Generalized Log-Normal Chain-Ladder

We propose an asymptotic theory for distribution forecasting from the log normal chain-ladder model. The theory overcomes the difficulty of convoluting log normal variables and takes estimation error into account. The results differ from that of the over-dispersed Poisson model and from the chain-ladder based bootstrap. We embed the log normal chain-ladder model in a class of infinitely divisible distributions called the generalized log normal chain-ladder model. The asymptotic theory uses small $\sigma$ asymptotics where the dimension of the reserving triangle is kept fixed while the standard deviation is assumed to decrease. The resulting asymptotic forecast distributions follow t distributions. The theory is supported by simulations and an empirical application

An exploration of parents’ preferences for foot care in juvenile idiopathic arthritis: a possible role for the discrete choice experiment

Background: An increased awareness of patients’ and parents’ care preferences regarding foot care is desirable from a clinical perspective as such information may be utilised to optimise care delivery. The aim of this study was to examine parents’ preferences for, and valuations of foot care and foot-related outcomes in juvenile idiopathic arthritis (JIA).<p></p> Methods: A discrete choice experiment (DCE) incorporating willingness-to-pay (WTP) questions was conducted by surveying 42 parents of children with JIA who were enrolled in a randomised-controlled trial of multidisciplinary foot care at a single UK paediatric rheumatology outpatients department. Attributes explored were: levels of pain; mobility; ability to perform activities of daily living (ADL); waiting time; referral route; and footwear. The DCE was administered at trial baseline. DCE data were analysed using a multinomial-logit-regression model to estimate preferences and relative importance of attributes of foot care. A stated-preference WTP question was presented to estimate parents’ monetary valuation of health and service improvements.<p></p> Results: Every attribute in the DCE was statistically significant (p < 0.01) except that of cost (p = 0.118), suggesting that all attributes, except cost, have an impact on parents’ preferences for foot care for their child. The magnitudes of the coefficients indicate that the strength of preference for each attribute was (in descending order): improved ability to perform ADL, reductions in foot pain, improved mobility, improved ability to wear desired footwear, multidisciplinary foot care route, and reduced waiting time. Parents’ estimated mean annual WTP for a multidisciplinary foot care service was £1,119.05.<p></p> Conclusions: In terms of foot care service provision for children with JIA, parents appear to prefer improvements in health outcomes over non-health outcomes and service process attributes. Cost was relatively less important than other attributes suggesting that it does not appear to impact on parents’ preferences.<p></p&gt

Observation of Crossover from Ballistic to Diffusion Regime for Excimer Molecules in Superfluid 4^4He

We have measured the temperature dependence of the time of flight of helium excimer molecules He2* in superfluid 4He and find that the molecules behave ballistically below 100mK and exhibit Brownian motion above 200 mK. In the intermediate temperature range the transport cannot be described by either of the models.Comment: 8 pages, 6 figures, submitted to the Proceedings of the International Conference on Quantum Fluids and Solids 201

Dynamics of defect formation

A dynamic symmetry-breaking transition with noise and inertia is analyzed. Exact solution of the linearized equation that describes the critical region allows precise calculation (exponent and prefactor) of the number of defects produced as a function of the rate of increase of the critical parameter. The procedure is valid in both the overdamped and underdamped limits. In one space dimension, we perform quantitative comparison with numerical simulations of the nonlinear nonautonomous stochastic partial differential equation and report on signatures of underdamped dynamics.Comment: 4 pages, LaTeX, 4 figures. Submitted to Physical Revie

Slow 4He^{4}He Quenches Produce Fuzzy, Transient Vortices

We examine the Zurek scenario for the production of vortices in quenches of liquid $^{4}He$ in the light of recent experiments. Extending our previous results to later times, we argue that short wavelength thermal fluctuations make vortices poorly defined until after the transition has occurred. Further, if and when vortices appear, it is plausible that that they will decay faster than anticipated from turbulence experiments, irrespective of quench rates.Comment: 4 pages, Revtex file, no figures Apart from a more appropriate title, this paper differs from its predecessor by including temperature, as well as pressure, quenche

Avoiding selection bias in gravitational wave astronomy

When searching for gravitational waves in the data from ground-based gravitational wave detectors it is common to use a detection threshold to reduce the number of background events which are unlikely to be the signals of interest. However, imposing such a threshold will also discard some real signals with low amplitude, which can potentially bias any inferences drawn from the population of detected signals. We show how this selection bias is naturally avoided by using the full information from the search, considering both the selected data and our ignorance of the data that are thrown away, and considering all relevant signal and noise models. This approach produces unbiased estimates of parameters even in the presence of false alarms and incomplete data. This can be seen as an extension of previous methods into the high false rate regime where we are able to show that the quality of parameter inference can be optimised by lowering thresholds and increasing the false alarm rate.Comment: 13 pages, 2 figure

Detection of a red supergiant progenitor star of a type II-plateau supernova

We present the discovery of a red supergiant star that exploded as supernova 2003gd in the nearby spiral galaxy M74. The Hubble Space Telescope (HST) and the Gemini Telescope imaged this galaxy 6 to 9 months before the supernova explosion and subsequent HST images confirm the positional coincidence of the supernova with a single,resolved star which is an 8 +4/-2 solar mass red supergiant. This confirms both stellar evolution models and supernova theories which predict that type II-Plateau supernovae have cool red supergiants as their immediate progenitor stars.Comment: Accepted for publication in Science, supporting online material available at http://www.ast.cam.ac.uk/~sjs/sn2003gd

Hadronic Regge Trajectories: Problems and Approaches

We scrutinized hadronic Regge trajectories in a framework of two different models --- string and potential. Our results are compared with broad spectrum of existing theoretical quark models and all experimental data from PDG98. It was recognized that Regge trajectories for mesons and baryons are not straight and parallel lines in general in the current resonance region both experimentally and theoretically, but very often have appreciable curvature, which is flavor-dependent. For a set of baryon Regge trajectories this fact is well described in the considered potential model. The standard string models predict linear trajectories at high angular momenta J with some form of nonlinearity at low J.Comment: 15 pages, 9 figures, LaTe