Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

A sequential Cox approach for estimating the causal effect of treatment in the presence of time-dependent confounding applied to data from the Swiss HIV Cohort Study

When estimating the effect of treatment on HIV using data from observational studies, standard methods may produce biased estimates due to the presence of time-dependent confounders. Such confounding can be present when a covariate, affected by past exposure, is both a predictor of the future exposure and the outcome. One example is the CD4 cell count, being a marker for disease progression for HIV patients, but also a marker for treatment initiation and influenced by treatment. Fitting a marginal structural model (MSM) using inverse probability weights is one way to give appropriate adjustment for this type of confounding. In this paper we study a simple and intuitive approach to estimate similar treatment effects, using observational data to mimic several randomized controlled trials. Each 'trial' is constructed based on individuals starting treatment in a certain time interval. An overall effect estimate for all such trials is found using composite likelihood inference. The method offers an alternative to the use of inverse probability of treatment weights, which is unstable in certain situations. The estimated parameter is not identical to the one of an MSM, it is conditioned on covariate values at the start of each mimicked trial. This allows the study of questions that are not that easily addressed fitting an MSM. The analysis can be performed as a stratified weighted Cox analysis on the joint data set of all the constructed trials, where each trial is one stratum. The model is applied to data from the Swiss HIV cohort study.

MODIFIED TEST STATISTICS BY INTER-VOXEL VARIANCE SHRINKAGE WITH AN APPLICATION TO fMRI

Functional Magnetic Resonance Imaging (fMRI) is a non-invasive technique which is commonly used to quantify changes in blood oxygenation and flow coupled to neuronal activation. One of the primary goals of fMRI studies is to identify localized brain regions where neuronal activation levels vary between groups. Single voxel t-tests have been commonly used to determine whether activation related to the protocol differs across groups. Due to the generally limited number of subjects within each study, accurate estimation of variance at each voxel is difficult. Thus, combining information across voxels in the statistical analysis of fMRI data is desirable in order to improve efficiency. Here we construct a hierarchical model and apply an Empirical Bayes framework on the analysis of group fMRI data, employing techniques used in high throughput genomic studies. The key idea is to shrink residual variances by combining information across voxels, and subsequently to construct an improved test statistic in lieu of the classical t-statistic. This hierarchical model results in a shrinkage of voxel-wise residual sample variances towards a common value. The shrunken estimator for voxelspecific variance components on the group analyses outperforms the classical residual error estimator in terms of mean squared error. Moreover, the shrunken test-statistic decreases false positive rate when testing differences in brain contrast maps across a wide range of simulation studies. This methodology was also applied to experimental data regarding a cognitive activation task.

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.

Theory of intermittency applied to classical pathological cases

The classical theory of intermittency developed for return maps assumes uniform density of points reinjected from the chaotic to laminar region. Though it works fine in some model systems, there exist a number of so-called pathological cases characterized by a significant deviation of main characteristics from the values predicted on the basis of the uniform distribution. Recently, we reported on how the reinjection probability density (RPD) can be generalized. Here, we extend this methodology and apply it to different dynamical systems exhibiting anomalous type-II and type-III intermittencies. Estimation of the universal RPD is based on fitting a linear function to experimental data and requires no a priori knowledge on the dynamical model behind. We provide special fitting procedure that enables robust estimation of the RPD from relatively short data sets (dozens of points). Thus, the method is applicable for a wide variety of data sets including numerical simulations and real-life experiments. Estimated RPD enables analytic evaluation of the length of the laminar phase of intermittent behaviors. We show that the method copes well with dynamical systems exhibiting significantly different statistics reported in the literature. We also derive and classify characteristic relations between the mean laminar length and main controlling parameter in perfect agreement with data provided by numerical simulations

Young Researchers Using Statistics Symposium 2016 Programme

Non peer reviewed

Knowledge spirals, situational leadership and informal learning applied on b-learning methodology

The methodology “b-learning” is a new teaching scenario and it requires the creation, adaptation and application of new learning tools searching the assimilation of new collaborative competences. In this context, it is well known the knowledge spirals, the situational leadership and the informal learning. The knowledge spirals is a basic concept of the knowledge procedure and they are based on that the knowledge increases when a cycle of 4 phases is repeated successively.1) The knowledge is created (for instance, to have an idea); 2) The knowledge is decoded into a format to be easily transmitted; 3) The knowledge is modified to be easily comprehensive and it is used; 4) New knowledge is created. This new knowledge improves the previous one (step 1). Each cycle shows a step of a spiral staircase: by going up the staircase, more knowledge is created. On the other hand, the situational leadership is based on that each person has a maturity degree to develop a specific task and this maturity increases with the experience. Therefore, the teacher (leader) has to adapt the teaching style to the student (subordinate) requirements and in this way, the professional and personal development of the student will increase quickly by improving the results and satisfaction. This educational strategy, finally combined with the informal learning, and in particular the zone of proximal development, and using a learning content management system own in our University, gets a successful and well-evaluated learning activity in Master subjects focused on the collaborative activity of preparation and oral exhibition of short and specific topics affine to these subjects. Therefore, the teacher has a relevant and consultant role of the selected topic and his function is to guide and supervise the work, incorporating many times the previous works done in other courses, as a research tutor or more experienced student. Then, in this work, we show the academic results, grade of interactivity developed in these collaborative tasks, statistics and the satisfaction grade shown by our post-graduate students.

(Table 1) Summary statistics of taxa in samples of ODP Hole 181-1123B

Planktonic foraminifera are used to identify late Pliocene-Quaternary near surface water masses on the northeastern flank of Chatham Rise by comparison with faunas in core-tops east of New Zealand. In an overview study, distance measures, ordinations, and discriminant analysis are applied to 32 faunas from Site 1123B to identify similar faunas among 35 core-tops between 35 and 61°S east of New Zealand. Many Site 1123B faunas in the 2.72 myr interval sampled compare with those in core-tops on the northern side of Chatham Rise from a similar latitude, and are identified as transitional zone assemblages now associated with the subtropical gyre. This result is consistent with studies of late Quaternary planktonic foraminifera from this region and suggests that, typically, the Subtropical Front was locked to Chatham Rise through glacial and interglacial periods, at least back to the late Pliocene. However, a fauna at ca. 1.17 Ma compares with subpolar assemblages in core-tops between 44 and 48°S and identifies cooler surface water. Expectedly, closer sampling may reveal additional periods when southern water moved over the northeastern flank of Chatham Rise. Although the dominance of Globorotalia inflata, a species typical of the southern margin of subtropical gyres, is a principal feature of Site 1123B faunas, in a minority it is replaced as the most abundant species by dextral populations of Neogloboquadrina pachyderma, particularly about the time of the middle Pleistocene transition. Close analogues of these variant transitional assemblages are not present in core-tops about Chatham Rise but sediment trap and coretop data from other regions suggest that they identify high fertility in the mixed layer associated with upwelling or mixing of water masses. The proportion of sinistrally coiled Neogloboquadrina pachyderma rises to ca. 0.6 between ca. 2.45 and 2.57 Ma, soon after the intensification of Northern Hemisphere glaciation. Although the coiling data indicate subantarctic near surface water, the species remains rare. As the faunas retain their transitional zone character, only minor entrainment of subantarctic water may have occurred.

Substance abuse and mental health statistics sourcebook /

Prepared by Beatrice A. Rouse of the Substance Abuse and Mental Health Services Administration, Office of Applied Studies.

A compendium of references to publications on spatial analysis applied to natural resource management as authored by U. S. university faculty members /

Cover title: Spatial analysis applied to natural resource management.

Nellie Landblom's copybook for beginners in research work; computational procedures used in applied biometrics.

Multigraphed.

Letters addressed to H.R.H. the Grand Duke of Saxe Coburg and Gotha, on the theory of probabilities, as applied to the moral and political sciences /

Translation of Lettres à S.A.R. le duc régnant de Saxe-Coburg et Gotha, sur la théorie des probabilités, appliquée aux sciences morales et politiques.

Sample registration of vital events with verbal autopsy: a renewed commitment to measuring and monitoring vital statistics

Registration of births, recording deaths by age, sex and cause, and calculating mortality levels and differentials are fundamental to evidence-based health policy, monitoring and evaluation. Yet few of the countries with the greatest need for these data have functioning systems to produce them despite legislation providing for the establishment and maintenance of vital registration. Sample vital registration (SVR), when applied in conjunction with validated verbal autopsy, procedures and implemented in a nationally representative sample of population clusters represents an affordable, cost-effective, and sustainable short- and medium-term solution to this problem. SVR complements other information sources by producing age-, sex-, and cause-specific mortality data that are more complete and continuous than those currently available. The tools and methods employed in an SVR system, however, are imperfect and require rigorous validation and continuous quality assurance; sampling strategies for SVR are also still evolving. Nonetheless, interest in establishing SVR is rapidly growing in Africa and Asia. Better systems for reporting and recording data on vital events will be sustainable only if developed hand-in-hand with existing health information strategies at the national and district levels; governance structures; and agendas for social research and development monitoring. If the global community wishes to have mortality measurements 5 or 10 years hence, the foundation stones of SVR must be laid today.

A laboratory experiment, based on the maillard reaction, conducted as a project in introductory statistics

A simple laboratory experiment, based on the Maillard reaction, served as a project in Introductory Statistics for undergraduates in Food Science and Technology. By using the principles of randomization and replication and reflecting on the sources of variation in the experimental data, students reinforced the statistical concepts and techniques introduced to them in lectures before the experiment. The experiment was run simultaneously by several student groups, using the same materials. Comparing the results of their analyses of variance, students became aware of the difference between P values and significance levels in making statistical decisions. In the experiment, the complete randomized design was applied; however, it is easy to adjust the experiment to teach students simple regression and randomized block designs.