907 resultados para Asymptotic Variance of Estimate
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The main hallmark of diabetic nephropathy is elevation in urinary albumin excretion. We performed a genome-wide linkage scan in 63 extended families with multiple members with type II diabetes. Urinary albumin excretion, measured as the albumin-to-creatinine ratio (ACR), was determined in 426 diabetic and 431 nondiabetic relatives who were genotyped for 383 markers. The data were analyzed using variance components linkage analysis. Heritability (h2) of ACR was significant in diabetic (h2=0.23, P=0.0007), and nondiabetic (h2=0.39, P=0.0001) relatives. There was no significant difference in genetic variance of ACR between diabetic and nondiabetic relatives (P=0.16), and the genetic correlation (rG=0.64) for ACR between these two groups was not different from 1 (P=0.12). These results suggested that similar genes contribute to variation in ACR in diabetic and nondiabetic relatives. This hypothesis was supported further by the linkage results.
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A simple plane wave solution of the Schrodinger-Helmholtz equation is a quantum eigenfunction obeying both energy and linear momentum correspondence principles. Inclusion of the outgoing wave with scattering amplitude f asymptotic development of the plane wave, we show that there is a problem with angular momentum when we consider forward scattering at the point of closest approach and at large impact parameter given semiclassically by (l + 1/2)/k where l is the azimuthal quantum number and may be large (J. Leech et al., Phys. Rev. Lett. 88. 257901 (2002)). The problem is resolved via non- uniform, non-standard analysis involving the Heaviside step function, unifying classical, semiclassical and quantum mechanics, and the treatment is extended to the case of pure Coulomb scattering.
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Long-range dependence in volatility is one of the most prominent examples in financial market research involving universal power laws. Its characterization has recently spurred attempts to provide some explanations of the underlying mechanism. This paper contributes to this recent line of research by analyzing a simple market fraction asset pricing model with two types of traders---fundamentalists who trade on the price deviation from estimated fundamental value and trend followers whose conditional mean and variance of the trend are updated through a geometric learning process. Our analysis shows that agent heterogeneity, risk-adjusted trend chasing through the geometric learning process, and the interplay of noisy fundamental and demand processes and the underlying deterministic dynamics can be the source of power-law distributed fluctuations. In particular, the noisy demand plays an important role in the generation of insignificant autocorrelations (ACs) on returns, while the significant decaying AC patterns of the absolute returns and squared returns are more influenced by the noisy fundamental process. A statistical analysis based on Monte Carlo simulations is conducted to characterize the decay rate. Realistic estimates of the power-law decay indices and the (FI)GARCH parameters are presented.
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The problem of recognising targets in non-overlapping clutter using nonlinear N-ary phase filters is addressed. Using mathematical analysis, expressions were derived for an N-ary phase filter and the intensity variance of an optical correlator output. The N-ary phase filter was shown to consist of an infinite sum of harmonic terms whose periodicity was determined by N. For the intensity variance, it was found that under certain conditions the variance was minimised due to a hitherto undiscovered phase quadrature effect. Comparison showed that optimal real filters produced greater SNR values than the continuous phase versions as a consequence of this effect.
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This paper introduces a fast algorithm for moving window principal component analysis (MWPCA) which will adapt a principal component model. This incorporates the concept of recursive adaptation within a moving window to (i) adapt the mean and variance of the process variables, (ii) adapt the correlation matrix, and (iii) adjust the PCA model by recomputing the decomposition. This paper shows that the new algorithm is computationally faster than conventional moving window techniques, if the window size exceeds 3 times the number of variables, and is not affected by the window size. A further contribution is the introduction of an N-step-ahead horizon into the process monitoring. This implies that the PCA model, identified N-steps earlier, is used to analyze the current observation. For monitoring complex chemical systems, this work shows that the use of the horizon improves the ability to detect slowly developing drifts.
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In this paper, we extend the heterogeneous panel data stationarity test of Hadri [Econometrics Journal, Vol. 3 (2000) pp. 148–161] to the cases where breaks are taken into account. Four models with different patterns of breaks under the null hypothesis are specified. Two of the models have been already proposed by Carrion-i-Silvestre et al.[Econometrics Journal,Vol. 8 (2005) pp. 159–175]. The moments of the statistics corresponding to the four models are derived in closed form via characteristic functions.We also provide the exact moments of a modified statistic that do not asymptotically depend on the location of the break point under the null hypothesis. The cases where the break point is unknown are also considered. For the model with breaks in the level and no time trend and for the model with breaks in the level and in the time trend, Carrion-i-Silvestre et al. [Econometrics Journal, Vol. 8 (2005) pp. 159–175]showed that the number of breaks and their positions may be allowed to differ acrossindividuals for cases with known and unknown breaks. Their results can easily be extended to the proposed modified statistic. The asymptotic distributions of all the statistics proposed are derived under the null hypothesis and are shown to be normally distributed. We show by simulations that our suggested tests have in general good performance in finite samples except the modified test. In an empirical application to the consumer prices of 22 OECD countries during the period from 1953 to 2003, we found evidence of stationarity once a structural break and cross-sectional dependence are accommodated.
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In this paper we present an Orientation Free Adaptive Step Detection (OFASD) algorithm for deployment in a smart phone for the purposes of physical activity monitoring. The OFASD algorithm detects individual steps and measures a user’s step counts using the smart phone’s in-built accelerometer. The algorithm considers both the variance of an individual’s walking pattern and the orientation of the smart phone. Experimental validation of the algorithm involved the collection of data from 10 participants using five phones (worn at five different body positions) whilst walking on a treadmill at a controlled speed for periods of 5 min. Results indicated that, for steps detected by the OFASD algorithm, there were no significant differences between where the phones were placed on the body (p > 0.05). The mean step detection accuracies ranged from 93.4 % to 96.4 %. Compared to measurements acquired using existing dedicated commercial devices, the results demonstrated that using a smart phone for monitoring physical activity is promising, as it adds value to an accepted everyday accessory, whilst imposing minimum interaction from the user. The algorithm can be used as the underlying component within an application deployed within a smart phone designed to promote self-management of chronic disease where activity measurement is a significant factor, as it provides a practical solution, with minimal requirements for user intervention and less constraints than current solutions.
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Even moderate arsenic exposure may lead to health problems, and thus quantifying inorganic arsenic (iAs) exposure from food for different population groups in China is essential. By analyzing the data from the China National Nutrition and Health Survey (CNNHS) and collecting reported values of iAs in major food groups, we developed a framework of calculating average iAs daily intake for different regions of China. Based on this framework, cancer risks from As in food was deterministically and probabilistically quantified. The article presents estimates for health risk due to the ingestion of food products contaminated with arsenic. Both per individual and for total population estimates were obtained. For the total population, daily iAs intake is around 42 mu g day(-1), and rice is the largest contributor of total iAs intake accounting for about 60%. Incremental lifetime cancer risk from food iAs intake is 106 per 100,000 for adult individuals and the median population cancer risk is 177 per 100,000 varying between regions. Population in the Southern region has a higher cancer risk than that in the Northern region and the total population. Sensitive analysis indicated that cancer slope factor, ingestion rates of rice, aquatic products and iAs concentration in rice were the most relevant variables in the model, as indicated by their higher contribution to variance of the incremental lifetime cancer risk. We conclude that rice may be the largest contributor of iAs through food route for the Chinese people. The population from the South has greater cancer risk than that from the North and the whole population. (C) 2011 Elsevier Ltd. All rights reserved.
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I study the institution of avoiding hiring one’s own Ph.D. graduates for assistant professorships. I argue that this institution is necessary to create better incentives for researchers to incorporate new information in studies, facilitating the convergence to asymptotic learning of the studied fundamentals.
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Focusing on the uplink, where mobile users (each with a single transmit antenna) communicate with a base station with multiple antennas, we treat multiple users as antennas to enable spatial multiplexing across users. Introducing distributed closed-loop spatial multiplexing with threshold-based user selection, we propose two uplink channel-assigning strategies with limited feedback. We prove that the proposed system also outperforms the standard greedy scheme with respect to the degree of fairness, measured by the variance of the time averaged throughput. For uplink multi-antenna systems, we show that the proposed scheduling is a better choice than the greedy scheme in terms of the average BER, feedback complexity, and fairness. The numerical results corroborate our findings
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Wind energy has been identified as key to the European Union’s 2050 low carbon economy. However, as wind is a variable resource and stochastic by nature, it is difficult to plan and schedule the power system under varying wind power generation. This paper investigates the impacts of offshore wind power forecast error on the operation and management of a pool-based electricity market in 2050. The impact of the magnitude and variance of the offshore wind power forecast error on system generation costs, emission costs, dispatch-down of wind, number of start-ups and system marginal price is analysed. The main findings of this research are that the magnitude of the offshore wind power forecast error has the largest impact on system generation costs and dispatch-down of wind, but the variance of the offshore wind power forecast error has the biggest impact on emissions costs and system marginal price. Overall offshore wind power forecast error variance results in a system marginal price increase of 9.6% in 2050.
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We investigate the basic behavior and performance of simulated quantum annealing (QA) in comparison with classical annealing (CA). Three simple one-dimensional case study systems are considered: namely, a parabolic well, a double well, and a curved washboard. The time-dependent Schrodinger evolution in either real or imaginary time describing QA is contrasted with the Fokker-Planck evolution of CA. The asymptotic decrease of excess energy with annealing time is studied in each case, and the reasons for differences are examined and discussed. The Huse-Fisher classical power law of double-well CA is replaced with a different power law in QA. The multiwell washboard problem studied in CA by Shinomoto and Kabashima and leading classically to a logarithmic annealing even in the absence of disorder turns to a power-law behavior when annealed with QA. The crucial role of disorder and localization is briefly discussed.
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A multiuser scheduling multiple-input multiple-output (MIMO) cognitive radio network (CRN) with space-time block coding (STBC) is considered in this paper, where one secondary base station (BS) communicates with one secondary user (SU) selected from K candidates. The joint impact of imperfect channel state information (CSI) in BS → SUs and BS → PU due to channel estimation errors and feedback delay on the outage performance is firstly investigated. We obtain the exact outage probability expressions for the considered network under the peak interference power IP at PU and maximum transmit power Pm at BS which cover perfect/imperfect CSI scenarios in BS → SUs and BS → PU. In addition, asymptotic expressions of outage probability in high SNR region are also derived from which we obtain several important insights into the system design. For example, only with perfect CSIs in BS → SUs, i.e., without channel estimation errors and feedback delay, the multiuser diversity can be exploited. Finally, simulation results confirm the correctness of our analysis.
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Here, we demonstrate that quasi self-standing Au nanorod arrays prepared with plasma polymerisation deposited SiO2 dielectric spacers support surface enhanced fluorescence (SEF) while maintaining high signal reproducibility. We show that it is possible to find a balance between enhanced radiative and non-radiative decay rates at which the fluorescent intensity is maximized. The SEF signal optimised with a 30 nm spacer layer thickness showed a 3.5-fold enhancement with a signal variance of <15% thereby keeping the integrity of the nanorod array. We also demonstrate the decreased importance of obtaining resonance conditions when localized surface plasmon resonance is positioned within the spectral region of Au interband transitions. Procedures for further increasing the SEF enhancement factor are also discussed.
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This thesis investigates critical thinking with a particular focus on measurement in undergraduate students. A higher education context was chosen because many regard critical thinking development as a primary goal for third level education. Nine studies, both cross-sectional and longitudinal in design, were conducted with undergraduate psychology students (N=387), using the California Critical Thinking Disposition Inventory (CCTDI) and the California Critical Thinking Skills Test (CCTST). Studies 1-3 revealed psychometric weaknesses in the CCTDI and revised the scale with factor analysis and reliability analysis to form the CCTDI United Kingdom revision (CCTDI-UK). Study 4 investigated convergent validity and showed significant inter-correlation between the sub-scales of the CCTDI-UK, and significant correlations with the Openness scale of the NEO Personality Inventory (NEO PI-R). The study also provided evidence for improvement in scores on three of the six sub-scales in the CCTDI-UK (Truth-Seeking, Inquisitiveness, Open-Mindedness) during the course of an undergraduate degree. Study 5 explored a two factor structure for critical thinking dispositions. Study 6 used reliability analysis to revise the CCTST to produce the CCTST-UK. Study 7 showed that the CCTST-UK had a moderate correlation with degree attainment and a slightly higher correlation with a test of non-verbal intelligence (Raven’s Advanced Progressive Matrices short form); in addition, the study showed that scores on the CCTST-UK improved during the course of the degree. Studies 8 and 9 investigated the potential of critical thinking for predicting degree attainment. A-levels predicted approximately 10% of the variance of degree attainment while entry level scores on the CCTST-UK predicted an additional 5%. Exit level scores on the CCTST-UK and the Inquisitive sub-scale of the CCTDI-UK were found to be predictors of degree attainment The main conclusions of the thesis were that these tests had significant potential for predicting degree attainment and that they measured a substantial proportion of the theoretical constructs identified by the major authors in critical thinking.