Preface to the Paperback Edition. Preface. About the Author. 1. Overview and Background. 2. Basic Concepts and Distributions for Product Life. 3. Probability Plotting of Complete and Singly Censored Data. 4. Graphical Analysis of Multiply Censored Data. 5. Series Systems and Competing Risks. 6. Analysis of Complete Data. 7. Linear Methods for Singly Censored Data. 8. Maximum Likelihood Analysis of Multiply Censored Data. 9. Analyses of Inspection Data (Qualtal--Response and Interval Data). 10. Comparisons (Hypothesis Tests) For Complete Data. 11. Comparisons with Linear Estimators (Singly Censored and Complete Data). 12. Maximum Likelihood Comparisons (Multiply Censored and Other Data). 13. Survey of Other Topics. Appendix A. Tables. References. Index.

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Applied life data analysis

Advanced Statistical Methods in Biometric Research.

We examine the impact of scheduled macroeconomic news announcements on interest rate and foreign exchange futures markets. We find these announcements are responsible for most of the observed time-of-day and day-of-the-week volatility patterns in these markets. While the bulk of the price adjustment to a major announcement occurs within the first minute, volatility remains substantially higher than normal for roughly fifteen minutes and slightly elevated for several hours. Nonetheless, these subsequent price adjustments are basically independent of the first minute's return. We identify those announcements with the greatest impact on these markets. WE EXAMINE THE IMPACT on interest rate and foreign exchange markets of scheduled macroeconomic news releases such as the employment report, the consumer price index (CPI), and the producer price index (PPI). Many market participants believe that such announcements have a major impact on financial markets. Indeed, a small industry devoted to predicting the figures to be released in upcoming releases has evolved in recent years. With the exception of the weekly money supply figures, however, the impact of such announcements on financial markets has received scant attention.1 This is doubly surprising given the considerable research interest in market volatility since these news releases are a potential source of much of this volatility. Consider, for instance, Figure 1. As shown there, prices in interest rate and foreign exchange futures markets are much more volatile between 8:30 and 8:35 A.M. eastern time (ET) than during any other five-minute trading period including

How Markets Process Information: News Releases and Volatility

Software system documentation is almost always expressed informally in natural language and free text. Examples include requirement specifications, design documents, manual pages, system development journals, error logs, and related maintenance reports. We propose a method based on information retrieval to recover traceability links between source code and free text documents. A premise of our work is that programmers use meaningful names for program items, such as functions, variables, types, classes, and methods. We believe that the application-domain knowledge that programmers process when writing the code is often captured by the mnemonics for identifiers; therefore, the analysis of these mnemonics can help to associate high-level concepts with program concepts and vice-versa. We apply both a probabilistic and a vector space information retrieval model in two case studies to trace C++ source code onto manual pages and Java code to functional requirements. We compare the results of applying the two models, discuss the benefits and limitations, and describe directions for improvements.

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Recovering traceability links between code and documentation

BACKGROUND Benign breast disease is an important risk factor for breast cancer. We studied a large group of women with benign breast disease to obtain reliable estimates of this risk. METHODS We identified all women who received a diagnosis of benign breast disease at the Mayo Clinic between 1967 and 1991. Breast-cancer events were obtained from medical records and questionnaires. To estimate relative risks, we compared the number of observed breast cancers with the number expected on the basis of the rates of breast cancer in the Iowa Surveillance, Epidemiology, and End Results registry. RESULTS We followed 9087 women for a median of 15 years. The histologic findings were nonproliferative lesions in 67 percent of women, proliferative lesions without atypia in 30 percent, and atypical hyperplasia in 4 percent. To date, 707 breast cancers have developed. The relative risk of breast cancer for the cohort was 1.56 (95 percent confidence interval, 1.45 to 1.68), and this increased risk persisted for at least 25 years after biopsy. The relative risk associated with atypia was 4.24 (95 percent confidence interval, 3.26 to 5.41), as compared with a relative risk of 1.88 (95 percent confidence interval, 1.66 to 2.12) for proliferative changes without atypia and of 1.27 (95 percent confidence interval, 1.15 to 1.41) for nonproliferative lesions. The strength of the family history of breast cancer, available for 4808 women, was a risk factor that was independent of histologic findings. No increased risk was found among women with no family history and nonproliferative findings. In the first 10 years after the initial biopsy, an excess of cancers occurred in the same breast, especially in women with atypia. CONCLUSIONS Risk factors for breast cancer after the diagnosis of benign breast disease include the histologic classification of a benign breast lesion and a family history of breast cancer.

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Benign breast disease and the risk of breast cancer.

Probability Random Variables and Their Distributions Special Probability Distributions Joint Distributions Properties of Random Variables Functions of Random Variables Limiting Distributions Statistics and Sampling Distributions Point Estimation Sufficiency and Completeness Interval Estimation Test of Hypotheses Contingency Tables and Goodness-of-Fit Nonparametric Methods Regression and Linear Models Reliability and Survival Distributions Answers to Selected Exercises.

Introduction to Probability and Mathematical Statistics

This paper provides tests of hypotheses and confidence intervals for the scale and shape parameters singly of the Birnbaum-Saunders fatigue life model, each with the other an unknown nuisance parameter The procedure for each parameter is based on its maximum likelihood estimate, although in the case of the scale parameter it is necessary to consider conditional procedures

Inferences on the Parameters of the Birnbaum-Saunders Fatigue Life Distribution Based on Maximum Likelihood Estimation

Textbook for a methods course or reference for an experimenter who is mainly interested in data analyses rather than in the mathematical development of the procedures. Provides the most useful statistical techniques, not only for the normal distribution, but for other important distributions, such a

Statistical analysis of reliability and life-testing models: Theory and methods

Introduction to Probability and Mathematical Statistics.

Conditional inference procedures are discussed for the shape parameter and for the current system reliability for a time truncated Weibull process. These tests are shown to be uniformly most powerful unbiased. Approximate confidence limits for the scale parameter are also developed.

https://www.jstor.org/stable/pdfplus/1268327.pdf

Max Engelhardt

Papers

Introduction to Probability and Mathematical Statistics

Inferences on the Parameters of the Birnbaum-Saunders Fatigue Life Distribution Based on Maximum Likelihood Estimation

Statistical analysis of reliability and life-testing models: Theory and methods

Introduction to Probability and Mathematical Statistics.

Inferences on the Parameters and Current System Reliability for a Time Truncated Weibull Process