Optimally robust credible sets with a class of priors

We determine a credible set A   that is the “best” with respect to the variation of the prior distribution in a neighborhood Γ$\Gamma$ of the starting prior _π0(θ)${\pi }_0(\theta )$. Among the class of sets with credibility γ$\gamma$ under _π0${\pi }_0$, the “optimally robust” set will be the one which maximizes the minimum probability of including θ$\theta$ as the prior varies over Γ$\Gamma$. This procedure is also Γ-minimax$\Gamma \text{-minimax}$ with respect to the risk function, probability of non-inclusion. We find the optimally robust credible set for three neighborhood classes Γ$\Gamma$, the ε-contamination$\epsilon \text{-contamination}$ class, the density ratio class and the density bounded class. A consequence of this investigation is that the maximum likelihood set is seen to be an optimal credible set from a robustness perspective.     

Balanced e-optimal designs of resolution III for the 2×3 series

We consider the problem of constructing designs which are E-optimal in the class of all balanced resolution III designs for the 2^m×3ⁿ series. The inverse of the information matrix for general resolution III balanced 2^m×3ⁿ designs is obtained. Optimal designs are constructed for the cases (m,n)=(3, 1), (4, 1), (2, 2) and (3, 2) for various numbers of runs in the practical range.     

Richness orderings

An index of richness in a society is a measure of the extent of its affluence. This paper presents an analytical discussion on several indices of richness and their properties. It also develops criteria for ordering alternative distributions of income in terms of their richness. Given a line of richness, an income level above which a person is regarded as rich, and depending on the redistributive principle, it is shown that the ranking relation can be implemented by seeking dominance with respect to the generalized Lorenz curve of the rich or the affluence profile of the society. When the line of richness is assumed to be variable, we need to employ the stochastic dominance conditions for ordering the income distributions.     

Modeling Bimodal Discrete Data Using Conway-Maxwell-Poisson Mixture Models

Bimodal truncated count distributions are frequently observed in aggregate survey data and in user ratings when respondents are mixed in their opinion. They also arise in censored count data, where the highest category might create an additional mode. Modeling bimodal behavior in discrete data is useful for various purposes, from comparing shapes of different samples (or survey questions) to predicting future ratings by new raters. The Poisson distribution is the most common distribution for fitting count data and can be modified to achieve mixtures of truncated Poisson distributions. However, it is suitable only for modeling equidispersed distributions and is limited in its ability to capture bimodality. The Conway–Maxwell–Poisson (CMP) distribution is a two-parameter generalization of the Poisson distribution that allows for over- and underdispersion. In this work, we propose a mixture of CMPs for capturing a wide range of truncated discrete data, which can exhibit unimodal and bimodal behavior. We present methods for estimating the parameters of a mixture of two CMP distributions using an EM approach. Our approach introduces a special two-step optimization within the M step to estimate multiple parameters. We examine computational and theoretical issues. The methods are illustrated for modeling ordered rating data as well as truncated count data, using simulated and real examples.     

Admissibility in factorial designs

The notion of admissibility in factorial designs has been introduced. It has been shown that factorial designs which are binary and have a C-matrix with property A are admissible.     

Pfeifer records process

In this article, we study the limit distribution of sums of Pfeifer records. Motivated by the results obtained by Arnold and Villaseñor [Generalized order statistics process and Pfeifer records, Statistics 46(3) (2012), pp. 373–385], we show that the partial sum process of Pfeifer records converge to a function of the Brownian motion. The normalization is either a sequence of appropriate constants or a sequence of functions, depending on the tail behaviour of the underlying variables. These results, in particular, prove stronger version of results obtained in Villaseñor and Arnold [On limit laws for sums of Pfeifer records, Extremes 10 (2007), pp. 235–248] and Bose and Gangopadhyay [Convergence of linear functions of Pfeifer records, Extremes 13 (2010), pp. 89–106] and extends results of Bose et al. [Partial sum process for records, Extremes 8 (2005), pp. 43–56] from classical records to Pfeifer records.     

A law of large numbers for the scaled age distribution of linear birth-and-death processes

It is shown that certain measure-valued stochastic processes describing the age distribution of particles whose development is controlled by linear critical birth-and-death processes converge in distribution to a deterministic positive bounded measure.     

The Company You Keep: Adolescent Mobility and Peer Behavior*

Residential mobility has been linked to a variety of problematic behaviors during adolescence, but the reasons for this association are not well understood. This analysis examines the relationship between adolescent residential mobility and the academic and deviant behaviors of members of adolescents’ friendship networks. Using data from approximately 12,000 respondents in the National Longitudinal Study of Adolescent Health (Add Health), we find that residentially mobile adolescents belong to school‐based friendship networks whose members exhibit weaker academic performance and expectations, less school engagement, and higher rates of deviance than do members of the friendship networks of nonmobile adolescents, even after controlling for adolescents’ own academic and deviant behaviors. These differences in the behavioral composition of adolescent friendship networks are not ephemeral, but appear to persist for several years. Moreover, these differences are equally pronounced among older and younger adolescents and among girls and boys. We also find that parental socioeconomic status is positively associated with adolescents’ involvement in high‐achieving and prosocial friendship networks. Directions for future research exploring the impact of residential and school mobility on adolescent development and functioning are discussed.     

Distribution of Arsenic and Copper in Sediment Pore Water: An Ecological Risk Assessment Case Study for Offshore Drilling Waste Discharges

Due to the hydrophobic nature of synthetic based fluids (SBFs), drilling cuttings are not very dispersive in the water column and settle down close to the disposal site. Arsenic and copper are two important toxic heavy metals, among others, found in the drilling waste. In this article, the concentrations of heavy metals are determined using a steady state "aquivalence-based" fate model in a probabilistic mode. Monte Carlo simulations are employed to determine pore water concentrations. A hypothetical case study is used to determine the water quality impacts for two discharge options: 4% and 10% attached SBFs, which correspond to the best available technology option and the current discharge practice in the U.S. offshore. The exposure concentration ( C_E ) is a predicted environmental concentration, which is adjusted for exposure probability and bioavailable fraction of heavy metals. The response of the ecosystem  ( R_E )  is defined by developing an empirical distribution function of predicted no-effect concentration. The pollutants' pore water concentrations within the radius of 750 m are estimated and cumulative distributions of risk quotient  ( RQ = C_E / R_E )  are developed to determine the probability of RQ greater than 1.