Search results for: probability weighting functions

Authors: Cesar Vazquez-Gonzalez, Sophie Avila-Foucat, Leonardo Ortiz-Lozano, Patricia Moreno-Casasola, Alejandro Granados-Barba

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In the last twenty years, academic and scientific literature has been focused on understanding the processes and factors of coastal social-ecological systems vulnerability and resilience. Some scholars argue that resilience and vulnerability are isolated concepts due to their epistemological origin, while others note the existence of a strong resilience-vulnerability relationship. Here we present an ordinal logistic regression model based on the analytical framework about dynamic resilience-vulnerability interaction along adaptive cycle of complex systems and disasters process phases (during, recovery and learning). In this way, we demonstrate that 1) during the disturbance, absorptive capacity (resilience as a core of attributes) and external response capacity explain the probability of households capitals to diminish the damage, and exposure sets the thresholds about the amount of disturbance that households can absorb, 2) at recovery, absorptive capacity and external response capacity explain the probability of households capitals to recovery faster (resilience as an outcome) from damage, and 3) at learning, adaptive capacity (resilience as a core of attributes) explains the probability of households adaptation measures based on the enhancement of physical capital. As a result, during the disturbance phase, exposure has the greatest weight in the probability of capital’s damage, and households with absorptive and external response capacity elements absorbed the impact of floods in comparison with households without these elements. At the recovery phase, households with absorptive and external response capacity showed a faster recovery on their capital; however, the damage sets the thresholds of recovery time. More importantly, diversity in financial capital increases the probability of recovering other capital, but it becomes a liability so that the probability of recovering the household finances in a longer time increases. At learning-reorganizing phase, adaptation (modifications to the house) increases the probability of having less damage on physical capital; however, it is not very relevant. As conclusion, resilience is an outcome but also core of attributes that interacts with vulnerability along the adaptive cycle and disaster process phases. Absorptive capacity can diminish the damage experienced by floods; however, when exposure overcomes thresholds, both absorptive and external response capacity are not enough. In the same way, absorptive and external response capacity diminish the recovery time of capital, but the damage sets the thresholds in where households are not capable of recovering their capital.

Keywords: absorptive capacity, adaptive capacity, capital, floods, recovery-learning, social-ecological systems

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Authors: Chun-Qing Li, Guoyang Fu, Wei Yang

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A significant portion of current water networks is made of cast iron pipes. Due to aging and deterioration with corrosion being the most predominant mechanism, the failure rate of cast iron pipes is very high. Although considerable research has been carried out in the past few decades, most are on the effect of corrosion on the structural capacity of pipes using strength theory as the failure criterion. This paper presents a reliability-based methodology for the assessment of corrosion affected cast iron pipe cracking failures. A nonlinear limit state function taking into account all three fracture modes is proposed for brittle metal pipes with mixed mode fracture. A stochastic model of the load effect is developed, and time-dependent reliability method is employed to quantify the probability of failure and predict the remaining service life. A case study is carried out using the proposed methodology, followed by sensitivity analysis to investigate the effects of the random variables on the probability of failure. It has been found that the larger the inclination angle or the Mode I fracture toughness is, the smaller the probability of pipe failure is. It has also been found that the multiplying and exponential coefficients k and n in the power law corrosion model and the internal pressure have the most influence on the probability of failure for cast iron pipes. The methodology presented in this paper can assist pipe engineers and asset managers in developing a risk-informed and cost-effective strategy for better management of corrosion-affected pipelines.

Keywords: corrosion, inclined surface cracks, pressurized cast iron pipes, stress intensity

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Authors: Benmansour Nassima, Benmansour Souheyla

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The appropriate integration of reward processing and decision making provided by the environment is vital for behavioural success and individuals’ well being in everyday life. Functional neurological investigation has already provided an inclusive image on affective and emotional (motivational) processing in the healthy human brain and has recently focused its interest also on the assessment of brain function in anxious and depressed individuals. This article offers an overview on the theoretical approaches that relate emotion and decision-making, and spotlights investigation with anxious or depressed individuals to reveal how emotions can interfere with decision-making. This research aims at incorporating the emotional structure based on response and stimulation with a Bayesian approach to decision-making in terms of probability and value processing. It seeks to show how studies of individuals with emotional dysfunctions bear out that alterations of decision-making can be considered in terms of altered probability and value subtraction. The utmost objective is to critically determine if the probabilistic representation of belief affords could be a critical approach to scrutinize alterations in probability and value representation in subjective with anxiety and depression, and draw round the general implications of this approach.

Keywords: decision-making, motivation, alteration, reward processing, response selection

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Authors: Garry A. Einicke, Langford B. White

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This paper describes an optimum filter and smoother for recovering a Markov process message from noisy measurements. The developments follow from an equivalence between a state space model and a hidden Markov chain. The ensuing filter and smoother employ transition probability matrices and approximate probability distribution vectors. The properties of the optimum solutions are retained, namely, the estimates are unbiased and minimize the variance of the output estimation error, provided that the assumed parameter set are correct. Methods for estimating unknown parameters from noisy measurements are discussed. Signal recovery examples are described in which performance benefits are demonstrated at an increased calculation cost.

Keywords: optimal filtering, smoothing, Markov chains

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Authors: V. S. S. Kumar, V. Ramya

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In the modern electronic warfare, the signal scenario is changing at a rapid pace with the introduction of Low Probability of Intercept (LPI) radars. In the modern battlefield, radar system faces serious threats from passive intercept receivers such as Electronic Attack (EA) and Anti-Radiation Missiles (ARMs). To perform necessary target detection and tracking and simultaneously hide themselves from enemy attack, radar systems should be LPI. These LPI radars use a variety of complex signal modulation schemes together with pulse compression with the aid of advancement in signal processing capabilities of the radar such that the radar performs target detection and tracking while simultaneously hiding enemy from attack such as EA etc., thus posing a major challenge to the ES/ELINT receivers. Today an increasing number of LPI radars are being introduced into the modern platforms and weapon systems so these LPI radars created a requirement for the armed forces to develop new techniques, strategies and equipment to counter them. This paper presents various modulation techniques used in generation of LPI signals and development of Time Frequency Algorithms to analyse those signals.

Keywords: anti-radiation missiles, cross terms, electronic attack, electronic intelligence, electronic warfare, intercept receiver, low probability of intercept

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Authors: Al Omari Moahmmed Ahmed

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These papers describe the Bayesian Estimator using Markov Chain Monte Carlo and Lindley’s approximation and the maximum likelihood estimation of the Weibull distribution with Type-I censored data. The maximum likelihood method can’t estimate the shape parameter in closed forms, although it can be solved by numerical methods. Moreover, the Bayesian estimates of the parameters, the survival and hazard functions cannot be solved analytically. Hence Markov Chain Monte Carlo method and Lindley’s approximation are used, where the full conditional distribution for the parameters of Weibull distribution are obtained via Gibbs sampling and Metropolis-Hastings algorithm (HM) followed by estimate the survival and hazard functions. The methods are compared to Maximum Likelihood counterparts and the comparisons are made with respect to the Mean Square Error (MSE) and absolute bias to determine the better method in scale and shape parameters, the survival and hazard functions.

Keywords: weibull distribution, bayesian method, markov chain mote carlo, survival and hazard functions

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Authors: Bipin Popat Sonawane

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After 1988 Electron muon Collaboration (EMC) announcement of measurement of spin dependent structure function, it has been found that it has become a need to understand spin structure of a hadron. In the study of three-dimensional spin structure of a proton, we need to understand the foundation of quantum field theory in terms of electro-weak and strong theories using rigorous mathematical theories and models. In the process of understanding the inner dynamical stricture of proton we need understand the mathematical formalism in perturbative quantum chromodynamics (pQCD). In QCD processes like proton-proton collision at high energy we calculate cross section using conventional collinear factorization schemes. In this calculations, parton distribution functions (PDFs) and fragmentation function are used which provide the information about probability density of finding quarks and gluons ( partons) inside the proton and probability density of finding final hadronic state from initial partons. In transverse momentum dependent (TMD) PDFs and FFs, collectively called as TMDs, take an account for intrinsic transverse motion of partons. The TMD factorization in the calculation of cross sections provide a scheme of hadronic and partonic states in the given QCD process. In this study we review Transverse Momentum Dependent (TMD) factorization scheme using Collins-Soper-Sterman (CSS) Formalism. CSS formalism considers the transverse momentum dependence of the partons, in this formalism the cross section is written as a Fourier transform over a transverse position variable which has physical interpretation as impact parameter. Along with this we compare this formalism with improved CSS formalism. In this work we study the TMD evolution schemes and their comparison with other schemes. This would provide description in the process of measurement of transverse single spin asymmetry (TSSA) in hadro-production and electro-production of J/psi meson at RHIC, LHC, ILC energy scales. This would surely help us to understand J/psi production mechanism which is an appropriate test of QCD.

Keywords: QCD, PDF, TMD, CSS

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Authors: A. Bayaga

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This research provides a technical account of estimating Transition Probability using Time-homogeneous Markov Jump Process applying by South African HIV/AIDS data from the Statistics South Africa. It employs Maximum Likelihood Estimator (MLE) model to explore the possible influence of Transition Probability of mortality cases in which case the data was based on actual Statistics South Africa. This was conducted via an integrated demographic and epidemiological model of South African HIV/AIDS epidemic. The model was fitted to age-specific HIV prevalence data and recorded death data using MLE model. Though the previous model results suggest HIV in South Africa has declined and AIDS mortality rates have declined since 2002 – 2013, in contrast, our results differ evidently with the generally accepted HIV models (Spectrum/EPP and ASSA2008) in South Africa. However, there is the need for supplementary research to be conducted to enhance the demographic parameters in the model and as well apply it to each of the nine (9) provinces of South Africa.

Keywords: AIDS mortality rates, epidemiological model, time-homogeneous markov jump process, transition probability, statistics South Africa

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Authors: Halil Ibrahim Demir, Alper Goksu, Onur Canpolat, Caner Erden, Melek Nur

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Traditionally process planning, scheduling and due date assignment are performed sequentially and separately. High interrelation between these functions makes integration very useful. Although there are numerous works on integrated process planning and scheduling and many works on scheduling with due date assignment, there are only a few works on the integration of these three functions. Here we tested the different integration levels of these three functions and found a fully integrated version as the best. We applied genetic search and random search and genetic search was found better compared to the random search. We penalized all earliness, tardiness and due date related costs. Since all these three terms are all undesired, it is better to penalize all of them.

Keywords: process planning, scheduling, due-date assignment, genetic algorithm, random search

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Authors: Amanpreet Kaur

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Wavelet transform (WT) is a powerful statistical tool used in applied mathematics for signal and image processing. The different mother, wavelet basis function, has been compared to select the optimal wavelet function that represents the electromyogram signal characteristics of upper limb amputees. Four different EMG electrode has placed on different location of shoulder muscles. Twenty one wavelet functions from different wavelet families were investigated. These functions included Daubechies (db1-db10), Symlets (sym1-sym5), Coiflets (coif1-coif5) and Discrete Meyer. Using mean square error value, the significance of the mother wavelet functions has been determined for teres, pectorals, and infraspinatus around shoulder muscles. The results show that the best mother wavelet is the db3 from the Daubechies family for efficient classification of the signal.

Keywords: Daubechies, upper limb amputation, shoulder muscles, Symlets, Coiflets

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Authors: Roberta Martino, Viviana Ventre

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From a theoretical point of view, the relationship between the risk associated with an investment and the expected value are directly proportional, in the sense that the market allows a greater result to those who are willing to take a greater risk. However, empirical evidence proves that this relationship is distorted in the minds of investors and is perceived exactly the opposite. To deepen and understand the discrepancy between the actual actions of the investor and the theoretical predictions, this paper analyzes the essential parameters used for the valuation of financial assets with greater attention to two elements: probability and the passage of time. Although these may seem at first glance to be two distinct elements, they are closely related. In particular, the error in the theoretical description of the relationship between risk and return lies in the failure to consider the impatience that is generated in the decision-maker when events that have not yet happened occur in the decision-making context. In this context, probability loses its objective meaning and in relation to the psychological aspects of the investor, it can only be understood as the degree of confidence that the investor has in the occurrence or non-occurrence of an event. Moreover, the concept of objective probability does not consider the inter-temporality that characterizes financial activities and does not consider the condition of limited cognitive capacity of the decision maker. Cognitive psychology has made it possible to understand that the mind acts with a compromise between quality and effort when faced with very complex choices. To evaluate an event that has not yet happened, it is necessary to imagine that it happens in your head. This projection into the future requires a cognitive effort and is what differentiates choices under conditions of risk and choices under conditions of uncertainty. In fact, since the receipt of the outcome in choices under risk conditions is imminent, the mechanism of self-projection into the future is not necessary to imagine the consequence of the choice and the decision makers dwell on the objective analysis of possibilities. Financial activities, on the other hand, develop over time and the objective probability is too static to consider the anticipatory emotions that the self-projection mechanism generates in the investor. Assuming that uncertainty is inherent in valuations of events that have not yet occurred, the focus must shift from risk management to uncertainty management. Only in this way the intertemporal dimension of the decision-making environment and the haste generated by the financial market can be cautioned and considered. The work considers an extension of the prospectus theory with the temporal component with the aim of providing a description of the attitude towards risk with respect to the passage of time.

Keywords: impatience, risk aversion, subjective probability, uncertainty

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Authors: Rahul Kumar

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Background: Under-FiveMortality Rate(U5MR)ofanationiswidelyacceptedandlong-standing indicators of well-beingofherchildren.They measuredtheprobability of dying before theageoffive(expressedper1000livebirths).TheU5MRisanappropriate indicator of the cumulative exposure totheriskofdeathduringthefirstfiveyearsoflife, and accepted globalindicator ofthehealthandsocioeconomicstatusofagiven population.Itisalsousefulforassessing theimpactofvariousintervention programmes aimed at improving child survival.Under-fivemortalitytrendsconstitutealeadingindicatorofthelevel ofchildhealthandoveralldevelopmentincountries. Objectives: The first aim of our research is to study the level, trends, and Pattern of Under-five mortality using different sources of data. The second objective is to examine the survival pattern of Under-five mortality by different background characteristics. Data Source and Methodology: SRS and NFHS data have been used forobservingthelevelandtrendofUnder-Five mortality rate. Kaplan Meier Estimate has been used to understand the survival Pattern of Under-five mortality. Result: WefindthatallmostallthestatesmadesomeprogressbyreducingU5MRin recent decades.During1992-93highestU5MR(per thousand live birth) was observed in Assam(142)followed by up(141),Odisha(131),MP(130),andBihar(127.5).While the least U5MR(perthousandlive birth)wasobservedinRajasthan(102). The highestU5MR(per thousandlive birth)isobservedinUP(78.1), followed by MP(64.9)and Chhattisgarh(63.7)which are far away from the national level(50). Among them, Uttarakhand(46.7)hadleastU5MR(perthousandlivebirth), followed by Odisha(48.6). TheU5MR(perthousandlivebirth)ofcombinedhighfocusstateis63.7whichisfar away fromthenationallevel(50). Weidentified thatthesurvivalprobability ofunder-fivechildrenfromadolescentmotherislessin comparisontootherchildrenbornby differentagegroupofmothers. thatduringneonatalperiodusually male mortality exceedsthefemale mortality butthisdifferentialreversedinthepostneonatalperiod. Astheirageincreasesand approachingtofiveyears,weidentifiedthatthesurvivalprobability ofbothsexdecreasesbut female’s survival probabilitydecrement is more than male as their ageincreases. The poorer children’s survival probability is minimum. Children using improved toilet facility has more survival probability throughout thefiveyearsthan who uses unimproved. The survival probability of children under five who got Full ANCis more than the survival probability of children under five who doesn’t get any ANC. Conclusions: Improvement of maternal education is an urgent need to improve their health seeking behavior and thus the health of their children. Awareness on reproductive health and environmental sanitation should be strengthened.

Keywords: under-five mortality, survival pattern, ANC, trend

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Authors: Yu Song, Yuefei Jin

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Urban public transportation can be integrated when there is an efficient connection between urban rail lines, however, there are currently no effective or quick solutions being investigated for this connection. This paper analyzes the space-time distribution and travel demand of passenger connection travel based on taxi track data and data from the road network, excavates potential bus connection stations based on potential connection demand data, and introduces the link growth probability model in the complex network to solve the basic connection bus lines in order to ascertain the direction of the bus lines that are the most connected given the demand characteristics. Then, a tree view exhaustive approach based on constraints is suggested based on graph theory, which can hasten the convergence of findings while doing chain calculations. This study uses WEI QU NAN Station, the Xi'an Metro Line 2 terminal station in Shaanxi Province, as an illustration, to evaluate the model's and the solution method's efficacy. According to the findings, 153 prospective stations have been dug up in total, the feeder bus network for the entire line has been laid out, and the best route adjustment strategy has been found.

Keywords: feeder bus, route optimization, link growth probability, the graph theory

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Authors: A. GuhaRay, C. V. S. P. Kiranmayi, S. Rudraraju

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The present study considers the effect of variation of different geotechnical random variables in the design of stone column-foundation systems for assessing the bearing capacity and consolidation settlement of highly compressible soil. The soil and stone column properties, spacing, diameter and arrangement of stone columns are considered as the random variables. Probability of failure (P_f) is computed for a target degree of consolidation and a target safe load by Monte Carlo Simulation (MCS). The study shows that the variation in coefficient of radial consolidation (c_r) and cohesion of soil (c_s) are two most important factors influencing Pf. If the coefficient of variation (COV) of c_r exceeds 20%, P_f exceeds 0.001, which is unsafe following the guidelines of US Army Corps of Engineers. The bearing capacity also exceeds its safe value for COV of c_s > 30%. It is also observed that as the spacing between the stone column increases, the probability of reaching a target degree of consolidation decreases. Accordingly, design guidelines, considering both consolidation and bearing capacity of improved ground, are proposed for different spacing and diameter of stone columns and geotechnical random variables.

Keywords: bearing capacity, consolidation, geotechnical random variables, probability of failure, stone columns

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Authors: Nitaya Buntao

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This paper considers the problems of interval estimation for rainfall mean of the lognormal distribution and the delta-lognormal distribution in Northeastern Thailand. We present here the modified generalized pivotal approach (MGPA) compared to the modified method of variance estimates recovery (MMOVER). The performance of each method is examined in term of coverage probabilities and average lengths by Monte Carlo simulation. An extensive simulation study indicates that the MMOVER performs better than the MGPA approach in terms of the coverage probability; it results in highly accurate coverage probability.

Keywords: rainfall mean, interval estimation, lognormal distribution, delta-lognormal distribution

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Authors: Ramesh Bhat, Ammu Somanath, A. K. Nayanatara

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Background: The increasing prevalence of overweight and obesity is a critical public health problem for women. The negative effect of stress on memory and cognitive functions has been widely explored for decades in numerous research projects using a wide range of methodology. Deterioration of memory and other brain functions are hallmarks of Alzheimer’s disease. Estrogen fluctuations and withdrawal have myriad direct effects on the central nervous system that have the potential to influence cognitive functions. Aim: The present study aims to compare the effect of stress on the cognitive functions in overweight/obese women before and after menopause. Material and Methods: A total of 142 female subjects constituting women before menopause between the age group of 18–44 years and women after menopause between the age group of 45–60 years were included in the sample. Participants were categorized into overweight/obese groups based on the body mass index. The Perceived Stress Scale (PSS) the major tool was used for measuring the perception of stress. Based on the stress scale measurement each group was classified into with stress and without stress. Addenbrooke’s cognitive Examination-III was used for measuring the cognitive functions. Results: Premenopausal women with stress showed a significant (P<0.05) decrease in the cognitive parameters such as attention and orientation Fluency, language and visuospatial ability. Memory did not show any significant change in this group. Whereas, in the postmenopausal stressed women all the cognitive functions except fluency showed a significant (P<0.05) decrease after menopause stressed group. Conclusion: Stress is a significant factor on the cognitive functions of obese and overweight women before and after menopause. Practice of Yoga, Encouragement in activities like gardening, embroidery, games and relaxation techniques should be recommended to prevent stress. Insights into the neurobiology before and after menopause can be gained from future studies examining the effect on the HPA axis in relation to cognition and stress.

Keywords: cognition, stress, premenopausal, body mass index

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Authors: Syed Ahzam Tariq, Atharva Modi

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This paper presents a probabilistic analysis of the safety of water tube boilers using fault tree analysis (FTA). A fault tree has been constructed by considering all possible areas where a malfunction could lead to a boiler accident. Boiler accidents are relatively rare, causing a scarcity of data. The fuzzy approach is employed to perform a quantitative analysis, wherein theories of fuzzy logic are employed in conjunction with expert elicitation to calculate failure probabilities. The Fuzzy Fault Tree Analysis (FFTA) provides a scientific and contingent method to forecast and prevent accidents.

Keywords: fault tree analysis water tube boiler, fuzzy probability score, failure probability

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Authors: Abir Touati, Syed Jawad Hussain, Farid Touati, Ammar Bouallegue

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Although there has been a growing interest in the hybrid free-space optical link and radio frequency FSO/RF communication system, the current literature is limited to results obtained in moderate or cold environment. In this paper, using a soft switching approach, we investigate the effect of weather inhomogeneities on the strength of turbulence hence the channel refractive index under Qatar harsh environment and their influence on the hybrid FSO/RF availability. In this approach, either FSO/RF or simultaneous or none of them can be active. Based on soft switching approach and a finite state Markov Chain (FSMC) process, we model the channel fading for the two links and derive a mathematical expression for the outage probability of the hybrid system. Then, we evaluate the behavior of the hybrid FSO/RF under hazy and harsh weather. Results show that the FSO/RF soft switching renders the system outage probability less than that of each link individually. A soft switching algorithm is being implemented on FPGAs using Raptor code interfaced to the two terminals of a 1Gbps/100 Mbps FSO/RF hybrid system, the first being implemented in the region. Experimental results are compared to the above simulation results.

Keywords: atmospheric turbulence, haze, hybrid FSO/RF, outage probability, refractive index

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Authors: Martha E. Aguiar-Barrera, Humberto Gutierrez-Pulido, Veronica Vargas-Alejo

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Identifying and modeling random phenomena is a fundamental cognitive process to understand and transform reality. Recognizing situations governed by chance and giving them a scientific interpretation, without being carried away by beliefs or intuitions, is a basic training for citizens. Hence the importance of generating teaching-learning processes, supported using technology, paying attention to model creation rather than only executing mathematical calculations. In order to develop the student's knowledge about basic probability distributions and decision making; in this work a model eliciting activity (MEA) is reported. The intention was applying the Model and Modeling Perspective to design an activity related to civil engineering that would be understandable for students, while involving them in its solution. Furthermore, the activity should imply a decision-making challenge based on sample data, and the use of the computer should be considered. The activity was designed considering the six design principles for MEA proposed by Lesh and collaborators. These are model construction, reality, self-evaluation, model documentation, shareable and reusable, and prototype. The application and refinement of the activity was carried out during three school cycles in the Probability and Statistics class for Civil Engineering students at the University of Guadalajara. The analysis of the way in which the students sought to solve the activity was made using audio and video recordings, as well as with the individual and team reports of the students. The information obtained was categorized according to the activity phase (individual or team) and the category of analysis (sample, linearity, probability, distributions, mechanization, and decision-making). With the results obtained through the MEA, four obstacles have been identified to understand and apply the binomial distribution: the first one was the resistance of the student to move from the linear to the probabilistic model; the second one, the difficulty of visualizing (infering) the behavior of the population through the sample data; the third one, viewing the sample as an isolated event and not as part of a random process that must be viewed in the context of a probability distribution; and the fourth one, the difficulty of decision-making with the support of probabilistic calculations. These obstacles have also been identified in literature on the teaching of probability and statistics. Recognizing these concepts as obstacles to understanding probability distributions, and that these do not change after an intervention, allows for the modification of these interventions and the MEA. In such a way, the students may identify themselves the erroneous solutions when they carrying out the MEA. The MEA also showed to be democratic since several students who had little participation and low grades in the first units, improved their participation. Regarding the use of the computer, the RStudio software was useful in several tasks, for example in such as plotting the probability distributions and to exploring different sample sizes. In conclusion, with the models created to solve the MEA, the Civil Engineering students improved their probabilistic knowledge and understanding of fundamental concepts such as sample, population, and probability distribution.

Keywords: linear model, models and modeling, probability, randomness, sample

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Authors: Betul Zehra Karagul

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A game consists of strategies that each actor has in his/her own choice strategies, and a game regulates the certain rules in the strategies that the actors choose, express how they evaluate their knowledge and the utility of output results. Game theory examines the human behaviors (preferences) of strategic situations in which each actor of a game regards the action that others will make in spite of his own moves. There is a balance between each player playing a game with the final number of players and the player with a certain probability of choosing the players, and this is called Nash equilibrium. The insurance is a two-person game where the insurer and insured are the actors. Both sides have the right to act in favor of utility functions. The insured has to pay a premium to buy the insurance cover. The insured will want to pay a low premium while the insurer is willing to get a high premium. In this study, the state of equilibrium for insurance pricing was examined in terms of the insurer and insured with game theory.

Keywords: game theory, insurance pricing, Nash equilibrium, utility function

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Authors: D. Sigirli

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The Receiver Operating Characteristic (ROC) curve is a commonly used statistical tool for evaluating the diagnostic performance of screening and diagnostic test with continuous or ordinal scale results which aims to predict the presence or absence probability of a condition, usually a disease. When the test results were measured as numeric values, sensitivity and specificity can be computed across all possible threshold values which discriminate the subjects as diseased and non-diseased. There are infinite numbers of possible decision thresholds along the continuum of the test results. The ROC curve presents the trade-off between sensitivity and the 1-specificity as the threshold changes. The empirical ROC curve which is a non-parametric estimator of the ROC curve is robust and it represents data accurately. However, especially for small sample sizes, it has a problem of variability and as it is a step function there can be different false positive rates for a true positive rate value and vice versa. Besides, the estimated ROC curve being in a jagged form, since the true ROC curve is a smooth curve, it underestimates the true ROC curve. Since the true ROC curve is assumed to be smooth, several smoothing methods have been explored to smooth a ROC curve. These include using kernel estimates, using log-concave densities, to fit parameters for the specified density function to the data with the maximum-likelihood fitting of univariate distributions or to create a probability distribution by fitting the specified distribution to the data nd using smooth versions of the empirical distribution functions. In the present paper, we aimed to propose a smooth ROC curve estimation based on the boundary corrected kernel function and to compare the performances of ROC curve smoothing methods for the diagnostic test results coming from different distributions in different sample sizes. We performed simulation study to compare the performances of different methods for different scenarios with 1000 repetitions. It is seen that the performance of the proposed method was typically better than that of the empirical ROC curve and only slightly worse compared to the binormal model when in fact the underlying samples were generated from the normal distribution.

Keywords: empirical estimator, kernel function, smoothing, receiver operating characteristic curve

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Authors: Murzabekova Gulden

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Directional implicit functions for underdetermined nonsmooth systems in terms of the new tool of the Nonsmooth analysis - exhausters are considered. A method for finding an implicit function for underdetermined nonsmooth systems is proposed.

Keywords: implicit function, exhauster, nonsmooth systems

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Authors: Mahdi Rahimi, Mohammad Mahdi Mojahedian, Mohammad Reza Aref

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In this paper, a cellular communication scenario with a transmitter and an authorized user is considered to analyze its secrecy in the face of eavesdroppers and the interferences propagated unintentionally through the communication network. It is also assumed that some D2D pairs and eavesdroppers are randomly located in the cell. Assuming hardware impairment, perfect connection probability is analytically calculated, and upper bound is provided for the secrecy outage probability. In addition, a method based on random activation of D2Ds is proposed to improve network security. Finally, the analytical results are verified by simulations.

Keywords: physical layer security, stochastic geometry, device-to-device, hardware impairment

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Authors: Dan Xie

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The use of discourse markers (DMs) can play a crucial role in representing discourse interaction and pragmatic competence. Learners’ use of DMs and differences between native speakers (NSs) and non-native speakers (NNSs) in the use of various DMs have been the focus of considerable research attention. However, some commonly used DMs, such as you know, have not received as much attention in comparative studies, especially in the Chinese context. This study analyses data in two corpora (COLSEC and Spoken BNC 2014 (14-25)) to investigate how Chinese learners differ from NNSs in their use of the DM you know and its functions in speech. The results show that there is a significant difference between the two corpora in terms of the frequency of use of you know. In terms of the functions of you know, the study shows that six functions can all be present in both corpora, although there are significant differences between the five functional dimensions, especially in introducing a claim linked to the prior discourse and highlighting particular points in the discourse. It is hoped to show empirically how Chinese learners and NSs use DMs differently.

Keywords: you know, discourse marker, native speaker, Chinese learner

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Authors: Abhijitsinh Gohil, Kaushal Wadhvaniya, Kuldipsinh Jadeja

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Road Safety is a multi-sectoral and multi-dimensional issue. An effective model can assess the risk associated with highway safety. A questionnaire survey is very essential to identify the events or activities which are causing unsafe condition for traffic on an urban highway. A questionnaire of standard questions including vehicular, human and infrastructure characteristics can be made. Responses from the age wise group of road users can be taken on field. Each question or an event holds a specific risk weightage, which contributes in creating an inappropriate and unsafe flow of traffic. The probability of occurrence of an event can be calculated from the data collected from the road users. Finally, the risk score can be calculated by considering the risk factor and the probability of occurrence of individual event and addition of all risk score for the individual event will give the total risk score of a particular road. Standards for risk score can be made and total risk score can be compared with the standards. Thus road can be categorized based on risk associated and traffic safety on it. With this model, one can assess the need for traffic safety improvement on a given road, and qualitative data can be analysed.

Keywords: probability of occurrence, questionnaire, risk factor, risk score

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Authors: Wajahat Ali, Shakeel Javaid

Abstract:

In this study, we have developed a mathematical programming model for a solid transportation problem with three objective functions arranged in hierarchical order. The mathematical programming models with more than one objective function to be solved in hierarchical order is termed as a multi-level programming model. Our study explores a Multi-Level Solid Transportation Problem with Uncertain Parameters (MLSTPWU). The proposed MLSTPWU model consists of three objective functions, viz. minimization of transportation cost, minimization of total transportation time, and minimization of deterioration during transportation. These three objective functions are supposed to be solved by decision-makers at three consecutive levels. Three constraint functions are added to the model, restricting the total availability, total demand, and capacity of modes of transportation. All the parameters involved in the model are assumed to be uncertain in nature. A solution method based on fuzzy logic is also discussed to obtain the compromise solution for the proposed model. Further, a simulated numerical example is discussed to establish the efficiency and applicability of the proposed model.

Keywords: solid transportation problem, multi-level programming, uncertain variable, uncertain environment

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Authors: Sameer Jung Karki, Gokhan Saygili

Abstract:

The allowable bearing capacity of foundation systems is determined by applying a factor of safety to the ultimate bearing capacity. Conventional ultimate bearing capacity calculations routines are based on deterministic input parameters where the nonuniformity and inhomogeneity of soil and site properties are not accounted for. Hence, the laws of mathematics like probability calculus and statistical analysis cannot be directly applied to foundation engineering. It’s assumed that the Factor of Safety, typically as high as 3.0, incorporates the uncertainty of the input parameters. This factor of safety is estimated based on subjective judgement rather than objective facts. It is an ambiguous term. Hence, a probabilistic analysis of the bearing capacity of an isolated footing on a clayey soil is carried out by using the Monte Carlo Simulation method. This simulated model was compared with the traditional discrete model. It was found out that the bearing capacity of soil was found higher for the simulated model compared with the discrete model. This was verified by doing the sensitivity analysis. As the number of simulations was increased, there was a significant % increase of the bearing capacity compared with discrete bearing capacity. The bearing capacity values obtained by simulation was found to follow a normal distribution. While using the traditional value of Factor of safety 3, the allowable bearing capacity had lower probability (0.03717) of occurring in the field compared to a higher probability (0.15866), while using the simulation derived factor of safety of 1.5. This means the traditional factor of safety is giving us bearing capacity that is less likely occurring/available in the field. This shows the subjective nature of factor of safety, and hence probability method is suggested to address the variability of the input parameters in bearing capacity equations.

Keywords: bearing capacity, factor of safety, isolated footing, montecarlo simulation

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Authors: Alireza Pirkhaefi

Abstract:

Background: Multiple sclerosis (MS) is one of the most common diseases of the central nervous system (brain and spinal cord). Given the importance of cognitive disorders in patients with multiple sclerosis, the present study was in order to compare cognitive functions (Working memory, Attention and Centralization, and Visual-spatial perception) in patients with relapsing- remitting multiple sclerosis (RRMS) and secondary progressive multiple sclerosis (SPMS). Method: Present study was performed as a retrospective study. This research was conducted with Ex-Post Facto method. The samples of research consisted of 60 patients with multiple sclerosis (30 patients relapsing-retrograde and 30 patients secondary progressive), who were selected from Tehran Community of MS Patients Supported as convenience sampling. 30 normal persons were also selected as a comparison group. Montreal Cognitive Assessment (MOCA) was used to assess cognitive functions. Data were analyzed using multivariate analysis of variance. Results: The results showed that there were significant differences among cognitive functioning in patients with RRMS, SPMS, and normal individuals. There were not significant differences in working memory between two groups of patients with RRMS and SPMS; while significant differences in these variables were seen between the two groups and normal individuals. Also, results showed significant differences in attention and centralization and visual-spatial perception among three groups. Conclusions: Results showed that there are differences between cognitive functions of RRMS and SPMS patients so that the functions of RRMS patients are better than SPMS patients. These results have a critical role in improvement of cognitive functions; reduce the factors causing disability due to cognitive impairment, and especially overall health of society.

Keywords: multiple sclerosis, cognitive function, secondary-progressive, normal subjects

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Authors: Tasir Khan, Yejuan Wang

Abstract:

The study of extreme rainfall events is very important for flood management in river basins and the design of water conservancy infrastructure. Evaluation of quantiles of annual maximum rainfall (AMRF) is required in different environmental fields, agriculture operations, renewable energy sources, climatology, and the design of different structures. Therefore, the annual maximum rainfall (AMRF) was performed at different stations in Pakistan. Multiple probability distributions, log normal (LN), generalized extreme value (GEV), Gumbel (max), and Pearson type3 (P3) were used to find out the most appropriate distributions in different stations. The L moments method was used to evaluate the distribution parameters. Anderson darling test, Kolmogorov- Smirnov test, and chi-square test showed that two distributions, namely GUM (max) and LN, were the best appropriate distributions. The quantile estimate of a multi-parameter PD offers extreme rainfall through a specific location and is therefore important for decision-makers and planners who design and construct different structures. This result provides an indication of these multi-parameter distribution consequences for the study of sites and peak flow prediction and the design of hydrological maps. Therefore, this discovery can support hydraulic structure and flood management.

Keywords: RAMSE, multiple frequency analysis, annual maximum rainfall, L-moments

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Authors: S. Phanyaem

Abstract:

This paper presents the confidence intervals for the effect size base on bootstrap resampling method. The meta-analytic confidence interval for effect size is proposed that are easy to compute. A Monte Carlo simulation study was conducted to compare the performance of the proposed confidence intervals with the existing confidence intervals. The best confidence interval method will have a coverage probability close to 0.95. Simulation results have shown that our proposed confidence intervals perform well in terms of coverage probability and expected length.

Keywords: effect size, confidence interval, bootstrap method, resampling

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