Search results for: bivariate normal

Authors: Duhania O. Mahara, Santi W. Purnami, Aulia N. Fitria, Merissa N. Z. Wirontono, Revina Musfiroh, Shofi Andari, Sagiran Sagiran, Estiana Khoirunnisa, Wahyudi Widada

Abstract:

For assessing interventions in numerous disease areas, the use of multiple time-to-event outcomes is common. An individual might experience two different events called bivariate time-to-event data, the events may be correlated because it come from the same subject and also influenced by individual characteristics. The bivariate time-to-event case can be applied by copula-based bivariate Cox survival model, using the Clayton and Frank copulas to analyze the dependence structure of each event and also the covariates effect. By applying this method to modeling the recurrent event infection of hemodialysis insertion on chronic kidney disease (CKD) patients, from the AIC and BIC values we find that the Clayton copula model was the best model with Kendall’s Tau is (τ=0,02).

Keywords: bivariate cox, bivariate event, copula function, survival copula

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Authors: Fatemah A. Alqallaf, Debasis Kundu

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The aim of this paper is to introduce a bivariate inverse generalized exponential distribution which has a singular component. The proposed bivariate distribution can be used when the marginals have heavy-tailed distributions, and they have non-monotone hazard functions. Due to the presence of the singular component, it can be used quite effectively when there are ties in the data. Since it has four parameters, it is a very flexible bivariate distribution, and it can be used quite effectively for analyzing various bivariate data sets. Several dependency properties and dependency measures have been obtained. The maximum likelihood estimators cannot be obtained in closed form, and it involves solving a four-dimensional optimization problem. To avoid that, we have proposed to use an EM algorithm, and it involves solving only one non-linear equation at each `E'-step. Hence, the implementation of the proposed EM algorithm is very straight forward in practice. Extensive simulation experiments and the analysis of one data set have been performed. We have observed that the proposed bivariate inverse generalized exponential distribution can be used for modeling dependent competing risks data. One data set has been analyzed to show the effectiveness of the proposed model.

Keywords: Block and Basu bivariate distributions, competing risks, EM algorithm, Marshall-Olkin bivariate exponential distribution, maximum likelihood estimators

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Authors: Soudabeh Shemehsavar

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In this paper, we consider the situation under a life test, in which the failure time of the test units are not related deterministically to an observable stochastic time varying covariate. In such a case, the joint distribution of failure time and a marker value would be useful for modeling the step stress life test. The problem of accelerating such an experiment is considered as the main aim of this paper. We present a step stress accelerated model based on a bivariate Wiener process with one component as the latent (unobservable) degradation process, which determines the failure times and the other as a marker process, the degradation values of which are recorded at times of failure. Parametric inference based on the proposed model is discussed and the optimization procedure for obtaining the optimal time for changing the stress level is presented. The optimization criterion is to minimize the approximate variance of the maximum likelihood estimator of a percentile of the products’ lifetime distribution.

Keywords: bivariate normal, Fisher information matrix, inverse Gaussian distribution, Wiener process

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Authors: Tarul Garg, P. N. Agrawal

Abstract:

We propose to define the q-analogue of the α-Bernstein Kantorovich operators and then introduce the q-bivariate generalization of these operators to study the approximation of functions of two variables. We obtain the rate of convergence of these bivariate operators by means of the total modulus of continuity, partial modulus of continuity and the Peetre’s K-functional for continuous functions. Further, in order to study the approximation of functions of two variables in a space bigger than the space of continuous functions, i.e. Bögel space; the GBS (Generalized Boolean Sum) of the q-bivariate operators is considered and degree of approximation is discussed for the Bögel continuous and Bögel differentiable functions with the aid of the Lipschitz class and the mixed modulus of smoothness.

Keywords: Bögel continuous, Bögel differentiable, generalized Boolean sum, K-functional, mixed modulus of smoothness

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Authors: Dimitris Varsamis, Nicholas Karampetakis

Abstract:

It is well known that any interpolating polynomial P(x,y) on the vector space Pn,m of two-variable polynomials with degree less than n in terms of x and less than m in terms of y has various representations that depends on the basis of Pn,m that we select i.e. monomial, Newton and Lagrange basis etc. The aim of this paper is twofold: a) to present transformations between the coordinates of the polynomial P(x,y) in the aforementioned basis and b) to present transformations between these bases.

Keywords: bivariate interpolation polynomial, polynomial basis, transformations, interpolating polynomial

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Authors: S. B. Provost, Susan Sheng

Abstract:

An alternative bivariate density estimation methodology is introduced in this presentation. The proposed approach involves estimating the density function associated with the marginal distribution of each of the two variables by means of the saddlepoint approximation technique and applying a bivariate polynomial adjustment to the product of these density estimates. Since the saddlepoint approximation is utilized in the context of density estimation, such estimates are determined from empirical cumulant-generating functions. In the univariate case, the saddlepoint density estimate is itself adjusted by a polynomial. Given a set of observations, the coefficients of the polynomial adjustments are obtained from the sample moments. Several illustrative applications of the proposed methodology shall be presented. Since this approach relies essentially on a determinate number of sample moments, it is particularly well suited for modeling massive data sets.

Keywords: density estimation, empirical cumulant-generating function, moments, saddlepoint approximation

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Authors: Muhammad Farooq, Ahtasham Gul

Abstract:

To meet the desired standard, it is important to monitor and analyze different engineering processes to get desired output. The bivariate distributions got a lot of attention in recent years to describe the randomness of natural as well as artificial mechanisms. In this article, a bivariate model is constructed using two independent models developed by the nesting approach to study the effect of each component on reliability for better understanding. Further, the Bayes analysis of system availability is studied by considering prior parametric variations in the failure time and repair time distributions. Basic statistical characteristics of marginal distribution, like mean median and quantile function, are discussed. We use inverse Gamma prior to study its frequentist properties by conducting Monte Carlo Markov Chain (MCMC) sampling scheme.

Keywords: reliability, system availability Weibull, inverse Lomax, Monte Carlo Markov Chain, Bayesian

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Authors: Lukas Reznak, Maria Reznakova

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Recession of an economy has a profound negative effect on all involved stakeholders. It follows that timely prediction of recessions has been of utmost interest both in the theoretical research and in practical macroeconomic modelling. Current mainstream of recession prediction is based on standard OLS models of continuous GDP using macroeconomic data. This approach is not suitable for two reasons: the standard continuous models are proving to be obsolete and the macroeconomic data are unreliable, often revised many years retroactively. The aim of the paper is to explore a different branch of recession forecasting research theory and verify the findings on real data of the Czech Republic and Germany. In the paper, the authors present a family of discrete choice probit models with parameters estimated by the method of maximum likelihood. In the basic form, the probits model a univariate series of recessions and expansions in the economic cycle for a given country. The majority of the paper deals with more complex model structures, namely dynamic and bivariate extensions. The dynamic structure models the autoregressive nature of recessions, taking into consideration previous economic activity to predict the development in subsequent periods. Bivariate extensions utilize information from a foreign economy by incorporating correlation of error terms and thus modelling the dependencies of the two countries. Bivariate models predict a bivariate time series of economic states in both economies and thus enhance the predictive performance. A vital enabler of timely and successful recession forecasting are reliable and readily available data. Leading indicators, namely the yield curve and the stock market indices, represent an ideal data base, as the pieces of information is available in advance and do not undergo any retroactive revisions. As importantly, the combination of yield curve and stock market indices reflect a range of macroeconomic and financial market investors’ trends which influence the economic cycle. These theoretical approaches are applied on real data of Czech Republic and Germany. Two models for each country were identified – each for in-sample and out-of-sample predictive purposes. All four followed a bivariate structure, while three contained a dynamic component.

Keywords: bivariate probit, leading indicators, recession forecasting, Czech Republic, Germany

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Authors: Valerii Dashuk

Abstract:

The usage of the confidence intervals in economics and econometrics is widespread. To be able to investigate a random variable more thoroughly, joint tests are applied. One of such examples is joint mean-variance test. A new approach for testing such hypotheses and constructing confidence sets is introduced. Exploring both the value of the random variable and its deviation with the help of this technique allows checking simultaneously the shift and the probability of that shift (i.e., portfolio risks). Another application is based on the normal distribution, which is fully defined by mean and variance, therefore could be tested using the introduced approach. This method is based on the difference of probability density functions. The starting point is two sets of normal distribution parameters that should be compared (whether they may be considered as identical with given significance level). Then the absolute difference in probabilities at each 'point' of the domain of these distributions is calculated. This measure is transformed to a function of cumulative distribution functions and compared to the critical values. Critical values table was designed from the simulations. The approach was compared with the other techniques for the univariate case. It differs qualitatively and quantitatively in easiness of implementation, computation speed, accuracy of the critical region (theoretical vs. real significance level). Stable results when working with outliers and non-normal distributions, as well as scaling possibilities, are also strong sides of the method. The main advantage of this approach is the possibility to extend it to infinite-dimension case, which was not possible in the most of the previous works. At the moment expansion to 2-dimensional state is done and it allows to test jointly up to 5 parameters. Therefore the derived technique is equivalent to classic tests in standard situations but gives more efficient alternatives in nonstandard problems and on big amounts of data.

Keywords: confidence set, cumulative distribution function, hypotheses testing, normal distribution, probability density function

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Authors: Luh Eka Suryani, Purhadi

Abstract:

Poisson regression is a non-linear regression model with response variable in the form of count data that follows Poisson distribution. Modeling for a pair of count data that show high correlation can be analyzed by Poisson Bivariate Regression. Data, the number of infant mortality and maternal mortality, are count data that can be analyzed by Poisson Bivariate Regression. The Poisson regression assumption is an equidispersion where the mean and variance values are equal. However, the actual count data has a variance value which can be greater or less than the mean value (overdispersion and underdispersion). Violations of this assumption can be overcome by applying Generalized Poisson Regression. Characteristics of each regency can affect the number of cases occurred. This issue can be overcome by spatial analysis called geographically weighted regression. This study analyzes the number of infant mortality and maternal mortality based on conditions in East Java in 2016 using Geographically Weighted Bivariate Generalized Poisson Regression (GWBGPR) method. Modeling is done with adaptive bisquare Kernel weighting which produces 3 regency groups based on infant mortality rate and 5 regency groups based on maternal mortality rate. Variables that significantly influence the number of infant and maternal mortality are the percentages of pregnant women visit health workers at least 4 times during pregnancy, pregnant women get Fe3 tablets, obstetric complication handled, clean household and healthy behavior, and married women with the first marriage age under 18 years.

Keywords: adaptive bisquare kernel, GWBGPR, infant mortality, maternal mortality, overdispersion

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Authors: Abdulnasir Hossen, Alaa Barhoum, Deepali Jaju, V. Gowri, L. Al-Kharusi, M. Hassan, K. Al-Hashmi

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Preeclampsia is a pregnancy disorder associated with increase in blood pressure and excess amount of protein in the urine. HRV analysis has been used by many researchers to identify preeclamptic pregnancy from normal pregnancy. A study in this regard to identify preeclamptic pregnancy in Oman from normal pregnant was conducted on 40 subjects (20 patients and 20 normal). The subjects were collected from two hospitals in Oman. A Fast Fourier transform (FFT) spectral analysis has shown that patients with preeclamptic pregnancy have a reduction in the power of the HF band and an increase in the power of the LF band of HRV compared with subjects with normal pregnancy. The accuracy of identification obtained was 80%.

Keywords: preelampsia, pregnancy hypertension, normal pregnant, FFT, spectral analysis, HRV

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Authors: Bader Alruwaili, Surajit Ray

Abstract:

Finite mixtures are a flexible and powerful tool that can be used for univariate and multivariate distributions, and a wide range of research analysis has been conducted based on the multivariate normal mixture and multivariate of a t-mixture. Determining the number of modes is an important activity that, in turn, allows one to determine the number of homogeneous groups in a population. Our work currently being carried out relates to the study of the modality of the skew normal distribution in the univariate and multivariate cases. For the skew normal distribution, the aims are associated with studying the modality of the skew normal distribution and providing the ridgeline, the ridgeline elevation function, the $\Pi$ function, and the curvature function, and this will be conducive to an exploration of the number and location of mode when mixing the two components of skew normal distribution. The subsequent objective is to apply these results to the application of real world data sets, such as flow cytometry data.

Keywords: mode, modality, multivariate skew normal, finite mixture, number of mode

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Authors: Serge B. Provost, Yishan Zhang

Abstract:

A moment-based adjustment to the saddlepoint approximation is introduced in the context of density estimation. First applied to univariate distributions, this methodology is extended to the bivariate case. It then entails estimating the density function associated with each marginal distribution by means of the saddlepoint approximation and applying a bivariate adjustment to the product of the resulting density estimates. The connection to the distribution of empirical copulas will be pointed out. As well, a novel approach is proposed for estimating the support of distribution. As these results solely rely on sample moments and empirical cumulant-generating functions, they are particularly well suited for modeling massive data sets. Several illustrative applications will be presented.

Keywords: empirical cumulant-generating function, endpoints identification, saddlepoint approximation, sample moments, density estimation

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Authors: Sharfi Dirar, Shihab Elhaj, Ahmed El Fatih

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Computational fluid dynamics were used to simulate and study the heated water boiler tube for both normal and rifled tube with a refinement of the mesh to check the convergence. The operation condition was taken from GARRI power station and used in a boundary condition accordingly. The result indicates the rifled tube has higher heat transfer efficiency than the normal tube.

Keywords: boiler tube, convergence check, normal tube, rifled tube

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Authors: Somnath Mukhuti, Prem Kumar Ghosh

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Background and significance of the study Indian stock market has undergone sudden changes after the current China crisis in terms of turnover, market capitalization, share prices, etc. The average returns on equity investment in both markets have more than three and half times after global financial crisis owing to the development of industrial activity, corporate sectors development, enhancement in global consumption, change of global financial association and fewer imports from developed countries. But the economic policies of both the economies are far different, that is to say, where Indian economy maintaining a conservative policy, Chinese economy maintaining an aggressive policy. Besides this, Chinese economy recently lowering its currency for increasing mysterious growth but Indian does not. But on August 24, 2015 Indian stock market and world stock markets were fall down due to the reason of Chinese stock market. Keeping in view of the above, this study seeks to examine the influence of Chinese stock on Indian stock market. Methodology This research work is based on daily time series data obtained from yahoo finance database between 2009 (April 1) to 2015 (September 28). This study is based on two important stock markets, that is, Indian stock market (Bombay Stock Exchange) and Chinese stock market (Shanghai Stock Exchange). In the course of analysis, the daily raw data were converted into natural logarithm for minimizing the problem of heteroskedasticity. While tackling the issue, correlation statistics, ADF and PP unit root test, bivariate cointegration test and causality test were used. Major findings Correlation statistics show that both stock markets are associated positively. Both ADF and PP unit root test results demonstrate that the time series data were not normal and were not stationary at level however stationary at 1st difference. The bivariate cointegration test results indicate that the Indian stock market was associated with Chinese stock market in the long-run. The Granger causality test illustrates there was a unidirectional causality between Indian stock market and Chinese stock market. Concluding statement The empirical results recommend that India’s stock market was not very much dependent on Chinese stock market because of Indian economic conservative policies. Nevertheless, Indian stock market might be sturdy if Indian economic policies are changed slightly and if increases the portfolio investment with Chinese economy. Indian economy might be a third largest economy in 2030 if India increases its portfolio investment and trade relations with both Chinese economy and US economy.

Keywords: Indian stock market, China stock market, bivariate cointegration, causality test

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Authors: Soniya Takshak, R. K. Sharma

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Let q and n be positive integers, then Fᵩ denotes the finite field of q elements, and Fqn denotes the extension of Fᵩ of degree n. Also, Fᵩ* represents the multiplicative group of non-zero elements of Fᵩ, and the generators of Fᵩ* are called primitive elements. A normal element α of a finite field Fᵩⁿ is such that {α, αᵠ, . . . , αᵠⁿ⁻¹} forms a basis for Fᵩⁿ over Fᵩ. Primitive normal elements have several applications in coding theory and cryptography. So, establishing the existence of primitive normal elements under certain conditions is both theoretically important and a natural issue. In this article, we provide a sufficient condition for the existence of a primitive normal element α in Fᵩⁿ of a prescribed primitive norm and non-zero trace over Fᵩ such that f(α) is also primitive, where f(x) ∈ Fᵩⁿ(x) is a rational function of degree sum m. Particularly, we investigated the rational functions of degree sum 4 over Fᵩⁿ, where q = 11ᵏ and demonstrated that there are only 3 exceptional pairs (q, n), n ≥ 7 for which such kind of primitive normal elements may not exist. In general, we show that such elements always exist except for finitely many choices of (q, n). To arrive to our conclusion, we used additive and multiplicative character sums.

Keywords: finite field, primitive element, normal element, norm, trace, character

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Authors: Amit Ghosh, Chanchal Kundu

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Recently, the notion of past cumulative inaccuracy (CPI) measure has been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order α (alpha) and study the proposed measure for conditionally specified models of two components failed at different time instants called generalized conditional CPI (GCCPI). We provide some bounds using usual stochastic order and investigate several properties of GCCPI. The effect of monotone transformation on this proposed measure has also been examined. Furthermore, we characterize some bivariate distributions under the assumption of conditional proportional reversed hazard rate model. Moreover, the role of GCCPI in reliability modeling has also been investigated for a real-life problem.

Keywords: cumulative past inaccuracy, marginal and conditional past lifetimes, conditional proportional reversed hazard rate model, usual stochastic order

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Authors: Andres F. Ramirez, Carlos F. Valencia

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The increasing interest in renewable energies strategies application and the path for diminishing the use of carbon related energy sources have encouraged the development of novel strategies for integration of solar energy into the electricity network. A correct inclusion of the fluctuating energy output of a photovoltaic (PV) energy system into an electric grid requires improvements in the forecasting and simulation methodologies for solar energy potential, and the understanding not only of the mean value of the series but the associated underlying stochastic process. We present a methodology for synthetic generation of solar irradiance (shortwave flux) and air temperature bivariate time series based on copula functions to represent the cross-dependence and temporal structure of the data. We explore the advantages of using this nonlinear time series method over traditional approaches that use a transformation of the data to normal distributions as an intermediate step. The use of copulas gives flexibility to represent the serial variability of the real data on the simulation and allows having more control on the desired properties of the data. We use discrete zero mass density distributions to assess the nature of solar irradiance, alongside vector generalized linear models for the bivariate time series time dependent distributions. We found that the copula autoregressive methodology used, including the zero mass characteristics of the solar irradiance time series, generates a significant improvement over state of the art strategies. These results will help to better understand the fluctuating nature of solar energy forecasting, the underlying stochastic process, and quantify the potential of a photovoltaic (PV) energy generating system integration into a country electricity network. Experimental analysis and real data application substantiate the usage and convenience of the proposed methodology to forecast solar irradiance time series and solar energy across northern hemisphere, southern hemisphere, and equatorial zones.

Keywords: copula autoregressive, solar irradiance forecasting, solar energy forecasting, time series generation

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Authors: Mohamad Saleh Sangin Ostadi, Esmail Safari, Somayeh Akbari, Kaveh Qaderi Bagajan

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The aim of this study is to compare abused and normal male students in Tehran guidance schools with emphasis on the co-dependency of their mothers. The method of this study is based on survey method and comparison (Ex-Post Facto). The method of sampling is also multi-stage cluster. Accordingly, we did sampling from secondary schools of education and training in Tehran, including 12 schools with levels of first, second and third. Each of the schools represents the three – high, medium and low- economic and social conditions. In the following, three classes from every school and 20 students from each class were randomly selected. By (CTQ) abused and normal students were separated that 670 children were recognized as normal and 50 children as abused. Then, 50 children were randomly selected from normal group and compared with abused group. Using Spanned-Fischer Co-dependency Scale, we compared mothers of abused and normal students. The results showed that mothers of the abused children have higher co- dependency average comparing to the mothers of the normal children.

Keywords: co-dependency, child abuse, abused children, parental psychological health

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Authors: Hossain A, Hossain S.

Abstract:

Introduction: In a small cohort, we sought to assess the magnetic resonance spectroscopy's (MRS) ability to predict the presence of metastatic lesions. Method: A Popular Diagnostic Centre Limited enrolled patients with neuroepithelial tumors. The 1H CSI MRS of the brain allows us to detect changes in the concentration of specific metabolites caused by metastatic lesions. Among these metabolites are N-acetyl-aspartate (NNA), creatine (Cr), and choline (Cho). For Cho, NAA, Cr, and Cr₂, the metabolic ratio was calculated using the division method. Results: The NAA values were 0.63 and 5.65 for tumor cells, 1.86 and 5.66 for normal cells, and 1.86 and 5.66 for normal cells 2. NAA values for normal cells 1 were 1.84, 10.6, and 1.86 for normal cells 2, respectively. Cho levels were as low as 0.8 and 10.53 in the tumor cell, compared to 1.12 and 2.7 in the normal cell 1 and 1.24 and 6.36 in the normal cell 2. Cho/Cr₂ barely distinguished itself from the other ratios in terms of significance. For tumor cells, the ratios of Cho/NAA, Cho/Cr₂, NAA/Cho, and NAA/Cr₂ were significant. Normal cell 1 had significant Cho/NAA, Cho/Cr, NAA/Cho, and NAA/Cr ratios. Conclusion: The clinical result can be improved by using 1H-MRSI to guide the size of resection for metastatic lesions. Even though it is non-invasive and doesn't present any difficulties during the procedure, MRS has been shown to predict the detection of metastatic lesions.

Keywords: metabolite ratio, MRI images, metastatic lesion, MR spectroscopy, N-acetyl-aspartate

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Authors: Khalil Abdullah Ahmed Khalil, Elsadig Mohamed Ahmed

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Ginger is one of the most important medicinal plants, which is widely used in folk medicine. This study was designed to go further step and evaluate the hypoglycemic and hypolipidaemic effects of the aqueous ginger root extract in normal and alloxan diabetic rabbits. Results revealed that the aqueous ginger has a significant hypoglycemic effect (P<0.05) in diabetic rabbits but a non-significant hypoglycemic effect (P>0.05) in normal rabbits. There were also significant decreases in the concentrations (P<0.05) in serum cholesterol, triglycerides and LDL – cholesterol in both normal and diabetic rabbits. Although there was an elevation in serum HDL- cholesterol in both normal and diabetic rabbits, these elevations were non-significant (P>0.05). Our data suggest the aqueous ginger has a hypoglycemic effect in diabetic rabbits and lipid-lowering properties in both normal and diabetic rabbits.

Keywords: aqueous extract of ginger root (AEGR), hypoglycemic, cholesterol, triglyceride

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Authors: A. A. Okafor, C. H. Achebe, J. L. Chukwuneke, C. G. Ozoegwu

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The performance of an engine whose basic design parameters are known can be predicted with the assistance of simulation programs into the less time, cost and near value of actual. This paper presents a comprehensive mathematical model of the performance parameters of four stroke spark ignition engine. The essence of this research work is to develop a mathematical model for the analysis of engine performance parameters of four stroke spark ignition engine before embarking on full scale construction, this will ensure that only optimal parameters are in the design and development of an engine and also allow to check and develop the design of the engine and it’s operation alternatives in an inexpensive way and less time, instead of using experimental method which requires costly research test beds. To achieve this, equations were derived which describe the performance parameters (sfc, thermal efficiency, mep and A/F). The equations were used to simulate and optimize the engine performance of the model for various engine speeds. The optimal values obtained for the developed bivariate mathematical models are: sfc is 0.2833kg/kwh, efficiency is 28.77% and a/f is 20.75.

Keywords: bivariate models, engine performance, injector engine, optimization, performance parameters, simulation, spark ignition

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Authors: Xiuqin Ma, Hongwu Qin

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A new efficient normal parameter reduction algorithm of soft set in decision making was proposed. However, up to the present, few documents have focused on real-life applications of this algorithm. Accordingly, we apply a New Efficient Normal Parameter Reduction algorithm into real-life datasets of online shopping, such as Blackberry Mobile Phone Dataset. Experimental results show that this algorithm is not only suitable but feasible for dealing with the online shopping.

Keywords: soft sets, parameter reduction, normal parameter reduction, online shopping

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Authors: Hassan Gharibi

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This research aims to comparing the emotion seeking and attachment styles between runaway and normal girls. The statistical population consisted of 80 (13-25 year-old) girls were selected among runaway girls and normal girls(40 runaway girls +40 normal girls). Normal girls were matched with the runaway girls in demographic features and selected by simple random method. Measuring tools in this research include the 1993 Shaver and Hazan attachment style scale and the Arent emotion seeking scale. Data analyzed by independent t test. Findings showed that there is no significant difference between two groups of girls in ambivalent and avoidant attachment styles. Secure attachment style rate in normal girls is more than runaway girls. Findings showed significant difference of insecure attachment style (avoidant and ambivalent styles together) between the two groups bout in variable of emotion seeking there is no significant difference.

Keywords: attachment styles, emotion seeking, runaway, girls

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Authors: Hadi Barghlame, M. A. Lotfollahi-Yaghin, Mehdi Mohammad Rezaei, Saeed Eskanderzadeh

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In this paper, the capacity of cracking torsion on rectangular and cylindrical beams with spiral and normal stirrups in similar properties are investigated. Also, in the beams with spiral stirrups, stirrups are not wrapping and spiral stirrups similar to normal stirrups in ACI code. Therefore, models of above-mentioned beams have been numerically analyzed under various loads using ANSYS software. In this research, the behavior of rectangular reinforced concrete beams is compared with the cylindrical reinforced concrete beams. The capacity of cracking torsion of rectangular and cylindrical RC beams with spiral and normal stirrups are same. In the other words, the behavior of rectangular RC beams is similar to cylindrical beams.

Keywords: cracking torsion, RC beams, spiral stirrups, normal stirrups

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Authors: M. T. Alodat

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In this paper, we propose a mechanism for skewing any symmetric distribution. The new distribution is called the deflation-inflation distribution (DID). We discuss some statistical properties of the DID such moments, stochastic representation, log-concavity. Also we fit the distribution to real data and we compare it to normal distribution and Azzlaini's skew normal distribution. Numerical results show that the DID fits the the tree ring data better than the other two distributions.

Keywords: normal distribution, moments, Fisher information, symmetric distributions

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Authors: Ji-il Park, Min Kyu Yu, Jong-woo Lee, Sam-hyeon Yoo

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The purpose of this research is to analyze the gait strategy between the normal and loaded gait. To this end, five male participants satisfied two conditions: the normal and loaded gait (backpack load 25.2 kg). As expected, results showed that additional loads elicited not a proportional increase in vertical and shear ground reaction force (GRF) parameters but also increase of the impulse, momentum and mechanical work. However, in case of the loaded gait, the time duration of the double support phase was increased unexpectedly. It is because the double support phase which is more stable than the single support phase can reduce instability of the loaded gait. Also, the directions of the pre-collision and after-collision were moved upward and downward compared to the normal gait. As a result, regardless of the additional backpack load, the impulse-momentum diagram during the step-to-step transition was maintained such as the normal gait. It means that human walk efficiently to keep stability and minimize total net works in case of the loaded gait.

Keywords: normal gait, loaded gait, impulse, collision, gait analysis, mechanical work, backpack load

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Authors: Chia-Hau Liu, Tai-Yue Wang

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Traditional multivariate control charts assume that measurement from manufacturing processes follows a multivariate normal distribution. However, this assumption may not hold or may be difficult to verify because not all the measurement from manufacturing processes are normal distributed in practice. This study develops a new multivariate control chart for monitoring the processes with non-normal data. We propose a mechanism based on integrating the one-class classification method and the adaptive technique. The adaptive technique is used to improve the sensitivity to small shift on one-class classification in statistical process control. In addition, this design provides an easy way to allocate the value of type I error so it is easier to be implemented. Finally, the simulation study and the real data from industry are used to demonstrate the effectiveness of the propose control charts.

Keywords: multivariate control chart, statistical process control, one-class classification method, non-normal data

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Authors: Devinder Singh, Rajneesh Kumar, Arvind Kumar

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The present investigation deals with generalized model of the equations for a homogeneous isotropic microstretch thermoelastic half space with mass diffusion medium. Theories of generalized thermoelasticity Lord-Shulman (LS) Green-Lindsay (GL) and Coupled Theory (CT) theories are applied to investigate the problem. The stresses in the considered medium have been studied due to normal force and tangential force. The normal mode analysis technique is used to calculate the normal stress, shear stress, couple stresses and microstress. A numerical computation has been performed on the resulting quantity. The computed numerical results are shown graphically.

Keywords: microstretch, thermoelastic, normal mode analysis, normal and tangential force, microstress force

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Authors: Mansour Abdi, Hadi Molaei Yasavoli

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The purpose of this research is to comparison of self- efficacy and life satisfaction in normal users and users with internet addiction. The present study was descriptive and causal-comparative. Therefore, 304 students were selected random sampling method from students of Semnan University and completed questionnaires of internet addiction (young), Self-Efficacy Questionnaire and Life Satisfaction (SWIS). For data analysis was used the Multivariate Analysis of Variance (MANOVA). The results showed that internet addiction users have lower levels of self-efficacy and life satisfaction in comparison with normal users and the difference in p=0/0005 significantly. The findings showed that 78 percent of the variance in the dependent variables of self-efficacy and life satisfaction by grouping variables (internet addiction users and normal) is determined. Finally, considering that the rate of self-efficacy and life satisfaction is effective in the incidence of Internet addiction, it is proposed required measures are taken to enhance self-efficacy and life satisfaction in Internet users.

Keywords: self-efficacy, life satisfaction, users, internet addiction, normal users

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