Pareto distribution determined based on the different sampling methods are compared, the coverage probabilities and expected lengths are found to be more precise under RSS as opposed to SRS. In particular, it is found that the coverage probabilities under SORSS(max) is closest to the nominal value of 0.95. [ABSTRACT FROM AUTHOR]
- Published
- 2015
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93. Introduction to Statistical Methods: Estimating the Mean, Median, Variance, S/N, and Simple Probability
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Frieden, B. Roy, Huang, Thomas S., editor, Kohonen, Teuvo, editor, Schroeder, Manfred R., editor, Lotsch, Helmut K. V., editor, and Frieden, B. Roy
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- 1991
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94. Principal Components Analysis
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Frieden, B. Roy, Huang, Thomas S., editor, Kohonen, Teuvo, editor, Schroeder, Manfred R., editor, Lotsch, Helmut K. V., editor, and Frieden, B. Roy
- Published
- 1991
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95. The controlling factors of the karst water hydrochemistry in a karst basin of southwestern China
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Junling Han, Xian Li, Fang Tong, Longcang Shu, Wenyu Shu, Yixian Wang, Delong Li, Yanqiao Wang, and Jinmei Wen
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Hydrology ,Global and Planetary Change ,geography ,geography.geographical_feature_category ,Landform ,Sinkhole ,Soil Science ,Geology ,Aquifer ,Structural basin ,Karst ,Pollution ,Spatial heterogeneity ,Environmental Chemistry ,Carbonate rock ,Environmental science ,Sample variance ,Earth-Surface Processes ,Water Science and Technology - Abstract
The Karst aquifers are usually characterized by high spatial heterogeneity in the humid tropics and subtropics, evidenced by specific landforms features (e.g., heavily fractured outcrops, sinkholes, etc.) and complex subterranean conduit networks. The marked high heterogeneity leads to the temporal–spatial variability of hydrological and hydro-chemical processes, making its environments extremely vulnerable to natural and anthropogenic hazards. The complicated temporal–spatial variability of hydrochemistry in karst systems depends on several underlying factors which influence the hydro-chemical processes. Investigating the factors of the karst water hydrochemistry variability is necessary to understand the hydro-chemical processes and mitigate natural and anthropogenic hazards for ensuring the sustainability of karst water resources. In this paper, an attempt is made to couple geostatistical and geochemical analysis to extract the underlying controlling factors and effective information about the geochemical evolution behave of karst water in Houzhai karst area, southwestern China. Factor analysis was performed to obtain significant statistical relationship of the hydrochemistry variation in the Houzhai karst basin. The ordinary kriging method was applied to the factor scores to investigate the contributions of factors on different regions. The results of the factor analysis indicated four principal factors which explained > 81.678% of the total sample variance: (1) the dilution effect by rainfall; (2) the dissolution effect dominated by calcite; (3) the human agricultural activities effect; (4) the migration of dissolved components under the control of alkaline environments in karst water. It revealed that the dilution effect was more significant (36.579%) than the dissolution effect (22.036%) and human agricultural activities effect (14.596%). These factors made more significant difference of contributions on the karst area in the dry periods than in the rainy periods. The dilution process by rainfall and the dissolution process of carbonate rock had a great influence on the upstream area whereas the human agricultural activities played important roles in the middle-stream area, especially in the dry periods. This integrated approach which combine factor analysis with kriging method is effective in the identification and interpretation of factors related to the variability of hydrochemistry, as well as the contributions of these factors on space and time.
- Published
- 2021
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96. Joint analyses of 2D CMB lensing and 3D galaxy clustering in the spherical Fourier-Bessel basis
- Author
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Yucheng Zhang, Anthony R. Pullen, and Abhishek S. Maniyar
- Subjects
Physics ,Cosmology and Nongalactic Astrophysics (astro-ph.CO) ,Cold dark matter ,Cosmic microwave background ,FOS: Physical sciences ,Sigma ,Spherical harmonics ,Astrophysics::Cosmology and Extragalactic Astrophysics ,Astrophysics ,Galaxy ,symbols.namesake ,symbols ,Exponent ,Sample variance ,Bessel function ,Astrophysics - Cosmology and Nongalactic Astrophysics - Abstract
Cross-correlating cosmic microwave background (CMB) lensing and galaxy clustering has been shown to greatly improve the constraints on the local primordial non-Gaussianity (PNG) parameter $f_{\rm NL}$ by reducing sample variance and also parameter degeneracies. To model the full use of the 3D information of galaxy clustering, we forecast $f_{\rm NL}$ measurements using the decomposition in the spherical Fourier-Bessel (SFB) basis, which can be naturally cross-correlated with 2D CMB lensing in spherical harmonics. In the meantime, such a decomposition would also enable us to constrain the growth rate of structure, a probe of gravity, through the redshift-space distortion (RSD). As a comparison, we also consider the tomographic spherical harmonic (TSH) analysis of galaxy samples with different bin sizes. Assuming galaxy samples that mimic a few future surveys, we perform Fisher forecasts using linear modes for $f_{\rm NL}$ and the growth rate exponent $\gamma$, marginalized over standard $\Lambda$ cold dark matter ($\Lambda$CDM) cosmological parameters and two nuisance parameters that account for clustering bias and magnification bias. Compared to TSH analysis using only one bin, SFB analysis could improve $\sigma(f_{\rm NL})$ by factors 3 to 12 thanks to large radial modes. With future wide-field and high-redshift photometric surveys like the LSST, the constraint $\sigma(f_{\rm NL}) < 1$ could be achieved using linear angular multipoles up to $\ell_{\rm min}\simeq 20$. Compared to using galaxy auto-power spectra only, joint analyses with CMB lensing could improve $\sigma(\gamma)$ by factors 2 to 5 by reducing degeneracies with other parameters, especially the clustering bias. For future spectroscopic surveys like the DESI or $\textit{Euclid}$, using linear scales, $\gamma$ could be constrained to $3\,\%$ precision assuming the GR fiducial value., Comment: 21 pages, 14 figures, 3 tables; references added, published in PRD
- Published
- 2021
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97. Propagating Uncertainty Across Cascaded Medical Imaging Tasks for Improved Deep Learning Inference
- Author
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Raghav Mehta, Swapna Premasiri, Tanya Nair, Thomas Christinck, Yarin Gal, Aurelie Bussy, Manuela Costantino, Tal Arbel, Douglas L. Arnold, and M. Mallar Chakravarty
- Subjects
Radiological and Ultrasound Technology ,Computer science ,business.industry ,Brain Neoplasms ,Deep learning ,Uncertainty ,Inference ,Pattern recognition ,computer.software_genre ,Magnetic Resonance Imaging ,Computer Science Applications ,Task (computing) ,Deep Learning ,Voxel ,Medical imaging ,Image Processing, Computer-Assisted ,Humans ,Sample variance ,Segmentation ,Artificial intelligence ,Electrical and Electronic Engineering ,business ,computer ,Software ,Dropout (neural networks) - Abstract
Although deep networks have been shown to perform very well on a variety of medical imaging tasks, inference in the presence of pathology presents several challenges to common models. These challenges impede the integration of deep learning models into real clinical workflows, where the customary process of cascading deterministic outputs from a sequence of image-based inference steps (e.g. registration, segmentation) generally leads to an accumulation of errors that impacts the accuracy of downstream inference tasks. In this paper, we propose that by embedding uncertainty estimates across cascaded inference tasks, performance on the downstream inference tasks should be improved. We demonstrate the effectiveness of the proposed approach in three different clinical contexts: (i) We demonstrate that by propagating T2 weighted lesion segmentation results and their associated uncertainties, subsequent T2 lesion detection performance is improved when evaluated on a proprietary large-scale, multi-site, clinical trial dataset acquired from patients with Multiple Sclerosis. (ii) We show an improvement in brain tumour segmentation performance when the uncertainty map associated with a synthesised missing MR volume is provided as an additional input to a follow-up brain tumour segmentation network, when evaluated on the publicly available BraTS-2018 dataset. (iii) We show that by propagating uncertainties from a voxel-level hippocampus segmentation task, the subsequent regression of the Alzheimer's disease clinical score is improved.
- Published
- 2021
98. BER Performance of SSK Sequence Modulation
- Author
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Vitalis Oduol Kalecha, Peter O. Akuon, and Abdulrahman A. Faris
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Sequence ,Modulation ,Monte Carlo method ,Bit error rate ,Sample variance ,Fading ,Data_CODINGANDINFORMATIONTHEORY ,Mutual information ,Antenna (radio) ,Algorithm ,Computer Science::Information Theory ,Mathematics - Abstract
Space shift keying antenna sequence modulation (SSK-ASM) is proposed for conveying information bits through unique antenna sequence patterns. The information is conveyed in spatial domain only via mixed Gaussian channel such Rayleigh Flat Fading. In this paper we, present analytical formulation of bit error rate performance of SSK-ASM, by utilizing Sample variance (SV) and Mutual information (MI) criterion in single input Multiple output (SIMO) configuration. Moreover, the exact Average bit error probability (ABEP) over Rayleigh Flat fading channel is developed in close-form. Monte Carlo simulations is shown to be tightly bound to the theoretical framework for SV criterion method.
- Published
- 2021
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99. Using the sample variance of 21 cm maps as a tracer of the ionisation topology
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Jonathan R. Pritchard, A. Hutter, Adélie Gorce, Institut d'astrophysique spatiale (IAS), Centre National de la Recherche Scientifique (CNRS)-Institut national des sciences de l'Univers (INSU - CNRS)-Université Paris-Sud - Paris 11 (UP11), and Astronomy
- Subjects
Brightness ,Cosmology and Nongalactic Astrophysics (astro-ph.CO) ,first stars ,FOS: Physical sciences ,Context (language use) ,Astrophysics ,Astrophysics::Cosmology and Extragalactic Astrophysics ,01 natural sciences ,Radio telescope ,0103 physical sciences ,Sample variance ,dark ages ,010303 astronomy & astrophysics ,Reionization ,Physics ,methods: statistical ,010308 nuclear & particles physics ,Intensity mapping ,Astrophysics::Instrumentation and Methods for Astrophysics ,Estimator ,Astronomy and Astrophysics ,Galaxy ,Space and Planetary Science ,reionization ,[PHYS.ASTR]Physics [physics]/Astrophysics [astro-ph] ,Astrophysics - Cosmology and Nongalactic Astrophysics - Abstract
Intensity mapping of the 21cm signal of neutral hydrogen will yield exciting insights into the Epoch of Reionisation and the nature of the first galaxies. However, the large amount of data that will be generated by the next generation of radio telescopes, such as the Square Kilometre Array (SKA), as well as the numerous observational obstacles to overcome, require analysis techniques tuned to extract the reionisation history and morphology. In this context, we introduce a one-point statistic, to which we refer as the local variance, $\sigma_\mathrm{loc}$, that describes the distribution of the mean differential 21cm brightness temperatures measured in two-dimensional maps along the frequency direction of a light-cone. The local variance takes advantage of what is usually considered an observational bias, the sample variance. We find the redshift-evolution of the local variance to not only probe the reionisation history of the observed patches of the sky, but also trace the ionisation morphology. This estimator provides a promising tool to constrain the midpoint of reionisation as well as gaining insight into the ionising properties of early galaxies., Comment: 14 pages, 14 figures, published in A&A
- Published
- 2021
- Full Text
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100. Generalized Poisson Hurdle Model for Count Data and Its Application in Ear Disease
- Author
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Kang Fu, Xianhua Dai, Liwei Zhang, and Guoxin Zuo
- Subjects
excess of zero ,Science ,QC1-999 ,General Physics and Astronomy ,Asymptotic distribution ,Ear disease ,Hurdle model ,Poisson distribution ,Astrophysics ,Article ,generalized Poisson Hurdle model ,symbols.namesake ,Statistics ,medicine ,Sample variance ,generalized Poisson regression ,Poisson regression ,Mathematics ,Generalized method of moments ,Physics ,Estimator ,over-dispersion and under-dispersion ,generalized method of moments ,medicine.disease ,QB460-466 ,symbols ,Count data - Abstract
For count data, though a zero-inflated model can work perfectly well with an excess of zeroes and the generalized Poisson model can tackle over- or under-dispersion, most models cannot simultaneously deal with both zero-inflated or zero-deflated data and over- or under-dispersion. Ear diseases are important in healthcare, and falls into this kind of count data. This paper introduces a generalized Poisson Hurdle model that work with count data of both too many/few zeroes and a sample variance not equal to the mean. To estimate parameters, we use the generalized method of moments. In addition, the asymptotic normality and efficiency of these estimators are established. Moreover, this model is applied to ear disease using data gained from the New South Wales Health Research Council in 1990. This model performs better than both the generalized Poisson model and the Hurdle model.
- Published
- 2021
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