scholarly journals A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS

2017 ◽  
Vol 47 (2) ◽  
pp. 467-499 ◽  
Author(s):  
Ambrose Lo
Keyword(s):  
Hypothesis Test ◽  
Risk Measure ◽  
Statistical Hypothesis ◽  
Counterparty Risk ◽  
Statistical Hypothesis Testing ◽  
Optimal Test ◽  
Test Function ◽  
Optimal Reinsurance ◽  
Reinsurance Treaty ◽  
Practical Constraints

AbstractThe formulation of optimal reinsurance policies that take various practical constraints into account is a problem commonly encountered by practitioners. In the context of a distortion-risk-measure-based optimal reinsurance model without moral hazard, this article introduces and employs a variation of the Neyman–Pearson Lemma in statistical hypothesis testing theory to solve a wide class of constrained optimal reinsurance problems analytically and expeditiously. Such a Neyman–Pearson approach identifies the unit-valued derivative of each ceded loss function as the test function of an appropriate hypothesis test and transforms the problem of designing optimal reinsurance contracts to one that resembles the search of optimal test functions achieved by the classical Neyman–Pearson Lemma. As an illustration of the versatility and superiority of the proposed Neyman–Pearson formulation, we provide complete and transparent solutions of several specific constrained optimal reinsurance problems, many of which were only partially solved in the literature by substantially more difficult means and under extraneous technical assumptions. Examples of such problems include the construction of the optimal reinsurance treaties in the presence of premium budget constraints, counterparty risk constraints and the optimal insurer–reinsurer symbiotic reinsurance treaty considered recently in Cai et al. (2016).

Statistical Analysis of Binder Behavior during Debinding Step in Powder Injection Molding (PIM)

2014 ◽  
Vol 970 ◽  
pp. 172-176 ◽  
Author(s):  
Parinya Chakartnarodom ◽  
Nutthita Chuankrerkkul
Keyword(s):  
Linear Regression ◽  
Injection Molding ◽  
Hypothesis Test ◽  
Powder Injection Molding ◽  
Statistical Hypothesis ◽  
Powder Injection ◽  
Dissolution Behavior ◽  
Linear Regression Method ◽  
Statistical Hypothesis Testing ◽  
Statistical Hypothesis Test

The aim of this paper is to propose the approach for applying statistical methods (linear regression and statistical hypothesis testing) to study the behavior of binder during binder removing (debinding) step in powder injection molding (PIM) and also the parameters that affect the binder removing rate. In this work, the binder system under the investigation is the composite binder of 85wt% polyethylene glycol (PEG) and 15 wt% poly (methyl methacrylate) (PMMA) where PEG can be removed from the green product by using warm water while PMMA is removed later during sintering. At 0.05 level of significance, the linear regression method and the statistical hypothesis test prove that the dissolution behavior of PEG can be described using Avarami equation. Furthermore, the dissolution rates of PEG were independent of all parameters used in this study including binder contents in the green products, temperatures, and powder sizes.

scholarly journals MotiMul: A significant discriminative sequence motif discovery algorithm with multiple testing correction

2020 ◽  
Author(s):  
Koichi Mori ◽  
Haruka Ozaki ◽  
Tsukasa Fukunaga
Keyword(s):  
Multiple Testing ◽  
Statistical Power ◽  
Motif Discovery ◽  
Hypothesis Test ◽  
Error Rates ◽  
Statistical Hypothesis ◽  
Sequence Motif ◽  
Sequence Motifs ◽  
Statistical Hypothesis Testing ◽  
Multiple Testing Correction

AbstractSequence motifs play essential roles in intermolecular interactions such as DNA-protein interactions. The discovery of novel sequence motifs is therefore crucial for revealing gene functions. Various bioinformatics tools have been developed for finding sequence motifs, but until now there has been no software based on statistical hypothesis testing with statistically sound multiple testing correction. Existing software therefore could not control for the type-1 error rates. This is because, in the sequence motif discovery problem, conventional multiple testing correction methods produce very low statistical power due to overly-strict correction. We developed MotiMul, which comprehensively finds significant sequence motifs using statistically sound multiple testing correction. Our key idea is the application of Tarone’s correction, which improves the statistical power of the hypothesis test by ignoring hypotheses that never become statistically significant. For the efficient enumeration of the significant sequence motifs, we integrated a variant of the PrefixSpan algorithm with Tarone’s correction. Simulation and empirical dataset analysis showed that MotiMul is a powerful method for finding biologically meaningful sequence motifs. The source code of MotiMul is freely available at https://github.com/ko-ichimo-ri/MotiMul.

PENGARUH MODEL PEMBELAJARAN TALKING STICK DENGAN METODE MATH MAGIC TERHADAP HASIL BELAJAR MATEMATIKA PADA POKOK BAHASAN KUBUS DAN BALOK DI KELAS V SD NEGERI 067849 MEDAN

2019 ◽  
Vol 8 (2) ◽  
Author(s):  
Lailatun Nur Kamalia Siregar
Keyword(s):  
Experimental Design ◽  
Learning Outcomes ◽  
Quantitative Research ◽  
Hypothesis Test ◽  
Mathematics Learning ◽  
Population Sample ◽  
T Test ◽  
Statistical Hypothesis ◽  
Statistical Hypothesis Testing ◽  
Average Average

This study aims to determine the effect of significant between learning models talking stick method to the magic math mathematics learning outcomes in the classroom digunaakan V. This type of research is quantitative research with experimental methods of classic experimental design types (classical experimental design), which was held in Elementary School 067849 Medan. The population in this study consisted of all students in fifth grade elementary totaling 82 people, and also the whole population sample. The research instruments used were pretest and posttest. Statistical hypothesis testing formula used t-test, and the results of hypothesis test obtained by the average - average grade control = 67, average - average class experiment = 76, and t test with a value of t = 2.32> t table = 1.990. So we concluded that Ho is rejected and Ha accepted, which means there is significant influence between the learning model talking stick method on learning outcomes magic math mathematics on the subject of cubes and blocks class V SD Negeri 067849 Medan.

Cost-Benefit Analysis as a Statistical Hypothesis Test: An Example from Urban Transportation

1970 ◽  
Vol 2 (3) ◽  
pp. 323-339
Author(s):  
J. O. Ledyard
Keyword(s):  
Cost Benefit Analysis ◽  
Hypothesis Test ◽  
Urban Transportation ◽  
Cost Benefit ◽  
Single Equation ◽  
Transportation System ◽  
Transportation Systems ◽  
Statistical Hypothesis ◽  
Statistical Hypothesis Testing ◽  
Statistical Hypothesis Test

A method to evaluate the estimated social benefits and costs of many urban transportation decisions is presented, based on the techniques of statistical hypothesis testing. After a slight critique of current practice in cost-benefit analyses, a general equilibrium model is formulated that includes many of the relevant variables and decisions which interact with an urban transportation system. The model is based on individual behavior assumptions (as opposed to macro-behavior) and uses the concept that commodities provide attributes. The significant omissions are mentioned and discussed. It is next shown that if the model is true, then hypotheses involving the Pareto-superiority (and Pareto-optimality) of various decisions with respect to transportation systems imply hypotheses restricting the values of parameters of a single linear equation. This allows the testing (i.e. falsification) of the original hypotheses by using the familiar T and F tests of regression analysis. These tests are based on a single-equation regression only using observations on the rates of use of, the attributes provided by, and the inputs to, the transportation system. The simplicity of the tests seems to indicate that revisions of the model towards reality would be very productive.

Parameter Estimation for Industrial Servomotor by Using Statistical Hypothesis Test

2019 ◽  
Vol 19 (2) ◽  
pp. 134-140
Author(s):  
Baek-Ju Sung ◽  
Sung-kyu Lee ◽  
Mu-Seong Chang ◽  
Do-Sik Kim
Keyword(s):  
Parameter Estimation ◽  
Hypothesis Test ◽  
Statistical Hypothesis ◽  
Statistical Hypothesis Test

scholarly journals Thermodynamics of order and randomness in dopant distributions inferred from atomically resolved imaging

2021 ◽  
Vol 7 (1) ◽  
Author(s):  
Lukas Vlcek ◽  
Shize Yang ◽  
Yongji Gong ◽  
Pulickel Ajayan ◽  
Wu Zhou ◽  
...  
Keyword(s):  
Effective Interaction ◽  
Mean Field ◽  
Interaction Model ◽  
Optimization Techniques ◽  
Statistical Hypothesis ◽  
Structure Property ◽  
Statistical Hypothesis Testing ◽  
Stochastic Representation ◽  
Scanning Transmission ◽  
Complex Structural

AbstractExploration of structure-property relationships as a function of dopant concentration is commonly based on mean field theories for solid solutions. However, such theories that work well for semiconductors tend to fail in materials with strong correlations, either in electronic behavior or chemical segregation. In these cases, the details of atomic arrangements are generally not explored and analyzed. The knowledge of the generative physics and chemistry of the material can obviate this problem, since defect configuration libraries as stochastic representation of atomic level structures can be generated, or parameters of mesoscopic thermodynamic models can be derived. To obtain such information for improved predictions, we use data from atomically resolved microscopic images that visualize complex structural correlations within the system and translate them into statistical mechanical models of structure formation. Given the significant uncertainties about the microscopic aspects of the material’s processing history along with the limited number of available images, we combine model optimization techniques with the principles of statistical hypothesis testing. We demonstrate the approach on data from a series of atomically-resolved scanning transmission electron microscopy images of MoxRe1-xS2 at varying ratios of Mo/Re stoichiometries, for which we propose an effective interaction model that is then used to generate atomic configurations and make testable predictions at a range of concentrations and formation temperatures.

scholarly journals Cutaneous Squamous Cell Carcinoma in Patients with Hidradenitis Suppurativa

Cancers ◽  
2021 ◽  
Vol 13 (5) ◽  
pp. 1153
Author(s):  
Elysia Racanelli ◽  
Abdulhadi Jfri ◽  
Amnah Gefri ◽  
Elizabeth O’Brien ◽  
Ivan Litvinov ◽  
...  
Keyword(s):  
Squamous Cell Carcinoma ◽  
Cell Carcinoma ◽  
Squamous Cell ◽  
Hidradenitis Suppurativa ◽  
Case Reports ◽  
Rare Complication ◽  
Cox Proportional Hazards ◽  
Cutaneous Squamous Cell Carcinoma ◽  
Statistical Hypothesis ◽  
Statistical Hypothesis Testing

Background: Cutaneous squamous cell carcinoma (cSCC) is a rare complication of hidradenitis suppurativa (HS). Objectives: To conduct a systematic review and an individual patient data (IPD) meta-analysis to describe the clinical characteristics of HS patients developing cSCC and determine predictors of poor outcome. Methods: Medline/PubMed, Embase, and Web of Science were searched for studies reporting cSCC arising in patients with HS from inception to December 2019. A routine descriptive analysis, statistical hypothesis testing, and Kaplan–Meier survival curves/Cox proportional hazards regression models were performed. Results: A total of 34 case reports and series including 138 patients were included in the study. The majority of patients were males (81.6%), White (83.3%), and smokers (n = 22/27 reported) with a mean age of 53.5 years. Most patients had gluteal (87.8%), Hurley stage 3 HS (88.6%). The mean time from the diagnosis of HS to the development of cSCC was 24.7 years. Human papillomavirus was identified in 12/38 patients tested. Almost 50% of individuals had nodal metastasis and 31.3% had distant metastases. Half of the patients succumbed to their disease. Conclusions: cSCC is a rare but life-threatening complication seen in HS patients, mainly occurring in White males who are smokers with severe, long-standing gluteal HS. Regular clinical examination and biopsy of any suspicious lesions in high-risk patients should be considered. The use of HPV vaccination as a preventive and possibly curative method needs to be explored.

scholarly journals sepal: identifying transcript profiles with spatial patterns by diffusion-based modeling

2021 ◽  
Author(s):  
Alma Andersson ◽  
Joakim Lundeberg
Keyword(s):  
Spatial Patterns ◽  
Expression Profiles ◽  
Synthetic Data ◽  
Real Data ◽  
Cell Types ◽  
Statistical Hypothesis ◽  
Supplementary Information ◽  
Statistical Hypothesis Testing ◽  
Transcriptomics Data ◽  
Transcript Profiles

Abstract Motivation Collection of spatial signals in large numbers has become a routine task in multiple omics-fields, but parsing of these rich datasets still pose certain challenges. In whole or near-full transcriptome spatial techniques, spurious expression profiles are intermixed with those exhibiting an organized structure. To distinguish profiles with spatial patterns from the background noise, a metric that enables quantification of spatial structure is desirable. Current methods designed for similar purposes tend to be built around a framework of statistical hypothesis testing, hence we were compelled to explore a fundamentally different strategy. Results We propose an unexplored approach to analyze spatial transcriptomics data, simulating diffusion of individual transcripts to extract genes with spatial patterns. The method performed as expected when presented with synthetic data. When applied to real data, it identified genes with distinct spatial profiles, involved in key biological processes or characteristic for certain cell types. Compared to existing methods, ours seemed to be less informed by the genes’ expression levels and showed better time performance when run with multiple cores. Availabilityand implementation Open-source Python package with a command line interface (CLI), freely available at https://github.com/almaan/sepal under an MIT licence. A mirror of the GitHub repository can be found at Zenodo, doi: 10.5281/zenodo.4573237. Supplementary information Supplementary data are available at Bioinformatics online.

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