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Advances in statistics, combinatorics and related areas : selected papers from the SCRA2001-FIM VIII, Wollo[n]gong conference, University of Woolongong, Australia, 19-21 December 2001 PDF

405 Pages·2003·17.086 MB·English
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Advances in Statistics, Combinatorics and Related Areas This page is intentionally left blank Selected Papers from the SCRA2001-FIM VIM, Wollogong Conference Advances in Statistics, Combinatorics and Related Areas University of Wollongong, Australia, 19-21 December 2001 Editors Chandra Gulati University of Wollongong, Australia Yan-Xia Lin University of Wollongong, Australia Satya Mishra University of South Alabama, USA John Rayner University of Wollongong, Australia V|Bj World Scientific New Jersey London • Singapore • Hong Kong Published by World Scientific Publishing Co. Pte. Ltd. 5 Toh Tuck Link, Singapore 596224 USA office: Suite 202, 1060 Main Street, River Edge, NJ 07661 UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE British Library Cataloguing-in-Publication Data A catalogue record for this book is available from the British Library. ADVANCES IN STATISTICS, COMBINATORICS & RELATED AREAS Copyright © 2002 by World Scientific Publishing Co. Pte. Ltd. All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means, electronic or mechanical, including photocopying, recording or any information storage and retrieval system now known or to be invented, without written permission from the Publisher. For photocopying of material in this volume, please pay a copying fee through the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to photocopy is not required from the publisher. ISBN 981-238-201-1 Printed in Singapore by Mainland Press In memory of my father Badri Nath and to my mother Savitri Devi, and Lilian, Danny and Jason: (CMG). In memory of my father Zhensheng Lin and to my mother Wenying Yu, my husband Yi Mu and son John C. Mu: (YXL). In memory of my parents: Pandit Raghubeer Mishra and Srimati Kishori Mishra: (SNM). To the Rayners: Fred, Carol, Glen, and Eric: (JCWR). PREFACE The School of Mathematics and Applied Statistics at the University of Wollongong played host to the International Conference on Statistics, Com binatorics and Related Areas and the Eighth International Conference of the Forum for the Interdisciplinary Mathematics (SCRA2001-FIMVIII). This con ference took place from December 19-21, 2001 and it was cosponsored by the International Association of Statistical Computing and the University of South Alabama. The Forum for Interdisciplinary Mathematics, FIM is an international society of scholars working in mathematical, statistical, information and sys tem sciences. By the means of organizing international conferences, FIM is attempting to effectively integrate all quantitative areas of modern times. The Forum for Interdisciplinary Mathematics (FIM) was formed in 1975 by a group of academicians at the University of Delhi under the leadership of Bhu Dev Sharma. Despite his leadership role as the current president of the Hindu University of America, Bhu Dev continues to provide direction in the growth of FIM. FIM leaders over the years include J. K. Ghosh, D. D. Joshi, C. R. Rao, M. M. Rao, D. K. Ray-Choudhuri, S.S. Shrikhande, N. M. Singhi and J. N. Srivastava. Satya Mishra is the current president of FIM and has been influential in organizing FIM's international conferences since 1997. The following scholars served on the International Organization Com mittee (IOC) for this conference: Michel Deza, E.J. Dudewicz, Prem Goel, Michael Greenacre, C.C Heyde, Sadanori Konishi, J.C. Lee, Bryan Manly, K.V. Mardia, John Rayner, C. R. Rao, P.K. Sen, B.D. Sharma, Kunio Shimizu, N M. Singhi and M. S. Srivastava. We are very grateful to IOC and the following scholars for organizing the symposia in their respective re search areas of expertise: Olcay Akman, S.B. Bagchi, Anoop Chaturvedi, Peter Cerone, Susmita Datta, David Edelman, Sat Gupta, Malcolm Hudson, Bing Li, Bryan Manly, Toshio Sakata, Ashis SenGupta, Takashi Seo, Bikas Sinha, Ross Sparks, David Steel, Walter Wallis and Alan Wan. Although events of September 11, 2001 stirred many cancellations, over 200 delegates from 25 countries took part in the conference activities and they were the true reason for its success. During the conference festivities, three outstanding statisticians were recognised for their life-long and profound contributions to the field of Statis tics: Professor P.K. Sen of USA, Professor Joe Gani of Australia and Professor Minoru Siotani of Japan. Each one has contributed profusely to the profession in their own countries as well as on the world stage. VII VIII Prior to the conference, Professor C. R. Rao was awarded an Honorary Doctor of Science degree by the University of WoUongong. It was his twenty seventh such award. He is the recipient of many other awards and honours. On June 12, 2002, he was given a National Medal of Science by President George W. Bush at the White House. We are delighted that he could contribute to this volume. The programme comprised 6 Plenary Sessions, 32 Invited Sessions, 6 Con tributed Sessions, 2 Students Competition Sessions, and one Poster Session. A total of 117 papers were presented at the invited sessions, with 32 papers at the contributed sessions, 9 papers at the FIM student competition sessions, and 3 papers at the poster session. At the conclusion of the Conference, student competition session awards were presented to the nine participating students from Australia, India, Japan and USA. Papers were judged by a panel of judges with Professor Joe Gani as chair and Ashis SenGupta as the major force behind the organization of the competition. To them we say thank you! Tomohiro Ando (Kyushu Uni versity), Riccardo Biondini (University of WoUongong), and Yee Hwa Yang (University of California, Berkeley) shared the first prize pool of $600. Papers by Tomohiro Ando and Riccardo Biondini are included in this volume. Some papers from this conference are included in a special issue of the Journal of Applied Mathematics and Decision Sciences, Vol. 6, Number 4. We wish to record our special thanks to John Best for his involvement in editing and seeing through this whole project. We wish to express our sincerest thanks to the following referees for their help in the reviewing process: Raid Amin, Dheeraj Bansal, Adrian Baddeley, S. Bagui, John Best, Jennifer Brown, Martin Bunder, Pam Davy, Somnath Datta, Susmita Datta, Carol Feltz, Joe Gani, Prem Goel, Alister Gray, David Griffiths, Sat Gupta, Markus Hegland, Jim Hill, Bing Li, Liwan Liyanage, Xiao Ping Lu, Geoff MacLachlan, Bryan Manly, Denny Meyer, A. Nanthaku- mar, Mantong Ncube, Rod Nillsen, Shelton Peiris, Ken Russell, Olivier Thas, Daniel T. Voss, Alan Wan, Neville Weber and Susan Wilson. Their effort has resulted in a considerable strengthening of many of the papers. We also take this opportunity to thank Riccardo Biondini for his considerable hard work in the conversion of files to the format required by the publishers. Members of the local organizing committee (LOC) deserve special thanks for looking after the delegates at the conference. Included in the LOC, be sides members of School of Mathematics and Applied Statistics, were Kevin Donegan, Janette Green, Kevin Price and Yong-Goo Lee. Eric Beh looked after delegates accommodation and travel with meticulous planning. Janette Green acted as treasurer of this conference. In this task, she interacted with IX most of the delegates and sponsors with utmost diligence and promptness. Yong-Goo Lee joined LOC activities in Wollongong upon arrival in early De cember. Kevin Price was the helping hand for many of the delegates and this trio took over many responsibilities of helping the delegates during the conference, which in turn drew special praise from the conference delegates for their dedication and untiring prompt help during the conference. Without their efforts, this conference would have been a bit less enjoyable. Yong-Goo Lee (having worked on LOC of ISI, Seoul 2001) was puzzled at the many menial tasks performed by LOC and remarked that in Korea such tasks will be carried out by students rather than academic staff. However, he, along with other members of LOC carried out such tasks with smile. We wish to record our appreciation for Carol Rayner (assisted by Glen and Vanessa) for her untiring work in arranging the logistics of morning and afternoon teas. Some photos taken by Anne Porter during the conference can be viewed at http://www.uow.edu.au/informatics/maths/statconference/files/photos /photos.html. Financial sponsors for the conference included the University of South Alabama (College of Arts and Sciences, Department of Mathematics and Statistics and Vice President for Research), IMMACS, and School of Mathematics and Applied Statistics at the University of Wollongong. We thank all our sponsors for their impressive support. Editors Chandra Gulati Yan-Xia Lin Satya Mishra John Rayner UOW, Australia UOW, Australia Mobile, USA UOW, Australia July 31, 2002 CONTENTS Preface vii Efficient Estimators of Different Types for Domains 1 M. C. Agrawal and C. K. Midha Neural Network Nonlinear Regression Modeling and Information Criteria 11 T. Ando and S. Konishi Chisquared Components as Tests of Fit for Discrete Distributions 23 D. J. Best and J. C. W. Rayner On the Determination of an Appropriate Hedging Strategy 32 R. Biondini, Y. X. Lin and M. McCrae Simulating Transects Through Two-Phase Particles 45 B. M. Bray New Bounds for the Three-Point Rule Involving the Riemann-Stieltjes Integral 53 P. Cerone and S. S. Dragomir Some Comparisons of Clustering and Classification Techniques Applied to Transcriptional Profiling Data 63 S. Datta and J. Arnold Mean-Variance Edge Plots for Ensemble Voting Schemes 75 P. J. Davy and V. L. Wheway Approximating the Cauchy Principal Value Integral via Hermite-Hadamard Type Inequalities 84 S. S. Dragomir Nonhomogeneous Susceptibles and Infectives Among Needle Sharing Ivdus 91 J. Gani XII Long Memory Processes — An Economist's Viewpoint 100 C. W. J. Granger An Indifference Zone Approach to Testing for a Two-Component Normal Mixture 112 M. Haynes and K. Mengersen Risk Models for Individual Decision Making 120 M. Hudson, A. Langlands and J. Simes Adaptive M-Estimation Procedure: Adequacy and Alternative Approach 133 N. K. Jajo, K. M. Matawie and X. Wu Bayesian Inference for Categorical Data with Misclassification Errors 143 M. Kuroda and Z. Geng The Global Solution of an Initial Value Problem for the Damped Boussinesq Equation 152 S. Lai and Y. H. Wu Testing Equality of Corresponding Variances from Multiple Covariance Matrices 157 K. J. Mather and J. C. W. Rayner Contextual Image Fusion Based on Markov Random Fields and Its Applications to Geo-Spatial Image Enhancement 167 Y. Morisaki and R. Nishii Autoregression, Estimating Functions, and Optimality Criteria 180 U. U. Miiller and W. Wefelmeyer Semiparametric Density Estimation with Additive Adjustment 196 K. Naito A Modified Cyclic-Coordinate Exchange Algorithm as Illustrated by the Construction of Minimum-Point Second-Order Designs 205 N. K. Nguyen Has Statistics a Future? If so, in What Form? 211 C. R. Rao

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