| 1 |
Author(s):
Peter Enesi Omaku, Jerome S. Ibinayin, Nafisat Tanko, Braimah Joseph Odunayo.
Page No : 1-8
|
A Modified Additive Hazard Model for Some Risk Factors Associated with Hypertensive Condition
Abstract
In clinical studies, the effect of covariate in their various forms is most often difficult to interpret via the proportional hazard assumption of the cox regression. In this study, proportional hazard assumption test was carried out to access the compliance of some risk factors associated with hypertensive condition (HTC). The global test indicates a violation to proportional hazard assumption. Therefore, a Bayesian survival model was proposed with generalized additive predictors, and modified for the hypertensive dataset for which continuous and linear covariate forms were incorporated in a proportional hazard framework. The findings of the study are: for the Risk Factors (overweight and pregnancy), both categorical variables failed the test with p-values 0.00017 and 0.00030 respectively, less than the significant level 0.05; results suggest that a Regularized Hypertensive Additive Hazard model (RHAHM) performs better with smaller Deviance Information Criterion (DIC) value of 2933.323 and large Log-Peusdo Maximum Likelihood (LPML) value of 1469.415 in comparison to the un-regularized model. Also, age covariate at the seventh knot are more at risk of High-Risk Hypertensive Condition (HRHC) than those of other knots, followed by those who enter the study at the beginning with HRHC. Male patients are about 10% less at risk of HRHC than their female counterparts; those that are married are 59% more at risk of HRHC than subjects that are single. For factors which could be a possible cause of HRHC, patients with chronic illness and those who indulge in excessive alcohol intake have the highest risk of HRHC than those of other risk factors. The study concludes that regular medical check-up on hypertensive status will effectively help in the management of hypertension, especially those with target organ damage.
| 2 |
Author(s):
Oyeka I.C.A, Nwankwo Chike H., Onyiaoha C.A. Adaora, Efobi Chilota C.N..
Page No : 9-20
|
Measuring Association Between Screen Test Results Using Kappa K Statistic
Abstract
We have in this paper developed and presented a more generalized and formatted method of estimating kappa k values often used for analyzing data obtained in comparative clinical trials and diagnostic screening tests of subjects for some condition such as disease in a population. The proposed method is generalized in the sense that it can be used to analyze data obtained in comparative, prospective studies and comparative retrospective studies with either two or more possible response classifications, categories or outcomes. A rule of thumb for determining the level or degree of concordance or agreement between test results as suggested or indicated by the estimated kappa k statistic is presented and used in the illustrative example. Test statistics are also presented for testing the significance of any desired hypothesized values of kappa k. Sensitivity and specificity dependent measure of association and odds ratios which are equivalently used as measures of association when there are only two possible response options or outcomes in comparative clinical trials and diagnostic screening tests are presented and discussed. These results are compared with the results obtained with kappa k statistics when there are only two response options or outcomes which are equally applicable in comparative studies with only two possible responses or classes. The results are shown to be quite similar leading to essentially the same conclusions.
| 3 |
Author(s):
Amadi I.U., Anyamele B.A., Mandah O.A..
Page No : 21-30
|
Computational Modelling of Black-Scholes Partial Differential Equation on Stock Prices
Abstract
This paper presents Black-Scholes (BS) partial differential equation (PDE) and Crank-Nicolson (CN) numerical solutions for the valuation of European call option. In particular Crank-Nicolson finite difference scheme was effectively applied to the transformed boundary value problems of European call option with results obtained. It was observed that Black-Scholes and Crank-Nicolson are indistinguishable and errors were most pronounced when sigma were in the range However, this paper presented here has a vital implications to the option traders and in this dynamic area of financial Mathematics.
| 4 |
Author(s):
Azor Promise A., Omezuruike Gideon Wobo, Simon Iboye Aboko.
Page No : 31-37
|
Statistical Analysis of Oil Exports in Nigeria
Abstract
This research article describes a study of the application of simple linear regression modeling techniques to Nigerian Oil Export between the periods of 2004-2013 obtained from statistical bulletin. Our result shows that there is a direct linear relationship between Oil Export(X) and Gross domestic product(Y). The coefficient of determination provided a good summary of the total variability explained by the chosen fitted model. We also observe that Oil export is statistically significant due to the fact that Oil export plays a key role in the economic growth of Nigeria. Hence the proposed model y ̂=58123.115+0.723x is found to be adequate.
| 5 |
Author(s):
Hammed Olanrewaju Lawal, Sule Ibrahim, Olalekan Akanji Bello.
Page No : 38-50
|
The Properties of Topp Leone Exponentiated Inverse Weibull Distribution with Application to Survival Analysis
Abstract
In this study, a new four-parameter lifetime distribution called the Topp Leone exponentiated inverse Weibull distribution was introduced. The graphs of the probability distribution function, cumulative density function and hazard function are presented to ascertain the shapes of the distribution. It is seen from the graphs that the shape of the distribution is skewed, symmetric, reversed J-shape, increasing, decreasing and bathtub and unimodal. A linear representation for the probability distribution function was carried out. Some mathematical properties of the distribution were presented such as moments, moment generating function, quantile function, survival function, hazard function. The distribution of order statistic was obtained. Estimation of the parameters by maximum likelihood method was discussed. An application to real-life of the distribution was presented and the result showed the fit and flexibility of the new distribution over some lifetime distributions considered. The analysis showed that the model is effective in fitting survival data.
| 6 |
Author(s):
Langat Reuben Cheruiyot, George O. Orwa, Odhiambo Romanus Otieno.
Page No : 51-59
|
Kernel Function and Nonparametric Regression Estimation: Which Function is Appropriate?
Abstract
In regression estimation, researchers have the option of using parametric or nonparametric regression estimation. Because of the challenges that one can encounter as a result of model misspecification in the parametric type of regression, the nonparametric type of regression has become popular. This paper explores this type of regression estimation. Kernel estimation usually forms an integral part in this type of regression. There are a number of functions available for such a use. The goal of this study is to find out an appropriate function that can be used for weighting in regression estimation. Though from the theoretical results epanechnikov function is the optimal one, there are situations where Gaussian function may be advantageous. Simulations show that the estimates inherit the smoothness of the kernel functions used.
