Bayesian change-point analysis in linear regression model with scale mixtures of normal distributions

In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.

Variance estimation in ranked set sampling using a concomitant variable

We propose a nonparametric variance estimator when ranked set sampling (RSS) and judgment post stratification (JPS) are applied by measuring a concomitant variable. Our proposed estimator is obtained by conditioning on observed concomitant values and using nonparametric kernel regression.

Elicitable distortion risk measures: A concise proof

Elicitability has recently been discussed as a desirable property for risk measures. Kou and Peng (2014) showed that an elicitable distortion risk measure is either a Value-at-Risk or the mean. We give a concise alternative proof of this result, and discuss the conflict between comonotonic additivity and elicitability.

Online games for the teaching of mathematics

In this article we present a didactic experience developed by the GIE (Group of Educational Innovation) “Pensamiento Matemático” of the Polytechnics University of Madrid (UPM), in order to bring secondary students and university students closer to Mathematics. It deals with the development of a virtual board game called Mate-trivial. The mechanics of the game is to win points by going around the board which consists of four types of squares identified by colours: “Statistics and Probability”, “Calculus and Analysis”, “Algebra and Geometry” and “Arithmetic and Number Theory ”. When landing on a square, a question of its category is set out: a correct answer wins 200 points, if wrong it loses 100 points, and not answering causes no effect on the points, but all the same, two minutes out of the 20 minutes that each game lasts are lost. For the game to be over it is necessary, before those 20 minutes run out, to reach the central square and succeed in the final task: four chained questions, one of each type, which must be all answered correctly. It is possible to choose between two levels to play: Level 1, for pre-university students and Level 2 for university students. A prototype of the game is available at the website “Aula de Pensamiento Matemático” developed by the GIE: http://innovacioneducativa.upm.es/pensamientomatematico/. This activity lies within a set of didactic actions which the GIE is developing in the framework of the project “Collaborative Strategies between University and Secondary School Education for the teaching and learning of Mathematics: An Application to solve problems while playing”, a transversal project financed by the UPM.

Statistical Models for Predicting College Success

Colleges base their admission decisions on a number of factors to determine which applicants have the potential to succeed. This study utilized data for students that graduated from Florida International University between 2006 and 2012. Two models were developed (one using SAT as the principal explanatory variable and the other using ACT as the principal explanatory variable) to predict college success, measured using the student’s college grade point average at graduation. Some of the other factors that were used to make these predictions were high school performance, socioeconomic status, major, gender, and ethnicity. The model using ACT had a higher R^2 but the model using SAT had a lower mean square error. African Americans had a significantly lower college grade point average than graduates of other ethnicities. Females had a significantly higher college grade point average than males.

Comparison of Some Improved Estimators for Linear Regression Model under Different Conditions

Multiple linear regression model plays a key role in statistical inference and it has extensive applications in business, environmental, physical and social sciences. Multicollinearity has been a considerable problem in multiple regression analysis. When the regressor variables are multicollinear, it becomes difficult to make precise statistical inferences about the regression coefficients. There are some statistical methods that can be used, which are discussed in this thesis are ridge regression, Liu, two parameter biased and LASSO estimators. Firstly, an analytical comparison on the basis of risk was made among ridge, Liu and LASSO estimators under orthonormal regression model. I found that LASSO dominates least squares, ridge and Liu estimators over a significant portion of the parameter space for large dimension. Secondly, a simulation study was conducted to compare performance of ridge, Liu and two parameter biased estimator by their mean squared error criterion. I found that two parameter biased estimator performs better than its corresponding ridge regression estimator. Overall, Liu estimator performs better than both ridge and two parameter biased estimator.

An Assessment of the Performances of Several Univariate Tests of Normality

The importance of checking the normality assumption in most statistical procedures especially parametric tests cannot be over emphasized as the validity of the inferences drawn from such procedures usually depend on the validity of this assumption. Numerous methods have been proposed by different authors over the years, some popular and frequently used, others, not so much. This study addresses the performance of eighteen of the available tests for different sample sizes, significance levels, and for a number of symmetric and asymmetric distributions by conducting a Monte-Carlo simulation. The results showed that considerable power is not achieved for symmetric distributions when sample size is less than one hundred and for such distributions, the kurtosis test is most powerful provided the distribution is leptokurtic or platykurtic. The Shapiro-Wilk test remains the most powerful test for asymmetric distributions. We conclude that different tests are suitable under different characteristics of alternative distributions.

Evaluation of Some Statistical Methods for the Identification of Differentially Expressed Genes

Microarray platforms have been around for many years and while there is a rise of new technologies in laboratories, microarrays are still prevalent. When it comes to the analysis of microarray data to identify differentially expressed (DE) genes, many methods have been proposed and modified for improvement. However, the most popular methods such as Significance Analysis of Microarrays (SAM), samroc, fold change, and rank product are far from perfect. When it comes down to choosing which method is most powerful, it comes down to the characteristics of the sample and distribution of the gene expressions. The most practiced method is usually SAM or samroc but when the data tends to be skewed, the power of these methods decrease. With the concept that the median becomes a better measure of central tendency than the mean when the data is skewed, the tests statistics of the SAM and fold change methods are modified in this thesis. This study shows that the median modified fold change method improves the power for many cases when identifying DE genes if the data follows a lognormal distribution.

Small sample confidence intervals for the mean of a positively skewed distribution

This thesis proposes some confidence intervals for the mean of a positively skewed distribution. The following confidence intervals are considered: Student-t, Johnson-t, median-t, mad-t, bootstrap-t, BCA, T1 , T3 and six new confidence intervals, the median bootstrap-t, mad bootstrap-t, median T1, mad T1 , median T3 and the mad T3. A simulation study has been conducted and average widths, coefficient of variation of widths, and coverage probabilities were recorded and compared across confidence intervals. To compare confidence intervals, the width and coverage probabilities were compared so that smaller widths indicated a better confidence interval when coverage probabilities were the same. Results showed that the median T1 and median T3 outperformed other confidence intervals in terms of coverage probability and the mad bootstrap-t, mad-t, and mad T3 outperformed others in terms of width. Some real life data are considered to illustrate the findings of the thesis.

The Effects of the Use of Technology In Mathematics Instruction on Student Achievement

The purpose of this study was to examine the effects of the use of technology on students’ mathematics achievement, particularly the Florida Comprehensive Assessment Test (FCAT) mathematics results. Eleven schools within the Miami-Dade County Public School System participated in a pilot program on the use of Geometers Sketchpad (GSP). Three of these schools were randomly selected for this study. Each school sent a teacher to a summer in-service training program on how to use GSP to teach geometry. In each school, the GSP class and a traditional geometry class taught by the same teacher were the study participants. Students’ mathematics FCAT results were examined to determine if the GSP produced any effects. Students’ scores were compared based on assignment to the control or experimental group as well as gender and SES. SES measurements were based on whether students qualified for free lunch. The findings of the study revealed a significant difference in the FCAT mathematics scores of students who were taught geometry using GSP compared to those who used the traditional method. No significant differences existed between the FCAT mathematics scores of the students based on SES. Similarly, no significant differences existed between the FCAT scores based on gender. In conclusion, the use of technology (particularly GSP) is likely to boost students’ FCAT mathematics test scores. The findings also show that the use of GSP may be able to close known gender and SES related achievement gaps. The results of this study promote policy changes in the way geometry is taught to 10th grade students in Florida’s public schools.

On the eigenvalues of the spatial sign covariance matrix in more than two dimensions

Acknowledgments Alexander Dürre was supported in part by the Collaborative Research Grant 823 of the German Research Foundation. David E. Tyler was supported in part by the National Science Foundation grant DMS-1407751. A visit of Daniel Vogel to David E. Tyler was supported by a travel grant from the Scottish Universities Physics Alliance. The authors are grateful to the editors and referees for their constructive comments.

An Alternative Goodness-of-fit Test for Normality with Unknown Parameters

Goodness-of-fit tests have been studied by many researchers. Among them, an alternative statistical test for uniformity was proposed by Chen and Ye (2009). The test was used by Xiong (2010) to test normality for the case that both location parameter and scale parameter of the normal distribution are known. The purpose of the present thesis is to extend the result to the case that the parameters are unknown. A table for the critical values of the test statistic is obtained using Monte Carlo simulation. The performance of the proposed test is compared with the Shapiro-Wilk test and the Kolmogorov-Smirnov test. Monte-Carlo simulation results show that proposed test performs better than the Kolmogorov-Smirnov test in many cases. The Shapiro Wilk test is still the most powerful test although in some cases the test proposed in the present research performs better.

New Bivariate Lifetime Distributions Based on Bath-Tub Shaped Failure Rate

A class of lifetime distributions which has received considerable attention in modelling and analysis of lifetime data is the class of lifetime distributions with bath-tub shaped failure rate functions because of their extensive applications. The purpose of this thesis was to introduce a new class of bivariate lifetime distributions with bath-tub shaped failure rates (BTFRFs). In this research, first we reviewed univariate lifetime distributions with bath-tub shaped failure rates, and several multivariate extensions of a univariate failure rate function. Then we introduced a new class of bivariate distributions with bath-tub shaped failure rates (hazard gradients). Specifically, the new class of bivariate lifetime distributions were developed using the method of Morgenstern’s method of defining bivariate class of distributions with given marginals. The computer simulations and numerical computations were used to investigate the properties of these distributions.

Exploring the mobile structural assessment tool: Concept maps for learning website: Concept Maps for Learning Website

In this paper, we describe how the pathfinder algorithm converts relatedness ratings of concept pairs to concept maps; we also present how this algorithm has been used to develop the Concept Maps for Learning website (www.conceptmapsforlearning.com) based on the principles of effective formative assessment. The pathfinder networks, one of the network representation tools, claim to help more students memorize and recall the relations between concepts than spatial representation tools (such as Multi- Dimensional Scaling). Therefore, the pathfinder networks have been used in various studies on knowledge structures, including identifying students’ misconceptions. To accomplish this, each student’s knowledge map and the expert knowledge map are compared via the pathfinder software, and the differences between these maps are highlighted. After misconceptions are identified, the pathfinder software fails to provide any feedback on these misconceptions. To overcome this weakness, we have been developing a mobile-based concept mapping tool providing visual, textual and remedial feedback (ex. videos, website links and applets) on the concept relations. This information is then placed on the expert concept map, but not on the student’s concept map. Additionally, students are asked to note what they understand from given feedback, and given the opportunity to revise their knowledge maps after receiving various types of feedback.

Experimental measurements of the collisional absorption of XUV radiation in warm dense aluminium

The collisional (or free-free) absorption of soft x rays in warm dense aluminium remains an unsolved problem. Competing descriptions of the process exist, two of which we compare to our experimental data here. One of these is based on a weak scattering model, another uses a corrected classical approach. These two models show distinctly different behaviors with temperature. Here we describe experimental evidence for the absorption of 26-eV photons in solid density warm aluminium (Te≈1 eV). Radiative x-ray heating from palladium-coated CH foils was used to create the warm dense aluminium samples and a laser-driven high-harmonic beam from an argon gas jet provided the probe. The results indicate little or no change in absorption upon heating. This behavior is in agreement with the prediction of the corrected classical approach, although there is not agreement in absolute absorption value. Verifying the correct absorption mechanism is decisive in providing a better understanding of the complex behavior of the warm dense state.