165 resultados para clustered binary data
Resumo:
A number of binary Cu-X alloys (X = Fe, Cr, Si and Al) with alloying elements up to approximate to 12 at % for Fe and Cr, and = 20 at% for Al and Si were cast into thin ribbons (30-50 mu m thickness) by chill block melt spinning. The structural state of the as-cast ribbons was determined by X-ray diffraction (XRD) and microstructures of the quenched alloys were compared with the ingot equivalent, It was possible to achieve solid solution and fine dispersion of secondary phase beyond XRD detection up to approximate to 8 at% solute for Fe and Cr, which is beyond the expected concentration limits from equilibrium phase diagrams. The effects of alloying on resistivity and microhardness are also presented.
Resumo:
Analysis of a major multi-site epidemiologic study of heart disease has required estimation of the pairwise correlation of several measurements across sub-populations. Because the measurements from each sub-population were subject to sampling variability, the Pearson product moment estimator of these correlations produces biased estimates. This paper proposes a model that takes into account within and between sub-population variation, provides algorithms for obtaining maximum likelihood estimates of these correlations and discusses several approaches for obtaining interval estimates. (C) 1997 by John Wiley & Sons, Ltd.
Resumo:
In 2007 Associate Professor Jay Hall retires from the University of Queensland after more than 30 years of service to the Australian archaeological community. Celebrated as a gifted teacher and a pioneer of Queensland archaeology, Jay leaves a rich legacy of scholarship and achievement across a wide range of archaeological endeavours. An Archæological Life brings together past and present students, colleagues and friends to celebrate Jay’s contributions, influences and interests.
Resumo:
HE PROBIT MODEL IS A POPULAR DEVICE for explaining binary choice decisions in econometrics. It has been used to describe choices such as labor force participation, travel mode, home ownership, and type of education. These and many more examples can be found in papers by Amemiya (1981) and Maddala (1983). Given the contribution of economics towards explaining such choices, and given the nature of data that are collected, prior information on the relationship between a choice probability and several explanatory variables frequently exists. Bayesian inference is a convenient vehicle for including such prior information. Given the increasing popularity of Bayesian inference it is useful to ask whether inferences from a probit model are sensitive to a choice between Bayesian and sampling theory techniques. Of interest is the sensitivity of inference on coefficients, probabilities, and elasticities. We consider these issues in a model designed to explain choice between fixed and variable interest rate mortgages. Two Bayesian priors are employed: a uniform prior on the coefficients, designed to be noninformative for the coefficients, and an inequality restricted prior on the signs of the coefficients. We often know, a priori, whether increasing the value of a particular explanatory variable will have a positive or negative effect on a choice probability. This knowledge can be captured by using a prior probability density function (pdf) that is truncated to be positive or negative. Thus, three sets of results are compared:those from maximum likelihood (ML) estimation, those from Bayesian estimation with an unrestricted uniform prior on the coefficients, and those from Bayesian estimation with a uniform prior truncated to accommodate inequality restrictions on the coefficients.