69 resultados para Conditional Heteroskedasticity
Resumo:
The application of tape to deload soft tissue is used in the management of thoracic spine pain. A reported clinical feature of this treatment is reduced tenderness of the spine during postero-anterior mobilizations. A randomized, single blind, placebo controlled, repeated measures design study was employed to investigate the effects of deloading tape on pressure pain threshold measurements at the level of the T7 spinous process in an asymptomatic group of 24 subjects. Pressure pain thresholds were assessed prior to and following the application of deloading tape, placebo sham tape and no-tape control conditions. All subjects received all three conditions in a randomized order on three separate days. Differences between the pre- and post-measurements were used as indicators of change in a subject's pressure pain threshold. No significant change in pressure pain threshold measurements was found between conditions. In summary, this study demonstrated that deloading tape applied to the level of the T7 spinous process did not significantly change pressure pain threshold measurements in asymptomatic subjects, raising the possibility that any pain relieving effect may well be conditional upon pain being present. (C) 2002 Elsevier Science Ltd. All rights reserved.
Resumo:
The flock-level sensitivity of pooled faecal culture and serological testing using AGID for the detection of ovine Johne's disease-infected flocks were estimated using non-gold-standard methods. The two tests were compared in an extensive field trial in 296 flocks in New South Wales during 1998. In each flock, a sample of sheep was selected and tested for ovine Johne's disease using both the AGID and pooled faecal culture. The flock-specificity of pooled faecal culture also was estimated from results of surveillance and market-assurance testing in New South Wales. The overall flock-sensitivity of pooled faecal culture was 92% (95% CI: 82.4 and 97.4%) compared to 61% (50.5 and 70.9%) for serology (assuming that both tests were 100% specific). In low-prevalence flocks (estimated prevalence
Resumo:
Orebody modelling, support effects and the estimation of recoverable reserves are key parts of open pit optimization studies. A case study is presented on the estimation of recoverable reserves using an implementation of indicator kriging where metal quantity is used to select cutoffs, and support corrections founded on a conditional simulation approach. Mining selectivity is explored in the subsequent optimization study to compare results from indicator kriging of grade estimates on a regular size blocks and indicator kriging estimates on small size blocks. The use of indicator kriging models adjusted for a given selectivity and the use of grade proportions in each block for the optimization study, provide a presentation of the expected ore recovery for a predefined level of selectivity. The case study shows that indicator kriging estimation with full accounting of block grade distributions generates substantially better results in the pit optimization study. In addition, the adverse effects of small blocks and over-smoothing on optimization results are illustrated.
Resumo:
For Markov processes on the positive integers with the origin as an absorbing state, Ferrari, Kesten, Martinez and Picco studied the existence of quasi-stationary and limiting conditional distributions by characterizing quasi-stationary distributions as fixed points of a transformation Phi on the space of probability distributions on {1, 2,.. }. In the case of a birth-death process, the components of Phi(nu) can be written down explicitly for any given distribution nu. Using this explicit representation, we will show that Phi preserves likelihood ratio ordering between distributions. A conjecture of Kryscio and Lefevre concerning the quasi-stationary distribution of the SIS logistic epidemic follows as a corollary.
Resumo:
This paper investigates the robustness of a range of short–term interest rate models. We examine the robustness of these models over different data sets, time periods, sampling frequencies, and estimation techniques. We examine a range of popular one–factor models that allow the conditional mean (drift) and conditional variance (diffusion) to be functions of the current short rate. We find that parameter estimates are highly sensitive to all of these factors in the eight countries that we examine. Since parameter estimates are not robust, these models should be used with caution in practice.
Resumo:
We consider a mixture model approach to the regression analysis of competing-risks data. Attention is focused on inference concerning the effects of factors on both the probability of occurrence and the hazard rate conditional on each of the failure types. These two quantities are specified in the mixture model using the logistic model and the proportional hazards model, respectively. We propose a semi-parametric mixture method to estimate the logistic and regression coefficients jointly, whereby the component-baseline hazard functions are completely unspecified. Estimation is based on maximum likelihood on the basis of the full likelihood, implemented via an expectation-conditional maximization (ECM) algorithm. Simulation studies are performed to compare the performance of the proposed semi-parametric method with a fully parametric mixture approach. The results show that when the component-baseline hazard is monotonic increasing, the semi-parametric and fully parametric mixture approaches are comparable for mildly and moderately censored samples. When the component-baseline hazard is not monotonic increasing, the semi-parametric method consistently provides less biased estimates than a fully parametric approach and is comparable in efficiency in the estimation of the parameters for all levels of censoring. The methods are illustrated using a real data set of prostate cancer patients treated with different dosages of the drug diethylstilbestrol. Copyright (C) 2003 John Wiley Sons, Ltd.
Resumo:
A new modeling approach-multiple mapping conditioning (MMC)-is introduced to treat mixing and reaction in turbulent flows. The model combines the advantages of the probability density function and the conditional moment closure methods and is based on a certain generalization of the mapping closure concept. An equivalent stochastic formulation of the MMC model is given. The validity of the closuring hypothesis of the model is demonstrated by a comparison with direct numerical simulation results for the three-stream mixing problem. (C) 2003 American Institute of Physics.
Resumo:
The production of conditional quantum states and quantum operations based on the result of measurement is now seen as a key tool in quantum information and metrology. We propose a different type of photon number detector. It functions nondeterministically, but when successful, it has high fidelity. The detector, which makes use of an n-photon auxiliary Fock state and high efficiency homodyne detection, allows a tunable trade-off between fidelity and probability. By sacrificing probability of operation, an excellent approximation to a photon-number detector is achieved.
Resumo:
Results of experiments recently performed are reported, in which two optical parametric amplifiers were set up to generate two independently quadrature squeezed continuous wave laser beams. The transformation of quadrature squeezed states into polarization squeezed states and into states with spatial quantum correlations is demonstrated. By utilizing two squeezed laser beams, a polarization squeezed state exhibiting three simultaneously squeezed Stokes operator variances was generated. Continuous variable polarization entanglement was generated and the Einstein-Podolsky-Rosen paradox was observed. A pair of Stokes operators satisfied both the inseparability criterion and the conditional variance criterion. Values of 0.49 and 0.77, respectively, were observed, with entanglement requiring values below unity. The inseparability measure of the observed quadrature entanglement was 0.44. This value is sufficient for a demonstration of quantum teleportation, which is the next experimental goal of the authors.