样本总体分布判别方法及含钡硅酸盐玻璃类无机粉体的粒度分布

提出了判断样本观察值的总体分布类型的方法 ,即改进传统的应用概率纸判断的方法 .而是在Mathematica和 Matlab数学软件环境下 ,应用计算机在各种概率坐标系下作出散点图 ,当难于作出定性判断时 ,对散点图作回归的方差分析 ,给出定量的分析结果 .用此方法确定了牙科修复材料含钡硅酸盐玻璃类无机粉体粒度的概率密度函数为对数正态分布     

The Shorth Plot

The shorth plot is a tool to investigate probability mass concentration. It is a graphical representation of the length of the shorth, the shortest interval covering a certain fraction of the distribution, localized by forcing the intervals considered to contain a given point x. It is easy to compute, avoids bandwidth selection problems, and allows scanning for local as well as for global features of the probability distribution. The good performance of the shorth plot is demonstrated through simulations and real data examples. These data as well as an R-package for computation of the shorth plot are available online.     

On assessing multivariate normality based on shapiro-wilk W statistic

Shapiro and Wilk's (1965) W statistic has been found to be the best omnibus test for detecting departures from univariate normality. Royston (1983) extends the application of W to testing multivariate normality but the procedure involves a certain approximation which needs to be justified. The procedures proposed in the present paper do not need such an approximation. The asymptotic null distributions are also given. Finally, a numerical example is used to illustrate the procedures.     

Estimating a Resource Selection Function With Line Transect Sampling

A resource selection probability function is a function that gives the probability that a resource unit (e.g., a plot of land) that is described by a set of habitat variables X1 to Xp will be used by an animal or group of animals in a certain period of time. The estimation of a resource selection function is usually based on the comparison of a sample of resource units used by an animal with a sample of the resource units that were available for use, with both samples being assumed to be effectively randomly selected from the relevant populations. In this paper the possibility of using a modified sampling scheme is examined, with the used units obtained by line transect sampling. A logistic regression type of model is proposed, with estimation by conditional maximum likelihood. A simulation study indicates that the proposed method should be useful in practice.     

Accusation probabilities in Tardos codes: beyond the Gaussian approximation

We study the probability distribution of user accusations in the q-ary Tardos fingerprinting system under the Marking Assumption, in the restricted digit model. In particular, we look at the applicability of the so-called Gaussian approximation, which states that accusation probabilities tend to the normal distribution when the fingerprinting code is long. We introduce a novel parametrization of the attack strategy which enables a significant speedup of numerical evaluations. We set up a method, based on power series expansions, to systematically compute the probability of accusing innocent users. The ‘small parameter’ in the power series is 1/m, where m is the code length. We use our method to semi-analytically study the performance of the Tardos code against majority voting and interleaving attacks. The bias function ‘shape’ parameter k{{\kappa}} strongly influences the distance between the actual probabilities and the asymptotic Gaussian curve. The impact on the collusion-resilience of the code is shown. For some realistic parameter values, the false accusation probability is even lower than the Gaussian approximation predicts.     

Displaying Variation in Large Datasets: Plotting a Visual Summary of Effect Sizes

Displaying the component-wise between-group differences high-dimensional datasets is problematic because widely used plots such as Bland–Altman and Volcano plots do not show what they are colloquially believed to show. Thus, it is difficult for the experimentalist to grasp why the between-group difference of one component is “significant” while that of another component is not. Here, we propose a type of “Effect Plot” that displays between-group differences in relation to respective underlying variability for every component of a high-dimensional dataset. We use synthetic data to show that such a plot captures the essence of what determines “significance” for between-group differences in each component, and provide guidance in the interpretation of the plot. Supplementary online materials contain the code and data for this article and include simple R functions to produce an effect plot from suitable datasets.     

Extending the GGobi pipeline from R

This paper describes progress towards developing a platform for rapid prototyping of interactive data visualizations, using R, GGobi, rggobi and RGtk2. GGobi is a software tool for multivariate interactive graphics. At the core of GGobi is a data pipeline that incrementally transforms data through a series of stages into a plot and maps user interaction with the plot back to the data. The GGobi pipeline is extensible and mutable at runtime. The rggobi package, an interface from the R language to GGobi, has been augmented with a low-level interface that supports the customization of interactive data visualizations through the extension and manipulation of the GGobi pipeline. The large size of the GGobi API has motivated the use of the RGtk2 code generation system to create the low-level interface between R and GGobi. The software is demonstrated through an application to interactive network visualization.     

Invariants of trace forms in odd characteristic and authentication codes

We complete A. Klapper's work on the invariant of a one-term trace form over a finite field of odd characteristic. We apply this to computing the probability of a successful impersonation attack on an authentication code proposed by C. Ding et al. (2005).     

The Mode Tree: A Tool for Visualization of Nonparametric Density Features

Abstract

Recognition and extraction of features in a nonparametric density estimate are highly dependent on correct calibration. The data-driven choice of bandwidth h in kernel density estimation is a difficult one that is compounded by the fact that the globally optimal h is not generally optimal for all values of x. In recognition of this fact a new type of graphical tool, the mode tree, is proposed. The basic mode tree plot relates the locations of modes in density estimates with the bandwidths of those estimates. Additional information can be included on the plot indicating factors such as the size of modes, how modes split, and the locations of antimodes and bumps. The use of a mode tree in adaptive multimodality investigations is proposed, and an example is given to show the value in using a normal kernel, as opposed to the biweight or other kernels, in such investigations. Examples of such investigations are provided for Ahrens's chondrite data and van Winkle's Hidalgo stamp data. Finally, the bivariate mode tree is introduced, together with an example using Scott's lipid data.     

Semiparametric analysis based on weighted estimating equations for transformation models with missing covariates

Missing covariate data are very common in regression analysis. In this paper, the weighted estimating equation method (Qi et al., 2005) [25] is used to extend the so-called unified estimation procedure (Chen et al., 2002) [4] for linear transformation models to the case of missing covariates. The non-missingness probability is estimated nonparametrically by the kernel smoothing technique. Under missing at random, the proposed estimators are shown to be consistent and asymptotically normal, with the asymptotic variance estimated consistently by the usual plug-in method. Moreover, the proposed estimators are more efficient than the weighted estimators with the inverse of true non-missingness probability as weight. Finite sample performance of the estimators is examined via simulation and a real dataset is analyzed to illustrate the proposed methods.     

对数收益率的偏斜Logistic分布与VaR估计

本文通过直方图和Q-Q图的直观方法展示了上证指数和深证指数的对数收益率具有尖峰厚尾和偏斜的分布特征,利用Shapiro-Wilk正态性检验和Kolmogorov-Smirnov检验等方法检验了对数收益率的分布与正态分布有显著性差异,并以较大的概率水平接受了对数收益率服从偏斜Logistic分布,同时给出了基于偏斜Logistic分布的VaR风险量的估计,结果显示上证指数的风险小于深证指数的风险。     

Semiparametric inference for transformation models via empirical likelihood

Recent advances in the transformation model have made it possible to use this model for analyzing a variety of censored survival data. For inference on the regression parameters, there are semiparametric procedures based on the normal approximation. However, the accuracy of such procedures can be quite low when the censoring rate is heavy. In this paper, we apply an empirical likelihood ratio method and derive its limiting distribution via U-statistics. We obtain confidence regions for the regression parameters and compare the proposed method with the normal approximation based method in terms of coverage probability. The simulation results demonstrate that the proposed empirical likelihood method overcomes the under-coverage problem substantially and outperforms the normal approximation based method. The proposed method is illustrated with a real data example. Finally, our method can be applied to general U-statistic type estimating equations.     

Rare Event Probability Estimation in the Presence of Epistemic Uncertainty on Input Probability Distribution Parameters

The accurate estimation of rare event probabilities is a crucial problem in engineering to characterize the reliability of complex systems. Several methods such as Importance Sampling or Importance Splitting have been proposed to perform the estimation of such events more accurately (i.e., with a lower variance) than crude Monte Carlo method. However, these methods assume that the probability distributions of the input variables are exactly defined (e.g., mean and covariance matrix perfectly known if the input variables are defined through Gaussian laws) and are not able to determine the impact of a change in the input distribution parameters on the probability of interest. The problem considered in this paper is the propagation of the input distribution parameter uncertainty defined by intervals to the rare event probability. This problem induces intricate optimization and numerous probability estimations in order to determine the upper and lower bounds of the probability estimate. The calculation of these bounds is often numerically intractable for rare event probability (say 10^?5), due to the high computational cost required. A new methodology is proposed to solve this problem with a reduced simulation budget, using the adaptive Importance Sampling. To this end, a method for estimating the Importance Sampling optimal auxiliary distribution is proposed, based on preceding Importance Sampling estimations. Furthermore, a Kriging-based adaptive Importance Sampling is used in order to minimize the number of evaluations of the computationally expensive simulation code. To determine the bounds of the probability estimate, an evolutionary algorithm is employed. This algorithm has been selected to deal with noisy problems since the Importance Sampling probability estimate is a random variable. The efficiency of the proposed approach, in terms of accuracy of the found results and computational cost, is assessed on academic and engineering test cases.     

利用有限局部环Z/pkZ上的幂等矩阵的标准型构作认证码

In this paper,we determine the normal forms of idempotent matrices for similarity over finite local rings Z/p~kZ,from which we construct a Cartesian au- thentication code and compute its size parameters and the probabilities of successful impersonation and substitution attack under the hypothesis that the cecoding rules are chosen according to a uniform probability distribution.     

Using Normal Form of Idempotent Matrices over Finite Local Ring Z/p^kZ to Construct Cartesian Authentication Codes

In this paper, we determine the normal forms of idempotent matrices for similarity over finite local rings Z/p^kZ, from which we construct a Cartesian authentication code and compute its size parameters and the probabilities of successful impersonation and substitution attack under the hypothesis that the cecoding rules are chosen according to a uniform probability distribution.     

Least squares generalized inferences in unbalanced two-component normal mixed linear model

In this paper, we make use of least squares idea to construct new fiducial generalized pivotal quantities of variance components in two-component normal mixed linear model, then obtain generalized confidence intervals for two variance components and the ratio of the two variance components. The simulation results demonstrate that the new method performs very well in terms of both empirical coverage probability and average interval length. The newly proposed method also is illustrated by a real data example.     

A goodness-of-fit statistic for Pareto-type behaviour

The fit of a statistical model can be visually assessed by inspection of a quantile–quantile or QQ plot. For the strict Pareto distribution, since log-transformed Pareto random variables are exponentially distributed, it is natural to consider an exponential quantile plot based on the log-transformed data. In case the data originate from a Pareto-type distribution, the Pareto quantile plot will be linear but only in some of the largest observations. In this paper we modify the Jackson statistic, originally proposed as a goodness-of-fit statistic for testing exponentiality, in such a way that it measures the linearity of the k largest observations on the Pareto quantile plot. Further, by taking the second-order tail behaviour of a Pareto-type model into account we construct a bias-corrected Jackson statistic. For both statistics the limiting distribution is derived. Next to these asymptotic results we also evaluate the small sample behaviour on the basis of a simulation study. The method is illustrated on two practical case studies.     

Nonparametric Bayesian Modeling for Multivariate Ordinal Data

This article proposes a probability model for k-dimensional ordinal outcomes, that is, it considers inference for data recorded in k-dimensional contingency tables with ordinal factors. The proposed approach is based on full posterior inference, assuming a flexible underlying prior probability model for the contingency table cell probabilities. We use a variation of the traditional multivariate probit model, with latent scores that determine the observed data. In our model, a mixture of normals prior replaces the usual single multivariate normal model for the latent variables. By augmenting the prior model to a mixture of normals we generalize inference in two important ways. First, we allow for varying local dependence structure across the contingency table. Second, inference in ordinal multivariate probit models is plagued by problems related to the choice and resampling of cutoffs defined for these latent variables. We show how the proposed mixture model approach entirely removes these problems. We illustrate the methodology with two examples, one simulated dataset and one dataset of interrater agreement.     

Worst-Case Violation of Sampled Convex Programs for Optimization with Uncertainty

A deterministic approach called robust optimization has been recently proposed to deal with optimization problems including inexact data, i.e., uncertainty. The basic idea of robust optimization is to seek a solution that is guaranteed to perform well in terms of feasibility and near-optimality for all possible realizations of the uncertain input data. To solve robust optimization problems, Calafiore and Campi have proposed a randomized approach based on sampling of constraints, where the number of samples is determined so that only a small portion of the original constraints is violated by the randomized solution. Our main concern is not only the probability of violation, but also the degree of violation, i.e., the worst-case violation. We derive an upper bound of the worst-case violation for the sampled convex programs and consider the relation between the probability of violation and the worst-case violation. The probability of violation and the degree of violation are simultaneously bounded by a prescribed value when the number of random samples is large enough. In addition, a confidence interval of the optimal value is obtained when the objective function includes uncertainty. Our method is applicable to not only a bounded uncertainty set but also an unbounded one. Hence, the scope of our method includes random sampling following an unbounded distribution such as the normal distribution.     

Golay code and random packing

Summary A random sequential packing by Hamming distance is applied to study Golay code. The probability of getting Golay code is estimated by computer simulation. A histogram of number of packed points is given to show the existence of several remarkable clusters. The Institute of Statistical Mathematics