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Subject: Re: Laws Masks... -- From: "JG.Campbell"
Subject: Re: Real Subsets with the 0-1 Intersection Pro -- From: wollan@mayo.edu (Peter Wollan)
Subject: Confidence ellipse (regression slope) -- From: makst28+@pitt.edu
Subject: Re: Attitude responses -- From: Warren
Subject: Q: Rnd Gen for Non Central Chi Square -- From: nadeem@yorku.ca (Nadeem Siddiqi)
Subject: Re: Need help on a upper bound question -- From: "Raymond V. Liedka"
Subject: SE calculation -- From: "T. Harter"
Subject: Re: Occam's razor & WDB2T [was Decidability question] -- From: radford@cs.toronto.edu (Radford Neal)
Subject: change ctr of concentric ellipses in trellis graphics -- From: lthompso@s.psych.uiuc.edu (Laura Thompson)
Subject: Variance of convex function convex ?? -- From: ahmed shabbir

Articles

Subject: Re: Laws Masks...
From: "JG.Campbell"
Date: Fri, 15 Nov 1996 19:59:32 +0000
Michael Brewer wrote:
> 
> Can you point me towards a paper or book that is available in most
> good libraries that tells me about Laws masks... the only references I
> have seen are to Laws' original PhD thesis and to some obscure
> proceedings... not too useful even if you have a copyright library in
W.K. Pratt, 1991, Digital Image Processing 2nd ed., Wiley-Interscience,
has a few pages on them.
-- Jon Campbell
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Subject: Re: Real Subsets with the 0-1 Intersection Pro
From: wollan@mayo.edu (Peter Wollan)
Date: 15 Nov 1996 21:49:01 GMT
In article frt@senator-bedfellow.MIT.EDU, lones@lones.mit.edu (Lones A Smith) writes:
>This really concerns probability theory. 
>
>Let S(x,c) be a closed Borel subset of [0,1], for any x in [0,1] & real c.
>
>Suppose S has the "0-1 intersection property": For any c1 and c2, and for
>all x1 <> x2, S(x1,c1) and S(x2,c2) have either zero or one point in common.
>
>CLAIM: {x in [0,1]|union of S(x,c) over all real c has measure >0} is countable
>
What about S(x,c) = {c, if c is in [0,1], x else}?  
Then for any x, union over c of S(x,c) = [0,1], but each S(x,c) is a single point so
must satisfy the 0-1 intersection prop.
Am I missing something?
	Peter Wollan
	wollan@mayo.edu
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Subject: Confidence ellipse (regression slope)
From: makst28+@pitt.edu
Date: Fri, 15 Nov 1996 21:40:28 -0500
Hello,
Can anyone tell me how to solve the quadratic matrix equation for the 
elliptically shaped confidence region (confidence ellipse or error 
ellipse) around the estimated slope vectors in the classical, normal 
multiple linear regression model? -- I have the matrix equation but 
does not know how to solve it and/or turn it into a two-dimensional 
graph. Thanks in advance.
Anders Alexandersson
E-mail: makst28+@pitt.edu
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Subject: Re: Attitude responses
From: Warren
Date: 15 Nov 1996 21:56:02 GMT
Nick,
Unless you have reason to believe the categories are equally spaced, I 
would worry a little about numbering just as you said.  And the general 
test of association may not tell you what you need to know...how do the 
proportions relate to each other on an ordinal scale.
You have a couple of options, I would think.
In PROC FREQ in SAS, you can select scores different from 1,2,3,4 (CMH), 
but you don't seem to have any strong belief in how much distance there 
is between categories.
You could use ridits which assign scores that take into account the 
number in each category...but I think we are back to numbering the 
categories if I remember the ridit procedure...it does some kind of 
midranking as I recall.
You could use a straight ranking 
procedure...like Kruskal-Wallis-Mann-Whitney.
Another technique for analyzing these data (your example fits the classic 
mold very well) is something called a "proportional odds model."  It 
would be the best choice if the assumptions are met.  SAS will do this 
type of model using PROC LOGISTIC and test the "PO" assumption.  If the 
proportional odds assumption isn't reasonable, you can do a "generalized 
logits" model using PROC CATMOD...you could compare the "not at all" 
group to all the rest.  Agresti would be a good place to look for 
references, but Agresti isn't a good "elementary" text...I haven't seen 
his new book but it might be a little more "elementary".  All of these 
would require a little reading on your part concerning the assumptions.
n.w.nelson@education.leeds.ac.uk (nick nelson) wrote:
>Say I have responses on an attitude scale
>
>eg  Do you like this?  lots / some / a little / not at all
>
>and two groups eg men and women. What is the best way to
>establish whethere the two groups differ significantly?
>
>On approach I have seen involves numbering the responses 4,3,2,1
>and working with the means, but this seems dubious due to the
>non-interval nature of the scale.
>
>Alternatively you could cast the reponses in a 4x2 table and do
>a chi2 on it, but this ignores the order information altogether.
>
>Is there a middle path?
>
>Nick.
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Subject: Q: Rnd Gen for Non Central Chi Square
From: nadeem@yorku.ca (Nadeem Siddiqi)
Date: 15 Nov 1996 21:23:35 -0700
hi!
anyone know where i could get an algorithm for generating random
numbers from a non-central chi-square distribution ?
[please NOTE the ***non-central*** chi-square. i know there are zillions
of programs that can generate from standard chi-square and other distributions]
ideally i would like to do this on maple v.3 but would accept pascal,
fortran,C or S code/algorithm too.
or how i could go about moving from a random number from some "standard"
distribution to non-central chi square.
e-mailed replies will be appreciated since there is a several day lag [upto
a week at times] in my newsserver getting articles :(
thanx in advance.
nadeem
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Subject: Re: Need help on a upper bound question
From: "Raymond V. Liedka"
Date: Fri, 15 Nov 1996 16:00:06 -0700
On 14 Nov 1996, Bob Lee wrote:
> Hi I have a question that I am having trouble with. I'd appreciate any help.
> 
> Suppose the average family income of an area is $10,000.
> 
> a) Find and upper bound for the percentage of families with incomes 
> over $50,000.
> b) Find a better upper bound if it is known that the standard 
> deviation of incomes is $8,000.
> 
> I assume that some kind of distribution must be assumed. 
> 
I assume that your instructor expects you to do your own homework, or is 
this a take-home test?   You will learn more if you really try to figure 
things out rather than try and get others to do your work!
Raymond V. Liedka
Department of Sociology
University of New Mexico
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Subject: SE calculation
From: "T. Harter"
Date: Fri, 15 Nov 1996 13:39:52 -0600
I need to know how to determine Std. Error for the term Vmax/Km after
they have been calculated from a number of data points using the
following equation.       
Equation 1	Y=Vmax*X/(Km+X)
Variables	
     VMAX	10.87
     KM	         1.445
Std. Error	
     VMAX	0.1802
     KM	        0.09183
95% Confidence Intervals	
     VMAX	10.50 to 11.25
     KM	1.255 to 1.636
Goodness of Fit	
     Degrees of Freedom	22
     RČ	0.9802
     Absolute Sum of Squares	3.226
     Sy.x	0.3830
Data	
     Number of X values	24
     Number of Y replicates	1
     Total number of values	24
     Number of missing values	0
What is the general procedure for determining SE when you have two
variables and their SE and need to do various manipulations of them?
It seems to me I learned a set of rules for addition and multiplication
of errors, but I don't remember them and cannot find them.
For example:  ( I know the data is messy, but)
1/y intercept = 10.2 but what would the ± BE?  Certainly not 38.1.
Equation    y=mx + b
     Slope	65.21 ± 14.80
     Y-intercept	0.09822 ± 0.02627
     X-intercept	-0.001506
     1/slope	0.01533
95% Confidence Intervals	
     Slope	24.12 to 106.3
     Y-intercept	0.02530 to 0.1711
Goodness of Fit	
     rČ	0.8291
     Sy.x	0.03690
Is slope significantly non-zero?	
     F	19.41
     DFn, DFd	1.000, 4.000
     P value	0.0116
     Deviation from zero?	Significant
Data	
     Number of X values	6
     Maximum number of Y replicates	1
     Total number of values	6
     Number of missing values	10
*****************
T. Harter
harter@am.seer.wustl.edu
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Subject: Re: Occam's razor & WDB2T [was Decidability question]
From: radford@cs.toronto.edu (Radford Neal)
Date: 16 Nov 96 17:31:49 GMT
>< Radford Neal:
><
>< One often sees people using priors that are such that the 
>< effective complexity of the model increases as the amount of 
>< data increases.  This makes no sense - it amounts to using a 
>< prior that one knows is going to be contradicted by future 
>< data.
Neil Nelson  wrote:
>... Of course the difficulty here is the 
>determination of the prior probabilities and algorithmic 
>relation, for which our only effective recourse is an analysis 
>of the previously and currently available data.  This implies 
>that our prior probabilities and algorithm may change depending 
>on any increase in the available data; or more simply, we would 
>not want to hold to our previous judgment if new information 
>indicated we were previously in error.
This is not the case for a full Bayesian analysis, since the prior
decided on before any data is collected will implicitly contain all
the revisions of judgement that would be prompted by any possible data
set.
In practice, a Bayesian is likely to use a model and prior that do not
contain certain possibilities that seem very unlikely at first, simply
because formalising all these possibilities is too much work.  If the
actual data indicate that these possibilities need to be considered,
then the Bayesian might revise the prior and model, perhaps adopting a
more complex one.
However, I think that this scenario has little to do with the usual
reasons why people think that you can't use complex models with small
datasets.  The usual reasons are not compatible with a Bayesian viewpoint.
   Radford Neal
----------------------------------------------------------------------------
Radford M. Neal                                       radford@cs.utoronto.ca
Dept. of Statistics and Dept. of Computer Science radford@utstat.utoronto.ca
University of Toronto                     http://www.cs.utoronto.ca/~radford
----------------------------------------------------------------------------
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Subject: change ctr of concentric ellipses in trellis graphics
From: lthompso@s.psych.uiuc.edu (Laura Thompson)
Date: 16 Nov 1996 20:54:48 GMT
I have several concentric ellipses in trellis graphics.  They are
plotted in xy-plot.  I started with a vector of X's and solved for the
y's using an eqn.  Then I plotted the two vectors of data points in
xy-plot.
The problem is:  I would like to locate the center of the innermost
ellipse, then shift that ellipse to the left so that the rt endpoint of
the major axis (which will be in direction of abscissa) is now
touching the ctr.  Then I want to shift all outer ellipses so that 
each right endpt of the major axis of each ellipse goes through that 
original ctr point.
I hope that's clear.
It sounds like a matter of determining the appropriate constant of
shift for each ellipse through length of that axis, then adding the
constant to each data point, but I really would like a nice way of
doing it.  
If you have something in a different code than S, that would be
fine to work with too.
Thanks.
Please email me as well as post.
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Subject: Variance of convex function convex ??
From: ahmed shabbir
Date: Sat, 16 Nov 1996 14:58:45 -0600
A function f(x,w), where w is a random variable and x is deterministic, 
is convex in x for fixed w, and is also convex in w for fixed x. We know 
that the expectation: E[f(x,w)] is then convex in x. Is the variance: 
Var[f(x,w)] convex in x ?
Any ideas, suggestions, references will be greatly appreciated.
SHABBIR Ahmed
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