A programme to carry out analysis of variance: two-way classification on Micro 2200

A brief description is given of a program to carry out analysis of variance two-way classification on MICRO 2200, for use in fishery data processing.

On the problem of nonadditivity in two-way analysis of variance of data for comparing the efficiency of fishing gears

To bring out the relative efficiency of various types of fishing gears, in the analysis of catch data, a combination of Tukey's test, consequent transformation and graphical analysis for outlier elimination has been introduced, which can be advantageously used for applying ANOVA techniques, Application of these procedures to actual sets of data showed that nonadditivity in the data was caused by either the presence of outliers, or the absence of a suitable transformation or both. As a corollary, the concurrent model: X sub(ij) = µ + α sub(i) + β sub(j) + λ α sub(i) β sub(j) + E sub(ij) adequately fits the data.

Yellow perch strain evaluation I: Genetic variance of six broodstock populations

As a prelude to strain selection for domestication and future marker assisted selection, genetic variation revealed by microsatellite DNA was evaluated in yellow perch, Perca flavescens, from four wild North American populations collected in 2003-2004 (Maine, New York, North Carolina, and Pennsylvania,), and two captive populations (Michigan and Ohio). For the loci examined, levels of heterozygosity ranged from H-e=0.04 to 0.88, genetic differentiation was highly significant among all population pairs, and effective migration ranged from low (N(e)m=0.3) to high (N(e)m=4.5). Deviation from Hardy-Weinberg equilibrium was regularly observed indicating significant departures from random mating. Instantaneous measures of inbreeding within these populations ranged from near zero to moderate (median F=0.16) and overall inbreeding levels averaged F-IS=0.18. Estimates of genetic diversity, Phi(ST), and genetic distance were highest between Michigan and all other broodstock groups and lowest between New York and Ohio. Genetic differentiation among groups did not correlate with geographic distance. Overall, the patterns of variation exhibited by the captive (Michigan and Ohio) populations were similar to patterns exhibited by the other wild populations, indicating that spawning and management practices to date have not significantly reduced levels of genetic variation. (C) 2007 Elsevier B.V. All rights reserved.

A new proposition on the martingale representation theorem and on the approximate hedging of contingent claim in mean-variance criterion

In this work we revisit the problem of the hedging of contingent claim using mean-square criterion. We prove that in incomplete market, some probability measure can be identified so that becomes -martingale under .This is in fact a new proposition on the martingale representation theorem. The new results also identify a weight function that serves to be an approximation to the Radon-Nikodým derivative of the unique neutral martingale measure.

Thermodynamic and dynamic contributions to future changes in regional precipitation variance: focus on the Southeastern United States

© 2014, Springer-Verlag Berlin Heidelberg.The frequency and severity of extreme events are tightly associated with the variance of precipitation. As climate warms, the acceleration in hydrological cycle is likely to enhance the variance of precipitation across the globe. However, due to the lack of an effective analysis method, the mechanisms responsible for the changes of precipitation variance are poorly understood, especially on regional scales. Our study fills this gap by formulating a variance partition algorithm, which explicitly quantifies the contributions of atmospheric thermodynamics (specific humidity) and dynamics (wind) to the changes in regional-scale precipitation variance. Taking Southeastern (SE) United States (US) summer precipitation as an example, the algorithm is applied to the simulations of current and future climate by phase 5 of Coupled Model Intercomparison Project (CMIP5) models. The analysis suggests that compared to observations, most CMIP5 models (~60 %) tend to underestimate the summer precipitation variance over the SE US during the 1950–1999, primarily due to the errors in the modeled dynamic processes (i.e. large-scale circulation). Among the 18 CMIP5 models analyzed in this study, six of them reasonably simulate SE US summer precipitation variance in the twentieth century and the underlying physical processes; these models are thus applied for mechanistic study of future changes in SE US summer precipitation variance. In the future, the six models collectively project an intensification of SE US summer precipitation variance, resulting from the combined effects of atmospheric thermodynamics and dynamics. Between them, the latter plays a more important role. Specifically, thermodynamics results in more frequent and intensified wet summers, but does not contribute to the projected increase in the frequency and intensity of dry summers. In contrast, atmospheric dynamics explains the projected enhancement in both wet and dry summers, indicating its importance in understanding future climate change over the SE US. The results suggest that the intensified SE US summer precipitation variance is not a purely thermodynamic response to greenhouse gases forcing, and cannot be explained without the contribution of atmospheric dynamics. Our analysis provides important insights to understand the mechanisms of SE US summer precipitation variance change. The algorithm formulated in this study can be easily applied to other regions and seasons to systematically explore the mechanisms responsible for the changes in precipitation extremes in a warming climate.

Towards variance-matrix characterization of complementarity relations in a continuous variable system

We discuss complementarity relations in a bipartite continuous variable system. Building up from the work done on discrete d-dimensional systems, we prove that for symmetric two-mode states, quantum complementarity relations can be put in a simple relation with the elements of the variance matrix. When this condition is not satisfied, such a connection becomes non-trivial. Our investigation is the first step towards an operative characterization of the complementarity in a scenario that has not been investigated so far.

Variance-Constrained Capacity of the Molecular Timing Channel with Synchronization Error

Molecular communication is set to play an important role in the design of complex biological and chemical systems. An important class of molecular communication systems is based on the timing channel, where information is encoded in the delay of the transmitted molecule - a synchronous approach. At present, a widely used modeling assumption is the perfect synchronization between the transmitter and the receiver. Unfortunately, this assumption is unlikely to hold in most practical molecular systems. To remedy this, we introduce a clock into the model - leading to the molecular timing channel with synchronization error. To quantify the behavior of this new system, we derive upper and lower bounds on the variance-constrained capacity, which we view as the step between the mean-delay and the peak-delay constrained capacity. By numerically evaluating our bounds, we obtain a key practical insight: the drift velocity of the clock links does not need to be significantly larger than the drift velocity of the information link, in order to achieve the variance-constrained capacity with perfect synchronization.

Determining the spatial scale of wave variance for the siting of wave energy converters in near shore coastal environments

Senior thesis for Oceanography 445

Optimization of the valence energy variance of the CuH molecule

We developed the concept of split-'t to deal with the large molecules (in terms of the number of electrons and nuclear charge Z). This naturally leads to partitioning the local energy into components due to each electron shell. The minimization of the variation of the valence shell local energy is used to optimize a simple two parameter CuH wave function. Molecular properties (spectroscopic constants and the dipole moment) are calculated for the optimized and nearly optimized wave functions using the Variational Quantum Monte Carlo method. Our best results are comparable to those from the single and double configuration interaction (SDCI) method.

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach

In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the frame-work of multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gib-bons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken’s mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i.d. assumption, and (iii) mean-variance efficiency tests of the market portfolio is not rejected as frequently once it is allowed for the possibility of non-normal errors.