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## Split-sample methods for constructing confidence intervals for binomial and Poisson parameters

We introduce a new method for improving the coverage accuracy of confidence intervals for means of lattice distributions. The technique can be applied very generally to enhance existing approaches, although we consider it in greatest detail in the context of estimating a binomial proportion or a Poisson mean, where it is particularly effective. The method is motivated by a simple theoretical result, which shows that, by splitting the original sample of size *n* into two parts, of sizes n_1 and n_2=n-n_1, and basing the confidence procedure on the average of the means of these two subsamples, the highly oscillatory behaviour of coverage error, as a function of n, is largely removed. Perhaps surprisingly, this approach does not increase confidence interval width; usually the width is slightly reduced. Contrary to what might be expected, our new method performs well when it is used to modify confidence intervals based on existing techniques that already perform very well--it typically improves significantly their coverage accuracy. Each application of the split sample method to an existing confidence interval procedure results in a new technique.

Applying methods of plane Power Geometry we are looking for the asymptotic expansions of solutions to the fifth Painleve ́ equation in the neighbourhood of its singular and nonsingular points.

We discuss applications of generating functions for colored graphs to asymptotic expansions of matrix integrals. The described technique provides an asymptotic expansion of the Kontsevich integral. We prove that this expansion is a refinement of the Kontsevich expansion, which is the sum over the set of classes of isomorphic ribbon graphs. This yields a proof of Kontsevich’s results that is independent of the Feynman graph technique.

Nowadays insurance market is one of the most rapidly developing sectors of economy, the purpose of which is to protect the property interests of individuals and legal entities under ensuing of specific events (insured accidents) at the expense of monetary funds formed from insurance dues (insurance premiums) paid by them. Probabilistic nature of insured accidents as well as the uncertainty of the moment of their occurrence and the severity of losses leads to the necessity of forming loss reserves. Reserves for incurred but not reported claims (hereinafter referred to as IBNR reserves) seem to be the most challenging in terms of actuarial calculations. The following article provides the descriptions of various actuarial techniques of loss reserving and examples of their application to a real insurance portfolio. In this paper the point estimating methods such as Chain Ladder, Bornhuetter-Fergusson, multiplicative techniques are compared with the stochastic method of Bootstrap and the most accurate estimate is determined using run-off analysis.

Prediction of the duration of a repair and maintenance project of a gas transport system is an important part of planning activities. There exist numerous sources of uncertainties that may result in time overruns possibly leading to multiple negative consequences. Our experience in planning this work suggests that accepting the stochastic nature of the project duration is a constructive step towards the preparedness to contingencies and defining penalties for repair companies. To support this approach, one needs to construct probability distributions of the durations of the projects. To address the issue of the scarcity of observed data, we suggest using a bootstrap resampling procedure. Gram-Charlier functions and order statistics are employed to approximate the distributions. It is demonstrated how to derive them for a separate repair project and a larger project consisting of a number of concurrently running subprojects. Following this, guidance is provided on how to decide about what duration should define the deadline for completion of the whole work. A simple example is provided.

Motivated by a problem arising when analysing data from quarantine searches, we explore properties of distributions of sums of independent means of independent lattice-valued random variables. The aim is to determine the extent to which approximations to those sums require continuity corrections. We show that, in cases where there are only two different means, the main effects of distribution smoothness can be understood in terms of the ratio rho_12=(e_2 n_1)/(e_1 n_2), where e_1 and e_2 are the respective maximal lattice edge widths of the two populations, and n_1 and n_2 are the respective sample sizes used to compute the means. If rho_12 converges to an irrational number, or converges sufficiently slowly to a rational number; and in a number of other cases too, for example those where rho_12 does not converge; the effects of the discontinuity of lattice distributions are of smaller order than the effects of skewness. However, in other instances, for example where rho_12 converges relatively quickly to a rational number, the effects of discontinuity and skewness are of the same size. We also treat higher-order properties, arguing that cases where rho_12 converges to an algebraic irrational number can be less prone to suffer the effects of discontinuity than cases where the limiting irrational is transcendental. These results are extended to the case of three or more different means, and also to problems where distributions are estimated using the bootstrap. The results have practical interpretation in terms of the accuracy of inference for, among other quantities, the sum or difference of binomial proportions.ρ12=(e2n1)/(e1n2)e1e2n1n2ρ12ρ12ρ12ρ12

http://www.degruyter.com/view/books/9783110275667/9783110275667.v/9783110275667.v.xml

A model for organizing cargo transportation between two node stations connected by a railway line which contains a certain number of intermediate stations is considered. The movement of cargo is in one direction. Such a situation may occur, for example, if one of the node stations is located in a region which produce raw material for manufacturing industry located in another region, and there is another node station. The organization of freight traﬃc is performed by means of a number of technologies. These technologies determine the rules for taking on cargo at the initial node station, the rules of interaction between neighboring stations, as well as the rule of distribution of cargo to the ﬁnal node stations. The process of cargo transportation is followed by the set rule of control. For such a model, one must determine possible modes of cargo transportation and describe their properties. This model is described by a ﬁnite-dimensional system of diﬀerential equations with nonlocal linear restrictions. The class of the solution satisfying nonlocal linear restrictions is extremely narrow. It results in the need for the “correct” extension of solutions of a system of diﬀerential equations to a class of quasi-solutions having the distinctive feature of gaps in a countable number of points. It was possible numerically using the Runge–Kutta method of the fourth order to build these quasi-solutions and determine their rate of growth. Let us note that in the technical plan the main complexity consisted in obtaining quasi-solutions satisfying the nonlocal linear restrictions. Furthermore, we investigated the dependence of quasi-solutions and, in particular, sizes of gaps (jumps) of solutions on a number of parameters of the model characterizing a rule of control, technologies for transportation of cargo and intensity of giving of cargo on a node station.

This proceedings publication is a compilation of selected contributions from the “Third International Conference on the Dynamics of Information Systems” which took place at the University of Florida, Gainesville, February 16–18, 2011. The purpose of this conference was to bring together scientists and engineers from industry, government, and academia in order to exchange new discoveries and results in a broad range of topics relevant to the theory and practice of dynamics of information systems. Dynamics of Information Systems: Mathematical Foundation presents state-of-the art research and is intended for graduate students and researchers interested in some of the most recent discoveries in information theory and dynamical systems. Scientists in other disciplines may also benefit from the applications of new developments to their own area of study.