bproved decision making and management of oncertainty when using Xwao's sequential sampling plan in insect pest management

Pad Vaclav Lomic

A thesis submitted in conformity with the requirements for the degree of Doctor of Philosophy

Graduate Department of Forestry University of Toronto

0 Copyright by Paul Vaclav Lomic 2001

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Improved decision making and management of uncertainty when using Iwao's sequential sampling plan in insect pest management

Paul Vaclav Lornic Doctor of Philosophy, Year of Graduation 2001 Graduate Department of Forestry University of Toronto

Abstract

This thesis improves the decision making and management of uncertainty when using

Iwao's sequential sampling plan in insect pest management The objectives of the thesis were

addressed in two interretated parts. First, an approach was developed to select a mean-variance

relationship for use in Iwao's sequential sampling plan. Using Monte Carlo simulation, four

mean-variance relationships were evaluated on their ability to predict the true variance of the

pest population at the decision threshold, a critical component of Iwao's sequential sampling

plan- Factors such as the position of the decision threshold dong the mean-variance relationship

and the number of data points used to estimate the mean and variance played a role in the

selection of the relationship. The results of the simulation found that generally that Iwao's mean-

*

variance reIationship estimated by rn = a + pim , provided the best prediction of the true variance

at the decision threshold. Second, uncertainty in the decision threshold was incorporated kto

Iwao's sequential sampling plan using Monte Carlo simulation. The effect of uncertainty in the

decision threshold was to dramatically reduce the accuracy of the sequentid sampling plans

when compared to sequential sampling plans where the decision threshold was treated as if it

was known with certainty. Methods of mitigating the reduced accuracy are discussed. The

approaches developed in this thesis provide the pest manager with valuable tools and approaches

to improve pest management when using Iwao's sequential sampling plan.

Acknowledgments

This thesis couldn't have been written without the support, help and guidance of my

committee. I am particuIarly indebted to my supervisors Drs. J. Rkgniere and S.M. Smith

whose kindness, generosity and expertise made all the difference- The choice of

supervisors is probably the most important decision one can make in grad school, and I

am lucky to have made the right one. I am most thankfd for all of the heIp over the years

from Dr. R.J. O'Hara Hines, it is hard to think of how m y graduate studies would have

ended up without her wisdom. I am completely in awe of Dr. M Evans' mathematical

briIliance, his kindness and patience. Dr. D.L- Martell has been an inspiration and has

brought out the best in me, his support and encouragement have been essential. Had it

not been for the programming assistance of Vincent Bergeron and Rkrni St-Amant, I

might st21 be coding now, many thanks.

Table of Contents

..................................................................................... AsSTRACT (ii)

.................................................................... AC W O WLEDGEMENTS (iii)

..................................................................... TABLE OF CONTENTS (iv)

LIST OF TABLES .............................................................................. (v>

LIST OF FIGURES ............................................................................. (V-0

.................. .........................*................-....... LIST OF APPENDICES ..- (vii)

............................................................. CHAPTER 1 : General Introduction 1

CHAPTER 2: Selection of a mean-variance relationship for use in Iwao's sequential sampIing plan

............................................................................... introduction 23 .................................................................................... Methods 27

..................................................................................... Results 32 ................................................................................. Discussion 39

CHAPTER 3: The effect of uncertainty in the decision threshold on Iwao' sequential sampling plan

............................................................................... Introduction 49 .................................................................................... Methods 52

..................................................................................... Results 56 ................................................................................. Discussion 61

CHAPTER 4: General Discussion .............................................................. 68

REFERENCES ................................................................................... -71

List of Tables

2.1 Hypothetical parameters used for Monte Carlo simulations to determine which mean-variance relationship provided the best prediction of the true variance at the decision threshdd ...- .-. ... ,-. ,,-. .,- ,- - _.. .-. ,.. ..- ,,. . . . --. .-_ .. -28

2.2 Parameters from the literature used to determine which mean-variance relationship provided the best prediction of the true variance at the decision threshold-, . . - - . , _ . - _ . - . . . - . . . - . - - - - -. . . - _ -. _ - - - , - . - - . - - _, -_. . . , . . _ - . - - - . - , - . - - - -. . - _ . - - - - - - - - -.,. . - 29

2 3 The ability of the four mean-variance relationships to predict the true variance at the decision threshold for Cases 1-9 , Table 2.2.-. -.. --. ... ... ... .,, ..... ..- --. -.38

3.1 Parameters from the t iterature used in the Monte Cario simulation to determine the effect of uncertainty in the decision threshold on Iwao's sequential sampling plan-.- -.. ..- -..-. -.. .-. .-. .-, .-. -.. --. ,.. . .. ... ..- -.. .-- - - - - - - - - 53

3 2 Hypothetical parameters used to determine the effect of various parameters on the uncertainty of the decision threshoid..- +_, ,,- .-. ..- --, ,_- .,. ..- --. ... ..- -.. _.- -.- --. .._ 55

List of Appendices

APPENDIX A: This program evaluates the ability of four mean-variance relationships to estimate the true variance at the decision threshold. ............................................................................. 87

APPENDIX B: This program calculates the expected Operating Characteristic and Average Sample Kumber curves for Iwao' s sequential sampling plan incorporating uncertainty in both the decision threshold and the variance predicted at the decision threshold from a mean-variance relationship.. .................................................................... -105

Genera1 introduction

Insects as pests in forest and agriculture systems

Insects are major pests in agricultural and forestry systems causing wide spread damage.

The impact of insect pests can be divided into two categories primary and secondary (CouIson

and Witter 1984). Pr i rnq Ioss deals with damage caused by the insect directly to the plant,

animal or product of interest. Secondary loss encompasses the impact by the insect on values

other than the direct damage to the pIanf animal or product of interest.

Primary losses due to insect pests are substantial and varied- In Canadian forests done,

the average annual reduction in wood volume f?om insects between 1982-1987 was million m3

or 32.2 % of the annual harvest (Hall and Moody 1994). The spruce budworm, Choristoneura

fum@rana (Clemens), itself was responsible for a reduction of 44 million rn3jyear of timber in

Canada from 1977 to 1981 (Sterner and Davidson 1982). The white pine weevil, Pissudes strobz

(Peck), reduces the value of white pine (Pinus sfrobus Linnaeus) lumber by 25% and jack pine

(Pinus banksiana Lambert) lumber by 13% @avidson 199 1, Brace 1971)-

Secondary losses and impacts can be serious and are often difficult to quantify in

economic terms and include the following categories: ecological, property values and product

sales. A prime example of an insect that has serious ecological impact is the hemlock woolly

adeigid (Adelges tsugae Annand). Defoliation by the adelgid can cause substantial tree

mortality in hemlock stands containing eastern hemlock Tsuga conadensis (Linneaus) Carr and

Carolina hemlock, Tsuga caroliniana Engelmann and this places threatened and endangered

species that depend on hemlock stands at risk (Rhea 1995). Similarly, attempts to control insect

pests with insecticides often cause mortality to non-target populations. An example here is the

bacterial insecticide, BacilIzu thuringiensis Berliner, which is composed of 30 subspecies and is

used in the control of pests such as the spruce budworm (Choristonewa fmiferana (Clemens.)),

jack pine budwom (Choristonem pinus Freeman) and gypsy moth (Lymantriu dispar

Lirmaeus) (van Frankenhuyzen 1995, Volney 1994, Appel and Schultz 1994). There are as many

as 200 species of Lepidoptera for which the subspecies kurstaki of B- thuringiensis is toxic (van

Frankenhqzen 1995). When B. thuringiensis is used to control gypsy moth, Wagner et al. (1996)

found the pesticide could dramatically reduce nontarget species. Their study showed that 11

nontarget species were adversely impacted by a single application of B. thuringiensis. Moreover,

simpIy monitoring insect pests can impact non-target insects. Pheromone traps used to monitor

lepidopteran pests have been found to contain beneficial hymenopterans such as bumble bees

and honey bees which are important pollinators (Meagher and Mitchell 1999). Several studies

have evaluated which types of traps are the least likely to attract non-target insects (Mitchell et

aI- 1989, Hamilton et, a1 1971)

Another type of secondary impact is the effect that insect pests have on property values.

A study in Winnipeg, Canada, where Dutch Elm disease is a serious probiem, found that the

presence of trees on residential lots influenced the property values of those lots (Westwood

199 1). The presence of trees increased the value of properties in an Oklahoma City subdivision

by more than 20% (Petit et al. 1995). This change in vaIue is different fiom primary loss

because it is the value of the land and not the trees or lumber that is being considered.

The impacts of pest are also very important when calculating the value of land used for

timber production where the value of the land is directly related to the net revenue that the land

can generate. Specifically, the soil expectation value is the present value of the bare land that

incorporates the future net revenues £torn the timber production on the land (Klemperer 1996).

The soil expectation value is based on the idea that one buys the land and not the trees. Insect

pests reduce the soil expectation value in two ways. First, pests reduce the value of the lumber

reducing the revenue that the land can generate. Second, pests increase the management costs of

the land thus reducing the net revenue of the land.

Finally, secondary effects can include product sales. For example, defoliation by the

hemlock woolly adelgid has reduced sales of ornamental hemlock trees. T'his is particularly

important in areas such as Tennessee and North Carolina, where hemlock stock is a $34 million

dollar industry (Rhea 1995). This reduction in economic value is different from primary loss

where damage must occur to the tree before it is included in the valuation. Here healthy trees

are worth less because of their susceptibility to a forest pest.

The pest manager has a number of tools and intervention s&ate@es to combat the

substantial damage caused by insect pests including: conventional chemical insecticides,

bacterial insecticides such as B. thuringiensis, insect viruses, classical biological control,

management of the natural enemies of the insect pest, fungal pathogens, protozoa, nematodes,

neurotoxic insecticides, insect growth regulators, natural antifeedants, pheromones,

semiochemicals and silvicultural interventions such as salvage logging (Armstrong and Ives

1995). Intervention using these strategies requires howledge of the pest status either as a

measure of density or intensity. Density estimates quantify insect numbers per sample unit

while intensity estimates involve presence-absence estimates or estimates on the proportion of

sample units infested (Srewer et al. 1994, Southwood 1978). There are a number of ways pest

managers can asses pest status including: hazard ratings, remote sensing, fixed-size and

sequential sampling plans (McCulIough et al. 1995, Joria and Aheam 199 1, Nealis and Lysyk

1988, Waters 1955). It is sequential sampling and, more specifically Iwao's (1975) sequential

sampling plan, that is the focus of this thesis.

Sequentid sampling in insect pest management

Sequentid sampling plans are an efficient insect sampling strategy because they

minimize the number of samples required to achieve a desired sampling objective. The

sampling objective can be to classify the population into categories such as 'intervention needed

and "intervention not needed" or to achieve a particular precision of the mean pest density

(Hutchinson 1994, B i ~ s and Nyrop 1992) . Sequentid sampling plans achieve low sample sizes

by taking the minimum number of samples required to reach a decision (Siegmund 1985).

Samples are taken one at a time, evaluated and another sample is taken only if more information

is needed to meet the sampling objective (Wetherill 1966). The time saved by sequential

sampling, as compared to conventional fixed size sampling plans of equivalent accuracy, can be

substantial, often over 50% (Luna et al. 1983, Foster et al. 1982, Bellinger et al. 1981, Cannola et

al. 1957, Waters 1955, Ives 1954).

There are many types of sequential sampling plans used in insect pest management

(Schrnaedick and Nyrop 1995, Legg et al. 1994, Nyrop et al. 1989, Bechinski and Stoltz 1985,

Pedigo and van Schaik 1984, Fowler 1983, Iwao 1975, Green 1970, Kuno 1969, Waters 1955).

Wald's (1947) sequential probability ratio test was the first sequentid sampling plan to be used

in insect pest management. Iwao's sequential sampling plan was proposed as an alternative to

Wald's to overcome some of its limitations (Iwao 1975). A number of later plans have been

based on or modified fiom Iwao's (1975) sequential sampling plan, highlighting the applicability

of the research in this thesis.

Wald's Sequential Probability Ratio Test (SPRT) is one of the most common sequential

sampling plans in insect pest management. Wald's plan is a test of ml, the null hypothesis,

versus m2, the alternative hypothesis. Pest densities below ml are considered low and densities

above m2 are considered high (Waters 1955). Wetherill (1966) gives one of the best explanations

of the test, which is briefly summarized here. The test uses a likelihood ratio: L = observed

results~m2)/p(observed resuIts(m [). Smpling continues while A< L< B. The values of A and B

are set so that the desired type I and type II errors are not exceeded. When L<A, the null

hypothesis is accepted and the pest population is classified as low. When LX3, the alternative

hypothesis is accepted and the population is classified as high,

Wdd's SPRT requires knowledge of the distribution of the insects on the sample unit.

The theory on which distribution to use under which situations has been well developed (Zar

1996, Sokal and Rohlf 1995, Southwood 1978). The equations of commonly used distributions

in insect pest management (normal, poisson, binomial, negative binomial) are available from a

variety of sources (Binns 1994, Fowler and Lynch 1987, Waters 1955). The most widely used

distribution in Wald's SPRT is the negative binomial.

Thz equations for Wald's SPRT where the distribution of the insect on the sample unit

follows a negative binomial distribution were derived by Oakland (1 950). The equations for the

boundaries are:

Ib = sn - hl

and

ub = sn + hz

where the slope and intercepts are defined as

92 log - 41

P2ql log - PI%

using

The components of the equations are defined as: Ib is the Iower bound of the sequentid

sampling plan, ub is the upper bound of the sequential sampling plan, k is the dispersion

parameter from the negative binomial distribution, n is the number of samples taken, nq is the

pest density below which intervention is nor needed (null hypothesis), rn2 is the pest density

above which intervention is needed (alternative hypothesis), a is the type I error, P is the type II

error,

The value of ml and m2 are related to the uncertainty of the decision threshold, the

greater the uncertainty the further one wodd expect to find these boundaries. Figure 1.0 is a

schematic diagram of the range of uncertainty in the relationship between insect density and

damage and how the uncertainty effects the values of rq and rnz when the thresholds are

determined by inverse interpolation from the damage threshold. The problem in the literature is

that this uncertainty in the decision threshold is not explicitly calculated when deriving rnl and

rnz, Rather the pest manager uses a more subjective approach (Carter et al- 1994, Harcourt

1967).

The main limitation of Wald's sequential sampling plan is the assumption that insects

must follow a prescribed distribution (normal, poisson, negative binomial or binomial). This

assumption causes problems when the distribution is assumed to be negative binomial- In many

Insect density

Figure 1.0. The solid lines represent the uncertainty in the relationship between insect density and damage where DT is the damage threshold. The range of uncertainty is used as a basis for rn, and rn2 in Wald's sequential sampling plan. Based on Mumford and Knight 1997.

cases the negative binomial parameter k varies with the mean (Mackey and Hoy 1978, Morris

1954, Anscornbe 1948). Several authors have aiso had difficulty finding a common k that is

necessary to create a sequential sampling plan based on the negative binomial distriiution

(RCgniere and Sanders 1983, SiIvester and Cox 1961). Given the importance of the common k,

several studies have done a sensitivity analysis to determine the effect of a variable k @inns

1994, Hubbard and M e n 199 1, Warren and Chen 1986). Warren and Chen (1986) found that

the consequences of rnisspecifying k were potentially quite minor, in fact, small underestimates

resulted in lower classification errors, with only a slight increase in sampIe size. Hubbard and

Allen (I99 1) found simi1a.r results. However, Binns (1994) suggests that the average sample

size can become quite Iarge if k is significantly underestimated and as a consequence the

assumption of a common k may be problematic. As a solution, Binns (1994) suggested one of

two approaches. First, if the data can be descnied by Taylor's Power Law (Taylor 196 I), then a

sequential sampling plan can be developed where k is a function of the mean and the four

parameters of the SPRT (m,, m2, a, p) can be adjusted until a suitable sampling plan is found.

Binns does warn however, that this may not be possible. The second alternative suggested by

Binns (1994) is to use a binomial sampling plan with an increased tdly threshold that in many

cases is robust to variations in k @inns and Bostonian 1990).

Iwao's (1975) sequential sampling plan is based on a confidence interval around a single

decision threshold. Sampling is stopped when the cumulative number of insects crosses the

boundary defined by the confidence interval. When the cumulative insect count crosses the

upper bound of the confidence interval the population is classified as high, when i t crosses the

lower bound, the population is classified as low. The confidence interval is based on a mean-

variance relationship.

Iwao's (1 975) sequential sampling boundaries are:

and

where Zb is the lower boundary of the sequential sampling plan, ub is the upper boundary, r is the

decision threshold,^ is the value of the standard normal deviate, n is the number of samples

taken, and &r) is the variance at the decision threshold based on a mean-variance relationship.

The restrictive limitation of Wald's SPRT requiring that the insects on the sample unit conform

to a specific mathematical distribution is what Iwao7s sequential sampling plan tries to address.

It overcomes the need for a particular distribution of insect counts on the sample unit by relying

on the relationship between the mean and variance of the insect counts.

The two most common mean-variance relationships used in Iwao's sequential sampling

plans are Taylor's power law (Taylor 1961) and Iwao's mean-variance relationship (Iwao and

Kuno 1968) regression of mean crowding on mean density (Chandler and Allsopp 1995, Cho et

al- 1995, Binns 1994).

Taylor's (1 96 1) power law is given by:

s2=amb

where s2 is the variance, rn is the mean and a and b are parameters obtained most commonly by

fitting the relationship log.?=loga+blogm. For the sake of completeness, it is important to note

that the equation above was used by Bliss (1941) to characterize the relationship between the

mean and variance of Japanese beetle larvae.

Iwao's mean-variance relationship is given by (Iwao and Kuno 1968):

s2= (a t 1)m + (8 - 1)mZ

where s2 is the variance, m is the mean and a and pare parameters of the relationship. The

parameters a and pare obtained fiom the regression of mean crowding on mean density

rn = a + plm (lwao 1968). This is commonly referred to as the nz- rn regression* Mean crowding

was defined by Llyod (1967) as the mean number of other individuals per sampie unit per

individual using the equation:

where x,= the number of insects in the/th sample unit and Q is the number of sample units.

L s2 Though, mean crowding is usually calculated using rn = rn + - - 1 , (Lloyd 1967). Again, for

rn

the sake of completeness, it is important to note that Iwao's mean variance relationship is similar

to Bartlett's (1936) mean-variance relationship. Also, Iwao's original sampling plan used Iwao's

mean-variance relationship and the use of Taylor's power law in Iwao's sequential sampling

plan began as early as Ekbom (1985).

Given that Iwao's Sequential Sampling Plan was designed as an alternative to Wald's

SPRT, the natural question is, how do these two sampling plans compare? Binns (1994)

compared Wald's SPRT based on the normal distributian to Iwao's sequential sampling plan

using Monte Carlo simulation, where the pest population was simulated using a negative

binomial distribution. The power of the two tests was controlled and the effect on sample size

was examined. The study found that, when no :naximum sample size was imposed on either

phn, Iwao's sequential sampling plan had much higher sample sizes that Wald's plan even

though the power of the two tests was equivalent. However, when a maximum sample size of

100 samples was imposed, the sample sizes of the two tests were roughly equivalent. Binns'

( 1994) study is a bit of a false comparison. Iwao's plan was not intended as a substitute for

WaId's SPRT using the normal distriiution, it was intended as a substitute for Wald's SPRT for

the negative binomial where a common k could not be assumed- The comparison of the later

scenario with Iwao's sequential sampling plan would have answered the question whether

Iwao's plan fulfilled its promise of overcoming the short comings of Wald's SPRT. Moreover, it

is problematic that Binns (1994) simulated data using the negative binomial distribution when

dearly Wald's SPRT was created using equations that assumed a normal distribution.

Kuno's (1969) sequential sampling plan estimates the mean of a pest population to a

desired Ievel of precision rather than classifLing the population into broad categories. Sampling

plans where samples are taken sequentially until the mean is hown to the desired degree of

precision are often called sequential estimation plans or fixed-precision sequential sampling

plans (Naranjo and Flint 1995). The basis for the sequential sampling plan is the mean-variance

L

relationship (m- rn ) used in Iwao' sequential sampling plan. The boundaries are defined by:

where T, is the cumulative number of insect counts, 0, is the precision of the plan, a is the 8 8

intercept fiom the rn- rn regression and p = the slope from the m- m regression.

Green's (1970) sequentid sampling plan is the same as Kuno's plan except that the

mean-variance relationship used in the plan is based on Taylor's Power Law, s2=amb (Taylor

196 1).

The boundaries for Green's plan are defined as follows:

where 7'' is the cumulative number of insects, D is the precision of the plan, a and b are the

intercept and slope, respectively, fiom the Taylor Power Law and n is the number of samples.

Fowler's ( 19 83) sequential sampling plan improves on Wald's sequential sampling plan.

The equations used to define the boundaries of the Wald's SPRT are approximate because of the

overshooting of the decision boundary that results when a decision is made (Waid 1947)-

Wald's equations compensate for their approximate nature by being quite conservative, the

actual type I and type II errors are lower than specified by the user, and as a consequence there is

an increase in the average number of samples required before a decision can be reached (Wald

1947). Fowler (1983) proposed a method using Monte Carlo simulation to correct this. The

approach involves altering the type I and II errors specified in the sequential sampling plan until

the actual errors equal desired error rates.

Nyrop's m o p et al. 1989) binomial sequential sampIing plan is based on a confidence

interval around a decision threshold, again using a rnean-variance relationship. The decision

threshold is expressed in terms of whether the sample unit is infested or not. The sarnpIe unit

could be considered infested if it contains at least n insects. The key advantage of binomial

sampling plans is that not all of the pests on the sample unit have to be counted. For any give

sample unit, counting only continues until it is determined whether the sample urn-t is infested or

not (Binns 1994). Nyrop's plan is basically the conversion of Iwao's sequential sampling plan

based on density to a plan based on the binomial distribution (Brewer et al. 1994).

Legg's (Legg et a1.1994) sequential sampling plan is aIso a modification of Iwao's

sequential sampling plan to a case of the binomial distribution. The additional modification by

Legg et al. (1994) is that the decision boundaries are generated by computer simulation.

The time-sequential sampling plan CPedigo and van Schaik 1984) is a modification of

Wald's SPRT which incorporates the additional variable of time. Insect pest populations vary

over time and consequently the issues of both when to sample and when to make a treatment

decision are very important (Pedigo and Zeiss 1996). Time-sequential sampling addresses these

issues by classifying the population with respect to its growth and determining when a damaging

infestation is likely to occui- (Pedigo and van Schaik 1984).

Cascaded sequential sampling (Schmaedick and Nyrop 1995) addresses the issue of

variable development in insect populations over time and the impact that this has on the decision

to treat a particular population. Time-sequential sampling and cascaded sequential sampling

address the same issue but in different ways. Cascaded sequential sampling is a modification of

Wald's SPRT that uses different decision thresholds based on the development of the insect

predicted by a degreeday model. Cascaded sequential sampling also includes Fowler's

modifications to Wald's SPRT. Cascaded sequential sampling expresses the decision thresholds

at each sampling time directly in terms of the density of the insects (e-g. 5 insects per branch)

(Schmaedick and Nyrop 19951, while time-sequential sampling (Pedigo and van Schaik 1984)

uses a decision threshold that is weighted by a factor related to the time of sampling.

Sequential sampling of preyipredator ratios (Nyrop 1988) addresses the fact that insect

pests are often preyed upon by other predatory insects. If the abundance of predators is high the

insect pest may be controlled naturally and intervention with an insecticide may be unnecessary.

If the insect pest density is very high relative to the predators, then intervention may be

warranted. Nyrop (1 988) developed a sequential procedure that classifies a population with

respect to a critical prey/predator ratio, where Iwao's (1975) sequential sampling plan was

modified.

Evaluation of Sequential Sampling Plans

Sequential sampling plans are evaluated based on their accuracy and the number of

samples required to reach a decision. Operating Characteristic (OC) and Average Sample

Number (ASN) curves are used to evaluate sequential sampling plans (Nyrop and Binns 199 1).

The OC curve describes the probability of making a no intervention decision (i-e. crossing the

lower decision boundaqr) as a function of the true mean pest density. The steeper the slope of

the OC curve the higher the classification accuracy of the plan (i-e. the smaller the type I and

type II error rates) (Binns 1994). The ASN curve indicates the expected number of samples

required to reach a decision as a h c t i o n of the mean pest density.

The general equation for the OC curve was developed by Wald (1947) as:

Oakland (1950) developed the specific adaptation for the negative binomial distribution.

and

The components of the above equations are: p 1, p ~ , ql and qz are as defined previously, d is pest

density and k is the shape parameter of the negative binomial.

The type I and type I1 errors are a and P respectively and m is the mean pest density; h is a

dummy variable [-a to a]. TO calculate a value of the OC curve, first choose a value for the

dummy variable h ,then calculate the value of rn and then subsequently calculate L(m) (Oakland

1950). There is a direct relationship between the OC curve and the type I and type II error rates.

The type I error rate is I-Llm) while the Type II error rate is

Odand's (1950) formula for the ASN curve for the

u r n ) -

negative binomial SPRT is:

where hl is the level below which intenrention is not required, - the level above which

intervention is required , L(mj is the probability of making a no treat decision, k = the common

k of the negative binomial distribution and s is the slope where defined previously.

For Iwao's sequential sampling, the OC and ASN curve equations have not been

developed. Consequently, they must be approximated by Monte Carlo simulation. Monte C d o

simulation tests a given sampling plan a large number of times (5000 for example) over a range

of means, and then calculates average OC and ASN values for each pest density. During each of

the 5000 Monte Carlo tests of the sampling plan, the parameters of the plan are of course the

same.

The OC and ASN curves are not only used to evaluate a particular sequential sampling

plan, but also to compare different sequential sampling plans. The most common method of

comparison is to plot the curves from the different sampling plans on the same graph (Meilke et

a]. 1998, Bims 1994, Brewer et al. 1994, Nyrop and Binns 1991).

Uncertainty in Insect Pest Mcmagement

Insect pest management (IPM) can be best thought of in terms of its goals: reduction of

pest density (not necessarily including elimination of the pest), improving grower profits and

protection of the environment (Pedigo and HigIey 1996). There are many strategies available

and factors to consider when attempting to achieve the above goals, Similarly, there are at least

as many sources of uncertainty in IPM as there are strategies and factors to consider, because the

manner in which the different components of TPM interact is often difficult to predict. In the

next section, the sources of uncertainty in IPM and approaches for dealing with the uncertainty

will be discussed.

At its core, IPM involves making a decision on whether or not to intervene to modify a

pest density, often based on imprecise information. Decisions of this type have an uncertainty

associated with them that can be quantified in terms of the type I and type II errors. The type I

error is the treatment of a pest population when no treatment is required and the type II, error is

failure to treat when intervention is justified (Waters 1955). Sequential sampling plans such as

Wald's allow specification of the probability of a type 1 and type II error that the user does not

wish to exceed Conventionally, for Wald's sequential probability ratio test, the Type I and II

errors are set to equivalent values such as 0.05 or 0.1 (Ng et al. 1983, Nilakhe et al. 2982,

Shepard 1973, Shepherd and Brown 1971, Harcourt 1966). However, the consequences of one

type of error may be more serious than another and in those circumstances users specie a

different value for the Type I or Type IZ error (Stark 1952).

A key part of IPM is the evaluation of the pest status (e-g. density) through sampling.

The uncertainty about the true value of the pest density of the population is a factor that must be

addressed by the pest manager. One of the most common methods of addressing this type of

uncertainty is to create a sampling plan where the mean is known to a predetermined level of

precision (Newton 1994, Shepherd et al. 1984, Poston et al. 1983). Nealis and Lysyk (1988)

created a fixed-size sampling plan for the overwintering stage of the jack pine budworm,

Chorisfoneura pinus Freeman, where the manager can choose from several levels of precision

and expressions of density. Another method of dealing with population uncertainty, is to assign

different population states, a probability of occurrence, and calcuIate an expected vaIue which

will form the basis for a decision (Auld and Tisdell 1987)

Uncertainty in the development of insects over time is a major problem for pest

managers. Factors such as weather and microclimate can affect this rate of development (Dent

2997, Lysyk and NeaIis 1988). To schedule sampling and intervention strategies, it is essential

to know if the insect stage of interest is present- For example, spraying a pest population based

on a calendar date c m be ineffective because the suscepthIe stage of the insect may not have

appeared (Green 1972). In the case of forest operations where spraying and sampling may occur

in remote locations, sending a crew out when the insects are not at the correct stage can be quite

expensive. One of the most common ways to estimate the development of insects is to use a

degree-day model in which the development of the insect present in the field is a fhction of

temperature p e n t 1997). These models have been developed for pests such as the jack pine

budworm and additionally for natural enemies and parasitoids (Rodriguez and Miller 1999,

Goldson et aI, 1998, Lysyk 1989).

The effect of multiple pests on a single host is an important source of uncertainty in

insect pest management (Hutchins et al. 1988). This source of uncertainty is addressed by

creating thresholds that focus on one type of damage caused by the different insects (Hutchins et

al. 1988, Cm&t et al. 1987, Ki-rby and Slosser 1984). For example, Hutchins et al- (1988)

created a economic injury level for soybean leaf-mass consumption by various species of insects.

Uncertainty about the effectiveness of the pesticide can also have an impact on pest

management (Plant 1986). One of the methods of overcoming this type of uncertainty is the

creation of more realistic laboratory bioassays to predict field efficacy (Robertson and Worner

1990). A particularly attractive approach is population toxicology that looks at the effect of the

pesticide on a population of insects rather than the conventional approach of a single insect as a

the experimental unit (Ahmadi 1983).

A serious source of uncertainty in insect pest management is the future dynamics of the

pest populations. For example, both jack pine budworm, Choristoneura p i n u Freeman and

forest tent caterpillar, Malacosom diss~ia Hbn- egg masses are a poor predictor of hture

defoliation (Meating 1986, Nyrop et d. 1979). This uncertainty is overcome by incorporating

factors that influence the survival of the insects into the predictive models . In the case of the

jack pine budworm, the pollen cones of the jack pine tree have a dramatic effect on the sunival

of budworm emerging in the spring (NeaIis et al. 1997). In the case of the forest tent caterpillar

age of the outbreak and parasite density influence the sunrival of the insect (Shepherd and

Brown 1971, Cannola et al. 1957)-

Statistical distribution of insects an samp~iing units

Insects are most often aggregated or clumped in their distribution (Pilson and Rausher

1995, Southwood 1978). The distribution of insects is firmly rooted in their biology as the

fo1Iowing examples illustrate-

Third-instar larvae of the jack pine budworm are not randomly distributed throughout the

tree, but rather are found in the pollen cones of jack pine. Pollen cones are the preferred food

source when the overwintering budworm emerge in the spring (Bazter and JeMings 1980, Foltz

et al. 1972). Similarly, aphids, such as the g e m peach aphid (My-as persicae (Sulzer)) or rose-

grass aphid (Metopolophiwz dirodum (Walker)), which feed on the fluids of the host plant are

located on the leaf blades (Hollingsworth and Gatsonis 1990, Johnson and Bishop 1987) because

this is where the simplest access to the phloem and largest area occurs (Mabbett 1983). Finally,

female red sunflower seed weevils (Smicronyx f u l v ~ LeConte) oviposit between the pericarp

and the kernel of the sunflower (Peng and Brewer 1994) and thus, egg distribution is driven by

the requirements of the subsequent larval stages (Peng and Brewer 1994).

The aggregated distributions of insects on sample units can be described by the negative

binomial distribution. The negative binomial is one of the most widely used distributions to

characterize aggregated populations (Sokal and Rohlf 1995). The probability of a sample unit

containing x insects is given by webs 1989):

where x is the number of insects, is the mean, k is an index of aggregation, and r is the gamma

function.

Pielou (1977) gives an excellent description of how the negative binomial distribution

can arise in entomology where the insects are found in groups or clusters. Her description that

uses generalized distriiutions is briefly summarized here. Essentially, when the number of

insects per cluster follows a lognormal distribution and the number of clusters per sample unit

follows a Poisson distribution the generalized distribution is the negative binomial. The

probability generating function (pgf) for the generalized distribution for the number individuals

per sample unit is

H(z)=G(g(z))

where g(z) is the pgf for the number insects per cluster and G(z) is the pgf for the number of

clusters per sample unit The pgf for the Poission distribution is

~ ( ~ 1 = e"('-')

and the pfg for the lognormal distribution is

So we now have

and with the appropriate identities this can be simplified to

the probability generating function for the negative binomial distribution.

The distribution of various insect species are well described by the negative binomial

distribution including: beetles which infest maize, Prostephanus trmcafur mom) and

Sitophilus remais Motschdsky; the red sunflower seed weevil, Srnicroynxfilvz(s Leconte; gypsy

moth, Lymantria &par a.); the Russian wheat aphid, Diuraphis noxia (Mordvilko); the

Froghopper Eoscarta cam+ (F.), planthoppers Nilaparva& lugens Stal and Sogatella furicfera

Horvath; the bollworm, Hehthis zea (Bodie); woodborers, Monochamus oregoneszs LeConte,

M. mamhsus Haldeman, M. notatus Drury; the hairy chinch bug, Blissus leucopterns h i r t w

Montandon; and lygus bugs, Lygus hesperm Knight (Meilke et al. 1998, Chandler and Allsopp

1995, Peng and Brewer 1994, Carter et aI. 1994, Butts and Schd je 1994, Shepard et al. 1986,

Liu and McEwen 1979, Allen et al- 1972, Sevacherain and Stem 1972, Safranyik and Raske

1970). The negative binomial distribution was used to generate the insect populations in the

Monte Car10 simulations within this thesis because of the wide applicability of the negative

binomial distribution to characterize insect populations-

Objectives

The objectives of this thesis are to improve decision making and management of

uncertainty when using Iwao's sequential sarnpIing plan in insect pest management. Chapter 2

focuses on selecting the appropriate mean-variance relationship for use in Iwao's sequential

sampling plan. Different mean-variance relationships based on Taylor's power law and Iwao's

mean-variance relationship are evaiuated on their ability to predict the true variance at the

decision threshold- Chapter 3 focuses on incorporating uncertainty into the decision threshoId.

There are two main sources of uncertainty for the decision threshold, The first source is

uncertainty due to the relationship between insect density and damage. The second source is

uncertainty in the damage threshold- Both of these sources are incorporated when the OC and

ASN curves are compiled to include uncertainty about the decision threshold. The final chapter

links chapters two and three and provides specific recommendations for the pest manager.

CHAPTER 2

Selection of a mean-variance rehtioaship for use in Iwao's sequential sampling plan

Xrntroduction

The two most common mean-variance relationships used in Iwao's sequential sampling

plan are Taylor's power law (Taylor 1961) estimated by logs2=loga+blogm and Iwao's (Iwao and

Kuno 1968) mean-variance relationship where the parameters are estimated by m = a + @n

(Bims 1994). Within insect pest management it is standard practice to rely on the value of the

of the mean-variance relationship when deciding which relationship to use (Meikle et al. 1998,

Coffeft and Schultz 1994, Palurnbo et al. 1991, Walker et al. 1984). This approach is

problematic. Kvalseth (1985) points out that comparing different models using the 8 is only

valid if: 1) the Y (i-e. dependent) variables are the same, 2) the data are on the same scale (ie. no

transformations) and 3) the number of parameters of the models are the same. The

consequences of violating these conditions are that two models which are fbnctionally identical

can have substantially different 2 values, vice versa or the models can have both different

Functional relationships and different 2 values (Scott and Wild 199 1).

0

When comparing logs2=loga+blogm and rn = a + ,&n using the 8 the first two conditions

of Kvalseth (1 985) are violated First, log.? and rn are different dependent variables. Second,

log+? is on the log scale while m is on the original scale. Figure 2.0 shows the mean-variance

relationships for four insects, based on the Taylor power law and Iwao's mean-variance

relationship. For each insect, the same data were used to calculate both relationships. Mean-

variance relationships with very different ? values had functional relationships that were

- - Taylor- r2= 0.88 - Iwao- r2 = 0.89

0 5 10 1 5 Mean

0 I 2 3 4 5 Mean

Figure 2.0. Mean-variance relationships using the Taylor power law and Iwao's mean variance relationship: (a) cereal aphids (Boeve und Weiss 1998); (b) Liromyzu species (Zehnder and Trumble 1985): ( ~ ) E ~ ~ r p o m c a fubae (adult stage), (Walgenbach et al. 1985); (d) G'ump~dornnru verbasci (Thistlewood 1989). The Taylor * power law was estimated using logs2=loga +blogm and Iwao's mean-variance relationship was estimated using rrr- m.

h, P

virtually identical (Figs. 2.0 a, b and c). In contrast, even though the 8 value was similar for a

mean-variance relationship, the functional relationship was very different (Fig. 2.0 d). Despite

constant warnings in the literature about the problems and precautions necessary when using the

to asses the goodness of fit for different relationships, the practice seems to continue (Scott

and Wild 1991, Kvalseth 1985).

The key parameter used to create the decision boundaries in Iwao's sequential sampling

plan is the variance that is predicted at the decision threshold Consequently, the mean-vm-ance

relationship that best predicts the variance at the threshold should be used in the sampling plan.

This chapter of the thesis will provide an approach for evaluating which mean-variance

relationship best predicts the variance at the decision threshold, and consequently, which mean-

variance relationship should be used in the sampling plan.

There are two methods of calculating the parameters for Taylor's power law and two

methods for calculating the parameters for Iwao's mean-variance relationship. The parameters

for Taylor's power law are most commonly obtained by fitting the following linear regression:

l o g s 2 = l o g ~ b l o ~ (Model 1)

where st is the variance, m is the mean, and n and b are the parameters of the relationship.

These parameters can also be obtained by fitting the following relationship using nonlinear

regression:

2 b s =am (Model 2)

where 2, m, a and b are as previouslydefined.

Parameters a and p for Iwao's mean-variance relationship can be derived by fitting:

(Model 3)

or by estimating directly by fitting:

s2= (a + l)rn+(p- 1)mZ . (Model 4)

A six step approach was used: 1) the true variance was calculated, 2) mean-variance data

were simulated, 3) parameters for the mean-variance relationships were estimated, 4) the

variances predicted at the decision threshold were calculated using the estimated parameters, 5)

steps 2-4 were repeated 1000 times, and, 6 ) finally, the predicted variances were compared to

the known variance for each of the mean-variance relationships.

met hods

Monte Carlo simuIation was used to evaluate the ability of four mean-variance

relationships to predict the variance at the decision threshold. The parameters for the

simulations cone fiom two sources: examples &om the literature and hypothetical values. It is

not always possible to find examples in the literature where one parameter varies systematically

while the others are held constant. Furthermore, it is difficult to find examples where the values

of the parameters adequately cover the whole range of possibilities. Consequently, simulations

with hypothetical parameters become an essential part of the experimental process, In these

experiments, parameters were varied one at a time, holding others constant. The parameters were

varied included: I ) the number of data points used to estimate the mean and variance; 2) the

number of data points used to estimate the mean-variance relationship; 3) the range of means; 4)

the value of the negative binomial k used to generate the insect samples; and 5) the position of

the decision threshold along the range of means in the mean-variance relationship. The

parameters used in the simulations are found in Table 2.1 for the hypothetical parameters and in

Table 2.2 for parameters fiom the literature.

Calculation of the known variance for the insect populations assumed a negative

binomial distribution with a specified mean and k The known variance was calculated as

s2=m+rn2/k, the variance of the negative binomial distribution, where m is the mean, s2 is the

variance, and k is the shape parameter of the negative binomial distribution.

Data were generated over the typical range of densities for each particular insect (e-g. 0 -

20 insectshanch). The data were simulated from a negative binomial distriiution with either a

common k or where k was dependent on the mean. For a given range of densities, a number of

Table 2.1. Parameters used for simulations to determine which mean-variance relationship provides the best prediction of the true variance at the decision threshold. Each simulation experiment consisted of 1000 Monte Carlo iterations. The decision thresholds were varied along the range of means at evenly spaced intervals. For each range of means, five decision thresholds equally spaced along the range of densities were tested.

Range of means n (used to estimate N (used to estimate mean- Negative binomial k means and variances) variance relationshid

Table 2.2. Parameters from the literature used for simulations to determine which mean-variance relationship provided the best prediction of the true variance at the decision threshold: T = decision threshold, n = number of data points used to estimate the mean and variance and N = number of data points used to estimate the mean variance-relationship. All parameters come from the references provided. In some cases it was necessary to digitize data and perform additional analysis. In cases where parameters were lacking and additional calculations could not yield the required parameters, hypothetical parameters were assumed.

Case Range T n N Negative binomial k Reference of means

1.20 Badenhausser and Lerin !??9 5.25

k=l.92+0.234rzr

24 0,10 Butts and Schaalje 1994 24 1,60 24 k - 0 . 0 12mea11~-t-0,234mean+0.1

7 0-40 25 100 16 0,95 Harcourt I967

8 0-5 0.4 40 15 5.56 Shaw et al, 1983

9 0-35 15 72 49 2.00 Allen et al. 1972

mean pest density values were selected at random. For each mean density, a sample was

generated and resulting sample mean and variance were calculated.

The parameters of the Taylor power law described by log.s2=loga+blogm were estimated

using ordinary least-squares linear regression. The parameters of the Taylor power law described

by s2=amb were estimated by nonlinear regression using Powell's (1965) algorithm. The

parameters of Iwao's mean-variance relationship described by s2 =(a + l)m + (P- l)m2 were

estimated by least squares multiple regression with no intercept- Finally, the parameters of

Iwao's mean-variance relationship derived fiom the regression of mean crowding on mean

I

density (rn = a -t ,Om ) were estimated using ordinary least-squares linear regression.

The variance predicted at the decision threshold using the Taylor power law was

calculated using s2=ot! For Iwao's mean-variance relationship, the predicted variance was

calculated using s2= (a + 1)t + ( P - 1)t .

The ability of a mean-variance relationship to predict the known variance was assessed

by:

The mean-variance relationship with the smallest relative error is the preferred model-

The use of ZOO0 Monte Carlo iterations to estimate the relative error was appropriate for

three reasons. First, 1000 iterations is within the common range of 100 - 20 000 iterations used

in simulations to estimate parameters of sequential sampling plans (Clark and Perry 1994, Binns

1994, Brewer et aI. 2994, Carter et al. 1994 Routledge and Swartz 199 2, Regniere et al. 1988,

Fowler 1983). Second, the objective of this chapter was to evaluate the relative performance of

the mean-variance relationships rather than the specific value of the relative error, this objective

was met using I000 Monte Carlo iterations. Finally, the experiments in this chapter were

repeated five to ten times as an informal test using simulations of 1000 Monte Carlo iterations

and the conclusions drawn fiom the results were consistent.

The results of the Monte Carlo simulations based on hypothetical parameters (Table 2.1)

were compared to the results of parameters fiom the literature (Table 2.2) in terms of whether

both sets of parameters resulted in selection of the same mean-variance relationship. The

purpose of this step was to assess whether the simulations done on the hypothetical parameters

(Table 2- 1) could be used to select the mean-variance relationship without doing additional

simulations. The comparisons were made where the hypothetical parameters were as close as

possible to the parameters From the literature. Where possible, the resuIts of the Monte Carlo

simulations for parameters fiom the literature (Table 2.2) were compared to the mean-variance

relationships that were (or would have been) selected using the conventional method (i-e. 8) in

the applicable papers.

The Monte Carlo simulations were run using a program written in C for this purpose.

The program is found in Appendix A. The variable definitions and algorithms used in the

random number generators are based on Binns (1994). The subroutines to calculate the

parameters of Iwao's mean-variance relationship based on the least-squares multiple regression

with no intercept and Taylor's power law based on nonlinear regression were written by J.

Regni6re.

Results

The position of the decision threshold relative to the range of means had an impact on the

ability of the different rnean-variance relationships to predict the true variance (Fig. 2.1).

Although within the low range of means (0-5), models 1 and 3 provided nearly equivalent

results, their ability to predict variance was unaffected by the threshold vatue (Fig. 2. I a). With a

wider range of means, however, model 3 outperformed all others (Fig. 2.1 b).

The sample size (n) used to estimate the means and variances affected the ability of the

models to predict the true variance (Fig. 2-21, although, the influence of n was small, with little

variation in the relative error. Model 3 generally outperformed the others, except when the

thresholds were near the upper range of values and the range was narrow (Fig. 2.2 b). Small

numbers of data points (N) used to estimate the mean-variance relationship (e0) tended to

increase the relative error considerably (Fig. 2.3). Beyond that point, however, the relative error

associated with the various mean-variance models remained nearly constant- Once again, Model

3 tended to outperform other models except when the threshold was near the higher end of the

narrow range of means (Fig. 2.3 b). The amount of aggregation (k) had an impact on relative

error only with the lowest values ( k ~ l ) . Beyond that, model 3 outpefiormed other models

consistentIy, except when the threshold was near the upper end of the narrower range of means

(Fig. 2.4 b). It is of interest to note, that when the range of means was small ( ~ 0 - S ) , variation in

the values of the relative error was larger than when range of means was Iarge (0-50) (Figs. 2.1-

2-4). This can be seen by the fact that the curves are smoother for simulations were the range of

means is 0-50.

In summary, Iwao's mean-variance relationship estimated by rn = a + model 3,

generally provided the best prediction of the true variance (Figs. 2.1-2.4). This was particularly

600 -1 "L - - - - Model 3 . Model 4

i

Decision th reshoid

Figure 2.1. Effect of varying the decision threshold on the ability of four mean-variance relationships to predict the true variance. The following factors were held constant: number of data points to estimate the mean and variance (100), number of data points to estimate the model (loo), negative binomial k (2). Model 1 is logs2=loga+blogm, Model 2 is 9=am6, Model 3 is m=a + Prn and Model 4 is 3=(a + I)m + (,O - l)m2. a) range of means, 0-5 and b) range of means, 0-50.

Range of means 0-5

Range of means 0-50

No. data points to estimate mean and variance

Figure 2.2 The effect of the number of data points to estimate the mean and variance on the ability of the rnean-variance relationships to predict the true variance. The following factors were held constant: number of data points to estimate the mean-variance relationship (1 OO), negative binomial k (2) , and the range of the means and thresholds indicated above. Model I is =iog.sz=loga+blogm, Model 2 is sZ=amb, Model 3 is + prn and Model 4 is +?=(a + 1)m +- ( P - 1)mt

Range of means 0-5

- - -Model2 180

----Model3 160 Model 4

t 0 20 40 60 80 100 0 20 40 60 80 100 a > -- Cr rn - a,

Range of means 0-50 700 - 120 -

t=8.3 C t=41.6 600 - 100 -

d 500 - 1.

100 - . 20 - - - - _ - - - - - - - - - - - - - - - - - _ 0 1 I I 1 0 1 I 1 I t

No. data points in mean-variance relationship

Figure 2.3. Effect of varying the number of data points used to estimate the mean- variance relationship on the ability of four mean-variance relationships to predict the true vm-ance. The following factors were held constant, number of data points to estimate the the mean and variance (100), negative binomial k (2), and the range of the means and thresholds indicated above. Model 1 is =logsl=loga+blogm, Model 2 is s2=amb, Model 3 is - + pm and Model 4 is s2= (a + I)m +(p- l)m2.

Range of means 0-5

- Model 1 200

- - - - - - Model 4

0 %. - - \ * 100 w - '

2 4 6 8 0 2 4 6 8

Range of means 0-50

Negative binomial k

Figure 2.4 The effect of the negative binomial k on the ability of the mean-variance relationships to predict the true variance. The following factors were held constant: number of data points to estimate the mean-variance relationship (100),the number of data points in the mean-variance relationship (100) , and the range of the means and thresholds indicated above. Model 1 is =logs2=Ioga+blogm, Model 2 is s2=amb, Model 3 is m=a + pm and Model 4 is + l)m + (P - I ) ~ ' .

evident for:

points used

decision thresholds at the lower end of the range of means, when there were few data

to estimate the mean and variance, and when there were few data points used to

estimate the mean-variance relationship.

The results of the Monte Carlo simulations based on parameters from the literature (Table

2.2) are summarized in Table 2.3. Of the nine cases fiom the literature, five agree with the

results from the Monte Carlo simulation results based on hypothetical parameters found in TabIe

2- 1

The results of the Monte Carlo simulations for parameters fiom the literature (Table 2.2)

were compared to the mean-variance relationships that were (or would have been) selected using

the conventional method (i-e. 8) in the applicable papen. In two of four cases where such a

comparison was possible, the results of the Monte Carlo simdation agreed with the selection of

the mean-variance relationship by the conventiona1 method (Table 2.3)-

Table 2.3. Ability of the four mean-variance relationships to predict the true variance at the decision threshold for nine cases from the literature (Table 2.2). For each case and model the relative error is reported, as is agreement with the simulations based on hypothetical parameters (Table 2.2) and whether Monte Carlo simulations agree with the mean-variance selected conventionally.

Case ~odei' . Agreement Model selected 1 2 3 4 conventionallv

Yes

Yes

No

No

No

No

Yes

Yes

Yes

** Model 1 - 1ogs2=loga+b1ow

Model 2 - s2=amb

Model 4 - s2= (a + 1)m + (P - l)m2

Discussion

There is considerable debate as to whether Taylor's power Iaw or Iwao's mean-

variance relationship is better at characterizing the relationship between the mean and variance in

biological systems (Tonhasca et al. 1996, Peny and Woiwod 1992, Routledge and Swartz 1992,

RoutIedge and Swartz 1991, Kuno 1991, Taylor et al. 1978). There is also debate on the

meaning and stability of the parameters of the mean-variance relationships (Taylor et al. 1998,

Taylor et aI. 1988, Downing 1986, Ito and Kitching 2986, Xu 1985, Taylor 1984, Bane rjee 1976,

iwao 1968, Taylor 196 1).

The beginning of the debate with respect to the parameters of the Taylor power law

seems to stem from the statement by Taylor (1961) in his original paper that b (s2=amb) is a

". . . true population statistic, 'an index of aggregation' describing an intrinsic property of the

organism concerned.. . "- Even the strongest advocates currently supporting the taw have backed

away from the original statement, by suggesting that the power law was never intended to be

species-specific (Taylor et al. 1998). They have further acknowledged that factors such as

environment and phenology play a large role in the value of the pameters of the power law

(Taylor et al. 1980)- The debate now currently ranges £?om, the Taylor power law is merely a

"convenient family of curves" (Routledge and Swartz 1992)' to the spatiaI parameter of the

Taylor power law has biological and sampling meaning subject to sources of variation (Taylor et

al. 1988). These sources of variation are generally agreed to include time of sampling, number

of samples, sampling method, location, phenology of the insect, and spatial scale (Perry 1997,

Clark and Perry 1994, Yamamura 1990, Sawyer 1989). For example, Sawyer (1989) using

simulation experiments found that Taylor's b varied with the size of the sample unit. Also,

Taylor et al- (1998) found that Taylor's b for the western flow W-p, FrankIinielIa occidenralis

(Pergande) varied with the location of the samples taken (i-e. within the canopy of the cucumber

crop or above the cannoy).

The debate surrounding the parameters of Iwao's mean-variance relationship is centered

on their stability, meaning and method of calculation. The parameters of Iwao's mean-variance

relationship include a, which is a measure of the organism's aggregation, and P, which is a

measure of how the organism uses its habitat (Southwood 1978). Some authors concerned about

the stability of Iwao's parameters suggest that very small errors in a may have very serious

consequences on the prediction of the variance (Ito and Kitching 1986). This effect is due to the

relatively small range of the a values when compared to range of mean values (Ito and Kitching

1986). The method used to calculate a and P in the m- m regression is of concern for some

8

authors because the calculation of both m and rn utilizes the same data, perhaps problematic

when rn and rn are used in regression (Ito and Kitching 1986). The parameters of Iwao's

relationship have some of the same problems as Taylor's power law when it comes to the factors

that affect them. Iwao's pararneters, as the parameters of the Taylor power law, are affected by

sampling method and time of sampling (Perry 1997, Gutierrez et al. 1980, Byerly et al. 1978).

It is difficult to draw a conclusion from this debate other than for some insects, Taylor's

8

power law seems to provide a better fit and for other insects, Iwao's m- rn regression seems to

provide a better fit, although some evidence suggests that Taylor's power law provides a better

fit for more insects (Routledge and Swartz 1992, Taylor et al. 1978). Many supporters of the

Taylor power law take the intellectually awkward position and advocate that because the Taylor

power law provides the ''best" fit most of the time, it ought to be used all of the time (Perry and

Woiwod 1992, Routledge and Swartz 1992). However, if Taylor's power law does provide a

better fit for more insects, this still does not convincingly argue that for the exclusive use of the

relationship (Routledge and Swartz 1992)- ObviousZy it is important to test several relationships

and use the "best" one.

The concept of choosing the "best" mean-variance relationship is aIso a source of

controversy because the criteria for choosing a mean-variance relationship are uncertain (Perry

and Woiwod 1992, Routledge and Swartz 199 1, Taylor et al. 1978). Taylor et al- (1978) used

two methods to assess the ability of Taylor's and Iwao's equations (models 1 and 4) to capture

the mean-variance relationship. The first method determines the maximum IikeIihood estimates

for the parameters in the models and then uses the residual mean squares to compare the models.

The second method fits the models as generalized linear models with a gamma error distribution

and then uses the mean deviances to compare the models. The second method has been criticized

because gamma errors assume that the variance is proportional to mean2, which would increase

the likelihood that the Taylor power law would have the better fit (Routledge and Swartz 1992).

Perry and Woiwod (1992) assessed the fit of Taylor's and Iwao's mean-variance

relationships using a variation of the method by Taylor et al. (1978). Perry and Woiwod (1992)

used the logarithm of the ratio of the mean deviance (that was a result of fitting a general linear

model with a gamma error) of the model in question divided by mean deviance of a generalized

mean-variance model they developed. They referred to this measure of fit as "an informal guide

to the comparative fit.. ." of the mean-variance relationships, not a convincingly robust approach.

This approach also has the disadvantage of using the garnma error that was described previously.

The approach of Routledge and Swartz (1 99 1) for assessing the fit of the mean-variance

relationships was to focus on the objective of the relationships, in other words, the prediction of

variance. To this end, they calculated the sum of squares of the difference between the actual

variance of data points in the mean-variance relationship and the predicted variance arid then

create a ratio between the sum of squares of the predictability of the Taylor power law over the

predictability of Iwao' s mean-variance relationship. This approach has been criticized because it

may confer an advantage to Iwao's mean-variance relationship because the least squares

regression used to estimate Iwao's mean-variance relationship minimizes a component of the

ratio they created (Perry and Woiwod 1992, Routledge and S wartz I 99 1).

It is standard practice in insect pest management to rely heavily on the value of the ? of

the mean-variance reiationship to decide which relationship is most appropriate (Meikle et al.

1998, Coffelt and Schdtz 1994, Palumbo et al, 1991, Walker et al. 1984). As outlined in the

introduction, this approach is particularly perilous-

The approach to evaluating the mean-variance relationships used in my thesis was based

on the ability of the relationship to predict the variance at the decision threshold.

Mathematically, the approach used in this chapter is similar to that of Routledge and Swartz

(I99 1) with three important differences. First, Routledge and Sward (199 1) compare the

predicted variance at a particular mean (which is calculated from sampies collected) to the actual

variance at that mean calculated from the collected samples. The approach used in this chapter

was to compare the known variance to the appropriate predicted variance. Second, the approach

by Routledge and Swartz (1991) compares the predicted variance of each point along the mean-

variance relationship to the actual variance along that mean-variance relationship. The approach

used here focused exclusively on comparing the predicted variance at the threshold to the known

variance at the threshold. Third, they square the difference between the actual and predicted

variance, as opposed to taking the absolute value as was done here.

One approach for evaluating the mean-variance relationships is to analyze them

exclusively from a theoretical perspective and choose the relationship that is the closest to the

variance of the negative binomial distribution. The theoreti-I approach is very important and

needs to be incorporated. Kvalseth argues in his 1985 paper and I would agree, that when

selecting a model there should be justification from both a theoretical and empirical perspective.

And that is exactly what this thesis does when selecting a mean-variance relationship. The

variance that is used as the test, is the theoretical variance based on the negative binomial- I

discuss in the thesis the reasons for using the negative binomial distribution. The empirical data

and the sample variances calculated From it are then compared to the theoretical values. When

one has the actual variances &om the biological system on hand, it seems sensible to see if the

actual variances agree with the theoretical ones. What the thesis does is perform this check in a

rigorous manner.

Based on the Monte Carlo simulations of the hypothetical parameters (Table 2. I), the

Iwao's mean-variance relationship estimated by m- rn generaIIy provided the best prediction of

the true variance at the decision threshold- This result is consistent with the literature to the

extent that there is some evidence that suggests Iwao's mean-variance is a more appropriate

model (Routledge and Swam 1992, Routledge and Swartz 1991). However, factors such as the

number of points used to estimate the mean and variance, the range of the means in the mean-

variance relationship, and the position of the decision threshold along the mean-variance

relationship play a role in the ability of the mean-variance relationship to predict the true

variance at the decision threshold.

The location of the decision threshold along the range of means had an impact on the

relative errors when estimating the variance at the decision threshold (Fig. 2.1). This result is

consistent with the literature for both Taylor's power law and Iwao's mean-variance relationship.

Various authors have found that the fit of the Taylor power law is quite poor at lower densities,

where the variance is underestimated (Leps 1993, Routledge and Swartz 199 1). McArdle et aI.

(1990) found the bias in Taylor's power law was largest at mean densities between 0 and 20,

which they quite correctly point out, is a very common range for means in ecotogical studies.

Perry and Woiwod (1992) found that there was a "systematic" lack of fit with Iwao3 mean-

variance relationship. In particular, they found that Iwao's mean-variance relationship

overestimated the variance at the extremes of the relationship and underestimated the variance in

the middle of the range. Because the ability of the models to predict the variance is highly

dependent on the position of the decision threshold, the model used should be chosen on its

ability to perform at the desired threshold- Especially, given that the key parameter of Iwao's

sequential sampling plan is the variance at the decision threshold.

The relative errors varied with the number of points used to estimate the mean and

variance and the number of points used to estimate the mean-variance relationship (Figs. 2.2 -

2.3). This is consistent with the resdts of previous studies. Downing (2986) found that b

(consequently the predicted variance) varied considerably with the number of data points used to

estimate the mean, variance and the mean-variance relationship. For example, the number of

data points used in estimating of b for Papillia japonicum and Pyrausta nubilofis had a dramatic

effect on their value even though samples were taken at the same sites and dates (Downing

1986). Other authors have also found that the number of data points used in estimation

substantially impacted the predicted variance (Taylor et al. 1998, Leps 1993, Taylor et al. 1988)

The range of means used in the mean-variance relationship in some cases had an impact,

although minor, on the models' abiIity to predict the true variance. This result is also consistent

with previous work, When considering the parameters of the Taylor power law using Monte

Carlo simulation, Downing (1986) found that estimates of b (and consequently the variance)

varied with the range of means in the mean variance relationship. The range of means also has

an impact on the parameters of Iwao's mean-variance reIationship. Gutierrez et al. (1980)

evaluated the distribution of Acyrthosiphon kondoi over time and found different parameters for

Iwao's mean-variance relationship. Taylor (1984) reanaIyzed the results of Gutierrez et al.

(1980) using the Taylor power law and found that the only difference was the ranges in the mean

at different times. Taylor (1984) concluded that the difference in the parameters of Iwao's

relationship found by Gutierrez et al. (1980) was due to the difference in the range of the means

and not a change in the distriiution of the insect over time.

The relative error varied more when the range of the means was small, 0-5 (Fig. 2.4).

These results are again consistent with previous findings in the literature. Using Monte Carlo

simulation Downing (1986) found that the range of Taylor's b is largest when the range of means

is small. Furthermore, he showed that extreme values of 6 were common at small ranges of the

mean in the mean-variance relationship. Taylor et al. (1988) recognized the impact of a small

range of means and suggested that the range of means be as large as possible when estimating

the parameters of Taylor's power law. A narrow range of means can also lead to "alarming

results" when estimating Iwao's mean-variance relationship (Taylor 1984).

When the factors that have been shown here and in the literature to have an effect on the

predicted variance are kept constant (i-e. the number of data points used to estimate the mean and

variance, number of data points used to estimate the mean-variance relationship, position of the

decision threshold, range of means) and the negative binomial k is varied, the order of best fit for

the relationships is also fairly constant. Clearly, when those factors that are known to have an

effect are not varied one would expect the ability of the different mean-variance relationship to

be fairly consistent in their ability to predict the variance-

Factors such as the range of means and the number of data points used to estimate the

mean, variance, and mean-variance relationship have an effect on the predicted variance.

Downing (1986) warns that bias in Taylor's b (and consequently the van-ace) is "a major

technical problem..- comparisons of b should only be made where identical levels of replication

are used and equivalent ranges of M we mean] are examined." Based on the work in this thesis

and previous work cited above, this caveat is just as valid for Iwao's meamvariance reIationship.

Of the nine cases fiom the literature, five agree with the resuits fiom the Monte Carlo

simulation results based on the hypothetical parameters in Table 2.2. These results indicate that

it is necessary to perform simulations on a case by case basis. The mean-variance relationships

selected based on Monte Carlo simulation (parameters from the literature) were compared to the

relationships that were (or would have been) selected using the conventional method (i-e. 12). In

two of four cases where such a comparison was possible, the results of the Monte Carlo

simulation agreed with the selection of the mean-variance relationship based on the 8. These

results further support that the conventional method is not adequate to select a rnean-variance

relationship for use in Iwao's sequentid sampiing plan and selection of a mean-variance

relationship by Monte Carlo simulation as outlined in this thesis is necessary,

When selecting a mean-variance reIationship for Iwao's sequential sampling plan, the

approach recommended here would be to choose the model that can best predict the vm*ance at

the decision threshold. The ability of the mean-variance relationship to meet this goal should be

evaluated using Monte Carlo simulation as conducted here with the same parameters that will be

used in the plan.

Methods for selection ofthe mean-variance relationship - a guide for the pest manager

1 The pest manager must first ensure that they are using the correct sample unit for the insect

pest. Recommendations for the characteristics of an appropriate sample unit are given in

Momk (1955) and Southwood (1978) and are: 1) all sample units should have an equal

chance of selection, 2) the sample unit should be stable, 3) the proportion of the pest

population living on the sample unit should be constant, (for the appropriate deveIopmentai

stage), 4) it should be possible to convert the sample unit to the number insects per unit area,

5) the sample unit should be small enough to be manageable, and 6) the unit shodd be

clearIy identifiable in the field. The methods for achieving the above are also given Momis

(1955) and Southwood (1978).

2. The pest manager must ensure they are sampling the pest at the correct time of year

(Southwood 1978). To this end the manager must be familiar with the biology and ecology

of the insect Often degree-day rnodeIs can help insure that the manager is achieving this

goal (Rodriguez and Miller 1999, Goldson et al- 1998, Dent 1977)-

3. The pest manger must also know the decision threshold for the pest, the methods for

determining this threshold are discussed in Weinzierl et ai. 1987 and CoffeIt and Schultz

1993.

4- Once the sample unit and time of sampling have been identified the manager can proceed to

sample the insects over representative fielddforest stands from which sampIe means and

variances will be calculated. It is recommended that no Iess than 20 fieldsktands be sampied.

The next step is to determine the statistical distribution of the insects on the sample unit.

Potential distributions (normal poisson, negative binomial etc.) can be tested using the X2 test,

additionally, the U or T tests can be used for the negative binomial distribution (Sokal and

Rolf t 995, Southwood 1978). Once the appropriate statistical distribution has been

identified, the variance of the distribution is obtainable fiorn any standard statistical text, and

the 'true' variance at the decision threshold can be calculated-

5. The manager now has all of the information needed to run the Monte Carlo simulation: the

decision threshold, true varknce at the decision threshoId, the distribution o f the insects in

the sample unit, the number of stands sampled, the number of samples per stand and the

range for insect densities. This information can then be entered into the program in

Appendix A and the mean-variance relationship with the lowest relative error is the mean-

variance relationship that should be used in Iwao's sequential sampling plan. The program in

Appendix A is designed for use when the distribution of the insects on the sample unit is

negative binomial, the most common distribution for insects, however, the program can be

altered appropriately for insects that follow other distn-butions.

CHAPTER 3

The effect of uncertainty in the decision threshold on Iwao's sequential sampling plan

Introduction

iwao's sequential sampling plan has three components: 1) decision threshold, 2)

predicted variance at the decision threshold and 3) desired accuracy. However, the decision

threshold in most cases is not known with certainty. This uncertainty should be considered when

developing a sequential sampling plan, so that realistic Operating Characteristic (OC) and

Average Sample Number (ASN) curves can be obtained to assess the performance of the plan.

The focus of chapter 3 is to incorporate uncertainty in the decision threshold when evaluating the

sequential sampling plan using OC and ASN curves-

There are two main sources of uncertainty in the decision threshold- The first is the

relationship between insect density (X) and subsequent damage (Y), which is often derived from

regression analysis such as illustrated in Figure 3.1. Such a relationship is an approximation, the

certainty of which is related to goodness of fit

The second source of uncertainty is the damage threshold itself- This is the level of insect

damage that is considered unacceptable- The usual method of determining the decision

threshold is to use inverse prediction (Zar 1996). Inverse prediction is solving for the X value in

linear regression (Y = b,;blX) given Y, b, and bl. The damage threshold is usually treated as a

point estimate known with certainty. In fact it is often a parameter determined from data and has

uncertainty associated with it. Uncertainty about the damage threshold should therefore be

incorporated into the estimate of the uncertainty of the decision threshold.

Number of fourth insbrs per 100 shoots

Figure 3.1. The relationship between the density of fourth instar jack pine budworm and subsequent defoliation, = 8.347 + o-ggox,, (r=0.76, dfd8,p<0.0 1). Data from Nealis et al. 1997.

Previous work has attempted to look at the problem of uncertainty in decision thresholds

in the sequential sampling of insect pests. Nyrop and Bims (1992) addressed the issue while

developing a binomiai sampling plan based on Wald's equations. They did this by converting a

decision threshold based on density to a threshold based on the proportion of sample units

infested. The number of insects that constitute an infested sample unit is often called the tally

threshold (Binns and Bostonian 1990)- The threshold based on the proportion of sample units

infested is determined by modeling the relationship between the mean pest density and the

proportion of sample units infested- Once the relationship between density and the proportion of

sample units infested has been derived, then the decision threshold based on density is

substituted into the model and the decision threshold based on the proportion of infested units is

obtained. It is to this relationship that uncertainty was added. Note that in this case the decision

threshold based on density is still considered to be known with certainty, it was only the

interpolated value (proportion of sample units infested) that was considered to have uncertainty

associated with it. The objective of chapter 3 is to incorporate the uncertainty of the decision

threshold into Iwao's sequential sarnpling plan using Monte Carlo simulation.

There are no equations for the OC and ASN curves for Iwao's sequential sampling plans.

They must be derived by Monte Carlo simulation. This approach tests a given sampling plan a

large number of times and then constructs the resulting OC and ASN curves. In this chapter,

Monte Carlo simulation was used to incorporate the uncertainty of the decision threshold into

the construction of these curves.

Methods

Rather than testing a plan repeatedly with the same decision threshold value, a new

threshold was generated at each run of the Monte Carlo simulation. Throughout this chapter,

experiments were based on 5000 Monte CarIo runs. The resulting OC and ASN curves were

then compiled

Decision thresholds were generated using a six-step process.

1. A relationship between insect density (X) and insect damage (Y) was taken from the literature

(Table 3- I),

Y=b,+b*X + E

where E E N(0, ME) is assumed (MSE is the Mean Squared Error fiom the original

regression analysis).

2. A fixed number of X vaIues were calculated over the range of the insect densities suggested

by the literature.

3. Corresponding Y values (i-e. to each X) were generated with equation in step 1 assigning a

random value to E.

4. The new Y values were regressed on the generated X values and new values b,' and bl'

were estimated by ordinary least square regression.

5. Uncertainty in the damage threshold Yth was incorporated by randomly generating

thresholds fiom a normal distribution with a given mean and standard deviation (parameters

were taken fiom the literature).

6. A decision threshold (Xrh) was then calculated from b,', bl' and damage threshold Yth

Table 3.1. Parameters from the literature used in Monte Carlo simulations to calculate the Operating Characteristic and Average Sample Number curves for Iwao's sequential sampling plan incorporating uncertainty in the decision threshold.

case' Damage threshold Standard deviation Decision threshold Jm k Reference of the damage threshold

I 1.1 8 s c a d 1 00 pods2 0.25 2 1.1 8 scars/~ 00 pods 0,25

3 insects/lo sweeps 0,4 1 1 Weinzierl et al. 1987~ 3 insects/lO sweeps 0,4 1 8

3 25% defoliation4 7.0 4.8 egg masses 15,l 1 Coffelt and Schultz 1993~ 4 25% defoliation 7,O 4,8 egg masses 15,l 8

' ~ ~ u a t i o n s and parameters were taken directly from the literature or calculated from digitized data from the literature. Where parameters were lacking and additional calculations could not yield the required parameters, parameter values were assumed.

2 damage = 0.29+insect + 0.30, N=45 western spotted cucumber beetle, Diubroticu ~cndecinrpunctutc~ rmndecin~pimcratcrncutu Mannerheim

' damage = 7.7*insect - 1 1.8, N=24 orangestriped oakworm, Anisotu sencrtoria (J.E. Smith)

The effect of increasing uncertainty in the decision threshold on the Operating

Characteristic and Average Sample Number curves was investigated using a hypothetical

example. The relationship between damage and density was modeled by Y= 100X, N=20, with a

range of 0-1 for insect density and a decision threshold of 0.5. Three levels of uncertainty were

modeled for both the standard deviation (SD =JE) of the regression error and SD of damage

threshold (Yth), the levels were 10,20 and 30.

To examine the effect of the position of the damage threshoId along the range of densities

in the insect damage v. insect density regression, holding all other factors constant, the damage

threshold was varied fiom 10 to 90% of the density range (Table 3.2). To examine the effect of

the regression error, the SD of the regression error was increased from 5-50, holding all factors

constant (Table 3.2). Finally, to examine the effect of the number data points in the regression,

N was varied fiom 5 - 50 hoiding all other factors constant.

The Monte Car10 simulations were done using a computer program written in C for this

purpose. The program uses some of the algorithms and variable definitions found in Bims

(1 994).

Table 3.2. A hypothetical example used to determine the effect of various parsmeters on the uncertainly of the decision threshold from the regression of insect damage on insect density. The range of insect damage (Y) was 0-100 and the range of insect density (X) was 0- 1.

Effect Range of effect Decision threshold Jm N (density v. damage regression)'

Damage threshold

N (density v. damage regression)

' ~ h e relationship between insect density and subsequent damage was assumed to be Y = IOOX.

Results

Uncertainty in the decision threshold reduced the accuracy of the sequential sampling

plan when compared to a sequential sampling plan where the decision threshold was considered

certain. This was illustrated by a flattening of the OC curve (Figs. 3.2 a, b and 3.3 a, b).

Increasing uncertainty in the decision threshold resulted in an OC curve that became increasingly

flatter (Fig 3.4 a). There is was corresponding decrease in the average number of samples

needed to reach a decision near the threshold, but an increase in the number of samples needed

near the tails of the ASN curve (Figs. 3.2 c, d and 3.3 c, d). As uncertainty in the decision

threshold increased, the ASN curve became flatter (3.4 b). Also, when the insect distribution was

highly clumped (k=l) more samples were required to reach a decision than when the insects were

less aggregated (lr-8) (Fig. 3-2 c and d).

As the position of the damage threshold along the density range moved away from the

mid point, the uncertainty in the decision threshold increased, by a factor of two (Fig. 3.5 a).

As the regression error ( JE ) increased, the uncertainty of the decision threshold increased

proportionately by a factor of 10 (Fig. 3.5 b). In contrast, the uncertainty in the decision

threshold decreased by a factor of five as the sample number increased fiom 5 to 50 (Fig. 3.5 c).

0 2 4 6 O 2 4 6 Mean density Mean density

Figure 3.2. Effects of uncertainty in the decision threshold on the Operating Characteristic and Average Sample Number curves for the western spotted cucumber beetle, Diabrotica undecimpuncf~fa undecimpunctota Mannerheim , Weinzierl et al. 19 87. --- uncertainty in decision threshold while; - decision threshold is known with certainty.

0 5 10 O 5 10 Mean density Mean density

Figure 3.3. Effects of uncertainty in the decision threshold on the Operating Characteristic and Average Sample Number curve for the orangestriped oakworm, Anzsota senatotza (J.E. Smith), Coffelt and Schultz 1993. --- uncertainty in decision threshold; -the decision threshold is known with certainty.

No uncertainty - - - - - - - SD=lO

---- S W 2 0

S B 3 0

0 0.5 1 Mean density

Figure 3.4. Effect of increasing uncertainty in the decision threshold on the Operating Characteristic and Average Sample Number curves. As uncertainty in the decision threshold increases the Operating Characteristic and Average Sample Number curves become flatter,

Damage threshold Yth

SD regression error

No. points in den. vs dam. regression

Figure 3.5. Effect of various factors on the uncertainty of the decision threshold: a) effect of the position of the dama e threshold, b) effect of the magnitude of the regression error expresses as -F MSE and, c) effect of the number of the data points used to estimate the relationship between insect density and insect damage. The dependent variable in all cases is the standard deviation of the decision threshold-

Discussion

Uncertainty in the decision threshold decreased the classification accuracy of the

sampling plans. There was also an accompanying decrease in the average number of samples

needed to reach a decision near the threshold with an increase in samples needed when density

was further away fiom the threshold. As uncertainty in the decision threshold increased, the

effects on the OC and ASN curves also become more pronounced (Fig. 3.5). The implication for

pest managers is that as uncertainty in the decision threshold increases, there is a proportional

decrease in classification accuracy-

Intuitively, the less certai-n the boundaries used to make a decision, the more likely a

classification error becomes. Mathematically, the flattening of the OC curve is a result of

averaging several curves based on different decision thresholds. OC curves have lower

classification values when the decision threshold is fiom the left tail of the distribution than if it

comes from m h e r right in the distribution- The averaging of the "high" and "low" values results

in intermediate values, which flattens the OC curve (Fig. 3.6). The same effect is seen for

decision thresholds at the right tail of the distriiution, with the curves responsible for the "high"

and "low" values being reversed. A similar explanation accounts for the shape of the ASN curve

when there is uncertainty in the decision threshold.

In the literature cases there is a clear effect of the negative binomial k (Table 3.1). In a

highly aggregated population (hl), the OC curve is flatter than in a less aggregated population

(k8). The more a population is aggregated, the higher the variability of counts in a sample, and

the less accuracy one can achieve with a given sampling plan. Also, when a negative binomial k

of 1 is used, the average number of samples needed to reach a decision is higher than when a k of

Mean density

Figure 3.6- Averaging these two Operating Characteristic curves results in a flatter curve.

8 is used. Thus, the more clumped a population, the more samples required to reach a decision

with a parti-cular sampling plan.

The position of the decision threshold along the regression had a two-fold effect on

variability of the threshold (Fig. 3.5 a). As can be seen from the equation below, the uncertainty

of the damage threshold (by extension the decision threshold) is smallest at the mean ( X) and

increases in both directions (Zar 1996)

There was a direct proportionality between the regression error ( ~ I S E ) in the damage

density regression and uncertainty in the decision threshold (Fig. 3.5 b). The poorer the

relationship, the less certain one can be about the value of the decision threshold- The

uncertainty of the decision threshold was also inversely proportional to sample size (number of

points in the damage-density regression) (Fig. 3.5 c). Increasing the number of data points in

the regression improved the estimate of the parameters of the regression and decreased the

variability of the decision threshold.

Nyrop and Binns (1991) incorporated the uncertainty of the predicted variance in Iwao's

sequential sampling plan by varying the variance at the decision threshoid for each run of the

Monte Carlo simulation- They assumed that the distribution about the y values in the regression

logs2= logn+bIogm was normally distributed. However, they then took the antilog of logs2 to

determine the predicted variance on the original scale resulting in a highly skewed distribution of

s2 vaiues that may not be an accurate description of the distribution of the predicted variance.

Uncertainty in the decision threshold was indirectly incorporated into Wald's binomial

sequential sampling plan by Nyrop and Binns (1992), who rnodeIed uncertainty in the proportion

of samples with more than x insects ( 6 ). The value of S was determined from a relationship

between insect density and the proportion of samples with more than x insects, and a constant

threshold based on density. Uncertain9 in the decision threshold per se is not considered. Nyrop

and Bims (1992) assumed that 6 was normally distributed and generated 1 1 OC and ASN

curves using vaIues of 6 spaced equally along its range. Then, based on a weighted average,

using the standard normal distribution, the overall expected OC and ASN cunres were compiled.

Nyrop and Binns (1992) differ in several ways from the work in this thesis. Our approach

was to use a large number (5000) of randomly generated decision thresholds from which to

compile the final OC and ASN curves. Nyop and Binns (1992) used Wald's sequential sampling

plan while the work here is based on Iwao's sequential sampling plan- Moreover, the Wald plan

used by Nyrop and Binns (1992) is a binomial plan, while Iwao's plan used here is based on

density and not intensity-

The work of Nyrop and Binns (1992) was based on previous work by Binns and

Bostanian (1990 a by 1988) who provided a method to increase the robustness of Wdd's

binomial sequential sampling plan. Essentially, these papers argued that by increasing the

sample size the classification accuracy of the Wald's binomial plan could be increased.

Specifically, by increasing the tally threshold one could create a sequential sampling plan that

was more robust. This effect was largest when the insects sampled followed a negative binomial

distribution and the k was not constant.

It is important that the pest manager consider uncertainty in the decision threshold when

using Iwao's sequential sampling plan. Such uncertainty in the decision threshold has the effect

of reducing the accuracy of the sequential sampling. Two approaches can be used to mitigate the

reduction in accuracy due to an uncertain decision threshold. One is to increase the sample size

in an attempt to increase classification accuracy, while the other is to decrease uncertainty

around the decision threshold by improving the relationship between pest density and subsequent

damage. The conventional approach used in the sequential sampling of insect populations is the

former. It is widely advocated that one should manipulate the parameters of the sequential

sampling plan until satisfactory OC and ASN curves are obtained (Carter et al. 1994, Binns

1994, Brewer et al. 1994, Nyrop and Binns 1991). The problem wi-th this approach is that raising

the sample size to increase ~Iassification accuracy involves increasing the resources required to

determine if the pest population is just slightly above the decision threshold or just slightly

below. This level of accuracy may be out of proportion with the precision of the threshold itself.

It is clear that increasing sample sizes to improve classification accuracy (create a steeper OC

curve) makes IittIe sense for parts of the curve that are in the area of uncertainty about the

decision threshold (Fig 3.7).

We suggest that it would be more usefid to focus on the information used to create the

decision threshold rather than on increasing sample size. This approach directly addresses the

probIem of the decision threshold. Reducing this uncertainty leads to more accurate

classification of the insect population- It can be achieved by improving the accuracy of the data

used in the regression of pest damage on pest density (either by increasing the number of sample

mean density

Figure 3.7. A hypothetical Operating Characteristic curve indicating uncertainty (dotted region) about the decision threshold.

units used to calculate the pest density and subsequent damage, or by increasing the number of

points along the damage-density regression).

Although this may seem to be an expensive soIution, improving the quality of the data on

which the decision threshold is based, is the most practical approach in the long run. The

decision threshold in most cases is only defined once. The resulting sequential sampling plan

may be used in hundreds of field/stands each year for many years. An approach advocating

increased sample size in each sampling plan means that the sample size must be increased in

each of the hundreds of sites each year. Over several years, this is clearly an extremely

expensive option. The option advocated here puts resources into decreasing the uncertainty of

the decision threshold, and this will save costs in the long term,

General Discussion

The objectives set out at the beginning of this thesis were to improve the decision making

and management of uncertainty when using Iwao's sequential sampling plan The objectives

were addressed in two interrelated parts of the thesis.

In the first part of the thesis, the specific objective was to develop an approach for

selecting a mean-variance relationship for use in Iwao's sequential sampling pian. One of the

critical components of Iwao's sequential sampling plan is the variance of the pest at the decision

threshold that is determined from a mean-variance relationship. This is a key area that needs

research because the conventional approach in insect pest management (i-e. 2) (Meikle et al.

1998, CofEelt and Schultz 1994, Palumbo et al- 1991, Walker et al- 1984) is incorrect (Scott and

Wild 199 1, Kvalseth 1985). Choosing the wrong mean-variance reIationship in a sequential

sampling plan can result in poor and misleading plan performance.

The approach developed here is based on Monte Carlo simulation to evaluate the ability

of the mean-variance relationship to predict the true variance at the threshold. Selection of a

mean-variance relationship for Iwao's sequential sampling plan can now be accomplished in

terms of the specific requirements of the plan By improving the selection of the components

that are required in Iwao's sequential sampling plan, the decision-making resulting from the plan

is improved. A role in the selection of the mean-variance relationship was dependent factors such

as the position of the decision threshold and the number of data points used to estimate the mean

and variance. Given the influence of these factors it is suggested that the Monte Carlo

simulation be done for each pest system. The results of the simulation show that in general,

Iwao's mean-variance regression based on rn = a + b. will best predict the true variance at the

decision threshold.

The first and second parts of this thesis are linked by the mean-variance relationship. The

mean-variance relationship selected by using the approach in Chapter 2 should be used when

modeling the uncertainty of the decision threshold as described in Chapter 3.

The objective of the second part of the thesis was to incorporate uncertainty into the

decision threshold using Iwao's sequential sampling plan. Given the importance of uncertainty

in decision making (Chacko 1991, Gardenfors and Salin 1988, Jones 1977, Lindley 1971), the

quantification of the effects of uncertainty in the decision threshold is a significant addition to

the literature. The many sequential sampling plans based on Iwao's (1975) traditional

sequential sampling plan described in the introduction underscores the broad applicability of this

thesis (Legg et al. 1994, Nyrop et al. 1989, Nyrop 1988). By quantifying the effects of

uncertainty due to the decision threshold the pest manager is able to accurately assess the

performance of sequential sampling plans and consequently make better management decisions.

Research from this thesis provides practical recommendations for the pest manager, both

in terms of selecting the mean-variance relationship and uncertainty of the decision threshold.

First, the mean-variance relationship should be selected on the basis of its ability to predict the

true variance at the decision threshold. The selection should be based on Monte Carlo

simulation as outlined in this thesis where the true variance is compared to predicted variance.

The meamvariance with the smallest relative error at the decision threshold should be chosen.

The parameters of the Monte Carlo simulation should reflect the conditions under which the plan

will be used.

Second, it is important that the pest manager consider uncertainty in the decision

threshold when using Iwao's sequential sampling plan. Uncertainty in the decision threshold

reduces the accuracy of the sequential sampling plan as evidenced by the flattening of the

Operating Characteristic curve. If pest managers are concerned about the effects of an uncertain

decision threshold, they should focus on improving the quality of data on which the threshold is

based rather than increasing the sample size. The quality of the data can be improved by

increasing the number of sample units used to calcdate the pest density and subsequent damage,

and/or by increasing the number of pints along the regression. Using the approaches outlined in

this thesis, will improve decision making for pest managers when using Iwao's sequential

sampling plan.

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APPENDIX A

/******************************************************************

This program evaluates the ability of four mean-variance relationship to estimate the true vm-ance at the decision threshold.

The true variance for this program is based on the TPL and vaIues of a and b assumed to the the true parameters. A companion program assumes that the true variance is based on Iwao's mean variznce relationship.

The four mean variance relationship evaluated are:

Taylor power Iaw: log(vm*ance)= Ioga + blog(mean)

Taylor power law: variance=a*rnean%

[wao linear : mean-crowding = mean*b+a

Twao polynomial : variance = (a t1 )*mean+@-l)*meanA2

The mean-variance relationships are evduated interms of 'absolute errof and 'rejative error'

Absoiute error is the sums of squares of the predicted-variance - known-variance Relative error is the sums of squares of the (predicted-variance - known-variance)/knownwnva~ance

void seedrnn(void); int ngb(float rneaqffoat k);

extern void -stdcall POWELL(doub1e *x, doubIe *y, int n, double *a, double *b, double 5-2);

extern int matrRegress(doub1e *x, double *y, double *b, double *bO, double *cov, double *rsq, int nfac, int n, int zero);

void main0

// variables for nonlinear and polynorniaI regression

double x[lOO],y[lOO],?cx[200]; double a=2,b=2; double r 2 ; double wv[4]; double p[2]; doubIe bO; int i, j, n; int zero-intercept;

// variables for linear regression - TPL and mc-m

float rnrnin,mrnax.,rninc,antia,f hownvar; float k,kv; char file[ 121;

// variable to allow program to pause until // input by user causes progam to close

char buffer11 21;

// sums of squares - of the different predicted variances

float sstpl,ssiwao,sspowell,sspol;

int rowm,colrn,count,q;

int datapt,mvnum,ic;

float d r ; float bsxb2q

float xy; float xsum; float ysum;

float xmean.,yrne~afbt;

I/ variables for the reIationship between density and k

float kslope,kint;

I/ varian b i es for merge

float apowell,bpowell,apo~bpoI;

I/ variables for the relative error

float rsstp~rssiwao,rsspow,rsspol;

// arrays for cdculation of the mean-variance parameters

float *d, *Is *\Y, *means, *m, *d7 *bsxb2, *var, *mc;

int **data;

I/ arrays for predicted vm-ance

float *pvtpl, *pviwao, *pvpowell, *pvpol;

float *difipl, *difiwao, *difpowell,

*dif$ol;

// variables for the relative error arrays

float *reltpl, *reliwao, *relpowell, *relpol;

if( (pvtpl=(float *)malIoc((RNUM+ 1)*sizeof(float)))=NULL) ( printf("pvtp1 allocation hiledh"); exit(1);

1

iq (pvpoweII=(float *)md loc(@WLM+ I)*sizeoqfloat)))=NCZL) ( printf("pvpowelL allocation failedh"); exit(1);

1

if( (pvpol=(float *)ma1 loc((RNCIM+ I)* sizeofTfloat)))==NULL) { printf("pvpo1 allocation failedh"); exit(1);

1

// vviables for the difference between the known var and the // predicted variance

if( (diftpl=(float *)malloc((RNUM+l)*sizeo~float)))=NULL) ( printf("difip1 allocation failedh"); exit(1);

1

if( (di fiwao=(float *)malloc((RNUM+ I)*sizeuqfloat)))=NULL) ( printqWdifiwao allocation failedW); exit(1);

1 if( (di@oweli=(float *)malloc((RNUM+i)*sizeof(float)))=NULL) {

prin~difpowell dlocation failed\nn); exit(1);

1

if( (dif$ol=(fl oat *)malloc((RNUM+1)*sizeo~float))~NULL) (

printf("difpo1 allocation fai1ed\nm); exit(1);

f

// dynamically assigned relative error arrays

iq (reltpl=(float *)rnalloc(@NUM+ l)*sizeoqfloat)))=NULL) { printf("reltp1 allocation failedh"); exit(1);

1

i f ( (reliwao=(fIoat *)malloc((RNUMf l)*siteoflfloat)))=NWLL) { printf("re1iwao allocation failed\.); exit(1);

if( (reIpowell=(float *)md loc((l2NUMf l)*sizeoqff oat)))=-) ( printq"relpowe1l allocation fiiledh"); exit(1);

if( (relpoI=(float *)rnalloc(~iUM+l)*sizeo~float)))=NULL) { pn'ntfCWreIpol allocation faiIed\nW); exit(1);

1

xmean = 0; ymean = 0; sx21-0; bsxb2r4;

I* code to create an output file */

obtain necessary data ************************************************************************/

I* read inputs from a file *I

/I reads the threshold 't'

/I reads file name

I/ reads Taylor power law 'a'

I/ reads Taylor power law 'b'

I/ reads Iwao 'a' fiorn m*-m regression

/I reads iwao 'b' fiom m*-rn regression

// reads minimum for range of means

// reads maximum for range of means

I reads k

I/ reads number of points used to estimate the mean and variance

// reads number of points dong the m-v relationship

/I dynamicdIy assigned arrays

if( (d=(£loat *)rnalloc((mvnurn+l)*sizeo~float)))=NULL) ( pnntf("pvtp1 allocation failedh"); exit(1);

1

if( (lx==float *)malloc((mvnurn+l)*sizeof(float)))=NULL) { printf("pvtp1 allocation failedW); exit( I);

1

if( (Iy=(float *)malloc((mvnum+l )*sizeof(float)))=NULL) ( printfT"pvtp1 allocation failedh"); exit(1);

1

if( (means=(Roat *)malloc((mvnum+ l)*sizeoqfloat))~NULL) { printqWpvtpi allocation failedh"); exit(1);

1

iq (m=(float *)mdloc((mvnurn+ 1 )*sizeo4float>)))=NULL) ( prinNNpvtpl allocation faiIed\nW); exit(1);

1

iq (sx2=(float *)mdIoc((rnvnum+I)*sizeof(float)))=MJLL) { printq"pvtp1 allocation failed\."); exit(1);

1

iq (var-(float *)malloc((mvnum+ l)*sizeof(float)))===NULL) ( printf("pvtp1 allocation failedh"); exit(1);

)

i4 (rnc=(float *)malloc((rnvnum+ l)*sizeoqfloat)})=NLTLL) { pnntf("pvtp1 allocation failedW); eXit(1);

1

N dynamically set the data array

f0r(i~;i6=mvnurn;*ic) ( iq (datauc]=(int *)mdloc((datapt+ I) *sizeoflint )))=NULL) {

prinwdata allocation faiIed\nN); exit(1);

1

initialize variables *********/

calcdate the increment in means kom the minimum mean to the maximum mean +***************/

cawlation of the known variance *************************/

for (q=O;q<=W;q=q+l ) // begining for predicted variance loop

{

mean = 0; ymean = 0; sx21-v; bsxb2d; xy=O; a H ; bt-0; xsum=O; ysum=O;

for ( r o w = O;rowm<mvnum; rowm=rowm+l)

means[rowmj=O; rn[rowm]=U; sx2[rowm]=O; var[rowmj=O; Ix[rowrn]==O; iy[rowm]=O; rnc[rowrn]=O;

1

calcuIate the means for which the meaii vm-ance reIationship wilI be calculated **************+**********************/

for (rowm=O;rowm~rnvnum;rowm=ro~r~~l+ I ) C

generate random data that conform to a specified mean variance relationship (TPL) intenns of the parameters 'a' and 'b' and write them to a mantrix

each value generated represents the number of insects in a sampIe unit

for (rowrn=U;rowm~mvnum;rowm=rowm+ I )

write the generated data to the screen ***********************/

calulate the MEAN for each row in the array datano, each row has 20 values, each value represents the number of insects in a sample unit ***********************-/

for (rowm = 0; rowm<mvnum ; rowm=rowmtl) {

for (colm = 0 ; colrndatapt ; wlmcolm+2) {

means(rowm]=means[rowml+data[rowm] [coim]; I

calulate the VARIANCE for each row in the array dataan, each row has 20 values, each value represents the number of insects in a sample unit **********************a**/

for (rowm = 0; rowm<mvnurn ; rowm=rowm+l)

for (colm = 0 ; colm<datapt ; coIm=coIm+l)

for (rowm=O;rowm~mmum;rowm=r'owm+ 1 )

var[rowm ] = ( s x 2 [ r o ~ - (bsxb2[rowm]/datapt))/(datapt- I);

calculation of mean crowding vector for each row based on the calculated mean and variance *******************************+*******/

for (rowm=O;rowm~m~um;rowm=rowm+ 1) {

~meaos[rowm]=O)

mc[rowm]==O; 1 else

mc[ro~]=means[rowm]+(var[rowm]/means[rowm]- 1 j; 1

1

print the mean, variance and mean crowding values to the screen *********************************/

log the mean and variance values to perform linear regression based on taylor power law, to eventually obtain a and b ******************************/

for (rowm=O;rowm~mvnum;rom=rowm+l)

Ix[rowm]=O; ly[rowm]=O;

1 else

Ix[rowm]=log 1 O(means[rowm]); ly [rowm]=log 1 O(var[rowm]);

1

/***************+************* perform preliminary - calculations for the linear regression - TPL

the regression is log(van'ance) = constant + [og(rnean)

objective of regression is to obtain the TLP parameters 'a' and 'b' ******************************/

for (count = 0 ; count<mvnurn ; coun-ount+l) {

xmean=~m~lx[count]; ymean=ymean+Iy[countJ; sx2r=sx2~pow(lx[~0unt],2);

for (count = 0 ; count<mvnum ; comount+l)

calcuIation of the intercept 'b' - TPL ****************/

calculation of the intercept 'a' - TPL **************I

/************************************* preliminary calculation for regresssion - N A O

this regression is:

mean crowding = constant +- mean

the objective of the regression is to obtain the WAO mean variance parameters 'a' and 'b' *****************+**********+**********I

for (count = 0 ; count<rnvnum ; coun=ount+ !_ 1

for (count = 0 ; couot<mvnurn ; count=uat+I)

calculation of the intercept 'b'

calculation of the intercept 'a' **************/

I************** print the slope 'b' and intercept 'a' for TPL aiid IWAO

***************I

//prinqTPL - linear: a is %.2f and b is %.2f\nn,antia,bt); //printf("TWAO - linear: a is %.2f and b is %.2fh",ai,bi);

converting the variabIes for the mean and vaiiance input in to J code ******************************I for (ro~=O;ro~~rnvnum;rowm=rowmtI) {

x[rowm]= rneans[rowm];

I/ setting n to 8 so that the algorithm knows how many I/ pairs of data are in the arrays

// Non-linear regression fist. a=antia; b=bt; POWELL(~;Y,~Z&%&~,&~~); apowell=a; bpowell=b;

// printq"TPL - non-linear: a=?4.2f, b4/o.2f, R2~/ofm",apowe~bpowell,r2);

I/ The polynomial fit, no intercept zero_intercep+ 1 ; matrRegress(=, y, p, &bO, cov, &r2,2, %zero-intercept); a=P[Ol; b = 111; apol=a; bpol=b;

/I printfT"1wao - polynomial: a=%.2f b=%2f R2~/ohW,apoI,bpol,r2);

// Polynomial fit, with intercept (not part of your set of models, Paul N zero-intercepm; I/ rnatr~egress(q y, p, &bO, cov, &a, 2, &zero-intercept); /I a=P[OI ; I/ b====[lk I/ printf("Iwao, intercept: bW/of a=o/of ba-/of R2='?hhn,b0,a,b,T2);

calculation of predicted variance TPL *************************I

/************************* calculation of predicted variance IWAO *****************at******* /

/ ************at************

dcdation of predicted variance TPL - POWELL *************************/

calculation of predicted variance IWAO - PoIynomial ***********************/ pvpol[q]= apoI*t+bpoI*pow(t,2);

) 11 end of loop for determining predicted variances

caculate dierence between the known vm-ance and the predicted variance (and then square) - TPL, Iwao, Powell, PoIynomial ************************I

for (q=O;q<=RNUM;q=q+ 1)

difipI[~=pow(@vtpl[s_l-knownvar),2); difiwao[~=pw(@viwao[~-knownvar),2); difpoweII [q J=pow((pvpowell[qJ-hownvar),2); di~ol[ql=pow(@vpol[q]-knownvar),2);

1

calculate the relative error *************************I

for (q=O;q<=RNLTM;q=q+ I)

reltpl[q]-labs(pvtpl[~-knownvar)hownv~ reliwao[~~abs(pviwao[ql-knownvar)homvar, reIpoweil[q~=fabs(pvpowell [qj-knownvar)/knownvw, relpoI[q_l=fabs(pvpoI[~-knownvar)hownvar;

/**********+******* sums of squares - ABSOLUTE ERROR ******************/

I******************

sums of squares - RELATIVE ERROR ******************I

for (q--O;q<=RNUM;q=q+l)

/********************** printing of the results - known var, pred, known-pred - TPL, IWAO, Powell, Polynomial ************************/

prinwthe decision threshold = %.2f w t ) ; printf("known variance of the decision threshold = %-2f W , knownvar); prin@"\an); printf("minimum for the mean = %-2f \nW,mmin); printf("rnaximum for the mean = %.2f \n",mmax); prind("\nn); printfT"known variance and simulations based on constant k = %.2f \nW,k); printf("\nn); prinwdata pts to estimate the mean = %i data pts in mv rel- %i \nn,datapqmvnum);

print the sum of difference caIcuIated above ***********************/

pnntf("\nW);

printf(" M ~ d e l ABSOLUTE ERROR

p r i n w TPL linear %.2f printf(" TPL non linear %.2f printq" IWAO Iinear %.2f prind(" W A O poiy %-2f

afiIdopen(file, "w"); if (afile =NULL)

printf("error to open filch"); getcho;

// return 1; 1

fprintqafile,"the decision threshold = %.2f \nn7t); fprintf(afile,"known variance of the decision threshold = %.2f \nn, knownvar); fprintf(afile7"\nw); fprin6(afile,"minimum for the mean = %.2f \nW,rnmin); fprintqafYe,"maximum for the mean = %.2f \nn,rnmax);

Fprintf(afile,"hn); fprintf(afile,"known variance and sirnuIations based on constant k = %.2f \nW,k);

@rintgafile,"data pts to estimate the mean = %i data pts in mv reI= %i\nn,datammvnum);

fprintflafile," Model EXRORh");

ABSOLUTE ERROR RELATIVE

Fprintqafile," TPL linear %.2f %.2f \n",sstpI,rsstpl); fprintflafile," TPL non Iinear %.2f %.2f \n",sspowelI,rsspow); fprintqafile," IWAO linear %.2f %-2f \nn,ssiwao,rssiwao); @rintf(afile," IWAO poly %.2f %.2f \n",sspol,rsspol);

@rintqafile,"********'*****\n")- 7

printq" Press Return to Endh"); gets(buffer);

return;

} /I end of main

sub routine to calculate the random data that have a negative binomid distribution with a specified mean and k *********************/

int ngb(float mean,float k)

int x; float px,ppqpxsurn=O,r; efloat)rando/RAND-MAX; x=O; px= I/pow((l+mean/k),k); ppx=m ean/(mean+ k) ; p=m=px; if (Ppx)

do{ x-; PF((~~X-~) /X)*P~X*PX; pxsum=pxsurn+px;

) while (x <= 200 && r > pxsum); 1 return (x);

void seednm(void)

srand((unsigned)time(NvLL)); 1

This program calculates the expected Operating Characteristic and Average SarnpIe Number curves for Iwao's sequential sampting plan incorporating uncertainty in the decision threshold.

#incIude <stdio.h> // other #includes to be added #incIude <stdlib.h> #indude <conio. h> #include <ctype.h> #include <math.h> #include <tirne.h>

int rnain(void); void seedmn(void); int ngb(float mean, float k);

float nor(float meaqfloat sd);

int main(void) c

float m,maxm,rninm,increment,vart,d, seql,terl,totcnt,suqsIu,sll,xbar,seqoc,

avgsmp,z,cum,t, teroc,oc,k,sdydam;

int priorn,nmax,j,end,count,elernent; Iong mci,i;

char file[12];

int ipv, mcipv;

N gets program to pause before ending

char buffer[l2];

// *** start ********** variables uncertain threshold

N variables for the input file

float min,mmax,slope,intercept,stdev,ydam;

I/ variables for preliminary calculations

float m i n e

I/ counter variables

int ro~coI i~q ,dnurn;

/I variabIes for the regression

float ~r,bsxb2r,xy,xsum,ysum,xmea~ymean,at,bftt;

// *** end variable uncertain threshold ******+*

I* definition of arrays */

float *mc, *asncf, *seqcC *terd: *ocCf *pv, *a *S *yran, * ypred;

asncm - hoIds the values of the final ASN cuve seqcfn - hoIds the values of the final Sequentid OC m e t e r a - holds the values of the final Terminal OC curve 04 - holds the values of the final OC curve *I

/* code to create an output fiIe *I

obtain necessary data ********************************************************************/

I* read inputs f?om a fife *I

I/ reads fiIe name

// reads negative binomial k

// reads z = 1-645

I/ reads prior number of samples taken

// reads maximum sample size

// reads number of MCI

/I reads minimum for means simulated

I/ reads maximum for means simulated

// decision threshold

// number of mc iterations

fscanfCinpanns,"%s",fiIe); // file name

fscanf(inparms,"%f ',&slope); I/ slope of damage v. density regression

fscanf(inparms, "%f ',&intercept); // intercept of damage v. density regression

fscanf(iparms,"?/or',&stdev); // standard devision of damage v. density regression

fscanflinparms, "%f ',&mrnin); // minimum for range of means

fscanf(inpms,"%f',&mmax); // maximum for range of means

fscanqinparms,"%P',&ydam); N damage threshold

fscanf(inpms,"%r',&sdydam); // sd of damage threshold

fscanf(inpms,"%i",&dnum); // N in den-dam regression

pre-simulation calculations ******************+*******************************************/

iq (occf-ffloat *)rnaIIoc((ELNUM+1)*sizeof(float)))=iuL) { printf("occf allocation failed\nn); exit(1);

1 ig (tercf<float *)rnalloc((ELNUhd+ 1 )*sizeoqfloat))~NCrWI) {

printf("tercf allocation failed\nn); exit(1);

1 iq (seqcf<float *)rnalloc((ELNCTM+I)*sizeof(float))~NJLL) f

printf("seqcf aifocation failedbn); exit(1);

1 if( (asncf=(float *)malIoc((ELNUM+l)*siz~oat)))=NULL) (

printf("asncf allocation faiIed\nn); exit(1);

I

if( (mc=(float *)malloc((IXNvM+l)*sizeoqfloat))+NULL) { printf("rnc allocation failed\nn); exit(1);

1

i f ( (pv=(float *)maHoc((rncipv+Z)*sizeof(float)))=NULL) ( prin$("pv allocation failed\nn); exit(1);

1

N arrays for vn

if( (&=(float *)malloc((mcipv+ 1 )* sizeof(float)))=NULL) ( printqnrnc allocation failedh"); exit(1);

1

// set arrays dynamically - threshold uncertainty

if( (ypred=(float *)malloc((dnum+l)*sizeof(float)))==NULL) { printf("asncf allocation failed\nW); exit(1);

1

if( (yran=(float *)malloc((dnum+ 1 )* sizeof(float)))=NLnLL) ( printif(" asncf d Iocation faiIed\nw); exit( 1 );

1

presimulation calculations

/* cdciiiate the size of the increments between the minimum and maximum means to be simulated */ increment=O; incrernent=(maxm-minm)/ELNUM; // forrnuIa for increment size printqnincrement= %.3f\nn,increment);

initialize the arrays ***************************************************/

for (ipv=O;ipv~=mcipv;ipV=ipv+l)

simulations ************************************************************/

/* initialize the random number generator*/

/I***************************************** N START - threshold generation - START /I******+******************++******************

// initidize variables

I1 initialize arrays

for (rowm=O;rowm~dnurn;rowm=rowmt 1)

x[rowm]==O; ypred[rowm]=O; yran[rowm]=O;

calcdate the increment in means fiom the minimum mean to the maximum mean ****************I

calculate the X' vaIues of the damage vs density reIationship *****************/

for (rowm=O;rowm~dnurn;ro~=rowm+l)

calculate the predicted Y values of the damage vs density reIationship *****************/

for (rowm=O;rowm~dnum;rowm=rowm+1)

ypred[rowm]=sIope*x[rowm~intercept; 1

for (ipv==O;ipv~mcipv;ipv=ipv+l) I/ MCI loop for pred. var.

// reset values to zero

for (rowm=O;rowm~dnum;rowm=rowm+l) i yran[rowm]=U; 1

// generate random data for the Y' values

for (rowm=O;rowm~dnum;rom=rom+l) I

yran[rowm]=nor(upred[ro~,stdev); 1

performpreliminary - calculations for the linear regression ******************************I

for (count = 0 ; countcdnum ; coun-unt+I) t

xrnean=xmearrt.x[count) ; ymean=ymW yran[count J; sx2r=sx2rtpow(x[count],2);

for (count = 0 ; countCdnurn ; coun=unt+l)

j***************+

calculation of the intercept 'b' - TPL

****************/

/************** calcuIation of the intercept 'a' - TPL **************I

calculation of the threshold ************************/

afileHopen("thres.out","w"); if( afileb = NULL)

printf("error to open thres.out\n"); getcho; return 1;

1

for (ipv=O;ipv<mcipv;ipv=ipv+l) // MCI Ioop for pred, var.

// END - threshold generation - END //**************************************

//loop over means (element0 is the index throughout) for(elemenH;element<=ELNUM;*ef ernent) i

m=minm+eIement*increment; /f mean value

// set counters to zero

N Monte Car10 loop

for (i=U;i<mci;iU)

t=tb [i] ; vart=tf (t*t)flc; sum = 0; end = 0; // loop to sample population 'priorn' times before using stop lines for (j=O$priorn;i*)

sum += ngb(m, k); 1

sum += ngb(rn.,k); count=count+ 1 ;

N compare samples to stop lines do {

d=z*sqrt(count+vart); slu=cum+d;

if (sum>slu I( sum<sll) // is Tn between the thresholds?

end= 1; totcnt = totcnt + count; if (sum~sll) {

seql=seqI+ 1; I

1 else if (count>-nmax) {

1 else (

//

end= I ; xbar = sudcount; totcnt = tctcnt + count; if (xbarct) i

terl = te: I + 1; 1

//take another sample, and test again rand-el=randO*scale; sum += ngb(m,k); count=count+l; curn=t*count;

I 1 while (end*);

// the boundary or the maximum sample size has // has been reached or one of the boundaries has //been crossed. The p r o m starts the next // Monte Carlo iteration at the same mean and // threshold. ***Monte Carlo for loopf**

compute OC and ASN values ******************************************************************/

seqoc = seqV(float)mci; teroc = terV(float)mci; oc = seqoc+teroc; avgsmp = totcnt/(float)mci;

write results to screen and arrays ********************************************************************/

1 /I element loop.

afile--fopen("woc.out" ,"wW); if( afile = NULL) {

ptintfTnerror to open woc.out\nn); getcho; return 1;

1

1

fcIose(afile);

printf("Press RETURN to endh");

gets(buffer);

rekm(0);

/I ) deleted sample loop

int ngb(float meaq float k) I int x; float p&pp%pxsum=% r=oat)randO/RAND_MAx; x=O; px=Ifpow((Z+mean/k),k); ppx=rnean/(mean+k); pxsum=px; if (r>px)

do( x u ; pr+(k+x- l)/x)*ppx* px; pxsum=pxsum+px;

} while (x <= 200 && r > pxsum); 1 mu-n (4; 1

void seedmn(void) {

srand((unsiped)timmL)); 1

sub routine to caIcuIate the random data that have a normal distribution with a specified mean and standard deviation *********************/

float nor(fioat mean,float sd) { float rl,rZy,xm4yz5yb; r 1 =(fl ~at)rand()/RAND~MtkX;

ya=sqrt(-2*log(r 1 1); yb=cos(6.283*r2); y=ya*yb; xnml = mean+y*sd;

return (xnrnl); 1