On integrals of dirichlet distributions and their applications

The purpose of this paper is to extend results obtained by Sahai and Anderson (1973) and Hurlburt and Spiegel (1976) computationally as well as theoretically. We apply results given in Yassaee (1974), (1976) and apply our computer program to show that one can evaluate the probability of type one error for conditional tests in linear model, in general. We show that one can compute the probability integral of Dirichlet distribution by the use of our program which computes the probability integral of inverted Dirichlet distribution.     

On the relative behavior of estimators of reliability/survivability

Based on a decomposition of mean absolute error, a twofold technique is introduced whereby a pairwise comparison of point estimators of reliability/survivability can be made. Given two such estimators, the method examines (a) the “odds” in favor of one of the estimators being closer to the true value than is the other and (b) each estimator’s average closeness to the true value not only when it is closer than is the other but also when it is not. Joint consideration of these concepts is shown to form a basis for determining which of the two estimators is preferred in a given situation. An application of the theory is made by comparing the maximum likelihood and minimum variance unbiased estimators of reliability/survivability in the exponential failure model.     

Starting Values for EM Estimation of Latent Class Joint Model

Latent class model is one of the important latent variable methods for joint modeling longitudinal and survival data. Latent class joint model can handle underlying heterogeneous population, discover subpopulation structure, and incorporate correlated non normally distributed outcomes. The maximum likelihood estimates of parameters in latent class joint model are generally obtained by the EM algorithm. Finding the starting values is one of the major issues to implement the EM algorithm successfully. In this article, initial value formulas are provided, a simulation study is conducted to show that the proposed starting values perform very well, and two illustrative examples are presented.     

On nonlinear models for time series

The paper is a review of nonlinear processes used in time series analysis and presents some new original results about stationary distribution of a nonlinear autoregres-sive process of the first order. The following models are considered: nonlinear autoregessive processes, threshold AR processes, threshold MA processes, bilinear models, auto-regressive models with random parameters including double stochastic models, exponential AR models, generalized threshold models and smooth transition autoregressive models, Some tests for linearity of processes are also presented.     

Frailty modeling for clustered survival data: an application to birth interval in Bangladesh

The present work demonstrates an application of random effects model for analyzing birth intervals that are clustered into geographical regions. Observations from the same cluster are assumed to be correlated because usually they share certain unobserved characteristics between them. Ignoring the correlations among the observations may lead to incorrect standard errors of the estimates of parameters of interest. Beside making the comparisons between Cox's proportional hazards model and random effects model for analyzing geographically clustered time-to-event data, important demographic and socioeconomic factors that may affect the length of birth intervals of Bangladeshi women are also reported in this paper.     

Distance Between Random Points in Two Rectangular Cities

ABSTRACT

The travel distance between two cities of rectangular shape is considered. Two uniformly distributed random points, one from each city, are taken. Their straight path travel distance is then measured. The explicit forms for the probability density function of this distance and its expected value are obtained. Numerical results of calculating the exact expected distance and the estimated distance as well as computer simulation are given for various cases. The integer moments of the distance are also discussed.     

Bayesian Estimation Using Warner's Randomized Response Model through Simple and Mixture Prior Distributions

The linear discriminant function (LDF) is known to be optimal in the sense of achieving an optimal error rate when sampling from multivariate normal populations with equal covariance matrices. Use of the LDF in nonnormal situations is known to lead to some strange results. This paper will focus on an evaluation of misclassification probabilities when the power transformation could have been used to achieve at least approximate normality and equal covariance matrices in the sampled populations for the distribution of the observed random variables. Attention is restricted to the two-population case with bivariate distributions.     

On Confidence Intervals for Process Capability Indices in a One-Way Random Model

In this article, we investigated the bootstrap calibrated generalized confidence limits for process capability indices C _pk for the one-way random effect model. Also, we derived Bissell's approximation formula for the lower confidence limit using Satterthwaite's method and calculated its coverage probabilities and expected values. Then we compared it with standard bootstrap (SB) method and generalized confidence interval method. The simulation results indicate that the confidence limit obtained offers satisfactory coverage probabilities. The proposed method is illustrated with the help of simulation studies and data sets.     

Singular Gaussian graphical models: Structure learning

ABSTRACT

The goal of this article is to introduce singular Gaussian graphical models and their conditional independence properties. In fact, we extend the concept of Gaussian Markov Random Field to the case of a multivariate normally distributed vector with a singular covariance matrix. We construct, then, the associated graph’s structure from the covariance matrix’s pseudo-inverse on the basis of a characterization of the pairwise conditional independence. The proposed approach can also be used when the covariance matrix is ill-conditioned, through projecting data on a smaller subspace. In this case, our method ensures numerical stability and consistency of the constructed graph and significantly reduces the inference problem’s complexity. These aspects are illustrated using numerical experiments.     

莫沙比利对老年慢性心衰患者胆囊运动功能影响的临床研究

目的研究老年慢性心衰患者是否存在胆囊运动功能障碍及探讨莫沙比利对胆囊运动功能的影响。方法用实时超声显像法检测30例老年慢性心衰患者经莫沙比利治疗前后及20例正常对照组的胆囊容积,同时计算其胆囊排空指数（GBEF）。结果正常对照组的空腹胆囊容积为（18．64±2．26）ml,老年慢性心衰组为（22．02±3．48）ml,二者比较有显著性差异（P〈0．01）;老年慢性心衰组在脂餐后10、30、60min胆囊排空分数均显著低于正常对照组（P〈0．01）。通过莫沙比利治疗四周后,老年慢性心衰组空腹胆囊容积为（19．86±2．32）ml,显著小于治疗前（P〈0．05）,却仍然大于正常组（P〈0．05）,而脂餐后10、30、60min胆囊排空分数均显著增大（P〈0．01）,但仍然小于正常对照组（P〈0．01）。结论老年慢性心衰患者不仅存在胃肠运动功能障碍,而且还存在明显的胆囊运动功能障碍;胃肠促动力药莫沙比利能明显改善老年慢性心衰患者的胆囊运动功能。