Showing 1 to 10 of 2788 matching Articles
Results per page:
By
Étoré, Pierre ; Prieur, Clémentine; Pham, Dang Khoi; Li, Long
Show all (4)
Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest. One of the statistical tools used to quantify the influence of each input variable on the quantity of interest are the Sobol’ sensitivity indices. In this paper, we consider stochastic models described by stochastic differential equations (SDE). We focus the study on mean quantities, defined as the expectation with respect to the Wiener measure of a quantity of interest related to the solution of the SDE itself. Our approach is based on a FeynmanKac representation of the quantity of interest, from which we get a parametrized partial differential equation (PDE) representation of our initial problem. We then handle the uncertainty on the parametrized PDE using polynomial chaos expansion and a stochastic Galerkin projection.
more …
By
Mittag, HansJoachim; Schüller, Katharina
Zusammenfassung
Als ein Zusammenhangsmaß für zwei diskrete Merkmale X und Y mit k bzw. m Ausprägungen wird zunächst der χ^{2}Koeffizient vorgestellt, dessen obere Schranke vom Umfang n des Datensatzes und auch von der Anzahl k und m der Zeilen bzw. Spalten einer Kontingenztabelle abhängt.
more …
By
Liu, Tianqing; Yuan, Xiaohui; Sun, Jianguo
Doubly truncated data often arise when event times are observed only if they fall within subjectspecific intervals. We analyze doubly truncated data using nonparametric transformation models, where an unknown monotonically increasing transformation of the response variable is equal to an unknown monotonically increasing function of a linear combination of the covariates plus a random error with an unspecified logconcave probability density function. Furthermore, we assume that the truncation variables are conditionally independent of the response variable given the covariates and leave the conditional distributions of truncation variables given the covariates unspecified. For estimation of regression parameters, we propose a weighted rank (WR) estimation procedure and establish the consistency and asymptotic normality of the resulting estimator. The limiting covariance matrix of the WR estimator can be estimated by a resampling technique, which does not involve nonparametric density estimation or numerical derivatives. A numerical study is conducted and suggests that the proposed methodology works well in practice, and an illustration based on real data is provided.
more …
By
Wu, Changbao; Thompson, Mary E.
Although traditional area sampling designs and facetoface data collection methods are still in use for some important surveys, the data in many surveys are collected over the telephone, either automatically or by interviewers, or over the Internet (web) with selfadministration. With new data collection technologies, capturing responses has become easier, but reaching potential respondents has become more difficult. Examples of telephone surveys include opinion polling and election polling, now often carried out using automatic dialling and touchtone or key pad responses, or social or health surveys using live interviewers. Web surveys are commonly used in marketing and customer surveys, but also increasingly for establishment surveys and surveys of individuals.
more …
By
Fujikoshi, Yasunori; Ulyanov, Vladimir V.
In this chapter, we focus on approximation problems motivated by studies on the asymptotic behavior of powerdivergence family of statistics. These statistics are the goodnessoffit test statistics and include, in particular, the Pearson chisquared statistic, the Freeman–Tukey statistic, and the loglikelihood ratio statistic. The distributions of the statistics converge to the chisquared distribution as sample size
$$n$$
tends to
$$\infty $$
. We show that the rate of convergence is of order
$$n^{\alpha } $$
with
$$\alpha : 1/2< \alpha < 1 $$
. Under some conditions
$$\alpha $$
is close to 1. The proofs are based on the fundamental number theory results about approximating the number of integer points in convex sets by the Lebesgue measure of the set.
more …
By
Williams, O. Dale; Hawkins, Barbara S.
This chapter provides a synopsis of the events leading to the creation of the Society for Clinical Trials (SCT). The Society was officially incorporated in September 1978 and celebrated its 40th anniversary during its annual meeting in New Orleans May 19–22, 2019.
more …
By
Yokoyama, Satoru
Several overlapping cluster analysis models have been suggested, and various kinds of data have been analyzed by these models. ADCLUS suggested by Shepard and Arabie [9] can be adapted to onemode twoway proximity data. INDCLUS (Carroll and Arabie [4]) is for twomode threeway data, and GENNCLUS (DeSarbo [6]) is the generalized model for twoway data. In addition, Yokoyama et al. [10] suggested a model for onemode threeway similarities. The algorithm of these models is based on MAPCLUS (Arabie and Carroll [1]) , which is the most general algorithm for overlapping cluster analysis. This algorithm consists of an alternating least squares approach and a combinatorial optimization procedure. Therefore, it takes a long time to obtain the result and it is likely to obtain local results when data consisting of a large number of objects are analyzed. In the present paper, the author tries to improve the algorithm in several ways.
more …
By
Kleinke, Kristian; Reinecke, Jost; Salfrán, Daniel; Spiess, Martin
Show all (4)
In this chapter missing data procedures and techniques are reviewed and discussed. Among them are both, adhoc methods but also more sophisticated techniques including maximum likelihood estimation, weighting and imputation. We discuss pros and cons of the different approaches and techniques, and give practical advice which procedure might be suited best in a given scenario because valid inferences in applied research can only be expected based on informed decisions. A conclusion of this chapter will be that there is not the one method or technique that works best under every possible scenario.
more …
