When selecting a method for testing variance equality, a researcher should select a method which is robust to distribution non-normality and dissimilarity. The method should also possess sufficient power to ascertain departures from the equal variance hypothesis. This Monte Carlo study examined the robustness and power of five tests of variance equality under specific conditions. The tests examined included one procedure proposed by O'Brien (1978), two by O'Brien (1979), and two by Conover, Johnson, and Johnson (1981). Specific conditions included assorted combinations of the following factors: k=2 and k=3 groups, normal and non-normal distributional forms, similar and dissimilar distributional forms, and equal and unequal sample sizes. Under the k=2 group condition, a total of 180 combinations were examined. A total of 54 combinations were examined under the k=3 group condition. The Type I error rates and statistical power estimates were based upon 1000 replications in each combination examined. Results of this study suggest that when sample sizes are relatively large, all five procedures are robust to distribution non-normality and dissimilarity, as well as being sufficiently powerful.

Statistical quality control (SQC) is one technique companies are using in the development of a Total Quality Management (TQM) culture. Shewhart control charts, a widely used SQC tool, rely on an underlying normal distribution of the data. Often data are skewed. The inverse Gaussian distribution is a probability distribution that is wellsuited to handling skewed data. This analysis develops models and a set of tools usable by practitioners for the constrained economic statistical design of control charts for inverse Gaussian distribution process centrality and process dispersion. The use of this methodology is illustrated by the design of an x-bar chart and a V chart for an inverse Gaussian distributed process.

The problem of statistical calibration of a measuring instrument can be framed both in a statistical context as well as in an engineering context. In the first, the problem is dealt with by distinguishing between the "classical" approach and the "inverse" regression approach. Both of these models are static models and are used to estimate "exact" measurements from measurements that are affected by error. In the engineering context, the variables of interest are considered to be taken at the time at which you observe the measurement. The Bayesian time series analysis method of Dynamic Linear Models (DLM) can be used to monitor the evolution of the measures, thus introducing a dynamic approach to statistical calibration. The research presented employs the use of Bayesian methodology to perform statistical calibration. The DLM framework is used to capture the time-varying parameters that may be changing or drifting over time. Dynamic based approaches to the linear, nonlinear, and multivariate calibration problem are presented in this dissertation. Simulation studies are conducted where the dynamic models are compared to some well known "static'" calibration approaches in the literature from both the frequentist and Bayesian perspectives. Applications to microwave radiometry are given.

This diploma thesis provides an evaluation of Exponential families of distributions which has a special position in mathematical statistics. Diploma will learn the basic concepts and facts associated with the distribution of exponential type. Especially with focusing on the advantages of exponential families in classical parametric statistics, thus in theory of estimation and hypothesis testing. Emphasis will be placed on one-parameter and multi-parameters systems.

Title: Exponential families in statistical inference Author: Sally Abdel-Maksoud Department: Department of Probability and Mathematical Statistics Supervisor: doc. RNDr. Daniel Hlubinka, Ph.D. Supervisor's e-mail address: Daniel.Hlubinka@mff.cuni.cz Abstract: This diploma thesis provides an evaluation of Exponential families of distributions which has a special position in mathematical statistic including appropriate properties for estimation of population parameters, hypothesis testing and other inference problems. Diploma will introduce the basic concepts and facts associated with the distribution of exponential type especially with focusing on the advantages of exponential families in classical parametric statistics, thus in theory of estimation and hypothesis testing. Emphasis will be placed on one-parameter and multi- parameters systems. It also exposes an important concepts about the curvature of a statistical problem including the curvature in exponential families. We will define a quantity that measure how nearly "exponential" the families are. This quantity is said to be the statistical curvature of the family. We will show that the family with a small curvature enjoy the good properties of exponential families Moreover, the properties of the curvature, hypotheses testing and some...

Digitized acoustical signals of Byzantine music performed by Iakovos Nafpliotis are used to extract the fundamental frequency of each note of the diatonic scale. These empirical results are then contrasted to the theoretical suggestions and previous empirical findings. Several parametric and non-parametric spectral parameter estimation methods are implemented. These include: (1) Phase vocoder method, (2) McAulay-Quatieri method, (3) Levinson-Durbin algorithm,(4) YIN, (5) Quinn & Fernandes Estimator, (6) Pisarenko Frequency Estimator, (7) MUltiple SIgnal Characterization (MUSIC) algorithm, (8) Periodogram method, (9) Quinn & Fernandes Filtered Periodogram, (10) Rife & Vincent Estimator, and (11) the Fourier transform. Algorithm performance was very precise. The psychophysical aspect of human pitch discrimination is explored. The results of eight (8) psychoacoustical experiments were used to determine the aural just noticeable difference (jnd) in pitch and deduce patterns utilized to customize acceptable performable pitch deviation to the application at hand. These customizations [Acceptable Performance Difference (a new measure of frequency differential acceptability), Perceptual Confidence Intervals (a new concept of confidence intervals based on psychophysical experiment rather than statistics of performance data), and one based purely on music-theoretical asymphony] are proposed, discussed, and used in interpretation of results. The results suggest that Nafpliotis' intervals are closer to just intonation than Byzantine theory (with minor exceptions), something not generally found in Thrasivoulos Stanitsas' data. Nafpliotis' perfect fifth is identical to the just intonation, even though he overstretches his octaveby fifteen (15)cents. His perfect fourth is also more just, as opposed to Stanitsas' fourth which is directionally opposite. Stanitsas' tendency to exaggerate the major third interval A4-F4 is still seen in Nafpliotis, but curbed. This is the only noteworthy departure from just intonation, with Nafpliotis being exactly Chrysanthian (the most exaggerated theoretical suggestion of all) and Stanitsas overstretching it even more than Nafpliotis and Chrysanth. Nafpliotis ascends in the second tetrachord more robustly diatonically than Stanitsas. The results are reported and interpreted within the framework of Acceptable Performance Differences.

La méthode SEA (Statistical Energy Analysis) est une approche statistique de la vibroacoustique permettant de décrire les systèmes complexes en termes d'échanges d'énergies vibratoires et acoustiques. En moyennes et hautes fréquences, cette méthode se présente comme une alternative aux méthodes déterministes (coût des calculs dû au grand nombre de modes, de degrés de liberté, unicité de la solution) Néanmoins, son utilisation requiert la connaissance et le respect d'hypothèses fortes qui limitent son domaine d'application. Dans ce mémoire, les fondements de la SEA ont été examinés afin de discuter chaque hypothèse. Le champ diffus, l'équipartition de l’énergie modale, le couplage faible, l'influence des modes non résonants et l'excitation rain-on-the-roof sont les cinq hypothèses qui ont été abordées. Sur la base d'exemples simples (oscillateurs couplés, plaques couplées), les équivalences et leurs influences sur la qualité des résultats ont été étudiées pour contribuer à la clarification des hypothèses nécessaires à l'application de la SEA ct pour borner son domaine de validité SEA. / Statistical energy analysis is a statistical approach of vibroacoustics which allows to describe complex systems in terms of vibrational or acoustical energies. ln the high frequency range, this method constitutes an alternative to bypass the problems which can occur when applying deterministic methods (computation cost due to the large number of modes, the large number of degrees of freedom and the unicity of the solution). But SEA has numerous assumptions which are sometimes forgotten or misunderstood ln this thesis, foundations of SEA have been examined in order to discuss each assumption. Diffuse field, modal energy equipartition, weak coupling, the influence of non-resonant modes and the rain on the roof excitation are the five look up hypotheses. Based on simple examples (coupled oscillators, coupled plates), the possible equivalences and their influence on the quality of the results have been discussed to contribute to the clarification of the useful SEA assumptions and to mark out it's the validity domain.

In the medical science, the receiving operationg characteristic (ROC) curve is a graphical representation to evaluate the accuracy of a medical diagnostic test for any cut-off point. The area under the ROC curve (AUC) is an overall performance measure for a diagnostic test. There are two parts in this dissertation. In the first part, we study the properties of bi-Exponentiated Weibull models. FIrst, we derive a general moment formula for single Exponentiated Weibull models. Then we move on to derive the precise formula of AUC and study the maximus likelihood estimation (MLE) of the AUC. Finally, we obtain the asymptotoc distribution of the estimated AUC. Simulation studies are used to check the performance of MLE of AUC under the moderate sample sizes. The second part fo the dissertation is to study the estimation of AUC under the crossing model, which extends the AUC formula in Gonen and Heller (2007). / by Fazhe Chang. / Thesis (Ph.D.)--Florida Atlantic University, 2012. / Includes bibliography. / Mode of access: World Wide Web. / System requirements: Adobe Reader.

Neste trabalho, é apresentado vários métodos de diagnóstico para modelos de riscos múltiplos. A vantagem desse modelo é sua flexibilidade em relação aos modelos de risco simples, como, os modelos Weibull e log-logístico, pois acomoda uma grande classe de funções de risco, função de risco não-monótona, por exemplo, forma de "banheira" e curvas multimodal. Alguns métodos de influência, assim como, a influência local, influência local total de um indivíduo são calculadas, analizadas e discutidas. Uma discussão computacional do método do afastamento da verossimilhança, bem como da curvatura normal em influência local são apresentados. Finalmente, um conjunto de dados reais é usado para ilustrar a teoria estudada. Uma análise de resíduo é aplicada para a seleção do modelo apropriado. / In this paperwork is present various diagnostic methods for polyhazard models. Polyhazard models are a flexible family for fitting lifetime data. Their main advantage over the single hazard models, such as the Weibull and the log-logistic models, is to include a large amount of nonmonotone hazard shapes, as bathtub and multimodal curves. Some influence methods, such as the local influence, total local influence of an individual are derived, analyzed and discussed. A discussion of the computation of the likelihood displacement as well as the normal curvature in the local influence method are presented. Finally, an example with real data is given for illustration. A residual analysis is performed in order to select an appropriate model.

by Hon-chor Lee. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1995. / Includes bibliographical references (leaf 56). / by Hon-chor Lee. / Introduction --- p.1 / Series expansion for the conductivity of a linear random resistor network / Chapter 1. --- Introduction --- p.4 / Chapter 2. --- Comparison of the EMA with symbolic simulations in 2D --- p.5 / Chapter 3. --- Comparison of the EMA with Bergman and Kantor's findings --- p.6 / Chapter 4. --- Conclusion --- p.7 / Current moments of linear random resistor network / Chapter 1. --- Introduction --- p.10 / Chapter 2. --- Review of the definition of current moment --- p.10 / Chapter 3. --- Tremblay et. al.'s findings and symbolic simulation of current moments --- p.11 / Chapter 4. --- Conclusion --- p.13 / Effective medium theory for strongly nonlinear composites: comparison with numerical simulations / Chapter 1. --- Introduction --- p.15 / Chapter 2. --- Variational principles --- p.16 / Chapter 3. --- Formalism of EMA --- p.17 / Chapter 4. --- Comparison with numerical simulations --- p.19 / Chapter 5. --- Discussion --- p.21 / Percolative conduction in two-component strongly nonlinear composites / Chapter 1. --- Introduction --- p.25 / Chapter 2. --- Spherical inclusions --- p.25 / Chapter 3. --- Effective medium approximation in the vicinity of the percolation threshold --- p.27 / Chapter 4. --- Acknowledgment --- p.29 / Percolation Effects in Two Component Strongly Nonlinear Composites: Universal Scaling Behaviours / Chapter 1. --- Introduction --- p.31 / Chapter 2. --- General Scaling Relations for Two-Component Composites --- p.33 / Chapter 3. --- Estimate of Critical Exponents --- p.35 / Chapter 4. --- Numerical Simulations --- p.38 / Chapter 5. --- Discussions and Conclusions --- p.40 / Chapter 6. --- Acknowledgment --- p.40 / Improved effective medium theory for strongly nonlinear composites / Chapter 1. --- Introduction --- p.46 / Chapter 2. --- Formalism of Improved EMA --- p.47 / Chapter 3. --- Comparisons with numerical simulations and HS bound --- p.50 / Chapter 4. --- Discussions --- p.51 / Conclusion --- p.54