EVALUASI NUMERIK PENDUGA FUNGSI NILAI HARAPAN DAN FUNGSI RAGAM PROSES POISSON MAJEMUK DENGAN INTENSITAS EKSPONENSIAL FUNGSI LINEAR

Performances of estimators for the mean and variance functions of a compound Poisson process having intensity obtained as an exponential of linear function are investigated using Monte Carlo simulations. The intensity function of this process is assumed to be 𝑒𝑥𝑝(𝛼+𝛽𝑠) with 0<𝛽<∞, where 𝛽 is assumed to be known. In [8], estimators of the mean and variance functions of this process have been constructed and have been proved to be unbiased, weakly and strongly consistent. The objectives of this research are to check distributions of these estimators using Monte Carlo simulation and to check the convergence to 1−𝛼 of the probabilities that the parameters are contained in the confidence intervals constructed in [11]. Results of the research are as follows. Distribution of estimators for the mean and variance functions are approximately normal. For a given significance level 𝛼, the larger the size of observation interval, the closer the probabilities that the parameters are contained in the confidence intervals to 1−𝛼.

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ESTIMATING THE MEAN AND VARIANCE FUNCTIONS OF A COMPOUND POISSON PROCESS HAVING POWER FUNCTION INTENSITY

Far East Journal of Mathematical Sciences (FJMS) ◽

10.17654/ms100091455 ◽

2016 ◽

Vol 100 (9) ◽

pp. 1455-1465

Author(s):

I Wayan Mangku ◽

Faza Sakinah ◽

Ruhiyat

Keyword(s):

Poisson Process ◽

Power Function ◽

Compound Poisson Process ◽

Compound Poisson ◽

Variance Functions ◽

Mean And Variance ◽

The Mean

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Some sampling properties of selectively neutral alleles

Genetics Research ◽

10.1017/s0016672300019492 ◽

1979 ◽

Vol 34 (3) ◽

pp. 253-267 ◽

Cited By ~ 7

Author(s):

Ranajit Chakraborty ◽

Paul A. Fuerst

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Genetic Variability ◽

Mutation Rate ◽

Natural Populations ◽

Single Locus ◽

Population Parameter ◽

Mean And Variance ◽

The Mean

SUMMARYSome sampling properties related with the mean and variance of the number of alleles and single locus heterozygosity are derived to study the effect of variations in mutation rate of selectively neutral alleles. The correlation between single locus heterozygosity and the number of alleles is also derived. Monte Carlo simulation is conducted to examine the effect of stepwise mutations. The relevance of these results in estimating the population parameter, 4Neν, is discussed in connexion with neutralist-selectionist controversy over the maintenance of genetic variability in natural populations.

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Locally Adaptive Semiparametric Estimation of the Mean and Variance Functions in Regression Models

SSRN Electronic Journal ◽

10.2139/ssrn.878225 ◽

2006 ◽

Cited By ~ 1

Author(s):

David X. Chan ◽

Robert Kohn ◽

David J. Nott ◽

Chris Kirby

Keyword(s):

Regression Models ◽

Semiparametric Estimation ◽

Variance Functions ◽

Locally Adaptive ◽

Mean And Variance ◽

The Mean

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Semiparametric Smoothing Spline in Joint Mean and Dispersion Models with Responses from the Biparametric Exponential Family: A Bayesian Perspective

Statistics Optimization & Information Computing ◽

10.19139/soic-2310-5070-671 ◽

2021 ◽

Vol 9 (2) ◽

pp. 351-367

Author(s):

Héctor Zárate ◽

Edilberto Cepeda

Keyword(s):

Exponential Family ◽

Parametric Models ◽

Efficient Estimation ◽

Smoothing Methods ◽

Markov Chain Sampling ◽

Variance Functions ◽

Natural Connection ◽

Mean And Variance ◽

The Mean ◽

Two Parameter

This article extends the fusion among various statistical methods to estimate the mean and variance functions in heteroscedastic semiparametric models when the response variable comes from a two-parameter exponential family distribution. We rely on the natural connection among smoothing methods that use basis functions with penalization, mixed models and a Bayesian Markov Chain sampling simulation methodology. The significance and implications of our strategy lies in its potential to contribute to a simple and unified computational methodology that takes into account the factors that affect the variability in the responses, which in turn is important for an efficient estimation and correct inference of mean parameters without the requirement of fully parametric models. An extensive simulation study investigates the performance of the estimates. Finally, an application using the Light Detection and Ranging technique, LIDAR, data highlights the merits of our approach.

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AVALIAÇÃO DOS FATORES DETERMINANTES À REALIZAÇÃO DA EPISIOTOMIA NO PARTO VAGINAL

Enfermagem em Foco ◽

10.21675/2357-707x.2019.v10.n1.1399 ◽

2019 ◽

Vol 10 (1) ◽

Author(s):

Rodrigo Dias Nunes ◽

Amanda De Vasconcelos Mapelli ◽

Nazaré Otília Nazário ◽

Eliane Traebert ◽

Mayara Seemann ◽

...

Keyword(s):

Confidence Intervals ◽

Associated Factors ◽

Cross Sectional Study ◽

Sectional Study ◽

Cross Sectional ◽

Significance Level ◽

Factors Associated ◽

The Mean ◽

Las Mujeres ◽

Prevalence Ratios

Objetivo: O estudo objetiva conhecer os fatores associados à realização da episiotomia no parto vaginal. Metodologia: Estudo transversal envolvendo 330 partos, de janeiro/2012 a dezembro/2013. Estudou-se a associação das variáveis independentes com a realização da episiotomia por meio de cálculo de razões de prevalência e seus respectivos intervalos de confiança, com nível de significância p < 0,05. Resultados: Na amostra estudada, 224 (67,9%) pacientes não realizaram episiotomia e 106 (32,1%) realizaram o procedimento. A idade média foi de 22,9 (± 5,9) anos e a episiotomia foi mais realizada naquelas com idade inferior a 20 anos [RP 1,61 (IC 95% 1,15; 2,25)] (p = 0,005). As mulheres com mais de 8 anos completos de estudo foram significativamente mais submetidas à episiotomia que as demais [RP 2,34 (IC 95% 1,70; 3,22)] (p < 0,001). Conclusão: A realização da episiotomia nesta população ocorreu com maior prevalência nas parturientes mais jovens e com maior escolaridade.Descritores: Episiotomia; Fatores associados; Parto vaginalEVALUATION OF THE DETERMINANT FACTORS TO EPISIOTOMY IN VAGINAL DELIVERYObjective: This study aims to evaluate the factors associated with its performance in vaginal delivery. Methodology: This is a cross-sectional study carried out with 330 births, from January / 2012 to December / 2013. The association of the independente variables with episiotomy was calculated by prevalence ratios and their respective confidence intervals, with significance level p < 0.05. Results: In the studied sample, 224 (67.9%) patients did not undergo episiotomy and 106 (32.1%) had the procedure. The mean age was 22.9 ± 5.9 years and the episiotomy was more frequently performed in those younger than 20 years old [PR 1.61 (95% CI 1.15; 2.25)] (p = 0.005). Women with more than 8 years of education were significantly more likely to undergo episiotomy than the others [PR 2.34 (95% CI 1.70; 3.22)] (p < 0.001). Conclusion: The episiotomy, in this population, occured more likely in younger and more educated parturients.Descriptors: Episiotomy; Associated factors; Vaginal birthEVALUACIÓN DE LOS FACTORES DETERMINANTES A LA REALIZACIÓN DE LA EPISIOTOMÍA EN EL PARTO VAGINALObjetivo: El estudio tiene como objetivo conocer los factores asociados a la realización de la episiotomía en el parto vaginal. Metodología: Estudio transversal que involucra 330 partos, de enero/2012 a diciembre/2013, para la asociación de las variables independientes con la episiotomía por razones de prevalencia y sus respectivos intervalos de confianza, con p <0,05. Resultados: En la muestra, 224 (67,9%) pacientes no realizaron episiotomía y 106 (32,1%) realizaron el procedimiento. La edad media fue de 22,9 (± 5,9) años y la episiotomía fue más realizada en aquellas con edad inferior a 20 años [RP 1,61 (IC 95% 1,15, 2,25)] (p = 0,005) ). Las mujeres con más de 8 años completos de estudio fueron significativamente más sometidas a la episiotomía que las demás [RP 2,34 (IC 95% 1,70; 3,22)] (p <0,001). Conclusión: La realización de la episiotomía ocurrió con mayor prevalencia en las parturientas más jóvenes y con mayor escolaridad.Descriptores: Episiotomía; Factores asociados; Parto vaginal

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First-order stochastic chemical reactions and oscillations in the variance

Journal of Applied Probability ◽

10.1017/s0021900200097382 ◽

1980 ◽

Vol 17 (04) ◽

pp. 1087-1093 ◽

Cited By ~ 1

Author(s):

Richard C. Hertzberg ◽

Vincent F. Gallucci

Keyword(s):

General Solution ◽

Markov Model ◽

Random Processes ◽

Numerical Examples ◽

First Order ◽

Variance Functions ◽

First Order Kinetics ◽

Component Systems ◽

Mean And Variance ◽

The Mean

The general solution of a Markov model for first-order kinetics is developed as a sum of independent, multinomially distributed random processes. Fluctuations in the mean and variance functions are discussed and shown to be unrelated in time during the early phase of the reaction. Numerical examples are presented for two- and three-component systems.

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SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION

Econometric Theory ◽

10.1017/s0266466610000502 ◽

2011 ◽

Vol 27 (4) ◽

pp. 792-843 ◽

Cited By ~ 5

Author(s):

Song Xi Chen ◽

Jiti Gao

Keyword(s):

Time Series ◽

Empirical Likelihood ◽

Goodness Of Fit ◽

Test Procedure ◽

Single Pair ◽

Test Statistic ◽

Time Series Regression ◽

Variance Functions ◽

Mean And Variance ◽

The Mean

This paper proposes a nonparametric simultaneous test for parametric specification of the conditional mean and variance functions in a time series regression model. The test is based on an empirical likelihood (EL) statistic that measures the goodness of fit between the parametric estimates and the nonparametric kernel estimates of the mean and variance functions. A unique feature of the test is its ability to distribute natural weights automatically between the mean and the variance components of the goodness-of-fit measure. To reduce the dependence of the test on a single pair of smoothing bandwidths, we construct an adaptive test by maximizing a standardized version of the empirical likelihood test statistic over a set of smoothing bandwidths. The test procedure is based on a bootstrap calibration to the distribution of the empirical likelihood test statistic. We demonstrate that the empirical likelihood test is able to distinguish local alternatives that are different from the null hypothesis at an optimal rate.

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