Robust Tests Using Weighted Likelihood Esitmation

Statistic

Estimation of the Parameters of Burr Type III Distribution Based on Dual Generalized Order Statistics

The estimation of the parameters of Burr type III distribution based on dual generalized order statistics is considered by using the maximum likelihood (ML) approach as well as the Bayesian approach. The exact expression of the expected Fisher information matrix of the parameters in the distribution is obtained. Also, an approximation based on Lindley is used to obtain the Bayes estimator. To compare the maximum likelihood estimator and the Bayes estimator of the parameters, Monte Carlo simulation study is performed

Measuring Financial Fragility in China

This paper proposes a metric for a financial fragility index for the Chinese banking sector. This metric is a weighted average of two variables: bank profitability and multiple probability of undercapitalization. The weights of the two variables are assigned based on their effects on real output, estimated by a vector autoregressive model. The main contribution is two-fold: incorporating a capital adequacy ratio into a quantitative measure and aggregating insolvency risk through a multiple probability measure. We confirm that our metric successfully identifies three periods of financial turmoil accompanied by economic downturns and rules out one minor perturbation caused by side effect of the policy between 2007 and 2014. In particular, this study provides an economic rationale for the relationship among financial instability, policy, and economic activity

Change-Point Analysis of Tropical Night Occurrences for Five Major Cities in Republic of Korea

Bayesian change-point analysis is applied to detect a change-point in the occurrences of tropical night (TN) days in the 50-year time series data for five major cities in Republic of Korea. A TN day is simply defined as a day when the daily minimum temperature is greater than 25∘C. A Bayesian analysis is performed for detecting a change-point at an unknown time point in the TN day frequency time series, which is modeled by an independent Poisson random variable. The results showed that a single change occurred around 1993 for three cities (Seoul, Incheon, and Daegu). However, when we excluded the extraordinary year, 1994, a single change occurred around 1993 only in Seoul and Daegu. The average number of TN days in Seoul and Daegu increased significantly, by more than 150%, after the change-point year. The abrupt increase in TN day frequency in two cities over Republic of Korea around 1993 may be related to the significant decadal change in the East Asian summer monsoon around the mid 1990s and to rapid urbanization

Simulation studies of slow dynamics of hydration water in lysozyme : hydration level dependence and comparison with experiment using new time domain analysis

Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Nuclear Science and Engineering, 2008.Cataloged from PDF version of thesis.Includes bibliographical references (p. 140-142).A series of Molecular Dynamics (MD) simulations using the GROMACS® package has been performed in this thesis. It is used to mimic and simulate the hydration water in Lysozyme with three different hydration levels (h = 0.3, 0.45 and 0.6). In this thesis, GROMACS is used in an innovative way, because it is applied to investigate mainly behaviors of water molecules than those of biopolymers, which has been originally the simulation target of GROMACS package. The protein (Lysozme) - water system is simulated using TIP4P water potential to model the slow dynamics of the hydration water at low temperatures well. Besides the simulation works, a new time domain Relaxing-Cage Model (RCM) fitting methodology is introduced in the experiment part. We use the Gaussian functions to convert the Intermediate Scattering Functions (ISF) from Quasi-Elastic Neutron Scattering (QENS) experiments from frequency domain to time domain. Then, the Relaxing-Cage Model (RCM) fitting is performed on the converted ISF in time domain. The average translational relaxation time of the MD simulation is compared with the QENS experiment. Three different hydration levels are designed and used in the MD simulations. Other quantities, which can be used to observe the crossover phenomena of the hydration water, such as the number of hydrogen bonds, Mean Squared Displacement (MSD), the structure factors S(Q) and the radial distribution functions g(r) are compared at the different hydration levels.(cont.) We have found that experiment and simulation agree well in terms of the crossover temperature TL at hydration level 0.3: TL (experiment) is 226 K and T, (simulation) is 221 K, and those are in the crossover temperature range of 220 + 10 K. The crossover temperature obtained from the average translational relaxation time increases as the hydration level becomes lower. The crossover phenomenon is also observed in the number of hydration bonds between water and water. It only appears in hydrogen bonds between water and water (not in bonds between water and Lysozyme case), so we can say that water can trigger the biomolecules' functionality. The main observations of this thesis is that the crossover temperature depends on the hydration level even though the crossover phenomenon occurs at any hydration level and water possibly triggers the biomolecules' functionality.by Chansoo Kim.S.M

Bespoke Nanoparticle Synthesis and Chemical Knowledge Discovery Via Autonomous Experimentations

The optimization of nanomaterial synthesis using numerous synthetic variables is considered to be extremely laborious task because the conventional combinatorial explorations are prohibitively expensive. In this work, we report an autonomous experimentation platform developed for the bespoke design of nanoparticles (NPs) with targeted optical properties. This platform operates in a closed-loop manner between a batch synthesis module of NPs and a UV- Vis spectroscopy module, based on the feedback of the AI optimization modeling. With silver (Ag) NPs as a representative example, we demonstrate that the Bayesian optimizer implemented with the early stopping criterion can efficiently produce Ag NPs precisely possessing the desired absorption spectra within only 200 iterations (when optimizing among five synthetic reagents). In addition to the outstanding material developmental efficiency, the analysis of synthetic variables further reveals a novel chemistry involving the effects of citrate in Ag NP synthesis. The amount of citrate is a key to controlling the competitions between spherical and plate-shaped NPs and, as a result, affects the shapes of the absorption spectra as well. Our study highlights both capabilities of the platform to enhance search efficiencies and to provide a novel chemical knowledge by analyzing datasets accumulated from the autonomous experimentations