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  • 51.
    Bergsén, Nikola
    et al.
    Örebro University, Örebro University School of Business.
    Persson, Nathalie
    Örebro University, Örebro University School of Business.
    Jämförelse av Arbetskraftsundersökningar i världen: med avseende på urvalsdesign, estimatorer och bortfallshantering2018Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 52.
    Bergwall, Andreas
    Örebro University, School of Science and Technology.
    A geometric evolution problem2002In: Quarterly of Applied Mathematics, ISSN 0033-569X, E-ISSN 1552-4485, Vol. 60, no 1, p. 37-73Article in journal (Refereed)
    Abstract [en]

    A traditional approach to compression moulding of polymers involves the study of a generalized Hele-Shaw flow of a power-law fluid, and leads to the p-Poisson equation for the instantaneous pressure in the fluid. By studying the convex dual of an equivalent extremal problem, one may let the power-law index of the fluid tend to zero. The solution of the resulting extremal problem, referred to as the asymptotically dual problem, is known to have the property that the flow is always directed towards the closest point on the boundary. In this paper we use this property to introduce the concept of boundary velocity in the case of piecewise C2 domains with only convex corners, and we also give an explicit solution to the asymptotically dual problem in this case. This involves the study of certain topological properties of the ridge of planar domains.With use of the boundary velocity, we define a geometric evolution problem and the concept of classical solutions of it. We prove a uniqueness theorem and use a comparison principle to study the persistence of corners. We actually estimate "waiting times" for corners, in terms of geometric quantities of the initial domain.

  • 53.
    Bergwall, Andreas
    Örebro University, School of Science and Technology.
    A geometric evolution problem arising in an asymptotic approach to compression moulding1998Licentiate thesis, monograph (Other academic)
  • 54.
    Bergwall, Andreas
    Örebro University, School of Science and Technology.
    Conceptualizing reasoning-and-proving opportunities in textbook expositions: Cases from secondary calculus2017In: Proceedings of the Tenth Congress of the European Society for Research in Mathematics Education (CERME10, February 1-5, 2017) / [ed] Dooley, T., & Gueudet, G., Dublin, Ireland: European Society for Research in Mathematics Education , 2017, p. 91-98Conference paper (Refereed)
    Abstract [en]

    Several recent textbook studies focus on opportunities to learn reasoning-and-proving. They typically investigate the extent to which justifications are general proofs and what opportunities exist for learning important elements of mathematical reasoning. In this paper, I discuss how a particular analytical framework for this might be refined. Based on an in-depth analysis of certain textbook passages in upper secondary calculus textbooks, I make an account for analytical issues encountered during this process and identify aspects of reasoning-and-proving in textbooks that might be missed unless the framework is refined. Among them there are characterizations of generality, use of different representations, logical and mathematical structure, and ordering of material and student activities. Finally, implications beyond textbook research are discussed.

  • 55.
    Bergwall, Andreas
    Örebro University, School of Science and Technology.
    On a generality framework for proving tasks2015In: Proceedings of the Ninth Congress of the European Society for Research in Mathematics Education / [ed] Konrad Krainer; Nada Vondrova, Prague: Charles University in Prague, Faculty of Education and ERME , 2015, p. 86-92Conference paper (Refereed)
    Abstract [en]

    In this paper I present an analytic framework for generality in textbook proving tasks that involve functions. The framework is discussed in relation to results obtained when analysing tasks in integral calculus. The results show that the frameworks’ categories are easily distinguishable if the functions are explicitly described. The results are also promising regarding the possibility to clarify differences between textbooks. The analysed sections exemplify that there is not necessarily a correlation between the number of general proving tasks and the opportunities for students to engage in reasoning about arbitrary functions. Limitations and possible refinements of the framework are also discussed.

  • 56.
    Bergwall, Andreas
    et al.
    Örebro University, School of Science and Technology.
    Hemmi, Kirsti
    Åbo Akademi University, Åbo, Finland; Uppsala University, Uppsala, Sweden.
    The State of Proof in Finnish and Swedish Mathematics Textbooks: Capturing Differences in Approaches to Upper-Secondary Integral Calculus2017In: Mathematical Thinking and Learning, ISSN 1098-6065, E-ISSN 1532-7833, Vol. 19, no 1, p. 1-18Article in journal (Refereed)
    Abstract [en]

    Students’ difficulties with proof, scholars’ calls for proof to be a consistent part of K-12 mathematics, and the extensive use of textbooks in mathematics classrooms motivate investigations on how proof-related items are addressed in mathematics textbooks. We contribute to textbook research by focusing on opportunities to learn proof-related reasoning in integral calculus, a key subject in transitioning from secondary to tertiary education. We analyze expository sections and nearly 2000 students’ exercises in the four most frequently used Finnish and Swedish textbook series. Results indicate that Finnish textbooks offer more opportunities for learning proof than do Swedish textbooks. Proofs are also more visible in Finnish text-books than in Swedish materials, but the tasks in the latter reflect a higher variation in nature of proof-related reasoning. Our results are compared with methodologically similar U.S. studies. Consequences for learning and transition to university mathematics, as well as directions for future research, are discussed.

  • 57.
    Bhatti, Ali
    Örebro University, Örebro University School of Business.
    The relationship between carbon dioxide emissions and Gross Domestics product2013Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
  • 58. Bierbrauer, Jürgen
    et al.
    Schellwat, Holger
    Örebro University, Department of Natural Sciences.
    Almost independent and weakly biased arrays: efficient constructions and cryptologic applications2000In: Advances in cryptology: CRYPTO 2000 / [ed] Mihir Bellare, Springer Berlin/Heidelberg, 2000, p. 533-543Conference paper (Other academic)
  • 59. Bierbrauer, Jürgen
    et al.
    Schellwat, Holger
    Örebro University, Department of Natural Sciences.
    Weakly biased arrays, almost independent arrays and error-correcting codes2001In: Codes and association schemes / [ed] Alexander Barg, Simon Litsyn, Providence, R.I.: American Mathematical Society , 2001, p. 33-46Conference paper (Other academic)
  • 60.
    Billah, Mohammad Ehtasham
    Örebro University, Örebro University School of Business.
    Classifying Microscopic Images for Acute Lymphoblastic Leukemia (ALL) using Bayesian Convolutional Neural Networks2018Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
  • 61.
    Billah, Mohammad Ehtasham
    Örebro University, Örebro University School of Business.
    Optimization of Swedish Municipalities Debt Portfolios2019Independent thesis Advanced level (degree of Master (Two Years)), 10 credits / 15 HE creditsStudent thesis
  • 62.
    Bing, Mia
    et al.
    Örebro University, Örebro University School of Business.
    Sundling, Lisa
    Örebro University, Örebro University School of Business.
    Holmström, Åsa
    Örebro University, Örebro University School of Business.
    Kasta gris: En strategi för att maximera den förväntade poängsumman i en kastomgång2013Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [sv]

    Kasta gris är ett spel där spelarna tävlar om att komma först till 100 poäng. Två grisformade tärningar kastas och beroende på hur de landar ger de olika poäng, alternativt förlust av poäng. För en spelare som har samlade poäng i en kastomgång innebär ytterligare ett kast en chans att erhålla en högre poängsumma men också en risk att förlora den redan samlade. I denna uppsats vill vi ta reda på vid vilken högsta poängsumma i en kastomgång som spelaren bör välja att fortsätta kasta. Eftersom tärningarna är grisformade och alltså inte symmetriska är sannolikheterna olika för de möjliga utfallen. Att sannolikheterna därtill är okända omöjliggör att beräkna den sökta poängsumman exakt. Vi har genomfört ett eget försök med 10 517 kast uppdelade på tre gristärningspar. Med hjälp av insamlad data och metoder inom sannolikhetslära har vi kunnat skatta de okända sannolikheterna och därmed den sökta poängsumman. För att få ett mått på osäkerheten i vår skattning av den senare har vi använt två metoder inom inferensteorin, Deltametoden och bootstrap. I vårt resultat fann vi att 21, med åtminstone 75 procents säkerhet, är den högsta poängsumma för vilken en spelare bör fortsätta sin kastomgång. Resultatet ger en spelare möjlighet att maximera sin förväntade poäng i en kastomgång men att använda detta som en spelstrategi genom hela spelet är dock ingen garanti för vinst. 

  • 63.
    Biten, Silvana
    et al.
    Örebro University, Örebro University School of Business.
    Gabrail, Gabriell
    Örebro University, Örebro University School of Business.
    Hur påverkas AIK:s aktiekurs av lagets matchresultat på kort sikt?: - en regressionsanalytisk ansats2016Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 64.
    Bjureland, Sofie
    et al.
    Örebro University, School of Science and Technology.
    Lagré, Daniel
    Örebro University, School of Science and Technology.
    Problemlösning - en systematisk litteraturstudie över undervisningsmetoder som främjar elevers problemlösningsförmåga2016Independent thesis Basic level (professional degree), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    This systematic review aims to present teaching methods that research show enhances students´ problem solving skills. The review is completed by an analysis of 66 international articles. The analysis resulted in an identification of nine teaching methods. The overall result of the study shows that the nine teaching methods all enhances students’ problem solving skills. The results also suggest that the single most important factor to enhance students´ problem solving skills is the implementation of a specific teaching method. Consequences for education and future research are discussed.

  • 65.
    Blom, Robin
    et al.
    Örebro University, School of Science and Technology.
    Dimberg, Mathias
    Örebro University, School of Science and Technology.
    Yatzy - Optimala spelstrategier2012Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
    Abstract [sv]

    Denna uppsats redogör för olika begrepp, metoder och beräkningar som är nödvändiga för att optimera sin spelstrategi i tärningsspelet Yatzy. De begrepp som tas upp i denna uppsats är bl.a. vad Markov-kedjor, sållprincipen och framför allt vad väntevärden är för något, och hur vi kan tillämpa dessa begrepp i spelet Yatzy. Metoderna som har använts när vi beräknat väntevärden kommer i många fall vara relativt likvärdiga, men vi kommer även att påvisa skiljaktigheter. Tanken med uppsatsen är att i varje situation som kan uppstå under spelets gång, kunna välja den spelstrategi som leder till så optimala förhållanden som möjligt.

  • 66.
    Blommé, Erik
    et al.
    Örebro University, Örebro University School of Business.
    Wallentin, Erik
    Örebro University, Örebro University School of Business.
    Matrisbaserad befolkningsprognos samt känslighetsanalys2018Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 67.
    Boberg, Ann-Sofie
    et al.
    Örebro University, School of Science and Technology.
    Ekelund, Johanna
    Örebro University, School of Science and Technology.
    Aritmetik: Undervisningsstrategier och räknestrategier2015Independent thesis Basic level (professional degree), 10 credits / 15 HE creditsStudent thesis
    Abstract [en]

    The aim of this study is to identify teaching strategies and counting strategies in addition and subtraction as previous research highlights. The study is designed as a systematic literature study and articles have been searched through the database Web of Science. The results show that earlier research highlights teaching through problem solving, digital tools, concrete materials and factorial teaching. Research that includes counting strategies shows that students use different counting strategies and that they go through different stages to find effective strategies to solve arithmetic operations. The conclusions of this is that there are several different types of teaching strategies. A variation of teaching strategies can help students to learn mathematics and arithmetic. It is important for the teacher to pay attention to what counting strategies students use to help them in their development of arithmetical skills. That’s because the students are using different types of counting strategies and goes through phases of developing the counting strategies.

  • 68. Bodin Danielsson, Christina
    et al.
    Bodin, Lennart
    Örebro University, Department of Business, Economics, Statistics and Informatics.
    Office type in relation to health, well-being, and job satisfaction among employees2008In: Environment and Behavior, ISSN 0013-9165, E-ISSN 1552-390X, Vol. 40, no 5, p. 636-668Article in journal (Refereed)
    Abstract [en]

    This article investigates the hypothesis that office type has an influence on workers' health status and job satisfaction and 469 employees in seven different types, defined by their unique setup of architectural and functional features, have rated their health status and job satisfaction. Multivariate regression models were used for analysis of these outcomes, with adjustment for age, gender, job rank, and line of business. Both health status and job satisfaction differed between the seven office types. Lowest health status was found in medium-sized and small open plan offices. Best health was among employees in cell offices and flex offices. Workers in these types of offices and in shared room offices also rated the highest job satisfaction. Lowest job satisfaction was in combi offices, followed by medium-sized open plan offices. The differences between employees could possibly be ascribed to variations in architectural and functional features of the office types.

  • 69.
    Bodin, Lennart
    Örebro University, Swedish Business School at Örebro University. Örebro University Hospital, Örebro, Sweden.
    Evidence-based diagnosis2010In: European Journal of Public Health, ISSN 1101-1262, E-ISSN 1464-360X, Vol. 20, no 1, p. 120-120Article, book review (Refereed)
  • 70.
    Bodin, Lennart
    et al.
    Örebro University, Swedish Business School at Örebro University.
    Andersson, K.
    Bonlokke, J. H.
    Molhave, L.
    Kjaergaard, S. K.
    Stridh, Göran
    Juto, J. -E
    Sigsgaard, T.
    Nasal hyperresponders and atopic subjects report different symptom intensity to air quality: a climate chamber study2009In: Indoor Air, ISSN 0905-6947, E-ISSN 1600-0668, Vol. 19, no 3, p. 218-225Article in journal (Refereed)
    Abstract [en]

    Short-term exposure to dust and dust added with beta-(1,3)-d-glucan or aldehydes may cause sensory reactions. In random order, we exposed 36 volunteers in a climate chamber to clean air, office dust, dust with glucan, and dust with aldehydes. Three groups of subjects were exposed, eleven were non-atopic with nasal histamine hyperreactivity, 13 were non-atopic, and 12 were atopic. Subjective ratings of symptoms and general health were registered four times during four 6-h exposure sessions. Six symptom intensity indices were constructed. The nasal hyperreactive group had a high and time-dependent increase of mucous membrane irritations, whereas the atopic group had a low and stable rate of irritations with exposure time, close to the reference group (P = 0.02 for differences between the groups with respect to time under exposure for Weak Inflammatory Responses and P = 0.05 for Irritative Body Perception, significance mainly because of the nasal hyperreactive group). Exposure to dust, with or without glucan or aldehydes, showed increased discomfort measured by the index for Constant Indoor Climate, and dust with glucan had a similar effect for the index for Lower Respiratory Effects. For Psychological and Neurological Effects these were dependent on group affiliation, thus preventing a uniform statement of exposure effects for all three investigated groups.Opportunities for identifying persons with high or low sensitivity to low-level exposures are important in preventive medicine and will reduce intra-group variability and thus increase the power of experimental and epidemiological studies searching for correlations between exposures and health effects. The contrast between nasal hyperreactive on one side and atopic and reference subjects on the other side is particularly important. The atopic group indicated a non-homogenous reaction depending on their hyperreactive status, a finding that could be important but needs further confirmation.

  • 71.
    Bodnar, Olha
    Örebro University, Örebro University School of Business.
    Non-Informative Bayesian Inference for Heterogeneityin a Generalized Marginal Random Effects Meta-Analysis2019In: Theory of Probability and Mathematical Statistics, ISSN 0094-9000, Vol. 100, p. 7-23Article in journal (Refereed)
  • 72.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Braunschweig and Berlin, Germany.
    Behrens, Rolf
    Elster, Clemens
    Physikalisch-Technische Bundesanstalt, Braunschweig and Berlin, Germany.
    Bayesian inference for measurements of ionizing radiation under partial information2017In: Metrologia, ISSN 0026-1394, E-ISSN 1681-7575, Vol. 54, no 3, p. 29-33Article in journal (Refereed)
    Abstract [en]

    We derive a new Bayesian approach for estimating activity when partial information about the detection efficiency and the background activity is available. Explicit formulas based on the hypergeometric function are given for the mean and the variance of the obtained posterior distribution. A Monte Carlo method is developed that allows the results of the Bayesian procedure to be determined in a simple way. The proposed inference is illustrated by analyzing measurements of activity, and the results are compared with those obtained by applying a current ISO standard.

  • 73.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Bodnar, Taras
    Department of Mathematics, Humboldt-University of Berlin, Berlin, Germany.
    Okhrin, Yarema
    Department of Statistics, University of Augsburg, Augsburg, Germany.
    Robust Surveillance of Covariance Matrices Using a Single Observation2013In: Sankhya - The Indian Journal of Statistics, ISSN 0972-7671, E-ISSN 0976-3139, Vol. 76, no 2, p. 219-256Article in journal (Refereed)
    Abstract [en]

    In this paper a new technique for monitoring shifts in covariance matrices of Gaussian processes is developed. The processes we monitor are obtained from the covariance matrices estimated using a single observation. These processes follow independent Gaussian distribution in the in-control state, thus allowing for application of standard control charts. Furthermore, in contrary to the existing literature, the suggested procedure is asymptotically robust to the shifts in the mean. The explicit out-of-control distribution for an arbitrary moment of the shift is derived. The performance of numerous multivariate control charts is evaluated in an extensive simulation study and applied to monitoring volatilities on financial markets.

  • 74.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Berlin, Germany; Mälardalen University, Västerås, Sweden.
    Elster, Clemens
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Analysis of Key Comparisons with Two Reference Standards: Extended Random Effects Meta-Analysis2018In: Advanced Mathematical and Computational Tools in Metrology and Testing XI / [ed] A. B. Forbes, N.-F. Zhang, A. Chunovkina, S. Eichstädt, F. Pavese, Singapore: World Scientific, 2018, p. 1-8Chapter in book (Refereed)
    Abstract [en]

    We propose a statistical method for analyzing key comparisons with two transfer standards measured in two petals. The new approach is based on an extension of the established random effects model. A full Bayesian analysis based on the reference prior is developed and analytic expressions for the results are derived. One benefit of the suggested approach is that it provides a comprehensive assessment of the laboratory biases in terms of their posterior distributions. Another advantage is that it can easily be applied in practice. The approach is illustrated for the CCM.M-K7 key comparison data.

  • 75.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Elster, Clemens
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Analytical derivation of the reference prior by sequential maximization of Shannon's mutual information in the multi-group parameter case2014In: Journal of Statistical Planning and Inference, ISSN 0378-3758, E-ISSN 1873-1171, Vol. 147, p. 106-116Article in journal (Refereed)
    Abstract [en]

    We provide an analytical derivation of a non-informative prior by sequential maximization of Shannon's mutual information in the multi-group parameter case assuming reasonable regularity conditions. We show that the derived prior coincides with the reference prior proposed by Berger and Bernardo, and that it can be considered as a useful alternative expression for the calculation of the reference prior. In using this expression we discuss the conditions under which an improper reference prior can be uniquely defined, i.e. when it does not depend on the particular choice of nested sequences of compact subsets of the parameter space needed for its construction. We also present the conditions under which the reference prior coincides with Jeffreys' prior.

  • 76.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Elster, Clemens
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Assessment of Vague and Noninformative Priors for Bayesian Estimation of the Realized Random Effects in Random Effects Meta-Analysis2016In: AStA Advances in Statistical Analysis, ISSN 1863-8171, E-ISSN 1863-818X, Vol. 102, no 1, p. 1-20Article in journal (Refereed)
    Abstract [en]

    Random-effects meta-analysis has become a well-established tool applied in many areas, for example, when combining the results of several clinical studies on a treatment effect. Typically, the inference aims at the common mean and the amount of heterogeneity. In some applications, the laboratory effects are of interest, for example, when assessing uncertainties quoted by laboratories participating in an interlaboratory comparison in metrology. We consider the Bayesian estimation of the realized random effects in random-effects meta-analysis. Several vague and noninformative priors are examined as well as a proposed novel one. Conditions are established that ensure propriety of the posteriors for the realized random effects. We present extensive simulation results that assess the inference in dependence on the choice of prior as well as mis-specifications in the statistical model. Overall good performance is observed for all priors with the novel prior showing the most promising results. Finally, the uncertainties reported by eleven national metrology institutes and universities for their measurements on the Newtonian constant of gravitation are assessed.

  • 77.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Elster, Clemens
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    On the adjustment of inconsistent data using the Birge ratio2014In: Metrologia, ISSN 0026-1394, E-ISSN 1681-7575, Vol. 51, no 5, p. 516-521Article in journal (Refereed)
    Abstract [en]

    The Birge ratio is applied in metrology to enlarge quoted uncertainties when combining inconsistent measurement results on the same measurand. We discuss the statistical model underlying such a procedure and argue that the resulting uncertainty associated with the adjusted value is underrated. We provide a simple modification of this uncertainty on the basis of an objective Bayesian inference. While the proposed uncertainty approaches that obtained by the conventional procedure for a large number n of combined measurement results, differences are significant for small n. For example, for n = 4 we get an increase of 73% in the standard uncertainty associated with the adjusted value, and for n = 10 the increase is still 13%. We derive the posterior distribution for the adjusted value in closed form, including a 95% credible interval. In addition, we show that our results do not only hold when the distribution of the measurement results is assumed to be Gaussian, but for a whole family of (elliptically contoured) location-scale distributions. We illustrate the modified Birge method by its application to data from the 2002 adjustment of the Newtonian constant of gravitation.

  • 78.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Elster, Clemens
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Fischer, Joachim
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Possolo, Antonio
    US Department of Commerce, National Institute of Standards and Technology, Gaithersburg MD, USA.
    Toman, Blaza
    US Department of Commerce, National Institute of Standards and Technology, Gaithersburg MD, USA.
    Evaluation of uncertainty in the adjustment of fundamental constants2016In: Metrologia, ISSN 0026-1394, E-ISSN 1681-7575, Vol. 53, no 1, p. 46-54Article in journal (Refereed)
    Abstract [en]

    Combining multiple measurement results for the same quantity is an important task in metrology and in many other areas. Examples include the determination of fundamental constants, the calculation of reference values in interlaboratory comparisons, or the meta-analysis of clinical studies. However, neither the GUM nor its supplements give any guidance for this task. Various approaches are applied such as weighted least-squares in conjunction with the Birge ratio or random effects models. While the former approach, which is based on a location-scale model, is particularly popular in metrology, the latter represents a standard tool used in statistics for meta-analysis. We investigate the reliability and robustness of the location-scale model and the random effects model with particular focus on resulting coverage or credible intervals. The interval estimates are obtained by adopting a Bayesian point of view in conjunction with a non-informative prior that is determined by a currently favored principle for selecting non-informative priors. Both approaches are compared by applying them to simulated data as well as to data for the Planck constant and the Newtonian constant of gravitation. Our results suggest that the proposed Bayesian inference based on the random effects model is more reliable and less sensitive to model misspecifications than the approach based on the location-scale model.

  • 79.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Link, Alfred
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Arendacká, Barbora
    Institut für Medizinische Statistik, Göttingen, Germany.
    Possolo, Antonio
    National Institute of Standards and Technology, Gaithersburg MD, USA.
    Elster, Clemens
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Bayesian estimation in random effects meta‐analysis using a non‐informative prior2017In: Statistics in Medicine, ISSN 0277-6715, E-ISSN 1097-0258, Vol. 36, no 2, p. 378-399Article in journal (Refereed)
    Abstract [en]

    Pooling information from multiple, independent studies (meta‐analysis) adds great value to medical research. Random effects models are widely used for this purpose. However, there are many different ways of estimating model parameters, and the choice of estimation procedure may be influential upon the conclusions of the meta‐analysis. In this paper, we describe a recently proposed Bayesian estimation procedure and compare it with a profile likelihood method and with the DerSimonian–Laird and Mandel–Paule estimators including the Knapp–Hartung correction. The Bayesian procedure uses a non‐informative prior for the overall mean and the between‐study standard deviation that is determined by the Berger and Bernardo reference prior principle. The comparison of these procedures focuses on the frequentist properties of interval estimates for the overall mean. The results of our simulation study reveal that the Bayesian approach is a promising alternative producing more accurate interval estimates than those three conventional procedures for meta‐analysis. The Bayesian procedure is also illustrated using three examples of meta‐analysis involving real data.

  • 80.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Berlin, Gremany.
    Link, Alfred
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Elster, Clemens
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Objective Bayesian Inference for a Generalized Marginal Random Effects Model2016In: Bayesian Analysis, ISSN 1936-0975, E-ISSN 1931-6690, Vol. 11, no 1, p. 25-45Article in journal (Refereed)
    Abstract [en]

    An objective Bayesian inference is proposed for the generalized marginal random effects model p(x|μ, σλ) = f((x − μ1) T (V + σ2 λI) −1 (x − μ1))/ det(V + σ2 λI). The matrix V is assumed to be known, and the goal is to infer μ given the observations x = (x1,...,xn) T , while σλ is a nuisance parameter. In metrology this model has been applied for the adjustment of inconsistent data x1,...,xn, where the matrix V contains the uncertainties quoted for x1,...,xn. √ We show that the reference prior for grouping {μ, σλ} is given by π(μ, σλ) ∝ F22, where F22 denotes the lower right element of the Fisher information matrix F. We give an explicit expression for the reference prior, and we also prove propriety of the resulting posterior as well as the existence of mean and variance of the marginal posterior for μ. Under the additional assumption of normality, we relate the resulting reference analysis to that known for the conventional balanced random effects model in the asymptotic case when the number of repeated within-class observations for that model tends to infinity. We investigate the frequentist properties of the proposed inference for the generalized marginal random effects model through simulations, and we also study its robustness when the underlying distributional assumptions are violated. Finally, we apply the model to the adjustment of current measurements of the Planck constant.

  • 81.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt (PTB )Berlin, Germany.
    Link, Alfred
    Physikalisch-Technische Bundesanstalt (PTB )Berlin, Germany.
    Klauenberg, K.
    Physikalisch-Technische Bundesanstalt (PTB )Berlin, Germany.
    Jousten, K.
    Physikalisch-Technische Bundesanstalt (PTB )Berlin, Germany.
    Elster, Clemens
    Physikalisch-Technische Bundesanstalt (PTB )Berlin, Germany.
    Application of Bayesian model averaging using a fixed effects model with linear drift for the analysis of key comparison CCM.P-K122013In: Measurement techniques, ISSN 0543-1972, E-ISSN 1573-8906, Vol. 56, no 6, p. 584-590Article in journal (Refereed)
    Abstract [en]

    In this paper, we extend a recently proposed procedure for the analysis of key comparison data to the case where the traveling standard shows a linear drift. The procedure is based on a fixed effects model and assumes that a certain number of the laboratories measure without bias. The analysis is carried out by applying Bayesian model averaging to all possible different models, each assuming zero biases for a different subset of laboratories. The method is applied to the key comparison CCM.P-K12.

  • 82.
    Bodnar, Olha
    et al.
    Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics, Västerås, Sweden.
    Possolo, Antonio
    National Institute of Standards and Technology, USA.
    Approximate Bayesian Evaluations of Measurement Uncertainty2018Conference paper (Other academic)
  • 83.
    Bodnar, Olha
    et al.
    Physikalisch-Technische Bundesanstalt, Berlin, Germany.
    Schmid, Wolfgang
    Department of Statistics, European University Viadrina, Frankfurt (Oder), Germany.
    CUSUM control schemes for monitoring the covariance matrix of multivariate time series2016In: Statistics (Berlin), ISSN 0233-1888, E-ISSN 1029-4910, Vol. 51, no 4, p. 722-744Article in journal (Refereed)
    Abstract [en]

    Modified cumulative sum (CUSUM) control charts and CUSUM schemes for residuals are suggested to detect changes in the covariance matrix of multivariate time series. Several properties of these schemes are derived when the in-control process is a stationary Gaussian process. A Monte Carlo study reveals that the proposed approaches show similar or even better performance than the schemes based on the multivariate exponentially weighted moving average (MEWMA) recursion. We illustrate how the control procedures can be applied to monitor the covariance structure of developed stock market indices.

  • 84.
    Bodnar, Taras
    et al.
    Department of Mathematics, Stockholm University, Stockholm, Sweden.
    Mazur, Stepan
    Örebro University, Örebro University School of Business.
    Muhinyuza, Stanislas
    Department of Mathematics, Stockholm University, Stockholm, Sweden; Department of Mathematics, College of Science and technology, University of Rwanda, Kigali-Rwanda.
    Parolya, Nestor
    Institute of Statistics, Leibniz University of Hannover, Hannover, Germany.
    On the product of a singular Wishart matrix and a singular Gaussian vector in high dimensions2018In: Theory of Probability and Mathematical Statistics, ISSN 0094-9000, Vol. 2, no 99, p. 37-50Article in journal (Refereed)
    Abstract [en]

    In this paper we consider the product of a singular Wishart random matrix and a singular normal random vector. A very useful stochastic representation is derived for this product, in using which the characteristic function of the product and its asymptotic distribution under the double asymptotic regime are established. The application of obtained stochastic representation speeds up the simulation studies where the product of a singular Wishart random matrix and a singular normal random vector is present. We further document a good performance of the derived asymptotic distribution within a numerical illustration. Finally, several important properties of the singular Wishart distribution are provided.

  • 85.
    Bodnar, Taras
    et al.
    Department of Mathematics, Stockholm University, Stockholm, Sweden.
    Mazur, Stepan
    Örebro University, Örebro University School of Business. Unit of Statistics.
    Ngailo, Edward
    Department of Mathematics, Stockholm University, Stockholm, Sweden.
    Parolya, Nestor
    Institute of Empirical Economics, Leibniz University of Hannover, Hannover, Germany.
    Discriminant analysis in small and large dimensions2019In: Theory of Probability and Mathematical Statistics, ISSN 1547-7363, Vol. 100, p. 27p. 24-42Article in journal (Other academic)
    Abstract [en]

    In this article we study the distributional properties of the linear discriminant function under the assumption of the normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation of the discriminant function coefficient is derived which is then used to establish the asymptotic distribution under the high-dimensional asymptotic regime. Moreover, we investigate the classification analysis based on the discriminant function in both small and large dimensions. In the numerical study, a good finite-sample performance of the derived large-dimensional asymptotic distributions is documented.

  • 86.
    Bodnar, Taras
    et al.
    Department of Mathematics, Stockholm University, Stockholm, Sweden.
    Mazur, Stepan
    Department of Statistics, Lund University, Lund, Sweden.
    Okhrin, Yarema
    Department of Statistics, University of Augsburg, Augsburg, Germany.
    Bayesian estimation of the global minimum variance portfolio2017In: European Journal of Operational Research, ISSN 0377-2217, E-ISSN 1872-6860, Vol. 256, no 1, p. 292-307Article in journal (Refereed)
    Abstract [en]

    In this paper we consider the estimation of the weights of optimal portfolios from the Bayesian point of view under the assumption that the conditional distributions of the logarithmic returns are normal. Using the standard priors for the mean vector and the covariance matrix, we derive the posterior distributions for the weights of the global minimum variance portfolio. Moreover, we reparameterize the model to allow informative and non-informative priors directly for the weights of the global minimum variance portfolio. The posterior distributions of the portfolio weights are derived in explicit form for almost all models. The models are compared by using the coverage probabilities of credible intervals. In an empirical study we analyze the posterior densities of the weights of an international portfolio. 

  • 87.
    Bodnar, Taras
    et al.
    Department of Mathematics, Humboldt-University of Berlin, Berlin, Germany .
    Mazur, Stepan
    Department of Statistics, Lund University, Lund, Sweden.
    Okhrin, Yarema
    Department of Statistics, University of Augsburg, Augsburg, Germany.
    Distribution of the product of a singular Wishart matrix and a normal vector2014In: Theory of Probability and Mathematical Statistics, ISSN 0094-9000, no 91, p. 1-15Article in journal (Refereed)
    Abstract [en]

    In this paper we derive a very useful formula for the stochastic representation of the product of a singular Wishart matrix with a normal vector. Using this result, the expressions of the density function as well as of the characteristic function are established. Moreover, the derived stochastic representation is used to generate random samples from the product which leads to a considerable improvement in the computation efficiency. Finally, we present several important properties of the singular Wishart distribution, like its characteristic function and distributional properties of the partitioned singular Wishart matrix. 

  • 88.
    Bodnar, Taras
    et al.
    Department of Mathematics, Humboldt University of Berlin, Berlin, Germany.
    Mazur, Stepan
    Department of Statistics, European University Viadrina, Frankfurt an der Oder, Germany.
    Okhrin, Yarema
    Department of Statistics, University of Augsburg, Augsburg, Germany.
    On the exact and approximate distributions of the product of a Wishart matrix with a normal vector2013In: Journal of Multivariate Analysis, ISSN 0047-259X, E-ISSN 1095-7243, Vol. 122, p. 70-81Article in journal (Refereed)
    Abstract [en]

    In this paper we consider the distribution of the product of a Wishart random matrix and a Gaussian random vector. We derive a stochastic representation for the elements of the product. Using this result, the exact joint density for an arbitrary linear combination of the elements of the product is obtained. Furthermore, the derived stochastic representation allows us to simulate samples of arbitrary size by generating independently distributed chi-squared random variables and standard multivariate normal random vectors for each element of the sample. Additionally to the Monte Carlo approach, we suggest another approximation of the density function, which is based on the Gaussian integral and the third order Taylor expansion. We investigate, with a numerical study, the properties of the suggested approximations. A good performance is documented for both methods. 

  • 89.
    Bodnar, Taras
    et al.
    Department of Mathematics, Stockholm University, Stockholm, Sweden.
    Mazur, Stepan
    Örebro University, Örebro University School of Business. Department of Statistics.
    Parolya, Nestor
    Institute of Statistics, Leibniz University of Hannover, Hannover, Germany.
    Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions2019In: Scandinavian Journal of Statistics, ISSN 0303-6898, E-ISSN 1467-9469, Vol. 46, no 2, p. 636-660Article in journal (Refereed)
    Abstract [en]

    In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal distributions. The central limit theorem is derived for the product of the sample covariance matrix and the sample mean vector. Moreover, we consider the product of the inverse sample covariance matrix and the mean vector for which the central limit theorem is established as well. All results are obtained under the large-dimensional asymptotic regime where the dimension p and the sample size n approach to infinity such that p/n → c ∈ [0, +∞) when the sample covariance matrix does not need to be invertible and p/n → c ∈ [0, 1) otherwise.

  • 90.
    Bodnar, Taras
    et al.
    Department of Mathematics, Stockholm University, Stockholm, Sweden.
    Mazur, Stepan
    Department of Mathematics, Aarhus University, Aarhus, Denmark.
    Podgorski, Krzysztof
    Department of Statistics, Lund University, Lund, Sweden.
    A test for the global minimum variance portfolio for small sample and singular covariance2017In: AStA Advances in Statistical Analysis, ISSN 1863-8171, E-ISSN 1863-818X, Vol. 101, no 3, p. 253-265Article in journal (Refereed)
    Abstract [en]

    Recently, a test dealing with the linear hypothesis for the global minimum variance portfolio weights was obtained under the assumption of non-singular covariance matrix. However, the problem of potential multicollinearity and correlations of assets constitutes a limitation of the classical portfolio theory. Therefore, there is an interest in developing theory in the presence of singularities in the covariance matrix. In this paper, we extend the test by analyzing the portfolio weights in the small sample case with a singular population covariance matrix. The results are illustrated using actual stock returns and a discussion of practical relevance of the model is presented. 

  • 91.
    Bodnar, Taras
    et al.
    Department of Mathematics, Stockholm University, Stockholm, Sweden.
    Mazur, Stepan
    Örebro University, Örebro University School of Business. Department of Statistics.
    Podgorski, Krzysztof
    Department of Statistics, Lund University, Lund, Sweden.
    Tyrcha, Joanna
    Department of Mathematics, Stockholm University, Stockholm, Sweden.
    Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory2019In: Journal of Statistical Planning and Inference, ISSN 0378-3758, E-ISSN 1873-1171, Vol. 201, p. 28p. 40-57Article in journal (Refereed)
    Abstract [en]

    In this paper we derive the finite-sample distribution of the estimated weights of the tangency portfolio when both the population and the sample covariance matrices are singular. These results are used in the derivation of a statistical test on the weights of the tangency portfolio where the distribution of the test statistic is obtained under both the null and the alternative hypotheses. Moreover, we establish the high-dimensional asymptotic distribution of the estimated weights of the tangency portfolio when both the portfolio dimension and the sample size increase to infinity. The theoretical findings are implemented in an empirical application dealing with the returns on the stocks included into the S&P 500 index. 

  • 92.
    Bodnar, Taras
    et al.
    Department of Mathematics, Stockholm University, Stockholm, Sweden.
    Mazur, Stepan
    Department of Statistics, Lund University, Lund, Sweden.
    Podgórski, Krzysztof
    Department of Statistics, Lund University, Lund, Sweden.
    Singular inverse Wishart distribution and its application to portfolio theory2016In: Journal of Multivariate Analysis, ISSN 0047-259X, E-ISSN 1095-7243, Vol. 143, p. 314-326Article in journal (Refereed)
    Abstract [en]

    The inverse of the standard estimate of covariance matrix is frequently used in the portfolio theory to estimate the optimal portfolio weights. For this problem, the distribution of the linear transformation of the inverse is needed. We obtain this distribution in the case when the sample size is smaller than the dimension, the underlying covariance matrix is singular, and the vectors of returns are independent and normally distributed. For the result, the distribution of the inverse of covariance estimate is needed and it is derived and referred to as the singular inverse Wishart distribution. We use these results to provide an explicit stochastic representation of an estimate of the mean-variance portfolio weights as well as to derive its characteristic function and the moments of higher order. The results are illustrated using actual stock returns and a discussion of practical relevance of the model is presented. 

  • 93.
    Bohl, Martin T.
    et al.
    Department of Economics, Westphalian Wilhelminian University of Münster, Münster, Germany.
    Javed, Farrukh
    Department of Statistics, Lund University, Lund, Sweden.
    Stephan, Patrick M.
    Department of Economics, Westphalian Wilhelminian University of Münster, Münster, Germany.
    Do Commodity Index Traders Destabilize Agricultural Futures Prices?2013In: Applied Economics Quarterly, ISSN 1611-6607, Vol. 59, no 2, p. 125-148Article in journal (Refereed)
    Abstract [en]

    Motivated by repeated price spikes and crashes over the last decade, we investigate whether the intensive investment activities of commodity index traders (CITs) have destabilized agricultural futures markets. Using a stochastic volatility model, we treat conditional volatility as an unobserved component, and analyze whether it has been affected by the expected and unexpected open interest of CITs. However, with respect to twelve increasingly financialized grain, livestock, and soft commodities, we do not find robust evidence that this is the case. We thus conclude that justifying a tighter regulation of CITs by blaming them for more volatile agricultural futures markets appears to be unwarranted.

  • 94.
    Bohlin, Lars
    Örebro University, Örebro University School of Business.
    Inferens på rangordningar - En Monte Carlo-analys2015Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 95.
    Bordier, Oliver
    et al.
    Örebro University, Örebro University School of Business.
    Lövestedt, Eric
    Örebro University, Örebro University School of Business.
    Utformning av sprinttävlingar i längdskidåkning: - En statistisk jämförelse av åkarnas chanser att nå pallplacering2015Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 96. Boström, P. K.
    et al.
    Broberg, M.
    Bodin, Lennart
    Örebro University, Swedish Business School at Örebro University.
    Child's positive and negative impacts on parents-A person-oriented approach to understanding temperament in preschool children with intellectual disabilities2011In: Research in Developmental Disabilities, ISSN 0891-4222, E-ISSN 1873-3379, Vol. 32, no 5, p. 1860-1871Article in journal (Refereed)
    Abstract [en]

    Background: Despite previous efforts to understand temperament in children with intellectual disability (ID), and how child temperament may affect parents, the approach has so far been unidimensional. Child temperament has been considered in relation to diagnosis, with the inherent risk of overlooking individual variation of children's temperament profiles within diagnostic groups. The aim of the present study was to identify temperamental profiles of children with ID, and investigate how these may affect parents in terms of positive and negative impacts. Method: Parent-rated temperament in children with ID was explored through a person-oriented approach (cluster analysis). Children with ID (N = 49) and typically developing (TD) children (N = 82) aged between 4 and 6 years were clustered separately. Results: Variation in temperament profiles was more prominent among children with ID than in TD children. Out of the three clusters found in the ID group, the disruptive, and passive/withdrawn clusters were distinctly different from clusters found in the TD group in terms of temperament, while the cluster active and outgoing was similar in shape and level of temperament ratings of TD children. Children within the disruptive cluster were described to have more negative and less positive impacts on mothers compared to children within the other clusters in the ID group. Conclusions: Mothers who describe their children as having disruptive temperament may be at particular risk for experiencing higher parenting stress as they report that the child has higher negative and lower positive impacts than other parents describe. The absence of a relationship between child temperament profile and positive or negative impact on fathers may indicate that fathers are less affected by child temperament. However, this relationship needs to be further explored. (C) 2011 Elsevier Ltd. All rights reserved.

  • 97.
    Breznik, Alexander
    et al.
    Örebro University, Örebro University School of Business.
    Malmberg, Truls
    Örebro University, Örebro University School of Business.
    Volatilitetsprognoser för OMXS30: Utvärdering av ARCH/GARCH-modeller till prognostisering av volatilitet för OMXS30 med realiserad volatilitet som referenspunkt2018Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
  • 98.
    Brundin, Robert
    et al.
    Örebro University, Department of Business, Economics, Statistics and Informatics.
    Abrahamsen, Alexander
    Örebro University, Department of Business, Economics, Statistics and Informatics.
    Vad påverkar tiden som en mamma ammar?: -en empirisk studie2006Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
    Abstract [sv]

    Syftet med uppsatsen är att försöka förklara vad det är som påverkar tiden som en mamma ammar. För att undersöka vad det är som påverkar tiden som en mamma ammar, har en Zero inflated negative binomial-modell (ZINB-modell) tagits fram. Resultaten visar att det som avgör hur länge en mamma kommer att amma är: Graviditetens längd, mammans ålder, mammans rökvanor under graviditetens sista månader, mammans rökvanor samt mammans nationella ursprung.

  • 99.
    Burstein, Alexander
    et al.
    Department of Mathematics, Howard University, Washington, USA.
    Eriksen, Niklas
    Department of Mathematical Sciences, Chalmers University of Technology, Göteborg; Department of Mathematical Sciences, Chalmers University of Technology, Göteborg.
    Combinatorial Properties of Permutation Tableaux2008In: 20th International Conference on Formal Power Series and Algebraic Combinatorics: FPSAC'08, Nancy, France: Discrete Mathematics and Theoretical Computer Science (DMTCS) , 2008, p. 625-40Conference paper (Refereed)
    Abstract [en]

    We give another construction of a permutation tableau from its corresponding permutation and construct a permutation-preserving bijection between 1-hinge and 0-hinge tableaux. We also consider certain alignment and crossing statistics on permutation tableaux that are known to be equidistributed via a complicated map to permutations that translates those to occurrences of certain patterns. We give two direct maps on tableaux that proves the equidistribution of those statistics by exchanging some statistics and preserving the rest. Finally, we enumerate some sets of permutations that are restricted both by pattern avoidance and by certain parameters of their associated permutation tableaux.

  • 100.
    Bååk, Linda
    Örebro University, Swedish Business School at Örebro University.
    Varför gör de på detta viset??: En studie om bakgrundsfaktorerna till alkohol- och tobaksbruk bland ungdomar2009Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
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