A Hierarchical Model for the Skew-normal Distribution with Application in Developmental Neurotoxicology

The distribution of the mean of a random sample drawn from a skew-normal population was derived by Chen et al. (2004). Here, we consider a hierarchical structure and derive the distribution of the sample mean when the location parameter itself is a random variable with a normal distribution. In neurotoxicological bioassay experiments with laboratory animals, often the response of interest is continuous in nature and the mean of responses is used for inferential purposes (Chen, 2006). However, in developmental neurotoxicity experiments where the neurological effect of a compound on the developing fetus is of interest, because of the intra-litter correlation, the mean of the response distribution may vary from one litter to another. The unconditional distribution of the litter sample mean is derived and its application in the analysis of data from developmental neurotoxicology is described. An example with real experimental data is used to provide further illustration.     

A comparative study of series arima/mlp hybrid models for stock price forecasting

ABSTRACT

Series hybrid models are one of the most widely-used hybrid models that in which a time series is assumed to be composed of two linear and nonlinear components. In this paper, the performance of two types of these hybrid models is evaluated for predicting stock prices in order to introduce the more reliable series hybrid model. For this purpose, ARIMA and MLPs are elected for constructing series hybrid models. Empirical results for forecasting three benchmark data sets indicate that despite of more popularity of the conventional ARIMA-ANN model, the ANN-ARIMA hybrid model can overall achieved more accurate results.     

Modified maximum likelihood estimator for the mixing distribution in a finite mixture

Using the likelihood equations, a method based on the generalized inverse of matrices is proposed to derive closed-form estimates for the mixing proportions in a finite mixture, when the component distributions are known.     

Order statistics and their concomitants from multivariate normal mean–variance mixture distributions with application to Swiss Markets Data

In this article, by considering a multivariate normal mean–variance mixture distribution, we derive the exact joint distribution of linear combinations of order statistics and their concomitants. From this general result, we then deduce the exact marginal and conditional distributions of order statistics and their concomitants arising from this distribution. We finally illustrate the usefulness of these results by using a Swiss markets dataset.     

Institutionalized norms of conducting research and social realities: A research synthesis of empirical works from 1983 to 2002

Based on a systematic review of the last 20 years of empirical research grounded in institutional theory, we identify some of the main norms of conducting research in this literature. The level of institutions, the formal/informal institutional pillars and the direction of effects are the foundation of these norms addressed by researchers in the last two decades. This review indicates that empirical research is well behind changes in social realities. This may be related to both the institutionalization process that takes place in any academic research and to the suggested difficulty that scholars find in moving away from widely accepted research models and practices, given the context within which they evolve. It is also concluded that local/national regulative institutions are giving up their position to more global normative and cognitive organizational field institutions. As the business environment become more global, giving more importance to transnational and informal institutions will be more crucial in institutional analysis of organizations.     

The comparison of attachment styles among Iranian lesbian,gay, and bisexual and heterosexual people

This study was conducted in order to compare the attachment styles of sexual minorities and their heterosexual counterparts. The study participants consisted of a non-probability sample of 62 lesbians and gay men (LG) and 13 bisexual men and women (mean age = 25.50, SD = 5.09) living in various cities in Iran. There were also 75 heterosexuals selected from the general population and matched with the study group based on age, sex, and educational level. Each person completed the Revised Adult Attachment Scale (RAAS) and a demographic data sheet. In addition, the groups of sexual minorities were also asked to address additional items related to their status as sexual minorities. The results showed that, compared to heterosexual participants, lesbian, gay, and bisexual (LGB) people scored significantly higher on the anxiety subscale of RAAS. Among sexual minorities, there was no significant difference between bisexual and LG people's attachment styles. Also, those who were not satisfied with their orientation were less dependent and more anxious. Different developmental experiences and negative social attitudes toward LGB people could explain the more anxious attachment style in the LGB group.     

A modified DEA cross efficiency method with negative data and its application in supplier selection

Basic Data Envelopment Analysis (DEA) models are designed for non-negative data. However, negative data is inevitably used in many real-world issues. Also, multiple units with a maximum relative performance score (equal to one) can be obtained due to the benevolent view of evaluating Decision Making Units (DMUs) consistent performance. Therefore, the researchers proposed ranking models to differentiate efficient units. Cross efficiency is one of the most useful tools for DMUs ranking in the DEA. There are two major drawbacks to implementing this process. First, it gives different results in the presence of other optimal solutions; second, it does not provide a compelling reason to use the arithmetic mean to aggregate the results of the cross efficiency matrix. In this paper, first a new non-radial model is proposed to evaluate the performance of DMUs in the presence of negative data and then based on this model a new secondary goal model is proposed to eliminate the first drawback in the cross efficiency method. Also, to solve the second drawback in this method, a hybrid Multi-Attribute Decision Making (MADM)-DEA process with the help of fuzzy VlseKriterijumska Optimizacija I Kompromisno Resenje method is proposed. Finally, to show the applicability of the proposed methods, the results are used to select the supplier in a real-world problem.

     

On the Correlation Coefficient Between the TD50 and the MTD

The existence of correlation between the carcinogenic potency and the maximum tolerated dose has been the subject of many investigations in recent years. Several attempts have been made to quantify this correlation in different bioassay experiments. By using some distributional assumptions, Krewski et al .⁽¹⁾ derive an analytic expression for the coefficient of correlation between the carcinogenic potency TD₅₀ and the maximum tolerated dose. Here, we discuss the deviation that may result in using their analytical expression. By taking a more general approach we derive an expression for the correlation coefficient which includes the result of Krewski et al .⁽¹⁾ as a special case, and show that their expression may overestimate the correlation in some instances and yet underestimate the correlation in other instances. The proposed method is illustrated by application to a real dataset.     

Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability

In this paper, the truncated version of the selected multivariate generalized-hyperbolic distributions is introduced. Considering special truncations, the joint distribution of the consecutive order statistics from the multivariate generalized-hyperbolic (GH) distribution is derived. It is shown that this joint distribution can be expressed as mixtures of the truncated selected-GH distributions. All of these truncated distributions are expressed as the selected singular-GH distributions. These results are used to obtain some expressions for the reliability measures such as mean residual life time, mean inactivity time and regression mean residual life for k-out-of-n systems.