A jump-diffusion log-return process with log-normal jump amplitudes is presented. The probability density and other properties of the theoretical model are rigorously derived. This theoretical density is fit to empirical log-returns of Standard & Poor’s 500 stock index data. The model repairs some failures found from the log-normal distribution of geometric Brownian motion to model features of ...

Understanding network flows such as commuter traffic in large transportation networks is an ongoing challenge due to the complex nature of the transportation infrastructure and human mobility. Here we show a first-principles based method for traffic prediction using a cost-based generalization of the radiation model for human mobility, coupled with a cost-minimizing algorithm for efficient dist...

To test the hypotheses that fruit-feeding nymphalid butterflies are randomly distributed in space and time, a community of fruit-feeding nymphalid butterflies was sampled at monthly intervals for one year by trapping 6690 individuals of 130 species in the canopy and understory of four forest habitats: primary, higraded, secondary, and edge. The overall species abundance distribution was well de...

The problem of determining sample size for testing an upper percentile of a lognormal distribution based on samples with multiple detection limits is considered. Two tests, the signed likelihood ratio test and another test based on a pivotal statistic, are outlined. These tests are very satisfactory in controlling type I error rates and comparable in terms of powers. Procedures and R codes for ...

[1] We use four-year time series of precipitable water (PW) and zenith neutral delay (ZND) derived from a GPS network in Hawaii to show that the statistical distributions of these quantities are closely approximated by the lognormal distribution. The long term average and median values of precipitable water decline exponentially with height, or very nearly so. The arithmetic standard deviation ...

Among individual cells of the same source and type, the complex shear modulus G(∗) exhibits a large log-normal distribution that is the result of spatial, temporal, and intrinsic variations. Such large distributions complicate the statistical evaluation of pharmacological treatments and the comparison of different cell states. However, little is known about the characteristic features of cell-t...

Atmospheric lead concentrations were measured randomly, approximately once per week, at five traffic sites in northern Taiwan from September 1994 to May 1995. Three types of theoretical distributions, lognormal, Weibull and gamma were selected to fit the frequency distribution of the measured lead concentration. Four goodness-of-fit criteria were used to judge which theoretical distribution is ...

The setting of alarm levels plays a vital role in a machinery condition monitoring and diagnostic system. Two approaches to set vibration alarm levels using vibration signals produced by shipboard fire pumps are presented for the time and frequency domains. In the time domain, cross peak analysis (CPA) is proposed to extract the dominate peak points. The distribution of these cross peak points ...

An eigenvector approach to paired companions Yujin Shen 1987 A fractional design in paired comparisons is developed based on the eigenvector of the comparison matrices. Mathematical proof of this fractional design is given in Theorems 1 and 2 of Chapter 2. A concrete example from the wealth of nations is chosen to compare the results of the fractional design with the results of the complete des...

BACKGROUND In general, the individual patient-level data (IPD) collected in clinical trials are not available to independent researchers to conduct economic evaluations; researchers only have access to published survival curves and summary statistics. Thus, methods that use published survival curves and summary statistics to reproduce statistics for economic evaluations are essential. Four meth...