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88     CHAPTER 5 Modeling the SMBG measurement error



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                                                                                    2
                         independent N(0,1) random variables and defining u 1 ¼ d$u 0 þ  1   d $r. Then,
                         in the second step, a random number z sampled from a skew-normal PDF with
                         parameters x ¼ 0, u ¼ 1 and as0 is obtained as follows:

                                                       u 1  if u 0   0
                                                 z ¼                                    (5.9)
                                                       u 1  otherwise
                            As the third step, the realization sampled from the skew-normal PDF with
                         parameters x, u, and a is finally obtained setting y ¼ x þ u∙z.
                            For each of the M simulated samples, first, the empirical distribution function
                         (EDF) is calculated, which represents an estimate of the cumulative distribution
                         function. In particular, given a generic random sample, Y j , j ¼ 1, . n, its EDF is
                         defined as follows:
                                                          n
                                                       1  X
                                                 b
                                                 FðyÞ¼      I ½ ∞ yŠ  ðY j Þ           (5.10)
                                                       n
                                                         j¼1
                         where I    is 1 if Y j   y and 0 otherwise. Then, the MAD between the EDF of
                               ½ ∞ yŠ
                         each simulated sample and the EDF of the test set is calculated, and its average value
                         across the M simulated samples is obtained.
                            Finally, each of the M simulated samples is compared to the test set error data by
                         performing, with significance level b, the two-sample KS and CvM tests, that is,
                         nonparametric tests for the null hypothesis H 0 ¼ “the two samples are drawn
                         from the same distribution” ¼ based on a measure of distance between the EDFs
                         of the two samples. The percentage of simulated samples for which KS and CvM
                         tests reject H 0 is calculated, which should be small if the identified model of
                         SMBG error PDF is accurate.
                            To avoid the results of the validation being dependent on the particular realiza-
                         tion of random samples, we recommend repeating these validation steps N times
                         (e.g., N ¼ 100). Specifically, the average MAD and the percentage of samples for
                         which KS and CvM tests reject H 0 can be obtained for the N groups of M random
                         samples and finally their mean, minimum, and maximum values can be calculated.



                         Derivation of a model of SMBG error distribution for two
                         commercial devices
                         Case study 1: modeling the One Touch Ultra 2 measurement error
                         Dataset
                         The One Touch Ultra 2 (OTU2) dataset was obtained from a larger dataset collected
                         as part of a multicenter study conducted in 2011 (with the original specific aim being
                         to assess the accuracy of a CGM sensor) [44]. For our purpose, in particular, it is
                         relevant to report that 72 subjects (60 with T1D, 12 with type 2 diabetes [T2D])
                         participated in three clinical sessions in which SMBG measurements were collected
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