Search results for " Probability distribution"
showing 10 items of 100 documents
Exploring regression structure with graphics
1993
We investigate the extent to which it may be possible to carry out a regression analysis using graphics alone, an idea that we refer to asgraphical regression. The limitations of this idea are explored. It is shown that graphical regression is theoretically possible with essentially no constraints on the conditional distribution of the response given the predictors, but with some conditions on marginal distribution of the predictors. Dimension reduction subspaces and added variable plots play a central role in the development. The possibility of useful methodology is explored through two examples.
On decoupling in Banach spaces
2021
AbstractWe consider decoupling inequalities for random variables taking values in a Banach space X. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be approximated by a Haar-type expansion in which only the pre-specified conditional distributions appear. Moreover, we show that in our framework a progressive enlargement of the underlying filtration does not affect the decoupling properties (in particular, it does not affect the constants involved). As a special case, we deal with one-sided moment inequalities for decoupled dyadic (i.e., Paley–Walsh) martingales and show that Burkholder–Davis–Gundy-type in…
Geometric Entropies of Mixing (EOM)
2005
Trigonometric and trigonometric-algebraic entropies are introduced. Regularity increases the entropy and the maximal entropy is shown to result when a regular $n$-gon is inscribed in a circle. A regular $n$-gon circumscribing a circle gives the largest entropy reduction, or the smallest change in entropy from the state of maximum entropy which occurs in the asymptotic infinite $n$ limit. EOM are shown to correspond to minimum perimeter and maximum area in the theory of convex bodies, and can be used in the prediction of new inequalities for convex sets. These expressions are shown to be related to the phase functions obtained from the WKB approximation for Bessel and Hermite functions.
Parameter orthogonality and conditional profile likelihood: the exponential power function case
1999
Orthogonality, according to Fisher’s metrics, between the parameters of a probability density function, as well as giving rise to a series of statistical implications, makes it possible to express a function of conditional profile likelihood with better properties than the ordinary profile likelihood function. In the present paper the parameters of exponential power function are made orthogonal and the conditional profile likelihood of the shape parameter p is determined in order to study its properties with reference to p estimation. Moreover, by means of a simulation plan, a comparison is made between the estimates of p obtained from the conditional profile log-likelihood and those obtain…
Analysis of tide measurements in a Sicilian harbour
2011
Designing of ports and coastal protection works as well as planning of coastal human activities require knowledge of tidal oscillations. The latter vary noticeably from site to site and present an “astronomic” component, which is roughly periodic, and a “meteorological” component which is usually considered as random. In this paper, the tidal oscillations observed in a Sicilian harbour in the period 1999-2009 are analysed statistically, in order to recognize a probability distribution which allows one to predict the highest tidal levels. First, the measurements are used to obtain, for each year, the astronomic tide by the harmonic analysis by the software package T_TIDE. The difference betw…
Time Trends in the Joint Distributions of Income and Age
2001
We propose a method of analyzing time changes of joint income-age densities. Change is decomposed into time invariant components which act on the densities as deformations with time varying strength. The functional form of these components is estimated non parametrically from cross sectional data. The method is applied to analyze British household data on income and age for the years 1968–95. It is learned that for the young and middle aged there is a trend towards increasing inequality, while during the early eighties there seems to occur a reversal in the evolution of the income distribution for the old.
Two ways to handle dependent uncertainties in multi-criteria decision problems☆
2009
Abstract We consider multi-criteria group decision-making problems, where the decision makers (DMs) want to identify their most preferred alternative(s) based on uncertain or inaccurate criteria measurements. In many real-life problems the uncertainties may be dependent. In this paper, we focus on multicriteria decision-making (MCDM) problems where the criteria and their uncertainties are computed using a stochastic simulation model. The model is based on decision variables and stochastic parameters with given distributions. The simulation model determines for the criteria a joint probability distribution, which quantifies the uncertainties and their dependencies. We present and compare two…
Joint probability distributions for wind speed and direction. A case study in Sicily
2015
In this study we analyze data of hourly average wind speed and direction measured at three different sampling stations located in Sicily (Italy) and provide a statistical model for their joint probability density function. Singly truncated from below Normal Weibull mixture distribution and a linear combination of von Mises distributions are used to model wind speed and direction. Sites with heterogeneous local conditions (prevailing wind direction and/or elevation) have been considered in order to investigate the reliability of the model here taken into consideration.
On the accuracy of three statistical softwares
2005
In this paper we compare the accuracy of three packages that are commonly used for statistical calculations: Excel of Microsoft, version XP Edition 2003, Statistica of Statsoft, version 6, and R, an open-source free software, available on the web, version 1.9.0. To assess the accuracy of each software in different statistical areas, we are going to use benchmarks expressly developed for this aim. The obtained results show a superiority of R in comparison with the other two softwares.
Modeling user preferences in content-based image retrieval: A novel attempt to bridge the semantic gap
2015
This paper is concerned with content-based image retrieval from a stochastic point of view. The semantic gap problem is addressed in two ways. First, a dimensional reduction is applied using the (pre-calculated) distances among images. The dimension of the reduced vector is the number of preferences that we allow the user to choose from, in this case, three levels. Second, the conditional probability distribution of the random user preference, given this reduced feature vector, is modeled using a proportional odds model. A new model is fitted at each iteration. The score used to rank the image database is based on the estimated probability function of the random preference. Additionally, so…