mean variance and covariance

Báo cáo sinh học: " Inferences of betweenfamily components of variance and covariance among environments in balanced cross-classified designs" pps

Ngày tải lên : 14/08/2014, 19:22

... crossclassified balanced designs; and ii) the null hypothesis involving homogeneity of between-family components of variance and covariance between environments This variance- covariance structure has been ... conditioning and with respect to the mean vector p, ie: where stands for the vector of parameters involved in the matrices of betweenfamily (E and within-family (E components of variance and covariance ... involved in e and O (Mood et al, 1974) o Here e contains p(p + 3)/2 parameters corresponding to p residual components of variance and p(p + 2)/2 between-family components of variance and covariance...

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Báo cáo sinh học: "Estimating variances and covariances for bivariate animal models using scaling and transformation" pot

Ngày tải lên : 09/08/2014, 18:21

... with and var(e l ) l and var(e I and e and e are uncorrelated, and the ) e Q ’;1 fixed effects #i and (3 have no elements in common, and the random effects u , i 2 l , l u e and e normally distributed ... vectors Yl and y are of length n and n and matrices X X Z and Z are of size n t n x m and n x m Our 2 , x, l2 i x n t ,, l2l motivation was a case when a trait Yl was measured on males and y was ... measured on males and y was measured on females and there was interest in the genetic covariance between traits (0’ ) A12 and there was no environmental covariance between the records This model was...

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Báo cáo sinh học: "Prediction error variance and expected response to selection, when selection is based on the best predictor for Gaussian and threshold characters, traits following a Poisson mixed model and survival traits" potx

Ngày tải lên : 14/08/2014, 13:21

... the notation for a random variable or a random vector; and lower case letters (e.g u i and u) are used as the notation for a speciﬁc value of the random variable or the random vector In this ... sometimes use lower case letters (e.g and a) for a random variable or a random vector, and sometimes for a speciﬁc value of the random variable or the random vector The interpretation should ... r2 ] and (l3 , ∞], with r1 = l2 and r2 = l3 and with 316 I.R Korsgaard et al associated random effects u21 , u22 and u23 Animal is born in period (spent t11 units of time in this period) and...

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Báo cáo sinh học: "Estimating variances and covariances for multivariate animal models by restricted maximum likelihood" pot

Ngày tải lên : 14/08/2014, 20:20

... decomposition of the This gives with residual covariance matrix into l T Q- Using that = (Q’)- where W and rcw stand in turn for X and nf, and Z and nr, it o o that R- can be factored from the ... of residual ij covariances between traits Correspondingly, let T = {t of size rq x rq } ij denote the matrix of covariances between random effects where r denotes the number of random factors ... as the only random effects in the model, ie r = and s q(q + 1) Assume effects are ordered i according to traits within animals, and let a be the subvector for the ith animal with covariance matrix...

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Shrinkage estimation of nonlinear models and covariance matrix

Ngày tải lên : 09/09/2015, 17:55

... OF NONLINEAR MODELS AND COVARIANCE MATRIX JIANG QIAN (B.Sc and M.Sc Nanjing University) A THESIS SUBMITTED FOR THE DEGREE OF DOCTOR OF PHILOSOPHY DEPARTMENT OF STATISTICS AND APPLIED PROBABILITY ... the model and improve the estimation eﬃciency as a result Covariance matrix estimation is important in multivariate analysis with a wide area of applications For high dimensional covariance matrix ... Estimation on Covariance Matrix 96 4.1 Introduction 96 4.2 Coeﬃcients Clustering of Regression 101 4.3 Extension to the Estimation of Covariance Matrix...

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Statistical analysis on markowitz portfolio mean variance principle

Ngày tải lên : 14/09/2015, 12:42

... population mean vector µ and covariance matrix Σ in the optimal return R shown in (1.1) by their corresponding sample mean vector X and the sample covariance matrix S the “plug-in” procedure and call ... random p-vectors of iid (independent and identically distributed) entries with mean zero and variance Suppose that Xi = µ + Σ1/2 Yi where µ is an unknown p-vector and Σ is an unknown p × p covariance ... sample covariance matrix: Proposition 2.2.3 Suppose that {xjk } for j = 1, · · · , p and k = 1, · · · , n is a set of double array of iid real random variables with mean zero, variance σ and a...

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Assets performance testing with the mean variance ratio statistics

Ngày tải lên : 30/09/2015, 14:23

... performance measures, and discuss their properties In chapter three, we introduce and evaluate the statistics of Sharpe ratio and derive the new performance measure (mean- variance ratio) and UMPU tests ... and WtP is an N -dimensional standard Brownian motion under the objective probability measure P Under this model, the conditional mean of the increment dYt given Yt is µP (Yt )dt and the covariance ... preference of mean- variance ratio Suppose that there are p-branch of assets S = (s1 , , sp )T , whose returns are denoted by r = (r1 , , rp )T with mean µ = (µ1 , , µp )T and covariance matrix...

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Discrete time mean variance portfolio selection with transaction costs

Ngày tải lên : 04/10/2015, 16:03

... λ′ > P1 and B2 ≤ λ′ < P2 brings the current position in bank and stock to the buying and selling boundaries λ′ = P1 and λ′ = P2 respectively Proof In λ′ > P1 , our original position x0 and x1 ... )])2 in Markowitz’s original mean- variance formulation however, is of the form U(E[x(T )]) where U is nonlinear This posed a major difficulty to multi-period mean- variance formulations due to ... Shreve and Soner (1994) [13] Theoretical analysis on the finite horizon problem has been possible only very recently See Liu and Loewenstein (2002) [4], Dai and Yi (2006) [1] The continuous-time meanvariance...

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Báo cáo sinh học: " Bias and sampling covariances of estimates of variance components due to maternal effects" pdf

Ngày tải lên : 14/08/2014, 20:20

... correlations between &A and QM (Model 4, and 6), and 62 (Model and 5), a2 and %5 (Model 5), 62 and % (Model and 6), AM A and for Model 6), or &2 A and ûb (Model and 6) (Model and Clearly, however, ... appropriate Wishart distribution with covariance matrix M!; and f — degrees of freedom and obtaining estimates of (co )variance components and their sampling variances and correlations using the MSC ... dam-offspring covariances, namely: the &dquo;usual&dquo; covariance between a dam and her offspring raised by her, with expectation afl /2 + + or2 /2 + aI c E UAM/ the covariance between a dam and her...

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Estimation of mean and variance response surfaces in robust parameter design

Ngày tải lên : 05/10/2015, 21:29

... estimating the means and variances of the noise variables on the estimated mean and variance models is investigated In addition, the variances of the estimators for the mean and variance models ... of the Estimators for the Mean and Variance Models 33 2.5.1 Bias and Variance of the Estimator for the Mean Model 33 2.5.2 Bias and Variances of the Estimators for the Variance Model 37 2.5.3 Discussion ... literature, the means and covariances of the noise variables are typically assumed known This ignores the possibility that standard experimentation and estimation of the mean and variance models...

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Linear Minimum Mean-Square-Error Transceiver Design for Amplify-and-Forward Multiple Antenna Relaying Systems

Ngày tải lên : 20/11/2012, 11:31

... independent and identically distributed (i.i.d.) Gaussian random variables with zero mean and unit variance The MR × MR matrix Σsr and NS × NS matrix ΨT are the row sr and column covariance matrices ... and NR × NR matrix ΨT are the row and column rd covariance matrices of ∆Hrd , respectively It is assumed that Hsr and Hrd are estimated independently, so the channel estimation errors, ∆Hsr and ... LTE, IMT-Advanced and Winner project [3, 4] Generally speaking, there are three kinds of cooperative protocols: amplify-andforward (AF), decode -andforward (DF) and compress -andforward (CF) For...

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Tài liệu The Golden Mean and the Physics of Aesthetics pdf

Ngày tải lên : 19/02/2014, 17:20

... all formation striving to beauty and totality in the realm of nature and in the field of the pictorial arts.” Two prominent 20th century architects, Ernst Neufert and Le Corbusier, used this ratio ... mathematical properties, and its propensity to pop up where least expected in natural phenomena, I believe that we should abandon its application as some sort of universal standard for ‘beauty,’ ... was presented by Gopāla (c 1135) and the polymath Hemacandra Sūrī (10891172) If we assume that long syllables take twice as long to say as short ones, Hemachandra (to use the more common spelling...

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Báo cáo " Analysis and identification of multi-variate random pressure fields using covariance and spectral proper transformations " pdf

Ngày tải lên : 05/03/2014, 14:20

... troublesome and difficulties in interpreting theses results In this paper, the POD based spectral and covariance matrices of the random field will be presented Both covariance- based and spectral-based ... 24 (2008) 209-222 Results and discussion 5.1 Analysis on covariance matrix branch Eigenvalues and eigenvectors (covariance pressure modes) have been determined from covariance matrix of chordwise ... Synthesis and identification of random pressure field Firstly, effects of basic and cumulative covariance modes on the synthesis of the unsteady pressure fields, as well as role of the first covariance...

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Looking to the Future - What Does Transformation Mean for Military Manpower and Personnel Policy pdf

Ngày tải lên : 29/03/2014, 16:20

... identified six major goals: • Protect the U.S homeland and bases overseas and defeat weapons of mass destruction and their means of delivery • Project and sustain power in distant environments • Deny ... Technical and Allied Specialists Functional Support and Administration Electrical and Mechanical Equipment Repairers Craftsmen Service and Supply Handlers Air Force Infantry, Gun Crews, and Seamanship ... developing, advancing, and assigning personnel Military training helps to build an identity with the organization, unit cohesion, and an understanding of the command and control system and the importance...

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fxruby - create lean and mean guis with ruby, the pragmatic programers (2008)

Ngày tải lên : 29/04/2014, 14:42

... checked state The ri command is awfully convenient and is of course usable for any Ruby libraries that you’ve installed, including the core and standard library classes and methods If you installed ... similarities and differences between this and other GUI toolkits that you’ve used in the past Regardless of your experience level, this book will provide a means for you to get over the initial “hump” and ... information on topics such as layout managers, icons and images, fonts, and drag and drop.5 These articles tend to have more hard-core technical details and are of course aimed at users of the C++ library,...

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Báo cáo hóa học: " Research Article Mean-Square Performance Analysis of the Family of Selective Partial Update NLMS and Afﬁne Projection Adaptive Filter Algorithms in Nonstationary Environment" doc

Ngày tải lên : 21/06/2014, 08:20

... , v(n − (P − 1))]T is the measurement noise vector and assumed to be zero mean, white, Gaussian, and independent of the input signal, and ht (n) is the unknown ﬁlter vector which is time-variant ... signal and therefore Z(n) and W(n) are statistically independent of ea (n) and moreover E{ea (n)eT (n)} = E{ea (n)} · S where S ≈ IP×P for small μ a T ) for large μ where 1T = [1, 0, , 0] and ... Simulation Results (35) where w(n) is either a zero mean white Gaussian signal or a zero mean uniformly distributed random sequence between −1 and For the Gaussian case, the value of ρ is set to...

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Báo cáo hóa học: " Research Article Online Speech/Music Segmentation Based on the Variance Mean of Filter Bank Energy" pdf

Ngày tải lên : 21/06/2014, 19:20

... is Overall acc = FS + FM · 100%, TS + TM (12) where FS and FM stand for found speech and music frames, and TS and TM stand for true speech and music frames Commercials were discarded from the evaluation ... calculation, mel-filtering, and filter logenergy calculation) [36] By taking this into account, only two additional steps (sub-band filter energy variance calculation and energy variance mean calculation) ... vowel) On the other hand, music and environmental sounds can be periodic or monotonic, and have more constant rates of change versus that typical for speech This means the variance of SF for speech...

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Báo cáo hóa học: " Research Article Two Sharp Inequalities for Power Mean, Geometric Mean, and Harmonic Mean" pptx

Ngày tải lên : 22/06/2014, 02:20

... “The power mean and the logarithmic mean, ” International Journal of Mathematics and Mathematical Sciences, vol 5, no 2, pp 337–343, 1982 12 T P Lin, “The power mean and the logarithmic mean, ” The ... the power means and their inequalities,” Journal of Mathematical c c Analysis and Applications, vol 161, no 2, pp 395–404, 1991 10 J Chen and B Hu, “The identric mean and the power mean inequalities ... under Grant 60850005 and the N S Foundation of Zhejiang Province under Grants Y7080185 and Y607128 References S H Wu, “Generalization and sharpness of the power means inequality and their applications,”...

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Báo cáo hóa học: " Research Article Existence of Solutions and Nonnegative Solutions for Prescribed Variable Exponent Mean Curvature Impulsive System Initialized Boundary Value Problems" pot

Ngày tải lên : 22/06/2014, 02:20

... 557–564, 1996 22 X.-L Fan and D Zhao, “On the spaces Lp x Ω and W m,p x Ω ,” Journal of Mathematical Analysis and Applications, vol 263, no 2, pp 424–446, 2001 23 X.-L Fan and Q.-H Zhang, “Existence ... systems with nonstandard growth conditions,” Journal of Mathematical Analysis and Applications, vol 300, no 1, pp 30–42, 2004 27 O Kov´ cik and J R´ kosn´k, “On spaces Lp x Ω and W k,p x Ω ,” ... kind of problems, Journal of Inequalities and Applications for example, 20–35 If p r ≡ p a constant and q r ≡ q a constant , then 1.1 is the wellknown mean curvature system Since problems with...

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Báo cáo hóa học: " Research Article On the Monotonicity and Log-Convexity of a Four-Parameter Homogeneous Mean" potx

Ngày tải lên : 22/06/2014, 02:20

... two-parameter means Let a and b be positive numbers The p-order power mean, Heron mean, logarithmic mean, exponential identic mean , power-exponential mean, and exponential-geometric mean are deﬁned ... with respect to a and b, p and q, r and s, p, q and r, s , and then F p, q; r, s; a, b is also denoted by F p, q or F r, s or F p, q; r, s or F a, b The four-parameter homogeneous mean F p, q; r, ... Stolarsky , Leach and Sholander , and others also in 3–5 using diﬀerent ideas and simpler methods Qi studied the log-convexity of the extended mean with respect to parameters in , and pointed out...

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