Search results for: normal distribution

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: Bader Alruwaili, Surajit Ray

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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: Ashish Dhamaniya, Satish Chandra

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Speed and traffic volume data are collected on different sections of four lane and six lane roads in three metropolitan cities in India. Speed data are analyzed to fit the statistical distribution to individual vehicle speed data and all vehicles speed data. It is noted that speed data of individual vehicle generally follows a normal distribution but speed data of all vehicle combined at a section of urban road may or may not follow the normal distribution depending upon the composition of traffic stream. A new term Speed Spread Ratio (SSR) is introduced in this paper which is the ratio of difference in 85^th and 50^th percentile speed to the difference in 50^th and 15^th percentile speed. If SSR is unity then speed data are truly normally distributed. It is noted that on six lane urban roads, speed data follow a normal distribution only when SSR is in the range of 0.86 – 1.11. The range of SSR is validated on four lane roads also.

Keywords: normal distribution, percentile speed, speed spread ratio, traffic volume

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Authors: Autcha Araveeporn

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This paper is to compare the parameter estimation of the mean in normal distribution by Maximum Likelihood (ML), Bayes, and Markov Chain Monte Carlo (MCMC) methods. The ML estimator is estimated by the average of data, the Bayes method is considered from the prior distribution to estimate Bayes estimator, and MCMC estimator is approximated by Gibbs sampling from posterior distribution. These methods are also to estimate a parameter then the hypothesis testing is used to check a robustness of the estimators. Data are simulated from normal distribution with the true parameter of mean 2, and variance 4, 9, and 16 when the sample sizes is set as 10, 20, 30, and 50. From the results, it can be seen that the estimation of MLE, and MCMC are perceivably different from the true parameter when the sample size is 10 and 20 with variance 16. Furthermore, the Bayes estimator is estimated from the prior distribution when mean is 1, and variance is 12 which showed the significant difference in mean with variance 9 at the sample size 10 and 20.

Keywords: Bayes method, Markov chain Monte Carlo method, maximum likelihood method, normal distribution

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

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This study was designed to find the best-fit probability distribution of annual rainfall based on 50 years sample (1966-2015) in the Karkheh river basin at Iran using six probability distributions: Normal, 2-Parameter Log Normal, 3-Parameter Log Normal, Pearson Type 3, Log Pearson Type 3 and Gumbel distribution. The best fit probability distribution was selected using Stormwater Management and Design Aid (SMADA) software and based on the Residual Sum of Squares (R.S.S) between observed and estimated values Based on the R.S.S values of fit tests, the Log Pearson Type 3 and then Pearson Type 3 distributions were found to be the best-fit probability distribution at the Jelogir Majin and Pole Zal rainfall gauging station. The annual values of expected rainfall were calculated using the best fit probability distributions and can be used by hydrologists and design engineers in future research at studied region and other region in the world.

Keywords: Log Pearson Type 3, SMADA, rainfall, Karkheh River

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Authors: Hazem M. Al-Mofleh

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In this paper, a new four-parameter univariate continuous distribution called the Normal-Generalized Hyperbolic Secant Distribution (NGHS) is defined and studied. Some general and structural distributional properties are investigated and discussed, including: central and non-central n-th moments and incomplete moments, quantile and generating functions, hazard function, Rényi and Shannon entropies, shapes: skewed right, skewed left, and symmetric, modality regions: unimodal and bimodal, maximum likelihood (MLE) estimators for the parameters. Finally, two real data sets are used to demonstrate empirically its flexibility and prove the strength of the new distribution.

Keywords: bimodality, estimation, hazard function, moments, Shannon’s entropy

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Authors: Lu Ren, You-Liang Fang, Yan-Gang Zhao

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In recent years, the application of BIM (Building Information Modelling) to construction schedule plan has been the focus of more and more researchers. In order to assess the reasonable level of the BIM-based construction schedule plan, that is whether the schedule can be completed on time, some researchers have introduced reliability theory to evaluate. In the process of evaluation, the uncertain factors affecting the construction schedule plan are regarded as random variables, and probability distributions of the random variables are assumed to be normal distribution, which is determined using two parameters evaluated from the mean and standard deviation of statistical data. However, in practical engineering, most of the uncertain influence factors are not normal random variables. So the evaluation results of the construction schedule plan will be unreasonable under the assumption that probability distributions of random variables submitted to the normal distribution. Therefore, in order to get a more reasonable evaluation result, it is necessary to describe the distribution of random variables more comprehensively. For this purpose, cubic normal distribution is introduced in this paper to describe the distribution of arbitrary random variables, which is determined by the first four moments (mean, standard deviation, skewness and kurtosis). In this paper, building the BIM model firstly according to the design messages of the structure and making the construction schedule plan based on BIM, then the cubic normal distribution is used to describe the distribution of the random variables due to the collecting statistical data of the random factors influencing construction schedule plan. Next the reliability analysis of the construction schedule plan based on BIM can be carried out more reasonably. Finally, the more accurate evaluation results can be given providing reference for the implementation of the actual construction schedule plan. In the last part of this paper, the more efficiency and accuracy of the proposed methodology for the reliability analysis of the construction schedule plan based on BIM are conducted through practical engineering case.

Keywords: BIM, construction schedule plan, cubic normal distribution, reliability analysis

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Authors: Masomeh Jamshid Nejad

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Nowadays, statistical literacy is no longer a necessary skill but an essential skill with broad applications across diverse fields, especially in operational decision areas such as business management, finance, and economics. As such, learning and deep understanding of statistical concepts are essential in the context of business studies. One of the crucial topics in statistical theory and its application is the normal distribution, often called a bell-shaped curve. To interpret data and conduct hypothesis tests, comprehending the properties of normal distribution (the mean and standard deviation) is essential for business students. This requires undergraduate students in the field of economics and business management to visualize and work with data following a normal distribution. Since technology is interconnected with education these days, it is important to teach statistics topics in the context of Python, R-studio, and Microsoft Excel to undergraduate students. This research endeavours to shed light on the effect of Excel-based instruction on learners’ knowledge of statistics, specifically the central concept of normal distribution. As such, two groups of undergraduate students (from the Business Management program) were compared in this research study. One group underwent Excel-based instruction and another group relied only on traditional teaching methods. We analyzed experiential data and BBA participants’ responses to statistic-related questions focusing on the normal distribution, including its key attributes, such as the mean and standard deviation. The results of our study indicate that exposing students to Excel-based learning supports learners in comprehending statistical concepts more effectively compared with the other group of learners (teaching with the traditional method). In addition, students in the context of Excel-based instruction showed ability in picturing and interpreting data concentrated on normal distribution.

Keywords: statistics, excel-based instruction, data visualization, pedagogy

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Authors: W. Widhiada, D. N. K. P. Negara, P. A. Suryawan

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The technological advances in the field of health to be very important, especially on the safety of the baby. In this case a lot of premature infants death caused by poorly managed health facilities. Mostly the death of premature baby caused by bacteria since the temperature around the baby is not normal. Related to this, the incubator equipment needs to be important, especially in how to control the temperature in incubator. On/Off controls is used to regulate the temperature distribution in the incubator so that the desired temperature is 36 °C to stay awake and stable. The authors have been observed and analyzed the data to determine the temperature distribution in the incubator using program of MATLAB/Simulink. The output temperature distribution is obtained at 36 °C in 400 seconds using an Arduino AT 2560. This incubator is able to maintain an ambient temperature and maintain the baby's body temperature within normal limits and keep the moisture in the air in accordance with the limit values required in infant incubator.

Keywords: on/off control, distribution temperature, Arduino AT 2560, baby incubator

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Authors: Funda Kul, İsmail Gür

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Pension scheme providers have to price mortality risk by accurate mortality forecasting method. There are many mortality-forecasting methods constructed and used in literature. The Lee-Carter model is the first model to consider stochastic improvement trends in life expectancy. It is still precisely used. Mortality forecasting is done by mortality index in the Lee-Carter model. It is assumed that mortality index fits ARIMA time series model. In this paper, we propose and use dynamic normal inverse gaussian distribution to modeling mortality indes in the Lee-Carter model. Using population mortality data for Italy, France, and Turkey, the model is forecasting capability is investigated, and a comparative analysis with other models is ensured by some well-known benchmarking criterions.

Keywords: mortality, forecasting, lee-carter model, normal inverse gaussian distribution

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Authors: P. Zarfam, M. Mansouri Baghbaderani

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In seismic design, the proper reaction to the earthquake and the correct and accurate prediction of its subsequent effects on the structure are critical. Choose a proper probability distribution, which gives a more realistic probability of the structure's damage rate, is essential in damage discussions. With the development of design based on performance, analytical method of modal push over as an inexpensive, efficacious, and quick one in the estimation of the structures' seismic response is broadly used in engineering contexts. In this research three concrete frames of 3, 6, and 13 stories are analyzed in non-linear modal push over by 30 different earthquake records by OpenSEES software, then the detriment indexes of roof's displacement and relative displacement ratio of the stories are calculated by two parameters: peak ground acceleration and spectra acceleration. These indexes are used to establish the value of damage relations with log-normal distribution and logistics distribution. Finally the value of these relations is compared and the effect of height on the mentioned damage relations is studied, too.

Keywords: modal pushover analysis, concrete structure, seismic damage, log-normal distribution, logistic distribution

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Authors: Eva L. Sanjuán, Jacinto Martín, M. Isabel Parra, Mario M. Pizarro

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In Extreme Value Theory, inference estimation for the parameters of the distribution is made employing a small part of the observation values. When block maxima values are taken, many data are discarded. We developed a new Bayesian inference model to seize all the information provided by the data, introducing informative priors and using the relations between baseline and limit parameters. Firstly, we studied the accuracy of the new model for three baseline distributions that lead to a Gumbel extreme distribution: Exponential, Normal and Gumbel. Secondly, we considered mixtures of Normal variables, to simulate practical situations when data do not adjust to pure distributions, because of perturbations (noise).

Keywords: bayesian inference, extreme value theory, Gumbel distribution, highly informative prior

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Authors: Valerii Dashuk

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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: Mohamed Barbary, Mohamed H. Abd El-Azeem

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Maneuvering extended object tracking (M-EOT) using high-resolution inverse synthetic aperture radar (ISAR) observations has been gaining momentum recently. This work presents a new robust implementation of the multiple models (MM) multi-Bernoulli (MB) filter for M-EOT, where the M-EOT’s ISAR observations are characterized using a skewed (SK) non-symmetrically normal distribution. To cope with the possible abrupt change of kinematic state, extension, and observation distribution over an extended object when a target maneuvers, a multiple model technique is represented based on MB-track-before-detect (TBD) filter supported by SK-sub-random matrix model (RMM) or sub-ellipses framework. Simulation results demonstrate this remarkable impact.

Keywords: maneuvering extended objects, ISAR, skewed normal distribution, sub-RMM, MM-MB-TBD filter

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Authors: Longqing Li

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The paper addresses the inefficiency of the classical model in measuring the Value-at-Risk (VaR) using a normal distribution or a Student’s t distribution. Specifically, the paper focuses on the one day ahead Value-at-Risk (VaR) of major stock market’s daily returns in US, UK, China and Hong Kong in the most recent ten years under 95% confidence level. To improve the predictable power and search for the best performing model, the paper proposes using two leading alternatives, Extreme Value Theory (EVT) and a family of GARCH models, and compares the relative performance. The main contribution could be summarized in two aspects. First, the paper extends the GARCH family model by incorporating EGARCH and TGARCH to shed light on the difference between each in estimating one day ahead Value-at-Risk (VaR). Second, to account for the non-normality in the distribution of financial markets, the paper applies Generalized Error Distribution (GED), instead of the normal distribution, to govern the innovation term. A dynamic back-testing procedure is employed to assess the performance of each model, a family of GARCH and the conditional EVT. The conclusion is that Exponential GARCH yields the best estimate in out-of-sample one day ahead Value-at-Risk (VaR) forecasting. Moreover, the discrepancy of performance between the GARCH and the conditional EVT is indistinguishable.

Keywords: Value-at-Risk, Extreme Value Theory, conditional EVT, backtesting

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Authors: Mohamed Barbary, Mohamed H. Abd El-azeem

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Maneuvering non-ellipsoidal extended object tracking (M-NEOT) using high-resolution inverse synthetic aperture radar (ISAR) observations is gaining momentum recently. This work presents a new robust implementation of the Jump Markov (JM) multi-Bernoulli (MB) filter for M-NEOT, where the M-NEOT’s ISAR observations are characterized using a skewed (SK) non-symmetrically normal distribution. To cope with the possible abrupt change of kinematic state, extension, and observation distribution over an extended object when a target maneuvers, a multiple model technique is represented based on an MB-track-before-detect (TBD) filter supported by SK-sub-random matrix model (RMM) or sub-ellipses framework. Simulation results demonstrate this remarkable impact.

Keywords: maneuvering extended objects, ISAR, skewed normal distribution, sub-RMM, JM-MB-TBD filter

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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: Chaitanya Varma, Arpan Mehar

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The present study demonstrates the procedure to analyse speed data collected on various four-lane divided sections in India. Field data for the study was collected at different straight and curved sections on rural highways with the help of radar speed gun and video camera. The data collected at the sections were analysed and parameters pertain to speed distributions were estimated. The different statistical distribution was analysed on vehicle type speed data and for mixed traffic speed data. It was found that vehicle type speed data was either follows the normal distribution or Log-normal distribution, whereas the mixed traffic speed data follows more than one type of statistical distribution. The most common fit observed on mixed traffic speed data were Beta distribution and Weibull distribution. The separate operating speed model based on traffic and roadway geometric parameters were proposed in the present study. The operating speed model with traffic parameters and curve geometry parameters were established. Two different operating speed models were proposed with variables 1/R and Ln(R) and were found to be realistic with a different range of curve radius. The models developed in the present study are simple and realistic and can be used for forecasting operating speed on four-lane highways.

Keywords: highway, mixed traffic flow, modeling, operating speed

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Authors: Bernardo C. P. Albuquerque, Darym J. F. Campos

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Increasing our ability to solve complex engineering problems is directly related to the processing capacity of computers. By means of such equipments, one is able to fast and accurately run numerical algorithms. Besides the increasing interest in numerical simulations, probabilistic approaches are also of great importance. This way, statistical tools have shown their relevance to the modelling of practical engineering problems. In general, statistical approaches to such problems consider that the random variables involved follow a normal distribution. This assumption tends to provide incorrect results when skew data is present since normal distributions are symmetric about their means. Thus, in order to visualize and quantify this aspect, 9 statistical distributions (symmetric and skew) have been considered to model a hypothetical slope stability problem. The data modeled is the friction angle of a superficial soil in Brasilia, Brazil. Despite the apparent universality, the normal distribution did not qualify as the best fit. In the present effort, data obtained in consolidated-drained triaxial tests and saturated direct shear tests have been modeled and used to analytically derive the probability density function (PDF) of the safety factor of a hypothetical slope based on Mohr-Coulomb rupture criterion. Therefore, based on this analysis, it is possible to explicitly derive the failure probability considering the friction angle as a random variable. Furthermore, it is possible to compare the stability analysis when the friction angle is modelled as a Dagum distribution (distribution that presented the best fit to the histogram) and as a Normal distribution. This comparison leads to relevant differences when analyzed in light of the risk management.

Keywords: statistical slope stability analysis, skew distributions, probability of failure, functions of random variables

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Authors: Myung Hwan Na, Ho- Chun Song, EunHee Hong

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We widely use normal linear mixed-effects model to analysis data in repeated measurement. In case of detecting heteroscedasticity and the non-normality of the population distribution at the same time, normal linear mixed-effects model can give improper result of analysis. To achieve more robust estimation, we use heavy tailed linear mixed-effects model which gives more exact and reliable analysis conclusion than standard normal linear mixed-effects model.

Keywords: reliability, tires, field data, linear mixed-effects model

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Authors: Jayanta Pokharel, Gokarna Aryal, Netra Kanaal, Chris Tsokos

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Investment in stocks and shares aims to seek potential gains while weighing the risk of future needs, such as retirement, children's education etc. Analysis of the behavior of the stock market returns and making prediction is important for investors to mitigate risk on investment. Historically, the normal variance models have been used to describe the behavior of stock market returns. However, the returns of the financial assets are actually skewed with higher kurtosis, heavier tails, and a higher center than the normal distribution. The Laplace distribution and its family are natural candidates for modeling stock returns. The Variance-Gamma (VG) distribution is the most sought-after distributions for modeling asset returns and has been extensively discussed in financial literatures. In this paper, it explore the other Laplace family, such as Asymmetric Laplace, Skewed Laplace, Kumaraswamy Laplace (KS) together with Variance-Gamma to model the weekly returns of the S&P 500 Index and it's eleven business sector indices. The method of maximum likelihood is employed to estimate the parameters of the distributions and our empirical inquiry shows that the Kumaraswamy Laplace distribution performs much better for stock returns modeling among the choice of distributions used in this study and in practice, KS can be used as a strong alternative to VG distribution.

Keywords: stock returns, variance-gamma, kumaraswamy laplace, maximum likelihood

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Authors: Timothy Kayode Samson, Adedoyin Isola Lawal

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The past five years have shown a sharp increase in public interest in the crypto market, with its market capitalization growing from $100 billion in June 2017 to $2158.42 billion on April 5, 2022. Despite the outrageous nature of the volatility of cryptocurrencies, the use of skewed error innovation distributions in modelling the volatility behaviour of these digital currencies has not been given much research attention. Hence, this study models the volatility of 5 largest cryptocurrencies by market capitalization (Bitcoin, Ethereum, Tether, Binance coin, and USD Coin) using four variants of GARCH models (GJR-GARCH, sGARCH, EGARCH, and APARCH) estimated using three skewed error innovation distributions (skewed normal, skewed student- t and skewed generalized error innovation distributions). Daily closing prices of these currencies were obtained from Yahoo Finance website. Finding reveals that the Binance coin reported higher mean returns compared to other digital currencies, while the skewness indicates that the Binance coin, Tether, and USD coin increased more than they decreased in values within the period of study. For both Bitcoin and Ethereum, negative skewness was obtained, meaning that within the period of study, the returns of these currencies decreased more than they increased in value. Returns from these cryptocurrencies were found to be stationary but not normality distributed with evidence of the ARCH effect. The skewness parameters in all best forecasting models were all significant (p<.05), justifying of use of skewed error innovation distributions with a fatter tail than normal, Student-t, and generalized error innovation distributions. For Binance coin, EGARCH-sstd outperformed other volatility models, while for Bitcoin, Ethereum, Tether, and USD coin, the best forecasting models were EGARCH-sstd, APARCH-sstd, EGARCH-sged, and GJR-GARCH-sstd, respectively. This suggests the superiority of skewed Student t- distribution and skewed generalized error distribution over the skewed normal distribution.

Keywords: skewed generalized error distribution, skewed normal distribution, skewed student t- distribution, APARCH, EGARCH, sGARCH, GJR-GARCH

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Authors: Aneia Rajiel Busmente, Renato Gunio Jr., Jazin Mautante, Denise Joy Mendoza, Raymond Benedict Tagorio, Gabriel Uy, Natalie Quinn Valenzuela, Ma. Elayza Villa, Francine Yezha Vizcarra, Sofia Madelle Yapan, Eugene Kurt Yboa

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COVID-19’s rapid spread caused a dramatic change in the nation, especially the educational system. The Department of Education was forced to adopt a practical learning platform without neglecting health, a printed modular distance learning. The Philippines' K–12 curriculum includes Statistics and Probability as one of the key courses as it offers students the knowledge to evaluate and comprehend data. Due to student’s difficulty and lack of understanding of the concepts of Statistics and Probability in Normal Distribution. The Self-Learning Module in Statistics and Probability about the Normal Distribution created by the Department of Education has several problems, including many activities, unclear illustrations, and insufficient examples of concepts which enables learners to have a difficulty accomplishing the module. The purpose of this study is to determine the effectiveness of self-learning module on the academic performance of students in the subject Statistics and Probability, it will also explore students’ perception towards the quality of created Self-Learning Module in Statistics and Probability. Despite the availability of Self-Learning Modules in Statistics and Probability in the Philippines, there are still few literatures that discuss its effectiveness in improving the performance of Senior High School students in Statistics and Probability. In this study, a Self-Learning Module on Normal Distribution is evaluated using a quasi-experimental design. STEM students in Grade 11 from National University's Nazareth School will be the study's participants, chosen by purposive sampling. Google Forms will be utilized to find at least 100 STEM students in Grade 11. The research instrument consists of 20-item pre- and post-test to assess participants' knowledge and performance regarding Normal Distribution, and a Likert scale survey to evaluate how the students perceived the self-learning module. Pre-test, post-test, and Likert scale surveys will be utilized to gather data, with Jeffreys' Amazing Statistics Program (JASP) software being used for analysis.

Keywords: self-learning module, academic performance, statistics and probability, normal distribution

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Authors: R. Periyasamy, Deepak Joshi, Sneh Anand

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Foot posture assessment is important to evaluate foot type, causing gait and postural defects in all age groups. Although different methods are used for classification of foot arch type in clinical/research examination, there is no clear approach for selecting the most appropriate measurement system. Therefore, the aim of this study was to develop a system for evaluation of foot type as clinical decision-making aids for diagnosis of flat and normal arch based on the Arch Index (AI) and foot pressure distribution parameter - Power Ratio (PR) data. The accuracy of the system was evaluated for 27 subjects with age ranging from 24 to 65 years. Foot area measurements (hind foot, mid foot, and forefoot) were acquired simultaneously from foot pressure intensity image using portable PedoPowerGraph system and analysis of the image in frequency domain to obtain foot pressure distribution parameter - PR data. From our results, we obtain 100% classification accuracy of normal and flat foot by using the linear discriminant analysis method. We observe there is no misclassification of foot types because of incorporating foot pressure distribution data instead of only arch index (AI). We found that the mid-foot pressure distribution ratio data and arch index (AI) value are well correlated to foot arch type based on visual analysis. Therefore, this paper suggests that the proposed system is accurate and easy to determine foot arch type from arch index (AI), as well as incorporating mid-foot pressure distribution ratio data instead of physical area of contact. Hence, such computational tool based system can help the clinicians for assessment of foot structure and cross-check their diagnosis of flat foot from mid-foot pressure distribution.

Keywords: arch index, computational tool, static foot pressure intensity image, foot pressure distribution, linear discriminant analysis

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Authors: Yungtai Lo

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Two-part random effects models have been used to fit semi-continuous longitudinal data where the response variable has a point mass at 0 and a continuous right-skewed distribution for positive values. We review methods proposed in the literature for analyzing data with excess zeros. A two-part logit-log-normal random effects model, a two-part logit-truncated normal random effects model, a two-part logit-gamma random effects model, and a two-part logit-skew normal random effects model were used to examine effects of a bottle-weaning intervention on reducing bottle use and daily milk intake from bottles in toddlers aged 11 to 13 months in a randomized controlled trial. We show in all four two-part models that the intervention promoted bottle-weaning and reduced daily milk intake from bottles in toddlers drinking from a bottle. We also show that there are no differences in model fit using either the logit link function or the probit link function for modeling the probability of bottle-weaning in all four models. Furthermore, prediction accuracy of the logit or probit link function is not sensitive to the distribution assumption on daily milk intake from bottles in toddlers not off bottles.

Keywords: two-part model, semi-continuous variable, truncated normal, gamma regression, skew normal, Pearson residual, receiver operating characteristic curve

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Authors: Sajjad Asefi, Hossein Afrakhte

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This paper presents the evaluation of reliability indices of an electrical distribution system using Monte Carlo simulation technique accounting Time To Switch (TTS) for each section. In this paper, the distribution system has been assumed by accounting random repair time omission. For simplicity, we have assumed the reliability analysis to be based on exponential law. Each segment has a specified rate of failure (λ) and repair time (r) which will give us the mean up time and mean down time of each section in distribution system. After calculating the modified mean up time (MUT) in years, mean down time (MDT) in hours and unavailability (U) in h/year, TTS have been added to the time which the system is not available, i.e. MDT. In this paper, we have assumed the TTS to be a random variable with Log-Normal distribution.

Keywords: distribution system, Monte Carlo simulation, reliability, repair time, time to switch (TTS)

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Authors: Somar Boubou, Tatsuo Narikiyo, Michihiro Kawanishi

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In this work, we address the problem of 3D object recognition with depth sensors such as Kinect or Structure sensor. Compared with traditional approaches based on local descriptors, which depends on local information around the object key points, we propose a global features based descriptor. Proposed descriptor, which we name as Differential Histogram of Normal Vectors (DHONV), is designed particularly to capture the surface geometric characteristics of the 3D objects represented by depth images. We describe the 3D surface of an object in each frame using a 2D spatial histogram capturing the normalized distribution of differential angles of the surface normal vectors. The object recognition experiments on the benchmark RGB-D object dataset and a self-collected dataset show that our proposed descriptor outperforms two others descriptors based on spin-images and histogram of normal vectors with linear-SVM classifier.

Keywords: vision in control, robotics, histogram, differential histogram of normal vectors

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Authors: M. Qamarul Islam, Ergun Dogan, Mehmet Yazici

Abstract:

There is a growing body of evidence that non-normal data is more prevalent in nature than the normal one. Examples can be quoted from, but not restricted to, the areas of Economics, Finance and Actuarial Science. The non-normality considered here is expressed in terms of fat-tailedness and asymmetry of the relevant distribution. In this study a skew t distribution that can be used to model a data that exhibit inherent non-normal behavior is considered. This distribution has tails fatter than a normal distribution and it also exhibits skewness. Although maximum likelihood estimates can be obtained by solving iteratively the likelihood equations that are non-linear in form, this can be problematic in terms of convergence and in many other respects as well. Therefore, it is preferred to use the method of modified maximum likelihood in which the likelihood estimates are derived by expressing the intractable non-linear likelihood equations in terms of standardized ordered variates and replacing the intractable terms by their linear approximations obtained from the first two terms of a Taylor series expansion about the quantiles of the distribution. These estimates, called modified maximum likelihood estimates, are obtained in closed form. Hence, they are easy to compute and to manipulate analytically. In fact the modified maximum likelihood estimates are equivalent to maximum likelihood estimates, asymptotically. Even in small samples the modified maximum likelihood estimates are found to be approximately the same as maximum likelihood estimates that are obtained iteratively. It is shown in this study that the modified maximum likelihood estimates are not only unbiased but substantially more efficient than the commonly used moment estimates or the least square estimates that are known to be biased and inefficient in such cases. Furthermore, in conventional regression analysis, it is assumed that the error terms are distributed normally and, hence, the well-known least square method is considered to be a suitable and preferred method for making the relevant statistical inferences. However, a number of empirical researches have shown that non-normal errors are more prevalent. Even transforming and/or filtering techniques may not produce normally distributed residuals. Here, a study is done for multiple linear regression models with random error having non-normal pattern. Through an extensive simulation it is shown that the modified maximum likelihood estimates of regression parameters are plausibly robust to the distributional assumptions and to various data anomalies as compared to the widely used least square estimates. Relevant tests of hypothesis are developed and are explored for desirable properties in terms of their size and power. The tests based upon modified maximum likelihood estimates are found to be substantially more powerful than the tests based upon least square estimates. Several examples are provided from the areas of Economics and Finance where such distributions are interpretable in terms of efficient market hypothesis with respect to asset pricing, portfolio selection, risk measurement and capital allocation, etc.

Keywords: least square estimates, linear regression, maximum likelihood estimates, modified maximum likelihood method, non-normality, robustness

Procedia PDF Downloads 384

Authors: Hasliza A. Rahim, Fareq Malek, Nur A. M. Affendi, Azuwa Ali, Norshafinash Saudin, Latifah Mohamed

Abstract:

This paper presents the experimental investigation of on-body channel fading at 2.45 GHz considering two effects of the user body movement; stationary and mobile. A pair of body-worn antennas was utilized in this measurement campaign. A statistical analysis was performed by comparing the measured on-body path loss to five well-known distributions; lognormal, normal, Nakagami, Weibull and Rayleigh. The results showed that the average path loss of moving arm varied higher than the path loss in sitting position for upper-arm-to-left-chest link, up to 3.5 dB. The analysis also concluded that the Nakagami distribution provided the best fit for most of on-body static link path loss in standing still and sitting position, while the arm movement can be best described by log-normal distribution.

Keywords: on-body channel communications, fading characteristics, statistical model, body movement

Procedia PDF Downloads 329

Authors: Abderrazek Ben Maatoug, Ibrahim Fatnassi, Wassim Ben Ayed

Abstract:

In this paper we investigate the issue of market risk quantification for Middle East and North Africa (MENA) Islamic market equity. We use Value-at-Risk (VaR) as a measure of potential risk in Islamic stock market, for long and short position, based on Riskmetrics model and the conditional parametric ARCH class model volatility with normal, student and skewed student distribution. The sample consist of daily data for the 2006-2014 of 11 Islamic stock markets indices. We conduct Kupiec and Engle and Manganelli tests to evaluate the performance for each model. The main finding of our empirical results show that (i) the superior performance of VaR models based on the Student and skewed Student distribution, for the significance level of α=1% , for all Islamic stock market indices, and for both long and short trading positions (ii) Risk Metrics model, and VaR model based on conditional volatility with normal distribution provides the best accurate VaR estimations for both long and short trading positions for a significance level of α=5%.

Keywords: value-at-risk, risk management, islamic finance, GARCH models

Procedia PDF Downloads 574