Adaptive nonparametric tests for a single sample location problem

For the two-sample location and scale problem we propose an adaptive test which is based on so called Lepage type tests. The well known test of Lepage (1971) is a combination of the Wilcoxon test for location alternatives and the Ansari-Bradley test for scale alternatives and it behaves well for symmetric and medium-tailed distributions. For the cae of short-, medium- and long-tailed distributions we replace the Wilcoxon test and the .Ansari-Bradley test by suitable other two-sample tests for location and scale, respectively, in oder to get higher power than the classical Lepage test for such distribotions. These tests here are called Lepage type tests. in practice, however, we generally have no clear idea about the distribution having generated our data. Thus, an adaptive test should be applied which takes the the given data set inio consideration. The proposed adaptive test is based on the concept of Hogg (1974), i.e., first, to classify the unknown symmetric distribution function with respect to a measure for tailweight and second, to apply an appropriate Lepage type test for this classified type of distribution. We compare the adaptive test with the three Lepage type tests in the adaptive scheme and with the classical Lepage test as well as with other parametric and nonparametric tests. The power comparison is carried out via Monte Carlo simulation. It is shown that the adaptive test is the best one for the broad class of distributions considered.

This work aims to reduce the test time per chip, but affect the quality of the products only as little as possible compared to the conventional semiconductor test. For that purpose, a simulation software has been developed that performs adaptive test simulations based on real data and test results of conventional production testing. Product analyzes were performed and both the potential for test time savings and the resulting loss of quality were determined. Finally, it has shown that by the intelligent omission of tests, compared to conventional testing procedures, test time reduction of up to 50% can be achieved. In contrast, there are only few unrecognized defective components that are not detected by the adaptive test procedure and which reduced the quality of products. In best case, the fraction of nonconforming units was reduced down to values under 40ppm. To handle the potential risk of test escapes this paper also introduces a statistical estimation method.

To increase the number of items available for adaptive testing and reduce the cost of item writing, the use of techniques of item cloning has been proposed. An important consequence of item cloning is possible variability between the item parameters. To deal with this variability, a multilevel item response (IRT) model is presented which allows for differences between the distributions of item parameters of families of item clones. A marginal maximum likelihood and a Bayesian procedure for estimating the hyperparameters are presented. In addition, an item-selection procedure for computerized adaptive testing with item cloning is presented which has the following two stages: First, a family of item clones is selected to be optimal at the estimate of the person parameter. Second, an item is randomly selected from the family for administration. Results from simulation studies based on an item pool from the Law School Admission Test (LSAT) illustrate the accuracy of these item pool calibration and adaptive testing procedures. Index terms: computerized adaptive testing, item cloning, multilevel item response theory, marginal maximum likelihood, Bayesian item selection.

Power systems have been undergoing radical changes in recent years, and their planning and operation will be surely undertaken according to the Smart Grid (SG) vision in the near future. The SG initiatives aim at introducing new technologies and services in power systems, to make the electrical networks more reliable, efficient, secure and environmentally-friendly. In particular, it is expected that communication technologies, computational intelligence and distributed energy sources will be widely used for the whole power system in an integrated fashion. In particular, nowadays, unprecedented challenges like as stringent regulations, environmental concerns, growing demand for high quality, reliable electricity and rising customer expectations are forcing utilities to rethink about electricity generation and delivery from the bottom up. Moreover, the availability of low cost computing and telecommunications technologies, new generation options, and scalable, modular automation systems push utilities to be dynamic, innovative and ambitious enough to take advantage of them. Driven by the dynamics of the new energy environment, leading utilities, technology vendors and government organizations have created a vision of the next generation of energy delivery systems: the Smart Grid. Operational changes of the grid, caused by restructuring of the electric utility industry and electricity storage technology advancements, have created an opportunity for storage systems to provide unique services to the evolving grid. Especially Battery Energy Storage Systems (BESSs), thanks to the large number and variety of services they can provide, are powerful tools for the solution of some challenges that future grids will face. This consideration makes BESSs critical components of the future grids. The BESS can be applied for different services into the different levels of power system chain to satisfy technical challenges and provide financial benefits. In the context of the application of BESSs in SGs, there are two main problems that need to be addressed in a way that exploits the BESS potential, that are linked to their operation and sizing. This thesis focuses on both these aspects, proposing new strategies that allow optimizing the BESS adoption. When dealing with BESSs, sizing and operation are strictly linked. The correct sizing of a BESS, in fact, needs to take into account its operation which in turn will be effected with the aim of optimizing the whole system where it is included. In the first part of this research study, advanced optimal operating strategies were proposed for BESSs by considering both the distribution system operator perspective and the end user. Thus, the proposed operating strategies were performed with the aim of (i) leveling the active power requested by the loads connected to a distribution system (distribution system operator service), (ii) reducing the electricity costs sustained by an end-use costumer that provides demand response (DR) (end user service) and (iii) scheduling a microgrid (µG) with DR resources such as Plug-in Electric Vehicles (PEVs) and Data Centers (DCs) (both the two section service). The proposed strategies also satisfied technical constraints of BESSs and other components of the µG. The second part of the thesis presented the optimal sizing of BESSs aimed at maximizing the benefits related to their use. In the thesis, the sizing, which is performed by considering the end user point of view with reference to both the industrial and residential customers, is effected by adopting both deterministic and probabilistic approaches. With reference to the deterministic approach, a simple and quick closed form procedure for the sizing of BESSs in residential and industrial applications was proposed. In case of probabilistic approach, the case of a BESS installed in an industrial facility was considered and the sizing was performed based on the decision theory. Technical improvements and economic benefits of optimal operation and optimal sizing of BESSs in SG are demonstrated by the obtained results which are reported in the numerical applications. More specifically, it was clearly determined that BESSs can offer technical supports into the distribution operator section of the grid in terms of load management and security challenges. Moreover optimal integration of BESSs into the grid was also appealing for end users thanks to valuable amounts of electricity bill cost reduction. Regarding the original contribution of the thesis, the following considerations can be done. With reference to the load leveling service, an innovative two-step procedure (day-ahead scheduling and very short time predictive control) was proposed which optimally controls a BESS connected to a distribution substation in order to perform load leveling. In case of DR, a proper control of the BESS was proposed in order to perform DR under different price schemes, such as Real Time Pricing (RTP) and Time of Use (TOU) without modifying the daily work cycle of the industrial loads. The control procedure allows achieving contemporaneously two important goals that are the reduction of the bill costs and the prolonging the battery's lifetime so further reducing the costs sustained by the customer. With reference to the scheduling of microgrids, the original contribution of the thesis is focused on the proposal of optimization strategies aimed at managing and coordinating, simultaneously, batteries on board of vehicles or equipping data centers' Uninterruptable Power Supply (UPS) and Distributed Generation (DG) units. Also comparisons among different single-objective based strategies are made in order to highlight the most convenient. With reference to the sizing based on deterministic approach, unlike the other relating literature, the innovative contribution is that the closed form procedure takes into account both the technical constraints of the battery and contractual agreements between the customer and the utility. Moreover, in the economical analysis performed for the sizing, which is applied with reference to both residential and small industrial customers and is based on actual TOU tariffs, a wide sensitivity analysis to consider different perspectives in terms of life span and future costs was performed. Some aspects that affect the profitability of the battery, such as technological limitations (e.g. the battery and converter efficiency), economic barriers (e.g. capital cost and the rate of change of the cost) and variation of the load profile along the years were deeply analyzed. In case of sizing based on probabilistic approach, the original contributions of the thesis are mainly referred to the proposal of a new method that uses a decision theory-based process to obtain the best sizing alternative considering the various uncertainties affecting the sizing procedure. The thesis is organized in three chapters which are dealing with integration of BESSs in SGs. The first chapter reports basic concepts and characteristics of BESSs, fundamental components and features of SGs and different services that BESSs can provide. The optimal operation strategies of BESS are considered in second chapter which includes their problem formulation, solving procedures and results. The third chapter deals with the optimal sizing problem of BESSs for which the problem formulation, solving procedures and results are reported. Finally, the conclusions are presented in the last part of thesis.

The most commonly used deterministic approach to the development of total maximum daily loads (TMDLs) fails to explicitly address issues related to a margin of safety and inherent variability of streamflows in the process of TMDL development. In this paper, the deterministic approach to pH TMDL development for Beech Creek watershed, Muhlenberg County, Kentucky, proposed by Ormsbee, Elshorbagy and Zechman is discussed. The shortcomings and the limitations of the assumptions associated with the deterministic approach are highlighted. An alternative probabilistic approach, to cope with the percentile-based water quality standards based on Monte Carlo simulation, is presented and compared to the deterministic approach. The proposed probabilistic approach provides a deeper insight into the issue of uncertainty and emphasizes the importance of handling the water quality standards and TMDLs in terms of magnitude and frequency rather than a single-valued approach. Expected exceedances and the confidence of compliance with percentile-based standards are estimated. Accordingly, an objective method of estimating the margin of safety for pH TMDLs is proposed.

Different methodologies for flood-plain mapping are analysed and discussed by comparing deterministic and probabilistic approaches using hydrodynamic numerical solutions. In order to facilitate the critical discussion, state-of-art techniques in the field of flood inundation modelling are applied to a specific test site (River Dee, UK). Specifically, different flood-plain maps are derived for this test site. A first map is built by applying an advanced deterministic approach: use of a fully two-dimensional finite element model (TELEMAC-2D), calibrated against a historical flood extent, to derive a 1-in-100 year flood inundation map. A second map is derived by using a probabilistic approach: use of a simple raster-based inundation model (LISFLOOD-FP) to derive an uncertain flood extent map predicting the 1-in-100 year event conditioned on the extent of the 2006 flood. The flood-plain maps are then compared and the advantages and disadvantages of the two different approaches are critically discussed. Citation Di Baldassarre, G., Schumann, G., Bates, P. D., Freer, J. E. & Beven, K. J. (2010) Flood-plain mapping: a critical discussion of deterministic and probabilistic approaches. Hydrol. Sci. J. 55(3), 364–376.

This study aims at making the relationship between the deterministic approach and the probabilistic approach in the structural earthquake response analysis clear by graphically depicting the constraint curves for responses. The present aseismic design of a structure is carried out by deterministic approach using the response spectrum and modal analysis. As most structures face random external forces, however, it is necessary to introduce the probabilistic concept into the aseismic design.In this study, the authors have formulated the structural earthquake response analysis by two approaches: one is the deterministic approach using the response spectrum and modal analysis, while the other is the probabilistic approach using the power spectrum density, random vibration theory and dynamic reliability analysis.Some structures of multi-degrees-of-freedom were analyzed by the two approaches, and the constraint curves for these responses were graphically illustrated. From these results, it is shown that the constraint curves determined by the deterministic approach are quite similar to those determined by the probabilistic approach. A quantitative relationship between the two responses has been obtained by evaluating these constraint curves.

This paper presents a case study for a deep-water, HPHT, short flowline evaluated using a probabilistic lateral buckling design approach that aims to predict the pipeline end loads. The lateral buckling assessment of short flowlines, with fixed pipe ends and length of 1000m, may show an acceptable lateral buckling result, not requiring a controlled lateral buckling strategy, i.e., no engineered triggers, to ensure the pipe integrity. Although the integrity of the pipeline is ensured, it is recommended to introduce at least one engineered trigger in the pipeline to reduce the end loads stably by creating a lateral buckle to release the compressive axial force in the pipeline. The end loads, affected by uncertain parameters, are evaluated based on a probabilistic approach to have a robust and demonstrably efficient design. It is expected that short flowlines have small, lateral out-of-straightness features (which are inherent to the pipeline installation process). The uncertainty in the out-of-straightness features along the line can influence the critical buckling force and therefore the end loads due to cyclic thermal loads. The proposed approach is useful for predicting the pipeline end loads for the anchor structures design at early or detailed phase in the presence of uncertain parameters. This probabilistic approach requires more simulation time, compared with the deterministic approach, but it helps to predict a more robust range for the lateral buckling response and lower anchor load, which may result in project cost savings.

Recently, indoor localisation techniques that use wireless local area network (WLAN) be a-con signals have gained much attention by the research communities. Many localisations methods are used to estimate the user of mobile device in indoor environments. However, the accuracy of these methods is affected by the nature of the test-bed environment. In this paper, we introduce an experimental test-bed in a typical indoor environment. We used a finger printing-based localisation algorithm to estimate the user location. The fingerprinting technique consists of two phases: offline phase and online phase. In the offline phase, calibration points are collected at certain places in floor to build a radio map. In the online phase, deterministic and probabilistic approaches are applied in order to get the correct estimated position of a mobile device. In deterministic approach, the position of mobile device estimated by K-nearest neighbour (KNN). In probabilistic approach, the position of mobile device estimated by Bayesian network (BN). Clustering technique is proposed to improve the system's accuracy and reduce the radio map size in the offline phase. We present experimental results that improved the system accuracy and reduce the size of radio map by using the proposed clustering technique.

Between 2011 and 2022 greater than 50% of global E&P merger and acquisition (M&A) transactions destroyed shareholder value with only 25% generating approximately 60% of total excess returns, per a 2024 paper from McKinsey & Co.1 Upgrading the financial analysis approach to provide better insights for M&A decision-making professionals is therefore increasingly important to enhance their probability of success. This paper analyzes the 2021 merger of Cabot Oil & Gas with Cimarex Energy (the Transaction) to understand the distinct advantages gained from applying a probabilistic approach to the financial analysis of mergers, acquisitions and divestitures. Traditional deterministic valuation and transaction analyses, which rely on a static set of assumptions, are compared to a probabilistic approach based on Monte Carlo simulation using a readily available Excel add-in. This paper reviews and utilizes the additional insights from the probabilistic output, generated from the input probability distribution functions and correlation coefficients chosen, unavailable from a traditional, deterministic financial approach. The probabilistic approach provides an enhanced transaction analysis process that produces the critical metrics company Boards and shareholders increasingly require in determining if a transaction should be undertaken. This paper highlights how a probabilistic approach to the M&A process: (i) is straightforward to implement; (ii) facilitates a greater use of real-world data; (iii) generates outcome probabilities for key transaction metrics unavailable with a deterministic approach; and (iv) provides unique risk insights into those transaction metrics. This probabilistic approach to the M&A process represents a significant, practical improvement to management's ability to evaluate specific transactions and enhance their likelihood of success.

Human health risks associated with dietary exposure to persistent organic pollutants (POPs) in river water in Korea

Введение. Исследование цитокинового профиля пациентов, страдающих крапивницей, является определяющим в понимании механизмов развития различных форм заболевания. Цель. Определение показателей уровня цитокинов (IL-9, IL-17, TNFβ) у детей с острой крапивницей. Материалы и методы. Обследовано 80 детей обоего пола, поступивших под наблюдение с диагнозом «острая крапивница». Количество мальчиков составило 43 (53,7%), девочек – 37 (46,3%). В контрольную группу вошли 20 практически здоровых детей. Средний возраст детей составил (7,48±0,39) года. Уровень содержания интерлейкинов IL-9, IL-17 и TNFβ в периферической крови был определен у 70 пациентов с острой крапивницей и 20 здоровых детей контрольной группы методом твердофазного иммуноферментного анализа из единой пробы сыворотки крови. Межгрупповые показатели сравнивали с применением критерия χ2 Пирсона (Pearson Chi-Square – рχ2), с дополнительным уточнением результатов критерием U Манна – Уитни (U-Mann – Whitney – pU). Внутригрупповые сравнения проводили критериями W Вилкоксона (Wilcoxon test – pW) и Z-знаков (Sign test – pZ). Результаты. Острая крапивница у детей сопровождалась гиперпродукцией в крови провоспалительных цитокинов. Отмечалось достоверное повышение уровня IL-9 (р < 0,000) и IL-17 (р < 0,000) в крови у детей с острой крапивницей и отеком Квинке. Установленные межсистемные связи выявили достоверную корреляцию между клиническими симптомами острой крапивницы и повышенными уровнями содержания провоспалительных цитокинов IL-9 и IL-17, а также достоверную корреляционную связь между повышенными уровнями содержания в крови IL-9, IL-17 и представителями кишечной микробиоты. Заключение. Результаты исследования свидетельствуют о важной роли цитокинов в патогенезе острой крапивницы и отека Квинке, а также об участии кишечной микрофлоры в развитии данной патологии у детей. Introduction. The study of the cytokine profile of patients suffering from urticaria is decisive in understanding mechanisms of development of various forms of the disease. Purpose. To determine cytokines (IL-9, IL-17, TNFβ) levels in children with acute urticaria. Materials and methods. We examined 80 children of both genders admitted under observation with diagnosis of acute urticaria. The number of boys was 43 (53.7%), girls – 37 (46.3%). The control group consisted of 20 practically healthy children. The average age of the children was 7.48±0.39 years. The level of interleukins IL-9, IL-17 and TNFβ in peripheral blood was determined in 70 patients with acute urticaria and 20 healthy children of the control group by enzyme-linked immunosorbent assay from a single blood serum sample. Intergroup indicators were compared using the χ2-Pearson test (Pearson Chi-Square – pχ2), with additional refinement of the results by the U-Wilcoxon test (U-Mann-Whitney – pU). Intragroup comparisons were performed using W-Wilcoxon test (Wilcoxon test – pW) and Z-signs (Sign test – pZ). Results. Acute urticaria in children was accompanied by hyperproduction of pro- inflammatory cytokines in the blood. There was a significant increase in IL-9 (p < 0.000) and IL-17 (p < 0.000) levels in the blood of children with acute urticaria and Quincke’s edema. The established intersystem relationships revealed a significant correlation between clinical symptoms of acute urticaria and elevated levels of pro-inflammatory cytokines IL-9 and IL-17, as well as a significant correlation between elevated blood levels of IL-9, IL-17 and representatives of intestinal microbiota. Conclusion. The results of the study indicate the important role of cytokines in the pathogenesis of acute urticaria and Quincke’s edema, as well as the participation of intestinal microflora in the development of this pathology in children.

Life-cycle cost analysis (LCCA) is an important tool in transportation asset management. Transportation agencies have used both deterministic and probabilistic LCCA approaches. Probabilistic approaches allow decision makers to evaluate the risk of an investment by using uncertain input variables, assumptions, or estimates. The incorporation of fuzzy logic–based models into the risk analysis process is explored to enhance further the traditional probabilistic LCCA method. It proposes a fuzzy logic approach for determining the timing of pavement maintenance, rehabilitation, and reconstruction (MR&R) treatments in a probabilistic LCCA model for selecting pavement MR&R strategies. Instead of using predefined service life for initial construction and future rehabilitations, the proposed approach uses performance curves and fuzzy logic triggering models to determine the most effective timing of MR&R activities. The new approach is compared with the deterministic and traditional probabilistic approaches in a simple case study. The case study demonstrates that the fuzzy logic–based risk analysis model for LCCA can effectively produce results that are at least comparable to those of the benchmark methods while effectively considering some of the uncertainty inherent to the process.

Extension of sensitivity and uncertainty analysis for long term dose assessment of high level nuclear waste disposal sites to uncertainties in the human behaviour

This paper presents the seismic hazard analysis of Jaitapur region on the west coast of India, where a nuclear power plant is being planned to locate. A homogenized earthquake catalog in unified moment magnitude scale for the region has been prepared compiling updated data from different agencies. The seismicity parameters were estimated for Jaitapur region, and the hazard evaluation has been performed using different methodologies with different source models and attenuation relations. The deterministic and probabilistic seismic hazard analyses were performed with currently available data and their best possible scientific interpretation by considering alternative models (source models, maximum magnitude, and attenuation relationships). The hazard maps have been produced for horizontal ground motion on the bedrock level using both deterministic and probabilistic methods. The value of Peak Horizontal Acceleration (PHA) for the study region estimated probabilistically for 475 year return period varies from 0.05 to 0.2 g, whereas with deterministic approach, PHA reaches value as high as 0.3 g.KeywordsFirst keywordSecond keywordThird keyword