Statistics on obesity, physical activity and diet: England, February 2009

The Information Centre has released a report and statistics on obesity, physical activity, and diet in England.

Optimal magnitude and probability of fines

The economic literature on crime and punishment focuses on the trade-off between probability and severity of punishment, and suggests that detection probability and fines are substitutes. In this paper it is shown that, in presence of substantial underdeterrence caused by costly detection and punishment, these instruments may become complements. When offenders are poor, the deterrent value of monetary sanctions is low. Thus, the government does not invest a lot in detection. If offenders are rich, however, the deterrent value of monetary sanctions is high, so it is more profitable to prosecute them.

Monotonic continuous-time random walks with drift and stochastic reset events

In this paper we consider a stochastic process that may experience random reset events which suddenly bring the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonic continuous-time random walks with a constant drift: The process increases between the reset events, either by the effect of the random jumps, or by the action of the deterministic drift. As a result of all these combined factors interesting properties emerge, like the existence (for any drift strength) of a stationary transition probability density function, or the faculty of the model to reproduce power-law-like behavior. General formulas for two extreme statistics, the survival probability, and the mean exit time, are also derived. To corroborate in an independent way the results of the paper, Monte Carlo methods were used. These numerical estimations are in full agreement with the analytical predictions.

Measuring and testing for the systemically important financial institutions

This paper analyzes the measure of systemic importance ∆CoV aR proposed by Adrian and Brunnermeier (2009, 2010) within the context of a similar class of risk measures used in the risk management literature. In addition, we develop a series of testing procedures, based on ∆CoV aR, to identify and rank the systemically important institutions. We stress the importance of statistical testing in interpreting the measure of systemic importance. An empirical application illustrates the testing procedures, using equity data for three European banks.

Risk, ambiguity, and diversification

Attitudes toward risk influence the decision to diversify among uncertain options. Yet, because in most situations the options are ambiguous, attitudes toward ambiguity may also play an important role. I conduct a laboratory experiment to investigate the effect of ambiguity on the decision to diversify. I find that diversification is more prevalent and more persistent under ambiguity than under risk. Moreover, excess diversification under ambiguity is driven by participants who stick with a status quo gamble when diversification among gambles is not feasible. This behavioral pattern cannot be accommodated by major theories of choice under ambiguity.

Fine mapping and replication of QTL in outbred chicken advanced intercross lines

Background: Linkage mapping is used to identify genomic regions affecting the expression of complex traits. However, when experimental crosses such as F2 populations or backcrosses are used to map regions containing a Quantitative Trait Locus (QTL), the size of the regions identified remains quite large, i.e. 10 or more Mb. Thus, other experimental strategies are needed to refine the QTL locations. Advanced Intercross Lines (AIL) are produced by repeated intercrossing of F2 animals and successive generations, which decrease linkage disequilibrium in a controlled manner. Although this approach is seen as promising, both to replicate QTL analyses and fine-map QTL, only a few AIL datasets, all originating from inbred founders, have been reported in the literature. Methods: We have produced a nine-generation AIL pedigree (n = 1529) from two outbred chicken lines divergently selected for body weight at eight weeks of age. All animals were weighed at eight weeks of age and genotyped for SNP located in nine genomic regions where significant or suggestive QTL had previously been detected in the F2 population. In parallel, we have developed a novel strategy to analyse the data that uses both genotype and pedigree information of all AIL individuals to replicate the detection of and fine-map QTL affecting juvenile body weight. Results: Five of the nine QTL detected with the original F2 population were confirmed and fine-mapped with the AIL, while for the remaining four, only suggestive evidence of their existence was obtained. All original QTL were confirmed as a single locus, except for one, which split into two linked QTL. Conclusions: Our results indicate that many of the QTL, which are genome-wide significant or suggestive in the analyses of large intercross populations, are true effects that can be replicated and fine-mapped using AIL. Key factors for success are the use of large populations and powerful statistical tools. Moreover, we believe that the statistical methods we have developed to efficiently study outbred AIL populations will increase the number of organisms for which in-depth complex traits can be analyzed.

Limit theorems for nondegenerate U-statistics of continuous semimartingales

This paper presents the asymptotic theory for nondegenerate U-statistics of high frequency observations of continuous Itô semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem for the standardized version of the U-statistic. The limiting process in the central limit theorem turns out to be conditionally Gaussian with mean zero. Finally, we indicate potential statistical applications of our probabilistic results.

Influence of gravity on heavy particle statistics in turbulent channel and pipe flow at matched Kàrmàn number

In this work, we use large eddy simulations (LES) and Lagrangian tracking to study the influence of gravity on particle statistics in a fully developed turbulent upward/downward flow in a vertical channel and pipe at matched Kàrmàn number. Only drag and gravity are considered in the equation of motion for solid particles, which are assumed to have no influence on the flow field. Particle interactions with the wall are fully elastic. Our findings obtained from the particle statistics confirm that: (i) the gravity seems to modify both the quantitative and qualitative behavior of the particle distribution and statistics of the particle velocity in wall normal direction; (ii) however, only the quantitative behavior of velocity particle in streamwise direction and the root mean square of velocity components is modified; (iii) the statistics of fluid and particles coincide very well near the wall in channel and pipe flow with equal Kàrmàn number; (iv) pipe curvature seems to have quantitative and qualitative influence on the particle velocity and on the particle concentration in wall normal direction.

Annual report of the Bureau of Statistics and Information of Maryland.

"Gazetteer of Maryland, by Henry Gannett, of U.S. Geological Survey": Seventeenth annual report, 1908, p. [415]-423.

Carload waybill statistics; territorial distribution, traffic and revenue by commodity classes.

Vols. for 1947-52 called also Statement no. 495 [etc.]; 1953- called also Statement TD-1.

Basic statistics for counties and metropolitan areas of New York State.

Mode of access: Internet.

Fall pupil enrollment and teacher statistics, Illinois public schools ... school year /

Mode of access: Internet.