Precise Simulated Percentiles in a Pinch

A percentile point simulation algorithm is presented. The algorithm is useful when computer storage and time considerations are at a premium. The algorithm employs various time- and storage-saving ideas, including a “pinching” mechanism that reduces the proportion of simulated values stored as the number of iterations is increased. Algorithm output includes a measure of precision as well as the simulated percentile point. The simulation can be stopped when the desired degree of precision has been attained.     

Simulation of the p-generalized Gaussian distribution

In this paper, we introduce the p-generalized polar methods for the simulation of the p-generalized Gaussian distribution. On the basis of geometric measure representations, the well-known Box–Muller method and the Marsaglia–Bray rejecting polar method for the simulation of the Gaussian distribution are generalized to simulate the p-generalized Gaussian distribution, which fits much more flexibly to data than the Gaussian distribution and has already been applied in various fields of modern sciences. To prove the correctness of the p-generalized polar methods, we give stochastic representations, and to demonstrate their adequacy, we perform a comparison of six simulation techniques w.r.t. the goodness of fit and the complexity. The competing methods include adapted general methods and another special method. Furthermore, we prove stochastic representations for all the adapted methods.     

Mlonte Carlo Techniques for Quantitative Uncertainty Analysis in Public Health Risk Assessments

Most public health risk assessments assume and combine a series of average, conservative, and worst-case values to derive a conservative point estimate of risk. This procedure has major limitations. This paper demonstrates a new methodology for extended uncertainty analyses in public health risk assessments using Monte Carlo techniques. The extended method begins as do some conventional methods--with the preparation of a spreadsheet to estimate exposure and risk. This method, however, continues by modeling key inputs as random variables described by probability density functions (PDFs). Overall, the technique provides a quantitative way to estimate the probability distributions for exposure and health risks within the validity of the model used. As an example, this paper presents a simplified case study for children playing in soils contaminated with benzene and benzo(a)pyrene (BaP).     

Terrorist Population Dynamics Model

A system that includes a number of terrorist cells is considered. The cells can consist of one or more terrorists. The current number of terrorist cells is further denoted by N(t), where t is a current time counted from any appropriate origin. The objective is to find the evolution of the system in terms of N(t) and some interpretable parameters, such as the initial number of the terrorist cells N0=N(0), the cell disabling rate constant lambda (or the cell half-life t1/2), and the rate of formation of new cells P. The cost-effectiveness analysis, performed in the framework of the model, reveals that the effectiveness of disabling a terrorist cell is getting worse after 2-3 half-lives of a cell, which shows that if the anti-terrorist actions have not reached their goal during that time, the respective policy should be considered for revision, using the risk assessment consideration. Another important issue raised concerns balancing the efforts related to counterterrorism actions inside the system and the efforts protecting its borders. The respective data analysis is suggested and illustrated using simulated data.     

Coverage plots for assessing the variability of estimated contours of a density

Methods for assessing the variability of an estimated contour of a density are discussed. A new method called the coverage plot is proposed. Techniques including sectioning and bootstrap techniques are compared for a particular problem which arises in Monte Carlo simulation approaches to estimating the spatial distribution of risk in the operation of weapons firing ranges. It is found that, for computational reasons, the sectioning procedure outperforms the bootstrap for this problem. The roles of bias and sample size are also seen in the examples shown.     

Perfect simulation for correlated Poisson random variables conditioned to be positive

In this paper we present a perfect simulation method for obtaining perfect samples from collections of correlated Poisson random variables conditioned to be positive. We show how to use this method to produce a perfect sample from a Boolean model conditioned to cover a set of points: in W.S. Kendall and E. Thönnes (Pattern Recognition 32(9): 1569–1586, 1999), this special case was treated in a more complicated way. The method is applied to several simple examples where exact calculations can be made, so as to check correctness of the program using ²-tests, and some small-scale experiments are carried out to explore the behaviour of the conditioned Boolean model.     

Use of Markov Chain Monte Carlo Analysis with a Physiologically-Based Pharmacokinetic Model of Methylmercury to Estimate Exposures in U.S. Women of Childbearing Age

A Bayesian approach, implemented using Markov Chain Monte Carlo (MCMC) analysis, was applied with a physiologically‐based pharmacokinetic (PBPK) model of methylmercury (MeHg) to evaluate the variability of MeHg exposure in women of childbearing age in the U.S. population. The analysis made use of the newly available National Health and Nutrition Survey (NHANES) blood and hair mercury concentration data for women of age 16–49 years (sample size, 1,582). Bayesian analysis was performed to estimate the population variability in MeHg exposure (daily ingestion rate) implied by the variation in blood and hair concentrations of mercury in the NHANES database. The measured variability in the NHANES blood and hair data represents the result of a process that includes interindividual variation in exposure to MeHg and interindividual variation in the pharmacokinetics (distribution, clearance) of MeHg. The PBPK model includes a number of pharmacokinetic parameters (e.g., tissue volumes, partition coefficients, rate constants for metabolism and elimination) that can vary from individual to individual within the subpopulation of interest. Using MCMC analysis, it was possible to combine prior distributions of the PBPK model parameters with the NHANES blood and hair data, as well as with kinetic data from controlled human exposures to MeHg, to derive posterior distributions that refine the estimates of both the population exposure distribution and the pharmacokinetic parameters. In general, based on the populations surveyed by NHANES, the results of the MCMC analysis indicate that a small fraction, less than 1%, of the U.S. population of women of childbearing age may have mercury exposures greater than the EPA RfD for MeHg of 0.1 μg/kgg/day, and that there are few, if any, exposures greater than the ATSDR MRL of 0.3 μgg/kgg/day. The analysis also indicates that typical exposures may be greater than previously estimated from food consumption surveys, but that the variability in exposure within the population of U.S. women of childbearing age may be less than previously assumed.     

Development of a Screening Approach to Interpret Human Biomonitoring Data on Volatile Organic Compounds: Reverse Dosimetry on Biomonitoring Data for Trichloroethylene

A screening approach is developed for volatile organic compounds (VOCs) to estimate exposures that correspond to levels measured in fluids and/or tissues in human biomonitoring studies. The approach makes use of a generic physiologically-based pharmacokinetic (PBPK) model coupled with exposure pattern characterization, Monte Carlo analysis, and quantitative structure property relationships (QSPRs). QSPRs are used for VOCs with minimal data to develop chemical-specific parameters needed for the PBPK model. The PBPK model is capable of simulating VOC kinetics following multiple routes of exposure, such as oral exposure via water ingestion and inhalation exposure during shower events. Using published human biomonitoring data of trichloroethylene (TCE), the generic model is evaluated to determine how well it estimates TCE concentrations in blood based on the known drinking water concentrations. In addition, Monte Carlo analysis is conducted to characterize the impact of the following factors: (1) uncertainties in the QSPR-estimated chemical-specific parameters; (2) variability in physiological parameters; and (3) variability in exposure patterns. The results indicate that uncertainty in chemical-specific parameters makes only a minor contribution to the overall variability and uncertainty in the predicted TCE concentrations in blood. The model is used in a reverse dosimetry approach to derive estimates of TCE concentrations in drinking water based on given measurements of TCE in blood, for comparison to the U.S. EPA's Maximum Contaminant Level in drinking water. This example demonstrates how a reverse dosimetry approach can be used to facilitate interpretation of human biomonitoring data in a health risk context by deriving external exposures that are consistent with a biomonitoring data set, thereby permitting comparison with health-based exposure guidelines.     

制造柔性的期权特征及其经济价值度量方法

本文分析了制造柔性的内涵,对其从生产状态变化的目标和产生来源进行了分类,并对制造柔性从期权的视角重新加以了表述.然后提出当存在市场需求、产品价格和可变成本三种不确定源的情形下制造柔性的多阶段期权定价模型,最后结合蒙特卡洛法实现了对项目投资决策阶段柔性经济价值的度量.