Several functions were used to model fixed and random part of the lactation curve in Iranian primiparous Holstein cows using random regression analysis. Legendre polynomials of orders three and four as well as parametric lactation curve for the random part of the first lactation milk production were compared to find the best model. The models differed in fixed regression lactation curve part an...

introduction milk solid no-fat is economically very important in cheese industry. compared to the other kinds of milk, ewe’s milk contains higher amount of milk solids no-fat. milk solids no-fat (msnf) contains lactose, caseins, whey proteins, and minerals. the use of test day records in random regression method has several benefits including flexibility to account for the environmental and gen...

For multilevel analyses (e.g., linear mixed models), researchers are often interested in pooling, interpreting, and testing both fixed effects and random effects. PROC MIANALYZE has two shortcomings in this regard. First, it cannot easily pool variance estimates. Second, the significance tests of these estimates are Wald-type tests that are inappropriate for testing variance estimates. Likeliho...

We will discuss the key SAS® survey package (SAS 9.4 or later) procedures that one can use to perform statistical analyses of complex survey data with replicate weights. We will address the topic of replicate weights and balanced repeated replications for variance estimation. The key methods for obtaining summary statistics and performing testing for quantitative and qualitative outcomes will b...

In this paper we investigate the effects of different types of delays, a fixed delay and a random delay, on the dynamics of stochastic systems as well as their relationship with each other in the context of a just-in-time network model. The specific example on which we focus is a pork production network model. We numerically explore the corresponding deterministic approximations for the stochas...

In this paper, we study the market of the CBOE S&P 500 three-month variance futures that were listed on May 18, 2004. By using a simple mean-reverting stochastic volatility model for the S&P 500 index, we present a linear relation between the price of fixed time-to-maturity variance futures and the V IX. The model prediction is supported by empirical tests. We find that a model with a fixed mea...

We show how the benefits of the pathwise sensitivity approach to computing Monte Carlo Greeks can be extended to discontinuous payoff functions through a combination of the pathwise approach and the Likelihood Ratio Method. With a variance reduction modification, this results in an estimator which for timestep h has a variance which is O(h−1/2) for discontinuous payoffs and O(1) for continuous ...

Numerous psychophysical studies suggest that the sensorimotor system chooses actions that optimize the average cost associated with a movement. Recently, however, violations of this hypothesis have been reported in line with economic theories of decision-making that not only consider the mean payoff, but are also sensitive to risk, that is the variability of the payoff. Here, we examine the hyp...