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User Guide April 2004 EPA/600/R04/079 April 2004
ProUCL Version 3.0 User Guide April 2004 EPA/600/R04/079 April 2004 ProUCL Version 3.0 User Guide by Anita Singh Lockheed Martin Environmental Services 1050 E. Flamingo Road, Suite E120, Las Vegas, NV 89119 Ashok K. Singh Department of Mathematical Sciences University of Nevada, Las Vegas, NV 89154 Robert W. Maichle Lockheed Martin Environmental Services 1050 E. Flamingo Road, Suite E120, Las Vegas, NV 89119 i Table of Contents Authors ..................................................................... i Table of Contents ............................................................. ii Disclaimer ................................................................. vii Executive Summary ........................................................ viii Introduction ................................................................ ix Installation Instructions ........................................................ 1 Minimum Hardware Requirements ............................................... 1 A. ProUCL Menu Structure .................................................... 2 1. File ............................................................... 3 2. View .............................................................. 4 3. Help .............................................................. 5 B. ProUCL Components ....................................................... 6 1. File ................................................................7 a. Input File Format ...............................................9 b. Result of Opening an Input Data File -
EART6 Lab Standard Deviation in Probability and Statistics, The
EART6 Lab Standard deviation In probability and statistics, the standard deviation is a measure of the dispersion of a collection of values. It can apply to a probability distribution, a random variable, a population or a data set. The standard deviation is usually denoted with the letter σ. It is defined as the root-mean-square (RMS) deviation of the values from their mean, or as the square root of the variance. Formulated by Galton in the late 1860s, the standard deviation remains the most common measure of statistical dispersion, measuring how widely spread the values in a data set are. If many data points are close to the mean, then the standard deviation is small; if many data points are far from the mean, then the standard deviation is large. If all data values are equal, then the standard deviation is zero. A useful property of standard deviation is that, unlike variance, it is expressed in the same units as the data. 2 (x " x ) ! = # N N Fig. 1 Dark blue is less than one standard deviation from the mean. For Fig. 2. A data set with a mean the normal distribution, this accounts for 68.27 % of the set; while two of 50 (shown in blue) and a standard deviations from the mean (medium and dark blue) account for standard deviation (σ) of 20. 95.45%; three standard deviations (light, medium, and dark blue) account for 99.73%; and four standard deviations account for 99.994%. The two points of the curve which are one standard deviation from the mean are also the inflection points. -
Robust Logistic Regression to Static Geometric Representation of Ratios
Journal of Mathematics and Statistics 5 (3):226-233, 2009 ISSN 1549-3644 © 2009 Science Publications Robust Logistic Regression to Static Geometric Representation of Ratios 1Alireza Bahiraie, 2Noor Akma Ibrahim, 3A.K.M. Azhar and 4Ismail Bin Mohd 1,2 Institute for Mathematical Research, University Putra Malaysia, 43400 Serdang, Selangor, Malaysia 3Graduate School of Management, University Putra Malaysia, 43400 Serdang, Selangor, Malaysia 4Department of Mathematics, Faculty of Science, University Malaysia Terengganu, 21030, Malaysia Abstract: Problem statement: Some methodological problems concerning financial ratios such as non- proportionality, non-asymetricity, non-salacity were solved in this study and we presented a complementary technique for empirical analysis of financial ratios and bankruptcy risk. This new method would be a general methodological guideline associated with financial data and bankruptcy risk. Approach: We proposed the use of a new measure of risk, the Share Risk (SR) measure. We provided evidence of the extent to which changes in values of this index are associated with changes in each axis values and how this may alter our economic interpretation of changes in the patterns and directions. Our simple methodology provided a geometric illustration of the new proposed risk measure and transformation behavior. This study also employed Robust logit method, which extends the logit model by considering outlier. Results: Results showed new SR method obtained better numerical results in compare to common ratios approach. With respect to accuracy results, Logistic and Robust Logistic Regression Analysis illustrated that this new transformation (SR) produced more accurate prediction statistically and can be used as an alternative for common ratios. Additionally, robust logit model outperforms logit model in both approaches and was substantially superior to the logit method in predictions to assess sample forecast performances and regressions. -
Iam 530 Elements of Probability and Statistics
IAM 530 ELEMENTS OF PROBABILITY AND STATISTICS LECTURE 3-RANDOM VARIABLES VARIABLE • Studying the behavior of random variables, and more importantly functions of random variables is essential for both the theory and practice of statistics. Variable: A characteristic of population or sample that is of interest for us. Random Variable: A function defined on the sample space S that associates a real number with each outcome in S. In other words, a numerical value to each outcome of a particular experiment. • For each element of an experiment’s sample space, the random variable can take on exactly one value TYPES OF RANDOM VARIABLES We will start with univariate random variables. • Discrete Random Variable: A random variable is called discrete if its range consists of a countable (possibly infinite) number of elements. • Continuous Random Variable: A random variable is called continuous if it can take on any value along a continuum (but may be reported “discretely”). In other words, its outcome can be any value in an interval of the real number line. Note: • Random Variables are denoted by upper case letters (X) • Individual outcomes for RV are denoted by lower case letters (x) DISCRETE RANDOM VARIABLES EXAMPLES • A random variable which takes on values in {0,1} is known as a Bernoulli random variable. • Discrete Uniform distribution: 1 P(X x) ; x 1,2,..., N; N 1,2,... N • Throw a fair die. P(X=1)=…=P(X=6)=1/6 DISCRETE RANDOM VARIABLES • Probability Distribution: Table, Graph, or Formula that describes values a random variable can take on, and its corresponding probability (discrete random variable) or density (continuous random variable). -
Basic Statistical Concepts Statistical Population
Basic Statistical Concepts Statistical Population • The entire underlying set of observations from which samples are drawn. – Philosophical meaning: all observations that could ever be taken for range of inference • e.g. all barnacle populations that have ever existed, that exist or that will exist – Practical meaning: all observations within a reasonable range of inference • e.g. barnacle populations on that stretch of coast 1 Statistical Sample •A representative subset of a population. – What counts as being representative • Unbiased and hopefully precise Strategies • Define survey objectives: what is the goal of survey or experiment? What are your hypotheses? • Define population parameters to estimate (e.g. number of individuals, growth, color etc). • Implement sampling strategy – measure every individual (think of implications in terms of cost, time, practicality especially if destructive) – measure a representative portion of the population (a sample) 2 Sampling • Goal: – Every unit and combination of units in the population (of interest) has an equal chance of selection. • This is a fundamental assumption in all estimation procedures •How: – Many ways if underlying distribution is not uniform » In the absence of information about underlying distribution the only safe strategy is random sampling » Costs: sometimes difficult, and may lead to its own source of bias (if sample size is low). Much more about this later Sampling Objectives • To obtain an unbiased estimate of a population mean • To assess the precision of the estimate (i.e. -
A Two Parameter Discrete Lindley Distribution
Revista Colombiana de Estadística January 2016, Volume 39, Issue 1, pp. 45 to 61 DOI: http://dx.doi.org/10.15446/rce.v39n1.55138 A Two Parameter Discrete Lindley Distribution Distribución Lindley de dos parámetros Tassaddaq Hussain1;a, Muhammad Aslam2;b, Munir Ahmad3;c 1Department of Statistics, Government Postgraduate College, Rawalakot, Pakistan 2Department of Statistics, Faculty of Sciences, King Abdulaziz University, Jeddah, Saudi Arabia 3National College of Business Administration and Economics, Lahore, Pakistan Abstract In this article we have proposed and discussed a two parameter discrete Lindley distribution. The derivation of this new model is based on a two step methodology i.e. mixing then discretizing, and can be viewed as a new generalization of geometric distribution. The proposed model has proved itself as the least loss of information model when applied to a number of data sets (in an over and under dispersed structure). The competing mod- els such as Poisson, Negative binomial, Generalized Poisson and discrete gamma distributions are the well known standard discrete distributions. Its Lifetime classification, kurtosis, skewness, ascending and descending factorial moments as well as its recurrence relations, negative moments, parameters estimation via maximum likelihood method, characterization and discretized bi-variate case are presented. Key words: Characterization, Discretized version, Estimation, Geometric distribution, Mean residual life, Mixture, Negative moments. Resumen En este artículo propusimos y discutimos la distribución Lindley de dos parámetros. La obtención de este Nuevo modelo está basada en una metodo- logía en dos etapas: mezclar y luego discretizar, y puede ser vista como una generalización de una distribución geométrica. El modelo propuesto de- mostró tener la menor pérdida de información al ser aplicado a un cierto número de bases de datos (con estructuras de supra y sobredispersión). -
Nearest Neighbor Methods Philip M
Statistics Preprints Statistics 12-2001 Nearest Neighbor Methods Philip M. Dixon Iowa State University, [email protected] Follow this and additional works at: http://lib.dr.iastate.edu/stat_las_preprints Part of the Statistics and Probability Commons Recommended Citation Dixon, Philip M., "Nearest Neighbor Methods" (2001). Statistics Preprints. 51. http://lib.dr.iastate.edu/stat_las_preprints/51 This Article is brought to you for free and open access by the Statistics at Iowa State University Digital Repository. It has been accepted for inclusion in Statistics Preprints by an authorized administrator of Iowa State University Digital Repository. For more information, please contact [email protected]. Nearest Neighbor Methods Abstract Nearest neighbor methods are a diverse group of statistical methods united by the idea that the similarity between a point and its nearest neighbor can be used for statistical inference. This review article summarizes two common environmetric applications: nearest neighbor methods for spatial point processes and nearest neighbor designs and analyses for field experiments. In spatial point processes, the appropriate similarity is the distance between a point and its nearest neighbor. Given a realization of a spatial point process, the mean nearest neighbor distance or the distribution of distances can be used for inference about the spatial process. One common application is to test whether the process is a homogeneous Poisson process. These methods can be extended to describe relationships between two or more spatial point processes. These methods are illustrated using data on the locations of trees in a swamp hardwood forest. In field experiments, neighboring plots often have similar characteristics before treatments are imposed. -
Experimental Investigation of the Tension and Compression Creep Behavior of Alumina-Spinel Refractories at High Temperatures
ceramics Article Experimental Investigation of the Tension and Compression Creep Behavior of Alumina-Spinel Refractories at High Temperatures Lucas Teixeira 1,* , Soheil Samadi 2 , Jean Gillibert 1 , Shengli Jin 2 , Thomas Sayet 1 , Dietmar Gruber 2 and Eric Blond 1 1 Université d’Orléans, Université de Tours, INSA-CVL, LaMé, 45072 Orléans, France; [email protected] (J.G.); [email protected] (T.S.); [email protected] (E.B.) 2 Chair of Ceramics, Montanuniversität Leoben, 8700 Leoben, Austria; [email protected] (S.S.); [email protected] (S.J.); [email protected] (D.G.) * Correspondence: [email protected] Received: 3 September 2020; Accepted: 18 September 2020; Published: 22 September 2020 Abstract: Refractory materials are subjected to thermomechanical loads during their working life, and consequent creep strain and stress relaxation are often observed. In this work, the asymmetric high temperature primary and secondary creep behavior of a material used in the working lining of steel ladles is characterized, using uniaxial tension and compression creep tests and an inverse identification procedure to calculate the parameters of a Norton-Bailey based law. The experimental creep curves are presented, as well as the curves resulting from the identified parameters, and a statistical analysis is made to evaluate the confidence of the results. Keywords: refractories; creep; parameters identification 1. Introduction Refractory materials, known for their physical and chemical stability, are used in high temperature processes in different industries, such as iron and steel making, cement and aerospace. These materials are exposed to thermomechanical loads, corrosion/erosion from solids, liquids and gases, gas diffusion, and mechanical abrasion [1]. -
Measurements of Entropic Uncertainty Relations in Neutron Optics
applied sciences Review Measurements of Entropic Uncertainty Relations in Neutron Optics Bülent Demirel 1,† , Stephan Sponar 2,*,† and Yuji Hasegawa 2,3 1 Institute for Functional Matter and Quantum Technologies, University of Stuttgart, 70569 Stuttgart, Germany; [email protected] 2 Atominstitut, Vienna University of Technology, A-1020 Vienna, Austria; [email protected] or [email protected] 3 Division of Applied Physics, Hokkaido University Kita-ku, Sapporo 060-8628, Japan * Correspondence: [email protected] † These authors contributed equally to this work. Received: 30 December 2019; Accepted: 4 February 2020; Published: 6 February 2020 Abstract: The emergence of the uncertainty principle has celebrated its 90th anniversary recently. For this occasion, the latest experimental results of uncertainty relations quantified in terms of Shannon entropies are presented, concentrating only on outcomes in neutron optics. The focus is on the type of measurement uncertainties that describe the inability to obtain the respective individual results from joint measurement statistics. For this purpose, the neutron spin of two non-commuting directions is analyzed. Two sub-categories of measurement uncertainty relations are considered: noise–noise and noise–disturbance uncertainty relations. In the first case, it will be shown that the lowest boundary can be obtained and the uncertainty relations be saturated by implementing a simple positive operator-valued measure (POVM). For the second category, an analysis for projective measurements is made and error correction procedures are presented. Keywords: uncertainty relation; joint measurability; quantum information theory; Shannon entropy; noise and disturbance; foundations of quantum measurement; neutron optics 1. Introduction According to quantum mechanics, any single observable or a set of compatible observables can be measured with arbitrary accuracy. -
THE USE of EFFECT SIZES in CREDIT RATING MODELS By
THE USE OF EFFECT SIZES IN CREDIT RATING MODELS by HENDRIK STEFANUS STEYN submitted in accordance with the requirements for the degree of MASTER OF SCIENCE in the subject STATISTICS at the UNIVERSITY OF SOUTH AFRICA SUPERVISOR: PROF P NDLOVU DECEMBER 2014 © University of South Africa 2015 Abstract The aim of this thesis was to investigate the use of effect sizes to report the results of statistical credit rating models in a more practical way. Rating systems in the form of statistical probability models like logistic regression models are used to forecast the behaviour of clients and guide business in rating clients as “high” or “low” risk borrowers. Therefore, model results were reported in terms of statistical significance as well as business language (practical significance), which business experts can understand and interpret. In this thesis, statistical results were expressed as effect sizes like Cohen‟s d that puts the results into standardised and measurable units, which can be reported practically. These effect sizes indicated strength of correlations between variables, contribution of variables to the odds of defaulting, the overall goodness-of-fit of the models and the models‟ discriminating ability between high and low risk customers. Key Terms Practical significance; Logistic regression; Cohen‟s d; Probability of default; Effect size; Goodness-of-fit; Odds ratio; Area under the curve; Multi-collinearity; Basel II © University of South Africa 2015 i Contents Abstract .................................................................................................................................................. -
Measures of Central Tendency (Mean, Mode, Median,) Mean • Mean Is the Most Commonly Used Measure of Central Tendency
Measures of Central Tendency (Mean, Mode, Median,) Mean • Mean is the most commonly used measure of central tendency. • There are different types of mean, viz. arithmetic mean, weighted mean, geometric mean (GM) and harmonic mean (HM). • If mentioned without an adjective (as mean), it generally refers to the arithmetic mean. Arithmetic mean • Arithmetic mean (or, simply, “mean”) is nothing but the average. It is computed by adding all the values in the data set divided by the number of observations in it. If we have the raw data, mean is given by the formula • Where, ∑ (the uppercase Greek letter sigma), refers to summation, X refers to the individual value and n is the number of observations in the sample (sample size). • The research articles published in journals do not provide raw data and, in such a situation, the readers can compute the mean by calculating it from the frequency distribution. Mean contd. • Where, f is the frequency and X is the midpoint of the class interval and n is the number of observations. • The standard statistical notations (in relation to measures of central tendency). • The mean calculated from the frequency distribution is not exactly the same as that calculated from the raw data. • It approaches the mean calculated from the raw data as the number of intervals increase Mean contd. • It is closely related to standard deviation, the most common measure of dispersion. • The important disadvantage of mean is that it is sensitive to extreme values/outliers, especially when the sample size is small. • Therefore, it is not an appropriate measure of central tendency for skewed distribution. -
Introduction
DA-STATS Introduction Shan E Ahmed Raza Department of Computer Science University of Warwick [email protected] DASTATS – Teaching Team Shan E Ahmed Raza Fayyaz Minhas Richard Kirk Introduction 2 About Me • PhD (Computer Science) University of Warwick 2011-2014 warwick.ac.uk/searaza Supervisor(s): Professor Nasir Rajpoot and Dr John Clarkson • Research Fellow University of Warwick 2014 – 2017 • Postdoctoral Fellow The Institute of Cancer Research 2017 – 2019 • Assistant Professor Computer Science, University of Warwick 2019 • Research Interests Computational Pathology Multi-Channel and Multi-Model Image Analysis Deep Learning and Pattern Recognition Introduction 3 Course Outline • Introduction To Descriptive And Predictive Techniques. warwick.ac.uk/searaza • Introduction To Python. • Data Visualisation And Reporting Techniques. • Probability And Bayes Theorem • Sampling From Univariate Distributions. • Concepts Of Multivariate Analysis. • Linear Regression. • Application Of Data Analysis Requirements In Work. • Appreciate Of Limitations Of Traditional Analysis. Introduction 4 DA-STATS Topic 01: Introduction to Descriptive and Predictive Analysis Shan E Ahmed Raza Department of Computer Science University of Warwick [email protected] Outline • Introduction to Descriptive, Predictive and Prescriptive Techniques • Data and Model Driven Modelling • Descriptive Analysis Scales of Measurement and data Measures of central tendency, statistical dispersion and shape of distribution • Correlation Techniques DA-STATS - Topic 01: Introduction