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Efficient Algorithms for Tail Probabilities of Exchangeable Lognormal Sums
For the estimation of left and right-tail probabilities and the pdf of the sum of exchangeable lognormal random vectors a new conditional Monte Carlo...
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Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks
Consider an insurer who makes risk-free or risky investments and hence is exposed to both insurance and financial risks. We investigate the interplay...
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Testing for Randomized Block Single-Case Designs by Combined Permutation Tests with Multivariate Mixed Data
Permutation tests are flexible nonparametric tests that can be applied to a wide variety of problems. They can also be adopted for the analysis of...
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Single-Index Importance Sampling with Stratification
In many stochastic problems, the output of interest depends on an input random vector mainly through a single random variable (or index) via an...
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Interpretable Input-Output Hidden Markov Model-Based Deep Reinforcement Learning for the Predictive Maintenance of Turbofan Engines
An open research question in deep reinforcement learning is how to focus the policy learning of key decisions within a sparse domain. This paper...
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A Bayesian Method for the Detection of Proof of Concept in Early Phase Oncology Studies with a Basket Design
In the clinical drug development, proof of clinical concept (PoC) refers to the evidence of treatment efficacy that is obtained from early phase...
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Development of Statistical Computational Tools Through Pharmaceutical Drug Development and Manufacturing Life Cycle
Statisticians at Pfizer who support Chemistry, Manufacturing, and Controls (CMC), and Regulatory Affairs (Reg CMC) have developed many statistical...
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Statistical Methods for CMC Applications
In this chapter, we provide statistical methods that are useful in CMC applications. Our goal is to provide a description of these methods without...
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Rare Events in Random Geometric Graphs
This work introduces and compares approaches for estimating rare-event probabilities related to the number of edges in the random geometric graph on...
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Density Estimation by Monte Carlo and Quasi-Monte Carlo
Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations...
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Statistical Applications for Chemistry, Manufacturing and Controls (CMC) in the Pharmaceutical Industry
This book examines statistical techniques that are critically important to Chemistry, Manufacturing, and Control (CMC) activities. Statistical...
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Pharmaceutical Statistics MBSW 39, Muncie, Indiana, USA, May 16-18, 2016
This book presents the proceedings of the 39th annual Midwest Biopharmaceutical Statistics Workshop (MBSW), held in Muncie, Indiana on May 16–18,...
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Stochastic Volatility Model
It is well known in financial markets that return volatility changes randomly with high persistence. This chapter considers a statistical model...
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Development in Copula Applications in Forestry and Environmental Sciences
Recently, copula is being used in social, natural, and physical sciences due to its flexibilities in joint distributions and marginals and high...
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On the Ruin Probabilities in a Discrete Time Insurance Risk Process with Capital Injections and Reinsurance
The discrete time insurance risk process with a constant interest force is an interesting stochastic model in risk theory. This paper considers the...
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Spherical Classification of Data, a New Rule-Based Learning Method
This paper presents a new rule-based classification method that partitions data under analysis into spherical patterns. The forte of the method is...
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Test for Sign Effect in Intertemporal Choice Experiments: A Nonparametric Solution
In order to prove the hypothesis of sign effect in intertemporal choice experiments, the empirical studies described in the specialized literature...
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Post-processing Multiensemble Temperature and Precipitation Forecasts Through an Exchangeable Normal-Gamma Model and Its Tobit Extension
Meteorological ensemble members are a collection of scenarios for future weather issued by a meteorological center. Such ensembles nowadays form the...
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An enhanced genetic algorithm with new mutation for cluster analysis
This paper proposed a new methodology to perform cluster analysis based on genetic algorithm (GA). Firstly, the population of GA is initialized by k -m...
