Search results for "probability"
showing 10 items of 3417 documents
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.
Frequentist and Bayesian approaches for a joint model for prostate cancer risk and longitudinal prostate-specific antigen data
2015
The paper describes the use of frequentist and Bayesian shared-parameter joint models of longitudinal measurements of prostate-specific antigen (PSA) and the risk of prostate cancer (PCa). The motivating dataset corresponds to the screening arm of the Spanish branch of the European Randomized Screening for Prostate Cancer study. The results show that PSA is highly associated with the risk of being diagnosed with PCa and that there is an age-varying effect of PSA on PCa risk. Both the frequentist and Bayesian paradigms produced very close parameter estimates and subsequent 95% confidence and credibility intervals. Dynamic estimations of disease-free probabilities obtained using Bayesian infe…
A Hooke's law-based approach to protein folding rate
2014
Kinetics is a key aspect of the renowned protein folding problem. Here, we propose a comprehensive approach to folding kinetics where a polypeptide chain is assumed to behave as an elastic material described by the Hooke[U+05F3]s law. A novel parameter called elastic-folding constant results from our model and is suggested to distinguish between protein with two-state and multi-state folding pathways. A contact-free descriptor, named folding degree, is introduced as a suitable structural feature to study protein-folding kinetics. This approach generalizes the observed correlations between varieties of structural descriptors with the folding rate constant. Additionally several comparisons am…
On (n-l)-wise and joint independence and normality of n Random variables: an example
1981
An example is given of a vector of n random variables such that any (n-1)-dimensional subvector consists of n-1 independent standard normal variables. The whole vector however is neither independent nor normal.
Non-parametric Estimation of the Death Rate in Branching Diffusions
2002
We consider finite systems of diffusing particles in R with branching and immigration. Branching of particles occurs at position dependent rate. Under ergodicity assumptions, we estimate the position-dependent branching rate based on the observation of the particle process over a time interval [0, t]. Asymptotics are taken as t → ∞. We introduce a kernel-type procedure and discuss its asymptotic properties with the help of the local time for the particle configuration. We compute the minimax rate of convergence in squared-error loss over a range of Holder classes and show that our estimator is asymptotically optimal.
The Concept of Duality and Applications to Markov Processes Arising in Neutral Population Genetics Models
1999
One possible and widely used definition of the duality of Markov processes employs functions H relating one process to another in a certain way. For given processes X and Y the space U of all such functions H, called the duality space of X and Y, is studied in this paper. The algebraic structure of U is closely related to the eigenvalues and eigenvectors of the transition matrices of X and Y. Often as for example in physics (interacting particle systems) and in biology (population genetics models) dual processes arise naturally by looking forwards and backwards in time. In particular, time-reversible Markov processes are self-dual. In this paper, results on the duality space are presented f…
Comparative Study of Human and Automated Screening for Antinuclear Antibodies by Immunofluorescence on HEp-2 Cells
2015
Background : Several automated systems had been developed in order to reduce inter-observer variability in indirect immunofluorescence (IIF) interpretation. We aimed to evaluate the performance of a processing system in antinuclear antibodies (ANA) screening on HEp-2 cells. Patients and Methods : This study included 64 ANA-positive sera and 107 ANA-negative sera that underwent IIF on two commercial kits of HEp-2 cells (BioSystems® and Euroimmun®). IIF results were compared with a novel automated interpretation system, the “ Cyclopus CADImmuno®” (CAD). Results : All ANA-positive sera images were recognized as positive by CAD (sensitivity = 100%), while 17 (15.9%) of the ANA-negative sera ima…
Lead-time and overdiagnosis estimation in neuroblastoma screening.
2003
In Germany, neuroblastoma is the most frequent extracranial solid childhood tumour. Its properties made it seem an ideal candidate for screening. A German trial assessed the effect of screening at one year of age from 1995-2001 in a nationwide project. We present here the methods developed for the estimation of lead-time and overdiagnosis in this project. Follow up on 1.5 million screened children and 2.1 million control children is currently available until June 2002. Ascertainment of control cohort cases and false negative cases is complete up to this date. A method for determining an empirical lead-time distribution and overdiagnosis estimate from comparing the age specific incidences in…
Designing and pricing guarantee options in defined contribution pension plans
2015
Abstract The shift from defined benefit (DB) to defined contribution (DC) is pervasive among pension funds, due to demographic changes and macroeconomic pressures. In DB all risks are borne by the provider, while in plain vanilla DC all risks are borne by the beneficiary. However, for DC to provide income security some kind of guarantee is required. A minimum guarantee clause can be modeled as a put option written on some underlying reference portfolio and we develop a discrete model that selects the reference portfolio to minimize the cost of a guarantee. While the relation DB–DC is typically viewed as a binary one, the model shows how to price a wide range of guarantees creating a continu…
On multi-scale percolation behaviour of the effective conductivity for the lattice model
2015
Macroscopic properties of heterogeneous media are frequently modelled by regular lattice models, which are based on a relatively small basic cluster of lattice sites. Here, we extend one of such models to any cluster's size kxk. We also explore its modified form. The focus is on the percolation behaviour of the effective conductivity of random two- and three-phase systems. We consider only the influence of geometrical features of local configurations at different length scales k. At scales accessible numerically, we find that an increase in the size of the basic cluster leads to characteristic displacements of the percolation threshold. We argue that the behaviour is typical of materials, w…