Statistics and Simulation

This volume features original contributions and invited review articles on mathematical statistics, statistical simulation and experimental design. The selected peer-reviewed contributions originate from the 8th International Workshop on Simulation held in Vienna in 2015. The book is intended for mathematical statisticians, Ph.D. students and statisticians working in medicine, engineering, pharmacy, psychology, agriculture and other related fields.

The International Workshops on Simulation are devoted to statistical techniques in stochastic simulation, data collection, design of scientific experiments and studies representing broad areas of interest. The first 6 workshops took place in St. Petersburg, Russia, in 1994 - 2009 and the 7th workshop was held in Rimini, Italy, in 2013.

Autorentext

Viatcheslav Melas is a professor at the Department of Stochastic Simulation at the St. Petersburg State University, Russia. His research areas include experimental design, stochastic simulation and regression analysis, with a focus on functional approaches to optimal experimental design. He was one of the main organizers of the eight International Workshops on Simulation (1994 - 2015).

Karl Moder is head of the Center of Experimental Design at the University of Natural Resources and Life Sciences in Vienna, Austria, where he is also a professor at the Institute of Applied Statistics and Computing. His research areas include experimental design, multivariate statistics, and random number generation.

Jürgen Pilz is a professor and head of the Department of Statistics at the Alpen-Adria University Klagenfurt in Austria. He is the author of seven books and has published more than 150 scientific papers in the areas of Bayesian statistics, spatial statistics, environmental and industrial statistics, statistical quality control and design of experiments. He is an editorial board member of several international statistics journals.

Dieter Rasch works at the Center of Experimental Design at the University of Natural Resources and Life Sciences in Vienna, Austria. His research areas include size of experiments, constructing experimental designs and nonlinear regression. He was head of the Biometric Unit at the Research Centre of Animal Production in Rostock, Germany and a Professor of Mathematical Statistics at the Department of Mathematics at the University Wageningen in the Netherlands. He has published 275 scientific papers and 59 authored and edited books.

Inhalt

Preface.- Part I: Invited Papers.- 1. Design and analysis of simulation experiments (Jack P. C. Kleijnen).- 2. A review of simulation usage in the New Zealand electricity market (Golbon Zakeri, Geoff Pritchard).- 3. Power and sample size considerations in psychometrics (Clemens Draxler, Klaus D. Kubinger).- 4. Bootstrap change point testing for dependent data (Zuzana PráSková).- Part II: Simulation for mathematical modeling and analysis.- 5. The covariation matrix of solution of a linear algebraic system by the Monte Carlo method (Tatiana M. Tovstik).- 6. Large-scale simulation of acoustic waves in random multiscale media (Olga N. Soboleva, Ekaterina P. Kurochkina).- 7. Parameter inference for stochastic differential equations with density tracking by quadrature (Harish S. Bhat, R. W. M. A. Madushani, Shagun Rawat).- 8. New Monte Carlo algorithm for evaluation of outgoing polarized radiation (Gennady A. Mikhailov, Natalya V. Tracheva, Sergey A. Ukhinov).- Part III: Simulation for stochastic processes and their applications.- 9. Simulation of stochastic processes with generation and transport of particles (Elena Ermishkina, Elena Yarovaya).- 10. Stochastic models for nonlinear cross-diffusion systems (Yana Belopolskaya).- 11. Benefits and application of tree structures in Gaussian process models to optimize magnetic field shaping problems (Natalie Vollert, Michael Ortner, Jürgen Pilz).- 12. Insurance models under incomplete information (Ekaterina Bulinskaya, Julia Gusak).- 13. Comparison and modeling of pension systems (Christian Quast, LuboS Strelec, Rastislav Potocký, Jozef Kiselák, Milan Stehlík).- 14. Markowitz problem for a case of random environment existence (Alexander Andronov, Tatjana Jurkina).- Part IV: Testing and classification problems in statistics.- 15. Signs of residuals for testing coefficients in quantile regression (Sergey Tarima, Peter Tarassenko, Bonifride Tuyishimire, Rodney Sparapani, Lisa Rein, John Meurer).- 16. Classification of multivariate time series of arbitrary nature based on the -complexity theory (Boris Darkhovsky, Alexandra Piryatinska).- 17. EEG, nonparametric multivariate statistics, and dementia classification (Patrick Langthaler, Yvonne Höller, Zuzana Hübnerová, Vítezslav Veselý, Arne C. Bathke).- 18. Change point in panel data with small fixed panel size: ratio and non-ratio test statistics(Barbora PeStová, Michal PeSta).- 19. How robust is the two-sample triangular sequential t-test against variance heterogeneity? (Dieter Rasch, Takuya Yanagida).- Part V. Clinical trials and design of experiments.- 20. Performances of Poisson-gamma model for patients' recruitment in clinical trials when there are pauses in recruitment or when the number of centres is small (Nathan Minois, Guillaume Mijoule, Stéphanie Savy, Valérie Lauwers-Cances, Sandrine Andrieu, Nicolas Savy).- 21. Simulated clinical trials: principle, good practices, and focus onvirtual patients generation (Nicolas Savy, Stéphanie Savy, Sandrine Andrieu, Sébastien Marque).- 22. Determination of the optimal size of subsamples for testing a correlation coefficient by a sequential triangular test (Dieter Rasch, Takuya Yanagida, Klaus D. Kubinger, Berthold Schneider).- 23. Explicit T-optimal designs for trigonometric regression models (Viatcheslav B. Melas, Petr V. Shpilev).- 24. Simulations on the combinatorial structure of D-optimal designs (Roberto Fontana, Fabio Rapallo).- Part VI: Simulations for reliability and queueing models.- 25. On the consequences of model misspecification for biased samples from the Weibull distribution (George Tzavelas, Polychronis Economou).-26. An overview on recent advances in statistical burn-in modeling for semiconductor devices (Daniel Kurz, Horst Lewitschnig, Jürgen Pilz).- 27. Simplified analysis of queueing systems with random requirements (Konstantin E. Samouylov, Yuliya V. Gaidamaka, Eduard S. Sopin).- 28. On sensitivity of steady-state probabilities of a cold redundant system to the shapes of life and repair time distributions of its elements (Vladimir Rykov, Dmitry Kozyrev).- 29. Reliability analysis of an aging unit with a controllable repair
facility activation (Dmitry Efrosinin, Janos Sztrik, Mais Farkhadov, Natalia Stepanova).-