A multivariate binomial/multinomial model is proposed for estimating poverty and housing-unit characteristics of small areas. It is demonstrated that the model is in concordance with the design in that the model can reproduce within small area design-based estimates of variance. The methodology for producing estimates is presented, along with several evaluations using data from the American Com...

The energy variance optimization algorithm over a fixed ensemble of configurations in variational Monte Carlo often encounters problems of convergence. Being formally identical to a problem of fitting data, we re-examine it from a statistical maximum-likelihood point of view. We show that the assumption of an underlying Gaussian distribution of the local energy, implicit in the standard varianc...

A method in the current literature used to estimate the density of bacteria in a sample solution is the most probable number (MPN) procedure. This paper considers the change in density of bacteria in the sample through time. The MPN with its variance for a fixed time point is just one module of the experiment and is treated as a generalization of the unrestricted maximum likelihood estimates us...

Market-makers have the obligation to trade fixed amounts of assets at quoted bid or ask prices, and their inventories are exposed to the potential loss when the market price moves in an undesirable direction. One approach to reduce the risk associated with price uncertainty is to adjust the inventory at the price of losing potential spread gain. For a single-asset model, we show that a threshol...

c) (The advantage of the statistical formulation is that makes the assumptions explicit. We will now challenge some of these.) Assume that instead of a fixed variance σ we now have a variance that depends on the sample point, i.e. zi = f(xi, θ) + ǫi, (3) where ǫi ∼ N (0, σ i ). This means that our sample is independent but no longer identically distributed. It also means that we have different ...

to have a finite variance of the number of zeros of a centered stationary Gaussian process with twice differentiable covariance function r. This condition is known as the Geman condition, since Geman proved in 1972 that it was also a necessary condition. Up to now no such criterion was known for counts of crossings of a level other than the mean. This paper shows that the Geman condition is sti...

IEEE 802.16-2004 and IEEE 802.16e-2005 standards specify OFDMA as a physical layer technique for fixed and nomadic BWA systems, respectively. OFDMA is very sensitive to time and frequency offsets. In this paper, a preamble based downlink frame synchronization method for OFDMA mode of WMAN is analyzed in frequency selective fading channels. Expressions for mean and variance of the metric are der...

Econometric applications of kernel estimators are proliferating, suggesting the need for convenient variance estimates and conditions for asymptotic normality. This paper develops a general "delta method" variance estimator for functionals of kernel estimators. Also, regularity conditions for asymptotic normality are given, along with a guide to verifying them for particular estimators. The gen...

Motivated by measurements made in the 2004 Long-Range Ocean Acoustic Propagation Experiment (LOAPEX), the problem of mode processing transient acoustic signals collected on two nearby vertical line arrays is considered. The first three moments (centroid, variance, and skewness) of broadband distributions of acoustic energy with fixed mode number (referred to as modal group arrivals) are estimat...

Techniques for using multiple regression (MR) as a general variance-accounting procedure of great flexibility, power, and fidelity to research aims in both manipulative and observational psychological research are presented. As a prelude, the identity of MR and fixed-model analysis of variance/covariance (AV/ACV) is sketched. This requires an exposition of means of expressing nominal scale (qua...