995 resultados para Statistical Concepts


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Familial searching consists of searching for a full profile left at a crime scene in a National DNA Database (NDNAD). In this paper we are interested in the circumstance where no full match is returned, but a partial match is found between a database member's profile and the crime stain. Because close relatives share more of their DNA than unrelated persons, this partial match may indicate that the crime stain was left by a close relative of the person with whom the partial match was found. This approach has successfully solved important crimes in the UK and the USA. In a previous paper, a model, which takes into account substructure and siblings, was used to simulate a NDNAD. In this paper, we have used this model to test the usefulness of familial searching and offer guidelines for pre-assessment of the cases based on the likelihood ratio. Siblings of "persons" present in the simulated Swiss NDNAD were created. These profiles (N=10,000) were used as traces and were then compared to the whole database (N=100,000). The statistical results obtained show that the technique has great potential confirming the findings of previous studies. However, effectiveness of the technique is only one part of the story. Familial searching has juridical and ethical aspects that should not be ignored. In Switzerland for example, there are no specific guidelines to the legality or otherwise of familial searching. This article both presents statistical results, and addresses criminological and civil liberties aspects to take into account risks and benefits of familial searching.

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Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.

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In this article we introduce JULIDE, a software toolkit developed to perform the 3D reconstruction, intensity normalization, volume standardization by 3D image registration and voxel-wise statistical analysis of autoradiographs of mouse brain sections. This software tool has been developed in the open-source ITK software framework and is freely available under a GPL license. The article presents the complete image processing chain from raw data acquisition to 3D statistical group analysis. Results of the group comparison in the context of a study on spatial learning are shown as an illustration of the data that can be obtained with this tool.

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Due to their performance enhancing properties, use of anabolic steroids (e.g. testosterone, nandrolone, etc.) is banned in elite sports. Therefore, doping control laboratories accredited by the World Anti-Doping Agency (WADA) screen among others for these prohibited substances in urine. It is particularly challenging to detect misuse with naturally occurring anabolic steroids such as testosterone (T), which is a popular ergogenic agent in sports and society. To screen for misuse with these compounds, drug testing laboratories monitor the urinary concentrations of endogenous steroid metabolites and their ratios, which constitute the steroid profile and compare them with reference ranges to detect unnaturally high values. However, the interpretation of the steroid profile is difficult due to large inter-individual variances, various confounding factors and different endogenous steroids marketed that influence the steroid profile in various ways. A support vector machine (SVM) algorithm was developed to statistically evaluate urinary steroid profiles composed of an extended range of steroid profile metabolites. This model makes the interpretation of the analytical data in the quest for deviating steroid profiles feasible and shows its versatility towards different kinds of misused endogenous steroids. The SVM model outperforms the current biomarkers with respect to detection sensitivity and accuracy, particularly when it is coupled to individual data as stored in the Athlete Biological Passport.

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Medication nonadherence is common and its determinants are diverse. Adherence is influenced by many parameters, such as patient's self-efficacy, knowledge of health risk, outcome expectations, benefits of change, and barriers and facilitators. The sociocognitive theory helps professionals to structure their approach and to support patients in managing their treatment. Professionals need skills and time, and benefit from coordination in care, in particular between physicians and pharmacists. This article presents the key elements of a medication adherence program as well as tools and some useful questions.

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The aim of this work is to make known the multicentric project AMCAC, whose objective is to describe the geographical distribution of mortality from all causes in census groups of the provincial capitals of Andalusia and Catalonia during 1992-2002 and 1994-2000 respectively, and to study the relationship between the sociodemographic characteristics of the census groups and mortality. This is an ecological study in which the analytical unit is the census group. The data correspond to 298,731 individuals (152,913 men and 145,818 women) who died during the study periods in the towns of Almeria, Barcelona, Cadiz, Cordoba, Girona, Granada, Huelva, Jaen, Lleida, Malaga, Seville and Tarragona during the study periods. The dependent variable is the number of deaths observed per census group. The independent variables are the percentage of unemployment, illiteracy and manual workers. Estimation of the moderated relative risk and the study of the associations among the sociodemographic characteristics of the census groups and the mortality will be done for each town and each sex using the Besag-York-Mollie model. Dissemination of the results will help to improve and broaden knowledge about the population's health, and will provide an important starting point to establish the influence of contextual variables on the health of urban populations.

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Background: Community phylogenetics is an emerging field of research that has made important contributions to understanding community assembly. The rapid development of this field can be attributed to the merging of phylogenetics and community ecology research to provide improved clarity on the processes that govern community structure and composition. Question: What are the major challenges that impede the sound interpretation of the patterns and processes of phylogenetic community assembly? Methods: We use four scenarios to illustrate explicitly how the phylogenetic structure of communities can exist in stable or transient phases, based on the different combinations of phylogenetic relationships and phenotypic traits among co-occurring species. We discuss these phases by implicating a two-way process in the assembly and disintegration of the given ecological community. Conclusions: This paper synthesizes the major concepts of community phylogenetics using habitat filtering and competition processes to elucidate how the understanding of phylogenetic community structure is currently hindered by the dynamics of community assembly and disassembly.

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Several eco-toxicological studies have shown that insectivorous mammals, due to theirfeeding habits, easily accumulate high amounts of pollutants in relation to other mammal species. To assess the bio-accumulation levels of toxic metals and their in°uenceon essential metals, we quantified the concentration of 19 elements (Ca, K, Fe, B, P,S, Na, Al, Zn, Ba, Rb, Sr, Cu, Mn, Hg, Cd, Mo, Cr and Pb) in bones of 105 greaterwhite-toothed shrews (Crocidura russula) from a polluted (Ebro Delta) and a control(Medas Islands) area. Since chemical contents of a bio-indicator are mainly compositional data, conventional statistical analyses currently used in eco-toxicology can givemisleading results. Therefore, to improve the interpretation of the data obtained, weused statistical techniques for compositional data analysis to define groups of metalsand to evaluate the relationships between them, from an inter-population viewpoint.Hypothesis testing on the adequate balance-coordinates allow us to confirm intuitionbased hypothesis and some previous results. The main statistical goal was to test equalmeans of balance-coordinates for the two defined populations. After checking normality,one-way ANOVA or Mann-Whitney tests were carried out for the inter-group balances

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Au cours des deux dernières décennies, la technique d'imagerie arthro-scanner a bénéficié de nombreux progrès technologiques et représente aujourd'hui une excellente alternative à l'imagerie par résonance magnétique (IRM) et / ou arthro-IRM dans l'évaluation des pathologies de la hanche. Cependant, elle reste limitée par l'exposition aux rayonnements ionisants importante. Les techniques de reconstruction itérative (IR) ont récemment été mis en oeuvre avec succès en imagerie ; la littérature montre que l'utilisation ces dernières contribue à réduire la dose d'environ 40 à 55%, comparativement aux protocoles courants utilisant la rétroprojection filtrée (FBP), en scanner de rachis. A notre connaissance, l'utilisation de techniques IR en arthro-scanner de hanche n'a pas été évaluée jusqu'à présent. Le but de notre étude était d'évaluer l'impact de la technique ASIR (GE Healthcare) sur la qualité de l'image objective et subjective en arthro-scanner de hanche, et d'évaluer son potentiel en terme de réduction de dose. Pour cela, trente sept patients examinés par arthro-scanner de hanche ont été randomisés en trois groupes : dose standard (CTDIvol = 38,4 mGy) et deux groupes de dose réduite (CTDIvol = 24,6 ou 15,4 mGy). Les images ont été reconstruites en rétroprojection filtrée (FBP) puis en appliquant différents pourcentages croissants d'ASIR (30, 50, 70 et 90%). Le bruit et le rapport contraste sur bruit (CNR) ont été mesurés. Deux radiologues spécialisés en imagerie musculo-squelettique ont évalué de manière indépendante la qualité de l'image au niveau de plusieurs structures anatomiques en utilisant une échelle de quatre grades. Ils ont également évalué les lésions labrales et du cartilage articulaire. Les résultats révèlent que le bruit augmente (p = 0,0009) et le CNR diminue (p = 0,001) de manière significative lorsque la dose diminue. A l'inverse, le bruit diminue (p = 0,0001) et le contraste sur bruit augmente (p < 0,003) de manière significative lorsque le pourcentage d'ASIR augmente ; on trouve également une augmentation significative des scores de la qualité de l'image pour le labrum, le cartilage, l'os sous-chondral, la qualité de l'image globale (au delà de ASIR 50%), ainsi que le bruit (p < 0,04), et une réduction significative pour l'os trabuculaire et les muscles (p < 0,03). Indépendamment du niveau de dose, il n'y a pas de différence significative pour la détection et la caractérisation des lésions labrales (n=24, p = 1) et des lésions cartilagineuses (n=40, p > 0,89) en fonction du pourcentage d'ASIR. Notre travail a permis de montrer que l'utilisation de plus de 50% d'ASIR permet de reduire de manière significative la dose d'irradiation reçue par le patient lors d'un arthro-scanner de hanche tout en maintenant une qualité d'image diagnostique comparable par rapport à un protocole de dose standard utilisant la rétroprojection filtrée.

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The identification of compositional changes in fumarolic gases of active and quiescent volcanoes is one of the mostimportant targets in monitoring programs. From a general point of view, many systematic (often cyclic) and randomprocesses control the chemistry of gas discharges, making difficult to produce a convincing mathematical-statisticalmodelling.Changes in the chemical composition of volcanic gases sampled at Vulcano Island (Aeolian Arc, Sicily, Italy) fromeight different fumaroles located in the northern sector of the summit crater (La Fossa) have been analysed byconsidering their dependence from time in the period 2000-2007. Each intermediate chemical composition has beenconsidered as potentially derived from the contribution of the two temporal extremes represented by the 2000 and 2007samples, respectively, by using inverse modelling methodologies for compositional data. Data pertaining to fumarolesF5 and F27, located on the rim and in the inner part of La Fossa crater, respectively, have been used to achieve theproposed aim. The statistical approach has allowed us to highlight the presence of random and not random fluctuations,features useful to understand how the volcanic system works, opening new perspectives in sampling strategies and inthe evaluation of the natural risk related to a quiescent volcano

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It has been long stated that there are profound analogies between fracture experiments and earthquakes; however, few works attempt a complete characterization of the parallelisms between these so separate phenomena. We study the Acoustic Emission events produced during the compression of Vycor (SiO&sub&2&/sub&). The Gutenberg-Richter law, the modified Omori's law, and the law of aftershock productivity hold for a minimum of 5 decades, are independent of the compression rate, and keep stationary for all the duration of the experiments. The waiting-time distribution fulfills a unified scaling law with a power-law exponent close to 2.45 for long times, which is explained in terms of the temporal variations of the activity rate.

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This book gives a general view of sequence analysis, the statistical study of successions of states or events. It includes innovative contributions on life course studies, transitions into and out of employment, contemporaneous and historical careers, and political trajectories. The approach presented in this book is now central to the life-course perspective and the study of social processes more generally. This volume promotes the dialogue between approaches to sequence analysis that developed separately, within traditions contrasted in space and disciplines. It includes the latest developments in sequential concepts, coding, atypical datasets and time patterns, optimal matching and alternative algorithms, survey optimization, and visualization. Field studies include original sequential material related to parenting in 19th-century Belgium, higher education and work in Finland and Italy, family formation before and after German reunification, French Jews persecuted in occupied France, long-term trends in electoral participation, and regime democratization. Overall the book reassesses the classical uses of sequences and it promotes new ways of collecting, formatting, representing and processing them. The introduction provides basic sequential concepts and tools, as well as a history of the method. Chapters are presented in a way that is both accessible to the beginner and informative to the expert.