Study on Bivariate Normal Distribution

Let (X, Y) be bivariate normal random vectors which represent the responses as a result of Treatment 1 and Treatment 2. The statistical inference about the bivariate normal distribution parameters involving missing data with both treatment samples is considered. Assuming the correlation coefficient ρ of the bivariate population is known, the MLE of population means and variance (ξ, η, and σ2) are obtained. Inferences about these parameters are presented. Procedures of constructing confidence interval for the difference of population means ξ – η and testing hypothesis about ξ – η are established. The performances of the new estimators and testing procedure are compared numerically with the method proposed in Looney and Jones (2003) on the basis of extensive Monte Carlo simulation. Simulation studies indicate that the testing power of the method proposed in this thesis study is higher.

Inferences about Parameters of Trivariate Normal Distribution with Missing Data

Multivariate normal distribution is commonly encountered in any field, a frequent issue is the missing values in practice. The purpose of this research was to estimate the parameters in three-dimensional covariance permutation-symmetric normal distribution with complete data and all possible patterns of incomplete data. In this study, MLE with missing data were derived, and the properties of the MLE as well as the sampling distributions were obtained. A Monte Carlo simulation study was used to evaluate the performance of the considered estimators for both cases when ρ was known and unknown. All results indicated that, compared to estimators in the case of omitting observations with missing data, the estimators derived in this article led to better performance. Furthermore, when ρ was unknown, using the estimate of ρ would lead to the same conclusion.

Principal component and second generation wavelet analysis of Treasury yield curve evolution

Prices of U.S. Treasury securities vary over time and across maturities. When the market in Treasurys is sufficiently complete and frictionless, these prices may be modeled by a function time and maturity. A cross-section of this function for time held fixed is called the yield curve; the aggregate of these sections is the evolution of the yield curve. This dissertation studies aspects of this evolution. ^ There are two complementary approaches to the study of yield curve evolution here. The first is principal components analysis; the second is wavelet analysis. In both approaches both the time and maturity variables are discretized. In principal components analysis the vectors of yield curve shifts are viewed as observations of a multivariate normal distribution. The resulting covariance matrix is diagonalized; the resulting eigenvalues and eigenvectors (the principal components) are used to draw inferences about the yield curve evolution. ^ In wavelet analysis, the vectors of shifts are resolved into hierarchies of localized fundamental shifts (wavelets) that leave specified global properties invariant (average change and duration change). The hierarchies relate to the degree of localization with movements restricted to a single maturity at the base and general movements at the apex. Second generation wavelet techniques allow better adaptation of the model to economic observables. Statistically, the wavelet approach is inherently nonparametric while the wavelets themselves are better adapted to describing a complete market. ^ Principal components analysis provides information on the dimension of the yield curve process. While there is no clear demarkation between operative factors and noise, the top six principal components pick up 99% of total interest rate variation 95% of the time. An economically justified basis of this process is hard to find; for example a simple linear model will not suffice for the first principal component and the shape of this component is nonstationary. ^ Wavelet analysis works more directly with yield curve observations than principal components analysis. In fact the complete process from bond data to multiresolution is presented, including the dedicated Perl programs and the details of the portfolio metrics and specially adapted wavelet construction. The result is more robust statistics which provide balance to the more fragile principal components analysis. ^

Plasma and cold sprayed aluminum carbon nanotube composites: Quantification of nanotube distribution and multi-scale mechanical properties

Carbon nanotubes (CNT) could serve as potential reinforcement for metal matrix composites for improved mechanical properties. However dispersion of carbon nanotubes (CNT) in the matrix has been a longstanding problem, since they tend to form clusters to minimize their surface area. The aim of this study was to use plasma and cold spraying techniques to synthesize CNT reinforced aluminum composite with improved dispersion and to quantify the degree of CNT dispersion as it influences the mechanical properties. Novel method of spray drying was used to disperse CNTs in Al-12 wt.% Si prealloyed powder, which was used as feedstock for plasma and cold spraying. A new method for quantification of CNT distribution was developed. Two parameters for CNT dispersion quantification, namely Dispersion parameter (DP) and Clustering Parameter (CP) have been proposed based on the image analysis and distance between the centers of CNTs. Nanomechanical properties were correlated with the dispersion of CNTs in the microstructure. Coating microstructure evolution has been discussed in terms of splat formation, deformation and damage of CNTs and CNT/matrix interface. Effect of Si and CNT content on the reaction at CNT/matrix interface was thermodynamically and kinetically studied. A pseudo phase diagram was computed which predicts the interfacial carbide for reaction between CNT and Al-Si alloy at processing temperature. Kinetic aspects showed that Al4C3 forms with Al-12 wt.% Si alloy while SiC forms with Al-23wt.% Si alloy. Mechanical properties at nano, micro and macro-scale were evaluated using nanoindentation and nanoscratch, microindentation and bulk tensile testing respectively. Nano and micro-scale mechanical properties (elastic modulus, hardness and yield strength) displayed improvement whereas macro-scale mechanical properties were poor. The inversion of the mechanical properties at different scale length was attributed to the porosity, CNT clustering, CNT-splat adhesion and Al 4C3 formation at the CNT/matrix interface. The Dispersion parameter (DP) was more sensitive than Clustering parameter (CP) in measuring degree of CNT distribution in the matrix.

Distribution of Diatoms and Development of Diatom-Based Models for Inferring Salinity and Nutrient Concentrations in Florida Bay and Adjacent Coastal Wetlands of South Florida (USA)

The composition and distribution of diatom algae inhabiting estuaries and coasts of the subtropical Americas are poorly documented, especially relative to the central role diatoms play in coastal food webs and to their potential utility as sentinels of environmental change in these threatened ecosystems. Here, we document the distribution of diatoms among the diverse habitat types and long environmental gradients represented by the shallow topographic relief of the South Florida, USA, coastline. A total of 592 species were encountered from 38 freshwater, mangrove, and marine locations in the Everglades wetland and Florida Bay during two seasonal collections, with the highest diversity occurring at sites of high salinity and low water column organic carbon concentration (WTOC). Freshwater, mangrove, and estuarine assemblages were compositionally distinct, but seasonal differences were only detected in mangrove and estuarine sites where solute concentration differed greatly between wet and dry seasons. Epiphytic, planktonic, and sediment assemblages were compositionally similar, implying a high degree of mixing along the shallow, tidal, and storm-prone coast. The relationships between diatom taxa and salinity, water total phosphorus (WTP), water total nitrogen (WTN), and WTOC concentrations were determined and incorporated into weighted averaging partial least squares regression models. Salinity was the most influential variable, resulting in a highly predictive model (r apparent 2  = 0.97, r jackknife 2  = 0.95) that can be used in the future to infer changes in coastal freshwater delivery or sea-level rise in South Florida and compositionally similar environments. Models predicting WTN (r apparent 2  = 0.75, r jackknife 2  = 0.46), WTP (r apparent 2  = 0.75, r jackknife 2  = 0.49), and WTOC (r apparent 2  = 0.79, r jackknife 2  = 0.57) were also strong, suggesting that diatoms can provide reliable inferences of changes in solute delivery to the coastal ecosystem.

On the Existence and Uniqueness of the Maximum Likelihood Estimators of Normal and Lognormal Population Parameters with Grouped Data

Lognormal distribution has abundant applications in various fields. In literature, most inferences on the two parameters of the lognormal distribution are based on Type-I censored sample data. However, exact measurements are not always attainable especially when the observation is below or above the detection limits, and only the numbers of measurements falling into predetermined intervals can be recorded instead. This is the so-called grouped data. In this paper, we will show the existence and uniqueness of the maximum likelihood estimators of the two parameters of the underlying lognormal distribution with Type-I censored data and grouped data. The proof was first established under the case of normal distribution and extended to the lognormal distribution through invariance property. The results are applied to estimate the median and mean of the lognormal population.

Study on Pore Distribution and Formation Rule of Sepiolite Mineral Nanomaterials

Theoretical research and specific surface area analysis of nitrogen adsorption indicated that a lot of structural micropores exist in sepiolite minerals fibers. However, the microporous size, existing form, and the distribution relationship between microporous structures were not proved yet. In this paper, the section TEM samples of nanofibers were prepared on the basis of the metal embedding and cutting technique, and the inner structure of sepiolite nanofibers was observed by TEM. The results showed that sepiolite fibers have multiplayer structure similar to concentric circles, and many micropores with the size of about 2–5 nm are normal and parallel to the -axis. The reason for the previously mentioned phenomenon was explained by using BET analysis and X-ray diffraction analysis results.

Plasma And Cold Sprayed Aluminum Carbon Nanotube Composites: Quantification Of Nanotube Distribution And Multi-Scale Mechanical Properties

Carbon nanotubes (CNT) could serve as potential reinforcement for metal matrix composites for improved mechanical properties. However dispersion of carbon nanotubes (CNT) in the matrix has been a longstanding problem, since they tend to form clusters to minimize their surface area. The aim of this study was to use plasma and cold spraying techniques to synthesize CNT reinforced aluminum composite with improved dispersion and to quantify the degree of CNT dispersion as it influences the mechanical properties. Novel method of spray drying was used to disperse CNTs in Al-12 wt.% Si pre-alloyed powder, which was used as feedstock for plasma and cold spraying. A new method for quantification of CNT distribution was developed. Two parameters for CNT dispersion quantification, namely Dispersion parameter (DP) and Clustering Parameter (CP) have been proposed based on the image analysis and distance between the centers of CNTs. Nanomechanical properties were correlated with the dispersion of CNTs in the microstructure. Coating microstructure evolution has been discussed in terms of splat formation, deformation and damage of CNTs and CNT/matrix interface. Effect of Si and CNT content on the reaction at CNT/matrix interface was thermodynamically and kinetically studied. A pseudo phase diagram was computed which predicts the interfacial carbide for reaction between CNT and Al-Si alloy at processing temperature. Kinetic aspects showed that Al4C3 forms with Al-12 wt.% Si alloy while SiC forms with Al-23wt.% Si alloy. Mechanical properties at nano, micro and macro-scale were evaluated using nanoindentation and nanoscratch, microindentation and bulk tensile testing respectively. Nano and micro-scale mechanical properties (elastic modulus, hardness and yield strength) displayed improvement whereas macro-scale mechanical properties were poor. The inversion of the mechanical properties at different scale length was attributed to the porosity, CNT clustering, CNT-splat adhesion and Al4C3 formation at the CNT/matrix interface. The Dispersion parameter (DP) was more sensitive than Clustering parameter (CP) in measuring degree of CNT distribution in the matrix.

A Study on the Correlation of Bivariate And Trivariate Normal Models

Suppose two or more variables are jointly normally distributed. If there is a common relationship between these variables it would be very important to quantify this relationship by a parameter called the correlation coefficient which measures its strength, and the use of it can develop an equation for predicting, and ultimately draw testable conclusion about the parent population. This research focused on the correlation coefficient ρ for the bivariate and trivariate normal distribution when equal variances and equal covariances are considered. Particularly, we derived the maximum Likelihood Estimators (MLE) of the distribution parameters assuming all of them are unknown, and we studied the properties and asymptotic distribution of . Showing this asymptotic normality, we were able to construct confidence intervals of the correlation coefficient ρ and test hypothesis about ρ. With a series of simulations, the performance of our new estimators were studied and were compared with those estimators that already exist in the literature. The results indicated that the MLE has a better or similar performance than the others.