Information Hiding in Image using Combined Approach of Pixel Mapping Method and Pixel Value Differencing Method

Size: px
Start display at page:

Download "Information Hiding in Image using Combined Approach of Pixel Mapping Method and Pixel Value Differencing Method"

Transcription

1 Informaton Hdng n Image usng Combned Approach of Pxel Mappng Method and Pxel Value Dfferencng Method Souvk Bhattacharyya 1, Prtn Haldar 2, Indradp Banerjee 3 and Gautam Sanyal 4 1,2,3 Computer Scence & Engneerng Department, Unversty Insttute of Technology, Burdwan Unversty 4 Department of Computer Scence and Engneerng, Natonal Insttute of Technology Abstract: The staggerng growth n communcaton technology and usage of publc doman channels has greatly facltated the transfer of data. However, such open communcaton channels have greater vulnerablty to securty threats causng unauthorzed nformaton access resultng popularty of Informaton Hdng over the past few decades. The securty and far use of the nformaton wth guaranteed qualty of servces s mportant, yet challengng topcs. Steganography s an area of nformaton hdng whch means "secret or covered wrtng. In ths paper, the authors have proposed an mage based steganography technque for hdng nformaton wthn the spatal doman of the grayscale mage. The developed approach works by dvdng the cover mage nto 3 by 3 blocks and then embeds the secret nformaton n the dfference of the 8-neghborhood pxels n the two adjacent blocks usng 2-bt, 3-bt or 4-bt Pxel Mappng Method. Expermental results through qualtatve and quanttatve metrcs show that the proposed approach has better embeddng capacty compared to the orgnal 2-bt or 4-bt Pxel Mappng Method and produces stego mage wth hgh mperceptblty. Keywords: Pxel Mappng Method (PMM), Pxel Value Dfferencng (PVD), Steganography, Qualtatve and Quanttatve Smlarty Metrcs, Cover Image, Stego Image. I. INTRODUCTION Steganography s used to hde nformaton nsde other. The word steganography s derved from the Greek word, whch lterally means Covered Wrtng [1]. Steganography technques allow communcaton between two certfed users wthout an observer beng responsve that the communcaton s actually happenng. The useful steganography system must provde a method to embed data n an mperceptble manner, allow the data to be readly extracted, promote a hgh embeddng capacty and ncorporate a certan extent of robustness. In ths work the authors have presented an effcent mage steganography method for hdng nformaton wth the extended approach of Pxel Mappng Method (2-bt or 4-bt) wth a combnaton of Pxel Value Dfferencng method and try to ncorporate a 2-bt, 3-bt, 4-bt PMM approach together to hde the nformaton. The rest of ths paper s organzed as follows: Secton 2 ntroduces some data hdng methods n spatal doman. Secton 3 and Secton 4 deal wth the proposed methodology and soluton methodology. Secton 5 contracts wth algorthm and dfferent expermental measures used to test the algorthm have shown n Secton 6. Secton 7 s compared wth other exstng steganography methods and the concluson s drawn n Secton

2 II. REVIEW AND RELATED WORKS A. Data Hdng through LSB One of the most common technques of data hdng s Least-sgnfcant-bt (LSB) [2] modfcaton. It s done by replacng the LSB porton of the cover-mage wth message bts. LSB methods naturally accomplsh hgh capacty embeddng, but unluckly LSB nserton s exposed to slght mage operaton such as compresson or croppng technque. B. Gray Level Modfcaton (GLM) The GLM has proposed by Potdar et al.[3], whch s a mappng technque used to modfy the gray level value of the mage pxels. Gray level modfcaton Steganography s the technque to map data by modfyng the gray level values of the mage pxels wthout embeddng or hde. GLM technque uses the scheme of odd and even numbers for mappng the data wthn an mage. It s the one-to-one mappng concept among the bnary data and selected pxels of the mage. From a partcular mage, a set of pxels s chosen based on a mathematcal functon. The gray level values of those pxels are observed and compared to the bt stream that s to be mapped nto the mage. Gray level values of the selected pxels,.e. the odd pxels are made even by changng the gray level by one unt. Once the entre selected pxel has an even gray level, t s compared wth bt stream, whch s to be mapped. If the bt s 0, then selected pxel s not modfed. If the bt s 1, then the gray level value of selected pxel s decremented by 1 to make t odd. C. Pxel Value Dfferencng Wu and Tsa [4] proposed pxel-value dfferencng (PVD) method whch can successfully provde both hgh embeddng capacty and exceptonal mperceptblty of the stego-mage. Ths method segments the cover mage nto non overlappng blocks holdng two connectng pxels and modfes the pxel dfference n each block (n par) for data embeddng. A larger dfference n the orgnal pxel values permts a greater modfcaton. In the extracton process, the orgnal range table s ndspensable. It s used to partton the stego-mage by the same method as used n the cover mage. Varous dverse approaches have also been proposed based on ths PVD method. Chang et al. [5] developed a new method usng tr-way pxel-value dfferencng and ths s better than orgnal PVD method wth respect to embeddng capacty and PSNR value. D. Pxel Mappng Method (PMM) Pxel Mappng Method [6], [7] s a method developed for nformaton hdng wthn the spatal doman of any gray scale mage. Numbers of research work has been done n these methods. Embeddng pxels are selected based on one mathematcal functon whch s dependng on the pxel ntensty value of the seed pxel. The eght neghbors of the seed pxels are taken n a counterclockwse drecton. Before embeddng a checkng has been done to fnd out whether the selected embeddng pxels or ts neghbors are lyng at the boundary of the mage or not. Data embeddng s done by mappng par of two or four bts from the secret message n each of the neghbor pxels wth the help of some features of that pxel. Extracton process starts agan by selectng the same seed pxels that were used n embeddng. Reversal operatons are carred out to get back the orgnal message at the recever sde. III. PROPOSED METHODOLOGY The proposed method s a combnaton of Pxel Value Dfferencng (PVD) and Pxel Mappng Method (PMM) whch sgnfcantly dffers from both the conventonal PVD and PMM methods. In ths method, frst the mage s dvded nto some 3 by

3 non-overlappng blocks. Then two consecutve, adjacent blocks are selected. The 8-neghbor pxels (P ) of the frst block s chosen n ant-clockwse drecton, whereas for the other block, the neghbor pxels are selected n clockwse drecton (P +1). The dfference (d) between the pxel ntensty values (8-neghbors) of the two adjacent blocks s determned as n PVD method. Embeddng s done on the dfferences of the pxel values n PMM method. Intally, the dfference of the ntenstes of the center pxels s determned. Dependng on the dfference value of the center pxels, t s decded whether 2-bt or 3-bt or 4-bt PMM would be mplemented. Table 1 descrbes the decson of embeddng bts. TABLE I DATA EMBEDDING TECHNIQUE DETERMINATION Dfference of center pxels ODD PRIME EVEN PMM 2-bt 3-bt 4-bt Data embeddng s done by mappng two or three or four bts of the bnary form of secret message n the dfference of the neghbor pxels establshed on some features of the dfference value. Table 2, Table 3 and Table 4 shows the mappng nformaton for embeddng two bts, three bts and four bts respectvely. TABLE II PIXEL MAPPING TECHNIQUE FOR TWO BITS MSG BIT PIXEL INTENSITY NO.OF VALUE ONES(BIN) 00 EVEN EVEN 01 EVEN ODD 10 ODD EVEN 11 EVEN EVEN TABLE III PIXEL MAPPING TECHNIQUE FOR THREE BITS MSG BIT 2 ND SET-RESET BIT PIXEL INTENSITY VALUE NO.OF ONES(BIN) 000 EVEN EVEN EVEN 001 EVEN EVEN ODD 010 EVEN ODD EVEN 011 EVEN ODD ODD 100 ODD EVEN EVEN 101 ODD EVEN ODD 110 ODD ODD EVEN 111 ODD ODD ODD 2784

4 TABLE IV PIXEL MAPPING TECHNIQUE FOR THREE BITS MSG 3 RD 2 ND PIXEL NO.OF BIT SET-RESET BIT SET-RE INTENS ONES(BIN) SET BIT ITY VALUE 0000 EVEN EVEN EVEN EVEN 0001 EVEN EVEN EVEN ODD 0010 EVEN EVEN ODD EVEN 0011 EVEN EVEN ODD ODD 0100 EVEN ODD EVEN EVEN 0101 EVEN ODD EVEN ODD 0110 EVEN ODD ODD EVEN 0111 EVEN ODD ODD ODD 1000 ODD EVEN EVEN EVEN 1001 ODD EVEN EVEN ODD 1010 ODD EVEN ODD EVEN 1011 ODD EVEN ODD ODD 1100 ODD ODD EVEN EVEN 1101 ODD ODD EVEN ODD 1110 ODD ODD ODD EVEN 1111 ODD ODD ODD ODD After embeddng the dfference of the 8-neghbors get modfed. The modfed dfference s d '. The dfference of the gray value s then adjusted n each pxel par (each from dfferent block) so that the dfference value causes unnotceable and mperceptble changes. B. Mathematcs Schemes ' P P P P P P ' 1 ' ' p ; m 0 ' 1 ' 1 p p p ; m 0 p m; m 0, p p 1 p abs( m); m 0, p p m; m 0, p p 1 1 abs( m); m 0, p p.(1) where, m=d-d ; P and P +1 are modfed pxel values after adjustment of the modfed dfference value. The extracton procedure starts by choosng the same seed pxels that were used durng embeddng. The reverse operatons are

5 carred out to get back the orgnal nformaton on the recever zone. Fg.1 and Fg.2 llustrate the block dagram of proposed methodologes. IV. SOLUTION METHODOLOGY Fg.1 Sender sde block dagram of proposed method Fg.2 Recever sde Block dagram of proposed method 2786

6 A. Let s consder ths 9X9 Cover Image Fg.3 9X9 Cover Image B. The Image s dvded nto some 3 by 3 non-overlappng blocks. Then two adjacent blocks (A&B, D&E and G&H) are selected. C. The secret message s GOD BLESS U CHILD. Its bnary form s 010/001/110/101/000/001/000/100/0100/0010/0100/1100/0100/0100/0101/0100/01/01/01/00/01/ 01/01/10. D. Now fndng the dfferences of Pxel Intensty Values of neghborng pxels (Fg.4). Fg.4 Block wse dfference of cover mage 2787

7 The dfference of the center pxels s found out.e. 8-27=19, whch s a prme number. So 3-bt secret message embeddng wll be done n the dfference of the 8-nehbours of the two adjacent blocks. So 010 s embedded n (5) to produce e Smlarly n all other seven dfferences the rest of the bts wll be embedded. The modfed dfferences are 1, 8, 7, 4, 0, 8, 0, and 12 respectvely. E. Adjustments 1) Case1: m d d' ;as m>0 and P > P +1 So, P' P m ) Case: m d d' ; so no adjustment s requred. Smlarly the adjustments are done for all the 8 cases. F. Now gettng the modfed blocks (fg.5) Fg.5 Modfed block of cover mage G. The stego mage s now sent to the recever sde where the reverse operatons are performed to fnd the hdden message. Intally, the dfference of the center pxels s found out = 8-27=19, whch s a prme number. So 3-bt wll be extracted from the dfference of the 8-neghbors of two adjacent blocks accordng to the rule shown n Table 1. H. Now fndng the dfferences of Pxel Intensty Values of neghborng pxels and the hdden message are found usng the table 5. I. Now gettng the entre secret message by assemblng all the bts. The bnary form s as follows:- 010/001/110/101/000/001/000/100/0100/0010/0100/1100/0100/0100/0101/0100/01/01/01/00/01/01/01/10 The message decphered s: GOD BLESS U CHILD. Fg.6 shows the cover and stego for ths development. Cover Image StegoImage (Embeddng20000 chars) Fg. 6 Cover and Stego 2788

8 TABLE V HIDDEN MESSAGE EXTRACTION PROCESS Dfference of pxel ntensty values Pxel Intensty Value Bnary Form NO.O F ONES (BIN) 2 nd Extracted SET-RESET 3-Bt Bt 8-7 = 1 ODD EVEN EVEN = 8 EVEN ODD EVEN = 5 ODD EVEN ODD = 4 EVEN ODD ODD = 0 EVEN EVEN EVEN = 8 EVEN ODD EVEN = 0 EVEN EVEN EVEN = 12 EVEN EVEN ODD 100 V. ALGORITHMS The proposed approach s a spatal doman approach and t has been used n grayscale mages. The dfferent algorthms used n approach are shown below: A. Algorthm for Data Embeddng 1) Dvde a grayscale mage nto 3 by 3 non-overlappng blocks and select two adjacent blocks from the left sde smultaneously. 2) Consder the dfference between each 8-neghbors of one block n antclockwse drecton wth each 8-neghbors of another block n clockwse drecton. 3) The no. of bts to be embedded n each of the dfference of the value depends on the dfference of center pxels of the two adjacent blocks. 4) Convert the dfference values nto ther correspondng bnary values. 5) Select a secret message and convert t nto ts bnary form. 6) Map 2-bt or 3-bt or 4-bt of the bnary form of secret message n every dfference of the neghborng pxels based on ntensty value, no. of one s (n bnary), 2 nd set-reset and 3 rd set-reset bt present n that dfference value. 7) Modfed dfference wll be generated. Adjust t n two neghbor pxel par each belongng from one of two consecutve blocks and obtan the modfed blocks. 2789

9 8) Repeat the process for all the adjacent blocks and obtan the stego mage. B. Algorthm for Data Extracton 1) Select the stego mage and dvde nto 3 by 3 non-overlappng blocks. Select two adjacent blocks from the left sde smultaneously. 2) Consder the dfference between each pxel ntensty value of one block n antclockwse drecton wth each pxel ntensty value of another block n clockwse drecton. 3) The no. of bts to be extracted from each of the dfference of the value depends on the dfference of center pxels of the two adjacent blocks. 4) Convert the dfference values nto ther correspondng bnary values. 5) Match the bnary value of the dfferences wth the propertes of ts correspondng PMM table and obtan correspondng 2 bts or 3 bts or 4 bts of the bnary form of secret message. 6) Arrange the obtaned bts n an orderly manner and get the requred secret nformaton. VI. RESULTS AND ANALYSIS In ths secton the authors have presented expermental results of the proposed method based on two benchmark technques for evaluatng the hdng performance. Frst one s the data hdng capacty and the second one s the mperceptblty of the stego mage. The qualty of the stego mage should be acceptable to human eyes. The experments have been performed on two well-known mages: Lena and Pepper. The qualty of the stego mages created by the developed method has been tested by dfferent qualtatve and quanttatve smlarty metrcs. The quanttatve values are llustrated n Table.5. A. Qualtatve Smlarty Metrcs The qualty of stego mage produced by the proposed methods and the stego mage has been tested thorough statstcal parameters lke Mean, Standard Error Mean, Tr Mean, Standard Devaton, Varance, CoefVar, Sum, Sum of Squares, Frst quartle (Q1), Medan (Q2), Thrd quartle (Q3), Range, Interquartle (IQR), Mode, N for Mode, Skewness, Kurtoss, MSSD, Covarance etc. Then examned the relatve error for the steganography methods wth respect to embeddng rate of each methods by calculatng the parameters value. Relatve errors are plotted on a graph and t shows that the error rate of developed method s less than the LSB and PVD method. The qualty of the steganography approach s dependng upon the relatve error graph. When the relatve error s less than or equal to the others method, the performance s better. B. Mathematcal Schemes E Statstcal parameters, R Relatve Error st err Calculate E and E Average E ) st Average ( st Stego ( E Average ) Cover ( E Average ) Estmate the relatve error Rerr...( 2) Cover ( E ) All these R 0,1 err Average. Here Stego denotes the statstcal parameter values of each methods and Cover denotes the cover mage 2790

10 used n ths method. Plot the Rerr n a graph. Table 6 llustrates the parameter values as well as relatve error. In the equaton 2, Stego denotes the statstcal parameter values of LSB, PVD and PMM Varable Bt. Fgure 7 shows the graph that shows the relatve errors.the detals of the tests are dscussed below: 1) Mean: In statstcs and probablty, the mean [8] s used to denote one measure of the central tendency ether of a probablty dstrbuton or random varable whch s characterzed by dstrbuton. For a data set, the mathematcal expectaton, arthmetc mean and at tmes average are used to refer to a central value of a dscrete set of numbers: defntely, the sum of the values dvded by the number of values. For a fnte populaton, the populaton mean of a property s equal to the arthmetc mean of the gven property whle consderng every member of the populaton. For example, the populaton mean heght s equal to the sum of the heghts of every ndvdual dvded by the total number of ndvduals. The sample mean may dffer from the populaton mean, especally for small samples. The law of large numbers dctates that the larger the sze of the sample, the more lkely t s that the sample mean wll be close to the populaton mean. 2) Standard Error Mean: The standard error (SE) [9] s the standard devaton of the samplng dstrbuton of a statstc, most commonly of the mean. The term may also be used to refer to an estmate of that standard devaton, derved from a partcular sample used to compute the estmate. 3) Trmmed Mean: A truncated mean or trmmed mean [10] s a statstcal measure of central tendency, much lke the mean and medan. It nvolves the calculaton of the mean after dscardng gven parts of a probablty dstrbuton or sample at the hgh and low end, and typcally dscardng an equal amount of both. Ths number of ponts to be dscarded s usually gven as a percentage of the total number of ponts, but may also be gven as a fxed number of ponts. 4) Standard Devaton: In statstcs, the standard devaton [11] (SD, also represented by the Greek letter sgma, σ) s a measure that s used to quantfy the amount of varaton or dsperson of a set of data values. A standard devaton close to 0 ndcates that the data ponts tend to be very close to the mean (also called the expected value) of the set, whle a hgh standard devaton ndcates that the data ponts are spread out over a wder range of values. 5) Varance: In probablty theory and statstcs, varance [12] measures how far a set of numbers s spread out. A varance of zero ndcates that all the values are dentcal. Varance s always non-negatve: a small varance ndcates that the data ponts tend to be very close to the mean (expected value) and hence to each other, whle a hgh varance ndcates that the data ponts are very spread out around the mean and from each other. 6) Coeffcent of Varaton: In probablty theory and statstcs, the coeffcent of varaton (CV) [13] s a standardzed measure of dsperson of a probablty dstrbuton or frequency dstrbuton. It s defned as the rato of the standard devaton to the mean. It s also known as untzed rsk or the varaton coeffcent. The absolute value of the CV s sometmes known as relatve standard devaton (RSD), whch s expressed as a percentage. The coeffcent of varaton (CV) s defned as the rato of the standard devaton to the mean 7) Quartle: In descrptve statstcs, the quartles [14] of a ranked set of data values are the three ponts that dvde the data set 2791

11 nto four equal groups, each group comprsng a quarter of the data. A quartle s a type of quantle. The frst quartle (Q 1) s defned as the mddle number between the smallest number and the medan of the data set. The second quartle (Q 2) s the medan of the data. The thrd quartle (Q 3) s the mddle value between the medan and the hghest value of the data set. In applcatons of statstcs such as epdemology, socology and fnance, the quartles of a ranked set of data values are the four subsets whose boundares are the three quartle ponts. Thus an ndvdual tem mght be descrbed as beng "n the upper quartle". a) Frst quartle (desgnated Q 1) also called the lower quartle or the 25th percentle (splts off the lowest 25% of data from the hghest 75%) b) Second quartle (desgnated Q 2) also called the medan or the 50th percentle (cuts data set n half) c) Thrd quartle (desgnated Q 3) also called the upper quartle or the 75th percentle (splts off the hghest 25% of data from the lowest 75%) d) Interquartle range (desgnated IQR) s the dfference between the upper and lower quartles. (IQR = Q 3 - Q 1) 8) Range: In arthmetc, the range [15] of a set of data s the dfference between the largest and smallest values. However, n descrptve statstcs, ths concept of range has a more complex meanng. The range s the sze of the smallest nterval whch contans all the data and provdes an ndcaton of statstcal dsperson. It s measured n the same unts as the data. Snce t only depends on two of the observatons, t s most useful n representng the dsperson of small data sets. 9) Mode: The mode [16] s the value that appears most often n a set of data. The mode of a dscrete probablty dstrbuton s the value x at whch ts probablty mass functon takes ts maxmum value. In other words, t s the value that s most lkely to be sampled. The mode of a contnuous probablty dstrbuton s the value x at whch ts probablty densty functon has ts maxmum value, so, nformally speakng, the mode s at the peak. 10) Skewness: In probablty theory and statstcs, skewness [17] s a measure of the asymmetry of the probablty dstrbuton of a real-valued random varable about ts mean. The skewness value can be postve or negatve, or even undefned. The qualtatve nterpretaton of the skew s complcated. For a unmodal dstrbuton, negatve skew ndcates that the tal on the left sde of the probablty densty functon s longer or fatter than the rght sde t does not dstngush these shapes. Conversely, postve skew ndcates that the tal on the rght sde s longer or fatter than the left sde. In cases where one tal s long but the other tal s fat, skewness does not obey a smple rule. For example, a zero value ndcates that the tals on both sdes of the mean balance out, whch s the case both for a symmetrc dstrbuton, and for asymmetrc dstrbutons where the asymmetres even out, such as one tal beng long but thn, and the other beng short but fat. Further, n multmodal dstrbutons and dscrete dstrbutons, skewness s also dffcult to nterpret. Importantly, the skewness does not determne the relatonshp of mean and medan. 11) Kurtoss: In probablty theory and statstcs, kurtoss [17] (from Greek: κυρτός, kyrtos or kurtos, meanng "curved, archng") s any measure of the "peakedness" of the probablty dstrbuton of a real-valued random varable. In a smlar way to the concept of skewness, kurtosss a descrptor of the shape of a probablty dstrbuton and, just as for skewness, there are dfferent ways of quantfyng t for a theoretcal dstrbuton and correspondng ways of estmatng t from a sample from a populaton. There are varous nterpretatons of kurtoss, and of how partcular measures should be nterpreted; these are prmarly peakedness (wdth of peak), tal weght, and lack of shoulders (dstrbuton prmarly peak and tals, not n between). 12) MSSD: The mean of the squared successve dfferences (MSSD) [18] s used as an estmate of varance. It s calculated by takng the sum of the dfferences between consecutve observatons squared, then takng the mean of that sum and dvdng by 2792

12 two. Two common applcatons are: Basc Statstcs - A common applcaton for the MSSD s a test to determne whether a sequence of observatons s random. In ths test, the estmated populaton varance s compared wth MSSD. Control Charts - MSSD can also be used to estmate the varance for control charts when the subgroup sze s 1. 13) Covarance: In probablty theory and statstcs, covarance [19] s a measure of how much two random varables change together. If the greater values of one varable manly correspond wth the greater values of the other varable, and the same holds for the smaller values,.e., the varables tend to show smlar behavor, the covarance s postve. In the opposte case, when the greater values of one varable manly correspond to the smaller values of the other,.e., the varables tend to show opposte behavor, the covarance s negatve. The sgn of the covarance therefore shows the tendency n the lnear relatonshp between the varables. The magntude of the covarance s not easy to nterpret. The normalzed verson of the covarance, the correlaton coeffcent, however, shows by ts magntude the strength of the lnear relaton. TABLE VI RELATIVE ERROR OF STATISTICAL PARAMETERS FOR LSB, PVD & PMM VARIABLE BIT Relatve Error Error Change Rate Embedd PMM PMM Varable LSB PVD LSB PVD ng Rate Varable Bt Bt

13 It has been observed that the developed method s robust and secure, whch has been verfed wth the help of relatve error graph and varous statstcal parameters. Thus the developed method works better than LSB, PVD mechansms. C. Quanttatve Smlarty Metrcs 1) Peak Sgnal-to-Nose Rato (PSNR): A mathematcal extent of mage qualty s Sgnal to-nose rato (SNR) [20], whch s based on the pxel dfference between two mages [21]. The SNR measure the estmate of Stego mage and cover mage. PSNR s shown n equaton (3). S PSNR 10log...(3) 10 MSE 2 Where, S s for the maxmum possble pxel value of the mage. When the PSNR s greater than 36 DB, the vsblty looks same n between the cover and stego mage; n that case the HVS s not dentfyng the changes. Fg. 8 Graphcal representaton of PSNR 2794

14 2) Mean Square Error (MSE): It s computed by averagng the squared ntensty of the cover and stego mage pxels [20]. The equaton (4) and fg.9 shows the MSE. MSE NM M N e m 0 n 0 2 m, n...(4 ) Where NM s the mage sze (N x M) and e(m,n) s the reconstructed mage. Root Mean Square Error (RMSE): RMSE [22] s a frequently used measure of dfference n between Cover and Stego ntensty values. These ndvdual dfferences called resduals and RMSE aggregate them nto a sngle measure of analytcal power. The RMSE shows n equaton (5) and fg.9. RMSE n 1 ( X obs, X n model, 2 )...( 5) X obs and X model are two mage vectors,.e. cover and stego Fg. 9: Graphcal representaton of MSE and RMSE 3) Correlatons: Pearson s correlaton coeffcent [23] s wdely used n statstcal analyss as well as mage processng. Here to apply t n, Cover and Stego mage, to see the dfference between these two mages. The Correlaton shows n equaton (6) and fg.10. The X and Y are the cover mage and bar of X and Y are stego mage postons. 4) Structural Smlarty Index (SSIM): Wang et. al[24], proposed Structural Smlarty Index [21] concept between orgnal and dstorted mage. The Stego and Cover mages are dvded nto blocks of 8 x 8 and converted nto vectors. Then two means and two standard dervatons and one covarance value are computed. After that the lumnance, contrast and structure comparsons based on statstcal values are computed. Then The SSIM computed between Cover and Stego mages. SSIM shows n equaton (7) and fg.10. r SSIM n 1 1 ( x ( x x) n x) ( y 2 n 1 y) ( y y) 2...( 6) 2 x y C1 2 xy C C C x y 1 x y 2...(7) 2795

15 Fg. 10 Graphcal representaton of Correlaton and SSIM 5) KL dvergence: Wth the help of probablty densty functon (PDF) for each Image (cover and stego) estmatng the Kullback-Lebler Dvergence [25]. KL dvergence shows n equaton (8) and fg.11. D p q p x x p log q x x...(8) Fg. 11: Graphcal representaton of Kullback-Lebler Dvergence 2796

16 TABLE VII VARIOUS IMAGE SIMILARITY METRICS FOR THE PROPOSED METHOD Images Lena 512*512 Lena 256*256 Lena 128*128 Length of Embeddng Character Metrcs PSNR MSE RMSE SSIM Correlaton KL dvergence 6.81E E E E E E-04 Entropy 7.42E E E E E E-05 PSNR N/A N/A MSE N/A N/A RMSE N/A N/A SSIM N/A N/A Correlaton N/A N/A KL dvergence 1.76E E E E-04 N/A N/A Entropy N/A N/A PSNR N/A N/A N/A MSE N/A N/A N/A RMSE N/A N/A N/A SSIM N/A N/A N/A Correlaton N/A N/A N/A KL dvergence 1.06E E E-04 N/A N/A N/A Entropy N/A N/A N/A TABLE VIII COMPARISON OF EMBEDDING CAPACITY IMAGE IMAGE AHMAD PMM(2 Proposed PVD GLM SIZE et al. bt) Method Lena 512* *256 ** *128 ** Pepper 512* *256 ** *128 **

17 TABLE IX COMPARISON OF PSNR VALUES BETWEEN PMM 4-BIT AND PROPOSED METHOD Image PSNR Character length PMM(4 bt) Proposed Method Lena512* ) Entropy: Entropy [26] s a measure of the uncertanty assocated wth a random varable. Here, a 'message' means a specfc realzaton of the random varable. The equaton (9) and fg.12 shows t. dqrev Where, S s the entropy and T s the unform S. thermodynamc...(9) temperature of a closed system dvded nto an ncremental T reversble transfer of heat nto that system (dq). Fg.12 Graphcal representaton of Entropy VII. COMPARISON WITH EXISTING METHODS A comparatve study of the proposed methods wth some other exstng methods lke PVD, GLM and the methods proposed by Ahmad T et al. s dscussed n ths secton. TABLE VIII shows the comparson of dfferent methodologes wth the help of embeddng capacty. TABLE IX shows the comparson of PSNR values of PMM (4 bt) and the proposed method. VIII. CONCLUSION A new and effcent steganography method for embeddng secret messages n grayscale mages has been proposed here. The expermental results through qualtatve and quanttatve smlarty metrcs clearly ndcate that the embeddng capablty of ths 2798

18 method s much hgher than both conventonal PMM and PVD methods. In future authors wll work on bometrc steganography usng the varable embeddng technque usng PMM two, three and four bt smultaneously. REFERENCES [1] Abbas Cheddad., Joan Condel., Kevn Curran., Paul McKevtt. "Dgtal mage steganography: Survey and analyss of current methods Sgnal Processng" 90, 2010,pp [2] Y. Hsao., C.C. Chang. and C.-S. Chan., "Fndng optmal least sgnfcant-bt substtuton n mage hdng by dynamc programmng strategy." Pattern Recognton, 36: , [3] Potdar V and Chang E., "Gray Level Modfcaton Steganography for secret communcaton" In IEEE Internatonal Conference on Industral Informatons,pages , berln, germany,2004. [4] H.C. Wu, N.I. Wu, C.S. Tsa and M.S. Hwang, "Image steganographc scheme based on pxel value dfferencng and LSB replacement method", IEEE Proceedngs on Vson, Image and Sgnal processng, Vol. 152, No. 5,pp , [5] P Huang., K.C. Chang., C.P Chang and T.M Tu., "A novel mage steganography method usng tr-way pxel value dfferencng". Journal of Multmeda, 3, [6] Bhattacharyya, S. and Sanyal, G. "Hdng Data n Images Usng Pxel Mappng Method (PMM)". SAM'10-9th annual Conference on Securty and Management under The 2010 World Congress n Computer Scence, Computer Engneerng, and Appled Computng held on July 12-15, 2010, USA. [7] Bhattacharyya, S., Kumar, L. and Sanyal, G. "A Novel approach of Data Hdng Usng Pxel Mappng Method (PMM)". Internatonal Journal of Computer Scence and Informaton Securty (IJCSIS-ISSN ), Volume. 8, N0. 4, JULY 2010,Page No [8] Feller, Wllam (1950). Introducton to Probablty Theory and ts Applcatons, Vol I. Wley. p ISBN [9] Evertt, B.S. (2003), The Cambrdge Dctonary of Statstcs, CUP. ISBN X. [10] Arulmozh, G., Statstcs For Management, 2nd Edton, Tata McGraw-Hll Educaton, 2009, p [11] Bland J.M.,Altman, D.G. (1996). "Statstcs notes: measurement error." (PDF). Bmj, 312(7047), Retreved22 November [12] Yul Zhang,HuayuWu,Le Cheng. (June 2012). Some new deformaton formulas about varance and covarance. Proceedngs of 4th Internatonal Conference on Modellng, Identfcaton and Control(ICMIC2012). pp [13] Broverman, Samuel A. (2001). Actex study manual, Course 1, Examnaton of the Socety of Actuares, Exam 1 of the Casualty Actuaral Socety (2001 ed. ed.). Wnsted, CT: Actex Publcatons. p ISBN Retreved 7 June [14] Hyndman, Rob J., Fan, Yanan (November 1996). "Sample quantles n statstcal packages". Amercan Statstcan 50 (4): do: / [15] George Woodbury (2001). An Introducton to Statstcs. Cengage Learnng. p. 74. ISBN [16] Hppel, Paul T. von (2005). "Mean, Medan, and Skew: Correctng a Textbook Rule". J. of Statstcs Educaton 13 (2). [17] Joanes, D. N., Gll, C. A. (1998). "Comparng measures of sample skewness and kurtoss". Journal of the Royal Statstcal Socety (Seres D): The Statstcan 47 (1): [18] Neumann, J. von., Kent,R. H., Bellnson, H. R. and Hart, B. I., The Mean Square Successve Dfference The Annals of Mathematcal Statstcs, Vol. 12, No. 2 (Jun., 1941), pp [19] Yul Zhang., Huayu Wu,Le Cheng (June 2012). Some new deformaton formulas about varance and covarance. Proceedngs of 4th Internatonal Conference on Modellng, Identfcaton and Control(ICMIC2012). pp [20] Yusra A. Y. Al-Najjar, Dr. Der Chen Soong, "Comparson of Image Qualty Assessment: PSNR, HVS, SSIM, UIQI", Internatonal Journal of Scentfc & Engneerng Research, Volume 3, Issue 8, August-2012 ISSN

19 [21] A. L. M. Jean-Bernard Martens, "Image dssmlarty", Sgnal Processng, vol. 70, no. 3, pp , [22] Lehmann, E. L., Casella, George. (1998). "Theory of Pont Estmaton (2nd ed.)". New York: Sprnger. ISBN [23] J.L.Rodgers, J.L. and W.A.Ncewander, "Thrteen Ways to Look at the Correlaton Coeffcent", Amercan Statstcan 42, (1995). [24] A. C. B. Zhou Wang, "A Unversal Image Qualty Index," IEEE SIGNAL PROCESSING LETTERS, vol. 9, pp , [25] Pedro J. Moreno., Purdy Ho., NunoVasconcelos. "A Kullback-Lebler Dvergence Based Kernel for SVM Classfcaton n Multmeda Applcatons" Conference: Neural Informaton Processng Systems - NIPS, 2003 [26] Claude E. Shannon, "A mathematcal theory of communcaton", The Bell System Techncal Journal., 27:

Chapter 3 Student Lecture Notes 3-1

Chapter 3 Student Lecture Notes 3-1 Chapter 3 Student Lecture otes 3-1 Busness Statstcs: A Decson-Makng Approach 6 th Edton Chapter 3 Descrbng Data Usng umercal Measures 005 Prentce-Hall, Inc. Chap 3-1 Chapter Goals After completng ths chapter,

More information

Mode is the value which occurs most frequency. The mode may not exist, and even if it does, it may not be unique.

Mode is the value which occurs most frequency. The mode may not exist, and even if it does, it may not be unique. 1.7.4 Mode Mode s the value whch occurs most frequency. The mode may not exst, and even f t does, t may not be unque. For ungrouped data, we smply count the largest frequency of the gven value. If all

More information

MgtOp 215 Chapter 13 Dr. Ahn

MgtOp 215 Chapter 13 Dr. Ahn MgtOp 5 Chapter 3 Dr Ahn Consder two random varables X and Y wth,,, In order to study the relatonshp between the two random varables, we need a numercal measure that descrbes the relatonshp The covarance

More information

II. Random Variables. Variable Types. Variables Map Outcomes to Numbers

II. Random Variables. Variable Types. Variables Map Outcomes to Numbers II. Random Varables Random varables operate n much the same way as the outcomes or events n some arbtrary sample space the dstncton s that random varables are smply outcomes that are represented numercally.

More information

Random Variables. b 2.

Random Variables. b 2. Random Varables Generally the object of an nvestgators nterest s not necessarly the acton n the sample space but rather some functon of t. Techncally a real valued functon or mappng whose doman s the sample

More information

Economic Design of Short-Run CSP-1 Plan Under Linear Inspection Cost

Economic Design of Short-Run CSP-1 Plan Under Linear Inspection Cost Tamkang Journal of Scence and Engneerng, Vol. 9, No 1, pp. 19 23 (2006) 19 Economc Desgn of Short-Run CSP-1 Plan Under Lnear Inspecton Cost Chung-Ho Chen 1 * and Chao-Yu Chou 2 1 Department of Industral

More information

Tests for Two Correlations

Tests for Two Correlations PASS Sample Sze Software Chapter 805 Tests for Two Correlatons Introducton The correlaton coeffcent (or correlaton), ρ, s a popular parameter for descrbng the strength of the assocaton between two varables.

More information

OCR Statistics 1 Working with data. Section 2: Measures of location

OCR Statistics 1 Working with data. Section 2: Measures of location OCR Statstcs 1 Workng wth data Secton 2: Measures of locaton Notes and Examples These notes have sub-sectons on: The medan Estmatng the medan from grouped data The mean Estmatng the mean from grouped data

More information

A Bootstrap Confidence Limit for Process Capability Indices

A Bootstrap Confidence Limit for Process Capability Indices A ootstrap Confdence Lmt for Process Capablty Indces YANG Janfeng School of usness, Zhengzhou Unversty, P.R.Chna, 450001 Abstract The process capablty ndces are wdely used by qualty professonals as an

More information

Measures of Spread IQR and Deviation. For exam X, calculate the mean, median and mode. For exam Y, calculate the mean, median and mode.

Measures of Spread IQR and Deviation. For exam X, calculate the mean, median and mode. For exam Y, calculate the mean, median and mode. Part 4 Measures of Spread IQR and Devaton In Part we learned how the three measures of center offer dfferent ways of provdng us wth a sngle representatve value for a data set. However, consder the followng

More information

Chapter 3 Descriptive Statistics: Numerical Measures Part B

Chapter 3 Descriptive Statistics: Numerical Measures Part B Sldes Prepared by JOHN S. LOUCKS St. Edward s Unversty Slde 1 Chapter 3 Descrptve Statstcs: Numercal Measures Part B Measures of Dstrbuton Shape, Relatve Locaton, and Detectng Outlers Eploratory Data Analyss

More information

Chapter 5 Student Lecture Notes 5-1

Chapter 5 Student Lecture Notes 5-1 Chapter 5 Student Lecture Notes 5-1 Basc Busness Statstcs (9 th Edton) Chapter 5 Some Important Dscrete Probablty Dstrbutons 004 Prentce-Hall, Inc. Chap 5-1 Chapter Topcs The Probablty Dstrbuton of a Dscrete

More information

Evaluating Performance

Evaluating Performance 5 Chapter Evaluatng Performance In Ths Chapter Dollar-Weghted Rate of Return Tme-Weghted Rate of Return Income Rate of Return Prncpal Rate of Return Daly Returns MPT Statstcs 5- Measurng Rates of Return

More information

Spatial Variations in Covariates on Marriage and Marital Fertility: Geographically Weighted Regression Analyses in Japan

Spatial Variations in Covariates on Marriage and Marital Fertility: Geographically Weighted Regression Analyses in Japan Spatal Varatons n Covarates on Marrage and Martal Fertlty: Geographcally Weghted Regresson Analyses n Japan Kenj Kamata (Natonal Insttute of Populaton and Socal Securty Research) Abstract (134) To understand

More information

The Integration of the Israel Labour Force Survey with the National Insurance File

The Integration of the Israel Labour Force Survey with the National Insurance File The Integraton of the Israel Labour Force Survey wth the Natonal Insurance Fle Natale SHLOMO Central Bureau of Statstcs Kanfey Nesharm St. 66, corner of Bach Street, Jerusalem Natales@cbs.gov.l Abstact:

More information

Notes on experimental uncertainties and their propagation

Notes on experimental uncertainties and their propagation Ed Eyler 003 otes on epermental uncertantes and ther propagaton These notes are not ntended as a complete set of lecture notes, but nstead as an enumeraton of some of the key statstcal deas needed to obtan

More information

UNIVERSITY OF VICTORIA Midterm June 6, 2018 Solutions

UNIVERSITY OF VICTORIA Midterm June 6, 2018 Solutions UIVERSITY OF VICTORIA Mdterm June 6, 08 Solutons Econ 45 Summer A0 08 age AME: STUDET UMBER: V00 Course ame & o. Descrptve Statstcs and robablty Economcs 45 Secton(s) A0 CR: 3067 Instructor: Betty Johnson

More information

Tests for Two Ordered Categorical Variables

Tests for Two Ordered Categorical Variables Chapter 253 Tests for Two Ordered Categorcal Varables Introducton Ths module computes power and sample sze for tests of ordered categorcal data such as Lkert scale data. Assumng proportonal odds, such

More information

Introduction. Chapter 7 - An Introduction to Portfolio Management

Introduction. Chapter 7 - An Introduction to Portfolio Management Introducton In the next three chapters, we wll examne dfferent aspects of captal market theory, ncludng: Brngng rsk and return nto the pcture of nvestment management Markowtz optmzaton Modelng rsk and

More information

Capability Analysis. Chapter 255. Introduction. Capability Analysis

Capability Analysis. Chapter 255. Introduction. Capability Analysis Chapter 55 Introducton Ths procedure summarzes the performance of a process based on user-specfed specfcaton lmts. The observed performance as well as the performance relatve to the Normal dstrbuton are

More information

Understanding price volatility in electricity markets

Understanding price volatility in electricity markets Proceedngs of the 33rd Hawa Internatonal Conference on System Scences - 2 Understandng prce volatlty n electrcty markets Fernando L. Alvarado, The Unversty of Wsconsn Rajesh Rajaraman, Chrstensen Assocates

More information

A MODEL OF COMPETITION AMONG TELECOMMUNICATION SERVICE PROVIDERS BASED ON REPEATED GAME

A MODEL OF COMPETITION AMONG TELECOMMUNICATION SERVICE PROVIDERS BASED ON REPEATED GAME A MODEL OF COMPETITION AMONG TELECOMMUNICATION SERVICE PROVIDERS BASED ON REPEATED GAME Vesna Radonć Đogatovć, Valentna Radočć Unversty of Belgrade Faculty of Transport and Traffc Engneerng Belgrade, Serba

More information

/ Computational Genomics. Normalization

/ Computational Genomics. Normalization 0-80 /02-70 Computatonal Genomcs Normalzaton Gene Expresson Analyss Model Computatonal nformaton fuson Bologcal regulatory networks Pattern Recognton Data Analyss clusterng, classfcaton normalzaton, mss.

More information

EDC Introduction

EDC Introduction .0 Introducton EDC3 In the last set of notes (EDC), we saw how to use penalty factors n solvng the EDC problem wth losses. In ths set of notes, we want to address two closely related ssues. What are, exactly,

More information

3: Central Limit Theorem, Systematic Errors

3: Central Limit Theorem, Systematic Errors 3: Central Lmt Theorem, Systematc Errors 1 Errors 1.1 Central Lmt Theorem Ths theorem s of prme mportance when measurng physcal quanttes because usually the mperfectons n the measurements are due to several

More information

Analysis of Variance and Design of Experiments-II

Analysis of Variance and Design of Experiments-II Analyss of Varance and Desgn of Experments-II MODULE VI LECTURE - 4 SPLIT-PLOT AND STRIP-PLOT DESIGNS Dr. Shalabh Department of Mathematcs & Statstcs Indan Insttute of Technology Kanpur An example to motvate

More information

occurrence of a larger storm than our culvert or bridge is barely capable of handling? (what is The main question is: What is the possibility of

occurrence of a larger storm than our culvert or bridge is barely capable of handling? (what is The main question is: What is the possibility of Module 8: Probablty and Statstcal Methods n Water Resources Engneerng Bob Ptt Unversty of Alabama Tuscaloosa, AL Flow data are avalable from numerous USGS operated flow recordng statons. Data s usually

More information

ISyE 512 Chapter 9. CUSUM and EWMA Control Charts. Instructor: Prof. Kaibo Liu. Department of Industrial and Systems Engineering UW-Madison

ISyE 512 Chapter 9. CUSUM and EWMA Control Charts. Instructor: Prof. Kaibo Liu. Department of Industrial and Systems Engineering UW-Madison ISyE 512 hapter 9 USUM and EWMA ontrol harts Instructor: Prof. Kabo Lu Department of Industral and Systems Engneerng UW-Madson Emal: klu8@wsc.edu Offce: Room 317 (Mechancal Engneerng Buldng) ISyE 512 Instructor:

More information

Creating a zero coupon curve by bootstrapping with cubic splines.

Creating a zero coupon curve by bootstrapping with cubic splines. MMA 708 Analytcal Fnance II Creatng a zero coupon curve by bootstrappng wth cubc splnes. erg Gryshkevych Professor: Jan R. M. Röman 0.2.200 Dvson of Appled Mathematcs chool of Educaton, Culture and Communcaton

More information

Physics 4A. Error Analysis or Experimental Uncertainty. Error

Physics 4A. Error Analysis or Experimental Uncertainty. Error Physcs 4A Error Analyss or Expermental Uncertanty Slde Slde 2 Slde 3 Slde 4 Slde 5 Slde 6 Slde 7 Slde 8 Slde 9 Slde 0 Slde Slde 2 Slde 3 Slde 4 Slde 5 Slde 6 Slde 7 Slde 8 Slde 9 Slde 20 Slde 2 Error n

More information

An Application of Alternative Weighting Matrix Collapsing Approaches for Improving Sample Estimates

An Application of Alternative Weighting Matrix Collapsing Approaches for Improving Sample Estimates Secton on Survey Research Methods An Applcaton of Alternatve Weghtng Matrx Collapsng Approaches for Improvng Sample Estmates Lnda Tompkns 1, Jay J. Km 2 1 Centers for Dsease Control and Preventon, atonal

More information

Data Mining Linear and Logistic Regression

Data Mining Linear and Logistic Regression 07/02/207 Data Mnng Lnear and Logstc Regresson Mchael L of 26 Regresson In statstcal modellng, regresson analyss s a statstcal process for estmatng the relatonshps among varables. Regresson models are

More information

TCOM501 Networking: Theory & Fundamentals Final Examination Professor Yannis A. Korilis April 26, 2002

TCOM501 Networking: Theory & Fundamentals Final Examination Professor Yannis A. Korilis April 26, 2002 TO5 Networng: Theory & undamentals nal xamnaton Professor Yanns. orls prl, Problem [ ponts]: onsder a rng networ wth nodes,,,. In ths networ, a customer that completes servce at node exts the networ wth

More information

Introduction. Why One-Pass Statistics?

Introduction. Why One-Pass Statistics? BERKELE RESEARCH GROUP Ths manuscrpt s program documentaton for three ways to calculate the mean, varance, skewness, kurtoss, covarance, correlaton, regresson parameters and other regresson statstcs. Although

More information

ECONOMETRICS - FINAL EXAM, 3rd YEAR (GECO & GADE)

ECONOMETRICS - FINAL EXAM, 3rd YEAR (GECO & GADE) ECONOMETRICS - FINAL EXAM, 3rd YEAR (GECO & GADE) May 17, 2016 15:30 Frst famly name: Name: DNI/ID: Moble: Second famly Name: GECO/GADE: Instructor: E-mal: Queston 1 A B C Blank Queston 2 A B C Blank Queston

More information

3/3/2014. CDS M Phil Econometrics. Vijayamohanan Pillai N. Truncated standard normal distribution for a = 0.5, 0, and 0.5. CDS Mphil Econometrics

3/3/2014. CDS M Phil Econometrics. Vijayamohanan Pillai N. Truncated standard normal distribution for a = 0.5, 0, and 0.5. CDS Mphil Econometrics Lmted Dependent Varable Models: Tobt an Plla N 1 CDS Mphl Econometrcs Introducton Lmted Dependent Varable Models: Truncaton and Censorng Maddala, G. 1983. Lmted Dependent and Qualtatve Varables n Econometrcs.

More information

Cyclic Scheduling in a Job shop with Multiple Assembly Firms

Cyclic Scheduling in a Job shop with Multiple Assembly Firms Proceedngs of the 0 Internatonal Conference on Industral Engneerng and Operatons Management Kuala Lumpur, Malaysa, January 4, 0 Cyclc Schedulng n a Job shop wth Multple Assembly Frms Tetsuya Kana and Koch

More information

Midterm Exam. Use the end of month price data for the S&P 500 index in the table below to answer the following questions.

Midterm Exam. Use the end of month price data for the S&P 500 index in the table below to answer the following questions. Unversty of Washngton Summer 2001 Department of Economcs Erc Zvot Economcs 483 Mdterm Exam Ths s a closed book and closed note exam. However, you are allowed one page of handwrtten notes. Answer all questons

More information

Interval Estimation for a Linear Function of. Variances of Nonnormal Distributions. that Utilize the Kurtosis

Interval Estimation for a Linear Function of. Variances of Nonnormal Distributions. that Utilize the Kurtosis Appled Mathematcal Scences, Vol. 7, 013, no. 99, 4909-4918 HIKARI Ltd, www.m-hkar.com http://dx.do.org/10.1988/ams.013.37366 Interval Estmaton for a Lnear Functon of Varances of Nonnormal Dstrbutons that

More information

Elton, Gruber, Brown and Goetzmann. Modern Portfolio Theory and Investment Analysis, 7th Edition. Solutions to Text Problems: Chapter 4

Elton, Gruber, Brown and Goetzmann. Modern Portfolio Theory and Investment Analysis, 7th Edition. Solutions to Text Problems: Chapter 4 Elton, Gruber, Brown and Goetzmann Modern ortfolo Theory and Investment Analyss, 7th Edton Solutons to Text roblems: Chapter 4 Chapter 4: roblem 1 A. Expected return s the sum of each outcome tmes ts assocated

More information

Теоретические основы и методология имитационного и комплексного моделирования

Теоретические основы и методология имитационного и комплексного моделирования MONTE-CARLO STATISTICAL MODELLING METHOD USING FOR INVESTIGA- TION OF ECONOMIC AND SOCIAL SYSTEMS Vladmrs Jansons, Vtaljs Jurenoks, Konstantns Ddenko (Latva). THE COMMO SCHEME OF USI G OF TRADITIO AL METHOD

More information

Linear Combinations of Random Variables and Sampling (100 points)

Linear Combinations of Random Variables and Sampling (100 points) Economcs 30330: Statstcs for Economcs Problem Set 6 Unversty of Notre Dame Instructor: Julo Garín Sprng 2012 Lnear Combnatons of Random Varables and Samplng 100 ponts 1. Four-part problem. Go get some

More information

COS 511: Theoretical Machine Learning. Lecturer: Rob Schapire Lecture #21 Scribe: Lawrence Diao April 23, 2013

COS 511: Theoretical Machine Learning. Lecturer: Rob Schapire Lecture #21 Scribe: Lawrence Diao April 23, 2013 COS 511: Theoretcal Machne Learnng Lecturer: Rob Schapre Lecture #21 Scrbe: Lawrence Dao Aprl 23, 2013 1 On-Lne Log Loss To recap the end of the last lecture, we have the followng on-lne problem wth N

More information

4. Greek Letters, Value-at-Risk

4. Greek Letters, Value-at-Risk 4 Greek Letters, Value-at-Rsk 4 Value-at-Rsk (Hull s, Chapter 8) Math443 W08, HM Zhu Outlne (Hull, Chap 8) What s Value at Rsk (VaR)? Hstorcal smulatons Monte Carlo smulatons Model based approach Varance-covarance

More information

A Utilitarian Approach of the Rawls s Difference Principle

A Utilitarian Approach of the Rawls s Difference Principle 1 A Utltaran Approach of the Rawls s Dfference Prncple Hyeok Yong Kwon a,1, Hang Keun Ryu b,2 a Department of Poltcal Scence, Korea Unversty, Seoul, Korea, 136-701 b Department of Economcs, Chung Ang Unversty,

More information

Appendix - Normally Distributed Admissible Choices are Optimal

Appendix - Normally Distributed Admissible Choices are Optimal Appendx - Normally Dstrbuted Admssble Choces are Optmal James N. Bodurtha, Jr. McDonough School of Busness Georgetown Unversty and Q Shen Stafford Partners Aprl 994 latest revson September 00 Abstract

More information

OPERATIONS RESEARCH. Game Theory

OPERATIONS RESEARCH. Game Theory OPERATIONS RESEARCH Chapter 2 Game Theory Prof. Bbhas C. Gr Department of Mathematcs Jadavpur Unversty Kolkata, Inda Emal: bcgr.umath@gmal.com 1.0 Introducton Game theory was developed for decson makng

More information

The Effects of Industrial Structure Change on Economic Growth in China Based on LMDI Decomposition Approach

The Effects of Industrial Structure Change on Economic Growth in China Based on LMDI Decomposition Approach 216 Internatonal Conference on Mathematcal, Computatonal and Statstcal Scences and Engneerng (MCSSE 216) ISBN: 978-1-6595-96- he Effects of Industral Structure Change on Economc Growth n Chna Based on

More information

Foundations of Machine Learning II TP1: Entropy

Foundations of Machine Learning II TP1: Entropy Foundatons of Machne Learnng II TP1: Entropy Gullaume Charpat (Teacher) & Gaétan Marceau Caron (Scrbe) Problem 1 (Gbbs nequalty). Let p and q two probablty measures over a fnte alphabet X. Prove that KL(p

More information

EXAMINATIONS OF THE HONG KONG STATISTICAL SOCIETY

EXAMINATIONS OF THE HONG KONG STATISTICAL SOCIETY EXAMINATIONS OF THE HONG KONG STATISTICAL SOCIETY HIGHER CERTIFICATE IN STATISTICS, 2013 MODULE 7 : Tme seres and ndex numbers Tme allowed: One and a half hours Canddates should answer THREE questons.

More information

02_EBA2eSolutionsChapter2.pdf 02_EBA2e Case Soln Chapter2.pdf

02_EBA2eSolutionsChapter2.pdf 02_EBA2e Case Soln Chapter2.pdf 0_EBAeSolutonsChapter.pdf 0_EBAe Case Soln Chapter.pdf Chapter Solutons: 1. a. Quanttatve b. Categorcal c. Categorcal d. Quanttatve e. Categorcal. a. The top 10 countres accordng to GDP are lsted below.

More information

Elements of Economic Analysis II Lecture VI: Industry Supply

Elements of Economic Analysis II Lecture VI: Industry Supply Elements of Economc Analyss II Lecture VI: Industry Supply Ka Hao Yang 10/12/2017 In the prevous lecture, we analyzed the frm s supply decson usng a set of smple graphcal analyses. In fact, the dscusson

More information

Comparison of Singular Spectrum Analysis and ARIMA

Comparison of Singular Spectrum Analysis and ARIMA Int. Statstcal Inst.: Proc. 58th World Statstcal Congress, 0, Dubln (Sesson CPS009) p.99 Comparson of Sngular Spectrum Analss and ARIMA Models Zokae, Mohammad Shahd Behesht Unverst, Department of Statstcs

More information

International ejournals

International ejournals Avalable onlne at www.nternatonalejournals.com ISSN 0976 1411 Internatonal ejournals Internatonal ejournal of Mathematcs and Engneerng 7 (010) 86-95 MODELING AND PREDICTING URBAN MALE POPULATION OF BANGLADESH:

More information

A Comparison of Statistical Methods in Interrupted Time Series Analysis to Estimate an Intervention Effect

A Comparison of Statistical Methods in Interrupted Time Series Analysis to Estimate an Intervention Effect Transport and Road Safety (TARS) Research Joanna Wang A Comparson of Statstcal Methods n Interrupted Tme Seres Analyss to Estmate an Interventon Effect Research Fellow at Transport & Road Safety (TARS)

More information

Simple Regression Theory II 2010 Samuel L. Baker

Simple Regression Theory II 2010 Samuel L. Baker SIMPLE REGRESSIO THEORY II Smple Regresson Theory II 00 Samuel L. Baker Assessng how good the regresson equaton s lkely to be Assgnment A gets nto drawng nferences about how close the regresson lne mght

More information

Spurious Seasonal Patterns and Excess Smoothness in the BLS Local Area Unemployment Statistics

Spurious Seasonal Patterns and Excess Smoothness in the BLS Local Area Unemployment Statistics Spurous Seasonal Patterns and Excess Smoothness n the BLS Local Area Unemployment Statstcs Keth R. Phllps and Janguo Wang Federal Reserve Bank of Dallas Research Department Workng Paper 1305 September

More information

Likelihood Fits. Craig Blocker Brandeis August 23, 2004

Likelihood Fits. Craig Blocker Brandeis August 23, 2004 Lkelhood Fts Crag Blocker Brandes August 23, 2004 Outlne I. What s the queston? II. Lkelhood Bascs III. Mathematcal Propertes IV. Uncertantes on Parameters V. Mscellaneous VI. Goodness of Ft VII. Comparson

More information

15-451/651: Design & Analysis of Algorithms January 22, 2019 Lecture #3: Amortized Analysis last changed: January 18, 2019

15-451/651: Design & Analysis of Algorithms January 22, 2019 Lecture #3: Amortized Analysis last changed: January 18, 2019 5-45/65: Desgn & Analyss of Algorthms January, 09 Lecture #3: Amortzed Analyss last changed: January 8, 09 Introducton In ths lecture we dscuss a useful form of analyss, called amortzed analyss, for problems

More information

Risk and Return: The Security Markets Line

Risk and Return: The Security Markets Line FIN 614 Rsk and Return 3: Markets Professor Robert B.H. Hauswald Kogod School of Busness, AU 1/25/2011 Rsk and Return: Markets Robert B.H. Hauswald 1 Rsk and Return: The Securty Markets Lne From securtes

More information

The Mack-Method and Analysis of Variability. Erasmus Gerigk

The Mack-Method and Analysis of Variability. Erasmus Gerigk The Mac-Method and Analyss of Varablty Erasmus Gerg ontents/outlne Introducton Revew of two reservng recpes: Incremental Loss-Rato Method han-ladder Method Mac s model assumptons and estmatng varablty

More information

Which of the following provides the most reasonable approximation to the least squares regression line? (a) y=50+10x (b) Y=50+x (d) Y=1+50x

Which of the following provides the most reasonable approximation to the least squares regression line? (a) y=50+10x (b) Y=50+x (d) Y=1+50x Whch of the followng provdes the most reasonable approxmaton to the least squares regresson lne? (a) y=50+10x (b) Y=50+x (c) Y=10+50x (d) Y=1+50x (e) Y=10+x In smple lnear regresson the model that s begn

More information

Dynamic Analysis of Knowledge Sharing of Agents with. Heterogeneous Knowledge

Dynamic Analysis of Knowledge Sharing of Agents with. Heterogeneous Knowledge Dynamc Analyss of Sharng of Agents wth Heterogeneous Kazuyo Sato Akra Namatame Dept. of Computer Scence Natonal Defense Academy Yokosuka 39-8686 JAPAN E-mal {g40045 nama} @nda.ac.jp Abstract In ths paper

More information

The Institute of Chartered Accountants of Sri Lanka

The Institute of Chartered Accountants of Sri Lanka The Insttute of Chartered Accountants of Sr Lanka Postgraduate Dploma n Accountng, Busness and Strategy Quanttatve Methods for Busness Studes Handout 0: Presentaton and Analyss of data Tables and Charts

More information

Introduction to PGMs: Discrete Variables. Sargur Srihari

Introduction to PGMs: Discrete Variables. Sargur Srihari Introducton to : Dscrete Varables Sargur srhar@cedar.buffalo.edu Topcs. What are graphcal models (or ) 2. Use of Engneerng and AI 3. Drectonalty n graphs 4. Bayesan Networks 5. Generatve Models and Samplng

More information

New Distance Measures on Dual Hesitant Fuzzy Sets and Their Application in Pattern Recognition

New Distance Measures on Dual Hesitant Fuzzy Sets and Their Application in Pattern Recognition Journal of Artfcal Intellgence Practce (206) : 8-3 Clausus Scentfc Press, Canada New Dstance Measures on Dual Hestant Fuzzy Sets and Ther Applcaton n Pattern Recognton L Xn a, Zhang Xaohong* b College

More information

CHAPTER 9 FUNCTIONAL FORMS OF REGRESSION MODELS

CHAPTER 9 FUNCTIONAL FORMS OF REGRESSION MODELS CHAPTER 9 FUNCTIONAL FORMS OF REGRESSION MODELS QUESTIONS 9.1. (a) In a log-log model the dependent and all explanatory varables are n the logarthmc form. (b) In the log-ln model the dependent varable

More information

Global sensitivity analysis of credit risk portfolios

Global sensitivity analysis of credit risk portfolios Global senstvty analyss of credt rsk portfolos D. Baur, J. Carbon & F. Campolongo European Commsson, Jont Research Centre, Italy Abstract Ths paper proposes the use of global senstvty analyss to evaluate

More information

Notes are not permitted in this examination. Do not turn over until you are told to do so by the Invigilator.

Notes are not permitted in this examination. Do not turn over until you are told to do so by the Invigilator. UNIVERSITY OF EAST ANGLIA School of Economcs Man Seres PG Examnaton 2016-17 BANKING ECONOMETRICS ECO-7014A Tme allowed: 2 HOURS Answer ALL FOUR questons. Queston 1 carres a weght of 30%; queston 2 carres

More information

COMPARISON OF THE ANALYTICAL AND NUMERICAL SOLUTION OF A ONE-DIMENSIONAL NON-STATIONARY COOLING PROBLEM. László Könözsy 1, Mátyás Benke 2

COMPARISON OF THE ANALYTICAL AND NUMERICAL SOLUTION OF A ONE-DIMENSIONAL NON-STATIONARY COOLING PROBLEM. László Könözsy 1, Mátyás Benke 2 COMPARISON OF THE ANALYTICAL AND NUMERICAL SOLUTION OF A ONE-DIMENSIONAL NON-STATIONARY COOLING PROBLEM László Könözsy 1, Mátyás Benke Ph.D. Student 1, Unversty Student Unversty of Mskolc, Department of

More information

Technological inefficiency and the skewness of the error component in stochastic frontier analysis

Technological inefficiency and the skewness of the error component in stochastic frontier analysis Economcs Letters 77 (00) 101 107 www.elsever.com/ locate/ econbase Technologcal neffcency and the skewness of the error component n stochastc fronter analyss Martn A. Carree a,b, * a Erasmus Unversty Rotterdam,

More information

Skewness and kurtosis unbiased by Gaussian uncertainties

Skewness and kurtosis unbiased by Gaussian uncertainties Skewness and kurtoss unbased by Gaussan uncertantes Lorenzo Rmoldn Observatore astronomque de l Unversté de Genève, chemn des Mallettes 5, CH-9 Versox, Swtzerland ISDC Data Centre for Astrophyscs, Unversté

More information

The Optimal Interval Partition and Second-Factor Fuzzy Set B i on the Impacts of Fuzzy Time Series Forecasting

The Optimal Interval Partition and Second-Factor Fuzzy Set B i on the Impacts of Fuzzy Time Series Forecasting Ch-Chen Wang, Yueh-Ju Ln, Yu-Ren Zhang, Hsen-Lun Wong The Optmal Interval Partton and Second-Factor Fuzzy Set B on the Impacts of Fuzzy Tme Seres Forecastng CHI-CHEN WANG 1 1 Department of Fnancal Management,

More information

Equilibrium in Prediction Markets with Buyers and Sellers

Equilibrium in Prediction Markets with Buyers and Sellers Equlbrum n Predcton Markets wth Buyers and Sellers Shpra Agrawal Nmrod Megddo Benamn Armbruster Abstract Predcton markets wth buyers and sellers of contracts on multple outcomes are shown to have unque

More information

Lecture 7. We now use Brouwer s fixed point theorem to prove Nash s theorem.

Lecture 7. We now use Brouwer s fixed point theorem to prove Nash s theorem. Topcs on the Border of Economcs and Computaton December 11, 2005 Lecturer: Noam Nsan Lecture 7 Scrbe: Yoram Bachrach 1 Nash s Theorem We begn by provng Nash s Theorem about the exstance of a mxed strategy

More information

NEW APPROACH TO THEORY OF SIGMA-DELTA ANALOG-TO-DIGITAL CONVERTERS. Valeriy I. Didenko, Aleksander V. Ivanov, Aleksey V.

NEW APPROACH TO THEORY OF SIGMA-DELTA ANALOG-TO-DIGITAL CONVERTERS. Valeriy I. Didenko, Aleksander V. Ivanov, Aleksey V. NEW APPROACH TO THEORY OF IGMA-DELTA ANALOG-TO-DIGITAL CONVERTER Valery I. Ddenko, Aleksander V. Ivanov, Aleksey V. Teplovodsky Department o Inormaton and Measurng Technques Moscow Power Engneerng Insttute

More information

A DUAL EXTERIOR POINT SIMPLEX TYPE ALGORITHM FOR THE MINIMUM COST NETWORK FLOW PROBLEM

A DUAL EXTERIOR POINT SIMPLEX TYPE ALGORITHM FOR THE MINIMUM COST NETWORK FLOW PROBLEM Yugoslav Journal of Operatons Research Vol 19 (2009), Number 1, 157-170 DOI:10.2298/YUJOR0901157G A DUAL EXTERIOR POINT SIMPLEX TYPE ALGORITHM FOR THE MINIMUM COST NETWORK FLOW PROBLEM George GERANIS Konstantnos

More information

Finance 402: Problem Set 1 Solutions

Finance 402: Problem Set 1 Solutions Fnance 402: Problem Set 1 Solutons Note: Where approprate, the fnal answer for each problem s gven n bold talcs for those not nterested n the dscusson of the soluton. 1. The annual coupon rate s 6%. A

More information

Quiz on Deterministic part of course October 22, 2002

Quiz on Deterministic part of course October 22, 2002 Engneerng ystems Analyss for Desgn Quz on Determnstc part of course October 22, 2002 Ths s a closed book exercse. You may use calculators Grade Tables There are 90 ponts possble for the regular test, or

More information

Teaching Note on Factor Model with a View --- A tutorial. This version: May 15, Prepared by Zhi Da *

Teaching Note on Factor Model with a View --- A tutorial. This version: May 15, Prepared by Zhi Da * Copyrght by Zh Da and Rav Jagannathan Teachng Note on For Model th a Ve --- A tutoral Ths verson: May 5, 2005 Prepared by Zh Da * Ths tutoral demonstrates ho to ncorporate economc ves n optmal asset allocaton

More information

Price and Quantity Competition Revisited. Abstract

Price and Quantity Competition Revisited. Abstract rce and uantty Competton Revsted X. Henry Wang Unversty of Mssour - Columba Abstract By enlargng the parameter space orgnally consdered by Sngh and Vves (984 to allow for a wder range of cost asymmetry,

More information

Numerical Analysis ECIV 3306 Chapter 6

Numerical Analysis ECIV 3306 Chapter 6 The Islamc Unversty o Gaza Faculty o Engneerng Cvl Engneerng Department Numercal Analyss ECIV 3306 Chapter 6 Open Methods & System o Non-lnear Eqs Assocate Pro. Mazen Abualtaye Cvl Engneerng Department,

More information

Dr. A. Sudhakaraiah* V. Rama Latha E.Gnana Deepika

Dr. A. Sudhakaraiah* V. Rama Latha E.Gnana Deepika Internatonal Journal Of Scentfc & Engneerng Research, Volume, Issue 6, June-0 ISSN - Splt Domnatng Set of an Interval Graph Usng an Algorthm. Dr. A. Sudhakaraah* V. Rama Latha E.Gnana Deepka Abstract :

More information

THE MARKET PORTFOLIO MAY BE MEAN-VARIANCE EFFICIENT AFTER ALL

THE MARKET PORTFOLIO MAY BE MEAN-VARIANCE EFFICIENT AFTER ALL THE ARKET PORTFOIO AY BE EA-VARIACE EFFICIET AFTER A OSHE EVY and RICHARD RO ABSTRACT Testng the CAP bols down to testng the mean-varance effcency of the market portfolo. any studes have examned the meanvarance

More information

Digital image steganography using stochastic modulation

Digital image steganography using stochastic modulation Dgtal mage steganography usng stochastc modulaton Jessca Frdrch and Mroslav Goljan Department of Electrcal and Computer Engneerng, SUNY Bnghamton, Bnghamton, NY 1390-6000, USA ABSTRACT In ths paper, we

More information

Parallel Prefix addition

Parallel Prefix addition Marcelo Kryger Sudent ID 015629850 Parallel Prefx addton The parallel prefx adder presented next, performs the addton of two bnary numbers n tme of complexty O(log n) and lnear cost O(n). Lets notce the

More information

Int. Statistical Inst.: Proc. 58th World Statistical Congress, 2011, Dublin (Session STS041) p The Max-CUSUM Chart

Int. Statistical Inst.: Proc. 58th World Statistical Congress, 2011, Dublin (Session STS041) p The Max-CUSUM Chart Int. Statstcal Inst.: Proc. 58th World Statstcal Congress, 1, Dubln (Sesson STS41) p.2996 The Max-CUSUM Chart Smley W. Cheng Department of Statstcs Unversty of Mantoba Wnnpeg, Mantoba Canada, R3T 2N2 smley_cheng@umantoba.ca

More information

Alternatives to Shewhart Charts

Alternatives to Shewhart Charts Alternatves to Shewhart Charts CUSUM & EWMA S Wongsa Overvew Revstng Shewhart Control Charts Cumulatve Sum (CUSUM) Control Chart Eponentally Weghted Movng Average (EWMA) Control Chart 2 Revstng Shewhart

More information

Elton, Gruber, Brown, and Goetzmann. Modern Portfolio Theory and Investment Analysis, 7th Edition. Solutions to Text Problems: Chapter 9

Elton, Gruber, Brown, and Goetzmann. Modern Portfolio Theory and Investment Analysis, 7th Edition. Solutions to Text Problems: Chapter 9 Elton, Gruber, Brown, and Goetzmann Modern Portfolo Theory and Investment Analyss, 7th Edton Solutons to Text Problems: Chapter 9 Chapter 9: Problem In the table below, gven that the rskless rate equals

More information

CHAPTER 3: BAYESIAN DECISION THEORY

CHAPTER 3: BAYESIAN DECISION THEORY CHATER 3: BAYESIAN DECISION THEORY Decson makng under uncertanty 3 rogrammng computers to make nference from data requres nterdscplnary knowledge from statstcs and computer scence Knowledge of statstcs

More information

Mutual Funds and Management Styles. Active Portfolio Management

Mutual Funds and Management Styles. Active Portfolio Management utual Funds and anagement Styles ctve Portfolo anagement ctve Portfolo anagement What s actve portfolo management? How can we measure the contrbuton of actve portfolo management? We start out wth the CP

More information

Standardization. Stan Becker, PhD Bloomberg School of Public Health

Standardization. Stan Becker, PhD Bloomberg School of Public Health Ths work s lcensed under a Creatve Commons Attrbuton-NonCommercal-ShareAlke Lcense. Your use of ths materal consttutes acceptance of that lcense and the condtons of use of materals on ths ste. Copyrght

More information

Probability Distributions. Statistics and Quantitative Analysis U4320. Probability Distributions(cont.) Probability

Probability Distributions. Statistics and Quantitative Analysis U4320. Probability Distributions(cont.) Probability Statstcs and Quanttatve Analss U430 Dstrbutons A. Dstrbutons: How do smple probablt tables relate to dstrbutons?. What s the of gettng a head? ( con toss) Prob. Segment 4: Dstrbutons, Unvarate & Bvarate

More information

PhysicsAndMathsTutor.com

PhysicsAndMathsTutor.com PhscsAndMathsTutor.com phscsandmathstutor.com June 2005 6. A scentst found that the tme taken, M mnutes, to carr out an eperment can be modelled b a normal random varable wth mean 155 mnutes and standard

More information

Final Exam. 7. (10 points) Please state whether each of the following statements is true or false. No explanation needed.

Final Exam. 7. (10 points) Please state whether each of the following statements is true or false. No explanation needed. Fnal Exam Fall 4 Econ 8-67 Closed Book. Formula Sheet Provded. Calculators OK. Tme Allowed: hours Please wrte your answers on the page below each queston. (5 ponts) Assume that the rsk-free nterest rate

More information

Note on Cubic Spline Valuation Methodology

Note on Cubic Spline Valuation Methodology Note on Cubc Splne Valuaton Methodology Regd. Offce: The Internatonal, 2 nd Floor THE CUBIC SPLINE METHODOLOGY A model for yeld curve takes traded yelds for avalable tenors as nput and generates the curve

More information

Xiaoli Lu VA Cooperative Studies Program, Perry Point, MD

Xiaoli Lu VA Cooperative Studies Program, Perry Point, MD A SAS Program to Construct Smultaneous Confdence Intervals for Relatve Rsk Xaol Lu VA Cooperatve Studes Program, Perry Pont, MD ABSTRACT Assessng adverse effects s crtcal n any clncal tral or nterventonal

More information

- contrast so-called first-best outcome of Lindahl equilibrium with case of private provision through voluntary contributions of households

- contrast so-called first-best outcome of Lindahl equilibrium with case of private provision through voluntary contributions of households Prvate Provson - contrast so-called frst-best outcome of Lndahl equlbrum wth case of prvate provson through voluntary contrbutons of households - need to make an assumpton about how each household expects

More information

Using Conditional Heteroskedastic

Using Conditional Heteroskedastic ITRON S FORECASTING BROWN BAG SEMINAR Usng Condtonal Heteroskedastc Varance Models n Load Research Sample Desgn Dr. J. Stuart McMenamn March 6, 2012 Please Remember» Phones are Muted: In order to help

More information

Financial Risk Management in Portfolio Optimization with Lower Partial Moment

Financial Risk Management in Portfolio Optimization with Lower Partial Moment Amercan Journal of Busness and Socety Vol., o., 26, pp. 2-2 http://www.ascence.org/journal/ajbs Fnancal Rsk Management n Portfolo Optmzaton wth Lower Partal Moment Lam Weng Sew, 2, *, Lam Weng Hoe, 2 Department

More information