20. Applications of the Genetic-Drift Model

Size: px
Start display at page:

Download "20. Applications of the Genetic-Drift Model"

Transcription

1 0. Applicaions of he Geneic-Drif Model 1) Deermining he probabiliy of forming any paricular combinaion of genoypes in he nex generaion: Example: If he parenal allele frequencies are p 0 = 0.35 and q 0 = 0.65, wha is he probabiliy ha a random sample of 4 progeny will consis of hree heerozygoes and a homozygoe: A 1 A, A 1 A, A 1 A, A A? Soluion: The probabiliy of sampling n 1 = 3 A 1 alleles in a sample of = 8 is given by he binomial erm C p 3 q 5 = 8! ( 0. 35) ( 0. 65) ! 5! = ( )(. )(. ) =.. Thus he probabiliy of sampling his paricular combinaion of progeny genoypes is 7.9% Relaive frequency Allele frequency (p) ) Deermining he probabiliy of fixaion in he nex generaion: Example for small populaion size (exac binomial probabiliies): Given an iniial populaion of N = 4 wih p 0 = 0. and q 0 = 0.8, wha is he probabiliy of one allele being los due o drif? Soluion: From he binomial disribuion, find he probabiliies of sampling n 1 of gamees, where n 1 is equal o 0 or 8 (he condiions for loss of he A 1 and A alleles, respecively, due o sampling variaion). 0 8 Pr( 0 of 8) = C p q = ( 1)( 1)( ) = Pr( 8 of 8) = C p q = ( 1)( )( 1) = The sum of hese probabiliies is 0.168, indicaing ha here is a 16.8% probabiliy of fixaion in he nex generaion. Noe ha, since here is only one way o sample eigh alleles of he same kind, he N oal probabiliy of fixaion in general reduces o p + q.

2 0. Applicaions of drif model Relaive frequency Allele frequency (p) Example for larger populaion size (normal approximaion): Given an iniial populaion of N = 15 wih p 0 = 0. and q 0 = 0.8, wha is he probabiliy of one allele being los due o drif? Soluion: Deermine he variance expeced due o drif, and model he expeced variaion in allele frequencies wih a normal disribuion cenered on he iniial frequency and having he expeced variance. From his disribuion, deermine he probabiliies of randomly drawing an allele frequency 0 or 1. z z 0 0 L U p q ( 0. )( 08. ) = = = ( 15) p0q0 = = = = -. = = = -. = z L and z U are he lower and upper values of he sandard-normal disribuion ha correspond o allele frequencies of 0 and 1, respecively. The probabiliy of randomly drawing a value z L, he lef-ailed probabiliy from he sandard-normal disribuion, is virually zero. The corresponding righ-ailed probabiliy of randomly drawing a value z U is The probabiliy of fixaion is he sum of hese, indicaing ha, on average, in only 3 imes ou of a 1000 would fixaion occur in he nex generaion.

3 0. Applicaions of drif model 3 N = 30, p = Relaive frequency Allele frequency (q)

4 0. Applicaions of drif model 4 3) Deermining wheher an observed change in allele frequency is consisen wih he model of geneic drif: Example: We have observed a change from q 0 = 0.50 o q 1 = 0.45 in a populaion of size N = Is his amoun of change consisen wih a model of geneic drif in he absence of oher effecs (selecion, gene flow, ec.)? Soluion: Express he observed change in relaion o he variance expeced due o drif. Because he variance is in squared unis, he square roo of he variance (= sandard error) is used insead. The raio of he change o he sandard error is a z-saisic, disribued as a sandard-normal disribuion. = q1 - q0 = p q ( 05. )( 05. ) = = = ( 5000) 0 0 p0q0 = = z = = = The z value is he number of sandard-deviaion unis of he observed change. The probabiliy of observing such a large magniude of change is virually zero, and hus is unlikely under he geneicdrif model. This resul suggess ha some oher facor(s) have probably conribued o he change. Example: We have observed he same change from (q 0 = 0.50 o q 50 = 0.45) over a period of 50 generaions. Is his amoun of change consisen wih a model of geneic drif in he absence of oher effecs? = q - q = , ( 5000),50 50 = p q ( 1- ( 1- ) ) = ( 05. )( 05. )( 1- ( 1- ) ) = 001. = z = = = The probabiliy of randomly observing a value 1.4 sandard deviaions from he mean is 0.16 (- ailed), assuming ha such changes are normally disribued. In oher words, approximaely 16% of he ime a change of 0.05 or greaer could be observed by chance alone, so ha he observaion is consisen wih (= no significanly differen from) he drif model.

5 0. Applicaions of drif model 5 4) Pariioning variaion due o drif ino wihin-populaion and among-populaion componens: Example: Two populaions, each of size N = 50, change independenly due o drif over he same number of generaions (). The iniial frequencies in boh populaions were p 0 = q 0 = 0.5. In populaion X, he frequencies afer generaions are p = 0.4, q = 0.6. In populaion Y, he frequencies afer generaions are p = 0.55, q = (a) By how much has variabiliy been reduced wihin populaions X and Y due o drif? Soluion: Because he variabiliy due o drif is variance in allele frequencies raher han oal geneic variance (heerozygosiy, =pq, which is he variance in genoype frequencies), we mus esimae allelic variance before and afer drif. The reducion in variance due o drif is he difference beween hem. Before drif: Recall ha he general definiion of a variance is x = E x - [ E x ] ( ) ( ), where he expeced value E(x) is he weighed mean of x. For he allele frequency q, we can consruc he following able ha expresses he allele frequency for each genoype. The variance we wan is a funcion of he mean q, weighed by genoype frequencies. Noe he dependence on Hardy-Weinberg assumpions in esimaion of he genoype frequencies. Genoypes: A 1 A 1 A 1 A A A Genoype frequencies: q: [ ] w( q) = Eq ( ) Eq ( ), where var w(q) is he wihin-populaion variance. ) = ( 0. 5)( 0) + ( 050. )( 05. ) + ( 05. )( 1) = 05. ) = ( 05. )( 0) + ( 050. )( 05. ) + ( 0. 5)( 1) = ( q ) = (0.5) = 0.15 w Noe ha 0.15 is he maximum allelic variance ha is possible wihin a populaion.

6 0. Applicaions of drif model 6 Afer drif, populaion X: p = 0.4, q = 0.6. Genoypes: A 1 A 1 A 1 A A A Genoype frequencies: q: ) = ( 016. )( 0) + ( 0. 48)( 05. ) + ( 0. 36)( 1) = ) = ( 016. )( 0) + ( 0. 48)( 05. ) + ( 036. )( 1) = ( q ) = 0.48 (0.6) = 0.10 w The wihin-populaion variance of populaion X has been reduced from 0.15 o Afer drif, populaion Y: p = 0.55, q = Genoypes: A 1 A 1 A 1 A A A Genoype frequencies: q: ) = ( )( 0) + ( )( 05. ) + ( 003. )( 1) = ) = ( )( 0) + ( )( 05. ) + ( 003. )( 1) = ( q ) = 0.37 (0.451) = 0.14 w The wihin-populaion variance of populaion Y has been reduced from 0.15 o (b) By how much has variabiliy beween populaions X and Y been increased due o drif? Soluion: The beween-populaion variance is based on he mean q, weighed by is frequencies wihin populaions raher han wihin genoypes. Populaion: X Y Populaion frequencies: = = q: ) = ( 05. )( 0. 60) + ( 05. )( 045. ) = 055. ) = ( 05. )( 060. ) + ( 05. )( 0. 45) = ( q) = = 0.81 (0.55) = b, The beween-populaion variance has been increased by drif from 0 (because he populaions iniially were idenical) o

7 0. Applicaions of drif model 7 5) Esimaion of he number of generaions needed o obain a given amoun of divergence among populaions: Example: The wo populaions above, each of size N = 50, changed independenly due o drif over he same number of generaions (). Esimae he number of generaions required o obain he observed amoun of beween-populaion variance. 1 Soluion: The expeced variance in change across generaions is, p0q0[ 1 ( 1 N ) ] = - -. Given he observed beween-populaion variance, he iniial allele frequencies, and he populaion size, his equaion can be solved for : 1 [ 1 1 ], = p0q0 - ( - N ) Ø = ( 05. )( 05. ) 1-1- º ŒŒ Ł ( 50) ł [ ] = ( 05. ) 1- ( 099. ) = 1- ( 0. 99) (. ) = -. = ln( 0. 99) = ln( ) ln( ) = = - =. 4 ln( 0. 99) Thus he observed amoun of differeniaion beween he wo populaions could be expeced o occur, on average, in less han 3 generaions. ø ß œœ In general, q δ ln 1 p0q0 =. 1 ln 1 Recall ha he expeced ne change of (over numerous subpopulaion replicaes) is zero: E( ) = 0. Thus, if p 0 and q 0 are no known, heir bes esimaes are he mean allele frequencies among he wo (or more) populaions a ime.

22. Inbreeding. related measures: = coefficient of kinship, a measure of relatedness of individuals of a population; panmictic index, P = 1 F;

22. Inbreeding. related measures: = coefficient of kinship, a measure of relatedness of individuals of a population; panmictic index, P = 1 F; . Inbreeding Inbreeding: maing beween relaives. has predicable consequences for gene and genoype frequencies; increases he frequency of homozygous genoypes a he expense of heerozygous genoypes; hus decreases

More information

( ) ( ) ( ) + W aa. ( t) n t ( ) ( )

( ) ( ) ( ) + W aa. ( t) n t ( ) ( ) Supplemenary maerial o: Princeon Universiy Press, all righs reserved From: Chaper 3: Deriving Classic Models in Ecology and Evoluionary Biology A Biologis s Guide o Mahemaical Modeling in Ecology and Evoluion

More information

Comparing Means: t-tests for One Sample & Two Related Samples

Comparing Means: t-tests for One Sample & Two Related Samples Comparing Means: -Tess for One Sample & Two Relaed Samples Using he z-tes: Assumpions -Tess for One Sample & Two Relaed Samples The z-es (of a sample mean agains a populaion mean) is based on he assumpion

More information

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H.

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H. ACE 56 Fall 005 Lecure 5: he Simple Linear Regression Model: Sampling Properies of he Leas Squares Esimaors by Professor Sco H. Irwin Required Reading: Griffihs, Hill and Judge. "Inference in he Simple

More information

Math 10B: Mock Mid II. April 13, 2016

Math 10B: Mock Mid II. April 13, 2016 Name: Soluions Mah 10B: Mock Mid II April 13, 016 1. ( poins) Sae, wih jusificaion, wheher he following saemens are rue or false. (a) If a 3 3 marix A saisfies A 3 A = 0, hen i canno be inverible. True.

More information

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance

More information

Vehicle Arrival Models : Headway

Vehicle Arrival Models : Headway Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where

More information

Section 3.5 Nonhomogeneous Equations; Method of Undetermined Coefficients

Section 3.5 Nonhomogeneous Equations; Method of Undetermined Coefficients Secion 3.5 Nonhomogeneous Equaions; Mehod of Undeermined Coefficiens Key Terms/Ideas: Linear Differenial operaor Nonlinear operaor Second order homogeneous DE Second order nonhomogeneous DE Soluion o homogeneous

More information

Solutions to Odd Number Exercises in Chapter 6

Solutions to Odd Number Exercises in Chapter 6 1 Soluions o Odd Number Exercises in 6.1 R y eˆ 1.7151 y 6.3 From eˆ ( T K) ˆ R 1 1 SST SST SST (1 R ) 55.36(1.7911) we have, ˆ 6.414 T K ( ) 6.5 y ye ye y e 1 1 Consider he erms e and xe b b x e y e b

More information

Final Spring 2007

Final Spring 2007 .615 Final Spring 7 Overview The purpose of he final exam is o calculae he MHD β limi in a high-bea oroidal okamak agains he dangerous n = 1 exernal ballooning-kink mode. Effecively, his corresponds o

More information

Chapter 2. First Order Scalar Equations

Chapter 2. First Order Scalar Equations Chaper. Firs Order Scalar Equaions We sar our sudy of differenial equaions in he same way he pioneers in his field did. We show paricular echniques o solve paricular ypes of firs order differenial equaions.

More information

ACE 562 Fall Lecture 4: Simple Linear Regression Model: Specification and Estimation. by Professor Scott H. Irwin

ACE 562 Fall Lecture 4: Simple Linear Regression Model: Specification and Estimation. by Professor Scott H. Irwin ACE 56 Fall 005 Lecure 4: Simple Linear Regression Model: Specificaion and Esimaion by Professor Sco H. Irwin Required Reading: Griffihs, Hill and Judge. "Simple Regression: Economic and Saisical Model

More information

Some Basic Information about M-S-D Systems

Some Basic Information about M-S-D Systems Some Basic Informaion abou M-S-D Sysems 1 Inroducion We wan o give some summary of he facs concerning unforced (homogeneous) and forced (non-homogeneous) models for linear oscillaors governed by second-order,

More information

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB Elecronic Companion EC.1. Proofs of Technical Lemmas and Theorems LEMMA 1. Le C(RB) be he oal cos incurred by he RB policy. Then we have, T L E[C(RB)] 3 E[Z RB ]. (EC.1) Proof of Lemma 1. Using he marginal

More information

Reliability of Technical Systems

Reliability of Technical Systems eliabiliy of Technical Sysems Main Topics Inroducion, Key erms, framing he problem eliabiliy parameers: Failure ae, Failure Probabiliy, Availabiliy, ec. Some imporan reliabiliy disribuions Componen reliabiliy

More information

On Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature

On Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature On Measuring Pro-Poor Growh 1. On Various Ways of Measuring Pro-Poor Growh: A Shor eview of he Lieraure During he pas en years or so here have been various suggesions concerning he way one should check

More information

) were both constant and we brought them from under the integral.

) were both constant and we brought them from under the integral. YIELD-PER-RECRUIT (coninued The yield-per-recrui model applies o a cohor, bu we saw in he Age Disribuions lecure ha he properies of a cohor do no apply in general o a collecion of cohors, which is wha

More information

Nature Neuroscience: doi: /nn Supplementary Figure 1. Spike-count autocorrelations in time.

Nature Neuroscience: doi: /nn Supplementary Figure 1. Spike-count autocorrelations in time. Supplemenary Figure 1 Spike-coun auocorrelaions in ime. Normalized auocorrelaion marices are shown for each area in a daase. The marix shows he mean correlaion of he spike coun in each ime bin wih he spike

More information

Stochastic models and their distributions

Stochastic models and their distributions Sochasic models and heir disribuions Couning cusomers Suppose ha n cusomers arrive a a grocery a imes, say T 1,, T n, each of which akes any real number in he inerval (, ) equally likely The values T 1,,

More information

Note: For all questions, answer (E) NOTA means none of the above answers is correct.

Note: For all questions, answer (E) NOTA means none of the above answers is correct. Thea Logarihms & Eponens 0 ΜΑΘ Naional Convenion Noe: For all quesions, answer means none of he above answers is correc.. The elemen C 4 has a half life of 70 ears. There is grams of C 4 in a paricular

More information

Predator - Prey Model Trajectories and the nonlinear conservation law

Predator - Prey Model Trajectories and the nonlinear conservation law Predaor - Prey Model Trajecories and he nonlinear conservaion law James K. Peerson Deparmen of Biological Sciences and Deparmen of Mahemaical Sciences Clemson Universiy Ocober 28, 213 Ouline Drawing Trajecories

More information

Introduction D P. r = constant discount rate, g = Gordon Model (1962): constant dividend growth rate.

Introduction D P. r = constant discount rate, g = Gordon Model (1962): constant dividend growth rate. Inroducion Gordon Model (1962): D P = r g r = consan discoun rae, g = consan dividend growh rae. If raional expecaions of fuure discoun raes and dividend growh vary over ime, so should he D/P raio. Since

More information

ACE 562 Fall Lecture 8: The Simple Linear Regression Model: R 2, Reporting the Results and Prediction. by Professor Scott H.

ACE 562 Fall Lecture 8: The Simple Linear Regression Model: R 2, Reporting the Results and Prediction. by Professor Scott H. ACE 56 Fall 5 Lecure 8: The Simple Linear Regression Model: R, Reporing he Resuls and Predicion by Professor Sco H. Irwin Required Readings: Griffihs, Hill and Judge. "Explaining Variaion in he Dependen

More information

Navneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi

Navneet Saini, Mayank Goyal, Vishal Bansal (2013); Term Project AML310; Indian Institute of Technology Delhi Creep in Viscoelasic Subsances Numerical mehods o calculae he coefficiens of he Prony equaion using creep es daa and Herediary Inegrals Mehod Navnee Saini, Mayank Goyal, Vishal Bansal (23); Term Projec

More information

8. Basic RL and RC Circuits

8. Basic RL and RC Circuits 8. Basic L and C Circuis This chaper deals wih he soluions of he responses of L and C circuis The analysis of C and L circuis leads o a linear differenial equaion This chaper covers he following opics

More information

Robust estimation based on the first- and third-moment restrictions of the power transformation model

Robust estimation based on the first- and third-moment restrictions of the power transformation model h Inernaional Congress on Modelling and Simulaion, Adelaide, Ausralia, 6 December 3 www.mssanz.org.au/modsim3 Robus esimaion based on he firs- and hird-momen resricions of he power ransformaion Nawaa,

More information

WEEK-3 Recitation PHYS 131. of the projectile s velocity remains constant throughout the motion, since the acceleration a x

WEEK-3 Recitation PHYS 131. of the projectile s velocity remains constant throughout the motion, since the acceleration a x WEEK-3 Reciaion PHYS 131 Ch. 3: FOC 1, 3, 4, 6, 14. Problems 9, 37, 41 & 71 and Ch. 4: FOC 1, 3, 5, 8. Problems 3, 5 & 16. Feb 8, 018 Ch. 3: FOC 1, 3, 4, 6, 14. 1. (a) The horizonal componen of he projecile

More information

Comparison between the Discrete and Continuous Time Models

Comparison between the Discrete and Continuous Time Models Comparison beween e Discree and Coninuous Time Models D. Sulsky June 21, 2012 1 Discree o Coninuous Recall e discree ime model Î = AIS Ŝ = S Î. Tese equaions ell us ow e populaion canges from one day o

More information

Chapter 2. Models, Censoring, and Likelihood for Failure-Time Data

Chapter 2. Models, Censoring, and Likelihood for Failure-Time Data Chaper 2 Models, Censoring, and Likelihood for Failure-Time Daa William Q. Meeker and Luis A. Escobar Iowa Sae Universiy and Louisiana Sae Universiy Copyrigh 1998-2008 W. Q. Meeker and L. A. Escobar. Based

More information

Module 2 F c i k c s la l w a s o s f dif di fusi s o i n

Module 2 F c i k c s la l w a s o s f dif di fusi s o i n Module Fick s laws of diffusion Fick s laws of diffusion and hin film soluion Adolf Fick (1855) proposed: d J α d d d J (mole/m s) flu (m /s) diffusion coefficien and (mole/m 3 ) concenraion of ions, aoms

More information

EE650R: Reliability Physics of Nanoelectronic Devices Lecture 9:

EE650R: Reliability Physics of Nanoelectronic Devices Lecture 9: EE65R: Reliabiliy Physics of anoelecronic Devices Lecure 9: Feaures of Time-Dependen BTI Degradaion Dae: Sep. 9, 6 Classnoe Lufe Siddique Review Animesh Daa 9. Background/Review: BTI is observed when he

More information

PENALIZED LEAST SQUARES AND PENALIZED LIKELIHOOD

PENALIZED LEAST SQUARES AND PENALIZED LIKELIHOOD PENALIZED LEAST SQUARES AND PENALIZED LIKELIHOOD HAN XIAO 1. Penalized Leas Squares Lasso solves he following opimizaion problem, ˆβ lasso = arg max β R p+1 1 N y i β 0 N x ij β j β j (1.1) for some 0.

More information

ACE 564 Spring Lecture 7. Extensions of The Multiple Regression Model: Dummy Independent Variables. by Professor Scott H.

ACE 564 Spring Lecture 7. Extensions of The Multiple Regression Model: Dummy Independent Variables. by Professor Scott H. ACE 564 Spring 2006 Lecure 7 Exensions of The Muliple Regression Model: Dumm Independen Variables b Professor Sco H. Irwin Readings: Griffihs, Hill and Judge. "Dumm Variables and Varing Coefficien Models

More information

STATISTICAL MODELLING PRACTICAL VI SOLUTIONS

STATISTICAL MODELLING PRACTICAL VI SOLUTIONS VI-1. TATITICAL MODELLING PRACTICAL VI OLUTION VI.1 The following daa are from a Lain square experimen designed o invesigae he moisure conen of urnip greens. The experimen involved he measuremen of he

More information

Unit Root Time Series. Univariate random walk

Unit Root Time Series. Univariate random walk Uni Roo ime Series Univariae random walk Consider he regression y y where ~ iid N 0, he leas squares esimae of is: ˆ yy y y yy Now wha if = If y y hen le y 0 =0 so ha y j j If ~ iid N 0, hen y ~ N 0, he

More information

Time series Decomposition method

Time series Decomposition method Time series Decomposiion mehod A ime series is described using a mulifacor model such as = f (rend, cyclical, seasonal, error) = f (T, C, S, e) Long- Iner-mediaed Seasonal Irregular erm erm effec, effec,

More information

Chapter 7: Solving Trig Equations

Chapter 7: Solving Trig Equations Haberman MTH Secion I: The Trigonomeric Funcions Chaper 7: Solving Trig Equaions Le s sar by solving a couple of equaions ha involve he sine funcion EXAMPLE a: Solve he equaion sin( ) The inverse funcions

More information

Introduction to Probability and Statistics Slides 4 Chapter 4

Introduction to Probability and Statistics Slides 4 Chapter 4 Inroducion o Probabiliy and Saisics Slides 4 Chaper 4 Ammar M. Sarhan, asarhan@mahsa.dal.ca Deparmen of Mahemaics and Saisics, Dalhousie Universiy Fall Semeser 8 Dr. Ammar Sarhan Chaper 4 Coninuous Random

More information

IB Physics Kinematics Worksheet

IB Physics Kinematics Worksheet IB Physics Kinemaics Workshee Wrie full soluions and noes for muliple choice answers. Do no use a calculaor for muliple choice answers. 1. Which of he following is a correc definiion of average acceleraion?

More information

Biol. 356 Lab 8. Mortality, Recruitment, and Migration Rates

Biol. 356 Lab 8. Mortality, Recruitment, and Migration Rates Biol. 356 Lab 8. Moraliy, Recruimen, and Migraion Raes (modified from Cox, 00, General Ecology Lab Manual, McGraw Hill) Las week we esimaed populaion size hrough several mehods. One assumpion of all hese

More information

STA 114: Statistics. Notes 2. Statistical Models and the Likelihood Function

STA 114: Statistics. Notes 2. Statistical Models and the Likelihood Function STA 114: Saisics Noes 2. Saisical Models and he Likelihood Funcion Describing Daa & Saisical Models A physicis has a heory ha makes a precise predicion of wha s o be observed in daa. If he daa doesn mach

More information

State-Space Models. Initialization, Estimation and Smoothing of the Kalman Filter

State-Space Models. Initialization, Estimation and Smoothing of the Kalman Filter Sae-Space Models Iniializaion, Esimaion and Smoohing of he Kalman Filer Iniializaion of he Kalman Filer The Kalman filer shows how o updae pas predicors and he corresponding predicion error variances when

More information

Testing the Random Walk Model. i.i.d. ( ) r

Testing the Random Walk Model. i.i.d. ( ) r he random walk heory saes: esing he Random Walk Model µ ε () np = + np + Momen Condiions where where ε ~ i.i.d he idea here is o es direcly he resricions imposed by momen condiions. lnp lnp µ ( lnp lnp

More information

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Kriging Models Predicing Arazine Concenraions in Surface Waer Draining Agriculural Waersheds Paul L. Mosquin, Jeremy Aldworh, Wenlin Chen Supplemenal Maerial Number

More information

Unsteady Mass- Transfer Models

Unsteady Mass- Transfer Models See T&K Chaper 9 Unseady Mass- Transfer Models ChEn 6603 Wednesday, April 4, Ouline Conex for he discussion Soluion for ransien binary diffusion wih consan c, N. Soluion for mulicomponen diffusion wih

More information

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits DOI: 0.545/mjis.07.5009 Exponenial Weighed Moving Average (EWMA) Char Under The Assumpion of Moderaeness And Is 3 Conrol Limis KALPESH S TAILOR Assisan Professor, Deparmen of Saisics, M. K. Bhavnagar Universiy,

More information

OBJECTIVES OF TIME SERIES ANALYSIS

OBJECTIVES OF TIME SERIES ANALYSIS OBJECTIVES OF TIME SERIES ANALYSIS Undersanding he dynamic or imedependen srucure of he observaions of a single series (univariae analysis) Forecasing of fuure observaions Asceraining he leading, lagging

More information

Challenge Problems. DIS 203 and 210. March 6, (e 2) k. k(k + 2). k=1. f(x) = k(k + 2) = 1 x k

Challenge Problems. DIS 203 and 210. March 6, (e 2) k. k(k + 2). k=1. f(x) = k(k + 2) = 1 x k Challenge Problems DIS 03 and 0 March 6, 05 Choose one of he following problems, and work on i in your group. Your goal is o convince me ha your answer is correc. Even if your answer isn compleely correc,

More information

KEY. Math 334 Midterm I Fall 2008 sections 001 and 003 Instructor: Scott Glasgow

KEY. Math 334 Midterm I Fall 2008 sections 001 and 003 Instructor: Scott Glasgow 1 KEY Mah 4 Miderm I Fall 8 secions 1 and Insrucor: Sco Glasgow Please do NOT wrie on his eam. No credi will be given for such work. Raher wrie in a blue book, or on our own paper, preferabl engineering

More information

LAPLACE TRANSFORM AND TRANSFER FUNCTION

LAPLACE TRANSFORM AND TRANSFER FUNCTION CHBE320 LECTURE V LAPLACE TRANSFORM AND TRANSFER FUNCTION Professor Dae Ryook Yang Spring 2018 Dep. of Chemical and Biological Engineering 5-1 Road Map of he Lecure V Laplace Transform and Transfer funcions

More information

Math From Scratch Lesson 34: Isolating Variables

Math From Scratch Lesson 34: Isolating Variables Mah From Scrach Lesson 34: Isolaing Variables W. Blaine Dowler July 25, 2013 Conens 1 Order of Operaions 1 1.1 Muliplicaion and Addiion..................... 1 1.2 Division and Subracion.......................

More information

Sterilization D Values

Sterilization D Values Seriliaion D Values Seriliaion by seam consis of he simple observaion ha baceria die over ime during exposure o hea. They do no all live for a finie period of hea exposure and hen suddenly die a once,

More information

5.1 - Logarithms and Their Properties

5.1 - Logarithms and Their Properties Chaper 5 Logarihmic Funcions 5.1 - Logarihms and Their Properies Suppose ha a populaion grows according o he formula P 10, where P is he colony size a ime, in hours. When will he populaion be 2500? We

More information

Christos Papadimitriou & Luca Trevisan November 22, 2016

Christos Papadimitriou & Luca Trevisan November 22, 2016 U.C. Bereley CS170: Algorihms Handou LN-11-22 Chrisos Papadimiriou & Luca Trevisan November 22, 2016 Sreaming algorihms In his lecure and he nex one we sudy memory-efficien algorihms ha process a sream

More information

Estimation of Poses with Particle Filters

Estimation of Poses with Particle Filters Esimaion of Poses wih Paricle Filers Dr.-Ing. Bernd Ludwig Chair for Arificial Inelligence Deparmen of Compuer Science Friedrich-Alexander-Universiä Erlangen-Nürnberg 12/05/2008 Dr.-Ing. Bernd Ludwig (FAU

More information

Examples of Dynamic Programming Problems

Examples of Dynamic Programming Problems M.I.T. 5.450-Fall 00 Sloan School of Managemen Professor Leonid Kogan Examples of Dynamic Programming Problems Problem A given quaniy X of a single resource is o be allocaed opimally among N producion

More information

A Dynamic Model of Economic Fluctuations

A Dynamic Model of Economic Fluctuations CHAPTER 15 A Dynamic Model of Economic Flucuaions Modified for ECON 2204 by Bob Murphy 2016 Worh Publishers, all righs reserved IN THIS CHAPTER, OU WILL LEARN: how o incorporae dynamics ino he AD-AS model

More information

Appendix to Creating Work Breaks From Available Idleness

Appendix to Creating Work Breaks From Available Idleness Appendix o Creaing Work Breaks From Available Idleness Xu Sun and Ward Whi Deparmen of Indusrial Engineering and Operaions Research, Columbia Universiy, New York, NY, 127; {xs2235,ww24}@columbia.edu Sepember

More information

R t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t

R t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t Exercise 7 C P = α + β R P + u C = αp + βr + v (a) (b) C R = α P R + β + w (c) Assumpions abou he disurbances u, v, w : Classical assumions on he disurbance of one of he equaions, eg. on (b): E(v v s P,

More information

Linear Response Theory: The connection between QFT and experiments

Linear Response Theory: The connection between QFT and experiments Phys540.nb 39 3 Linear Response Theory: The connecion beween QFT and experimens 3.1. Basic conceps and ideas Q: How do we measure he conduciviy of a meal? A: we firs inroduce a weak elecric field E, and

More information

KINEMATICS IN ONE DIMENSION

KINEMATICS IN ONE DIMENSION KINEMATICS IN ONE DIMENSION PREVIEW Kinemaics is he sudy of how hings move how far (disance and displacemen), how fas (speed and velociy), and how fas ha how fas changes (acceleraion). We say ha an objec

More information

GMM - Generalized Method of Moments

GMM - Generalized Method of Moments GMM - Generalized Mehod of Momens Conens GMM esimaion, shor inroducion 2 GMM inuiion: Maching momens 2 3 General overview of GMM esimaion. 3 3. Weighing marix...........................................

More information

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon

3.1.3 INTRODUCTION TO DYNAMIC OPTIMIZATION: DISCRETE TIME PROBLEMS. A. The Hamiltonian and First-Order Conditions in a Finite Time Horizon 3..3 INRODUCION O DYNAMIC OPIMIZAION: DISCREE IME PROBLEMS A. he Hamilonian and Firs-Order Condiions in a Finie ime Horizon Define a new funcion, he Hamilonian funcion, H. H he change in he oal value of

More information

E β t log (C t ) + M t M t 1. = Y t + B t 1 P t. B t 0 (3) v t = P tc t M t Question 1. Find the FOC s for an optimum in the agent s problem.

E β t log (C t ) + M t M t 1. = Y t + B t 1 P t. B t 0 (3) v t = P tc t M t Question 1. Find the FOC s for an optimum in the agent s problem. Noes, M. Krause.. Problem Se 9: Exercise on FTPL Same model as in paper and lecure, only ha one-period govenmen bonds are replaced by consols, which are bonds ha pay one dollar forever. I has curren marke

More information

Properties of Autocorrelated Processes Economics 30331

Properties of Autocorrelated Processes Economics 30331 Properies of Auocorrelaed Processes Economics 3033 Bill Evans Fall 05 Suppose we have ime series daa series labeled as where =,,3, T (he final period) Some examples are he dail closing price of he S&500,

More information

Econ107 Applied Econometrics Topic 7: Multicollinearity (Studenmund, Chapter 8)

Econ107 Applied Econometrics Topic 7: Multicollinearity (Studenmund, Chapter 8) I. Definiions and Problems A. Perfec Mulicollineariy Econ7 Applied Economerics Topic 7: Mulicollineariy (Sudenmund, Chaper 8) Definiion: Perfec mulicollineariy exiss in a following K-variable regression

More information

ME 391 Mechanical Engineering Analysis

ME 391 Mechanical Engineering Analysis Fall 04 ME 39 Mechanical Engineering Analsis Eam # Soluions Direcions: Open noes (including course web posings). No books, compuers, or phones. An calculaor is fair game. Problem Deermine he posiion of

More information

. Now define y j = log x j, and solve the iteration.

. Now define y j = log x j, and solve the iteration. Problem 1: (Disribued Resource Allocaion (ALOHA!)) (Adaped from M& U, Problem 5.11) In his problem, we sudy a simple disribued proocol for allocaing agens o shared resources, wherein agens conend for resources

More information

Lecture Notes 2. The Hilbert Space Approach to Time Series

Lecture Notes 2. The Hilbert Space Approach to Time Series Time Series Seven N. Durlauf Universiy of Wisconsin. Basic ideas Lecure Noes. The Hilber Space Approach o Time Series The Hilber space framework provides a very powerful language for discussing he relaionship

More information

Notes on Kalman Filtering

Notes on Kalman Filtering Noes on Kalman Filering Brian Borchers and Rick Aser November 7, Inroducion Daa Assimilaion is he problem of merging model predicions wih acual measuremens of a sysem o produce an opimal esimae of he curren

More information

1 Review of Zero-Sum Games

1 Review of Zero-Sum Games COS 5: heoreical Machine Learning Lecurer: Rob Schapire Lecure #23 Scribe: Eugene Brevdo April 30, 2008 Review of Zero-Sum Games Las ime we inroduced a mahemaical model for wo player zero-sum games. Any

More information

Inventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions

Inventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions Muli-Period Sochasic Models: Opimali of (s, S) Polic for -Convex Objecive Funcions Consider a seing similar o he N-sage newsvendor problem excep ha now here is a fixed re-ordering cos (> 0) for each (re-)order.

More information

CHAPTER 12 DIRECT CURRENT CIRCUITS

CHAPTER 12 DIRECT CURRENT CIRCUITS CHAPTER 12 DIRECT CURRENT CIUITS DIRECT CURRENT CIUITS 257 12.1 RESISTORS IN SERIES AND IN PARALLEL When wo resisors are conneced ogeher as shown in Figure 12.1 we said ha hey are conneced in series. As

More information

Wednesday, November 7 Handout: Heteroskedasticity

Wednesday, November 7 Handout: Heteroskedasticity Amhers College Deparmen of Economics Economics 360 Fall 202 Wednesday, November 7 Handou: Heeroskedasiciy Preview Review o Regression Model o Sandard Ordinary Leas Squares (OLS) Premises o Esimaion Procedures

More information

Math 2142 Exam 1 Review Problems. x 2 + f (0) 3! for the 3rd Taylor polynomial at x = 0. To calculate the various quantities:

Math 2142 Exam 1 Review Problems. x 2 + f (0) 3! for the 3rd Taylor polynomial at x = 0. To calculate the various quantities: Mah 4 Eam Review Problems Problem. Calculae he 3rd Taylor polynomial for arcsin a =. Soluion. Le f() = arcsin. For his problem, we use he formula f() + f () + f ()! + f () 3! for he 3rd Taylor polynomial

More information

Worker flows and matching efficiency

Worker flows and matching efficiency Worker flows and maching efficiency Marcelo Veraciero Inroducion and summary One of he bes known facs abou labor marke dynamics in he US economy is ha unemploymen and vacancies are srongly negaively correlaed

More information

Sequential Importance Resampling (SIR) Particle Filter

Sequential Importance Resampling (SIR) Particle Filter Paricle Filers++ Pieer Abbeel UC Berkeley EECS Many slides adaped from Thrun, Burgard and Fox, Probabilisic Roboics 1. Algorihm paricle_filer( S -1, u, z ): 2. Sequenial Imporance Resampling (SIR) Paricle

More information

The Simple Linear Regression Model: Reporting the Results and Choosing the Functional Form

The Simple Linear Regression Model: Reporting the Results and Choosing the Functional Form Chaper 6 The Simple Linear Regression Model: Reporing he Resuls and Choosing he Funcional Form To complee he analysis of he simple linear regression model, in his chaper we will consider how o measure

More information

HOTELLING LOCATION MODEL

HOTELLING LOCATION MODEL HOTELLING LOCATION MODEL THE LINEAR CITY MODEL The Example of Choosing only Locaion wihou Price Compeiion Le a be he locaion of rm and b is he locaion of rm. Assume he linear ransporaion cos equal o d,

More information

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle

Physics 235 Chapter 2. Chapter 2 Newtonian Mechanics Single Particle Chaper 2 Newonian Mechanics Single Paricle In his Chaper we will review wha Newon s laws of mechanics ell us abou he moion of a single paricle. Newon s laws are only valid in suiable reference frames,

More information

Zürich. ETH Master Course: L Autonomous Mobile Robots Localization II

Zürich. ETH Master Course: L Autonomous Mobile Robots Localization II Roland Siegwar Margaria Chli Paul Furgale Marco Huer Marin Rufli Davide Scaramuzza ETH Maser Course: 151-0854-00L Auonomous Mobile Robos Localizaion II ACT and SEE For all do, (predicion updae / ACT),

More information

Mathematical Theory and Modeling ISSN (Paper) ISSN (Online) Vol 3, No.3, 2013

Mathematical Theory and Modeling ISSN (Paper) ISSN (Online) Vol 3, No.3, 2013 Mahemaical Theory and Modeling ISSN -580 (Paper) ISSN 5-05 (Online) Vol, No., 0 www.iise.org The ffec of Inverse Transformaion on he Uni Mean and Consan Variance Assumpions of a Muliplicaive rror Model

More information

Shortcut predictions for fitness properties at the MSD balance and for its. build-up after size reduction under different management strategies.

Shortcut predictions for fitness properties at the MSD balance and for its. build-up after size reduction under different management strategies. Geneics: Published Aricles Ahead of Prin, published on April 5, 2007 as 0.534/geneics.06.065730 Shorcu predicions for finess properies a he MSD balance and for is build-up afer size reducion under differen

More information

Random Processes 1/24

Random Processes 1/24 Random Processes 1/24 Random Process Oher Names : Random Signal Sochasic Process A Random Process is an exension of he concep of a Random variable (RV) Simples View : A Random Process is a RV ha is a Funcion

More information

2. Nonlinear Conservation Law Equations

2. Nonlinear Conservation Law Equations . Nonlinear Conservaion Law Equaions One of he clear lessons learned over recen years in sudying nonlinear parial differenial equaions is ha i is generally no wise o ry o aack a general class of nonlinear

More information

System of Linear Differential Equations

System of Linear Differential Equations Sysem of Linear Differenial Equaions In "Ordinary Differenial Equaions" we've learned how o solve a differenial equaion for a variable, such as: y'k5$e K2$x =0 solve DE yx = K 5 2 ek2 x C_C1 2$y''C7$y

More information

5.2. The Natural Logarithm. Solution

5.2. The Natural Logarithm. Solution 5.2 The Naural Logarihm The number e is an irraional number, similar in naure o π. Is non-erminaing, non-repeaing value is e 2.718 281 828 59. Like π, e also occurs frequenly in naural phenomena. In fac,

More information

Hypothesis Testing in the Classical Normal Linear Regression Model. 1. Components of Hypothesis Tests

Hypothesis Testing in the Classical Normal Linear Regression Model. 1. Components of Hypothesis Tests ECONOMICS 35* -- NOTE 8 M.G. Abbo ECON 35* -- NOTE 8 Hypohesis Tesing in he Classical Normal Linear Regression Model. Componens of Hypohesis Tess. A esable hypohesis, which consiss of wo pars: Par : a

More information

Traveling Waves. Chapter Introduction

Traveling Waves. Chapter Introduction Chaper 4 Traveling Waves 4.1 Inroducion To dae, we have considered oscillaions, i.e., periodic, ofen harmonic, variaions of a physical characerisic of a sysem. The sysem a one ime is indisinguishable from

More information

Macroeconomic Theory Ph.D. Qualifying Examination Fall 2005 ANSWER EACH PART IN A SEPARATE BLUE BOOK. PART ONE: ANSWER IN BOOK 1 WEIGHT 1/3

Macroeconomic Theory Ph.D. Qualifying Examination Fall 2005 ANSWER EACH PART IN A SEPARATE BLUE BOOK. PART ONE: ANSWER IN BOOK 1 WEIGHT 1/3 Macroeconomic Theory Ph.D. Qualifying Examinaion Fall 2005 Comprehensive Examinaion UCLA Dep. of Economics You have 4 hours o complee he exam. There are hree pars o he exam. Answer all pars. Each par has

More information

Problem Set 5. Graduate Macro II, Spring 2017 The University of Notre Dame Professor Sims

Problem Set 5. Graduate Macro II, Spring 2017 The University of Notre Dame Professor Sims Problem Se 5 Graduae Macro II, Spring 2017 The Universiy of Nore Dame Professor Sims Insrucions: You may consul wih oher members of he class, bu please make sure o urn in your own work. Where applicable,

More information

0.1 MAXIMUM LIKELIHOOD ESTIMATION EXPLAINED

0.1 MAXIMUM LIKELIHOOD ESTIMATION EXPLAINED 0.1 MAXIMUM LIKELIHOOD ESTIMATIO EXPLAIED Maximum likelihood esimaion is a bes-fi saisical mehod for he esimaion of he values of he parameers of a sysem, based on a se of observaions of a random variable

More information

T. J. HOLMES AND T. J. KEHOE INTERNATIONAL TRADE AND PAYMENTS THEORY FALL 2011 EXAMINATION

T. J. HOLMES AND T. J. KEHOE INTERNATIONAL TRADE AND PAYMENTS THEORY FALL 2011 EXAMINATION ECON 841 T. J. HOLMES AND T. J. KEHOE INTERNATIONAL TRADE AND PAYMENTS THEORY FALL 211 EXAMINATION This exam has wo pars. Each par has wo quesions. Please answer one of he wo quesions in each par for a

More information

And the solution to the PDE problem must be of the form Π 1

And the solution to the PDE problem must be of the form Π 1 5. Self-Similar Soluions b Dimensional Analsis Consider he diffusion problem from las secion, wih poinwise release (Ref: Bluman & Cole, 2.3): c = D 2 c x + Q 0δ(x)δ() 2 c(x,0) = 0, c(±,) = 0 Iniial release

More information

Solution: b All the terms must have the dimension of acceleration. We see that, indeed, each term has the units of acceleration

Solution: b All the terms must have the dimension of acceleration. We see that, indeed, each term has the units of acceleration PHYS 54 Tes Pracice Soluions Spring 8 Q: [4] Knowing ha in he ne epression a is acceleraion, v is speed, is posiion and is ime, from a dimensional v poin of view, he equaion a is a) incorrec b) correc

More information

ln 2 1 ln y x c y C x

ln 2 1 ln y x c y C x Lecure 14 Appendi B: Some sample problems from Boas Here are some soluions o he sample problems assigned for Chaper 8 8: 6 Soluion: We wan o find he soluion o he following firs order equaion using separaion

More information

Two Coupled Oscillators / Normal Modes

Two Coupled Oscillators / Normal Modes Lecure 3 Phys 3750 Two Coupled Oscillaors / Normal Modes Overview and Moivaion: Today we ake a small, bu significan, sep owards wave moion. We will no ye observe waves, bu his sep is imporan in is own

More information

ADVANCED MATHEMATICS FOR ECONOMICS /2013 Sheet 3: Di erential equations

ADVANCED MATHEMATICS FOR ECONOMICS /2013 Sheet 3: Di erential equations ADVANCED MATHEMATICS FOR ECONOMICS - /3 Shee 3: Di erenial equaions Check ha x() =± p ln(c( + )), where C is a posiive consan, is soluion of he ODE x () = Solve he following di erenial equaions: (a) x

More information

t is a basis for the solution space to this system, then the matrix having these solutions as columns, t x 1 t, x 2 t,... x n t x 2 t...

t is a basis for the solution space to this system, then the matrix having these solutions as columns, t x 1 t, x 2 t,... x n t x 2 t... Mah 228- Fri Mar 24 5.6 Marix exponenials and linear sysems: The analogy beween firs order sysems of linear differenial equaions (Chaper 5) and scalar linear differenial equaions (Chaper ) is much sronger

More information

Econ Autocorrelation. Sanjaya DeSilva

Econ Autocorrelation. Sanjaya DeSilva Econ 39 - Auocorrelaion Sanjaya DeSilva Ocober 3, 008 1 Definiion Auocorrelaion (or serial correlaion) occurs when he error erm of one observaion is correlaed wih he error erm of any oher observaion. This

More information