Pliska Studia Mathematica Bulgarica
Volume 14, 2003
Proceedings of the Seminar on Statistical Data Analysis, Varna, 2003
GUEST EDITOR: D. Vandev
C O N T E N T S
- Atanasov, D. About the Concept of Weights of WLTE(k) Estimators. (pp. 5-13)
- Atanasov, D., Prodanova, K., Terziiski, D. Risk Factors of Central Venous Catheter Related Infections in Intensive Care Patients. (pp. 15-22)
- Avrachenkov, K., Shevlyakov, G., Vilchevski N. Randomized push-out mechanisms in priority queueing and their probability characteristics. (pp. 23-36)
- Batchvarov, V., Marinova, G., Mateev, P., Christozov, D. An application of ISO 5725 in Brewing Industr. (pp. 37-44)
- Gurov, T., Dimov, I., Nedjalkov, M. A Stochastic approach for investigation ultrafast phenomena in semiconductors. (pp. 45-57)
- Mateev, P. Stoimenova, E. Dimension Reduction of the Explanatory Variables in Multiple Linear Regression. (pp. 59-70)
- Filzmoser,P., Croux, C. Local-median method of forecasting for regression time series under outliers. (pp. 71-80)
- Kharin, Yu., Maevskiy, V. Generalized Scaling Factor for Estimating the Activity Concentrations of Difficult-to-measure nuclide. (pp. 81-89)
- Neykov, N., Neytchev, P., Zucchini, W. Detecting precipitation climate changes: An approach based on a stochastic daily precipitation model. (pp. 91-106)
- Papancheva, R., Gurov, T., Dimov, I. Monte Carlo study of particle transport problem in air pollution. (pp. 107-116)
A B S T R A C T S
ABOUT THE CONCEPT OF WEIGHTS OF WLTE(K) ESTIMATORS
Dimitar Atanasov firstname.lastname@example.org
1991 Mathematics Subject Classification:62F35, 62F15.
words: Robust statistics, WLT Estimators, Bayes Estimator.
The concept for trimming and weighing the terms in the Method of Maximum
Likelihood gives us a very flexible and useful way to improve the robustness
of MLE. Till now the studies were focused mainly on the trimming factor. The
theory of d-fullness gives us a powerful method to determine this property in
the cases of WLTE, MLE and LTE. The aim of this study is to consider the
weights of the WLTE estimators and to compare the results obtained by using
different algorithms for calculating weights.
RISK FACTORS OF CENTRAL VENOUS CATHETER RELATED INFECTIONS IN INTENSIVE CARE
Dimitar Atanasov email@example.com
Krassimira Prodanova firstname.lastname@example.org
1991 Mathematics Subject Classification: 62P10.
Central Venous Catheter (CVC) infection, Multivariate discriminant analysis.
This study investigates the incidence of and risk factors for Central
Venous Catheter (CVC) infection in intensive care patients of Military Medical
Academy in Sofia. CVCs were prospectively studied in patients who had lines
inserted in general or neurosurgical intensive care and were expected to have
the line in situ for at least 7 days. Catheters were cultured for CVC related
infections and blood culture done when indicated. In 29% there is a CVC
related infection and in 24.26% - a CVC related sepsis. After adjustment of
duration of catheterization, independent predictors of CVC related infections
were type of catheter, insertion site, sex, and Acute Physiology Chronic
Health Evaluation (APACHE). Multivariate discriminant analysis was used in
order to find out significantly important factors for CVC infection an sepsis.
The variables entered into the model were those found to be statistically
significant (p < 0.005) on multivariate analysis. The criterion for
entering a variable into the model was the values of Mahalanobis statistics
and the corresponding values of F-statistics. The software package use
for statistical analysis was STATISTIKA 5.0.
RANDOMIZED PUSH-OUT MECHANISMS IN PRIORITY QUEUEING AND THEIR PROBABILITY
K. E. Avrachenkov
G. L. Shevlyakov
1991 Mathematics Subject Classification: 60K25.
priority queueing disciplines, loss probabilities, mean queues.
The non-preemptive priority queueing with a finite buffer is considered. A
randomized push-out buffer management mechanism that allows to control very
efficiently the loss probability of priority packets is introduced. The packet
loss probabilities for priority and non-priority traffic are derived with the
use of the generating function approach. For the standard non-randomized
push-out scheme, the explicit analytic expressions are obtained. A procedure
for the numerical calculation of mean queues is also proposed.
AN APPLICATION OF ISO 5725 IN BREWING INDUSTRY
V. Batchvarov email@example.com
1991 Mathematics Subject Classification: 62P30, 62P10.
words: beer, alcohol chill haze, Test Chapon, colloidal stability, ISO
5725, Mandel`s statistics.
The colloidal stability is very important part of the total beer quality.
The stabilized beers have to have a long shelf-life. Determination of some
haze forming complexes could be very useful for prediction of beer colloidal
stability. We study the repeatability and reproducibility of a method for
determination of some haze forming complexes in beer. The method was tested in
10 laboratories. All of theme analyzed the same beer samples and carried out
two measurements for each. Statistical evaluation of results was according ISO
5725 and previous experience. The applied ISO 5725 statistical analyzes
ensured high quality and possibility of international recognition of the
A STOCHASTIC APPROACH FOR INVESTIGATION ULTRAFAST PHENOMENA IN SEMICONDUCTORS
Todor V. Gurov firstname.lastname@example.org
M. Nedjalkov email@example.com
1991 Mathematics Subject Classification:65C05.
Monte Carlo algorithms.
In this paper a stochastic approach is proposed for investigation the
ultrafast evolution of electrons interacting with phonons in the presence of
an applied electric field. The quantum-kinetic equation describing the above
ultrafast phenomena contains polynomial non-linearity which allows to use the
link between non-stationary iterative processes and the branching stochastic
processes. The considered stochastic approach relies on the numerical Monte
Carlo (MC) theory as applied to the integral form of the quantum-kinetic
equation and estimates the electron energy distribution using statistical
averages over long evolution times. The numerical tests were performed for
GaAs material parameters. The numerical results for the electron energy
distribution function in the case of a non-linear electron quantum transport
is compared with the obtained results in the linear case.
DIMENSION REDUCTION OF THE EXPLANATORY VARIABLES IN MULTIPLE LINEAR
P. Filzmoser P.Filzmoser@tuwien.ac.at
1991 Mathematics Subject Classification: 60C05, 62C20, 62C25.
Key words: multiple decisions, adaptation, exponential families,
The asymptotic behavior of multiple decision procedures is studied when
the underlying distributions depend on an unknown nuisance parameter. An
adaptive procedure must be asymptotically optimal for each value of this
nuisance parameter, and it should not depend on its value. A necessary and
sufficient condition for the existence of such a procedure is derived. Several
examples are investigated in detail, and possible lack of adaptation of the
traditional overall maximum likelihood rule is discussed.
LOCAL-MEDIAN METHOD OF FORECASTING FOR REGRESSION TIME SERIES UNDER
Yu. Kharin firstname.lastname@example.org
1991 Mathematics Subject Classification: 62M20, 62-07, 62J05, 62P20.
Key words: Robustness, Forecasting, Regression, Outliers.
The local-median method of forecasting under the regression model with
outliers is analyzed in this paper. The breakdown point is evaluated, the
distribution function of the local-median forecast is given.
GENERALIZED SCALING FACTOR FOR ESTIMATING THE ACTIVITY CONCENTRATIONS OF
Plamen Mateev email@example.com
1991 Mathematics Subject Classification: 62P35, 62P30.
words: scaling factor, difficult-to-measure nuclides, statistical
Scaling factors represent the relationship between a crucial radionuclide
concentration and other radionuclides concentrations. In this paper a
generalization of the Scaling Factor Method is proposed.
DETECTING PRECIPITATION CLIMATE CHANGES: AN APPROACH BASED ON A STOCHASTIC
DAILY PRECIPITATION MODEL
N. Neykov firstname.lastname@example.org
1991 Mathematics Subject Classification: 62M10.
Key words:Binary time series, climate change, gamma time series, generalized linear
models, Markov chain, rainfall modeling.
We consider development of daily precipitation models for some sites in
Bulgaria. The precipitation process is modelled as a two-state first-order
nonstationary Markov model. Both the probability of rainfall occurrance and
the rainfall intensity are allowed depend on the intensity on the preceeding
day. To investigate the existence of long-term trend and of changes in the
pattern of seasonal variation we use a synthesis of the methodology presented
in Grunwald and Jones (2000) and the idea behind the classical running windows
technique for data smoothing. The resulting time series of model parameters
are used to quantify changes in the precipitation process over the territory
MONTE CARLO STUDY OF PARTICLE TRANSPORT PROBLEM IN AIR POLLUTION
Todor V. Gurov email@example.com
1991 Mathematics Subject Classification: v.
Monte Carlo algorithms.
The actual transport of the air pollutants is due to the wind. This
normally called ``advection of the air pollutants''. Diffusion and deposition
are other two major physical processes, which take place during the transport
of pollutants in the atmosphere. In this paper we study two classes of
grid-free Monte Carlo (MC) algorithms for solving an elliptic boundary value
problem, where the partial differential equation contains advection, diffusion
and deposition parts. The grid-free MC approach to solve the above equation
uses a local integral representation and leads to a stochastic process called
a random ``Walk on balls'' (WOB). In the first class of algorithms, the choice
of a transition density function in the Markov chain depends on the radius of
the maximal ball, lying inside the domain, in which the problem is defined,
and on the parameters of the differential operator. While the choice of a
transition density function in the second class of algorithms does not depend
on the deposition part of the problem. The computational complexity of both
classes of grid-free MC algorithms was investigated using varied numerical
tests on a PowerPC (G4 w/AltiVec) 450 MHz running YDL 2.0.