Growth Estimators and Confidence Intervals for the Mean of Negative Binomial Random Variables with Unknown Dispersion

The Negative Binomial distribution becomes highly skewed under extreme dispersion. Even at moderately large sample sizes, the sample mean exhibits a heavy right tail. The standard Normal approximation often does not provide adequate inferences about the data's mean in this setting. In previous work, we have examined alternative methods of generating confidence intervals for the expected value. These methods were based upon Gamma and Chi Square approximations or tail probability bounds such as Bernstein's Inequality. We now propose growth estimators of the Negative Binomial mean. Under high dispersion, zero values are likely to be overrepresented in the data. A growth estimator constructs a Normal-style confidence interval by effectively removing a small, pre--determined number of zeros from the data. We propose growth estimators based upon multiplicative adjustments of the sample mean and direct removal of zeros from the sample. These methods do not require estimating the nuisance dispersion parameter. We will demonstrate that the growth estimators' confidence intervals provide improved coverage over a wide range of parameter values and asymptotically converge to the sample mean. Interestingly, the proposed methods succeed despite adding both bias and variance to the Normal approximation

Generating and Revealing a Quantum Superposition of Electromagnetic Field Binomial States in a Cavity

We introduce the $N$-photon quantum superposition of two orthogonal generalized binomial states of electromagnetic field. We then propose, using resonant atom-cavity interactions, non-conditional schemes to generate and reveal such a quantum superposition for the two-photon case in a single-mode high-$Q$ cavity. We finally discuss the implementation of the proposed schemes.Comment: 4 pages, 3 figures. Title changed (published version

Zooplankton patchiness

This review considers three general aspects of research on zooplankton patchiness: the detection of patchiness, the description of patchiness and the causes of patchiness

Effective Classification using a small Training Set based on Discretization and Statistical Analysis

This work deals with the problem of producing a fast and accurate data classification, learning it from a possibly small set of records that are already classified. The proposed approach is based on the framework of the so-called Logical Analysis of Data (LAD), but enriched with information obtained from statistical considerations on the data. A number of discrete optimization problems are solved in the different steps of the procedure, but their computational demand can be controlled. The accuracy of the proposed approach is compared to that of the standard LAD algorithm, of Support Vector Machines and of Label Propagation algorithm on publicly available datasets of the UCI repository. Encouraging results are obtained and discusse

- XSummer - Transcendental Functions and Symbolic Summation in Form

Harmonic sums and their generalizations are extremely useful in the evaluation of higher-order perturbative corrections in quantum field theory. Of particular interest have been the so-called nested sums,where the harmonic sums and their generalizations appear as building blocks, originating for example from the expansion of generalized hypergeometric functions around integer values of the parameters. In this Letter we discuss the implementation of several algorithms to solve these sums by algebraic means, using the computer algebra system Form.Comment: 21 pages, 1 figure, Late

Jeffreys-prior penalty, finiteness and shrinkage in binomial-response generalized linear models

Penalization of the likelihood by Jeffreys' invariant prior, or by a positive power thereof, is shown to produce finite-valued maximum penalized likelihood estimates in a broad class of binomial generalized linear models. The class of models includes logistic regression, where the Jeffreys-prior penalty is known additionally to reduce the asymptotic bias of the maximum likelihood estimator; and also models with other commonly used link functions such as probit and log-log. Shrinkage towards equiprobability across observations, relative to the maximum likelihood estimator, is established theoretically and is studied through illustrative examples. Some implications of finiteness and shrinkage for inference are discussed, particularly when inference is based on Wald-type procedures. A widely applicable procedure is developed for computation of maximum penalized likelihood estimates, by using repeated maximum likelihood fits with iteratively adjusted binomial responses and totals. These theoretical results and methods underpin the increasingly widespread use of reduced-bias and similarly penalized binomial regression models in many applied fields