In this paper, we define the Weibull kernel and use it to nonparametric estimation of the probability density function (pdf) and the hazard rate function for independent and identically distributed (iid) data. The bia...In this paper, we define the Weibull kernel and use it to nonparametric estimation of the probability density function (pdf) and the hazard rate function for independent and identically distributed (iid) data. The bias, variance and the optimal bandwidth of the proposed estimator are investigated. Moreover, the asymptotic normality of the proposed estimator is investigated. The performance of the proposed estimator is tested using simulation study and real data.展开更多
A mature mathematical technique called copula joint function is introduced in this paper, which is commonly used in the financial risk analysis to estimate uncertainty. The joint function is generalized to the n-dimen...A mature mathematical technique called copula joint function is introduced in this paper, which is commonly used in the financial risk analysis to estimate uncertainty. The joint function is generalized to the n-dimensional Frank’s copula. In addition, we adopt two attenuation models proposed by YU and Boore et al, respectively, and construct a two-dimensional copula joint probabilistic function as an example to illustrate the uncertainty treatment at low probability. The results show that copula joint function gives us a better prediction of peak ground motion than that resultant from the simple linear weight technique which is commonly used in the traditional logic-tree treatment of model uncertainties. In light of widespread application in the risk analysis from financial investment to insurance assessment, we believe that the copula-based technique will have a potential application in the seismic hazard analysis.展开更多
Some equivalent conditions on the classes of lighted-tailed and heavily heavy-tailed and lightly heavy-tailed d.f.s are introduced.The limit behavior of xα(x) and e λx(x) are discussed.Some properties of the subcla...Some equivalent conditions on the classes of lighted-tailed and heavily heavy-tailed and lightly heavy-tailed d.f.s are introduced.The limit behavior of xα(x) and e λx(x) are discussed.Some properties of the subclass DKc and subclass DK 1 are obtained.展开更多
In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an i...In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an infinite number of results that can be observed by the principal.This principal-agent problem has an infinite number of incentive-compatibility constraints,and we transform it into an optimization problem with an infinite number of constraints called a semi-infinite programming problem.We then propose an exterior penalty function method to find the optimal solution to this semi-infinite programming and illustrate the convergence of this algorithm.By analyzing the optimal solution obtained by the proposed penalty function method,we can obtain the optimal incentive mechanism for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard.展开更多
Background: Occupational health is an important consideration, especially for people that work in an environment with pollutants. Gasoline attendants are individuals that work in filling stations. They are constantly ...Background: Occupational health is an important consideration, especially for people that work in an environment with pollutants. Gasoline attendants are individuals that work in filling stations. They are constantly exposed to gasoline fumes and automobile engine products from vehicle exhaust. This increases the risk of acute and chronic respiratory diseases and carcinogenesis among them. The risk of health complications tends to increase with the duration of exposure. The study aimed to determine the proportion of gasoline attendants with lung function impairment. Methods and Materials: Two hundred and eight eligible participants were recruited for this study. A cross-sectional analytical study was carried out in Esan West local government area of Edo state, Nigeria. The study was carried out for a period of six months from December 2015 to May 2016. A questionnaire was used to obtain information on demographic characteristics, work history, mode of exposure and duration of exposure to petrol fumes. Lung function was assessed using a DTspiro spirometer (Model POP 10. Serial no 110843-005);also the anthropometric parameters of the respondent were measured. Statistical analysis was done using IBM SPSS version 20.0. Frequency and percentages were used to present categorical data. The mean and standard deviation of continuous variables were calculated and compared using the student’s t-test. The criteria of significant association were assumed for a p-value less than 0.05. Results: A total of one hundred and forty petrol pump attendants and one hundred and forty controls participated in this study. The mean age for petrol pump attendants was 24 ± 3.1 years and 23 ± 2.8 years for the control group. There were no significant differences in the gender distribution and anthropometric parameters as observed in this study. The lung impairment pattern observed in this study was obstructive in twelve (8.6%) gasoline pump attendants and restrictive pattern in thirty-nine (27.9%) gasoline pump attendants, while only four (2.9%) had an obstructive pattern and twelve (8.6%) had a restrictive pattern of lung impairment among the control group. This implies that a restrictive pattern was predominant. This study also observed that there was an increase in the number of gasoline pump attendants with declined lung function compared to the control group. Conclusion: Restrictive pattern of lung impairment was more predominant than the obstructive pattern among gasoline pump attendants. As a result, public health interventions should be instituted among these individuals, especially in developing countries.展开更多
Background: Occupational health is an important consideration, especially for people that work in an environment with pollutants. Gasoline attendants are individuals that work in filling stations. They are constantly ...Background: Occupational health is an important consideration, especially for people that work in an environment with pollutants. Gasoline attendants are individuals that work in filling stations. They are constantly exposed to gasoline fumes and automobile engine products from vehicle exhaust. This increases the risk of acute and chronic respiratory diseases and carcinogenesis among them. The risk of health complications tends to increase with the duration of exposure. The study aimed to determine the proportion of gasoline attendants with lung function impairment. Methods and Materials: Two hundred and eight eligible participants were recruited for this study. A cross-sectional analytical study was carried out in Esan West local government area of Edo state, Nigeria. The study was carried out for a period of six months from December 2015 to May 2016. A questionnaire was used to obtain information on demographic characteristics, work history, mode of exposure and duration of exposure to petrol fumes. Lung function was assessed using a DTspiro spirometer (Model POP 10. Serial no 110843-005);also the anthropometric parameters of the respondent were measured. Statistical analysis was done using IBM SPSS version 20.0. Frequency and percentages were used to present categorical data. The mean and standard deviation of continuous variables were calculated and compared using the student’s t-test. The criteria of significant association were assumed for a p-value less than 0.05. Results: A total of one hundred and forty petrol pump attendants and one hundred and forty controls participated in this study. The mean age for petrol pump attendants was 24 ± 3.1 years and 23 ± 2.8 years for the control group. There were no significant differences in the gender distribution and anthropometric parameters as observed in this study. The lung impairment pattern observed in this study was obstructive in twelve (8.6%) gasoline pump attendants and restrictive pattern in thirty-nine (27.9%) gasoline pump attendants, while only four (2.9%) had an obstructive pattern and twelve (8.6%) had a restrictive pattern of lung impairment among the control group. This implies that a restrictive pattern was predominant. This study also observed that there was an increase in the number of gasoline pump attendants with declined lung function compared to the control group. Conclusion: Restrictive pattern of lung impairment was more predominant than the obstructive pattern among gasoline pump attendants. As a result, public health interventions should be instituted among these individuals, especially in developing countries.展开更多
This study proposes a new flexible family of distributions called the Lambert-G family.The Lambert family is very flexible and exhibits desirable properties.Its three-parameter special sub-models provide all significa...This study proposes a new flexible family of distributions called the Lambert-G family.The Lambert family is very flexible and exhibits desirable properties.Its three-parameter special sub-models provide all significantmonotonic and non-monotonic failure rates.A special sub-model of the Lambert family called the Lambert-Lomax(LL)distribution is investigated.General expressions for the LL statistical properties are established.Characterizations of the LL distribution are addressed mathematically based on its hazard function.The estimation of the LL parameters is discussed using six estimation methods.The performance of this estimation method is explored through simulation experiments.The usefulness and flexibility of the LL distribution are demonstrated empirically using two real-life data sets.The LL model better fits the exponentiated Lomax,inverse power Lomax,Lomax-Rayleigh,power Lomax,and Lomax distributions.展开更多
随着科学技术的不断发展,危险品实验室的安全问题日益引起人们的关注。为了提高实验室的安全性,基于射频识别(Radio Frequency Identification,RFID)技术和紫蜂协议(ZigBee)技术设计了一种危险品实验室安全监测系统,以提高实验室的安全...随着科学技术的不断发展,危险品实验室的安全问题日益引起人们的关注。为了提高实验室的安全性,基于射频识别(Radio Frequency Identification,RFID)技术和紫蜂协议(ZigBee)技术设计了一种危险品实验室安全监测系统,以提高实验室的安全性和管理效率。该系统通过RFID标签对实验室内的危险品进行追踪和管理,利用ZigBee技术实现实时的监测和报警功能。展开更多
An accelerated proportional degradation hazards-odds model is proposed. It is a non-parametric model and thus has path- free and distribution-free properties, avoiding the errors caused by faulty assumptions of degrad...An accelerated proportional degradation hazards-odds model is proposed. It is a non-parametric model and thus has path- free and distribution-free properties, avoiding the errors caused by faulty assumptions of degradation paths or distribution of degra- dation measurements. It is established based on a link function which combines the degradation cumulative hazard rate function and the degradation odds function through a transformation pa- rameter, and this makes the accelerated proportional degradation hazards model and the accelerated proportional degradation odds model special cases of it. Hypothesis tests are discussed, and the proposed model is applicable when some model assumptions are satisfied. This model is utilized to estimate the reliability of minia- ture bulbs under low stress levels based on the degradation data obtained under high stress levels to validate the effectiveness of this model.展开更多
This study has provided a starting point for defining and working with Cox models in respect of multivariate modeling. In medical researches, there may be situations, where several risk factors potentially affect pati...This study has provided a starting point for defining and working with Cox models in respect of multivariate modeling. In medical researches, there may be situations, where several risk factors potentially affect patient prognosis, howbeit, only one or two might predict patient’s predicament. In seeking to find out which of the risk factors contribute the most to the survival times of patients, there was the need for researchers to adjust the covariates to realize their impact on survival times of patients. Aside the multivariate nature of the covariates, some covariates might be categorical while others might be quantitative. Again, there might be cases where researchers need a model that has <span style="font-family:Verdana;">the capability of extending survival analysis methods to assessing simulta</span><span style="font-family:Verdana;">neously the effect of several risk factors on survival times. This study unveiled the Cox model as a robust technique which could accomplish the aforementioned cases.</span><span style="font-family:;" "=""> </span><span style="font-family:;" "=""><span style="font-family:Verdana;">An investigation meant to evaluate the ITN-factor vis-à-vis its </span><span style="font-family:Verdana;">contribution towards death due to Malaria was exemplified with the Cox model. Data were taken from hospitals in Ghana. In doing so, we assessed hospital in-patients who reported cases of malaria (origin state) to time until death or censoring (destination stage) as a result of predictive factors (exposure to the malaria parasites) and some socioeconomic variables. We purposefully used Cox models to quantify the effect of the ITN-factor in the presence of other risk factors to obtain some measures of effect that could describe the rela</span><span style="font-family:Verdana;">tionship between the exposure variable and time until death adjusting for</span><span style="font-family:Verdana;"> other variables. PH assumption holds for all three covariates. Sex of patient was insignificant to deaths due to malaria. Age of patient and user status </span></span><span style="font-family:Verdana;">were</span><span style="font-family:Verdana;"> both significant. The magnitude of the coefficient (0.384) of ITN user status depicts its high contribution to the variation in the dependent variable.</span>展开更多
In this paper, based on random left truncated and right censored data, the authors derive strong representations of the cumulative hazard function estimator and the product-limit estimator of the survival function. wh...In this paper, based on random left truncated and right censored data, the authors derive strong representations of the cumulative hazard function estimator and the product-limit estimator of the survival function. which are valid up to a given order statistic of the observations. A precise bound for the errors is obtained which only depends on the index of the last order statistic to be included.展开更多
This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-sco...This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-score function [12] in a window around each time point. The proposed method can be easily implemented, and the resulting estimators are shown to be consistent and asymptotically normal with easily estimated variances. The simulation studies show that our estimation procedure is reliable and useful.展开更多
文摘In this paper, we define the Weibull kernel and use it to nonparametric estimation of the probability density function (pdf) and the hazard rate function for independent and identically distributed (iid) data. The bias, variance and the optimal bandwidth of the proposed estimator are investigated. Moreover, the asymptotic normality of the proposed estimator is investigated. The performance of the proposed estimator is tested using simulation study and real data.
基金Project of Institute of Crustal Dynamics, China Earthquake Administration (ZDJ2007-1)One Hundred Individual Program of Chinese Academy of Sciences (99M2009M02) National Natural Science Foundation of China (40574022)
文摘A mature mathematical technique called copula joint function is introduced in this paper, which is commonly used in the financial risk analysis to estimate uncertainty. The joint function is generalized to the n-dimensional Frank’s copula. In addition, we adopt two attenuation models proposed by YU and Boore et al, respectively, and construct a two-dimensional copula joint probabilistic function as an example to illustrate the uncertainty treatment at low probability. The results show that copula joint function gives us a better prediction of peak ground motion than that resultant from the simple linear weight technique which is commonly used in the traditional logic-tree treatment of model uncertainties. In light of widespread application in the risk analysis from financial investment to insurance assessment, we believe that the copula-based technique will have a potential application in the seismic hazard analysis.
基金Supported by the National Natural Science Foundation of China( 1 0 2 71 0 87)
文摘Some equivalent conditions on the classes of lighted-tailed and heavily heavy-tailed and lightly heavy-tailed d.f.s are introduced.The limit behavior of xα(x) and e λx(x) are discussed.Some properties of the subclass DKc and subclass DK 1 are obtained.
基金supported by National Natural Science Foundation of China(72031009 and 71871171)the National Social Science Foundation of China(20&ZD058).
文摘In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an infinite number of results that can be observed by the principal.This principal-agent problem has an infinite number of incentive-compatibility constraints,and we transform it into an optimization problem with an infinite number of constraints called a semi-infinite programming problem.We then propose an exterior penalty function method to find the optimal solution to this semi-infinite programming and illustrate the convergence of this algorithm.By analyzing the optimal solution obtained by the proposed penalty function method,we can obtain the optimal incentive mechanism for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard.
文摘Background: Occupational health is an important consideration, especially for people that work in an environment with pollutants. Gasoline attendants are individuals that work in filling stations. They are constantly exposed to gasoline fumes and automobile engine products from vehicle exhaust. This increases the risk of acute and chronic respiratory diseases and carcinogenesis among them. The risk of health complications tends to increase with the duration of exposure. The study aimed to determine the proportion of gasoline attendants with lung function impairment. Methods and Materials: Two hundred and eight eligible participants were recruited for this study. A cross-sectional analytical study was carried out in Esan West local government area of Edo state, Nigeria. The study was carried out for a period of six months from December 2015 to May 2016. A questionnaire was used to obtain information on demographic characteristics, work history, mode of exposure and duration of exposure to petrol fumes. Lung function was assessed using a DTspiro spirometer (Model POP 10. Serial no 110843-005);also the anthropometric parameters of the respondent were measured. Statistical analysis was done using IBM SPSS version 20.0. Frequency and percentages were used to present categorical data. The mean and standard deviation of continuous variables were calculated and compared using the student’s t-test. The criteria of significant association were assumed for a p-value less than 0.05. Results: A total of one hundred and forty petrol pump attendants and one hundred and forty controls participated in this study. The mean age for petrol pump attendants was 24 ± 3.1 years and 23 ± 2.8 years for the control group. There were no significant differences in the gender distribution and anthropometric parameters as observed in this study. The lung impairment pattern observed in this study was obstructive in twelve (8.6%) gasoline pump attendants and restrictive pattern in thirty-nine (27.9%) gasoline pump attendants, while only four (2.9%) had an obstructive pattern and twelve (8.6%) had a restrictive pattern of lung impairment among the control group. This implies that a restrictive pattern was predominant. This study also observed that there was an increase in the number of gasoline pump attendants with declined lung function compared to the control group. Conclusion: Restrictive pattern of lung impairment was more predominant than the obstructive pattern among gasoline pump attendants. As a result, public health interventions should be instituted among these individuals, especially in developing countries.
文摘Background: Occupational health is an important consideration, especially for people that work in an environment with pollutants. Gasoline attendants are individuals that work in filling stations. They are constantly exposed to gasoline fumes and automobile engine products from vehicle exhaust. This increases the risk of acute and chronic respiratory diseases and carcinogenesis among them. The risk of health complications tends to increase with the duration of exposure. The study aimed to determine the proportion of gasoline attendants with lung function impairment. Methods and Materials: Two hundred and eight eligible participants were recruited for this study. A cross-sectional analytical study was carried out in Esan West local government area of Edo state, Nigeria. The study was carried out for a period of six months from December 2015 to May 2016. A questionnaire was used to obtain information on demographic characteristics, work history, mode of exposure and duration of exposure to petrol fumes. Lung function was assessed using a DTspiro spirometer (Model POP 10. Serial no 110843-005);also the anthropometric parameters of the respondent were measured. Statistical analysis was done using IBM SPSS version 20.0. Frequency and percentages were used to present categorical data. The mean and standard deviation of continuous variables were calculated and compared using the student’s t-test. The criteria of significant association were assumed for a p-value less than 0.05. Results: A total of one hundred and forty petrol pump attendants and one hundred and forty controls participated in this study. The mean age for petrol pump attendants was 24 ± 3.1 years and 23 ± 2.8 years for the control group. There were no significant differences in the gender distribution and anthropometric parameters as observed in this study. The lung impairment pattern observed in this study was obstructive in twelve (8.6%) gasoline pump attendants and restrictive pattern in thirty-nine (27.9%) gasoline pump attendants, while only four (2.9%) had an obstructive pattern and twelve (8.6%) had a restrictive pattern of lung impairment among the control group. This implies that a restrictive pattern was predominant. This study also observed that there was an increase in the number of gasoline pump attendants with declined lung function compared to the control group. Conclusion: Restrictive pattern of lung impairment was more predominant than the obstructive pattern among gasoline pump attendants. As a result, public health interventions should be instituted among these individuals, especially in developing countries.
文摘This study proposes a new flexible family of distributions called the Lambert-G family.The Lambert family is very flexible and exhibits desirable properties.Its three-parameter special sub-models provide all significantmonotonic and non-monotonic failure rates.A special sub-model of the Lambert family called the Lambert-Lomax(LL)distribution is investigated.General expressions for the LL statistical properties are established.Characterizations of the LL distribution are addressed mathematically based on its hazard function.The estimation of the LL parameters is discussed using six estimation methods.The performance of this estimation method is explored through simulation experiments.The usefulness and flexibility of the LL distribution are demonstrated empirically using two real-life data sets.The LL model better fits the exponentiated Lomax,inverse power Lomax,Lomax-Rayleigh,power Lomax,and Lomax distributions.
文摘随着科学技术的不断发展,危险品实验室的安全问题日益引起人们的关注。为了提高实验室的安全性,基于射频识别(Radio Frequency Identification,RFID)技术和紫蜂协议(ZigBee)技术设计了一种危险品实验室安全监测系统,以提高实验室的安全性和管理效率。该系统通过RFID标签对实验室内的危险品进行追踪和管理,利用ZigBee技术实现实时的监测和报警功能。
基金supported by the postdoctoral funding at Tsinghua University
文摘An accelerated proportional degradation hazards-odds model is proposed. It is a non-parametric model and thus has path- free and distribution-free properties, avoiding the errors caused by faulty assumptions of degradation paths or distribution of degra- dation measurements. It is established based on a link function which combines the degradation cumulative hazard rate function and the degradation odds function through a transformation pa- rameter, and this makes the accelerated proportional degradation hazards model and the accelerated proportional degradation odds model special cases of it. Hypothesis tests are discussed, and the proposed model is applicable when some model assumptions are satisfied. This model is utilized to estimate the reliability of minia- ture bulbs under low stress levels based on the degradation data obtained under high stress levels to validate the effectiveness of this model.
文摘This study has provided a starting point for defining and working with Cox models in respect of multivariate modeling. In medical researches, there may be situations, where several risk factors potentially affect patient prognosis, howbeit, only one or two might predict patient’s predicament. In seeking to find out which of the risk factors contribute the most to the survival times of patients, there was the need for researchers to adjust the covariates to realize their impact on survival times of patients. Aside the multivariate nature of the covariates, some covariates might be categorical while others might be quantitative. Again, there might be cases where researchers need a model that has <span style="font-family:Verdana;">the capability of extending survival analysis methods to assessing simulta</span><span style="font-family:Verdana;">neously the effect of several risk factors on survival times. This study unveiled the Cox model as a robust technique which could accomplish the aforementioned cases.</span><span style="font-family:;" "=""> </span><span style="font-family:;" "=""><span style="font-family:Verdana;">An investigation meant to evaluate the ITN-factor vis-à-vis its </span><span style="font-family:Verdana;">contribution towards death due to Malaria was exemplified with the Cox model. Data were taken from hospitals in Ghana. In doing so, we assessed hospital in-patients who reported cases of malaria (origin state) to time until death or censoring (destination stage) as a result of predictive factors (exposure to the malaria parasites) and some socioeconomic variables. We purposefully used Cox models to quantify the effect of the ITN-factor in the presence of other risk factors to obtain some measures of effect that could describe the rela</span><span style="font-family:Verdana;">tionship between the exposure variable and time until death adjusting for</span><span style="font-family:Verdana;"> other variables. PH assumption holds for all three covariates. Sex of patient was insignificant to deaths due to malaria. Age of patient and user status </span></span><span style="font-family:Verdana;">were</span><span style="font-family:Verdana;"> both significant. The magnitude of the coefficient (0.384) of ITN user status depicts its high contribution to the variation in the dependent variable.</span>
文摘In this paper, based on random left truncated and right censored data, the authors derive strong representations of the cumulative hazard function estimator and the product-limit estimator of the survival function. which are valid up to a given order statistic of the observations. A precise bound for the errors is obtained which only depends on the index of the last order statistic to be included.
基金supported by the Fundamental Research Funds for the Central Universities (QN0914)
文摘This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-score function [12] in a window around each time point. The proposed method can be easily implemented, and the resulting estimators are shown to be consistent and asymptotically normal with easily estimated variances. The simulation studies show that our estimation procedure is reliable and useful.