Sample size considerations in active-control non-inferiority trials with binary data based on the odds ratio

This paper presents an approximate closed form sample size formula for determining non-inferiority in active-control trials with binary data. We use the odds-ratio as the measure of the relative treatment effect, derive the sample size formula based on the score test and compare it with a second, well-known formula based on the Wald test. Both closed form formulae are compared with simulations based on the likelihood ratio test. Within the range of parameter values investigated, the score test closed form formula is reasonably accurate when non-inferiority margins are based on odds-ratios of about 0.5 or above and when the magnitude of the odds ratio under the alternative hypothesis lies between about 1 and 2.5. The accuracy generally decreases as the odds ratio under the alternative hypothesis moves upwards from 1. As the non-inferiority margin odds ratio decreases from 0.5, the score test closed form formula increasingly overestimates the sample size irrespective of the magnitude of the odds ratio under the alternative hypothesis. The Wald test closed form formula is also reasonably accurate in the cases where the score test closed form formula works well. Outside these scenarios, the Wald test closed form formula can either underestimate or overestimate the sample size, depending on the magnitude of the non-inferiority margin odds ratio and the odds ratio under the alternative hypothesis. Although neither approximation is accurate for all cases, both approaches lead to satisfactory sample size calculation for non-inferiority trials with binary data where the odds ratio is the parameter of interest.

Electricity derivatives pricing with forward-looking information

In order to increase overall transparency on key operational information, power transmission system operators publish an increasing amount of fundamental data, including forecasts of electricity demand and available capacity. We employ a fundamental model for electricity prices which lends itself well to integrating such forecasts, while retaining ease of implementation and tractability to allow for analytic derivatives pricing formulae. In an extensive futures pricing study, the pricing performance of our model is shown to further improve based on the inclusion of electricity demand and capacity forecasts, thus confirming the general importance of forward-looking information for electricity derivatives pricing. However, we also find that the usefulness of integrating forecast data into the pricing approach is primarily limited to those periods during which electricity prices are highly sensitive to demand or available capacity, whereas the impact is less visible when fuel prices are the primary underlying driver to prices instead.

In vitro antibacterial action of Tetraclean, MTAD and five experimental irrigation solutions

P>Aim To investigate the antibacterial effect of Tetraclean, MTAD and five experimental irrigants using both direct exposure test with planktonic cultures and mixed-species in vitro biofilm model. Methodology Tetraclean, MTAD and five experimental solutions that were modifications of existing formulae including MTAD + 0.01% cetrimide (CTR), MTAD + 0.1% CTR, MTAC-1 (Tween 80 replaced by 0.01% CTR in MTAD), MTAC-2 (Tween 80 replaced by 0.1% CTR) and MTAD-D (MTAD without the Tween 80 and no CTR added) were used as disinfectants in the experiments. In the direct exposure test, a suspension of Enterococcus faecalis was mixed with each of the solutions. After 0.5, 1, 3 and 10 min, an inactivator was added and the number of surviving bacteria was calculated. A mixed-species biofilm from subgingival plaque bacteria was grown in brain heart infusion broth in anaerobic conditions on synthetic hydroxyapatite discs. Two-week-old biofilms were exposed to the solutions for 0.5, 1 and 3 min. The samples were observed by confocal laser scanning microscopy after bacterial viability staining. The scans were quantitatively analysed, and the volume of killed cells of all cells was calculated for each medicament. Results Tetraclean and MTAC-2 (0.1% CTR) killed planktonic E. faecalis in < 30 s. Complete killing of bacteria required 1 min by MTAC-1, 3 min by MTAD + 0.1% CTR and 10 min by MTAD, MTAD-D and MTAD + 0.01% CTR. In the biofilm test, there were significant differences in microbial killing between the different solutions and times of exposure (P < 0.005). MTAC-2 showed the best performance, killing 71% of the biofilm bacteria in 3 min, followed by MTAC-1 and Tetraclean. MTAD and the three MTAD modifications demonstrated the lowest antibacterial activity. Conclusion Tetraclean was more effective than MTAD against E. faecalis in planktonic culture and in mixed-species in vitro biofilm. CTR improved the antimicrobial properties of the solutions, whereas Tween 80 seemed to have a neutral or negative impact on their antimicrobial effectiveness.

Topological invariants of isolated complete intersection curve singularities

In this paper we present some formulae for topological invariants of projective complete intersection curves with isolated singularities in terms of the Milnor number, the Euler characteristic and the topological genus. We also present some conditions, involving the Milnor number and the degree of the curve, for the irreducibility of complete intersection curves.

Invariant theory and reversible-equivariant vector fields

In this paper we present results for the systematic study of reversible-equivariant vector fields - namely, in the simultaneous presence of symmetries and reversing symmetries - by employing algebraic techniques from invariant theory for compact Lie groups. The Hilbert-Poincare series and their associated Molien formulae are introduced,and we prove the character formulae for the computation of dimensions of spaces of homogeneous anti-invariant polynomial functions and reversible-equivariant polynomial mappings. A symbolic algorithm is obtained for the computation of generators for the module of reversible-equivariant polynomial mappings over the ring of invariant polynomials. We show that this computation can be obtained directly from a well-known situation, namely from the generators of the ring of invariants and the module of the equivariants. (C) 2008 Elsevier B.V, All rights reserved.

Semiclassical evolution of dissipative Markovian systems

A semiclassical approximation for an evolving density operator, driven by a `closed` Hamiltonian operator and `open` Markovian Lindblad operators, is obtained. The theory is based on the chord function, i.e. the Fourier transform of the Wigner function. It reduces to an exact solution of the Lindblad master equation if the Hamiltonian operator is a quadratic function and the Lindblad operators are linear functions of positions and momenta. Initially, the semiclassical formulae for the case of Hermitian Lindblad operators are reinterpreted in terms of a (real) double phase space, generated by an appropriate classical double Hamiltonian. An extra `open` term is added to the double Hamiltonian by the non-Hermitian part of the Lindblad operators in the general case of dissipative Markovian evolution. The particular case of generic Hamiltonian operators, but linear dissipative Lindblad operators, is studied in more detail. A Liouville-type equivariance still holds for the corresponding classical evolution in double phase space, but the centre subspace, which supports the Wigner function, is compressed, along with expansion of its conjugate subspace, which supports the chord function. Decoherence narrows the relevant region of double phase space to the neighbourhood of a caustic for both the Wigner function and the chord function. This difficulty is avoided by a propagator in a mixed representation, so that a further `small-chord` approximation leads to a simple generalization of the quadratic theory for evolving Wigner functions.

Transformed symmetric models

For the first time, we introduce a class of transformed symmetric models to extend the Box and Cox models to more general symmetric models. The new class of models includes all symmetric continuous distributions with a possible non-linear structure for the mean and enables the fitting of a wide range of models to several data types. The proposed methods offer more flexible alternatives to Box-Cox or other existing procedures. We derive a very simple iterative process for fitting these models by maximum likelihood, whereas a direct unconditional maximization would be more difficult. We give simple formulae to estimate the parameter that indexes the transformation of the response variable and the moments of the original dependent variable which generalize previous published results. We discuss inference on the model parameters. The usefulness of the new class of models is illustrated in one application to a real dataset.

Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models

We present simple matrix formulae for corrected score statistics in symmetric nonlinear regression models. The corrected score statistics follow more closely a chi (2) distribution than the classical score statistic. Our simulation results indicate that the corrected score tests display smaller size distortions than the original score test. We also compare the sizes and the powers of the corrected score tests with bootstrap-based score tests.

Bias-corrected estimators for dispersion models with dispersion covariates

In this paper we discuss bias-corrected estimators for the regression and the dispersion parameters in an extended class of dispersion models (Jorgensen, 1997b). This class extends the regular dispersion models by letting the dispersion parameter vary throughout the observations, and contains the dispersion models as particular case. General formulae for the O(n(-1)) bias are obtained explicitly in dispersion models with dispersion covariates, which generalize previous results obtained by Botter and Cordeiro (1998), Cordeiro and McCullagh (1991), Cordeiro and Vasconcellos (1999), and Paula (1992). The practical use of the formulae is that we can derive closed-form expressions for the O(n(-1)) biases of the maximum likelihood estimators of the regression and dispersion parameters when the information matrix has a closed-form. Various expressions for the O(n(-1)) biases are given for special models. The formulae have advantages for numerical purposes because they require only a supplementary weighted linear regression. We also compare these bias-corrected estimators with two different estimators which are also bias-free to order O(n(-1)) that are based on bootstrap methods. These estimators are compared by simulation. (C) 2011 Elsevier B.V. All rights reserved.

Birnbaum-Saunders nonlinear regression models

We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

Ruthenium (II) phosphine/picolinate complexes as antimycobacterial agents

The synthesis, characterization and the anti-Mycobacterium tuberculosis (MTB) activities of three ruthenium complexes containing the 2-pyridinecarboxylic acid anion (picolinate), with formulae cis-[Ru(pic)(dppm)(2)]PF(6) (1), Cis- [Ru(pic)(dppe)(2)]PF(6) (2) and [Ru(pic)(2)(PPh(3))(2)] (3) [pic = 2-pyridinecarboxylate; dppm = bis(diphenylphosphino)methane: dppe = 1,2-bis(diphenylphosphino)ethane; PPh(3) = triphenylphosphine] are reported in this article. The complexes were characterized by elemental analysis, spectroscopic and electrochemical techniques. Their in vitro anti mycobacterial activity was determinated as the Minimum Inhibitory Concentration (MIC) for MTB cell growth, measured by the REMA method. The best MICs were found for complexes (1) and (2), with values of 0.78 and 0.26 mu g/mL, respectively. The results are comparable to or better than ""first line"" or ""second line"" drugs commonly used in the treatment of TB. (C) 2009 Elsevier Masson SAS. All rights reserved.

Monodic temporal resolution

Until recently, First-Order Temporal Logic (FOTL) has been only partially understood. While it is well known that the full logic has no finite axiomatisation, a more detailed analysis of fragments of the logic was not previously available. However, a breakthrough by Hodkinson et al., identifying a finitely axiomatisable fragment, termed the monodic fragment, has led to improved understanding of FOTL. Yet, in order to utilise these theoretical advances, it is important to have appropriate proof techniques for this monodic fragment.In this paper, we modify and extend the clausal temporal resolution technique, originally developed for propositional temporal logics, to enable its use in such monodic fragments. We develop a specific normal form for monodic formulae in FOTL, and provide a complete resolution calculus for formulae in this form. Not only is this clausal resolution technique useful as a practical proof technique for certain monodic classes, but the use of this approach provides us with increased understanding of the monodic fragment. In particular, we here show how several features of monodic FOTL can be established as corollaries of the completeness result for the clausal temporal resolution method. These include definitions of new decidable monodic classes, simplification of existing monodic classes by reductions, and completeness of clausal temporal resolution in the case of monodic logics with expanding domains, a case with much significance in both theory and practice.

Mechanising first-order temporal resolution

First-order temporal logic is a concise and powerful notation, with many potential applications in both Computer Science and Artificial Intelligence. While the full logic is highly complex, recent work on monodic first-order temporal logics has identified important enumerable and even decidable fragments. Although a complete and correct resolution-style calculus has already been suggested for this specific fragment, this calculus involves constructions too complex to be of practical value. In this paper, we develop a machine-oriented clausal resolution method which features radically simplified proof search. We first define a normal form for monodic formulae and then introduce a novel resolution calculus that can be applied to formulae in this normal form. By careful encoding, parts of the calculus can be implemented using classical first-order resolution and can, thus, be efficiently implemented. We prove correctness and completeness results for the calculus and illustrate it on a comprehensive example. An implementation of the method is briefly discussed.

Handling Equality in Monodic Temporal Resolution

First-order temporal logic is a concise and powerful notation, with many potential applications in both Computer Science and Artificial Intelligence. While the full logic is highly complex, recent work on monodic first-order temporal logics has identified important enumerable and even decidable fragments including the guarded fragment with equality. In this paper, we specialise the monodic resolution method to the guarded monodic fragment with equality and first-order temporal logic over expanding domains. We introduce novel resolution calculi that can be applied to formulae in the normal form associated with the clausal resolution method, and state correctness and completeness results.

Towards the Implementation of First-Order Temporal Resolution: the Expanding Domain Case

First-order temporal logic is a concise and powerful notation, with many potential applications in both Computer Science and Artificial Intelligence. While the full logic is highly complex, recent work on monodic first-order temporal logics has identified important enumerable and even decidable fragments. In this paper, we develop a clausal resolution method for the monodic fragment of first-order temporal logic over expanding domains. We first define a normal form for monodic formulae and then introduce novel resolution calculi that can be applied to formulae in this normal form. We state correctness and completeness results for the method. We illustrate the method on a comprehensive example. The method is based on classical first-order resolution and can, thus, be efficiently implemented.