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This book provides a solution to the ecological inference problem, which has plagued users of statistical methods for over seventy-five years: How can researchers reliably infer individual-level behavior from aggregate (ecological) data? In political science, this question arises when individual-level surveys are unavailable (for instance, local or comparative electoral politics), unreliable (racial politics), insufficient (political geography), or infeasible (political history). This ecological inference problem also confronts researchers in numerous areas of major significance in public policy, and other academic disciplines, ranging from epidemiology and marketing to sociology and quantitative history. Although many have attempted to make such cross-level inferences, scholars agree that all existing methods yield very inaccurate conclusions about the world. In this volume, Gary King lays out a unique--and reliable--solution to this venerable problem. King begins with a qualitative overview, readable even by those without a statistical background. He then unifies the apparently diverse findings in the methodological literature, so that only one aggregation problem remains to be solved. He then presents his solution, as well as empirical evaluations of the solution that include over 16,000 comparisons of his estimates from real aggregate data to the known individual-level answer. The method works in practice. King's solution to the ecological inference problem will enable empirical researchers to investigate substantive questions that have heretofore proved unanswerable, and move forward fields of inquiry in which progress has been stifled by this problem.

Water resources in China, especially in the major basins of the Songhua and Yangtze rivers, are characterized by uneven distribution both temporally and spatially, leading to notable challenges in per capita water availability. In this study, we investigate the ensemble probability distribution of annual runoff over the past 70 years in two of China's major watersheds: the Songhua River and the Yangtze River. By dividing each basin into several regions from upstream to downstream, based on annual mean discharge as a proxy for annual runoff, we observed a significant correlation between the annual runoff of the control sections and those of the upstream and downstream regions in these large watersheds. Consequently, this study establishes the probability distribution of annual runoff for each region within the basins, anchored on the design annual runoff of the control sections, using the joint bivariate logarithmic normal distribution of two interrelated random variables. Furthermore, we developed a relationship between the conditional probability distribution and correlation diagram data, and a regression equation correlating regional annual runoff with the watershed control section's runoff. This investigation into the historical patterns of runoff over the past 70 years provides a comprehensive understanding of the dynamics in these critical watersheds.

Multiple-point geostatistics (MPS) has more advantages than two-point geostatistics in reproducing the continuity of geobodies in subsurface reservoir modeling. For fluvial reservoir modeling, the more continuous a channel, the more consistent it is with geological knowledge in general, and fluvial continuity is also of paramount importance when simulating fluid flow. Based on the pixel-based MPS algorithm Snesim, this study proposes a method that utilizes multiple search trees (MSTs) to enhance simulation continuity in 2D fluvial reservoir modeling. The objective of the MST method is to capture complete data events from a training image (TI), which aims to achieve enhanced continuity in fluvial reservoir sublayer modeling. By resorting to search neighborhoods based on their proximity to the central node of the data template, multiple data templates that correspond to the MSTs will be generated. Here, four data templates were generated by arranging the relative search neighborhood coordinates in ascending and descending order with respect to the central node. Parallel computing was tried for the construction of the search trees. This work calculated the conditional probability distribution function (CPDF) of the simulating nodes by averaging the CPDFs derived from the MSTs, and double retrieval was employed to filter out the search trees that possessed an inaccurate local CPDF for the simulating nodes. In addition, the connected component labeling (CCL) method was introduced to evaluate the simulation continuity in MPS. The results indicated that the MST method can enhance the simulation continuity of the Snesim algorithm by reproducing the fine connectivity of channel facies in 2D fluvial reservoir modeling.

Incorporating 50 years of flood data for the Manas River Kenswat Hydrological Station from 1957 to 2006, the Pettitt test and Mann–Kendall trend test are used to analyse non‐stationarity of the flood characteristic sequences. Moreover, the Pearson type‐III (P‐III) distribution, the mixed distribution (MD) and conditional probability distribution (CPD) models are employed to analyse frequency and to calculate the design flood process line. The results showed that the annual maximum peak discharge and the annual maximum flood volume are most likely to change in 1993. The MD model considering the non‐stationarity of the flood sequence is more accurate than the CPD model and the traditional P‐III distribution model. There are significant differences in the design flood process lines of the 1996 typical flood process obtained by the three methods using the same frequency scaling method. In addition, under different design standards, the design value of the MD model is 20–53% smaller than the design value approved in 2008 (approved by China Renewable Energy Engineering Institute) and 4–48% higher than the traditional P‐III distribution design value. The results can provide a new reference for the management of non‐stationary floods in Manas River.

How to consider both the influence of weather and wind power in the modeling process of probability distribution of wind power forecast error (WPFE), and to emphasize the application value of conditional modeling, is rarely studied at present. This paper proposes a novel method of conditional probability distribution modeling for WPFE. This method uses a proposed MNSGA-II-Kmeans algorithm to perform multi-objective clustering of multi-dimensional influencing factors (MDIF), including weather and wind power. It can maximize the difference between the probability distributions of each MDIF mode’s WPFE while clustering, thus ensuring the application value of the conditional modeling way. Based on the clustering results, by using the versatile distribution to simulate the probability distribution of WPFE and the support vector machine to realize the recognition of MDIF modes, the specific conditional probability distribution function of WPFE can be provided to stochastic economic dispatch by identifying the forecast MDIF data. A wind plant of north China with historical data is selected for calculation. The results verify the effectiveness of the proposed method, and by comparison with the non-conditional probability distribution of WPFE that does not consider MDIF, it can effectively increase the wind power consumption of the power system.

This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess predictions about future prices, their volatility, and their probability distributions. Stephen Taylor provides a comprehensive introduction to the dynamic behavior of asset prices, relying on finance theory and statistical evidence. He uses stochastic processes to define mathematical models for price dynamics, but with less mathematics than in alternative texts. The key topics covered include random walk tests, trading rules, ARCH models, stochastic volatility models, high-frequency datasets, and the information that option prices imply about volatility and distributions. Asset Price Dynamics, Volatility, and Predictionis ideal for students of economics, finance, and mathematics who are studying financial econometrics, and will enable researchers to identify and apply appropriate models and methods. It will likewise be a valuable resource for quantitative analysts, fund managers, risk managers, and investors who seek realistic expectations about future asset prices and the risks to which they are exposed.

Making the distinction between drought and water scarcity is not trivial, because they often occur simultaneously. In this study, we used Copulas to quantify the relationship between drought and water scarcity. Beijing–Tianjin–Hebei Metropolitan Areas (BTHMA) was chosen as the study area. Standard Precipitation and Evapotranspiration Index (SPEI) and water exploitation index plus (WEI+) was chosen to represent metrological drought and water scarcity. Inverse Distance Weighted method was used for spatial analysis of SPEI and WEI+, and Archimedean Copula was used to establish two-dimensional joint probability distribution of SPEI and WEI+. The results are as follows: (1) The southern part of the study area was wetter. The middle part was drier, with moderate drought happened for most times. (2) WEI+ of Beijing and Tianjin showed significant decreasing trends from 2000 to 2015, while WEI+ of Hebei Province did not, which indicated that Hebei Province is facing much severer water scarcity situation than Beijing and Tianjin. (3) Gumbel copula was the best-fitting model to establish the joint probability distribution of SPEI and WEI+. The condition probability provided a probability distribution of water scarcity under different drought conditions, which can provide technical support for government managers during policy making.

The economics literature is replete with examples of monotone comparative statics; that is, scenarios where optimal decisions or equilibria in a parameterized collection of models vary monotonically with the parameter. Most of these examples are manifestations of complementarity, with a common explicit or implicit theoretical basis in properties of a super-modular function on a lattice. Supermodular functions yield a characterization for complementarity and extend the notion of complementarity to a general setting that is a natural mathematical context for studying complementarity and monotone comparative statics. Concepts and results related to supermodularity and monotone comparative statics constitute a new and important formal step in the long line of economics literature on complementarity. This monograph links complementarity to powerful concepts and results involving supermodular functions on lattices and focuses on analyses and issues related to monotone comparative statics. Don Topkis, who is known for his seminal contributions to this area, here presents a self-contained and up-to-date view of this field, including many new results, to scholars interested in economic theory and its applications as well as to those in related disciplines. The emphasis is on methodology. The book systematically develops a comprehensive, integrated theory pertaining to supermodularity, complementarity, and monotone comparative statics. It then applies that theory in the analysis of many diverse economic models formulated as decision problems, noncooperative games, and cooperative games.

This study is concerned with the problem of fault detection (FD) for networked control systems with discrete and infinite distributed delays subject to random packet losses and non-linear perturbation. Both sensor-to-controller and controller-to-actuator packet losses are modelled as two different mutually independent Bernoulli distributed white sequences with known conditional probability distributions. By utilising an observer-based fault detection filter (FDF) as a residual generator, the FD for networked non-linear systems with mixed delays and packet losses is formulated as an H∞ model-matching problem. Attention is focused on designing the FDF in the closed-loop system setup such that the estimation error between the residuals and filtered faults is made as small as possible and at the same time the closed-loop networked non-linear system is exponentially stable in the mean-square sense. To show the superiority and effectiveness of this work, two numerical examples are presented.

Bayesian estimation applied to temperature based death time estimation was recently introduced as conditional probability distribution or CPD-method by Biermann and Potente. The CPD-method is useful, if there is external information that sets the boundaries of the true death time interval (victim last seen alive and found dead). CPD allows computation of probabilities for small time intervals of interest (e.g. no-alibi intervals of suspects) within the large true death time interval. In the light of the importance of the CPD for conviction or acquittal of suspects the present study identifies a potential error source. Deviations in death time estimates will cause errors in the CPD-computed probabilities. We derive formulae to quantify the CPD error as a function of input error. Moreover we observed the paradox, that in cases, in which the small no-alibi time interval is located at the boundary of the true death time interval, adjacent to the erroneous death time estimate, CPD-computed probabilities for that small no-alibi interval will increase with increasing input deviation, else the CPD-computed probabilities will decrease. We therefore advise not to use CPD if there is an indication of an error or a contra-empirical deviation in the death time estimates, that is especially, if the death time estimates fall out of the true death time interval, even if the 95%-confidence intervals of the estimate still overlap the true death time interval.