Search results for "Normal Distribution"
showing 10 items of 135 documents
Regression models for multivariate ordered responses via the Plackett distribution
2008
AbstractWe investigate the properties of a class of discrete multivariate distributions whose univariate marginals have ordered categories, all the bivariate marginals, like in the Plackett distribution, have log-odds ratios which do not depend on cut points and all higher-order interactions are constrained to 0. We show that this class of distributions may be interpreted as a discretized version of a multivariate continuous distribution having univariate logistic marginals. Convenient features of this class relative to the class of ordered probit models (the discretized version of the multivariate normal) are highlighted. Relevant properties of this distribution like quadratic log-linear e…
Adaptive designs with correlated test statistics
2009
In clinical trials, the collected observations such as clustered data or repeated measurements are often correlated. As a consequence, test statistics in a multistage design are correlated. Adaptive designs were originally developed for independent test statistics. We present a general framework for two-stage adaptive designs with correlated test statistics. We show that the significance level for the Bauer-Köhne design is inflated for positively correlated test statistics from a bivariate normal distribution. The decision boundary for the second stage can be modified so that type one error is controlled. This general concept is expandable to other adaptive designs. In order to use these de…
Tests of Linearity, Multivariate Normality and the Adequacy of Linear Scores
1994
After some discussion of the purposes of testing multivariate normality, the paper concentrates on two different approaches to testing linearity: on repeated regression tests of non-linearity and on exploiting properties of a dichotomized normal distribution. Regression tests of linearity are used to examine the adequacy of linear scoring systems for explanatory variables, initially recorded on an ordinal scale. Examples from recent psychological and medical research are given in which the methods have led to some insight into subject-matter.
Affine equivariant multivariate rank methods
2003
The classical multivariate statistical methods (MANOVA, principal component analysis, multivariate multiple regression, canonical correlation, factor analysis, etc.) assume that the data come from a multivariate normal distribution and the derivations are based on the sample covariance matrix. The conventional sample covariance matrix and consequently the standard multivariate techniques based on it are, however, highly sensitive to outlying observations. In the paper a new, more robust and highly efficient, approach based on an affine equivariant rank covariance matrix is proposed and outlined. Affine equivariant multivariate rank concept is based on the multivariate Oja (Statist. Probab. …
An approximation to maximum likelihood estimates in reduced models
1990
SUMMARY An approximation to the maximum likelihood estimates of the parameters in a model can be obtained from the corresponding estimates and information matrices in an extended model, i.e. a model with additional parameters. The approximation is close provided that the data are consistent with the first model. Applications are described to log linear models for discrete data, to models for multivariate normal distributions with special covariance matrices and to mixed discrete-continuous models.
An Exact Solution for the Level-Crossing Rate of Shadow Fading Processes Modelled by Using the Sum-of-Sinusoids Principle
2008
Published version of an article in the journal: Wireless Personal Communications. The original publication is available at Springerlink. http://dx.doi.org/10.1007/s11277-008-9512-3 The focus of this paper is on the higher order statistics of spatial simulation models for shadowing processes. Such processes are generally assumed to follow the lognormal distribution. The proposed spatial simulation model is derived from a non-realizable lognormal reference model with given correlation properties by using Rice's sum-of-sinusoids. Both exact and approximate expressions are presented for the level-crossing rate (LCR) and the average duration of fades (ADF) of the simulation model. It is pointed …
A Study of the Influence of Shadowing on the Statistical Properties of the Capacity of Mobile Radio Channels
2008
Article from the journal: Wireless Personal Communications The original publication is available at www.springerlink.com : http://dx.doi.org/10.1007/s11277-008-9545-7 This paper studies the influence of shadowing on the statistical properties of the channel capacity. The problem is addressed by using a Suzuki process as an appropriate statistical channel model for land mobile terrestrial channels. Using this model, exact solutions for the probability density function (PDF), cumulative distribution function (CDF), level-crossing rate (LCR), and average duration of fades (ADF) of the channel capacity are derived. The results are studied for different levels of shadowing, corresponding to diff…
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…
Modified Gaussian models applied to the description and deconvolution of peaks in chiral liquid chromatography.
2020
Abstract The description of the profiles of chromatographic peaks has been studied extensively, with a large number of proposed mathematical functions. Among them, the accuracy achieved with modified Gaussian models that describe the deviation of an ideal Gaussian peak as a change in the peak variance or standard deviation over time, has been highlighted. These models are, in fact, a family of functions of different complexity with great flexibility to adjust chromatographic peaks over a wide range of asymmetries and shapes. However, an uncontrolled behaviour of the signal may occur outside the region being fitted, forcing the use of different strategies to overcome this problem. In this wo…
A measurement-based trajectory model for drifted motions towards a target zone
2016
Trajectory models have numerous applications in the area of wiewlwss communications. The aim of this paper is to develop an empirical trajectory model for drifted motions. Recently, a highly flexible trajectory model based on the primitives of Brownian fields (TramBrown) was proposed by A. Borhani and M. Patzold. This paper provides an empirical proof for TramBrown using global positioning system (GPS) data collected from real life user traces drifting to a particular target point or a zone. The recorded location coordinates of the mobile user are processed to compute the total travelling length and the angle-of-motion (AOM) along the drifted trajectory. It is shown that the probability den…