892 resultados para Multivariate Normal Distribution
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The dynamin family of large GTPases has been implicated in vesicle formation from both the plasma membrane and various intracellular membrane compartments. The dynamin-like protein DLP1, recently identified in mammalian tissues, has been shown to be more closely related to the yeast dynamin proteins Vps1p and Dnm1p (42%) than to the mammalian dynamins (37%). Furthermore, DLP1 has been shown to associate with punctate vesicles that are in intimate contact with microtubules and the endoplasmic reticulum (ER) in mammalian cells. To define the function of DLP1, we have transiently expressed both wild-type and two mutant DLP1 proteins, tagged with green fluorescent protein, in cultured mammalian cells. Point mutations in the GTP-binding domain of DLP1 (K38A and D231N) dramatically changed its intracellular distribution from punctate vesicular structures to either an aggregated or a diffuse pattern. Strikingly, cells expressing DLP1 mutants or microinjected with DLP1 antibodies showed a marked reduction in ER fluorescence and a significant aggregation and tubulation of mitochondria by immunofluorescence microscopy. Consistent with these observations, electron microscopy of DLP1 mutant cells revealed a striking and quantitative change in the distribution and morphology of mitochondria and the ER. These data support very recent studies by other authors implicating DLP1 in the maintenance of mitochondrial morphology in both yeast and mammalian cells. Furthermore, this study provides the first evidence that a dynamin family member participates in the maintenance and distribution of the ER. How DLP1 might participate in the biogenesis of two presumably distinct organelle systems is discussed.
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Mode of access: Internet.
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Евелина Илиева Велева - Разпределението на Уишарт се среща в практиката като разпределението на извадъчната ковариационна матрица за наблюдения над многомерно нормално разпределение. Изведени са някои маргинални плътности, получени чрез интегриране на плътността на Уишарт разпределението. Доказани са необходими и достатъчни условия за положителна определеност на една матрица, които дават нужните граници за интегрирането.
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Let (X, Y) be bivariate normal random vectors which represent the responses as a result of Treatment 1 and Treatment 2. The statistical inference about the bivariate normal distribution parameters involving missing data with both treatment samples is considered. Assuming the correlation coefficient ρ of the bivariate population is known, the MLE of population means and variance (ξ, η, and σ2) are obtained. Inferences about these parameters are presented. Procedures of constructing confidence interval for the difference of population means ξ – η and testing hypothesis about ξ – η are established. The performances of the new estimators and testing procedure are compared numerically with the method proposed in Looney and Jones (2003) on the basis of extensive Monte Carlo simulation. Simulation studies indicate that the testing power of the method proposed in this thesis study is higher.
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This research has successfully developed a novel synthetic structural health monitoring system model that is cost-effective and flexible in sensing and data acquisition; and robust in the structural safety evaluation aspect for the purpose of long-term and frequent monitoring of large-scale civil infrastructure during their service lives. Not only did it establish a real-world structural monitoring test-bed right at the heart of QUT Gardens Point Campus but it can also facilitate reliable and prompt protection for any built infrastructure system as well as the user community involved.
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We have derived a versatile gene-based test for genome-wide association studies (GWAS). Our approach, called VEGAS (versatile gene-based association study), is applicable to all GWAS designs, including family-based GWAS, meta-analyses of GWAS on the basis of summary data, and DNA-pooling-based GWAS, where existing approaches based on permutation are not possible, as well as singleton data, where they are. The test incorporates information from a full set of markers (or a defined subset) within a gene and accounts for linkage disequilibrium between markers by using simulations from the multivariate normal distribution. We show that for an association study using singletons, our approach produces results equivalent to those obtained via permutation in a fraction of the computation time. We demonstrate proof-of-principle by using the gene-based test to replicate several genes known to be associated on the basis of results from a family-based GWAS for height in 11,536 individuals and a DNA-pooling-based GWAS for melanoma in approximately 1300 cases and controls. Our method has the potential to identify novel associated genes; provide a basis for selecting SNPs for replication; and be directly used in network (pathway) approaches that require per-gene association test statistics. We have implemented the approach in both an easy-to-use web interface, which only requires the uploading of markers with their association p-values, and a separate downloadable application.
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Having the ability to work with complex models can be highly beneficial, but the computational cost of doing so is often large. Complex models often have intractable likelihoods, so methods that directly use the likelihood function are infeasible. In these situations, the benefits of working with likelihood-free methods become apparent. Likelihood-free methods, such as parametric Bayesian indirect likelihood that uses the likelihood of an alternative parametric auxiliary model, have been explored throughout the literature as a good alternative when the model of interest is complex. One of these methods is called the synthetic likelihood (SL), which assumes a multivariate normal approximation to the likelihood of a summary statistic of interest. This paper explores the accuracy and computational efficiency of the Bayesian version of the synthetic likelihood (BSL) approach in comparison to a competitor known as approximate Bayesian computation (ABC) and its sensitivity to its tuning parameters and assumptions. We relate BSL to pseudo-marginal methods and propose to use an alternative SL that uses an unbiased estimator of the exact working normal likelihood when the summary statistic has a multivariate normal distribution. Several applications of varying complexity are considered to illustrate the findings of this paper.
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In this paper we deal with the issue of performing accurate testing inference on a scalar parameter of interest in structural errors-in-variables models. The error terms are allowed to follow a multivariate distribution in the class of the elliptical distributions, which has the multivariate normal distribution as special case. We derive a modified signed likelihood ratio statistic that follows a standard normal distribution with a high degree of accuracy. Our Monte Carlo results show that the modified test is much less size distorted than its unmodified counterpart. An application is presented.
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The multivariate t models are symmetric and with heavier tail than the normal distribution, important feature in financial data. In this theses is presented the Bayesian estimation of a dynamic factor model, where the factors follow a multivariate autoregressive model, using multivariate t distribution. Since the multivariate t distribution is complex, it was represented in this work as a mix between a multivariate normal distribution and a square root of a chi-square distribution. This method allowed to define the posteriors. The inference on the parameters was made taking a sample of the posterior distribution, through the Gibbs Sampler. The convergence was verified through graphical analysis and the convergence tests Geweke (1992) and Raftery & Lewis (1992a). The method was applied in simulated data and in the indexes of the major stock exchanges in the world.
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The James-Stein estimator is a biased shrinkage estimator with uniformly smaller risk than the risk of the sample mean estimator for the mean of multivariate normal distribution, except in the one-dimensional or two-dimensional cases. In this work we have used more heuristic arguments and intensified the geometric treatment of the theory of James-Stein estimator. New type James-Stein shrinking estimators are proposed and the Mahalanobis metric used to address the James-Stein estimator. . To evaluate the performance of the estimator proposed, in relation to the sample mean estimator, we used the computer simulation by the Monte Carlo method by calculating the mean square error. The result indicates that the new estimator has better performance relative to the sample mean estimator.
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Maximizing data quality may be especially difficult in trauma-related clinical research. Strategies are needed to improve data quality and assess the impact of data quality on clinical predictive models. This study had two objectives. The first was to compare missing data between two multi-center trauma transfusion studies: a retrospective study (RS) using medical chart data with minimal data quality review and the PRospective Observational Multi-center Major Trauma Transfusion (PROMMTT) study with standardized quality assurance. The second objective was to assess the impact of missing data on clinical prediction algorithms by evaluating blood transfusion prediction models using PROMMTT data. RS (2005-06) and PROMMTT (2009-10) investigated trauma patients receiving ≥ 1 unit of red blood cells (RBC) from ten Level I trauma centers. Missing data were compared for 33 variables collected in both studies using mixed effects logistic regression (including random intercepts for study site). Massive transfusion (MT) patients received ≥ 10 RBC units within 24h of admission. Correct classification percentages for three MT prediction models were evaluated using complete case analysis and multiple imputation based on the multivariate normal distribution. A sensitivity analysis for missing data was conducted to estimate the upper and lower bounds of correct classification using assumptions about missing data under best and worst case scenarios. Most variables (17/33=52%) had <1% missing data in RS and PROMMTT. Of the remaining variables, 50% demonstrated less missingness in PROMMTT, 25% had less missingness in RS, and 25% were similar between studies. Missing percentages for MT prediction variables in PROMMTT ranged from 2.2% (heart rate) to 45% (respiratory rate). For variables missing >1%, study site was associated with missingness (all p≤0.021). Survival time predicted missingness for 50% of RS and 60% of PROMMTT variables. MT models complete case proportions ranged from 41% to 88%. Complete case analysis and multiple imputation demonstrated similar correct classification results. Sensitivity analysis upper-lower bound ranges for the three MT models were 59-63%, 36-46%, and 46-58%. Prospective collection of ten-fold more variables with data quality assurance reduced overall missing data. Study site and patient survival were associated with missingness, suggesting that data were not missing completely at random, and complete case analysis may lead to biased results. Evaluating clinical prediction model accuracy may be misleading in the presence of missing data, especially with many predictor variables. The proposed sensitivity analysis estimating correct classification under upper (best case scenario)/lower (worst case scenario) bounds may be more informative than multiple imputation, which provided results similar to complete case analysis.^
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2000 Mathematics Subject Classification: 62H15, 62H12.
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Prices of U.S. Treasury securities vary over time and across maturities. When the market in Treasurys is sufficiently complete and frictionless, these prices may be modeled by a function time and maturity. A cross-section of this function for time held fixed is called the yield curve; the aggregate of these sections is the evolution of the yield curve. This dissertation studies aspects of this evolution. ^ There are two complementary approaches to the study of yield curve evolution here. The first is principal components analysis; the second is wavelet analysis. In both approaches both the time and maturity variables are discretized. In principal components analysis the vectors of yield curve shifts are viewed as observations of a multivariate normal distribution. The resulting covariance matrix is diagonalized; the resulting eigenvalues and eigenvectors (the principal components) are used to draw inferences about the yield curve evolution. ^ In wavelet analysis, the vectors of shifts are resolved into hierarchies of localized fundamental shifts (wavelets) that leave specified global properties invariant (average change and duration change). The hierarchies relate to the degree of localization with movements restricted to a single maturity at the base and general movements at the apex. Second generation wavelet techniques allow better adaptation of the model to economic observables. Statistically, the wavelet approach is inherently nonparametric while the wavelets themselves are better adapted to describing a complete market. ^ Principal components analysis provides information on the dimension of the yield curve process. While there is no clear demarkation between operative factors and noise, the top six principal components pick up 99% of total interest rate variation 95% of the time. An economically justified basis of this process is hard to find; for example a simple linear model will not suffice for the first principal component and the shape of this component is nonstationary. ^ Wavelet analysis works more directly with yield curve observations than principal components analysis. In fact the complete process from bond data to multiresolution is presented, including the dedicated Perl programs and the details of the portfolio metrics and specially adapted wavelet construction. The result is more robust statistics which provide balance to the more fragile principal components analysis. ^
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O prognóstico da perda dentária é um dos principais problemas na prática clínica de medicina dentária. Um dos principais fatores prognósticos é a quantidade de suporte ósseo do dente, definido pela área da superfície radicular dentária intraóssea. A estimação desta grandeza tem sido realizada por diferentes metodologias de investigação com resultados heterogéneos. Neste trabalho utilizamos o método da planimetria com microtomografia para calcular a área da superfície radicular (ASR) de uma amostra de cinco dentes segundos pré-molares inferiores obtida da população portuguesa, com o objetivo final de criar um modelo estatístico para estimar a área de superfície radicular intraóssea a partir de indicadores clínicos da perda óssea. Por fim propomos um método para aplicar os resultados na prática. Os dados referentes à área da superfície radicular, comprimento total do dente (CT) e dimensão mésio-distal máxima da coroa (MDeq) serviram para estabelecer as relações estatísticas entre variáveis e definir uma distribuição normal multivariada. Por fim foi criada uma amostra de 37 observações simuladas a partir da distribuição normal multivariada definida e estatisticamente idênticas aos dados da amostra de cinco dentes. Foram ajustados cinco modelos lineares generalizados aos dados simulados. O modelo estatístico foi selecionado segundo os critérios de ajustamento, preditibilidade, potência estatística, acurácia dos parâmetros e da perda de informação, e validado pela análise gráfica de resíduos. Apoiados nos resultados propomos um método em três fases para estimação área de superfície radicular perdida/remanescente. Na primeira fase usamos o modelo estatístico para estimar a área de superfície radicular, na segunda estimamos a proporção (decis) de raiz intraóssea usando uma régua de Schei adaptada e na terceira multiplicamos o valor obtido na primeira fase por um coeficiente que representa a proporção de raiz perdida (ASRp) ou da raiz remanescente (ASRr) para o decil estimado na segunda fase. O ponto forte deste estudo foi a aplicação de metodologia estatística validada para operacionalizar dados clínicos na estimação de suporte ósseo perdido. Como pontos fracos consideramos a aplicação destes resultados apenas aos segundos pré-molares mandibulares e a falta de validação clínica.
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Purpose. To create a binocular statistical eye model based on previously measured ocular biometric data. Methods. Thirty-nine parameters were determined for a group of 127 healthy subjects (37 male, 90 female; 96.8% Caucasian) with an average age of 39.9 ± 12.2 years and spherical equivalent refraction of −0.98 ± 1.77 D. These parameters described the biometry of both eyes and the subjects' age. Missing parameters were complemented by data from a previously published study. After confirmation of the Gaussian shape of their distributions, these parameters were used to calculate their mean and covariance matrices. These matrices were then used to calculate a multivariate Gaussian distribution. From this, an amount of random biometric data could be generated, which were then randomly selected to create a realistic population of random eyes. Results. All parameters had Gaussian distributions, with the exception of the parameters that describe total refraction (i.e., three parameters per eye). After these non-Gaussian parameters were omitted from the model, the generated data were found to be statistically indistinguishable from the original data for the remaining 33 parameters (TOST [two one-sided t tests]; P < 0.01). Parameters derived from the generated data were also significantly indistinguishable from those calculated with the original data (P > 0.05). The only exception to this was the lens refractive index, for which the generated data had a significantly larger SD. Conclusions. A statistical eye model can describe the biometric variations found in a population and is a useful addition to the classic eye models.