954 resultados para mean-variance estimation


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In the analysis of tagging data, it has been found that the least-squares method, based on the increment function known as the Fabens method, produces biased estimates because individual variability in growth is not allowed for. This paper modifies the Fabens method to account for individual variability in the length asymptote. Significance tests using t-statistics or log-likelihood ratio statistics may be applied to show the level of individual variability. Simulation results indicate that the modified method reduces the biases in the estimates to negligible proportions. Tagging data from tiger prawns (Penaeus esculentus and Penaeus semisulcatus) and rock lobster (Panulirus ornatus) are analysed as an illustration.

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The von Bertalanffy growth model is extended to incorporate explanatory variables. The generalized model includes the switched growth model and the seasonal growth model as special cases, and can also be used to assess the tagging effect on growth. Distribution-free and consistent estimating functions are constructed for estimation of growth parameters from tag-recapture data in which age at release is unknown. This generalizes the work of James (1991, Biometrics 47 1519-1530) who considered the classical model and allowed for individual variability in growth. A real dataset from barramundi (Lates calcarifer) is analysed to estimate the growth parameters and possible effect of tagging on growth.

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A modified least mean fourth (LMF) adaptive algorithm applicable to non-stationary signals is presented. The performance of the proposed algorithm is studied by simulation for non-stationarities in bandwidth, centre frequency and gain of a stochastic signal. These non-stationarities are in the form of linear, sinusoidal and jump variations of the parameters. The proposed LMF adaptation is found to have better parameter tracking capability than the LMS adaptation for the same speed of convergence.

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A lattice-gas model of multilayer adsorption has been solved in the mean-field approximation by a different numerical method. Earlier workers obtained a single solution for all values of temperature and pressure. In the present work, multiple solutions have been obtained in certain regions of temperature and pressure which give rise to bysteresis in the adsorption isotherm. In addition, we have obtained a parameter which behaves like an order parameter for the transition. The potential-energy function shows a double minimum in the region of bysteresis and a single maximum elsewhere.

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Multiphenotype genome-wide association studies (GWAS) may reveal pleiotropic genes, which would remain undetected using single phenotype analyses. Analysis of large pedigrees offers the added advantage of more accurately assessing trait heritability, which can help prioritise genetically influenced phenotypes for GWAS analysis. In this study we performed a principal component analysis (PCA), heritability (h2) estimation and pedigree-based GWAS of 37 cardiovascular disease -related phenotypes in 330 related individuals forming a large pedigree from the Norfolk Island genetic isolate. PCA revealed 13 components explaining >75% of the total variance. Nine components yielded statistically significant h2 values ranging from 0.22 to 0.54 (P<0.05). The most heritable component was loaded with 7 phenotypic measures reflecting metabolic and renal dysfunction. A GWAS of this composite phenotype revealed statistically significant associations for 3 adjacent SNPs on chromosome 1p22.2 (P<1x10-8). These SNPs form a 42kb haplotype block and explain 11% of the genetic variance for this renal function phenotype. Replication analysis of the tagging SNP (rs1396315) in an independent US cohort supports the association (P = 0.000011). Blood transcript analysis showed 35 genes were associated with rs1396315 (P<0.05). Gene set enrichment analysis of these genes revealed the most enriched pathway was purine metabolism (P = 0.0015). Overall, our findings provide convincing evidence for a major pleiotropic effect locus on chromosome 1p22.2 influencing risk of renal dysfunction via purine metabolism pathways in the Norfolk Island population. Further studies are now warranted to interrogate the functional relevance of this locus in terms of renal pathology and cardiovascular disease risk.

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The utility of near infrared spectroscopy as a non-invasive technique for the assessment of internal eating quality parameters of mandarin fruit (Citrus reticulata cv. Imperial) was assessed. The calibration procedure for the attributes of TSS (total soluble solids) and DM (dry matter) was optimised with respect to a reference sampling technique, scan averaging, spectral window, data pre-treatment (in terms of derivative treatment and scatter correction routine) and regression procedure. The recommended procedure involved sampling of an equatorial position on the fruit with 1 scan per spectrum, and modified partial least squares model development on a 720–950-nm window, pre-treated as first derivative absorbance data (gap size of 4 data points) with standard normal variance and detrend scatter correction. Calibration model performance for the attributes of TSS and DM content was encouraging (typical Rc2 of >0.75 and 0.90, respectively; typical root mean squared standard error of calibration of <0.4 and 0.6%, respectively), whereas that for juiciness and total acidity was unacceptable. The robustness of the TSS and DM calibrations across new populations of fruit is documented in a companion study.

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Several channels provided by many-body couplings — both fermion-fermion and fermion-boson — for the evolution of the chemisorption system are discussed. This provides an opportunity of a systematic study of the effects of correlations reflected through the intricate pole structure of the absorbate Green functions. The results of Newns, Anda and others in the context of chemisorption are generalized.

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The emission from neutral hydrogen (HI) clouds in the post-reionization era (z <= 6), too faint to be individually detected, is present as a diffuse background in all low frequency radio observations below 1420MHz. The angular and frequency fluctuations of this radiation (similar to 1 mK) are an important future probe of the large-scale structures in the Universe. We show that such observations are a very effective probe of the background cosmological model and the perturbed Universe. In our study we focus on the possibility of determining the redshift-space distortion parameter beta, coordinate distance r(nu), and its derivative with redshift r(nu)('). Using reasonable estimates for the observational uncertainties and configurations representative of the ongoing and upcoming radio interferometers, we predict parameter estimation at a precision comparable with supernova Ia observations and galaxy redshift surveys, across a wide range in redshift that is only partially accessed by other probes. Future HI observations of the post-reionization era present a new technique, complementing several existing ones, to probe the expansion history and to elucidate the nature of the dark energy.

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Increasing concentrations of atmospheric CO2 decrease stomatal conductance of plants and thus suppress canopy transpiration. The climate response to this CO2-physiological forcing is investigated using the Community Atmosphere Model version 3.1 coupled to Community Land Model version 3.0. In response to the physiological effect of doubling CO2, simulations show a decrease in canopy transpiration of 8%, a mean warming of 0.1K over the land surface, and negligible changes in the hydrological cycle. These climate responses are much smaller than what were found in previous modeling studies. This is largely a result of unrealistic partitioning of evapotranspiration in our model control simulation with a greatly underestimated contribution from canopy transpiration and overestimated contributions from canopy and soil evaporation. This study highlights the importance of a realistic simulation of the hydrological cycle, especially the individual components of evapotranspiration, in reducing the uncertainty in our estimation of climatic response to CO2-physiological forcing. Citation: Cao, L., G. Bala, K. Caldeira, R. Nemani, and G.Ban-Weiss (2009), Climate response to physiological forcing of carbon dioxide simulated by the coupled Community Atmosphere Model (CAM3.1) and Community Land Model (CLM3.0).

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Seventy three isolates of Pythium aphanidermatum obtained from cucumber from four different regions of Oman and 16 isolates of muskmelon from the Batinah region in Oman were characterized for aggressiveness, sensitivity to metalaxyl and genetic diversity using AFLP fingerprinting. Twenty isolates of P. aphanidermatum from diverse hosts from different countries were also included in the study. Most isolates from Oman were found to be aggressive on cucumber seedlings and all were highly sensitive to metalaxyl (EC50 < 0•80 µg mL−1). Isolates from cucumber and muskmelon were as aggressive as each other on both hosts (P > 0.05), which implies a lack of host specialization in P. aphanidermatum on these two hosts in Oman. AFLP analysis of all isolates using four primer-pair combinations resolved 152 bands, of which 61 (~40%) were polymorphic. Isolates of P. aphanidermatum from Oman and other countries exhibited high genetic similarity (mean = 94.1%) and produced 59 different AFLP profiles. Analysis of molecular variance indicated that most AFLP variation among populations of P. aphanidermatum in Oman was associated with geographical regions (FST = 0.118; P < 0.0001), not hosts (FST = -0.004; P = 0.4323). These data were supported by the high rate of recovery (24%) of identical phenotypes between cucumber and muskmelon fields in the same region as compared to the low recovery (10%) across regions in Oman, which suggests more frequent movement of Pythium inoculum among muskmelon and cucumber fields in the same region compared to movement across geographically separated regions. However, recovering clones among regions and different countries may imply circulation of Pythium inoculum via common sources in Oman and also intercontinental spread of isolates.

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The anharmonic oscillator under combined sinusoidal and white noise excitation is studied using the Gaussian closure approximation. The mean response and the steady-state variance of the system is obtained by the WKBJ approximation and also by the Fokker Planck equation. The multiple steadystate solutions are obtained and their stability analysis is presented. Numerical results are obtained for a particular set of system parameters. The theoretical results are compared with a digital simulation study to bring out the usefulness of the present approximate theory.

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This study compares estimates of the census size of the spawning population with genetic estimates of effective current and long-term population size for an abundant and commercially important marine invertebrate, the brown tiger prawn (Penaeus esculentus). Our aim was to focus on the relationship between genetic effective and census size that may provide a source of information for viability analyses of naturally occurring populations. Samples were taken in 2001, 2002 and 2003 from a population on the east coast of Australia and temporal allelic variation was measured at eight polymorphic microsatellite loci. Moments-based and maximum-likelihood estimates of current genetic effective population size ranged from 797 to 1304. The mean long-term genetic effective population size was 9968. Although small for a large population, the effective population size estimates were above the threshold where genetic diversity is lost at neutral alleles through drift or inbreeding. Simulation studies correctly predicted that under these experimental conditions the genetic estimates would have non-infinite upper confidence limits and revealed they might be overestimates of the true size. We also show that estimates of mortality and variance in family size may be derived from data on average fecundity, current genetic effective and census spawning population size, assuming effective population size is equivalent to the number of breeders. This work confirms that it is feasible to obtain accurate estimates of current genetic effective population size for abundant Type III species using existing genetic marker technology.

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Forested areas play a dominant role in the global hydrological cycle. Evapotranspiration is a dominant component most of the time catching up with the rainfall. Though there are sophisticated methods which are available for its estimation, a simple reliable tool is needed so that a good budgeting could be made. Studies have established that evapotranspiration in forested areas is much higher than in agricultural areas. Latitude, type of forests, climate and geological characteristics also add to the complexity of its estimation. Few studies have compared different methods of evapotranspiration on forested watersheds in semi arid tropical forests. In this paper a comparative study of different methods of estimation of evapotranspiration is made with reference to the actual measurements made using all parameter climatological station data of a small deciduous forested watershed of Mulehole (area of 4.5 km2 ), South India. Potential evapotranspiration (ETo) was calculated using ten physically based and empirical methods. Actual evapotranspiration (AET) has been calculated through computation of water balance through SWAT model. The Penman-Montieth method has been used as a benchmark to compare the estimates arrived at using various methods. The AET calculated shows good agreement with the curve for evapotranspiration for forests worldwide. Error estimates have been made with respect to Penman-Montieth method. This study could give an idea of the errors involved whenever methods with limited data are used and also show the use indirect methods in estimation of Evapotranspiration which is more suitable for regional scale studies.

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In this paper we consider the third-moment structure of a class of time series models. It is often argued that the marginal distribution of financial time series such as returns is skewed. Therefore it is of importance to know what properties a model should possess if it is to accommodate unconditional skewness. We consider modeling the unconditional mean and variance using models that respond nonlinearly or asymmetrically to shocks. We investigate the implications of these models on the third-moment structure of the marginal distribution as well as conditions under which the unconditional distribution exhibits skewness and nonzero third-order autocovariance structure. In this respect, an asymmetric or nonlinear specification of the conditional mean is found to be of greater importance than the properties of the conditional variance. Several examples are discussed and, whenever possible, explicit analytical expressions provided for all third-order moments and cross-moments. Finally, we introduce a new tool, the shock impact curve, for investigating the impact of shocks on the conditional mean squared error of return series.