Distribution of the Affinity Coefficient between Variables based on the Monte Carlo Simulation Method

This journal provides immediate open access to its content on the principle that making research freely available to the public supports a greater global exchange of knowledge.The affinity coefficient and its extensions have both been used in hierarchical and non-hierarchical Cluster Analysis. The purpose of the present empirical study on the distribution of the basic and the generalized affinity coefficients and on the distribution of the standardized affinity coefficient, by the method of Wald and Wolfowitz, under different assumptions, is to assess the effect of the statistical probability distributions of the variables (columns) of the initial data matrix, and of the respective parameters, in the distribution of the values of these coefficients. We present some results concerning the asymptotic distribution of the referred coefficients under the assumption that the variables (for which the values of these coefficients are calculated) are independent and have statistical probability distributions specified apriori. In this distributional study, based on the Monte Carlo simulation method, we considered ten well-known statistical probability distributions with different variations of the respective parameters. The simulation studies lead to the conclusion that the coefficients’ convergence for the normal distribution is quite fast and, in general, a good approximation is obtained for small sample sizes, that is for sample sizes above 20 and in many cases for sample sizes above 10

Simulation of Risk Processes

This paper is intended as a guide to simulation of risk processes. A typical model for insurance risk, the so-called collective risk model, treats the aggregate loss as having a compound distribution with two main components: one characterizing the arrival of claims and another describing the severity (or size) of loss resulting from the occurrence of a claim. The collective risk model is often used in health insurance and in general insurance, whenever the main risk components are the number of insurance claims and the amount of the claims. It can also be used for modeling other non-insurance product risks, such as credit and operational risk. In this paper we present efficient simulation algorithms for several classes of claim arrival processes

A Systematic Cooperation Method for In-Car Navigation Based on Future Time Windows

Traffic congestion has become a severe problem, af-fecting travellers both mentally and economically. To al-leviate traffic congestion, this paper proposes a method using a concept of future time windows to estimate the future state of the road network for navigation. Through our method, we can estimate the travel time not only based on the current traffic state, but the state that ve-hicles will arrive in the future. To test our method, we conduct experiments based on Simulation of Urban MO-bility (SUMO). The experimental results show that the proposed method can significantly reduce the overall travel time of all vehicles, compared to the benchmark Dijkstra algorithm. We also compared our method to the Dynamic User Equilibrium (DUE) provided by SUMO. The experimental results show that the performance of our method is a little better than the DUE. In practice, the proposed method takes less time for computation and is insensitive to low driver compliance: with as low as 40% compliance rate, our method can significantly im-prove the efficiency of the unsignalised road network. We also verify the effectiveness of our method in a signalised road network. It also demonstrates that our method can assign traffic efficiently

Simulation of Risk Processes

This paper is intended as a guide to simulation of risk processes. A typical model for insurance risk, the so-called collective risk model, treats the aggregate loss as having a compound distribution with two main components: one characterizing the arrival of claims and another describing the severity (or size) of loss resulting from the occurrence of a claim. The collective risk model is often used in health insurance and in general insurance, whenever the main risk components are the number of insurance claims and the amount of the claims. It can also be used for modeling other non-insurance product risks, such as credit and operational risk. In this paper we present efficient simulation algorithms for several classes of claim arrival processes

Evaluation des méthodes statistiques en épidémiologie spatiale : cas des méthodes locales de détection d'agrégats

Although performance assessment of cluster detection tests is a critical issue in spatial epidemiology, there is a lack of consensus regarding how it should be carried out. Nowadays, with the spread of new technologies in network systems, data sources for epidemiology are undergoing radical changes that will increase the need for performance evaluation. Field specialists are currently evaluating cluster detection tests with multiple complementary performance indicators such as conditional powers or indicators derived from the field of diagnostic tools evaluation. These evaluations are performed following classical protocols for power assessment and are often limited to a few number of simulated alternative hypotheses, thus restricting results interpretation and scope. Furthermore, with the use of multiple varying indicators, comparisons between studies is difficult at best. This work proposes and compares different global performance indicators that take into account both usual power and location accuracy. Their benefit for cluster detection tests evaluation is illustrated with a systematic spatial assessment enabling performance mapping. In addition to the evaluation of performance when clusters exist, we also propose a method for the spatial evaluation of type I error, together with a new statistical test for edge effect.L'évaluation des performances des méthodes de détection d'agrégats de maladie est fondamentale dans le domaine de l'épidémiologie spatiale et, paradoxalement, on déplore une absence de consensus quant à sa conduite. Cette problématique est d'autant plus importante que les nouvelles technologies de partage d'informations promettent une évolution importante des signaux disponibles pour l'épidémiologie et la veille sanitaire. Les spécialistes du domaine ont adopté un mode d'évaluation fondé sur l'utilisation concomitante de plusieurs indicateurs de performances complémentaires tels que des indicateurs dérivés de l'évaluation des méthodes diagnostiques ou encore diverses définitions de puissance conditionnelle. Cependant, ces évaluations issues de schémas de simulation classiques reposent sur le choix de quelques hypothèses alternatives particulières et ne permettent qu'une interprétation limitée à ces hypothèses. De plus, la démultiplication des indicateurs évaluant la performance, différents selon les protocoles, gêne la comparaison des études entres elles et complique l'interprétation des résultats. Notre travail propose et évalue plusieurs indicateurs de performance prenant en compte à la fois puissance et précision de localisation. Leur intérêt dans l'évaluation spatiale systématique des méthodes est illustré par la création de cartes de performance. En complément de l'évaluation des performances lorsqu'une détection est attendue, nous proposons également une méthode d'évaluation de la répartition spatiale de l'erreur de type I complétée par la construction d'une nouvelle inférence statistique testant l'éventualité d'un effet de bord