# A melhor ferramenta para a sua pesquisa, trabalho e TCC!

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## ‣ A Conversation with Herman Chernoff

Fonte: Institute of Mathematical Statistics
Publicador: Institute of Mathematical Statistics

Tipo: Artigo de Revista Científica

Português

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Herman Chernoff was born in New York City on 1 July 1923. He went to school there and later received the B.S. degree from the City College of New York in 1943, majoring in mathematics with a minor in physics. For a year and a half, he worked as a junior physicist with the U.S. Navy, before joining Brown University for graduate work in applied mathematics. His studies were interrupted by a short period in the U.S. Army, and then his interest in statistics led him to complete his Ph.D. thesis at Columbia University under the supervision of Abraham Wald. At Brown University, Herman met Judy Ullman. They have been married since 1947 and have two daughters, Ellen and Miriam.
Herman worked for the Cowles Commission at the University of Chicago and then spent three years in the Mathematics Department at the University of Illinois before joining the Department of Statistics at Stanford University in 1952, where he remained for 22 years. He moved to M.I.T. in 1974, where he founded the Statistics Center. Since 1985 he has been in the Department of Statistics at Harvard.
Professor Chernoff has been honored for his contributions in many ways. He was President of the Institute of Mathematical Statistics and is an elected member of both the American Academy of Arts and Sciences and the National Academy of Sciences. The book Recent Advances in Statistics published in honor of his 60th birthday in 1983 contained papers in the fields where his influence as a researcher and teacher has been strong: design and sequential analysis...

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## ‣ Computing in the Mathematical Statistics Course

Fonte: Escola de Pós-Graduação Naval
Publicador: Escola de Pós-Graduação Naval

Tipo: Artigo de Revista Científica

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Proceedings of the Annual Meeting of the American Statistical Association, August 5-9, 2001; We have developed a model for teaching math-
ematical statistics through detailed case studies,
and we have had some success with students us-
ing the R and S-Plus languages to analyze data
from the cases and to perform simulation studies
of statistical concepts underlying the methods used
in the analyses. We describe a few examples of
these simulation studies, and explain how we use
the computer to bridge the gap between statistical
theory and practice and to develop understanding
of the the basic ideas in mathematical statistics.
Recently, we have embarked on a new approach
that builds on the work of the Omegahat project
(www.omegahat.org), which has embedded the R
statistical software in the Netscape browser. We
are designing interactive environments for browsers
that use R for performing computations and plot-
ting. The goal is to develop electronic activities
that will make it easier for students to explore and
develop understanding of the concepts of statistics
and that will connect these concepts to the practice
of statistics.

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## ‣ Experimentos com probabilidade e estatística : Jankenpon, Monte Carlo, variáveis antropométricas; Experiments with probability and statistics : Jankenpon, Monte Carlo, anthropometric variables

Fonte: Biblioteca Digital da Unicamp
Publicador: Biblioteca Digital da Unicamp

Tipo: Dissertação de Mestrado
Formato: application/pdf

Publicado em 19/11/2014
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#Estatística#Pesquisa experimental#Estatística matemática#Probabilidades#Organização da informação#Statistics#Experiential research#Mathematical statistics#Probabilities#Information organization

A dissertação apresenta uma abordagem prática para o ensino da matemática nos níveis fundamental e médio. De forma mais específica, apresenta conceitos de estatística básica como tratamento de informações e estudo de probabilidades. Estes conceitos são de grande importância no âmbito científico (parte experimental, por exemplo) e social (compreensão de características populacionais), além de estarem inseridos na vida cotidiana dos alunos. Sendo assim, foi entendido que é primordial desenvolver as competências e habilidades para organizar e compreender informações. Foram realizados experimentos para a aplicação dos conceitos apresentados em sala de aula. Também uma pesquisa propondo questões para analisar aspectos sobre alimentação e prática de exercícios físicos. Estes experimentos, além da aplicação dos conceitos, pretendem desenvolver no público-alvo, raciocínio lógico e olhar crítico, para assuntos relacionados à disciplina de matemática, utilizando situações cotidianas. Para análise organizamos e interpretamos as informações por meio de tabelas e gráficos. A pesquisa teve como objetivo principal mostrar como é usada a teoria estatística para a tomada de decisão e, nesse caso, para melhorar a própria qualidade de vida. Desse modo...

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## ‣ On Extremal Distributions and Sharp L[sub]p-Bounds For Sums of Multilinear Forms.

Fonte: The Institute of Mathematical Statistics
Publicador: The Institute of Mathematical Statistics

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#sums of multilinear forms#Burkholder-Rosenthal-type and Khintchine-type inequalities#statistics#autocorrelation processes#stochastic Taylor expansion#extremal distributions#decoupling inequalities#moving average processes#long-range dependence#nonlinear statistics

In this paper we present a study of the problem of approximating the expectations of functions of statistics in independent and dependent random variables in terms of the expectations of functions of the component random variables. We present results providing sharp analogues of the Burkholder--Rosenthal inequalities and related estimates for the expectations of functions of sums of dependent nonnegative r.v.'s and conditionally symmetric martingale differences with bounded conditional moments as well as for sums of multilinear forms. Among others, we obtain the following sharp inequalities: $E(\sum_{k=1}^n X_k)^t\le 2 \max (\sum_{k=1}^n EX_k^t, (\sum_{k=1}^n a_k)^t)$ for all nonnegative r.v.'s $X_1, \ldots, X_n$ with $E(X_k\mid X_1, \ldots, X_{k-1})\le a_k$, $EX_k^t<\infty$, $k=1, \ldots, n$, $1#x003C;t#x003C;2$; $E(\sum_{k=1}^n X_k)^t\le E\theta^t(1) \max (\sum_{k=1}^n b_k, (\sum_{k=1}^n a_k^s)^{t/s})$ for all nonnegative r.v.'s $X_1, \ldots, X_n$ with $E(X_k^s\mid X_1, \ldots, X_{k-1})\le a_k^s$, $E(X_k^t\mid X_1, \ldots, X_{k-1})\le b_k$, $k=1, \ldots, n$, $1#x003C;t#x003C;2$, $0#x003C;s\le t-1$ or $t\ge 2$, $0#x003C;s\le 1$, where $\theta(1)$ is a Poisson random variable with parameter 1. As applications, new decoupling inequalities for sums of multilinear forms are presented and sharp Khintchine--Marcinkiewicz--Zygmund inequalities for generalized moving averages are obtained. The results can also be used in the study of a wide class of nonlinear statistics connected to problems of long-range dependence and in an econometric setup...

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## ‣ Leo Breiman: An important intellectual and personal force in statistics, my life and that of many others

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 05/01/2011
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I first met Leo Breiman in 1979 at the beginning of his third career,
Professor of Statistics at Berkeley. He obtained his PhD with Lo\'eve at
Berkeley in 1957. His first career was as a probabilist in the Mathematics
Department at UCLA. After distinguished research, including the
Shannon--Breiman--MacMillan Theorem and getting tenure, he decided that his
real interest was in applied statistics, so he resigned his position at UCLA
and set up as a consultant. Before doing so he produced two classic texts,
Probability, now reprinted as a SIAM Classic in Applied Mathematics, and
Statistics. Both books reflected his strong opinion that intuition and rigor
must be combined. He expressed this in his probability book which he viewed as
a combination of his learning the right hand of probability, rigor, from
Lo\'eve, and the left-hand, intuition, from David Blackwell.; Comment: Published in at http://dx.doi.org/10.1214/10-AOAS404 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org)

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## ‣ Equivalence of distance-based and RKHS-based statistics in hypothesis testing

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

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#Statistics - Methodology#Computer Science - Learning#Mathematics - Statistics Theory#Statistics - Machine Learning

We provide a unifying framework linking two classes of statistics used in
two-sample and independence testing: on the one hand, the energy distances and
distance covariances from the statistics literature; on the other, maximum mean
discrepancies (MMD), that is, distances between embeddings of distributions to
reproducing kernel Hilbert spaces (RKHS), as established in machine learning.
In the case where the energy distance is computed with a semimetric of negative
type, a positive definite kernel, termed distance kernel, may be defined such
that the MMD corresponds exactly to the energy distance. Conversely, for any
positive definite kernel, we can interpret the MMD as energy distance with
respect to some negative-type semimetric. This equivalence readily extends to
distance covariance using kernels on the product space. We determine the class
of probability distributions for which the test statistics are consistent
against all alternatives. Finally, we investigate the performance of the family
of distance kernels in two-sample and independence tests: we show in particular
that the energy distance most commonly employed in statistics is just one
member of a parametric family of kernels, and that other choices from this
family can yield more powerful tests.; Comment: Published in at http://dx.doi.org/10.1214/13-AOS1140 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org)

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## ‣ I hear, I forget. I do, I understand: a modified Moore-method mathematical statistics course

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 28/09/2013
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Moore introduced a method for graduate mathematics instruction that consisted
primarily of individual student work on challenging proofs (Jones, 1977). Cohen
(1982) described an adaptation with less explicit competition suitable for
undergraduate students at a liberal arts college. This paper details an
adaptation of this modified Moore-method to teach mathematical statistics, and
describes ways that such an approach helps engage students and foster the
teaching of statistics.
Groups of students worked a set of 3 difficult problems (some theoretical,
some applied) every two weeks. Class time was devoted to coaching sessions with
the instructor, group meeting time, and class presentations. R was used to
estimate solutions empirically where analytic results were intractable, as well
as to provide an environment to undertake simulation studies with the aim of
deepening understanding and complementing analytic solutions. Each group
presented comprehensive solutions to complement oral presentations. Development
of parallel techniques for empirical and analytic problem solving was an
explicit goal of the course, which also attempted to communicate ways that
statistics can be used to tackle interesting problems. The group problem
solving component and use of technology allowed students to attempt much more
challenging questions than they could otherwise solve.

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## ‣ Adjusting models of ordered multinomial outcomes for nonignorable nonresponse in the occupational employment statistics survey

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Português

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An establishment's average wage, computed from administrative wage data, has
been found to be related to occupational wages. These occupational wages are a
primary outcome variable for the Bureau of Labor Statistics Occupational
Employment Statistics survey. Motivated by the fact that nonresponse in this
survey is associated with average wage even after accounting for other
establishment characteristics, we propose a method that uses the administrative
data for imputing missing occupational wage values due to nonresponse. This
imputation is complicated by the structure of the data. Since occupational wage
data is collected in the form of counts of employees in predefined wage ranges
for each occupation, weighting approaches to deal with nonresponse do not
adequately adjust the estimates for certain domains of estimation. To preserve
the current data structure, we propose a method to impute each missing
establishment's wage interval count data as an ordered multinomial random
variable using a separate survival model for each occupation. Each model
incorporates known auxiliary information for each establishment associated with
the distribution of the occupational wage data, including geographic and
industry characteristics. This flexible model allows the baseline hazard to
vary by occupation while allowing predictors to adjust the probabilities of an
employee's salary falling within the specified ranges. An empirical study and
simulation results suggest that the method imputes missing OES wages that are
associated with the average wage of the establishment in a way that more
closely resembles the observed association.; Comment: Published in at http://dx.doi.org/10.1214/14-AOAS714 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org)

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## ‣ Optimal and fast detection of spatial clusters with scan statistics

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 25/02/2010
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We consider the detection of multivariate spatial clusters in the Bernoulli
model with $N$ locations, where the design distribution has weakly dependent
marginals. The locations are scanned with a rectangular window with sides
parallel to the axes and with varying sizes and aspect ratios. Multivariate
scan statistics pose a statistical problem due to the multiple testing over
many scan windows, as well as a computational problem because statistics have
to be evaluated on many windows. This paper introduces methodology that leads
to both statistically optimal inference and computationally efficient
algorithms. The main difference to the traditional calibration of scan
statistics is the concept of grouping scan windows according to their sizes,
and then applying different critical values to different groups. It is shown
that this calibration of the scan statistic results in optimal inference for
spatial clusters on both small scales and on large scales, as well as in the
case where the cluster lives on one of the marginals. Methodology is introduced
that allows for an efficient approximation of the set of all rectangles while
still guaranteeing the statistical optimality results described above. It is
shown that the resulting scan statistic has a computational complexity that is
almost linear in $N$.; Comment: Published in at http://dx.doi.org/10.1214/09-AOS732 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org)

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## ‣ Special section on statistics in the atmospheric sciences

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 22/01/2009
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With the possible exception of gambling, meteorology, particularly
precipitation forecasting, may be the area with which the general public is
most familiar with probabilistic assessments of uncertainty. Despite the heavy
use of stochastic models and statistical methods in weather forecasting and
other areas of the atmospheric sciences, papers in these areas have
traditionally been somewhat uncommon in statistics journals. We see signs of
this changing in recent years and we have sought to highlight some present
research directions at the interface of statistics and the atmospheric sciences
in this special section.; Comment: Published in at http://dx.doi.org/10.1214/08-AOAS209 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org)

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## ‣ Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 14/03/2012
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We obtain two theorems extending the use of a saddlepoint approximation to
multiparameter problems for likelihood ratio-like statistics which allow their
use in permutation and rank tests and could be used in bootstrap
approximations. In the first, we show that in some cases when no density
exists, the integral of the formal saddlepoint density over the set
corresponding to large values of the likelihood ratio-like statistic
approximates the true probability with relative error of order $1/n$. In the
second, we give multivariate generalizations of the Lugannani--Rice and
Barndorff-Nielsen or $r^*$ formulas for the approximations. These theorems are
applied to obtain permutation tests based on the likelihood ratio-like
statistics for the $k$ sample and the multivariate two-sample cases. Numerical
examples are given to illustrate the high degree of accuracy, and these
statistics are compared to the classical statistics in both cases.; Comment: Published in at http://dx.doi.org/10.1214/11-AOS945 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org)

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## ‣ Probability and Statistics: Essays in Honor of David A. Freedman

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 27/06/2008
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This volume is our tribute to David A. Freedman, whom we regard as one of the
great statisticians of our time. He received his B.Sc. degree from McGill
University and his Ph.D. from Princeton, and joined the Department of
Statistics of the University of California, Berkeley, in 1962, where, apart
from sabbaticals, he has been ever since. In a career of over 45 years, David
has made many fine contributions to probability and statistical theory, and to
the application of statistics. His early research was on Markov chains and
martingales, and two topics with which he has had a lifelong fascination:
exchangeability and De Finetti's theorem, and the consistency of Bayes
estimates. His asymptotic theory for the bootstrap was also highly influential.
David was elected to the American Academy of Arts and Sciences in 1991, and in
2003 he received the John J. Carty Award for the Advancement of Science from
the U.S. National Academy of Sciences. In addition to his purely academic
research, David has extensive experience as a consultant, including working for
the Carnegie Commission, the City of San Francisco, and the Federal Reserve, as
well as several Departments of the U.S. Government--Energy, Treasury, Justice,
and Commerce. He has testified as an expert witness on statistics in a number
of law cases...

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## ‣ Natural statistics for spectral samples

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Português

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Spectral sampling is associated with the group of unitary transformations
acting on matrices in much the same way that simple random sampling is
associated with the symmetric group acting on vectors. This parallel extends to
symmetric functions, k-statistics and polykays. We construct spectral
k-statistics as unbiased estimators of cumulants of trace powers of a suitable
random matrix. Moreover we define normalized spectral polykays in such a way
that when the sampling is from an infinite population they return products of
free cumulants.; Comment: Published in at http://dx.doi.org/10.1214/13-AOS1107 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org)

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## ‣ Spectral statistics of Erd\H{o}s-R\'{e}nyi graphs I: Local semicircle law

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

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We consider the ensemble of adjacency matrices of Erd\H{o}s-R\'{e}nyi random
graphs, that is, graphs on $N$ vertices where every edge is chosen
independently and with probability $p\equiv p(N)$. We rescale the matrix so
that its bulk eigenvalues are of order one. We prove that, as long as
$pN\to\infty$ (with a speed at least logarithmic in $N$), the density of
eigenvalues of the Erd\H{o}s-R\'{e}nyi ensemble is given by the Wigner
semicircle law for spectral windows of length larger than $N^{-1}$ (up to
logarithmic corrections). As a consequence, all eigenvectors are proved to be
completely delocalized in the sense that the $\ell^{\infty}$-norms of the
$\ell^2$-normalized eigenvectors are at most of order $N^{-1/2}$ with a very
high probability. The estimates in this paper will be used in the companion
paper [Spectral statistics of Erd\H{o}s-R\'{e}nyi graphs II: Eigenvalue spacing
and the extreme eigenvalues (2011) Preprint] to prove the universality of
eigenvalue distributions both in the bulk and at the spectral edges under the
further restriction that $pN\gg N^{2/3}$.; Comment: Published in at http://dx.doi.org/10.1214/11-AOP734 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org)

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## ‣ Serial and nonserial sign-and-rank statistics: asymptotic representation and asymptotic normality

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Publicado em 18/05/2006
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The classical theory of rank-based inference is entirely based either on
ordinary ranks, which do not allow for considering location (intercept)
parameters, or on signed ranks, which require an assumption of symmetry. If the
median, in the absence of a symmetry assumption, is considered as a location
parameter, the maximal invariance property of ordinary ranks is lost to the
ranks and the signs. This new maximal invariant thus suggests a new class of
statistics, based on ordinary ranks and signs. An asymptotic representation
theory \`{a} la H\'{a}jek is developed here for such statistics, both in the
nonserial and in the serial case. The corresponding asymptotic normality
results clearly show how the signs add a separate contribution to the
asymptotic variance, hence, potentially, to asymptotic efficiency. As shown by
Hallin and Werker [Bernoulli 9 (2003) 137--165], conditioning in an appropriate
way on the maximal invariant potentially even leads to semiparametrically
efficient inference. Applications to semiparametric inference in regression and
time series models with median restrictions are treated in detail in an
upcoming companion paper.; Comment: Published at http://dx.doi.org/10.1214/009053605000000769 in the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org)

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## ‣ The emergence of French statistics. How mathematics entered the world of statistics in France during the 1920s

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

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This paper concerns the emergence of modern mathematical statistics in France
after the First World War. Emile Borel's achievements are presented, and
especially his creation of two institutions where mathematical statistics was
developed: the {\it Statistical Institute of Paris University}, (ISUP) in 1922
and above all the {\it Henri Poincar\'e Institute} (IHP) in 1928. At the IHP, a
new journal {\it Annales de l'Institut Henri Poincar\'e} was created in 1931.
We discuss the first papers in that journal dealing with mathematical
statistics.

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## ‣ Loop statistics in the toroidal honeycomb dimer model

Fonte: Universidade Cornell
Publicador: Universidade Cornell

Tipo: Artigo de Revista Científica

Português

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The dimer model on a graph embedded in the torus can be interpreted as a
collection of random self-avoiding loops. In this paper, we consider the
uniform toroidal honeycomb dimer model. We prove that when the mesh of the
graph tends to zero and the aspect of the torus is fixed, the winding number of
the collection of loops converges in law to a two-dimensional discrete Gaussian
distribution. This is known to physicists in more generality from their
analysis of toroidal two-dimensional critical loop models and their mapping to
the massless free field on the torus. This paper contains the first
mathematical proof of this more general physics result in the specific case of
the loop model induced by a toroidal dimer model.; Comment: Published in at http://dx.doi.org/10.1214/09-AOP453 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org)

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## ‣ On Particle Methods for Parameter Estimation in State-Space Models

Fonte: Institute of Mathematical Statistics
Publicador: Institute of Mathematical Statistics

Tipo: Article; published version

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#Bayesian inference#Maximum likelihood inference#Particle filtering#Sequential Monte Carlo#State-space models

This is the final version of the article. It first appeared from the Institute of Mathematical Statistics via http://dx.doi.org/10.1214/14-STS511; Nonlinear non-Gaussian state-space models are ubiquitous
in statistics, econometrics, information engineering and signal process-ing. Particle methods, also known as Sequential Monte Carlo (SMC) methods, provide reliable numerical approximations to the associated state inference problems. However, in most applications, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard particle methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive review of particle methods that have been proposed to perform static parameter estimation in state-space models. We discuss the advantages and limitations of these methods and illustrate their performance on simple models.; N. Kantas was supported by the Engineering and Physical Sciences Research Council (EPSRC) under grant EP/J01365X/1 and programme grant on Control For Energy and Sustainability (EP/G066477/1). S.S. Singh's research is partly funded by EPSRC under the First Grant Scheme (EP/G037590/1). A. Doucet's research is partly funded by EPSRC (EP/K000276/1 and EP/K009850/1). N. Chopin's research is partly by the ANR as part of the "Investissements d'Avenir" program (ANR-11-LABEX-0047).

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## ‣ The Mathematics and Statistics of Voting Power

Fonte: Institute of Mathematical Statistics
Publicador: Institute of Mathematical Statistics

Tipo: Article; PeerReviewed
Formato: application/pdf

Publicado em /11/2002
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In an election, voting power—the probability that a single vote is
decisive—is affected by the rule for aggregating votes into a single outcome.
Voting power is important for studying political representation, fairness and
strategy, and has been much discussed in political science. Although power
indexes are often considered as mathematical definitions, they ultimately
depend on statistical models of voting. Mathematical calculations of voting
power usually have been performed under the model that votes are decided
by coin flips. This simple model has interesting implications for weighted
elections, two-stage elections (such as the U.S. Electoral College) and
coalition structures. We discuss empirical failings of the coin-flip model of
voting and consider, first, the implications for voting power and, second,
ways in which votes could be modeled more realistically. Under the random
voting model, the standard deviation of the average of n votes is proportional
to 1/√n, but under more general models, this variance can have the form cn^(−α) or √a−b log n. Voting power calculations undermore realistic models
present research challenges in modeling and computation.

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## ‣ A conversation with Professor Tadeusz Caliński

Fonte: Institute of Mathematical Statistics
Publicador: Institute of Mathematical Statistics

Tipo: Article; PeerReviewed
Formato: application/pdf

Publicado em //2015
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Tadeusz Caliński was born in Poznań, Poland in 1928. Despite the absence of formal secondary eduction for Poles during the Second World War, he entered the University of Poznań in 1948, initially studying agronomy and in later years mathematics. From 1953 to 1988 he taught statistics, biometry and experimental design at the Agricultural University of Poznań. During this period he founded and developed the Poznań inter-university school of mathematical statistics and biometry, which has become one of the most important schools of this type in Poland and beyond. He has supervised 24 Ph.D. students, many of whom are currently professors at a variety of universities. He is now Professor Emeritus.
Among many awards, in 1995 Professor Caliński received the Order of Polonia Restituta for his outstanding achievements in the fields of Education and Science. In 2012 the Polish Statistical Society awarded him The Jerzy Spława-Neyman Medal for his contribution to the development of research in statistics in Poland. Professor Caliński in addition has Doctoral Degrees honoris causa from the Agricultural University of Poznań and the Warsaw University of Life Sciences.
His research interests include mathematical statistics and biometry...

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