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Contribuições sobre o envelope simulado na análise de diagnóstico em modelos de regressão / Contributions on the simulated envelope for diagnostic analysis in regression modelsFernandes, Victor Vinicius 30 April 2019 (has links)
O envelope simulado é um método da análise de diagnóstico, utilizado para avaliar a veracidade da hipótese referente a distribuição de probabilidade assumida para a variável resposta em um modelo de regressão. Neste trabalho, descrevemos alguns procedimentos para a sua obtenção e, posteriormente, propomos um método para a rejeição do modelo a partir do envelope. No intuito de comparar nosso procedimento com as demais propostas, realizamos um estudo de simulação de Monte Carlo em duas classes de modelos de regressão. Os resultados apontam que o método proposto apresenta boa performance, uma vez que o mesmo fornece taxas estáveis de rejeição do modelo sob a distribuição correta. Já para as demais metodologias, além de possuírem um custo computacional maior, a taxa de rejeição do modelo correto cresce conforme aumenta-se o tamanho amostral. Complementando os resultados, realizamos também a comparação do gráfico de probabilidade normal e meio normal com envelope através de simulações de Monte Carlo. Os estudos sugeriram que, de maneira geral, o gráfico normal demonstrou melhor desempenho, principalmente com a utilização do procedimento proposto. Por fim, aplicamos a dados reais, provenientes da Pesquisa Nacional de Saúde (PNS) de 2013, nosso método de rejeição do modelo e as demais propostas. Constatou-se que para estes dados, nosso método sugeriu uma decisão contrária a fornecida pelos outros procedimentos. / The simulated envelope is a diagnostic analysis method used to evaluate the hypothesis about the probability distribution assumed for the response variable in a regression model. In this work, we describe some procedures to obtain the simulated envelope and, later, we propose a method to decide if we should reject a model using the envelope. In order to compare our procedure with other proposals, we performed a Monte Carlo simulation study in two classes of regression models. The results indicate that the proposed method presents good performance, since it provides stable rejection rates of the model under the correct distribution. About other methodologies, besides having a higher computational cost, the rejection rate under the correct model increases as the sample size rises. In addition, we also compare the full normal plot and the half normal plot with envelope using Monte Carlo simulations studies. The results suggest that, in general, the full normal plot performs better, especially with the proposed procedure. Finally, we apply our decision method and the other proposals to real data from the National Health Survey (Brazil) of 2013. To these data, our method suggested a different decision from that one provided by the other procedures.
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Application of Java on Statistics EducationTsay, Yuh-Chyuan 24 July 2000 (has links)
With the prevalence of internet, it is gradually becoming a trend to use the network as a tool of computer-added education. However, it is used to present the computer-added education with static state of the word, but it is just convenient to read for the user and there are no difference with traditional textbook. As the growing up of WWW and the development of Java, the interactive computer-added education is becoming a trend in the future and it can promote the effect of teaching basic statistics with the application of this new media. The instructor can take advantage of HTML by combining with Java Applets to achieve the display of interactive education through WWW. In this paper, we will use six examples of Java Applets about statistical computer-added education to help student easily to learn and to understand some abstract statistical concepts. The key methods to reach the goal are visualization and simulation with the display of graphics or games. Finally, we will discuss how to use the Applets and how to add the Java Applets into your homepage easily.
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