Search results for "probability"
showing 10 items of 3417 documents
A Comparison of Formulae for Calculating Cost-Efficient Sample Sizes of Case-Control Studies with an Internal Validation Scheme
2000
When a case-control study is planned to include an internal validation study, the sample size of the study and the proportion of validated observations has to be calculated. There are a variety of alternative methods to accomplish this. In this article some possible procedures will be compared in order to clarify whether considerable differences in the suggested optimal designs occur, dependent on the used method.
Requirement analysis abstractions for AmI system design
2015
Current trends in the AI’s evolution are going towards enriching environments with intelligence in order to support humans in their everyday life. AmI systems are plunged in the real world and humans expect to interact with them in a way that is similar to the one they have with other humans. In this kind of systems, where eliciting requirements involves several documents and stakeholders (mainly users that will be the first consumers of the system), the requirement analysis phase can be affected by incomplete, ambiguous and imprecise information. Hence, the need to find a fruitful way for knowledge management and its representation at design time. In this paper we propose a set of abstract…
Estimating person parameters via item response model and simple sum score in small samples with few polytomous items: A simulation study
2018
Background The Item Response Theory (IRT) is becoming increasingly popular for item analysis. Theoretical considerations and simulation studies suggest that parameter estimates will become precise only by utilizing many items in large samples. Method A simulation study focusing on a single scale was performed on data with (a) n = 40, 60, 80, 120, 200, 300, 500, and 900 cases utilizing (b) 4, 8, 16, or 32 items. The items were (c) symmetrically distributed vs. skew (skewness 0, 1, and 2). Item loadings were (d) homogeneous vs. heterogeneous. Item loadings were (e) low vs. high. Half of the items had (f) a correlated error or not. The number of answering categories (g) was four vs. five. A to…
Moderating effects of subgroups in linear models
1989
SUMMARY Possibilities for moderating effects of a subgrouping variable on strength or direction of an association have been much discussed by social scientists but have not been given satisfactory statistical formulations. The results concern directed measures of associations in linear models containing just three variables. Some key words: Analysis of covariance; Analysis of variance; cG-distribution; Conditional independence; Graphical chain model; Parallel regressions; Yule-Simpson paradox. 1. INTRODUCTION Linear models are commonly used as a framework to estimate and test how a continuous response variable depends on potential influencing variables. This paper is concerned with the situ…
Use of functionals in linearization and composite estimation with application to two-sample survey data
2009
An important problem associated with two-sample surveys is the estimation of nonlinear functions of finite population totals such as ratios, correlation coefficients or measures of income inequality. Computation and estimation of the variance of such complex statistics are made more difficult by the existence of overlapping units. In one-sample surveys, the linearization method based on the influence function approach is a powerful tool for variance estimation. We introduce a two-sample linearization technique that can be viewed as a generalization of the one-sample influence function approach. Our technique is based on expressing the parameters of interest as multivariate functionals of fi…
ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up-STATISTIC
1985
Abstract. In this paper the asymptotic behaviour of Bartlett's Up-statistic for a goodness-of-fit test for stationary processes, is considered. The asymptotic distribution of the test process is given under the assumption that a central limit theorem for the empirical spectral distribution function holds. It is shown that the Up-statistic tends to the supremum of a tied down Brownian motion. By a counterexample we refute the conjecture that this distribution is in general of the Kolmogorov-Smirnov type. The validity of the central limit theorem for the spectral distribution function is then discussed. Finally a goodness-of-fit test for ARMA-processes based on the estimated innovation sequen…
On fractional diffusion and continuous time random walks
2003
Abstract A continuous time random walk model is presented with long-tailed waiting time density that approaches a Gaussian distribution in the continuum limit. This example shows that continuous time random walks with long time tails and diffusion equations with a fractional time derivative are in general not asymptotically equivalent.
Quantitative characterization of antigens using monoclonal antibody reactivities
1993
A multipurpose program that empirically relates antigenic reactivities with monoclonal antibodies (MAbs) to genetic distances is presented. The program uses a set of known genetic pairwise distances to weigh each MAb depending on its capacity to define groups of taxonomically related antigens. This allows highly accurate identification and classification of unknown antigens. Also, the weights obtained constitute a quantitative measure of epitope conservation and can be used for improved vaccine design. © 1993 Oxford University Press.
Forecasting time series with missing data using Holt's model
2009
This paper deals with the prediction of time series with missing data using an alternative formulation for Holt's model with additive errors. This formulation simplifies both the calculus of maximum likelihood estimators of all the unknowns in the model and the calculus of point forecasts. In the presence of missing data, the EM algorithm is used to obtain maximum likelihood estimates and point forecasts. Based on this application we propose a leave-one-out algorithm for the data transformation selection problem which allows us to analyse Holt's model with multiplicative errors. Some numerical results show the performance of these procedures for obtaining robust forecasts.
A Bayesian Sequential Look at u-Control Charts
2005
We extend the usual implementation of u-control charts (uCCs) in two ways. First, we overcome the restrictive (and often inadequate) assumptions of the Poisson model; next, we eliminate the need for the questionable base period by using a sequential procedure. We use empirical Bayes(EB) and Bayes methods and compare them with the traditional frequentist implementation. EB methods are somewhat easy to implement, and they deal nicely with extra-Poisson variability (and, at the same time, informally check the adequacy of the Poisson assumption). However, they still need the base period. The sequential, full Bayes approach, on the other hand, also avoids this drawback of traditional u-charts. T…