22 resultados para likelihood ratio test

em Deakin Research Online - Australia


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This thesis, using a computer simulation, studies the effect of the normal distribution assumption on the power of several many-sample location and scale test procedures. It also suggests an almost robust parametric test, namely numerical likelihood ratio test (NLRT) for non-normal situations. The NLRT is found better than all of the tests considered. Some real life data sets were used as examples.

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Traditional regression techniques such as ordinary least squares (OLS) are often unable to accurately model spatially varying data and may ignore or hide local variations in model coefficients. A relatively new technique, geographically weighted regression (GWR) has been shown to greatly improve model performance compared to OLS in terms of higher R 2 and lower corrected Akaike information criterion (AICC). GWR models have the potential to improve reliabilities of the identified relationships by reducing spatial autocorrelations and by accounting for local variations and spatial non-stationarity between dependent and independent variables. In this study, GWR was used to examine the relationship between land cover, rainfall and surface water habitat in 149 sub-catchments in a predominately agricultural region covering 2.6 million ha in southeast Australia. The application of the GWR models revealed that the relationships between land cover, rainfall and surface water habitat display significant spatial non-stationarity. GWR showed improvements over analogous OLS models in terms of higher R 2 and lower AICC. The increased explanatory power of GWR was confirmed by the results of an approximate likelihood ratio test, which showed statistically significant improvements over analogous OLS models. The models suggest that the amount of surface water area in the landscape is related to anthropogenic drainage practices enhancing runoff to facilitate intensive agriculture and increased plantation forestry. However, with some key variables not present in our analysis, the strength of this relationship could not be qualified. GWR techniques have the potential to serve as a useful tool for environmental research and management across a broad range of scales for the investigation of spatially varying relationships.

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Researchers typically tackle questions by constructing powerful, highlyreplicated sampling protocols or experimental designs. Such approaches often demand large samples sizes and are usually only conducted on a once-off basis. In contrast, many industries need to continually monitor phenomena such as equipment reliability, water quality, or the abundance of a pest. In such instances, costs and time inherent in sampling preclude the use of highlyintensive methods. Ideally, one wants to collect the absolute minimum number of samples needed to make an appropriate decision. Sequential sampling, wherein the sample size is a function of the results of the sampling process itself, offers a practicable solution. But smaller sample sizes equate to less knowledge about the population, and thus an increased risk of making an incorrect management decision. There are various statistical techniques to account for and measure risk in sequential sampling plans. We illustrate these methods and assess them using examples relating to the management of arthropod pests in commercial crops, but they can be applied to any situation where sequential sampling is used.

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In an earlier paper we adopted a BEKK-GARCH framework and employed a systematic approach to examine structural breaks in the HSIF and HSI volatility. Switching dummy variables were included and tested in the variance equations to check for any structural changes in the autoregressive volatility structure due to the events that have taken place in the Hong Kong market. A Bi-variate GARCH model with 3 switching points was found to be superior as it captured the potential structural changes in return volatilities. Abolishment of the uptick rule, increase of initial margins for the HSIF and electronic trading of HSIF were found to have significant impact on the volatility structure of HSIF and HSI. In this paper we include measures of daily trading volume from both markets in the estimation. Likelihood ratio tests indicate the switching dummy variables become insignificant and the GARCH effects diminish but remain significant.

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In an earlier paper, we adopted a bi-variate BEKK–GARCH framework and employed a systematic approach to examine structural breaks in the Hang Seng Index and Index Futures market volatility. Switching dummy variables were included and tested in the variance equations to check for any structural changes in the autoregressive volatility structure due to the events that have taken place in the Hong Kong market surrounding the Asian markets crisis. In this paper, we include measures of daily trading volume from both markets in the estimation. Likelihood ratio tests indicate the switching dummy variables become insignificant and the GARCH effects diminish but remain significant. There is some evidence that the Sequential Arrival of Information Model (SIM) provides a platform to explain these market induced effects when volume of trade is accounted for.

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This paper proposes a novel biometric authentication method based on the recognition of drivers' dynamic handgrip on steering wheel. A pressure sensitive mat mounted on a steering wheel is employed to collect handgrip data exerted by the hands of drivers who intend to start the vehicle. Then, the likelihood-ratio-based classifier is designed to distinguish rightful driver of a car after analyzing their inherent dynamic features of grasping. The experimental results obtained in this study show that mean acceptance rates of 85.4% for the trained subjects and mean rejection rates of 82.65% for the un-trained ones are achieved by the classifier in the two batches of testing. It can be concluded that the driver verification approach based on dynamic handgrip recognition on steering wheel is a promising biometric technology and will be further explored in the near future in smart car design.

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This paper presents a novel driver verification algorithm based on the recognition of handgrip patterns on steering wheel. A pressure sensitive mat mounted on a steering wheel is employed to collect a series of pressure images exerted by the hands of the drivers who intend to start the vehicle. Then, feature extraction from those images is carried out through two major steps: Quad-Tree-based multi-resolution decomposition on the images and Principle Component Analysis (PCA)-based dimension reduction, followed by implementing a likelihood-ratio classifier to distinguish drivers into known or unknown ones. The experimental results obtained in this study show that the mean acceptance rates of 78.15% and 78.22% for the trained subjects and the mean rejection rates of 93.92% and 90.93% to the un-trained ones are achieved in two trials, respectively. It can be concluded that the driver verification approach based on the handgrip recognition on steering wheel is promising and will be further explored in the near future.

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This paper examines the use of the payout ratio as a predictor of a firm’s future earnings growth. Recent evidence rejects the hypothesis that firm which retain a large portion of their earnings have strong future earnings growth. Higher dividend payout ratios instead correspond to higher future earnings growth. Examining both listed and delisted firms on the Australian stock exchange over the period 1989 to 2008, we provide further evidence that the dividend payout ratio is positively linked to future earnings growth. The results hold over both one, three and five year periods. Furthermore, our results rejected claims that such a relationship was caused by simple mean reversion in earnings. We find no evidence to support the cash flow signaling and free cash flow hypotheses as an explanation for this relationship.

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To quantify the frictional behaviour in sheet forming operations, several laboratory experiments which simulate the real forming conditions are performed. The Bending Under Tension Test is one such experiment which is often used to represent the frictional flow of sheet material around a die or a punch radius. Different mathematical representations are used to determine the coefficient of friction in the Bending Under Tension Test. In general the change in the strip thickness in passing over the die radius is neglected and the radius of curvature to thickness ratio is assumed to be constant in these equations. However, the effect of roller radius, sheet thickness and the surface pressure are also omitted in some of these equations. This work quantitatively determined the effect of roller radius and the tooling pressure on the coefficient of friction. The Bending Under Tension Test was performed using rollers with different radii and also lubricants with different properties. The tool radii were found to have a direct influence in the contact pressure. The effect of roller radius on friction was considerable and it was observed that there is a clear relationship between the contact pressure and the coefficient of friction.

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Objectives. To compare body mass index (BMI), waist circumference and waist–hip ratio (WHR) as indices of obesity and assess the respective associations with type 2 diabetes, hypertension and dyslipidaemia.

Design and setting. A national sample of 11 247 Australians aged ≥25 years was examined in 2000 in a cross-sectional survey.

Main outcome measures. The examination included a fasting blood sample, standard 2-h 75-g oral glucose tolerance test, blood pressure measurements and questionnaires to assess treatment for dyslipidaemia and hypertension. BMI, waist circumference and WHR were measured to assess overweight and obesity.

Results. The prevalence of obesity amongst Australian adults defined by BMI, waist circumference and WHR was 20.8, 30.5 and 15.8% respectively. The unadjusted odds ratio for the fourth vs. first quartile of each obesity measurement showed that WHR had the strongest relationship with type 2 diabetes, dyslipidaemia (women only) and hypertension. Following adjustment for age, however, there was little difference between the three measures of obesity, with the possible exceptions of hypertension in women, where BMI had a stronger association, and dyslipidaemia in women and type 2 diabetes in men, where WHR was marginally superior.

Conclusions. Waist circumference, BMI and WHR identified different proportions of the population, as measured by both prevalence of obesity and cardiovascular disease (CVD) risk factors. Whilst WHR had the strongest correlations with CVD risk factors before adjustment for age, the three obesity measures performed similarly after adjustment for age. Given the difficulty of using age-adjusted associations in the clinical setting, these results suggest that given appropriate cut-off points, WHR is the most useful measure of obesity to use to identify individuals with CVD risk factors.

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Background

A number of studies have observed an association between breast-feeding and increased risk of development of asthma and eczema. It has been proposed that these results might be due to early signs of atopic disease in the infant causing mothers to prolong breast-feeding.

Objective


We sought to determine whether early symptoms of atopic disease (eczema, food reaction, or asthma) or positive skin prick test responses reduce the likelihood of ceasing breast-feeding.

Methods

A prospective birth cohort of 620 infants from Melbourne, Australia, was used. Telephone interviews every 4 weeks were conducted until 64 weeks and then again at 78 and 104 weeks to determine duration of breast-feeding (both exclusive and total) and evidence of atopic disease. Because of the varying time of onset of atopic symptoms, they were modeled as time-varying covariates in Cox models.
Results

Only 52 (8.4%) infants did not establish breast-feeding, whereas an additional 103 (25.0%) did not establish exclusive breast-feeding. Early signs of atopic disease or sensitization were independently associated with an approximately 28% reduction in risk of ceasing exclusive breast-feeding (adjusted hazard ratio, 0.72; 95% CI, 0.53-0.97); P = .029), but there was no evidence for a relationship with risk of ceasing breast-feeding completely (adjusted hazard ratio, 1.12; 95% CI, 0.92-1.37; P = .262).
Conclusion

Early signs of atopic disease might prolong the duration of exclusive breast-feeding. This could mask a protective effect of breast-feeding or even result in breast-feeding appearing to be a risk factor for the development of atopic diseases. Future investigation of the relationship between breast-feeding and atopic diseases should consider this possibility.

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Background: Assessment of allergic sensitization is not routinely performed in infants and young children with eczema.

Objective: To determine whether infants who have atopic eczema (with sensitization) are at a greater risk of developing asthma and allergic rhinitis (AR) than those with non-atopic eczema (without concurrent sensitization).

Methods: The presence of eczema was prospectively documented until 2 years of age in a birth cohort of 620 infants with a family history of atopic disease. Sensitization status was determined by skin prick tests (SPTs) at 6, 12, and 24 months using six common allergens. Interviews were conducted at 6 and 7 years to determine the presence of asthma and AR.

Results: Within the first 2 years of life, 28.7% of the 443 children who could be classified had atopic eczema: 20.5% had non-atopic eczema, 19.0% were asymptomatic but sensitized and 31.8% were asymptomatic and not sensitized. When compared with children with non-atopic eczema in the first 2 years of life, children with atopic eczema had a substantially greater risk of asthma [odds ratio (OR)=3.52, 95% confidence interval=1.88–6.59] and AR (OR=2.91, 1.48–5.71). The increased risk of asthma was even greater if the infant had a large SPT (OR=4.61, 2.34–9.09) indicative of food allergy. There was no strong evidence that children with non-atopic eczema had an increased risk of asthma or AR compared with asymptomatic children.

Conclusion
: In children with eczema within the first 2 years of life, SPT can provide valuable information on the risk of childhood asthma and AR.

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In this article, pre-service teachers' mathematics content knowledge is explored through the analysis of two items about ratio from a Mathematical Competency, Skills and Knowledge Test. Pre-service teachers' thinking strategies, common errors and misconceptions in their responses are presented and discussed. Of particular interest was the range and nature of common incorrect responses for one whole-whole ratio question. Results suggested pre-service teachers had difficulty interpreting a worded multi-step, ratio (scale) question, with errors relating to ratio and/or conversion of measurement knowledge. These difficulties reveal underdeveloped knowledge of mathematical structure and mathematical connections as well as an inability to deconstruct key components of a mathematical problem. Most pre-service teachers also lacked knowledge of standard procedures and methods of solutions.

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A recent international study of pre-service teachers identified that proportional reasoning was problematic for pre-service teachers. Proportional reasoning is an important topic in the middle years of schooling and therefore it is critical that teachers understand this topic and can rely on their Mathematical Content Knowledge (MCK) when teaching. The focus of this paper is second-year Australian primary pre-service teachers’ MCK of real number items related to ratio, rate, proportion and proportional reasoning. This paper reports on strengths and weakness of pre-service teachers’ MCK when responding to test items; including a method suitable for analysing responses to five items and ranked by three levels of difficulty. The results revealed insights into their correct methods of solutions and common incorrect responses, identifying difficulty, where multiplication and division were required. The method of coding test items by difficulty ranking may assist with developing an appropriate learning trajectory, which will assist pre-service teachers develop their MCK of this and other difficult topics.