Search results for "probability"

showing 10 items of 3417 documents

Asymptotic efficiency of the calibration estimator in a high-dimensional data setting

2022

Abstract In a finite population sampling survey, auxiliary information is commonly used to improve the Horvitz-Thompson estimators and calibration has been extensively used by national statistical agencies over the last decades for that purpose. This method enables to make estimators consistent with known totals of auxiliary variables and to reduce variance if the calibration variables are explanatory for the variable of interest. Nowadays, it is not unusual anymore to have high-dimensional auxiliary data sets and adding too much additional calibration variables may increase the variance of calibration estimators. We study in this paper the asymptotic efficiency of the calibration estimator…

Statistics and ProbabilityVariance inflation factorAuxiliary variablesVariable (computer science)Calibration (statistics)Applied MathematicsStatisticsEstimatorVariance (accounting)Statistics Probability and UncertaintyPopulation samplingMathematicsJournal of Statistical Planning and Inference
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Is there a cost at encoding words with joined letters during visual word recognition?

2018

Abstract For simplicity, models of visual-word recognition have focused on printed words composed of separated letters, thus overlooking the processing of cursive words. Manso de Zuniga, Humphreys, and Evett (1991) claimed that there is an early “cursive normalization” encoding stage when processing written words with joined letters. To test this claim, we conducted a lexical decision experiment in which words were presented either with separated or joined letters. To examine if the cost of letter segmentation occurs early in processing, we also manipulated a factor (i.e., word-frequency) that is posited to affect subsequent lexical processing. Results showed faster response times for the w…

Statistics and ProbabilityVisual word recognitionbusiness.industryComputer science05 social sciencesNormalization (image processing)Experimental and Cognitive Psychologycomputer.software_genre050105 experimental psychology03 medical and health sciences0302 clinical medicineArts and Humanities (miscellaneous)Developmental and Educational PsychologyLexical decision task0501 psychology and cognitive sciencesPsychology (miscellaneous)Artificial intelligencebusinesscomputerCursive030217 neurology & neurosurgeryNatural language processingProgrames d'ordinadorLlenguatge i llengüesPsicológica Journal
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A note on alternative parameterizations of a model for evaluating agreement between two tests.

2004

The agreement between two competing tests which purport to measure the same trait is a common concern in test development. In this paper three alternative parameterizations of the measurement model useful in this context are presented. Both one-factor and two-factor approaches are applied. Lord's classic example, where the main problem is to investigate whether time limits represent an extra speed component in a vocabulary test, is used to illustrate the ideas.

Statistics and ProbabilityVocabularyPsychometricsmedia_common.quotation_subjectReproducibility of ResultsContext (language use)General MedicineModels TheoreticalMeasure (mathematics)AgreementTest (assessment)Arts and Humanities (miscellaneous)Component (UML)TraitEconometricsHumansGeneral PsychologyMathematicsmedia_commonThe British journal of mathematical and statistical psychology
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Understanding the determinants of volatility clustering in terms of stationary Markovian processes

2016

Abstract Volatility is a key variable in the modeling of financial markets. The most striking feature of volatility is that it is a long-range correlated stochastic variable, i.e. its autocorrelation function decays like a power-law τ − β for large time lags. In the present work we investigate the determinants of such feature, starting from the empirical observation that the exponent β of a certain stock’s volatility is a linear function of the average correlation of such stock’s volatility with all other volatilities. We propose a simple approach consisting in diagonalizing the cross-correlation matrix of volatilities and investigating whether or not the diagonalized volatilities still kee…

Statistics and ProbabilityVolatility clusteringVolatility Econophysics Long-range correlation Stochastic processes First passage timeStochastic volatilityProbability density functionCondensed Matter PhysicsSABR volatility model01 natural sciencesSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)010305 fluids & plasmasHeston modelFinancial models with long-tailed distributions and volatility clustering0103 physical sciencesForward volatilityEconometricsVolatility (finance)010306 general physicsMathematics
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Stochastic ordering of classical discrete distributions

2010

For several pairs $(P,Q)$ of classical distributions on $\N_0$, we show that their stochastic ordering $P\leq_{st} Q$ can be characterized by their extreme tail ordering equivalent to $ P(\{k_\ast \})/Q(\{k_\ast\}) \le 1 \le \lim_{k\to k^\ast} P(\{k\})/Q(\{k\})$, with $k_\ast$ and $k^\ast$ denoting the minimum and the supremum of the support of $P+Q$, and with the limit to be read as $P(\{k^\ast\})/Q(\{k^\ast\})$ for $k^\ast$ finite. This includes in particular all pairs where $P$ and $Q$ are both binomial ($b_{n_1,p_1} \leq_{st} b_{n_2,p_2}$ if and only if $n_1\le n_2$ and $(1-p_1)^{n_1}\ge(1-p_2)^{n_2}$, or $p_1=0$), both negative binomial ($b^-_{r_1,p_1}\leq_{st} b^-_{r_2,p_2}$ if and on…

Statistics and ProbabilityWaiting timeApplied MathematicsProbability (math.PR)010102 general mathematicsCoupling (probability)Poisson distribution01 natural sciencesStochastic orderingInfimum and supremumHypergeometric distributionCombinatorics010104 statistics & probabilitysymbols.namesakeFOS: MathematicsMonotone likelihood ratiosymbolsLimit (mathematics)60E150101 mathematicsMathematics - ProbabilityMathematicsAdvances in Applied Probability
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An extended continuous mapping theorem for outer almost sure weak convergence

2019

International audience; We prove an extended continuous mapping theorem for outer almost sure weak convergence in a metric space, a notion that is used in bootstrap empirical processes theory. Then we make use of those results to establish the consistency of several bootstrap procedures in empirical likelihood theory for functional parameters.

Statistics and ProbabilityWeak convergence010102 general mathematicsContinuous mapping theorem16. Peace & justiceEmpirical measure01 natural sciences010104 statistics & probabilityMetric spaceEmpirical likelihoodConsistency (statistics)[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]Applied mathematicsStatistics::Methodology0101 mathematicsStatistics Probability and UncertaintyMathematics
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The coalescent in population models with time-inhomogeneous environment

2002

AbstractThe coalescent theory, well developed for the class of exchangeable population models with time-homogeneous reproduction law, is extended to a class of population models with time-inhomogeneous environment, where the population size is allowed to vary deterministically with time and where the distribution of the family sizes is allowed to change from generation to generation. A new class of time-inhomogeneous coalescent limit processes with simultaneous multiple mergers arises. Its distribution can be characterized in terms of product integrals.

Statistics and ProbabilityWeak convergencePopulation geneticsApplied MathematicsPopulation sizeVarying environmentPopulation geneticsProduct integralHeavy traffic approximationProduct integralStirling numbersCoalescent theoryFamily SizesDiffusion approximationPopulation modelAncestorsModelling and SimulationModeling and SimulationEconometricsQuantitative Biology::Populations and EvolutionCoalescentStatistical physicsWeak convergenceMathematicsStochastic Processes and their Applications
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IndElec: A Software for Analyzing Party Systems and Electoral Systems

2011

IndElec is a software addressed to compute a wide range of indices from electoral data, which are intended to analyze both party systems and electoral systems in political studies. Further, IndElec can calculate such indices from electoral data at several levels of aggregation, even when the acronyms of some political parties change across districts. As the amount of information provided by IndElec may be considerable, this software also aids the user in the analysis of electoral data through three capabilities. First, IndElec automatically elaborates preliminary descriptive statistical reports of computed indices. Second, IndElec saves the computed information into text files in data matri…

Statistics and ProbabilityWeb browserDatabaseComputer sciencebusiness.industrydisproportionalityparty systemcomputer.software_genreFile formatVisualizationRange (mathematics)Softwareelectoral systemStatistics Probability and Uncertaintybusinessparty dimensionscomputerlcsh:Statisticslcsh:HA1-4737SoftwareWord (computer architecture)Statistical softwareGraphical user interfaceJournal of Statistical Software
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Simulation of BSDEs with jumps by Wiener Chaos Expansion

2016

International audience; We present an algorithm to solve BSDEs with jumps based on Wiener Chaos Expansion and Picard's iterations. This paper extends the results given in Briand-Labart (2014) to the case of BSDEs with jumps. We get a forward scheme where the conditional expectations are easily computed thanks to chaos decomposition formulas. Concerning the error, we derive explicit bounds with respect to the number of chaos, the discretization time step and the number of Monte Carlo simulations. We also present numerical experiments. We obtain very encouraging results in terms of speed and accuracy.

Statistics and ProbabilityWiener Chaos expansionDiscretizationMonte Carlo methodTime stepConditional expectation01 natural sciences010104 statistics & probabilitybackward stochastic differential equations with jumpsFOS: MathematicsApplied mathematics60H10 60J75 60H35 65C05 65G99 60H070101 mathematicsMathematicsPolynomial chaosApplied MathematicsNumerical analysis010102 general mathematicsMathematical analysista111Probability (math.PR)numerical methodCHAOS (operating system)[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]Modeling and SimulationScheme (mathematics)Mathematics - Probability
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Random Boolean networks response to external periodic signals

2002

Random Boolean networks have been proposed as discrete models of genetic networks. Depending on the values of their control parameters, these networks fall by themselves in order or disorder phases. These networks are autonomous systems: no external inputs are considered. Nevertheless, in the real world the genetic networks are in5uenced by external signals. Many biological rhythms have 24-h periods related to sunlight, coupled with molecular clocks. In this work we study the response of Random Boolean Networks to analytical and non-analytical external periodic signals. The relationship between external and internal parameters for the determination of the dynamical behaviour of this network…

Statistics and ProbabilityWork (thermodynamics)Boolean networkOrder (biology)Percolation (cognitive psychology)Control theoryCondensed Matter PhysicsControl parametersTopologyMathematicsPhysica A: Statistical Mechanics and its Applications
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