bivariate normal distribution
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2021 ◽  
Vol 15 ◽  
Author(s):  
Babak Dabiri ◽  
Joana Brito ◽  
Eugenijus Kaniusas

The cardiovagal branch of the baroreflex is of high clinical relevance when detecting disturbances of the autonomic nervous system. The hysteresis of the baroreflex is assessed using provoked and spontaneous changes in blood pressure. We propose a novel ellipse analysis to characterize hysteresis of the spontaneous respiration-related cardiovagal baroreflex for orthostatic test. Up and down sequences of pressure changes as well as the working point of baroreflex are considered. The EuroBaVar data set for supine and standing was employed to extract heartbeat intervals and blood pressure values. The latter values formed polygons into which a bivariate normal distribution was fitted with its properties determining proposed ellipses of baroreflex. More than 80% of ellipses are formed out of nonoverlapping and delayed up and down sequences highlighting baroreflex hysteresis. In the supine position, the ellipses are more elongated (by about 46%) and steeper (by about 4.3° as median) than standing, indicating larger heart interval variability (70.7 versus 47.9 ms) and smaller blood pressure variability (5.8 versus 8.9 mmHg) in supine. The ellipses show a higher baroreflex sensitivity for supine (15.7 ms/mmHg as median) than standing (7 ms/mmHg). The center of the ellipse moves from supine to standing, which describes the overall sigmoid shape of the baroreflex with the moving working point. In contrast to regression analysis, the proposed method considers gain and set-point changes during respiration, offers instructive insights into the resulting hysteresis of the spontaneous cardiovagal baroreflex with respiration as stimuli, and provides a new tool for its future analysis.


2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Maksat Jumamyradov ◽  
Murat K. Munkin

Abstract This paper finds that the maximum simulated likelihood (MSL) estimator produces substantial biases when applied to the bivariate normal distribution. A specification of the random parameter bivariate normal model is considered, in which a direct comparison between the MSL and maximum likelihood (ML) estimators is feasible. The analysis shows that MSL produces biased results for the correlation parameter. This paper also finds that the MSL estimator is biased for the bivariate Poisson-lognormal model, developed by Munkin and Trivedi (1999. “Simulated Maximum Likelihood Estimation of Multivariate Mixed-Poisson Regression Models, with Application.” The Econometrics Journal 2: 29–48). A simulation study is conducted, which shows that MSL leads to serious inferential biases, especially large when variance parameters in the true data generating process are small. The MSL estimator produces biases in the estimated marginal effects, conditional means and probabilities of count outcomes.


Psych ◽  
2021 ◽  
Vol 3 (4) ◽  
pp. 562-578
Author(s):  
Laura Kolbe ◽  
Frans Oort ◽  
Suzanne Jak

The association between two ordinal variables can be expressed with a polychoric correlation coefficient. This coefficient is conventionally based on the assumption that responses to ordinal variables are generated by two underlying continuous latent variables with a bivariate normal distribution. When the underlying bivariate normality assumption is violated, the estimated polychoric correlation coefficient may be biased. In such a case, we may consider other distributions. In this paper, we aimed to provide an illustration of fitting various bivariate distributions to empirical ordinal data and examining how estimates of the polychoric correlation may vary under different distributional assumptions. Results suggested that the bivariate normal and skew-normal distributions rarely hold in the empirical datasets. In contrast, mixtures of bivariate normal distributions were often not rejected.


2021 ◽  
pp. 3081-3090
Author(s):  
Ghufran A. Ghadhban ◽  
Huda A. Rasheed

     The paired sample t-test is a type of classical test statistics that is used to test the difference between two means in paired data, but it is not robust against the violation of the normality assumption. In this paper, some alternative robust tests are suggested by combining the Jackknife resampling with each of the Wilcoxon signed-rank test for small sample size and Wilcoxon signed-rank test for large sample size, using normal approximation. The Monte Carlo simulation experiments were employed to study the performance of the test statistics of each of these tests depending on the type one error rates and the power rates of the test statistics. All these tests were applied on different sample sizes generated from three distributions, represented by Bivariate normal distribution, contaminated Bivariate normal distribution, and Bivariate exponential distribution.


Author(s):  
Qing Cheng ◽  
Tingting Qiu ◽  
Xiaoran Chai ◽  
Baoluo Sun ◽  
Yingcun Xia ◽  
...  

Abstract Motivation Mendelian randomization (MR) is a valuable tool to examine the causal relationships between health risk factors and outcomes from observational studies. Along with the proliferation of genome-wide association studies, a variety of two-sample MR methods for summary data have been developed to account for horizontal pleiotropy (HP), primarily based on the assumption that the effects of variants on exposure (γ) and HP (α) are independent. In practice, this assumption is too strict and can be easily violated because of the correlated HP. Results To account for this correlated HP, we propose a Bayesian approach, MR-Corr2, that uses the orthogonal projection to reparameterize the bivariate normal distribution for γ and α, and a spike-slab prior to mitigate the impact of correlated HP. We have also developed an efficient algorithm with paralleled Gibbs sampling. To demonstrate the advantages of MR-Corr2 over existing methods, we conducted comprehensive simulation studies to compare for both type-I error control and point estimates in various scenarios. By applying MR-Corr2 to study the relationships between exposure–outcome pairs in complex traits, we did not identify the contradictory causal relationship between HDL-c and CAD. Moreover, the results provide a new perspective of the causal network among complex traits. Availability and implementation The developed R package and code to reproduce all the results are available at https://github.com/QingCheng0218/MR.Corr2. Supplementary information Supplementary data are available at Bioinformatics online.


2021 ◽  
Vol 48 (4) ◽  
Author(s):  
Muhammad Naveed ◽  
◽  
Muhammad Azam ◽  
Muhammad Saeed ◽  
Nasrullah Khan ◽  
...  

In this paper, we propose an Acceptance Sampling Plan (ASP) using the statistic suggested by Naveed et al. (2018) under the condition of known and unknown population standard deviation (SD) for the presence of with and without Auxiliary Information (AI). It is presumed that the study variable of quality trait and AI follow the bivariate normal distribution. The plan parameters of the recommended plan are discussed for all four cases under the constraint that specified producer and consumer risks are gratified. The suggested plan is compared in terms of sample size (SS) with numerous existing plans and showed that the presented plan has a smaller SS for any value of AQL, LQL. Various tables of plan parameters have been erected using various combinations of smoothing constants for industrial use. For the workable purpose, the industrial example has also been examined. At last, concluding remarks are discussed.


2021 ◽  
Vol 45 (3) ◽  
pp. 159-177
Author(s):  
Chen-Wei Liu

Missing not at random (MNAR) modeling for non-ignorable missing responses usually assumes that the latent variable distribution is a bivariate normal distribution. Such an assumption is rarely verified and often employed as a standard in practice. Recent studies for “complete” item responses (i.e., no missing data) have shown that ignoring the nonnormal distribution of a unidimensional latent variable, especially skewed or bimodal, can yield biased estimates and misleading conclusion. However, dealing with the bivariate nonnormal latent variable distribution with present MNAR data has not been looked into. This article proposes to extend unidimensional empirical histogram and Davidian curve methods to simultaneously deal with nonnormal latent variable distribution and MNAR data. A simulation study is carried out to demonstrate the consequence of ignoring bivariate nonnormal distribution on parameter estimates, followed by an empirical analysis of “don’t know” item responses. The results presented in this article show that examining the assumption of bivariate nonnormal latent variable distribution should be considered as a routine for MNAR data to minimize the impact of nonnormality on parameter estimates.


Biometrika ◽  
2020 ◽  
Author(s):  
N W Deresa ◽  
I Van Keilegom

Abstract When modelling survival data, it is common to assume that the survival time T is conditionally independent of the censoring time C given a set of covariates. However, there are numerous situations in which this assumption is not realistic. The goal of this paper is therefore to develop a semiparametric normal transformation model, which assumes that after a proper nonparametric monotone transformation, the vector (T, C) follows a linear model, and the vector of errors in this bivariate linear model follows a standard bivariate normal distribution with possibly non-diagonal covariance matrix. We show that this semiparametric model is identifiable, and propose estimators of the nonparametric transformation, the regression coefficients and the correlation between the error terms. It is shown that the estimators of the model parameters and the transformation are consistent and asymptotically normal. We also assess the finite sample performance of the proposed method by comparing it with an estimation method under a fully parametric model. Finally, our method is illustrated using data from the AIDS Clinical Trial Group 175 study.


2020 ◽  
Vol 98 (Supplement_4) ◽  
pp. 230-231
Author(s):  
Sunday O Peters ◽  
Mahmut Sinecan ◽  
Kadir Kizilkaya ◽  
Milt Thomas

Abstract This simulation study used actual SNP genotypes on the first chromosome of Brangus beef cattle to simulate 0.50 genetically correlated two traits with heritabilities of 0.25 and 0.50 determined either by 50, 100, 250 or 500 QTL and then aimed to compare the accuracies of genomic prediction from bivariate linear and artificial neural network with 1 to 10 neurons models based on G genomic relationship matrix. QTL effects of 50, 100, 250 and 500 SNPs from the 3361 SNPs of 719 animals were sampled from a bivariate normal distribution. In each QTL scenario, the breeding values (Σgijβj) of animal i for two traits were generated by using genotype (gij) of animal i at QTL j and the effects (βj) of QTL j from a bivariate normal distribution. Phenotypic values of animal i for traits were generated by adding residuals from a bivariate normal distribution to the breeding values of animal i. Genomic predictions for traits were carried out by bivariate Feed Forward MultiLayer Perceptron ANN-1–10 neurons and linear (GBLUP) models. Three sets of SNP panels were used for genomic prediction: only QTL genotypes (Panel1), all SNP markers, including the QTL (Panel2), and all SNP markers, excluding the QTL (Panel3). Correlations from 10-fold cross validation for traits were used to assess predictive ability of bivariate linear (GBLUP) and artificial neural network models based on 4 QTL scenarios with 3 Panels of SNP panels. Table 1 shows that the trait with high heritability (0.50) resulted in higher correlation than the trait with low heritability (0.25) in bivariate linear (GBLUP) and artificial neural network models. However, bivariate linear (GBLUP) model produced higher correlation than bivariate neural network. Panel1 performed the best correlations for all QTL scenarios, then Panel2 including QTL and SNP markers resulted in better prediction than Panel3.


Psychometrika ◽  
2020 ◽  
Author(s):  
Alessandro Barbiero ◽  
Asmerilda Hitaj

Abstract We consider a bivariate normal distribution with linear correlation $$\rho $$ ρ whose random components are discretized according to two assigned sets of thresholds. On the resulting bivariate ordinal random variable, one can compute Goodman and Kruskal’s gamma coefficient, $$\gamma $$ γ , which is a common measure of ordinal association. Given the known analytical monotonic relationship between Pearson’s $$\rho $$ ρ and Kendall’s rank correlation $$\tau $$ τ for the bivariate normal distribution, and since in the continuous case, Kendall’s $$\tau $$ τ coincides with Goodman and Kruskal’s $$\gamma $$ γ , the change of this association measure before and after discretization is worth studying. We consider several experimental settings obtained by varying the two sets of thresholds, or, equivalently, the marginal distributions of the final ordinal variables. This study, confirming previous findings, shows how the gamma coefficient is always larger in absolute value than Kendall’s rank correlation; this discrepancy lessens when the number of categories increases or, given the same number of categories, when using equally probable categories. Based on these results, a proposal is suggested to build a bivariate ordinal variable with assigned margins and Goodman and Kruskal’s $$\gamma $$ γ by ordinalizing a bivariate normal distribution. Illustrative examples employing artificial and real data are provided.


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