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Probability and Statistic

Probability and Statistic

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CONTRIBUTIONS TO
PROBABILITY AND STATISTICS

APPLICATIONS AND CHALLENGES

PETER BROWN SHUANGZHE LIU DHARMENDRASHARMA

CONTRIBUTIONS TO
PROBABILITY AND STATISTICS

APPLICATIONS AND CHALLENGES

"'*£,

Proceedings of the International

Statistics Workshop

University of Canberra

4-5 April 2005

CONTRIBUTIONS TO
PROBABILITY AND STATISTICS

APPLICATIONS AND CHALLENGES

PETER BROWN • SHUANGZHE LIU • DHARMENDRASHARMA

University of Canberra

\[p World Scientific

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Published by

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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.

CONTRIBUTIONS TO PROBABILITY AND STATISTICS:
APPLICATIONS AND CHALLENGES
Proceedings of the International Statistics Workshop

Copyright © 2006 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 981-270-391-8

Printed in Singapore by World Scientific Printers (S) Pte Ltd

Preface

The International Statistics Workshop was held at the University of
Canberra, Canberra, Australia on 4-5 April 2005. It was timed to fit in
with the 55th Session of the International Statistical Institute (ISI) held in
Sydney, Australia, from 5 to 12 April 2005.

Attending were a number of international academics, academics from
around Canberra (Australian National University (ANU), Australian De-
fense Force Academy (attached to University of New South Wales) (ADFA),
Commonwealth Scientific and Industrial Research Organisation (CSIRO)
and various Commonwealth Government Departments), academics from
within the University of Canberra with research interests in the area, and
members of the Mathematics and Statistics Discipline at the University of
Canberra.

It was a pleasure to welcome the many international and local speak-
ers, participants and friends to the workshop. Speakers addressed topics
in probability and statistics, with applications, both specialised and gen-
eral. All contributions were strongly research and/or application oriented.
The Workshop was arranged to include especially the areas of interest at
the University of Canberra: applications in economic and financial areas,
ecology and psychology, teaching and education, health and sports studies,
and computer and IT-data mining, in addition to statistical theory and
methodology.

We wish to thank the many contributors, referees and participants, with-
out whose efforts the Workshop and these Proceedings would not have been
possible. In particular, we would like to thank Joe Gani, Chris Heyde and
George Styan for their thoughtful advice and assistance in the organisation
of the workshop and in the editing process during the last two years. We
also wish to thank Daryl Daley, Peter Hall, Mary Hewett, Ian Lisle, Mike
Osborne and Alan Welsh for their support on various matters. Finally, we
thank the staff members of the School of Information Sciences and En-

vi Preface

gineering and of the University of Canberra more widely who have been
involved in arranging and supporting the Workshop and Proceedings.

Peter Brown, Shuangzhe Liu & Dharmendra Sharma
Editors.

Organising group: Shuangzhe Liu, Dharmendra Sharma and Peter Brown;
Editorial group: Peter Brown, Shuangzhe Liu and Dharmendra Sharma;
all at
School of Information Sciences and Engineering,
University of Canberra.

CONTENTS

Preface

Part A Mathematics and Statistics in Society

1

Estimating Internet Access for Welfare Recipients in Australia

3

A. Daly & R. Lloyd

Two Classification Methods of Individuals for Educational
Data and an Application

11

A. Hayashi

Measurement of Skill and Skill Change

17

R. Kelly & P. E. T. Lewis

Some Comments about Issai Schur (1875-1941) and the Early
History of Schur Complements

28

S. Puntanen & G. P. H. Styan

Part B Applications of Statistics

67

Estimating the Number of SARS Cases in Mainland China in
2002-3

69

J. Gani

Using Statistics to Determine the Effectiveness of Prescribed Burning 73

K. J. King & J. Chapman

viii Contents

A Fair Tennis Scoring System for Doubles in the Presence of
Sun and Wind Effects - An Application of Probability

89

G. Pollard

Part C Theoretical Issues in Probability and
Statistics

97

Perturbed Markov Chains

99

J. J. Hunter

Matrix Tricks for Linear Statistical Models: A Short Review
of our Personal Top Fourteen

113

J. Isotalo, S. Puntanen & G. P. H. Styan

On Influence Diagnostics in Multivariate Regression Models
under Elliptical Distributions

129

S. Liu

A Necessary Condition for Admissibility of Nonnegative
Quadratic Estimators of Variance Components when the Mo-
ments are not Necessarily as under Normality

142

C.-Y. Lu, Y. Gao & B. Zhang

Small-Sample Performance of Robust Methods in Logistic Regression 152

S. Nargis & A. Richardson

On the Asymptotic Distribution of the 'Natural' Estimator
of Cronbach's Alpha with Standardised Variates under Non-
normality, Ellipticity and Normality

167

H. Neudecker

On the Approximate Variance of a Nonlinear Function of
Random Variables

172

H. Neudecker & G. Trenkler

On Oblique and Orthogonal Projectors

G. Trenkler

178

Contents ix

Fiducial Inference of Means and Variances from Normal
Populations under Order Restrictions

192

B. X. Zhang, X. Z. Xu & X. Li

Part D Probabilistic Models in Economics and
Finance

209

When Large Claims are Extremes

211

R. Gay

Shrinkage Estimation of Gini Index

234

R. Ghori, S. E. Ahmed & A. A. Hussein

On the Problem of Discriminating between the Tails of Distributions 246

C. C. Heyde & K. Au

Part E Numerical Methods

259

An Approximate Maximum a Posteriori Method with Gaus-
sian Process Priors

261

M. Hegland

Data Extraction for Improved Prediction Outcomes in Organ
Transplantation — A Hybrid Approach

276

F. Shadabi et al.

Mining Multiple Models

289

G. J. Williams

Part F Abstracts without Papers

297

Ranked Set Sampling: A Simple Idea of Great Use

299

Z. Chen

Properties of Nearest-neighbour Classifiers

300

P. Hall

x Contents

Large Covariance Matrices: Estimation and Inference in High
Dimensions

301

/. M. Johnstone

Bootstrapping in Clustered Populations

302

A.H. Welsh

On the Linear Aggregation Problem in the General
Gauss-Markov Model

303

H. J. Werner

Author Index

305

Subject Index

307

PART A

Mathematics and Statistics in Society

3

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