Cui and Zhong(2019),(Computational Statistics&Data Analysis,139,117–133)proposed a test based on the mean variance(MV)index to test independence between a categorical random variable Y with R categories and a con...Cui and Zhong(2019),(Computational Statistics&Data Analysis,139,117–133)proposed a test based on the mean variance(MV)index to test independence between a categorical random variable Y with R categories and a continuous random variable X.They ingeniously proved the asymptotic normality of the MV test statistic when R diverges to infinity,which brings many merits to the MV test,including making it more convenient for independence testing when R is large.This paper considers a new test called the integral Pearson chi-square(IPC)test,whose test statistic can be viewed as a modified MV test statistic.A central limit theorem of the martin-gale difference is used to show that the asymptotic null distribution of the standardized IPC test statistic when R is diverging is also a normal distribution,rendering the IPC test sharing many merits with the MV test.As an application of such a theoretical finding,the IPC test is extended to test independence between continuous random variables.The finite sample performance of the proposed test is assessed by Monte Carlo simulations,and a real data example is presented for illustration.展开更多
Underwater acoustic signal processing is one of the research hotspots in underwater acoustics.Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing.Owing to the complexity ...Underwater acoustic signal processing is one of the research hotspots in underwater acoustics.Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing.Owing to the complexity of marine environment and the particularity of underwater acoustic channel,noise reduction of underwater acoustic signals has always been a difficult challenge in the field of underwater acoustic signal processing.In order to solve the dilemma,we proposed a novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise(CEEMDAN),minimum mean square variance criterion(MMSVC) and least mean square adaptive filter(LMSAF).This noise reduction technique,named CEEMDAN-MMSVC-LMSAF,has three main advantages:(i) as an improved algorithm of empirical mode decomposition(EMD) and ensemble EMD(EEMD),CEEMDAN can better suppress mode mixing,and can avoid selecting the number of decomposition in variational mode decomposition(VMD);(ii) MMSVC can identify noisy intrinsic mode function(IMF),and can avoid selecting thresholds of different permutation entropies;(iii) for noise reduction of noisy IMFs,LMSAF overcomes the selection of deco mposition number and basis function for wavelet noise reduction.Firstly,CEEMDAN decomposes the original signal into IMFs,which can be divided into noisy IMFs and real IMFs.Then,MMSVC and LMSAF are used to detect identify noisy IMFs and remove noise components from noisy IMFs.Finally,both denoised noisy IMFs and real IMFs are reconstructed and the final denoised signal is obtained.Compared with other noise reduction techniques,the validity of CEEMDAN-MMSVC-LMSAF can be proved by the analysis of simulation signals and real underwater acoustic signals,which has the better noise reduction effect and has practical application value.CEEMDAN-MMSVC-LMSAF also provides a reliable basis for the detection,feature extraction,classification and recognition of underwater acoustic signals.展开更多
The purpose of this paper is to obtain the expression of the sample mean difference variance of the Student’s distributive model. In the 2007 the study of the mean difference variance, after some decades, was resumed...The purpose of this paper is to obtain the expression of the sample mean difference variance of the Student’s distributive model. In the 2007 the study of the mean difference variance, after some decades, was resumed by Campobasso</span><span style="font-family:Verdana;"> [1]</span><span style="font-family:Verdana;">. Using the Nair’s </span><span style="font-family:Verdana;">[2]</span><span style="font-family:Verdana;"> and Lomnicki’s general results</span><span style="font-family:Verdana;"> [3]</span><span style="font-family:Verdana;">, he obtained the variance of sample mean difference for different distributive models (Laplace</span><span style="font-family:Verdana;">’</span><span style="font-family:Verdana;">s, triangular, power, logit, Pareto</span><span style="font-family:Verdana;">’</span><span style="font-family:Verdana;">s and Gumbel’s model). In addition he extended the knowledge comparing to the ones already known for the other distributive model (normal, rectangular and exponential model).展开更多
The onset of the COVID-19 pandemic significantly altered global mobility patterns,leading to a marked decrease in travel activities worldwide.In the United States,travel demand fell notably,contributing to a 22%reduct...The onset of the COVID-19 pandemic significantly altered global mobility patterns,leading to a marked decrease in travel activities worldwide.In the United States,travel demand fell notably,contributing to a 22%reduction in overall crashes in 2020 compared to the prior year.In Oregon,vehicle miles traveled(VMT)dropped by 10.8%,and crashes decreased by 23.9%,yet fatalities increased by 2.63%.This rise in fatal crashes is linked to altered driving behavior,including aggressive,distracted,and impaired driving.This study investigates factors related to risky driving behavior-induced crashes in Oregon during the pandemic.Utilizing a random parameter multinomial logit model that accommodates heterogeneity,we found significant correlations between reckless behaviors,such as driving without a license,speeding,and neglecting to use restraints,and the severity of injuries.Our findings indicate temporal instability in factors contributing to injury severity.In 2019,severe inju-ries were more common in crashes involving drug use,drivers aged 45–54,and in speed zones of 45–55 mph(1 mph=1.609344 km/h).In 2020,young drivers under 25 and night-time crashes on lit streets were more likely to result in severe injuries.This research sheds light on the impact of COVID-19 on driver behavior and injury severity,particularly concerning aggressive driving.The identified risk factors are crucial for state and federal agencies to enhance road safety measures and ensure safer environments for all road users.展开更多
The paper aims at verifying if there still are advantages in diversification inside the Eurozone despite the economic and monetary unification process. The results show unambiguously that notwithstanding the high degr...The paper aims at verifying if there still are advantages in diversification inside the Eurozone despite the economic and monetary unification process. The results show unambiguously that notwithstanding the high degree of correlation between the Eurozone stock markets, opportunities for diversification still exist. The introduction of constraints on short selling significantly reduces these benefits. Investors from the European leading countries would have greatly benefitted from a Eurozone portfolio diversification strategy. The advantages of diversification appear to change significantly over time and from country to country. The results are also conclusive in reflecting the instability of the historical mean-variance data.展开更多
Body mass index(BMI)and breast cancer biomarkers(BCBs)such as resistin,leptin adiponectin,monocyte chemoattractant protein-1(MCP-1)and homeostasis model assessment of insulin resistance(HOMA-IR)are highly associated w...Body mass index(BMI)and breast cancer biomarkers(BCBs)such as resistin,leptin adiponectin,monocyte chemoattractant protein-1(MCP-1)and homeostasis model assessment of insulin resistance(HOMA-IR)are highly associated with each other.The report has focused the inter-relationship between BMI and BCBs based on probabilistic modeling.It has been shown that mean BMI is directly associated with leptin(P<0.0001)and MCP-1(P=0.0002),while it is inversely associated with adiponectin(P=0.0003),HOMA-IR(P<0.0001),and it is higher for healthy women(P=0.0116)than breast cancer women.In addition,variance of BMI is inversely associated with resistin(P=0.1450).On the other hand,mean MCP-1 is directly associated with BMI(P<0.0001).Mean resistin is directly associated with the interaction effect of BMI and leptin(BMI^*Leptin)(P=0.0415),while its variance is directly associated with BMI(P=0.0942),and it is inversely associated with BMI*Adiponectin(P=0.1518).Leptin is directly associated with BMI(P<0.0001).Also adiponectin is inversely associated with BMI(P<0.0001),BMI*Leptin(P=0.1729),while it is directly associated with Age^*BMI(P=0.0017)and BMI^*Resistin(P=0.0615).It can be concluded that BMI and BCBs are strongly associated with each other.Care should be taken on BMI for breast cancer women.展开更多
Anderson-Darling （AD） sensing, characteristic function （CF） sensing and order statistic （OS） sensing are three common spectrum sensing （SS） methods based on goodness of fit （GOF） testing. However, AD and OS ...Anderson-Darling （AD） sensing, characteristic function （CF） sensing and order statistic （OS） sensing are three common spectrum sensing （SS） methods based on goodness of fit （GOF） testing. However, AD and OS sensing needs the prior information of noise variance; CF and OS sensing have high computation complexity. To circumvent those difficulties, in this paper, the ratio of the mean square to variance （RM2V） of the samples, after deriving its probability density function （PDF）, is employed as a test statistic to detect the availability of the vacant spectrum in the cognitive radio （CR） system. Then a blind SS method based on RM2V is proposed, which is dubbed as RM2V sensing, and its exact theoretical threshold is obtained via the derived PDF of RM2V. The performance of RM2V sensing is evaluated by theoretical analysis and Monte Carlo simulations. Comparing with the conventional energy detection （ED）, AD, CF and OS sensing, RM2V sensing, with no need of noise variance, has advantages from the aspect of computation complexity and detection performance.展开更多
Joint location and scale models of the skew-normal distribution provide useful ex- tension for joint mean and variance models of the normal distribution when the data set under consideration involves asymmetric outcom...Joint location and scale models of the skew-normal distribution provide useful ex- tension for joint mean and variance models of the normal distribution when the data set under consideration involves asymmetric outcomes. This paper focuses on the maximum likelihood estimation of joint location and scale models of the skew-normal distribution. The proposed procedure can simultaneously estimate parameters in the location model and the scale model. Simulation studies and a real example are used to illustrate the proposed methodologies.展开更多
To gain a deep insight into the hot drawing process of aluminum alloy sheet, simulations of cylindrical cup drawing at elevated temperatures were carried out with experimental validation. The influence of four importa...To gain a deep insight into the hot drawing process of aluminum alloy sheet, simulations of cylindrical cup drawing at elevated temperatures were carried out with experimental validation. The influence of four important process parameters, namely,punch velocity, blank holder force(BHF), friction coefficient and initial forming temperature of blank on drawing characteristics(i.e.minimum thickness and thickness deviation) was investigated with the help of design of experiments(DOE), analysis of variance(ANOVA) and analysis of mean(ANOM). Based on the results of ANOVA, it is shown that the blank holder force has the greatest influence on minimum thickness. The importance of punch velocity for thickness deviation is 44.35% followed by BHF of 24.88%,friction coefficient of 15.77% and initial forming temperature of blank of 14.995%. After determining the significance of each factor on forming characteristics, how the individual parameter affects characteristics was further analyzed by ANOM.展开更多
More methods can be used to remove the additive noise, such as the Mean of Least Variance (MLV) filter. When the signal is noised by the multiplicative noise, it is difficult to remove. The paper presents an improved ...More methods can be used to remove the additive noise, such as the Mean of Least Variance (MLV) filter. When the signal is noised by the multiplicative noise, it is difficult to remove. The paper presents an improved filter to remove multiplicative noise by changing the multiplicative noise to the additive noise, and then using the MLV-like to remove the additive noise. The simulation results show that the performance is better than Minimum Coefficient of Variation (MCV) filter and MLV filter. Both one-dimension and image experiments demonstrate its theoretical performance.展开更多
It was suggested by Pantanen that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan[2] and Rao[3] et al. discussed this inefficiency and it's bound later. In this...It was suggested by Pantanen that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan[2] and Rao[3] et al. discussed this inefficiency and it's bound later. In this paper we propose a new inefficiency of the least squares estimator with the measure of generalized variance and obtain its bound.展开更多
The effect of sealed or unsealed road pavements on motorist’s injury severities has not been extensively explored.This study collected a four-year crash dataset(2015–2018)from South Australia to explore this issue.T...The effect of sealed or unsealed road pavements on motorist’s injury severities has not been extensively explored.This study collected a four-year crash dataset(2015–2018)from South Australia to explore this issue.The data shows 3,812 and 1,086 crashes at sealed and unsealed pavement surfaces,respectively,during those years.This study examines the consequence of sealed and unsealed pavements on driver injury severity outcomes of motor vehicle crashes.A mixed logit model was developed by accounting for heterogeneity in means and variances of the random parameters.The variables were distributed among several categories:driver,temporal,spatial,roadway characteristics,crash type,vehicle type,and vehicle movement.Four random parameters were observed in the sealed model,whereas five parameters were in the unsealed one.Moreover,the sealed pavements model showed substantial heterogeneity in means of four of the random parameters,while the unsealed pavements model has some heterogeneity in both means and variances of some of the random parameters.Marginal effect results indicate that two indicator variables have enlarged the likelihood of driver severe injury consequences in sealed,alcohol involvement and posted speed limit>100 km/hr.Additionally,four other significant variables sustain the probability of severe injury outcomes at unsealed pavement like male drivers,middle-aged drivers,rollover crash types,and crashes at straight roads.Based on these variables,various countermeasures were recommended to enhance the safety of both types of pavements.展开更多
基金National Natural Science Foundation of China[Grant numbers 12271286,11931001 and 11771241].
文摘Cui and Zhong(2019),(Computational Statistics&Data Analysis,139,117–133)proposed a test based on the mean variance(MV)index to test independence between a categorical random variable Y with R categories and a continuous random variable X.They ingeniously proved the asymptotic normality of the MV test statistic when R diverges to infinity,which brings many merits to the MV test,including making it more convenient for independence testing when R is large.This paper considers a new test called the integral Pearson chi-square(IPC)test,whose test statistic can be viewed as a modified MV test statistic.A central limit theorem of the martin-gale difference is used to show that the asymptotic null distribution of the standardized IPC test statistic when R is diverging is also a normal distribution,rendering the IPC test sharing many merits with the MV test.As an application of such a theoretical finding,the IPC test is extended to test independence between continuous random variables.The finite sample performance of the proposed test is assessed by Monte Carlo simulations,and a real data example is presented for illustration.
基金The authors gratefully acknowledge the support of the National Natural Science Foundation of China(No.11574250).
文摘Underwater acoustic signal processing is one of the research hotspots in underwater acoustics.Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing.Owing to the complexity of marine environment and the particularity of underwater acoustic channel,noise reduction of underwater acoustic signals has always been a difficult challenge in the field of underwater acoustic signal processing.In order to solve the dilemma,we proposed a novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise(CEEMDAN),minimum mean square variance criterion(MMSVC) and least mean square adaptive filter(LMSAF).This noise reduction technique,named CEEMDAN-MMSVC-LMSAF,has three main advantages:(i) as an improved algorithm of empirical mode decomposition(EMD) and ensemble EMD(EEMD),CEEMDAN can better suppress mode mixing,and can avoid selecting the number of decomposition in variational mode decomposition(VMD);(ii) MMSVC can identify noisy intrinsic mode function(IMF),and can avoid selecting thresholds of different permutation entropies;(iii) for noise reduction of noisy IMFs,LMSAF overcomes the selection of deco mposition number and basis function for wavelet noise reduction.Firstly,CEEMDAN decomposes the original signal into IMFs,which can be divided into noisy IMFs and real IMFs.Then,MMSVC and LMSAF are used to detect identify noisy IMFs and remove noise components from noisy IMFs.Finally,both denoised noisy IMFs and real IMFs are reconstructed and the final denoised signal is obtained.Compared with other noise reduction techniques,the validity of CEEMDAN-MMSVC-LMSAF can be proved by the analysis of simulation signals and real underwater acoustic signals,which has the better noise reduction effect and has practical application value.CEEMDAN-MMSVC-LMSAF also provides a reliable basis for the detection,feature extraction,classification and recognition of underwater acoustic signals.
文摘The purpose of this paper is to obtain the expression of the sample mean difference variance of the Student’s distributive model. In the 2007 the study of the mean difference variance, after some decades, was resumed by Campobasso</span><span style="font-family:Verdana;"> [1]</span><span style="font-family:Verdana;">. Using the Nair’s </span><span style="font-family:Verdana;">[2]</span><span style="font-family:Verdana;"> and Lomnicki’s general results</span><span style="font-family:Verdana;"> [3]</span><span style="font-family:Verdana;">, he obtained the variance of sample mean difference for different distributive models (Laplace</span><span style="font-family:Verdana;">’</span><span style="font-family:Verdana;">s, triangular, power, logit, Pareto</span><span style="font-family:Verdana;">’</span><span style="font-family:Verdana;">s and Gumbel’s model). In addition he extended the knowledge comparing to the ones already known for the other distributive model (normal, rectangular and exponential model).
文摘The onset of the COVID-19 pandemic significantly altered global mobility patterns,leading to a marked decrease in travel activities worldwide.In the United States,travel demand fell notably,contributing to a 22%reduction in overall crashes in 2020 compared to the prior year.In Oregon,vehicle miles traveled(VMT)dropped by 10.8%,and crashes decreased by 23.9%,yet fatalities increased by 2.63%.This rise in fatal crashes is linked to altered driving behavior,including aggressive,distracted,and impaired driving.This study investigates factors related to risky driving behavior-induced crashes in Oregon during the pandemic.Utilizing a random parameter multinomial logit model that accommodates heterogeneity,we found significant correlations between reckless behaviors,such as driving without a license,speeding,and neglecting to use restraints,and the severity of injuries.Our findings indicate temporal instability in factors contributing to injury severity.In 2019,severe inju-ries were more common in crashes involving drug use,drivers aged 45–54,and in speed zones of 45–55 mph(1 mph=1.609344 km/h).In 2020,young drivers under 25 and night-time crashes on lit streets were more likely to result in severe injuries.This research sheds light on the impact of COVID-19 on driver behavior and injury severity,particularly concerning aggressive driving.The identified risk factors are crucial for state and federal agencies to enhance road safety measures and ensure safer environments for all road users.
文摘The paper aims at verifying if there still are advantages in diversification inside the Eurozone despite the economic and monetary unification process. The results show unambiguously that notwithstanding the high degree of correlation between the Eurozone stock markets, opportunities for diversification still exist. The introduction of constraints on short selling significantly reduces these benefits. Investors from the European leading countries would have greatly benefitted from a Eurozone portfolio diversification strategy. The advantages of diversification appear to change significantly over time and from country to country. The results are also conclusive in reflecting the instability of the historical mean-variance data.
文摘Body mass index(BMI)and breast cancer biomarkers(BCBs)such as resistin,leptin adiponectin,monocyte chemoattractant protein-1(MCP-1)and homeostasis model assessment of insulin resistance(HOMA-IR)are highly associated with each other.The report has focused the inter-relationship between BMI and BCBs based on probabilistic modeling.It has been shown that mean BMI is directly associated with leptin(P<0.0001)and MCP-1(P=0.0002),while it is inversely associated with adiponectin(P=0.0003),HOMA-IR(P<0.0001),and it is higher for healthy women(P=0.0116)than breast cancer women.In addition,variance of BMI is inversely associated with resistin(P=0.1450).On the other hand,mean MCP-1 is directly associated with BMI(P<0.0001).Mean resistin is directly associated with the interaction effect of BMI and leptin(BMI^*Leptin)(P=0.0415),while its variance is directly associated with BMI(P=0.0942),and it is inversely associated with BMI*Adiponectin(P=0.1518).Leptin is directly associated with BMI(P<0.0001).Also adiponectin is inversely associated with BMI(P<0.0001),BMI*Leptin(P=0.1729),while it is directly associated with Age^*BMI(P=0.0017)and BMI^*Resistin(P=0.0615).It can be concluded that BMI and BCBs are strongly associated with each other.Care should be taken on BMI for breast cancer women.
基金supported by Natural Science Foundation of China(6127127661301091)Natural Science Foundation of Shaanxi Province(2014JM8299)
文摘Anderson-Darling （AD） sensing, characteristic function （CF） sensing and order statistic （OS） sensing are three common spectrum sensing （SS） methods based on goodness of fit （GOF） testing. However, AD and OS sensing needs the prior information of noise variance; CF and OS sensing have high computation complexity. To circumvent those difficulties, in this paper, the ratio of the mean square to variance （RM2V） of the samples, after deriving its probability density function （PDF）, is employed as a test statistic to detect the availability of the vacant spectrum in the cognitive radio （CR） system. Then a blind SS method based on RM2V is proposed, which is dubbed as RM2V sensing, and its exact theoretical threshold is obtained via the derived PDF of RM2V. The performance of RM2V sensing is evaluated by theoretical analysis and Monte Carlo simulations. Comparing with the conventional energy detection （ED）, AD, CF and OS sensing, RM2V sensing, with no need of noise variance, has advantages from the aspect of computation complexity and detection performance.
基金Supported by the National Natural Science Foundation of China(11261025,11201412)the Natural Science Foundation of Yunnan Province(2011FB016)the Program for Middle-aged Backbone Teacher,Yunnan University
文摘Joint location and scale models of the skew-normal distribution provide useful ex- tension for joint mean and variance models of the normal distribution when the data set under consideration involves asymmetric outcomes. This paper focuses on the maximum likelihood estimation of joint location and scale models of the skew-normal distribution. The proposed procedure can simultaneously estimate parameters in the location model and the scale model. Simulation studies and a real example are used to illustrate the proposed methodologies.
基金Project(2009ZX04014-074)supported by the National High Technology Research and Development Program of ChinaProject(20120006110017)supported by Doctoral Fund Program of Ministry of Education of ChinaProject(P2014-15)supported by State Key Laboratory of Materials Processing and Die & Mould Technology(Huazhong University of Science and Technology),China
文摘To gain a deep insight into the hot drawing process of aluminum alloy sheet, simulations of cylindrical cup drawing at elevated temperatures were carried out with experimental validation. The influence of four important process parameters, namely,punch velocity, blank holder force(BHF), friction coefficient and initial forming temperature of blank on drawing characteristics(i.e.minimum thickness and thickness deviation) was investigated with the help of design of experiments(DOE), analysis of variance(ANOVA) and analysis of mean(ANOM). Based on the results of ANOVA, it is shown that the blank holder force has the greatest influence on minimum thickness. The importance of punch velocity for thickness deviation is 44.35% followed by BHF of 24.88%,friction coefficient of 15.77% and initial forming temperature of blank of 14.995%. After determining the significance of each factor on forming characteristics, how the individual parameter affects characteristics was further analyzed by ANOM.
基金Partly supported by the National Natural Science Foundation of China(No.60133010)Natural Science Foundation of Education Department of Shaanxi Province(No.05JK312)Natural Science Foundation of Xianyang Normal University(No.04XSYK101)
文摘More methods can be used to remove the additive noise, such as the Mean of Least Variance (MLV) filter. When the signal is noised by the multiplicative noise, it is difficult to remove. The paper presents an improved filter to remove multiplicative noise by changing the multiplicative noise to the additive noise, and then using the MLV-like to remove the additive noise. The simulation results show that the performance is better than Minimum Coefficient of Variation (MCV) filter and MLV filter. Both one-dimension and image experiments demonstrate its theoretical performance.
文摘It was suggested by Pantanen that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan[2] and Rao[3] et al. discussed this inefficiency and it's bound later. In this paper we propose a new inefficiency of the least squares estimator with the measure of generalized variance and obtain its bound.
文摘The effect of sealed or unsealed road pavements on motorist’s injury severities has not been extensively explored.This study collected a four-year crash dataset(2015–2018)from South Australia to explore this issue.The data shows 3,812 and 1,086 crashes at sealed and unsealed pavement surfaces,respectively,during those years.This study examines the consequence of sealed and unsealed pavements on driver injury severity outcomes of motor vehicle crashes.A mixed logit model was developed by accounting for heterogeneity in means and variances of the random parameters.The variables were distributed among several categories:driver,temporal,spatial,roadway characteristics,crash type,vehicle type,and vehicle movement.Four random parameters were observed in the sealed model,whereas five parameters were in the unsealed one.Moreover,the sealed pavements model showed substantial heterogeneity in means of four of the random parameters,while the unsealed pavements model has some heterogeneity in both means and variances of some of the random parameters.Marginal effect results indicate that two indicator variables have enlarged the likelihood of driver severe injury consequences in sealed,alcohol involvement and posted speed limit>100 km/hr.Additionally,four other significant variables sustain the probability of severe injury outcomes at unsealed pavement like male drivers,middle-aged drivers,rollover crash types,and crashes at straight roads.Based on these variables,various countermeasures were recommended to enhance the safety of both types of pavements.
