Correlation analysis for normally distributed variables
Multivariate non-normally distributed random variables in climate research – introduction to the copula approach
... The asymmetric tail behavior also excludes regular correla- tion coefficients as a proper measurement of dependence. It has two reasons. The copula strongly depends on the selec- tion of the marginal distribution and in ...
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Multivariate non-normally distributed random variables in climate research – introduction to the copula approach
... The asymmetric tail behavior also excludes regular correla- tion coefficients as a proper measurement of dependence. It has two reasons. The copula strongly depends on the selec- tion of the marginal distribution and in ...
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Assessments of Some Simultaneous Equation Estimation Techniques with Normally and Uniformly Distributed Exogenous Variables
... exogenous variables need to satisfy all the basic assumptions of linear regression model and be non-negative especially in econometric stu- ...both normally and uniformly distributed ex- ogenous ...
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VALUE AT RISK WHEN DAILY CHANGES IN MARKET VARIABLES ARE NOT NORMALLY DISTRIBUTED John Hull and Alan White*
... MARKET VARIABLES ARE NOT NORMALLY DISTRIBUTED John Hull and Alan White In the last few years Value at Risk (VaR) has become a very popular risk management tool in many different types of ...
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Linear Maximum Likelihood Regression Analysis for Untransformed Log Normally Distributed Data
... regression analysis, in order to stabilize the variance. Regression analysis on log-transformed data estimates the relative effect, whereas it is often the absolute effect of a predictor that is of ...
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Correlation Analysis of Climatic Variables, Migration and Dengue Cases in Southeast Florida
... climatic variables and imported dengue cases with autochthonous dengue cases in Southeast Florida from 1980 to ...Spearman correlation indicated weak correlations between temperature and ...
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A Genetic Algorithm with Weighted Average Normally Distributed Arithmetic Crossover and Twinkling
... 5. Twinkling Crossover Operation The objective of this section is to explore ways for in- corporating twinkling within a genetic algorithm. While twinkling can be added in any of the stages of a genetic algorithm,this ...
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Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient
... has already been proposed in [6, 18] for partial differential equations with uniformly elliptic diffusion coefficient in the context of a stochastic Galerkin method. Then, however, one arrives again at a huge, fully ...
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Detecting Distributed Network Traffic Anomaly with Network-Wide Correlation Analysis
... some correlation, if the behavior of normal tra ffi c is separated, the residual of di ff erent OD flows should not have correlation, which means that the residual tra ffi c are independent of each ...strong ...
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Monte Carlo Estimation of g(mu) from normally distributed data with applications
... Institute of Statistics Mimeo Series No. 2569 Abstract We derive Monte Carlo-amenable solutions to the problem of unbiased estimation of a nonlinear function of the mean of a normal distribution. For most nonlinear ...
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Testing normality of latent variables in the polychoric correlation
... the analysis of ordinal variables mod- elled as a discretization of an underlying latent variable, say ξ , and are typically intro- duced under a normality ...an analysis of ...
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Evaluating variables of patient experience and the correlation with design
... of variables and six individual variables that can maximize the patient experience, which include, one organizational variable (admissions and discharge process), one design variable (personalization) and ...
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A System for Distributed Denial-of-Service Attacks Detection Based on Multivariate Correlation Analysis
... means, Distributed Denial-of-Service (DDoS) attacks cause serious impact on these computing ...Multivariate Correlation Analysis (MCA) for accurate network traffic characterization by extracting the ...
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Mixed-Effects Location-Scale Models for Conditionally Normally Distributed Repeated-Measures Data
... Six covariates were also included: day of study as well as the individual’s age, years of formal education, biologic sex, cardiorespiratory capacity, and body composition, as described by Watts et al. (2013). As stated ...
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Proposing a global sensitivity analysis method for linear models in the presence of correlation among input variables
... To the best of the authors' knowledge, there is no deterministic SA method to address the interaction between factors in a comprehensive way (Morris's method is known to be global [1]). All of the SA methods, which ...
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On rank correlation measures for non-continuous random variables
... random variables, many dependence concepts and measures of association can be expressed in terms of the corresponding copula only and are thus independent of the marginal ...random variables and obtain ...
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Probabilistic Logic Programming with Beta-Distributed Random Variables
... experimental analysis (Section 4) indeed indicate that the proposed approach (1) handles inferences in general aProbLog programs better than us- ing standard subjective logic operators (Jøsang 2016) (Ap- pendix ...
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Probabilistic logic programming with beta-distributed random variables
... experimental analysis (Section 4) indeed indicate that the proposed approach (1) handles inferences in general aProbLog programs better than us- ing standard subjective logic operators (Jøsang 2016) (Ap- pendix ...
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Plasma Leptin and its Correlation with Anthropometric Variables in the Saudi Population
... The plasma was separated by centrifugation at 4000 rpm for 5 minutes at room temperature. The plasma samples were stored frozen at -20 °C until required for analysis. The cells were discarded. Leptin levels were ...
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Exogenous Variables in Dynamic Conditional Correlation Models for Financial Markets
... exogenous variables in our ...For analysis which include the US indices, we employ the Chicago Board Options Exchange Volatility Index (VIX) as proxy for risk ...
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