Nonparametric statistical inference
Gibbons, Jean Dickinson
2010-01-01
Overall, this remains a very fine book suitable for a graduate-level course in nonparametric statistics. I recommend it for all people interested in learning the basic ideas of nonparametric statistical inference.-Eugenia Stoimenova, Journal of Applied Statistics, June 2012… one of the best books available for a graduate (or advanced undergraduate) text for a theory course on nonparametric statistics. … a very well-written and organized book on nonparametric statistics, especially useful and recommended for teachers and graduate students.-Biometrics, 67, September 2011This excellently presente
Nonparametric statistical tests for the continuous data: the basic concept and the practical use.
Nahm, Francis Sahngun
2016-02-01
Conventional statistical tests are usually called parametric tests. Parametric tests are used more frequently than nonparametric tests in many medical articles, because most of the medical researchers are familiar with and the statistical software packages strongly support parametric tests. Parametric tests require important assumption; assumption of normality which means that distribution of sample means is normally distributed. However, parametric test can be misleading when this assumption is not satisfied. In this circumstance, nonparametric tests are the alternative methods available, because they do not required the normality assumption. Nonparametric tests are the statistical methods based on signs and ranks. In this article, we will discuss about the basic concepts and practical use of nonparametric tests for the guide to the proper use.
Nonparametric statistical inference
Gibbons, Jean Dickinson
2014-01-01
Thoroughly revised and reorganized, the fourth edition presents in-depth coverage of the theory and methods of the most widely used nonparametric procedures in statistical analysis and offers example applications appropriate for all areas of the social, behavioral, and life sciences. The book presents new material on the quantiles, the calculation of exact and simulated power, multiple comparisons, additional goodness-of-fit tests, methods of analysis of count data, and modern computer applications using MINITAB, SAS, and STATXACT. It includes tabular guides for simplified applications of tests and finding P values and confidence interval estimates.
CURRENT STATUS OF NONPARAMETRIC STATISTICS
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Orlov A. I.
2015-02-01
Full Text Available Nonparametric statistics is one of the five points of growth of applied mathematical statistics. Despite the large number of publications on specific issues of nonparametric statistics, the internal structure of this research direction has remained undeveloped. The purpose of this article is to consider its division into regions based on the existing practice of scientific activity determination of nonparametric statistics and classify investigations on nonparametric statistical methods. Nonparametric statistics allows to make statistical inference, in particular, to estimate the characteristics of the distribution and testing statistical hypotheses without, as a rule, weakly proven assumptions about the distribution function of samples included in a particular parametric family. For example, the widespread belief that the statistical data are often have the normal distribution. Meanwhile, analysis of results of observations, in particular, measurement errors, always leads to the same conclusion - in most cases the actual distribution significantly different from normal. Uncritical use of the hypothesis of normality often leads to significant errors, in areas such as rejection of outlying observation results (emissions, the statistical quality control, and in other cases. Therefore, it is advisable to use nonparametric methods, in which the distribution functions of the results of observations are imposed only weak requirements. It is usually assumed only their continuity. On the basis of generalization of numerous studies it can be stated that to date, using nonparametric methods can solve almost the same number of tasks that previously used parametric methods. Certain statements in the literature are incorrect that nonparametric methods have less power, or require larger sample sizes than parametric methods. Note that in the nonparametric statistics, as in mathematical statistics in general, there remain a number of unresolved problems
Nonparametric statistical methods
Hollander, Myles; Chicken, Eric
2013-01-01
Praise for the Second Edition"This book should be an essential part of the personal library of every practicing statistician."-Technometrics Thoroughly revised and updated, the new edition of Nonparametric Statistical Methods includes additional modern topics and procedures, more practical data sets, and new problems from real-life situations. The book continues to emphasize the importance of nonparametric methods as a significant branch of modern statistics and equips readers with the conceptual and technical skills necessary to select and apply the appropriate procedures for any given sit
Nonparametric statistics for social and behavioral sciences
Kraska-MIller, M
2013-01-01
Introduction to Research in Social and Behavioral SciencesBasic Principles of ResearchPlanning for ResearchTypes of Research Designs Sampling ProceduresValidity and Reliability of Measurement InstrumentsSteps of the Research Process Introduction to Nonparametric StatisticsData AnalysisOverview of Nonparametric Statistics and Parametric Statistics Overview of Parametric Statistics Overview of Nonparametric StatisticsImportance of Nonparametric MethodsMeasurement InstrumentsAnalysis of Data to Determine Association and Agreement Pearson Chi-Square Test of Association and IndependenceContingency
Nonparametric tests for censored data
Bagdonavicus, Vilijandas; Nikulin, Mikhail
2013-01-01
This book concerns testing hypotheses in non-parametric models. Generalizations of many non-parametric tests to the case of censored and truncated data are considered. Most of the test results are proved and real applications are illustrated using examples. Theories and exercises are provided. The incorrect use of many tests applying most statistical software is highlighted and discussed.
t-tests, non-parametric tests, and large studies—a paradox of statistical practice?
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Fagerland Morten W
2012-06-01
Full Text Available Abstract Background During the last 30 years, the median sample size of research studies published in high-impact medical journals has increased manyfold, while the use of non-parametric tests has increased at the expense of t-tests. This paper explores this paradoxical practice and illustrates its consequences. Methods A simulation study is used to compare the rejection rates of the Wilcoxon-Mann-Whitney (WMW test and the two-sample t-test for increasing sample size. Samples are drawn from skewed distributions with equal means and medians but with a small difference in spread. A hypothetical case study is used for illustration and motivation. Results The WMW test produces, on average, smaller p-values than the t-test. This discrepancy increases with increasing sample size, skewness, and difference in spread. For heavily skewed data, the proportion of p Conclusions Non-parametric tests are most useful for small studies. Using non-parametric tests in large studies may provide answers to the wrong question, thus confusing readers. For studies with a large sample size, t-tests and their corresponding confidence intervals can and should be used even for heavily skewed data.
Nonparametric statistical methods using R
Kloke, John
2014-01-01
A Practical Guide to Implementing Nonparametric and Rank-Based ProceduresNonparametric Statistical Methods Using R covers traditional nonparametric methods and rank-based analyses, including estimation and inference for models ranging from simple location models to general linear and nonlinear models for uncorrelated and correlated responses. The authors emphasize applications and statistical computation. They illustrate the methods with many real and simulated data examples using R, including the packages Rfit and npsm.The book first gives an overview of the R language and basic statistical c
COLOR IMAGE RETRIEVAL BASED ON NON-PARAMETRIC STATISTICAL TESTS OF HYPOTHESIS
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R. Shekhar
2016-09-01
Full Text Available A novel method for color image retrieval, based on statistical non-parametric tests such as twosample Wald Test for equality of variance and Man-Whitney U test, is proposed in this paper. The proposed method tests the deviation, i.e. distance in terms of variance between the query and target images; if the images pass the test, then it is proceeded to test the spectrum of energy, i.e. distance between the mean values of the two images; otherwise, the test is dropped. If the query and target images pass the tests then it is inferred that the two images belong to the same class, i.e. both the images are same; otherwise, it is assumed that the images belong to different classes, i.e. both images are different. The proposed method is robust for scaling and rotation, since it adjusts itself and treats either the query image or the target image is the sample of other.
The Probability of Exceedance as a Nonparametric Person-Fit Statistic for Tests of Moderate Length
Tendeiro, Jorge N.; Meijer, Rob R.
2013-01-01
To classify an item score pattern as not fitting a nonparametric item response theory (NIRT) model, the probability of exceedance (PE) of an observed response vector x can be determined as the sum of the probabilities of all response vectors that are, at most, as likely as x, conditional on the test
A contingency table approach to nonparametric testing
Rayner, JCW
2000-01-01
Most texts on nonparametric techniques concentrate on location and linear-linear (correlation) tests, with less emphasis on dispersion effects and linear-quadratic tests. Tests for higher moment effects are virtually ignored. Using a fresh approach, A Contingency Table Approach to Nonparametric Testing unifies and extends the popular, standard tests by linking them to tests based on models for data that can be presented in contingency tables.This approach unifies popular nonparametric statistical inference and makes the traditional, most commonly performed nonparametric analyses much more comp
Introduction to nonparametric statistics for the biological sciences using R
MacFarland, Thomas W
2016-01-01
This book contains a rich set of tools for nonparametric analyses, and the purpose of this supplemental text is to provide guidance to students and professional researchers on how R is used for nonparametric data analysis in the biological sciences: To introduce when nonparametric approaches to data analysis are appropriate To introduce the leading nonparametric tests commonly used in biostatistics and how R is used to generate appropriate statistics for each test To introduce common figures typically associated with nonparametric data analysis and how R is used to generate appropriate figures in support of each data set The book focuses on how R is used to distinguish between data that could be classified as nonparametric as opposed to data that could be classified as parametric, with both approaches to data classification covered extensively. Following an introductory lesson on nonparametric statistics for the biological sciences, the book is organized into eight self-contained lessons on various analyses a...
2nd Conference of the International Society for Nonparametric Statistics
Manteiga, Wenceslao; Romo, Juan
2016-01-01
This volume collects selected, peer-reviewed contributions from the 2nd Conference of the International Society for Nonparametric Statistics (ISNPS), held in Cádiz (Spain) between June 11–16 2014, and sponsored by the American Statistical Association, the Institute of Mathematical Statistics, the Bernoulli Society for Mathematical Statistics and Probability, the Journal of Nonparametric Statistics and Universidad Carlos III de Madrid. The 15 articles are a representative sample of the 336 contributed papers presented at the conference. They cover topics such as high-dimensional data modelling, inference for stochastic processes and for dependent data, nonparametric and goodness-of-fit testing, nonparametric curve estimation, object-oriented data analysis, and semiparametric inference. The aim of the ISNPS 2014 conference was to bring together recent advances and trends in several areas of nonparametric statistics in order to facilitate the exchange of research ideas, promote collaboration among researchers...
Fujita, André; Takahashi, Daniel Y; Patriota, Alexandre G; Sato, João R
2014-12-10
Statistical inference of functional magnetic resonance imaging (fMRI) data is an important tool in neuroscience investigation. One major hypothesis in neuroscience is that the presence or not of a psychiatric disorder can be explained by the differences in how neurons cluster in the brain. Therefore, it is of interest to verify whether the properties of the clusters change between groups of patients and controls. The usual method to show group differences in brain imaging is to carry out a voxel-wise univariate analysis for a difference between the mean group responses using an appropriate test and to assemble the resulting 'significantly different voxels' into clusters, testing again at cluster level. In this approach, of course, the primary voxel-level test is blind to any cluster structure. Direct assessments of differences between groups at the cluster level seem to be missing in brain imaging. For this reason, we introduce a novel non-parametric statistical test called analysis of cluster structure variability (ANOCVA), which statistically tests whether two or more populations are equally clustered. The proposed method allows us to compare the clustering structure of multiple groups simultaneously and also to identify features that contribute to the differential clustering. We illustrate the performance of ANOCVA through simulations and an application to an fMRI dataset composed of children with attention deficit hyperactivity disorder (ADHD) and controls. Results show that there are several differences in the clustering structure of the brain between them. Furthermore, we identify some brain regions previously not described to be involved in the ADHD pathophysiology, generating new hypotheses to be tested. The proposed method is general enough to be applied to other types of datasets, not limited to fMRI, where comparison of clustering structures is of interest. Copyright © 2014 John Wiley & Sons, Ltd.
Lee, L.; Helsel, D.
2007-01-01
Analysis of low concentrations of trace contaminants in environmental media often results in left-censored data that are below some limit of analytical precision. Interpretation of values becomes complicated when there are multiple detection limits in the data-perhaps as a result of changing analytical precision over time. Parametric and semi-parametric methods, such as maximum likelihood estimation and robust regression on order statistics, can be employed to model distributions of multiply censored data and provide estimates of summary statistics. However, these methods are based on assumptions about the underlying distribution of data. Nonparametric methods provide an alternative that does not require such assumptions. A standard nonparametric method for estimating summary statistics of multiply-censored data is the Kaplan-Meier (K-M) method. This method has seen widespread usage in the medical sciences within a general framework termed "survival analysis" where it is employed with right-censored time-to-failure data. However, K-M methods are equally valid for the left-censored data common in the geosciences. Our S-language software provides an analytical framework based on K-M methods that is tailored to the needs of the earth and environmental sciences community. This includes routines for the generation of empirical cumulative distribution functions, prediction or exceedance probabilities, and related confidence limits computation. Additionally, our software contains K-M-based routines for nonparametric hypothesis testing among an unlimited number of grouping variables. A primary characteristic of K-M methods is that they do not perform extrapolation and interpolation. Thus, these routines cannot be used to model statistics beyond the observed data range or when linear interpolation is desired. For such applications, the aforementioned parametric and semi-parametric methods must be used.
Nonparametric statistics a step-by-step approach
Corder, Gregory W
2014-01-01
"…a very useful resource for courses in nonparametric statistics in which the emphasis is on applications rather than on theory. It also deserves a place in libraries of all institutions where introductory statistics courses are taught."" -CHOICE This Second Edition presents a practical and understandable approach that enhances and expands the statistical toolset for readers. This book includes: New coverage of the sign test and the Kolmogorov-Smirnov two-sample test in an effort to offer a logical and natural progression to statistical powerSPSS® (Version 21) software and updated screen ca
Categorical and nonparametric data analysis choosing the best statistical technique
Nussbaum, E Michael
2014-01-01
Featuring in-depth coverage of categorical and nonparametric statistics, this book provides a conceptual framework for choosing the most appropriate type of test in various research scenarios. Class tested at the University of Nevada, the book's clear explanations of the underlying assumptions, computer simulations, and Exploring the Concept boxes help reduce reader anxiety. Problems inspired by actual studies provide meaningful illustrations of the techniques. The underlying assumptions of each test and the factors that impact validity and statistical power are reviewed so readers can explain
Testing discontinuities in nonparametric regression
Dai, Wenlin
2017-01-19
In nonparametric regression, it is often needed to detect whether there are jump discontinuities in the mean function. In this paper, we revisit the difference-based method in [13 H.-G. Müller and U. Stadtmüller, Discontinuous versus smooth regression, Ann. Stat. 27 (1999), pp. 299–337. doi: 10.1214/aos/1018031100
Using Mathematica to build Non-parametric Statistical Tables
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Gloria Perez Sainz de Rozas
2003-01-01
Full Text Available In this paper, I present computational procedures to obtian statistical tables. The tables of the asymptotic distribution and the exact distribution of Kolmogorov-Smirnov statistic Dn for one population, the table of the distribution of the runs R, the table of the distribution of Wilcoxon signed-rank statistic W+ and the table of the distribution of Mann-Whitney statistic Ux using Mathematica, Version 3.9 under Window98. I think that it is an interesting cuestion because many statistical packages give the asymptotic significance level in the statistical tests and with these porcedures one can easily calculate the exact significance levels and the left-tail and right-tail probabilities with non-parametric distributions. I have used mathematica to make these calculations because one can use symbolic language to solve recursion relations. It's very easy to generate the format of the tables, and it's possible to obtain any table of the mentioned non-parametric distributions with any precision, not only with the standard parameters more used in Statistics, and without transcription mistakes. Furthermore, using similar procedures, we can generate tables for the following distribution functions: Binomial, Poisson, Hypergeometric, Normal, x2 Chi-Square, T-Student, F-Snedecor, Geometric, Gamma and Beta.
Recent Advances and Trends in Nonparametric Statistics
Akritas, MG
2003-01-01
The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric procedures, such as function smoothing, suddenly lost their abstract flavour as they became practically implementable. In addition, many previously unthinkable possibilities became mainstream; prime examples include the bootstrap and resampling methods, wavelets and nonlinear smoothers, graphical methods, data mining, bioinformatics, as well as the more recent algorithmic approaches such as bagging and boosting. This volume is a collection o
A Bayesian Nonparametric Approach to Test Equating
Karabatsos, George; Walker, Stephen G.
2009-01-01
A Bayesian nonparametric model is introduced for score equating. It is applicable to all major equating designs, and has advantages over previous equating models. Unlike the previous models, the Bayesian model accounts for positive dependence between distributions of scores from two tests. The Bayesian model and the previous equating models are…
Nonparametric test for detecting change in distribution with panel data
Pommeret, Denys; Ghattas, Badih
2011-01-01
This paper considers the problem of comparing two processes with panel data. A nonparametric test is proposed for detecting a monotone change in the link between the two process distributions. The test statistic is of CUSUM type, based on the empirical distribution functions. The asymptotic distribution of the proposed statistic is derived and its finite sample property is examined by bootstrap procedures through Monte Carlo simulations.
Nonparametric tests for pathwise properties of semimartingales
Cont, Rama; 10.3150/10-BEJ293
2011-01-01
We propose two nonparametric tests for investigating the pathwise properties of a signal modeled as the sum of a L\\'{e}vy process and a Brownian semimartingale. Using a nonparametric threshold estimator for the continuous component of the quadratic variation, we design a test for the presence of a continuous martingale component in the process and a test for establishing whether the jumps have finite or infinite variation, based on observations on a discrete-time grid. We evaluate the performance of our tests using simulations of various stochastic models and use the tests to investigate the fine structure of the DM/USD exchange rate fluctuations and SPX futures prices. In both cases, our tests reveal the presence of a non-zero Brownian component and a finite variation jump component.
Methodology in robust and nonparametric statistics
Jurecková, Jana; Picek, Jan
2012-01-01
Introduction and SynopsisIntroductionSynopsisPreliminariesIntroductionInference in Linear ModelsRobustness ConceptsRobust and Minimax Estimation of LocationClippings from Probability and Asymptotic TheoryProblemsRobust Estimation of Location and RegressionIntroductionM-EstimatorsL-EstimatorsR-EstimatorsMinimum Distance and Pitman EstimatorsDifferentiable Statistical FunctionsProblemsAsymptotic Representations for L-Estimators
Nonparametric statistical structuring of knowledge systems using binary feature matches
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Mørup, Morten; Glückstad, Fumiko Kano; Herlau, Tue
2014-01-01
statistical support and how this approach generalizes to the structuring and alignment of knowledge systems. We propose a non-parametric Bayesian generative model for structuring binary feature data that does not depend on a specific choice of similarity measure. We jointly model all combinations of binary......Structuring knowledge systems with binary features is often based on imposing a similarity measure and clustering objects according to this similarity. Unfortunately, such analyses can be heavily influenced by the choice of similarity measure. Furthermore, it is unclear at which level clusters have...
1st Conference of the International Society for Nonparametric Statistics
Lahiri, S; Politis, Dimitris
2014-01-01
This volume is composed of peer-reviewed papers that have developed from the First Conference of the International Society for NonParametric Statistics (ISNPS). This inaugural conference took place in Chalkidiki, Greece, June 15-19, 2012. It was organized with the co-sponsorship of the IMS, the ISI, and other organizations. M.G. Akritas, S.N. Lahiri, and D.N. Politis are the first executive committee members of ISNPS, and the editors of this volume. ISNPS has a distinguished Advisory Committee that includes Professors R.Beran, P.Bickel, R. Carroll, D. Cook, P. Hall, R. Johnson, B. Lindsay, E. Parzen, P. Robinson, M. Rosenblatt, G. Roussas, T. SubbaRao, and G. Wahba. The Charting Committee of ISNPS consists of more than 50 prominent researchers from all over the world. The chapters in this volume bring forth recent advances and trends in several areas of nonparametric statistics. In this way, the volume facilitates the exchange of research ideas, promotes collaboration among researchers from all over the wo...
A Non-Parametric Spatial Independence Test Using Symbolic Entropy
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López Hernández, Fernando
2008-01-01
Full Text Available In the present paper, we construct a new, simple, consistent and powerful test forspatial independence, called the SG test, by using symbolic dynamics and symbolic entropyas a measure of spatial dependence. We also give a standard asymptotic distribution of anaffine transformation of the symbolic entropy under the null hypothesis of independencein the spatial process. The test statistic and its standard limit distribution, with theproposed symbolization, are invariant to any monotonuous transformation of the data.The test applies to discrete or continuous distributions. Given that the test is based onentropy measures, it avoids smoothed nonparametric estimation. We include a MonteCarlo study of our test, together with the well-known Moran’s I, the SBDS (de Graaffet al, 2001 and (Brett and Pinkse, 1997 non parametric test, in order to illustrate ourapproach.
Curve registration by nonparametric goodness-of-fit testing
Dalalyan, Arnak
2011-01-01
The problem of curve registration appears in many different areas of applications ranging from neuroscience to road traffic modeling. In the present work, we propose a nonparametric testing framework in which we develop a generalized likelihood ratio test to perform curve registration. We first prove that, under the null hypothesis, the resulting test statistic is asymptotically distributed as a chi-squared random variable. This result, often referred to as Wilks' phenomenon, provides a natural threshold for the test of a prescribed asymptotic significance level and a natural measure of lack-of-fit in terms of the p-value of the chi squared test. We also prove that the proposed test is consistent, i.e., its power is asymptotically equal to 1. Some numerical experiments on synthetic datasets are reported as well.
Biological parametric mapping with robust and non-parametric statistics.
Yang, Xue; Beason-Held, Lori; Resnick, Susan M; Landman, Bennett A
2011-07-15
Mapping the quantitative relationship between structure and function in the human brain is an important and challenging problem. Numerous volumetric, surface, regions of interest and voxelwise image processing techniques have been developed to statistically assess potential correlations between imaging and non-imaging metrices. Recently, biological parametric mapping has extended the widely popular statistical parametric mapping approach to enable application of the general linear model to multiple image modalities (both for regressors and regressands) along with scalar valued observations. This approach offers great promise for direct, voxelwise assessment of structural and functional relationships with multiple imaging modalities. However, as presented, the biological parametric mapping approach is not robust to outliers and may lead to invalid inferences (e.g., artifactual low p-values) due to slight mis-registration or variation in anatomy between subjects. To enable widespread application of this approach, we introduce robust regression and non-parametric regression in the neuroimaging context of application of the general linear model. Through simulation and empirical studies, we demonstrate that our robust approach reduces sensitivity to outliers without substantial degradation in power. The robust approach and associated software package provide a reliable way to quantitatively assess voxelwise correlations between structural and functional neuroimaging modalities. Copyright © 2011 Elsevier Inc. All rights reserved.
Nonparametric predictive inference for combining diagnostic tests with parametric copula
Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.
2017-09-01
Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. The Receiver Operating Characteristic (ROC) curve is a popular statistical tool for describing the performance of diagnostic tests. The area under the ROC curve (AUC) is often used as a measure of the overall performance of the diagnostic test. In this paper, we interest in developing strategies for combining test results in order to increase the diagnostic accuracy. We introduce nonparametric predictive inference (NPI) for combining two diagnostic test results with considering dependence structure using parametric copula. NPI is a frequentist statistical framework for inference on a future observation based on past data observations. NPI uses lower and upper probabilities to quantify uncertainty and is based on only a few modelling assumptions. While copula is a well-known statistical concept for modelling dependence of random variables. A copula is a joint distribution function whose marginals are all uniformly distributed and it can be used to model the dependence separately from the marginal distributions. In this research, we estimate the copula density using a parametric method which is maximum likelihood estimator (MLE). We investigate the performance of this proposed method via data sets from the literature and discuss results to show how our method performs for different family of copulas. Finally, we briefly outline related challenges and opportunities for future research.
Nonparametric multivariate rank tests and their unbiasedness
Jurečková, Jana; 10.3150/10-BEJ326
2012-01-01
Although unbiasedness is a basic property of a good test, many tests on vector parameters or scalar parameters against two-sided alternatives are not finite-sample unbiased. This was already noticed by Sugiura [Ann. Inst. Statist. Math. 17 (1965) 261--263]; he found an alternative against which the Wilcoxon test is not unbiased. The problem is even more serious in multivariate models. When testing the hypothesis against an alternative which fits well with the experiment, it should be verified whether the power of the test under this alternative cannot be smaller than the significance level. Surprisingly, this serious problem is not frequently considered in the literature. The present paper considers the two-sample multivariate testing problem. We construct several rank tests which are finite-sample unbiased against a broad class of location/scale alternatives and are finite-sample distribution-free under the hypothesis and alternatives. Each of them is locally most powerful against a specific alternative of t...
Energy Technology Data Exchange (ETDEWEB)
Pekney, Natalie J.; Cheng, Hanqi; Small, Mitchell J.
2015-11-05
Abstract: The objective of the current work was to develop a statistical method and associated tool to evaluate the impact of oil and natural gas exploration and production activities on local air quality.
On Wasserstein Two-Sample Testing and Related Families of Nonparametric Tests
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Aaditya Ramdas
2017-01-01
Full Text Available Nonparametric two-sample or homogeneity testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. The literature is old and rich, with a wide variety of statistics having being designed and analyzed, both for the unidimensional and the multivariate setting. Inthisshortsurvey,wefocusonteststatisticsthatinvolvetheWassersteindistance. Usingan entropic smoothing of the Wasserstein distance, we connect these to very different tests including multivariate methods involving energy statistics and kernel based maximum mean discrepancy and univariate methods like the Kolmogorov–Smirnov test, probability or quantile (PP/QQ plots and receiver operating characteristic or ordinal dominance (ROC/ODC curves. Some observations are implicit in the literature, while others seem to have not been noticed thus far. Given nonparametric two-sample testing’s classical and continued importance, we aim to provide useful connections for theorists and practitioners familiar with one subset of methods but not others.
Nonparametric statistical testing of coherence differences
Maris, E.; Schoffelen, J.M.; Fries, P.
2007-01-01
Many important questions in neuroscience are about interactions between neurons or neuronal groups. These interactions are often quantified by coherence, which is a frequency-indexed measure that quantifies the extent to which two signals exhibit a consistent phase relation. In this paper, we consid
Influence of test and person characteristics on nonparametric appropriateness measurement
Meijer, Rob R.; Molenaar, Ivo W.; Sijtsma, Klaas
1994-01-01
Appropriateness measurement in nonparametric item response theory modeling is affected by the reliability of the items, the test length, the type of aberrant response behavior, and the percentage of aberrant persons in the group. The percentage of simulees defined a priori as aberrant responders tha
Influence of Test and Person Characteristics on Nonparametric Appropriateness Measurement
Meijer, Rob R; Molenaar, Ivo W; Sijtsma, Klaas
1994-01-01
Appropriateness measurement in nonparametric item response theory modeling is affected by the reliability of the items, the test length, the type of aberrant response behavior, and the percentage of aberrant persons in the group. The percentage of simulees defined a priori as aberrant responders tha
Examples of the Application of Nonparametric Information Geometry to Statistical Physics
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Giovanni Pistone
2013-09-01
Full Text Available We review a nonparametric version of Amari’s information geometry in which the set of positive probability densities on a given sample space is endowed with an atlas of charts to form a differentiable manifold modeled on Orlicz Banach spaces. This nonparametric setting is used to discuss the setting of typical problems in machine learning and statistical physics, such as black-box optimization, Kullback-Leibler divergence, Boltzmann-Gibbs entropy and the Boltzmann equation.
Takamizawa, Hisashi; Itoh, Hiroto; Nishiyama, Yutaka
2016-10-01
In order to understand neutron irradiation embrittlement in high fluence regions, statistical analysis using the Bayesian nonparametric (BNP) method was performed for the Japanese surveillance and material test reactor irradiation database. The BNP method is essentially expressed as an infinite summation of normal distributions, with input data being subdivided into clusters with identical statistical parameters, such as mean and standard deviation, for each cluster to estimate shifts in ductile-to-brittle transition temperature (DBTT). The clusters typically depend on chemical compositions, irradiation conditions, and the irradiation embrittlement. Specific variables contributing to the irradiation embrittlement include the content of Cu, Ni, P, Si, and Mn in the pressure vessel steels, neutron flux, neutron fluence, and irradiation temperatures. It was found that the measured shifts of DBTT correlated well with the calculated ones. Data associated with the same materials were subdivided into the same clusters even if neutron fluences were increased.
Emura, Takeshi; Konno, Yoshihiko; Michimae, Hirofumi
2015-07-01
Doubly truncated data consist of samples whose observed values fall between the right- and left- truncation limits. With such samples, the distribution function of interest is estimated using the nonparametric maximum likelihood estimator (NPMLE) that is obtained through a self-consistency algorithm. Owing to the complicated asymptotic distribution of the NPMLE, the bootstrap method has been suggested for statistical inference. This paper proposes a closed-form estimator for the asymptotic covariance function of the NPMLE, which is computationally attractive alternative to bootstrapping. Furthermore, we develop various statistical inference procedures, such as confidence interval, goodness-of-fit tests, and confidence bands to demonstrate the usefulness of the proposed covariance estimator. Simulations are performed to compare the proposed method with both the bootstrap and jackknife methods. The methods are illustrated using the childhood cancer dataset.
Wei, Jiawei
2011-07-01
We consider the problem of testing for a constant nonparametric effect in a general semi-parametric regression model when there is the potential for interaction between the parametrically and nonparametrically modeled variables. The work was originally motivated by a unique testing problem in genetic epidemiology (Chatterjee, et al., 2006) that involved a typical generalized linear model but with an additional term reminiscent of the Tukey one-degree-of-freedom formulation, and their interest was in testing for main effects of the genetic variables, while gaining statistical power by allowing for a possible interaction between genes and the environment. Later work (Maity, et al., 2009) involved the possibility of modeling the environmental variable nonparametrically, but they focused on whether there was a parametric main effect for the genetic variables. In this paper, we consider the complementary problem, where the interest is in testing for the main effect of the nonparametrically modeled environmental variable. We derive a generalized likelihood ratio test for this hypothesis, show how to implement it, and provide evidence that our method can improve statistical power when compared to standard partially linear models with main effects only. We use the method for the primary purpose of analyzing data from a case-control study of colorectal adenoma.
Wei, Jiawei; Carroll, Raymond J; Maity, Arnab
2011-07-01
We consider the problem of testing for a constant nonparametric effect in a general semi-parametric regression model when there is the potential for interaction between the parametrically and nonparametrically modeled variables. The work was originally motivated by a unique testing problem in genetic epidemiology (Chatterjee, et al., 2006) that involved a typical generalized linear model but with an additional term reminiscent of the Tukey one-degree-of-freedom formulation, and their interest was in testing for main effects of the genetic variables, while gaining statistical power by allowing for a possible interaction between genes and the environment. Later work (Maity, et al., 2009) involved the possibility of modeling the environmental variable nonparametrically, but they focused on whether there was a parametric main effect for the genetic variables. In this paper, we consider the complementary problem, where the interest is in testing for the main effect of the nonparametrically modeled environmental variable. We derive a generalized likelihood ratio test for this hypothesis, show how to implement it, and provide evidence that our method can improve statistical power when compared to standard partially linear models with main effects only. We use the method for the primary purpose of analyzing data from a case-control study of colorectal adenoma.
Testing for a constant coefficient of variation in nonparametric regression
Dette, Holger; Marchlewski, Mareen; Wagener, Jens
2010-01-01
In the common nonparametric regression model Y_i=m(X_i)+sigma(X_i)epsilon_i we consider the problem of testing the hypothesis that the coefficient of the scale and location function is constant. The test is based on a comparison of the observations Y_i=\\hat{sigma}(X_i) with their mean by a smoothed empirical process, where \\hat{sigma} denotes the local linear estimate of the scale function. We show weak convergence of a centered version of this process to a Gaussian process under the null ...
Generative Temporal Modelling of Neuroimaging - Decomposition and Nonparametric Testing
DEFF Research Database (Denmark)
Hald, Ditte Høvenhoff
The goal of this thesis is to explore two improvements for functional magnetic resonance imaging (fMRI) analysis; namely our proposed decomposition method and an extension to the non-parametric testing framework. Analysis of fMRI allows researchers to investigate the functional processes...... of the brain, and provides insight into neuronal coupling during mental processes or tasks. The decomposition method is a Gaussian process-based independent components analysis (GPICA), which incorporates a temporal dependency in the sources. A hierarchical model specification is used, featuring both...
A Unified Approach to Constructing Nonparametric Rank Tests.
1986-07-06
82177 - , % 2- W -T- . ,o.. .o I" Va - , . - ,.-- tic, the Kolmogorov-Smirnov statistic, and the Wald - Wolfowitz statistic for the two-sample...linear, such as the Kolmogorov-Smirnov test, the Wald - Wolfowitz (1940) "runs test", the so-called "tests based on exceeding observations" (H;jek 32...metric U induces the Kolmogorov-Smirnov test statistic, for equal sample sizes. The following result shows that the Wald - Wolfowitz test statistic is also
MIRELA SECARĂ
2008-01-01
Tourism represents an important field of economic and social life in our country, and the main sector of the economy of Constanta County is the balneary touristic capitalization of Romanian seaside. In order to statistically analyze hydro tourism on Romanian seaside, we have applied non-parametric methods of measuring and interpretation of existing statistic connections within seaside hydro tourism. Major objective of this research is represented by hydro tourism re-establishment on Romanian ...
Zoffoli, Luca; Ditroilo, Massimiliano; Federici, Ario; Lucertini, Francesco
2017-09-09
This study used surface electromyography (EMG) to investigate the regions and patterns of activity of the external oblique (EO), erector spinae longissimus (ES), multifidus (MU) and rectus abdominis (RA) muscles during walking (W) and pole walking (PW) performed at different speeds and grades. Eighteen healthy adults undertook W and PW on a motorized treadmill at 60% and 100% of their walk-to-run preferred transition speed at 0% and 7% treadmill grade. The Teager-Kaiser energy operator was employed to improve the muscle activity detection and statistical non-parametric mapping based on paired t-tests was used to highlight statistical differences in the EMG patterns corresponding to different trials. The activation amplitude of all trunk muscles increased at high speed, while no differences were recorded at 7% treadmill grade. ES and MU appeared to support the upper body at the heel-strike during both W and PW, with the latter resulting in elevated recruitment of EO and RA as required to control for the longer stride and the push of the pole. Accordingly, the greater activity of the abdominal muscles and the comparable intervention of the spine extensors supports the use of poles by walkers seeking higher engagement of the lower trunk region. Copyright © 2017 Elsevier Ltd. All rights reserved.
Nonparametric reconstruction of the Om diagnostic to test LCDM
Escamilla-Rivera, Celia
2015-01-01
Cosmic acceleration is usually related with the unknown dark energy, which equation of state, w(z), is constrained and numerically confronted with independent astrophysical data. In order to make a diagnostic of w(z), the introduction of a null test of dark energy can be done using a diagnostic function of redshift, Om. In this work we present a nonparametric reconstruction of this diagnostic using the so-called Loess-Simex factory to test the concordance model with the advantage that this approach offers an alternative way to relax the use of priors and find a possible 'w' that reliably describe the data with no previous knowledge of a cosmological model. Our results demonstrate that the method applied to the dynamical Om diagnostic finds a preference for a dark energy model with equation of state w =-2/3, which correspond to a static domain wall network.
Non-Parametric Tests of Structure for High Angular Resolution Diffusion Imaging in Q-Space
Olhede, Sofia C
2010-01-01
High angular resolution diffusion imaging data is the observed characteristic function for the local diffusion of water molecules in tissue. This data is used to infer structural information in brain imaging. Non-parametric scalar measures are proposed to summarize such data, and to locally characterize spatial features of the diffusion probability density function (PDF), relying on the geometry of the characteristic function. Summary statistics are defined so that their distributions are, to first order, both independent of nuisance parameters and also analytically tractable. The dominant direction of the diffusion at a spatial location (voxel) is determined, and a new set of axes are introduced in Fourier space. Variation quantified in these axes determines the local spatial properties of the diffusion density. Non-parametric hypothesis tests for determining whether the diffusion is unimodal, isotropic or multi-modal are proposed. More subtle characteristics of white-matter microstructure, such as the degre...
Poage, J. L.
1975-01-01
A sequential nonparametric pattern classification procedure is presented. The method presented is an estimated version of the Wald sequential probability ratio test (SPRT). This method utilizes density function estimates, and the density estimate used is discussed, including a proof of convergence in probability of the estimate to the true density function. The classification procedure proposed makes use of the theory of order statistics, and estimates of the probabilities of misclassification are given. The procedure was tested on discriminating between two classes of Gaussian samples and on discriminating between two kinds of electroencephalogram (EEG) responses.
Testing Equality of Nonparametric Functions in Two Partially Linear Models%检验两个部分线性模型中非参函数相等
Institute of Scientific and Technical Information of China (English)
施三支; 宋立新; 杨华
2008-01-01
We propose the test statistic to check whether the nonparametric func-tions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alternative by the local linear method, where we ignore the parametric components, and then estimate the parameters by the two stage method. The test statistic is derived, and it is shown to be asymptotically normal under the null hypothesis.
Homothetic Efficiency and Test Power: A Non-Parametric Approach
J. Heufer (Jan); P. Hjertstrand (Per)
2015-01-01
markdownabstract__Abstract__ We provide a nonparametric revealed preference approach to demand analysis based on homothetic efficiency. Homotheticity is a useful restriction but data rarely satisfies testable conditions. To overcome this we provide a way to estimate homothetic efficiency of
Non-parametric combination and related permutation tests for neuroimaging.
Winkler, Anderson M; Webster, Matthew A; Brooks, Jonathan C; Tracey, Irene; Smith, Stephen M; Nichols, Thomas E
2016-04-01
In this work, we show how permutation methods can be applied to combination analyses such as those that include multiple imaging modalities, multiple data acquisitions of the same modality, or simply multiple hypotheses on the same data. Using the well-known definition of union-intersection tests and closed testing procedures, we use synchronized permutations to correct for such multiplicity of tests, allowing flexibility to integrate imaging data with different spatial resolutions, surface and/or volume-based representations of the brain, including non-imaging data. For the problem of joint inference, we propose and evaluate a modification of the recently introduced non-parametric combination (NPC) methodology, such that instead of a two-phase algorithm and large data storage requirements, the inference can be performed in a single phase, with reasonable computational demands. The method compares favorably to classical multivariate tests (such as MANCOVA), even when the latter is assessed using permutations. We also evaluate, in the context of permutation tests, various combining methods that have been proposed in the past decades, and identify those that provide the best control over error rate and power across a range of situations. We show that one of these, the method of Tippett, provides a link between correction for the multiplicity of tests and their combination. Finally, we discuss how the correction can solve certain problems of multiple comparisons in one-way ANOVA designs, and how the combination is distinguished from conjunctions, even though both can be assessed using permutation tests. We also provide a common algorithm that accommodates combination and correction.
Non-parametric tests of productive efficiency with errors-in-variables
Kuosmanen, T.K.; Post, T.; Scholtes, S.
2007-01-01
We develop a non-parametric test of productive efficiency that accounts for errors-in-variables, following the approach of Varian. [1985. Nonparametric analysis of optimizing behavior with measurement error. Journal of Econometrics 30(1/2), 445-458]. The test is based on the general Pareto-Koopmans
Applications of non-parametric statistics and analysis of variance on sample variances
Myers, R. H.
1981-01-01
Nonparametric methods that are available for NASA-type applications are discussed. An attempt will be made here to survey what can be used, to attempt recommendations as to when each would be applicable, and to compare the methods, when possible, with the usual normal-theory procedures that are avavilable for the Gaussion analog. It is important here to point out the hypotheses that are being tested, the assumptions that are being made, and limitations of the nonparametric procedures. The appropriateness of doing analysis of variance on sample variances are also discussed and studied. This procedure is followed in several NASA simulation projects. On the surface this would appear to be reasonably sound procedure. However, difficulties involved center around the normality problem and the basic homogeneous variance assumption that is mase in usual analysis of variance problems. These difficulties discussed and guidelines given for using the methods.
Non-parametric Estimation approach in statistical investigation of nuclear spectra
Jafarizadeh, M A; Sabri, H; Maleki, B Rashidian
2011-01-01
In this paper, Kernel Density Estimation (KDE) as a non-parametric estimation method is used to investigate statistical properties of nuclear spectra. The deviation to regular or chaotic dynamics, is exhibited by closer distances to Poisson or Wigner limits respectively which evaluated by Kullback-Leibler Divergence (KLD) measure. Spectral statistics of different sequences prepared by nuclei corresponds to three dynamical symmetry limits of Interaction Boson Model(IBM), oblate and prolate nuclei and also the pairing effect on nuclear level statistics are analyzed (with pure experimental data). KD-based estimated density function, confirm previous predictions with minimum uncertainty (evaluated with Integrate Absolute Error (IAE)) in compare to Maximum Likelihood (ML)-based method. Also, the increasing of regularity degrees of spectra due to pairing effect is reveal.
Homothetic Efficiency and Test Power: A Non-Parametric Approach
J. Heufer (Jan); P. Hjertstrand (Per)
2015-01-01
markdownabstract__Abstract__ We provide a nonparametric revealed preference approach to demand analysis based on homothetic efficiency. Homotheticity is a useful restriction but data rarely satisfies testable conditions. To overcome this we provide a way to estimate homothetic efficiency of consump
Directory of Open Access Journals (Sweden)
Kühnast, Corinna
2008-04-01
Full Text Available Background: Although non-normal data are widespread in biomedical research, parametric tests unnecessarily predominate in statistical analyses. Methods: We surveyed five biomedical journals and – for all studies which contain at least the unpaired t-test or the non-parametric Wilcoxon-Mann-Whitney test – investigated the relationship between the choice of a statistical test and other variables such as type of journal, sample size, randomization, sponsoring etc. Results: The non-parametric Wilcoxon-Mann-Whitney was used in 30% of the studies. In a multivariable logistic regression the type of journal, the test object, the scale of measurement and the statistical software were significant. The non-parametric test was more common in case of non-continuous data, in high-impact journals, in studies in humans, and when the statistical software is specified, in particular when SPSS was used.
Directory of Open Access Journals (Sweden)
Ismet DOGAN
2015-10-01
Full Text Available Objective: Choosing the most efficient statistical test is one of the essential problems of statistics. Asymptotic relative efficiency is a notion which enables to implement in large samples the quantitative comparison of two different tests used for testing of the same statistical hypothesis. The notion of the asymptotic efficiency of tests is more complicated than that of asymptotic efficiency of estimates. This paper discusses the effect of sample size on expected values and variances of non-parametric tests for independent two samples and determines the most effective test for different sample sizes using Fraser efficiency value. Material and Methods: Since calculating the power value in comparison of the tests is not practical most of the time, using the asymptotic relative efficiency value is favorable. Asymptotic relative efficiency is an indispensable technique for comparing and ordering statistical test in large samples. It is especially useful in nonparametric statistics where there exist numerous heuristic tests such as the linear rank tests. In this study, the sample size is determined as 2 ≤ n ≤ 50. Results: In both balanced and unbalanced cases, it is found that, as the sample size increases expected values and variances of all the tests discussed in this paper increase as well. Additionally, considering the Fraser efficiency, Mann-Whitney U test is found as the most efficient test among the non-parametric tests that are used in comparison of independent two samples regardless of their sizes. Conclusion: According to Fraser efficiency, Mann-Whitney U test is found as the most efficient test.
Kim, Junmo; Fisher, John W; Yezzi, Anthony; Cetin, Müjdat; Willsky, Alan S
2005-10-01
In this paper, we present a new information-theoretic approach to image segmentation. We cast the segmentation problem as the maximization of the mutual information between the region labels and the image pixel intensities, subject to a constraint on the total length of the region boundaries. We assume that the probability densities associated with the image pixel intensities within each region are completely unknown a priori, and we formulate the problem based on nonparametric density estimates. Due to the nonparametric structure, our method does not require the image regions to have a particular type of probability distribution and does not require the extraction and use of a particular statistic. We solve the information-theoretic optimization problem by deriving the associated gradient flows and applying curve evolution techniques. We use level-set methods to implement the resulting evolution. The experimental results based on both synthetic and real images demonstrate that the proposed technique can solve a variety of challenging image segmentation problems. Futhermore, our method, which does not require any training, performs as good as methods based on training.
A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests
Boswijk, H. Peter; Lucas, Andre; Taylor, Nick
1999-01-01
This paper provides an extensive Monte-Carlo comparison of severalcontemporary cointegration tests. Apart from the familiar Gaussian basedtests of Johansen, we also consider tests based on non-Gaussianquasi-likelihoods. Moreover, we compare the performance of these parametrictests with tests that es
A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests
Boswijk, H. Peter; Lucas, Andre; Taylor, Nick
1999-01-01
This paper provides an extensive Monte-Carlo comparison of severalcontemporary cointegration tests. Apart from the familiar Gaussian basedtests of Johansen, we also consider tests based on non-Gaussianquasi-likelihoods. Moreover, we compare the performance of these parametrictests with tests that
A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests
Boswijk, H. Peter; Lucas, Andre; Taylor, Nick
1999-01-01
This paper provides an extensive Monte-Carlo comparison of severalcontemporary cointegration tests. Apart from the familiar Gaussian basedtests of Johansen, we also consider tests based on non-Gaussianquasi-likelihoods. Moreover, we compare the performance of these parametrictests with tests that es
Nonparametric test of consistency between cosmological models and multiband CMB measurements
Aghamousa, Amir
2015-01-01
We present a novel approach to test the consistency of the cosmological models with multiband CMB data using a nonparametric approach. In our analysis we calibrate the REACT (Risk Estimation and Adaptation after Coordinate Transformation) confidence levels associated with distances in function space (confidence distances) based on the Monte Carlo simulations in order to test the consistency of an assumed cosmological model with observation. To show the applicability of our algorithm, we confront Planck 2013 temperature data with concordance model of cosmology considering two different Planck spectra combination. In order to have an accurate quantitative statistical measure to compare between the data and the theoretical expectations, we calibrate REACT confidence distances and perform a bias control using many realizations of the data. Our results in this work using Planck 2013 temperature data put the best fit $\\Lambda$CDM model at $95\\% (\\sim 2\\sigma)$ confidence distance from the center of the nonparametri...
Kanji, Gopal K
2006-01-01
This expanded and updated Third Edition of Gopal K. Kanji's best-selling resource on statistical tests covers all the most commonly used tests with information on how to calculate and interpret results with simple datasets. Each entry begins with a short summary statement about the test's purpose, and contains details of the test objective, the limitations (or assumptions) involved, a brief outline of the method, a worked example, and the numerical calculation. 100 Statistical Tests, Third Edition is the one indispensable guide for users of statistical materials and consumers of statistical information at all levels and across all disciplines.
Directory of Open Access Journals (Sweden)
D. Das
2014-04-01
Full Text Available Climate projections simulated by Global Climate Models (GCM are often used for assessing the impacts of climate change. However, the relatively coarse resolutions of GCM outputs often precludes their application towards accurately assessing the effects of climate change on finer regional scale phenomena. Downscaling of climate variables from coarser to finer regional scales using statistical methods are often performed for regional climate projections. Statistical downscaling (SD is based on the understanding that the regional climate is influenced by two factors – the large scale climatic state and the regional or local features. A transfer function approach of SD involves learning a regression model which relates these features (predictors to a climatic variable of interest (predictand based on the past observations. However, often a single regression model is not sufficient to describe complex dynamic relationships between the predictors and predictand. We focus on the covariate selection part of the transfer function approach and propose a nonparametric Bayesian mixture of sparse regression models based on Dirichlet Process (DP, for simultaneous clustering and discovery of covariates within the clusters while automatically finding the number of clusters. Sparse linear models are parsimonious and hence relatively more generalizable than non-sparse alternatives, and lends to domain relevant interpretation. Applications to synthetic data demonstrate the value of the new approach and preliminary results related to feature selection for statistical downscaling shows our method can lead to new insights.
Carroll, Raymond J.
2011-03-01
In many applications we can expect that, or are interested to know if, a density function or a regression curve satisfies some specific shape constraints. For example, when the explanatory variable, X, represents the value taken by a treatment or dosage, the conditional mean of the response, Y , is often anticipated to be a monotone function of X. Indeed, if this regression mean is not monotone (in the appropriate direction) then the medical or commercial value of the treatment is likely to be significantly curtailed, at least for values of X that lie beyond the point at which monotonicity fails. In the case of a density, common shape constraints include log-concavity and unimodality. If we can correctly guess the shape of a curve, then nonparametric estimators can be improved by taking this information into account. Addressing such problems requires a method for testing the hypothesis that the curve of interest satisfies a shape constraint, and, if the conclusion of the test is positive, a technique for estimating the curve subject to the constraint. Nonparametric methodology for solving these problems already exists, but only in cases where the covariates are observed precisely. However in many problems, data can only be observed with measurement errors, and the methods employed in the error-free case typically do not carry over to this error context. In this paper we develop a novel approach to hypothesis testing and function estimation under shape constraints, which is valid in the context of measurement errors. Our method is based on tilting an estimator of the density or the regression mean until it satisfies the shape constraint, and we take as our test statistic the distance through which it is tilted. Bootstrap methods are used to calibrate the test. The constrained curve estimators that we develop are also based on tilting, and in that context our work has points of contact with methodology in the error-free case.
Non-parametric three-way mixed ANOVA with aligned rank tests.
Oliver-Rodríguez, Juan C; Wang, X T
2015-02-01
Research problems that require a non-parametric analysis of multifactor designs with repeated measures arise in the behavioural sciences. There is, however, a lack of available procedures in commonly used statistical packages. In the present study, a generalization of the aligned rank test for the two-way interaction is proposed for the analysis of the typical sources of variation in a three-way analysis of variance (ANOVA) with repeated measures. It can be implemented in the usual statistical packages. Its statistical properties are tested by using simulation methods with two sample sizes (n = 30 and n = 10) and three distributions (normal, exponential and double exponential). Results indicate substantial increases in power for non-normal distributions in comparison with the usual parametric tests. Similar levels of Type I error for both parametric and aligned rank ANOVA were obtained with non-normal distributions and large sample sizes. Degrees-of-freedom adjustments for Type I error control in small samples are proposed. The procedure is applied to a case study with 30 participants per group where it detects gender differences in linguistic abilities in blind children not shown previously by other methods.
Nonparametric Predictive Regression
Ioannis Kasparis; Elena Andreou; Phillips, Peter C.B.
2012-01-01
A unifying framework for inference is developed in predictive regressions where the predictor has unknown integration properties and may be stationary or nonstationary. Two easily implemented nonparametric F-tests are proposed. The test statistics are related to those of Kasparis and Phillips (2012) and are obtained by kernel regression. The limit distribution of these predictive tests holds for a wide range of predictors including stationary as well as non-stationary fractional and near unit...
Testing a parametric function against a nonparametric alternative in IV and GMM settings
DEFF Research Database (Denmark)
Gørgens, Tue; Wurtz, Allan
This paper develops a specification test for functional form for models identified by moment restrictions, including IV and GMM settings. The general framework is one where the moment restrictions are specified as functions of data, a finite-dimensional parameter vector, and a nonparametric real...
Non-parametric Tuning of PID Controllers A Modified Relay-Feedback-Test Approach
Boiko, Igor
2013-01-01
The relay feedback test (RFT) has become a popular and efficient tool used in process identification and automatic controller tuning. Non-parametric Tuning of PID Controllers couples new modifications of classical RFT with application-specific optimal tuning rules to form a non-parametric method of test-and-tuning. Test and tuning are coordinated through a set of common parameters so that a PID controller can obtain the desired gain or phase margins in a system exactly, even with unknown process dynamics. The concept of process-specific optimal tuning rules in the nonparametric setup, with corresponding tuning rules for flow, level pressure, and temperature control loops is presented in the text. Common problems of tuning accuracy based on parametric and non-parametric approaches are addressed. In addition, the text treats the parametric approach to tuning based on the modified RFT approach and the exact model of oscillations in the system under test using the locus of a perturbedrelay system (LPRS) meth...
Nonparametric Tests of Collectively Rational Consumption Behavior : An Integer Programming Procedure
Cherchye, L.J.H.; de Rock, B.; Sabbe, J.; Vermeulen, F.M.P.
2008-01-01
We present an IP-based nonparametric (revealed preference) testing proce- dure for rational consumption behavior in terms of general collective models, which include consumption externalities and public consumption. An empiri- cal application to data drawn from the Russia Longitudinal Monitoring
Applications of Assignment Algorithms to Nonparametric Tests for Homogeneity
2009-09-01
and Siegmund MST Minimum spanning tree MD Mahalanobis distance MD-R Mahalanobis distance, robust NAP Non-Bipartite Accumulated Pairs NNVE...competitor, the maximum likelihood ratio test of James, James, and Siegmund (JJS), even when the parametric assumptions for that test are met. When those...competitor, the maximum likelihood ratio test of James, James, and Siegmund (1992), for various cases including different underlying distributions
Testing statistical hypotheses
Lehmann, E L
2005-01-01
The third edition of Testing Statistical Hypotheses updates and expands upon the classic graduate text, emphasizing optimality theory for hypothesis testing and confidence sets. The principal additions include a rigorous treatment of large sample optimality, together with the requisite tools. In addition, an introduction to the theory of resampling methods such as the bootstrap is developed. The sections on multiple testing and goodness of fit testing are expanded. The text is suitable for Ph.D. students in statistics and includes over 300 new problems out of a total of more than 760. E.L. Lehmann is Professor of Statistics Emeritus at the University of California, Berkeley. He is a member of the National Academy of Sciences and the American Academy of Arts and Sciences, and the recipient of honorary degrees from the University of Leiden, The Netherlands and the University of Chicago. He is the author of Elements of Large-Sample Theory and (with George Casella) he is also the author of Theory of Point Estimat...
Incorporating Nonparametric Statistics into Delphi Studies in Library and Information Science
Ju, Boryung; Jin, Tao
2013-01-01
Introduction: The Delphi technique is widely used in library and information science research. However, many researchers in the field fail to employ standard statistical tests when using this technique. This makes the technique vulnerable to criticisms of its reliability and validity. The general goal of this article is to explore how…
Testing the Non-Parametric Conditional CAPM in the Brazilian Stock Market
Directory of Open Access Journals (Sweden)
Daniel Reed Bergmann
2014-04-01
Full Text Available This paper seeks to analyze if the variations of returns and systematic risks from Brazilian portfolios could be explained by the nonparametric conditional Capital Asset Pricing Model (CAPM by Wang (2002. There are four informational variables available to the investors: (i the Brazilian industrial production level; (ii the broad money supply M4; (iii the inflation represented by the Índice de Preços ao Consumidor Amplo (IPCA; and (iv the real-dollar exchange rate, obtained by PTAX dollar quotation.This study comprised the shares listed in the BOVESPA throughout January 2002 to December 2009. The test methodology developed by Wang (2002 and retorted to the Mexican context by Castillo-Spíndola (2006 was used. The observed results indicate that the nonparametric conditional model is relevant in explaining the portfolios’ returns of the sample considered for two among the four tested variables, M4 and PTAX dollar at 5% level of significance.
A NONPARAMETRIC PROCEDURE OF THE SAMPLE SIZE DETERMINATION FOR SURVIVAL RATE TEST
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
Objective This paper proposes a nonparametric procedure of the sample size determination for survival rate test. Methods Using the classical asymptotic normal procedure yields the required homogenetic effective sample size and using the inverse operation with the prespecified value of the survival function of censoring times yields the required sample size. Results It is matched with the rate test for censored data, does not involve survival distributions, and reduces to its classical counterpart when there is no censoring. The observed power of the test coincides with the prescribed power under usual clinical conditions. Conclusion It can be used for planning survival studies of chronic diseases.
The application of non-parametric statistical techniques to an ALARA programme.
Moon, J H; Cho, Y H; Kang, C S
2001-01-01
For the cost-effective reduction of occupational radiation dose (ORD) at nuclear power plants, it is necessary to identify what are the processes of repetitive high ORD during maintenance and repair operations. To identify the processes, the point values such as mean and median are generally used, but they sometimes lead to misjudgment since they cannot show other important characteristics such as dose distributions and frequencies of radiation jobs. As an alternative, the non-parametric analysis method is proposed, which effectively identifies the processes of repetitive high ORD. As a case study, the method is applied to ORD data of maintenance and repair processes at Kori Units 3 and 4 that are pressurised water reactors with 950 MWe capacity and have been operating since 1986 and 1987 respectively, in Korea and the method is demonstrated to be an efficient way of analysing the data.
Applications of Parametric and Nonparametric Tests for Event Studies on ISE
Handan YOLSAL
2011-01-01
In this study, we conducted a research as to whether splits in shares on the ISE-ON Index at the Istanbul Stock Exchange have had an impact on returns generated from shares between 2005 and 2011 or not using event study method. This study is based on parametric tests, as well as on nonparametric tests developed as an alternative to them. It has been observed that, when cross-sectional variance adjustment is applied to data set, such null hypothesis as “there is no average abnormal return at d...
Two new non-parametric tests to the distance duality relation with galaxy clusters
Costa, S S; Holanda, R F L
2015-01-01
The cosmic distance duality relation is a milestone of cosmology involving the luminosity and angular diameter distances. Any departure of the relation points to new physics or systematic errors in the observations, therefore tests of the relation are extremely important to build a consistent cosmological framework. Here, two new tests are proposed based on galaxy clusters observations (angular diameter distance and gas mass fraction) and $H(z)$ measurements. By applying Gaussian Processes, a non-parametric method, we are able to derive constraints on departures of the relation where no evidence of deviation is found in both methods, reinforcing the cosmological and astrophysical hypotheses adopted so far.
Kerschbamer, Rudolf
2015-05-01
This paper proposes a geometric delineation of distributional preference types and a non-parametric approach for their identification in a two-person context. It starts with a small set of assumptions on preferences and shows that this set (i) naturally results in a taxonomy of distributional archetypes that nests all empirically relevant types considered in previous work; and (ii) gives rise to a clean experimental identification procedure - the Equality Equivalence Test - that discriminates between archetypes according to core features of preferences rather than properties of specific modeling variants. As a by-product the test yields a two-dimensional index of preference intensity.
Robust non-parametric one-sample tests for the analysis of recurrent events.
Rebora, Paola; Galimberti, Stefania; Valsecchi, Maria Grazia
2010-12-30
One-sample non-parametric tests are proposed here for inference on recurring events. The focus is on the marginal mean function of events and the basis for inference is the standardized distance between the observed and the expected number of events under a specified reference rate. Different weights are considered in order to account for various types of alternative hypotheses on the mean function of the recurrent events process. A robust version and a stratified version of the test are also proposed. The performance of these tests was investigated through simulation studies under various underlying event generation processes, such as homogeneous and nonhomogeneous Poisson processes, autoregressive and renewal processes, with and without frailty effects. The robust versions of the test have been shown to be suitable in a wide variety of event generating processes. The motivating context is a study on gene therapy in a very rare immunodeficiency in children, where a major end-point is the recurrence of severe infections. Robust non-parametric one-sample tests for recurrent events can be useful to assess efficacy and especially safety in non-randomized studies or in epidemiological studies for comparison with a standard population.
Directory of Open Access Journals (Sweden)
Paul H. Grawe
2016-01-01
Full Text Available Sydney Siegel and N. John Castellan, Jr. Nonparametric Statistics for the Behavioral Sciences, Second Edition (New York NY: McGraw Hill, 1988. 399 pp. ISBN: 9780070573574. Almost 60 years ago, Sidney Siegel wrote a stellar book helping anyone in academe to use nonparametric statistics, but ironically, 60 years after that achievement, American higher education confesses itself to be in the worst Quantitative Teaching Crisis of all time. The key clue to solving that crisis may be in Siegel and Castellan’s title, Nonparametric Statistics for the Behavioral Sciences, which quietly and perhaps unconsciously excludes the Humanities. Yet it is in humanistic realities that students read, write, and think. This book review considers what could be done if the Humanities were made aware of the enormous power of nonparametric statistics for advancing both their disciplines and their students’ ability to think quantitatively. A potentially revolutionary, humanistic, nonparametric finding is considered in detail along with a brief account of tens of humanistic discoveries deriving from Siegel and Castellan’s impetus.
Directory of Open Access Journals (Sweden)
Jun Zhang
2013-12-01
Full Text Available Divergence functions are the non-symmetric “distance” on the manifold, Μθ, of parametric probability density functions over a measure space, (Χ,μ. Classical information geometry prescribes, on Μθ: (i a Riemannian metric given by the Fisher information; (ii a pair of dual connections (giving rise to the family of α-connections that preserve the metric under parallel transport by their joint actions; and (iii a family of divergence functions ( α-divergence defined on Μθ x Μθ, which induce the metric and the dual connections. Here, we construct an extension of this differential geometric structure from Μθ (that of parametric probability density functions to the manifold, Μ, of non-parametric functions on X, removing the positivity and normalization constraints. The generalized Fisher information and α-connections on M are induced by an α-parameterized family of divergence functions, reflecting the fundamental convex inequality associated with any smooth and strictly convex function. The infinite-dimensional manifold, M, has zero curvature for all these α-connections; hence, the generally non-zero curvature of M can be interpreted as arising from an embedding of Μθ into Μ. Furthermore, when a parametric model (after a monotonic scaling forms an affine submanifold, its natural and expectation parameters form biorthogonal coordinates, and such a submanifold is dually flat for α = ± 1, generalizing the results of Amari’s α-embedding. The present analysis illuminates two different types of duality in information geometry, one concerning the referential status of a point (measurable function expressed in the divergence function (“referential duality” and the other concerning its representation under an arbitrary monotone scaling (“representational duality”.
Inferential, non-parametric statistics to assess the quality of probabilistic forecast systems
Maia, A.H.N.; Meinke, H.B.; Lennox, S.; Stone, R.C.
2007-01-01
Many statistical forecast systems are available to interested users. To be useful for decision making, these systems must be based on evidence of underlying mechanisms. Once causal connections between the mechanism and its statistical manifestation have been firmly established, the forecasts must al
Inferential, non-parametric statistics to assess the quality of probabilistic forecast systems
Maia, A.H.N.; Meinke, H.B.; Lennox, S.; Stone, R.C.
2007-01-01
Many statistical forecast systems are available to interested users. To be useful for decision making, these systems must be based on evidence of underlying mechanisms. Once causal connections between the mechanism and its statistical manifestation have been firmly established, the forecasts must al
Statistical Test for Bivariate Uniformity
Directory of Open Access Journals (Sweden)
Zhenmin Chen
2014-01-01
Full Text Available The purpose of the multidimension uniformity test is to check whether the underlying probability distribution of a multidimensional population differs from the multidimensional uniform distribution. The multidimensional uniformity test has applications in various fields such as biology, astronomy, and computer science. Such a test, however, has received less attention in the literature compared with the univariate case. A new test statistic for checking multidimensional uniformity is proposed in this paper. Some important properties of the proposed test statistic are discussed. As a special case, the bivariate statistic test is discussed in detail in this paper. The Monte Carlo simulation is used to compare the power of the newly proposed test with the distance-to-boundary test, which is a recently published statistical test for multidimensional uniformity. It has been shown that the test proposed in this paper is more powerful than the distance-to-boundary test in some cases.
Hassani, Hossein; Huang, Xu; Gupta, Rangan; Ghodsi, Mansi
2016-10-01
In a recent paper, Gupta et al., (2015), analyzed whether sunspot numbers cause global temperatures based on monthly data covering the period 1880:1-2013:9. The authors find that standard time domain Granger causality test fails to reject the null hypothesis that sunspot numbers do not cause global temperatures for both full and sub-samples, namely 1880:1-1936:2, 1936:3-1986:11 and 1986:12-2013:9 (identified based on tests of structural breaks). However, frequency domain causality test detects predictability for the full-sample at short (2-2.6 months) cycle lengths, but not the sub-samples. But since, full-sample causality cannot be relied upon due to structural breaks, Gupta et al., (2015) conclude that the evidence of causality running from sunspot numbers to global temperatures is weak and inconclusive. Given the importance of the issue of global warming, our current paper aims to revisit this issue of whether sunspot numbers cause global temperatures, using the same data set and sub-samples used by Gupta et al., (2015), based on an nonparametric Singular Spectrum Analysis (SSA)-based causality test. Based on this test, we however, show that sunspot numbers have predictive ability for global temperatures for the three sub-samples, over and above the full-sample. Thus, generally speaking, our non-parametric SSA-based causality test outperformed both time domain and frequency domain causality tests and highlighted that sunspot numbers have always been important in predicting global temperatures.
Pataky, Todd C; Vanrenterghem, Jos; Robinson, Mark A
2015-05-01
Biomechanical processes are often manifested as one-dimensional (1D) trajectories. It has been shown that 1D confidence intervals (CIs) are biased when based on 0D statistical procedures, and the non-parametric 1D bootstrap CI has emerged in the Biomechanics literature as a viable solution. The primary purpose of this paper was to clarify that, for 1D biomechanics datasets, the distinction between 0D and 1D methods is much more important than the distinction between parametric and non-parametric procedures. A secondary purpose was to demonstrate that a parametric equivalent to the 1D bootstrap exists in the form of a random field theory (RFT) correction for multiple comparisons. To emphasize these points we analyzed six datasets consisting of force and kinematic trajectories in one-sample, paired, two-sample and regression designs. Results showed, first, that the 1D bootstrap and other 1D non-parametric CIs were qualitatively identical to RFT CIs, and all were very different from 0D CIs. Second, 1D parametric and 1D non-parametric hypothesis testing results were qualitatively identical for all six datasets. Last, we highlight the limitations of 1D CIs by demonstrating that they are complex, design-dependent, and thus non-generalizable. These results suggest that (i) analyses of 1D data based on 0D models of randomness are generally biased unless one explicitly identifies 0D variables before the experiment, and (ii) parametric and non-parametric 1D hypothesis testing provide an unambiguous framework for analysis when one׳s hypothesis explicitly or implicitly pertains to whole 1D trajectories.
Non-parametric group-level statistics for source-resolved ERP analysis.
Lee, Clement; Miyakoshi, Makoto; Delorme, Arnaud; Cauwenberghs, Gert; Makeig, Scott
2015-01-01
We have developed a new statistical framework for group-level event-related potential (ERP) analysis in EEGLAB. The framework calculates the variance of scalp channel signals accounted for by the activity of homogeneous clusters of sources found by independent component analysis (ICA). When ICA data decomposition is performed on each subject's data separately, functionally equivalent ICs can be grouped into EEGLAB clusters. Here, we report a new addition (statPvaf) to the EEGLAB plug-in std_envtopo to enable inferential statistics on main effects and interactions in event related potentials (ERPs) of independent component (IC) processes at the group level. We demonstrate the use of the updated plug-in on simulated and actual EEG data.
A Java program for non-parametric statistic comparison of community structure
Directory of Open Access Journals (Sweden)
WenJun Zhang
2011-09-01
Full Text Available The Java algorithm to statistically compare structure difference of two communities was presented in this study. Euclidean distance, Manhattan distance, Pearson correlation, Point correlation, quadratic correlation and Jaccard coefficient were included in the algorithm. The algorithm was used to compare rice arthropod communities in Pearl River Delta, China, and the results showed that the family composition of arthropods for Guangzhou, Zhongshan, Zhuhai, and Dongguan are not significantly different.
DEFF Research Database (Denmark)
A methodology is presented that combines modelling based on first principles and data based modelling into a modelling cycle that facilitates fast decision-making based on statistical methods. A strong feature of this methodology is that given a first principles model along with process data, the......, the corresponding modelling cycle model of the given system for a given purpose. A computer-aided tool, which integrates the elements of the modelling cycle, is also presented, and an example is given of modelling a fed-batch bioreactor....
Lange, C; Lyon, H; DeMeo, D; Raby, B; Silverman, EK; Weiss, ST
2003-01-01
We introduce a new powerful nonparametric testing strategy for family-based association studies in which multiple quantitative traits are recorded and the phenotype with the strongest genetic component is not known prior to the analysis. In the first stage, using a population-based test based on the
Directory of Open Access Journals (Sweden)
José L. Valencia
2015-11-01
Full Text Available Rainfall, one of the most important climate variables, is commonly studied due to its great heterogeneity, which occasionally causes negative economic, social, and environmental consequences. Modeling the spatial distributions of rainfall patterns over watersheds has become a major challenge for water resources management. Multifractal analysis can be used to reproduce the scale invariance and intermittency of rainfall processes. To identify which factors are the most influential on the variability of multifractal parameters and, consequently, on the spatial distribution of rainfall patterns for different time scales in this study, universal multifractal (UM analysis—C1, α, and γs UM parameters—was combined with non-parametric statistical techniques that allow spatial-temporal comparisons of distributions by gradients. The proposed combined approach was applied to a daily rainfall dataset of 132 time-series from 1931 to 2009, homogeneously spatially-distributed across a 25 km × 25 km grid covering the Ebro River Basin. A homogeneous increase in C1 over the watershed and a decrease in α mainly in the western regions, were detected, suggesting an increase in the frequency of dry periods at different scales and an increase in the occurrence of rainfall process variability over the last decades.
Testing statistical hypotheses of equivalence
Wellek, Stefan
2010-01-01
Equivalence testing has grown significantly in importance over the last two decades, especially as its relevance to a variety of applications has become understood. Yet published work on the general methodology remains scattered in specialists' journals, and for the most part, it focuses on the relatively narrow topic of bioequivalence assessment.With a far broader perspective, Testing Statistical Hypotheses of Equivalence provides the first comprehensive treatment of statistical equivalence testing. The author addresses a spectrum of specific, two-sided equivalence testing problems, from the
Log-concave Probability Distributions: Theory and Statistical Testing
DEFF Research Database (Denmark)
An, Mark Yuing
1996-01-01
This paper studies the broad class of log-concave probability distributions that arise in economics of uncertainty and information. For univariate, continuous, and log-concave random variables we prove useful properties without imposing the differentiability of density functions. Discrete...... and multivariate distributions are also discussed. We propose simple non-parametric testing procedures for log-concavity. The test statistics are constructed to test one of the two implicati ons of log-concavity: increasing hazard rates and new-is-better-than-used (NBU) property. The test for increasing hazard...... rates are based on normalized spacing of the sample order statistics. The tests for NBU property fall into the category of Hoeffding's U-statistics...
A Nonparametric Approach for Assessing Goodness-of-Fit of IRT Models in a Mixed Format Test
Liang, Tie; Wells, Craig S.
2015-01-01
Investigating the fit of a parametric model plays a vital role in validating an item response theory (IRT) model. An area that has received little attention is the assessment of multiple IRT models used in a mixed-format test. The present study extends the nonparametric approach, proposed by Douglas and Cohen (2001), to assess model fit of three…
Directory of Open Access Journals (Sweden)
Kaufman Jay S
2008-07-01
Full Text Available Abstract In 2004, Garcia-Berthou and Alcaraz published "Incongruence between test statistics and P values in medical papers," a critique of statistical errors that received a tremendous amount of attention. One of their observations was that the final reported digit of p-values in articles published in the journal Nature departed substantially from the uniform distribution that they suggested should be expected. In 2006, Jeng critiqued that critique, observing that the statistical analysis of those terminal digits had been based on comparing the actual distribution to a uniform continuous distribution, when digits obviously are discretely distributed. Jeng corrected the calculation and reported statistics that did not so clearly support the claim of a digit preference. However delightful it may be to read a critique of statistical errors in a critique of statistical errors, we nevertheless found several aspects of the whole exchange to be quite troubling, prompting our own meta-critique of the analysis. The previous discussion emphasized statistical significance testing. But there are various reasons to expect departure from the uniform distribution in terminal digits of p-values, so that simply rejecting the null hypothesis is not terribly informative. Much more importantly, Jeng found that the original p-value of 0.043 should have been 0.086, and suggested this represented an important difference because it was on the other side of 0.05. Among the most widely reiterated (though often ignored tenets of modern quantitative research methods is that we should not treat statistical significance as a bright line test of whether we have observed a phenomenon. Moreover, it sends the wrong message about the role of statistics to suggest that a result should be dismissed because of limited statistical precision when it is so easy to gather more data. In response to these limitations, we gathered more data to improve the statistical precision, and
Shaikh, Masood Ali
2016-04-01
Statistical tests help infer meaningful conclusions from studies conducted and data collected. This descriptive study analyzed the type of statistical tests used and the statistical software utilized for analysis reported in the original articles published in 2014 by the three Medline-indexed journals of Pakistan. Cumulatively, 466 original articles were published in 2014. The most frequently reported statistical tests for original articles by all three journals were bivariate parametric and non-parametric tests i.e. involving comparisons between two groups e.g. Chi-square test, t-test, and various types of correlations. Cumulatively, 201 (43.1%) articles used these tests. SPSS was the primary choice for statistical analysis, as it was exclusively used in 374 (80.3%) original articles. There has been a substantial increase in the number of articles published, and in the sophistication of statistical tests used in the articles published in the Pakistani Medline indexed journals in 2014, compared to 2007.
Jin, Qian; He, Li-Jun; Zhang, Ai-Bing
2012-01-01
In the recent worldwide campaign for the global biodiversity inventory via DNA barcoding, a simple and easily used measure of confidence for assigning sequences to species in DNA barcoding has not been established so far, although the likelihood ratio test and the bayesian approach had been proposed to address this issue from a statistical point of view. The TDR (Two Dimensional non-parametric Resampling) measure newly proposed in this study offers users a simple and easy approach to evaluate the confidence of species membership in DNA barcoding projects. We assessed the validity and robustness of the TDR approach using datasets simulated under coalescent models, and an empirical dataset, and found that TDR measure is very robust in assessing species membership of DNA barcoding. In contrast to the likelihood ratio test and bayesian approach, the TDR method stands out due to simplicity in both concepts and calculations, with little in the way of restrictive population genetic assumptions. To implement this approach we have developed a computer program package (TDR1.0beta) freely available from ftp://202.204.209.200/education/video/TDR1.0beta.rar.
Nonparametric identification of copula structures
Li, Bo
2013-06-01
We propose a unified framework for testing a variety of assumptions commonly made about the structure of copulas, including symmetry, radial symmetry, joint symmetry, associativity and Archimedeanity, and max-stability. Our test is nonparametric and based on the asymptotic distribution of the empirical copula process.We perform simulation experiments to evaluate our test and conclude that our method is reliable and powerful for assessing common assumptions on the structure of copulas, particularly when the sample size is moderately large. We illustrate our testing approach on two datasets. © 2013 American Statistical Association.
Monotonicity of chi-square test statistics
Ryu, Keunkwan
2003-01-01
This paper establishes monotonicity of the chi-square test statistic. As the more efficient parameter estimator is plugged into the test statistic, the degrees of freedom of the resulting chi-square test statistic monotonically increase.
Nonparametric confidence intervals for monotone functions
Groeneboom, P.; Jongbloed, G.
2015-01-01
We study nonparametric isotonic confidence intervals for monotone functions. In [Ann. Statist. 29 (2001) 1699–1731], pointwise confidence intervals, based on likelihood ratio tests using the restricted and unrestricted MLE in the current status model, are introduced. We extend the method to the trea
Nonparametric confidence intervals for monotone functions
Groeneboom, P.; Jongbloed, G.
2015-01-01
We study nonparametric isotonic confidence intervals for monotone functions. In [Ann. Statist. 29 (2001) 1699–1731], pointwise confidence intervals, based on likelihood ratio tests using the restricted and unrestricted MLE in the current status model, are introduced. We extend the method to the
Scarpazza, Cristina; Nichols, Thomas E; Seramondi, Donato; Maumet, Camille; Sartori, Giuseppe; Mechelli, Andrea
2016-01-01
In recent years, an increasing number of studies have used Voxel Based Morphometry (VBM) to compare a single patient with a psychiatric or neurological condition of interest against a group of healthy controls. However, the validity of this approach critically relies on the assumption that the single patient is drawn from a hypothetical population with a normal distribution and variance equal to that of the control group. In a previous investigation, we demonstrated that family-wise false positive error rate (i.e., the proportion of statistical comparisons yielding at least one false positive) in single case VBM are much higher than expected (Scarpazza et al., 2013). Here, we examine whether the use of non-parametric statistics, which does not rely on the assumptions of normal distribution and equal variance, would enable the investigation of single subjects with good control of false positive risk. We empirically estimated false positive rates (FPRs) in single case non-parametric VBM, by performing 400 statistical comparisons between a single disease-free individual and a group of 100 disease-free controls. The impact of smoothing (4, 8, and 12 mm) and type of pre-processing (Modulated, Unmodulated) was also examined, as these factors have been found to influence FPRs in previous investigations using parametric statistics. The 400 statistical comparisons were repeated using two independent, freely available data sets in order to maximize the generalizability of the results. We found that the family-wise error rate was 5% for increases and 3.6% for decreases in one data set; and 5.6% for increases and 6.3% for decreases in the other data set (5% nominal). Further, these results were not dependent on the level of smoothing and modulation. Therefore, the present study provides empirical evidence that single case VBM studies with non-parametric statistics are not susceptible to high false positive rates. The critical implication of this finding is that VBM can be used
Nonparametric Inference for Periodic Sequences
Sun, Ying
2012-02-01
This article proposes a nonparametric method for estimating the period and values of a periodic sequence when the data are evenly spaced in time. The period is estimated by a "leave-out-one-cycle" version of cross-validation (CV) and complements the periodogram, a widely used tool for period estimation. The CV method is computationally simple and implicitly penalizes multiples of the smallest period, leading to a "virtually" consistent estimator of integer periods. This estimator is investigated both theoretically and by simulation.We also propose a nonparametric test of the null hypothesis that the data have constantmean against the alternative that the sequence of means is periodic. Finally, our methodology is demonstrated on three well-known time series: the sunspots and lynx trapping data, and the El Niño series of sea surface temperatures. © 2012 American Statistical Association and the American Society for Quality.
2013-03-01
Mendenhall , and Sheaffer [25]. For the remainder of this paper, however, we will make use of the Wilcoxon rank sum test for purposes of comparison with the...B. W. Silverman, Density Estimation for Statistics and Data Analysis, Chapman & Hall/CRC, 1986, p. 48. [25] D. D. Wackerly, W. Mendenhall III and R
Marmarelis, Vasilis Z; Shin, Dae C; Zhang, Yaping; Kautzky-Willer, Alexandra; Pacini, Giovanni; D'Argenio, David Z
2013-07-01
Modeling studies of the insulin-glucose relationship have mainly utilized parametric models, most notably the minimal model (MM) of glucose disappearance. This article presents results from the comparative analysis of the parametric MM and a nonparametric Laguerre based Volterra Model (LVM) applied to the analysis of insulin modified (IM) intravenous glucose tolerance test (IVGTT) data from a clinical study of gestational diabetes mellitus (GDM). An IM IVGTT study was performed 8 to 10 weeks postpartum in 125 women who were diagnosed with GDM during their pregnancy [population at risk of developing diabetes (PRD)] and in 39 control women with normal pregnancies (control subjects). The measured plasma glucose and insulin from the IM IVGTT in each group were analyzed via a population analysis approach to estimate the insulin sensitivity parameter of the parametric MM. In the nonparametric LVM analysis, the glucose and insulin data were used to calculate the first-order kernel, from which a diagnostic scalar index representing the integrated effect of insulin on glucose was derived. Both the parametric MM and nonparametric LVM describe the glucose concentration data in each group with good fidelity, with an improved measured versus predicted r² value for the LVM of 0.99 versus 0.97 for the MM analysis in the PRD. However, application of the respective diagnostic indices of the two methods does result in a different classification of 20% of the individuals in the PRD. It was found that the data based nonparametric LVM revealed additional insights about the manner in which infused insulin affects blood glucose concentration. © 2013 Diabetes Technology Society.
A new non-parametric stationarity test of time series in the time domain
Jin, Lei
2014-11-07
© 2015 The Royal Statistical Society and Blackwell Publishing Ltd. We propose a new double-order selection test for checking second-order stationarity of a time series. To develop the test, a sequence of systematic samples is defined via Walsh functions. Then the deviations of the autocovariances based on these systematic samples from the corresponding autocovariances of the whole time series are calculated and the uniform asymptotic joint normality of these deviations over different systematic samples is obtained. With a double-order selection scheme, our test statistic is constructed by combining the deviations at different lags in the systematic samples. The null asymptotic distribution of the statistic proposed is derived and the consistency of the test is shown under fixed and local alternatives. Simulation studies demonstrate well-behaved finite sample properties of the method proposed. Comparisons with some existing tests in terms of power are given both analytically and empirically. In addition, the method proposed is applied to check the stationarity assumption of a chemical process viscosity readings data set.
Zheng, Yinggan; Gierl, Mark J.; Cui, Ying
2010-01-01
This study combined the kernel smoothing procedure and a nonparametric differential item functioning statistic--Cochran's Z--to statistically test the difference between the kernel-smoothed item response functions for reference and focal groups. Simulation studies were conducted to investigate the Type I error and power of the proposed…
A Nonparametric Test of Interaction in the General Two-Way Layout
Directory of Open Access Journals (Sweden)
John ÖHRVIK
2010-01-01
Full Text Available The two-way layout is frequently occurring, e.g. blocking is used to reduce the between subject variability when comparing treatments or many medical centers are included in a clinical trial to recruit a sufficient number of patients. In epidemiological studies, it is common to study the interactions between genetic and environmental factors. This paper is concerned with the statistical analysis of data arising in these situations when assumptions like normality do not necessarily apply. The main objective of this paper is to propose a test for interactions for continuous data based on joint ranking of all observations after iteratively eliminating the two main effects. The validity of the significance levels of the test when using a finite sample version of the asymptotic distribution of the test statistic is manifested and the power against different alternatives illustrated by extensive simulation experiments. The proposed test is compared with competitors on published data sets. Data from the Survey of Adolescent Life in Vestmanland (SALVe project are analyzed both with our test and Brunner and Puri's proposal. The test shows good asymptotic and small sample properties. It can be used in the general two-way layout and multiple comparisons can be performed in a straightforward way. The analyses of the SALVe project show that our proposal can be useful in such studies. It has the potential to pick-up interactions hidden in the noise of gross errors when using standard ANOVA. The test may become a valuable tool and alternative to other proposals in exploring interactions.
A semiparametric Wald statistic for testing logistic regression models based on case-control data
Institute of Scientific and Technical Information of China (English)
2008-01-01
We propose a semiparametric Wald statistic to test the validity of logistic regression models based on case-control data. The test statistic is constructed using a semiparametric ROC curve estimator and a nonparametric ROC curve estimator. The statistic has an asymptotic chi-squared distribution and is an alternative to the Kolmogorov-Smirnov-type statistic proposed by Qin and Zhang in 1997, the chi-squared-type statistic proposed by Zhang in 1999 and the information matrix test statistic proposed by Zhang in 2001. The statistic is easy to compute in the sense that it requires none of the following methods: using a bootstrap method to find its critical values, partitioning the sample data or inverting a high-dimensional matrix. We present some results on simulation and on analysis of two real examples. Moreover, we discuss how to extend our statistic to a family of statistics and how to construct its Kolmogorov-Smirnov counterpart.
Heinrich, Lothar; Schmidt, Volker
2012-01-01
We consider spatially homogeneous marked point patterns in an unboundedly expanding convex sampling window. Our main objective is to identify the distribution of the typical mark by constructing an asymptotic \\chi^2-goodness-of-fit test. The corresponding test statistic is based on a natural empirical version of the Palm mark distribution and a smoothed covariance estimator which turns out to be mean-square consistent. Our approach does not require independent marks and allows dependences between the mark field and the point pattern. Instead we impose a suitable \\beta-mixing condition on the underlying stationary marked point process which can be checked for a number of Poisson-based models and, in particular, in the case of geostatistical marking. Our method needs a central limit theorem for \\beta-mixing random fields which is proved by extending Bernstein's blocking technique to non-cubic index sets and seems to be of interest in its own right. By large-scale model-based simulations the performance of our t...
Statistical hypothesis testing with SAS and R
Taeger, Dirk
2014-01-01
A comprehensive guide to statistical hypothesis testing with examples in SAS and R When analyzing datasets the following questions often arise:Is there a short hand procedure for a statistical test available in SAS or R?If so, how do I use it?If not, how do I program the test myself? This book answers these questions and provides an overview of the most commonstatistical test problems in a comprehensive way, making it easy to find and performan appropriate statistical test. A general summary of statistical test theory is presented, along with a basicdescription for each test, including the
Chakrabarty, Dalia
2013-01-01
In lieu of direct detection of dark matter, estimation of the distribution of the gravitational mass in distant galaxies is of crucial importance in Astrophysics. Typically, such estimation is performed using small samples of noisy, partially missing measurements - only some of the three components of the velocity and location vectors of individual particles that live in the galaxy are measurable. Such limitations of the available data in turn demands that simplifying model assumptions be undertaken. Thus, assuming that the phase space of a galaxy manifests simple symmetries - such as isotropy - allows for the learning of the density of the gravitational mass in galaxies. This is equivalent to assuming that the phase space $pdf$ from which the velocity and location vectors of galactic particles are sampled from, is an isotropic function of these vectors. We present a new non-parametric test of hypothesis that tests for relative support in two or more measured data sets of disparate sizes, for the undertaken m...
Directory of Open Access Journals (Sweden)
Donald W. Zimmerman
2004-01-01
Full Text Available It is well known that the two-sample Student t test fails to maintain its significance level when the variances of treatment groups are unequal, and, at the same time, sample sizes are unequal. However, introductory textbooks in psychology and education often maintain that the test is robust to variance heterogeneity when sample sizes are equal. The present study discloses that, for a wide variety of non-normal distributions, especially skewed distributions, the Type I error probabilities of both the t test and the Wilcoxon-Mann-Whitney test are substantially inflated by heterogeneous variances, even when sample sizes are equal. The Type I error rate of the t test performed on ranks replacing the scores (rank-transformed data is inflated in the same way and always corresponds closely to that of the Wilcoxon-Mann-Whitney test. For many probability densities, the distortion of the significance level is far greater after transformation to ranks and, contrary to known asymptotic properties, the magnitude of the inflation is an increasing function of sample size. Although nonparametric tests of location also can be sensitive to differences in the shape of distributions apart from location, the Wilcoxon-Mann-Whitney test and rank-transformation tests apparently are influenced mainly by skewness that is accompanied by specious differences in the means of ranks.
Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders
DEFF Research Database (Denmark)
Nielsen, Morten Ørregaard
2009-01-01
In this paper a nonparametric variance ratio testing approach is proposed for determining the number of cointegrating relations in fractionally integrated systems. The test statistic is easily calculated without prior knowledge of the integration order of the data, the strength of the cointegrating...
Pestman, Wiebe R
2009-01-01
This textbook provides a broad and solid introduction to mathematical statistics, including the classical subjects hypothesis testing, normal regression analysis, and normal analysis of variance. In addition, non-parametric statistics and vectorial statistics are considered, as well as applications of stochastic analysis in modern statistics, e.g., Kolmogorov-Smirnov testing, smoothing techniques, robustness and density estimation. For students with some elementary mathematical background. With many exercises. Prerequisites from measure theory and linear algebra are presented.
Pérez, Hector E; Kettner, Keith
2013-10-01
Time-to-event analysis represents a collection of relatively new, flexible, and robust statistical techniques for investigating the incidence and timing of transitions from one discrete condition to another. Plant biology is replete with examples of such transitions occurring from the cellular to population levels. However, application of these statistical methods has been rare in botanical research. Here, we demonstrate the use of non- and semi-parametric time-to-event and categorical data analyses to address questions regarding seed to seedling transitions of Ipomopsis rubra propagules exposed to various doses of constant or simulated seasonal diel temperatures. Seeds were capable of germinating rapidly to >90 % at 15-25 or 22/11-29/19 °C. Optimum temperatures for germination occurred at 25 or 29/19 °C. Germination was inhibited and seed viability decreased at temperatures ≥30 or 33/24 °C. Kaplan-Meier estimates of survivor functions indicated highly significant differences in temporal germination patterns for seeds exposed to fluctuating or constant temperatures. Extended Cox regression models specified an inverse relationship between temperature and the hazard of germination. Moreover, temperature and the temperature × day interaction had significant effects on germination response. Comparisons to reference temperatures and linear contrasts suggest that summer temperatures (33/24 °C) play a significant role in differential germination responses. Similarly, simple and complex comparisons revealed that the effects of elevated temperatures predominate in terms of components of seed viability. In summary, the application of non- and semi-parametric analyses provides appropriate, powerful data analysis procedures to address various topics in seed biology and more widespread use is encouraged.
[Use of nonparametric methods in medicine. V. A probability test using iteration].
Gerylovová, A; Holcík, J
1990-10-01
The authors give an account of the so-called Wald-Wolfowitz test of iteration of two types of elements by means of which it is possible to test the probability of the pattern of two types of elements. To facilitate the application of the test five percent critical values are given for the number of iterations for left-sided, right-sided and bilateral alternative hypotheses. The authors present also tables of critical values for up and down iterations which are obtained when we replace the originally assessed sequence of observations by a sequence +1 and -1, depending on the sign of the consecutive differences. The application of the above tests is illustrated on examples.
Non-Parametric, Closed-Loop Testing of Autonomy in Unmanned Aircraft Systems Project
National Aeronautics and Space Administration — The proposed Phase I program aims to develop new methods to support safety testing for integration of Unmanned Aircraft Systems into the National Airspace (NAS) with...
Polarimetric Segmentation Using Wishart Test Statistic
DEFF Research Database (Denmark)
Skriver, Henning; Schou, Jesper; Nielsen, Allan Aasbjerg;
2002-01-01
A newly developed test statistic for equality of two complex covariance matrices following the complex Wishart distribution and an associated asymptotic probability for the test statistic has been used in a segmentation algorithm. The segmentation algorithm is based on the MUM (merge using moments......) approach, which is a merging algorithm for single channel SAR images. The polarimetric version described in this paper uses the above-mentioned test statistic for merging. The segmentation algorithm has been applied to polarimetric SAR data from the Danish dual-frequency, airborne polarimetric SAR, EMISAR....... The results show clearly an improved segmentation performance for the full polarimetric algorithm compared to single channel approaches....
Teaching Statistics in Language Testing Courses
Brown, James Dean
2013-01-01
The purpose of this article is to examine the literature on teaching statistics for useful ideas that teachers of language testing courses can draw on and incorporate into their teaching toolkits as they see fit. To those ends, the article addresses eight questions: What is known generally about teaching statistics? Why are students so anxious…
Teaching Statistics in Language Testing Courses
Brown, James Dean
2013-01-01
The purpose of this article is to examine the literature on teaching statistics for useful ideas that teachers of language testing courses can draw on and incorporate into their teaching toolkits as they see fit. To those ends, the article addresses eight questions: What is known generally about teaching statistics? Why are students so anxious…
Parametric and nonparametric Granger causality testing: Linkages between international stock markets
de Gooijer, J.G.; Sivarajasingham, S.
2008-01-01
This study investigates long-term linear and nonlinear causal linkages among eleven stock markets, six industrialized markets and five emerging markets of South-East Asia. We cover the period 1987-2006, taking into account the on-set of the Asian financial crisis of 1997. We first apply a test for t
ANALYSIS OF TIED DATA: AN ALTERNATIVE NON-PARAMETRIC APPROACH
Directory of Open Access Journals (Sweden)
I. C. A. OYEKA
2012-02-01
Full Text Available This paper presents a non-parametric statistical method of analyzing two-sample data that makes provision for the possibility of ties in the data. A test statistic is developed and shown to be free of the effect of any possible ties in the data. An illustrative example is provided and the method is shown to compare favourably with its competitor; the Mann-Whitney test and is more powerful than the latter when there are ties.
SPSS for applied sciences basic statistical testing
Davis, Cole
2013-01-01
This book offers a quick and basic guide to using SPSS and provides a general approach to solving problems using statistical tests. It is both comprehensive in terms of the tests covered and the applied settings it refers to, and yet is short and easy to understand. Whether you are a beginner or an intermediate level test user, this book will help you to analyse different types of data in applied settings. It will also give you the confidence to use other statistical software and to extend your expertise to more specific scientific settings as required.The author does not use mathematical form
Nonparametric Cooperative Spectrum Sensing Algorithm Based on Friedman Test%基于Friedman检验的非参数协作频谱感知方法
Institute of Scientific and Technical Information of China (English)
王炯滔; 金明; 李有明; 高洋
2014-01-01
Covariance matrix based spectrum sensing encounters performance degradation when there the antenna correlation is low. To overcome this drawback, a nonparametric cooperative spectrum sensing algorithm based on Friedman test is proposed. Distributed sensors possess the effect of space diversity, so that the signal power among the sensors at the same time may not be completely equal. Based on this feature, the spectrum sensing is realized by comparing signal powers among the sensors. For the nonparametric approach is adopted, the proposed algorithm is robust to noise uncertainty and is suitable for noise of any statistical distribution. The theoretical expression of decision threshold is also derived, which shows that the decision threshold has no relationship with the sample number. As a result, the threshold does not need to be reset when the sample number changes. Simulation results demonstrate the effectiveness of the algorithm.%协方差矩阵频谱感知方法在天线相关性低时感知性能较差，该文针对这一问题提出一种基于Friedman检验的非参数协作频谱感知方法。分布式放置的感知节点具有空间分集的特性，因此在同一时刻感知节点上的信号功率不完全相同。利用这一特点，提出通过比较各感知节点的信号功率水平来实现频谱感知。由于采用了非参数化表示，该方法对噪声不确定性稳定，且适用于任意统计分布的噪声。另外，推导了所提方法判决门限的理论表达式，结果显示判决门限与采样点数无关，因此在采样点数变化的情况下无需重新设置判决门限。仿真结果验证了上述理论分析的有效性。
Statistical test of VEP waveform equality.
Young, Rockefeller S L; Kimura, Eiji
2010-04-01
The aim of the study was to describe a theory and method for inferring the statistical significance of a visually evoked cortical potential (VEP) recording. The statistical evaluation is predicated on the pre-stimulus VEP as estimates of the cortical potentials expected when the stimulus does not produce an effect, a mathematical transform to convert the voltages into standard deviations from zero, and a time-series approach for estimating the variability of between-session VEPs under the null hypothesis. Empirical and Monte Carlo analyses address issues concerned with testability, statistical validity, clinical feasibility, as well as limitations of the proposed method. We conclude that visual electrophysiological recordings can be evaluated as a statistical study of n = 1 subject using time-series analysis when confounding effects are adequately controlled. The statistical test can be performed on either a single VEP or the difference between pairs of VEPs.
Institute of Scientific and Technical Information of China (English)
LIU Yong-jian; DUAN Chuan; TIAN Meng-liang; HU Er-liang; HUANG Yu-bi
2010-01-01
Analysis of multi-environment trials (METs) of crops for the evaluation and recommendation of varieties is an important issue in plant breeding research. Evaluating on the both stability of performance and high yield is essential in MET analyses. The objective of the present investigation was to compare 11 nonparametric stability statistics and apply nonparametric tests for genotype-by-environment interaction (GEI) to 14 maize (Zea mays L.) genotypes grown at 25 locations in southwestern China during 2005. Results of nonparametric tests of GEI and a combined ANOVA across locations showed that both crossover and noncrossover GEI, and genotypes varied highly significantly for yield. The results of principal component analysis, correlation analysis of nonparametric statistics, and yield indicated the nonparametric statistics grouped as four distinct classes that corresponded to different agronomic and biological concepts of stability.Furthermore, high values of TOP and low values of rank-sum were associated with high mean yield, but the other nonparametric statistics were not positively correlated with mean yield. Therefore, only rank-sum and TOP methods would be useful for simultaneously selection for high yield and stability. These two statistics recommended JY686 and HX 168 as desirable and ND 108, CM 12, CN36, and NK6661 as undesirable genotypes.
Analysis of Preference Data Using Intermediate Test Statistic Abstract
African Journals Online (AJOL)
PROF. O. E. OSUAGWU
2013-06-01
Jun 1, 2013 ... Intermediate statistic is a link between Friedman test statistic and the multinomial statistic. The statistic is ... The null hypothesis Ho .... [7] Taplin, R.H., The Statistical Analysis of Preference Data, Applied Statistics, No. 4, pp.
Directory of Open Access Journals (Sweden)
Alcides Cabrera Campos
2012-09-01
Full Text Available Analyzing data from agricultural pest populations regularly detects that they do not fulfill the theoretical requirements to implement classical ANOVA. Box-Cox transformations and nonparametric statistical methods are commonly used as alternatives to solve this problem. In this paper, we describe the results of applying these techniques to data from Thrips palmi Karny sampled in potato (Solanum tuberosum L. plantations. The X² test was used for the goodness-of-fit of negative binomial distribution and as a test of independence to investigate the relationship between plant strata and insect stages. Seven data transformations were also applied to meet the requirements of classical ANOVA, which failed to eliminate the relationship between mean and variance. Given this negative result, comparisons between insect population densities were made using the nonparametric Kruskal-Wallis ANOVA test. Results from this analysis allowed selecting the insect larval stage and plant middle stratum as keys to design pest sampling plans.Al analizar datos provenientes de poblaciones de plagas agrícolas, regularmente se detecta que no cumplen los requerimientos teóricos para la aplicación del ANDEVA clásico. El uso de transformaciones Box-Cox y de métodos estadísticos no paramétricos resulta la alternativa más utilizada para resolver este inconveniente. En el presente trabajo se exponen los resultados de la aplicación de estas técnicas a datos provenientes de Thrips palmi Karny muestreadas en plantaciones de papa (Solanum tuberosum L. en el período de incidencia de la plaga. Se utilizó la dócima X² para la bondad de ajuste a la distribución binomial negativa y de independencia para investigar la relación entre los estratos de las plantas y los estados del insecto, se aplicaron siete transformaciones a los datos para satisfacer el cumplimiento de los supuestos básicos del ANDEVA, con las cuales no se logró eliminar la relación entre la media y la
统计软件R在非参数统计教学中的应用%Application of Statistical Software R in the Teaching of Non-Parametric Statistics
Institute of Scientific and Technical Information of China (English)
王志刚; 冯利英; 刘勇
2012-01-01
Introduces the applieation of statistical software R in the teaching of non-parametric statistic's, which is an important branch of statistics. In particular, describes the using of software R in ex- ploratory data analysis, inferential statistics and stochastic, simulation in details. The flexihle, open-sourc, e characteristics of software R makes the data processing more efficient. This soft- ware can realize all the methods of the teaching process, and is convenient fi~r learners to opti- mize and improve based on the previous work. R software is suitable for teaching of the non- parametric statistics.%主要介绍统计软件R在统计中一个重要分支非参数统计中的应用．分别从探索性数据分析、推断统计、随机模拟三个角度介绍R软件的应用。从介绍可以看出R软件的灵活、开源的特性，使得数据处理变得更加高效、得心应手。能够通过软件实现教学环节中的所有方法，并且方便学习者在前人工作基础上对方法进行优化、改进，在非参数统计教学中选用R软件是适合的。
Statistical test theory for the behavioral sciences
de Gruijter, Dato N M
2007-01-01
Since the development of the first intelligence test in the early 20th century, educational and psychological tests have become important measurement techniques to quantify human behavior. Focusing on this ubiquitous yet fruitful area of research, Statistical Test Theory for the Behavioral Sciences provides both a broad overview and a critical survey of assorted testing theories and models used in psychology, education, and other behavioral science fields. Following a logical progression from basic concepts to more advanced topics, the book first explains classical test theory, covering true score, measurement error, and reliability. It then presents generalizability theory, which provides a framework to deal with various aspects of test scores. In addition, the authors discuss the concept of validity in testing, offering a strategy for evidence-based validity. In the two chapters devoted to item response theory (IRT), the book explores item response models, such as the Rasch model, and applications, incl...
New Graphical Methods and Test Statistics for Testing Composite Normality
Directory of Open Access Journals (Sweden)
Marc S. Paolella
2015-07-01
Full Text Available Several graphical methods for testing univariate composite normality from an i.i.d. sample are presented. They are endowed with correct simultaneous error bounds and yield size-correct tests. As all are based on the empirical CDF, they are also consistent for all alternatives. For one test, called the modified stabilized probability test, or MSP, a highly simplified computational method is derived, which delivers the test statistic and also a highly accurate p-value approximation, essentially instantaneously. The MSP test is demonstrated to have higher power against asymmetric alternatives than the well-known and powerful Jarque-Bera test. A further size-correct test, based on combining two test statistics, is shown to have yet higher power. The methodology employed is fully general and can be applied to any i.i.d. univariate continuous distribution setting.
Statistical tests to compare motif count exceptionalities
Directory of Open Access Journals (Sweden)
Vandewalle Vincent
2007-03-01
Full Text Available Abstract Background Finding over- or under-represented motifs in biological sequences is now a common task in genomics. Thanks to p-value calculation for motif counts, exceptional motifs are identified and represent candidate functional motifs. The present work addresses the related question of comparing the exceptionality of one motif in two different sequences. Just comparing the motif count p-values in each sequence is indeed not sufficient to decide if this motif is significantly more exceptional in one sequence compared to the other one. A statistical test is required. Results We develop and analyze two statistical tests, an exact binomial one and an asymptotic likelihood ratio test, to decide whether the exceptionality of a given motif is equivalent or significantly different in two sequences of interest. For that purpose, motif occurrences are modeled by Poisson processes, with a special care for overlapping motifs. Both tests can take the sequence compositions into account. As an illustration, we compare the octamer exceptionalities in the Escherichia coli K-12 backbone versus variable strain-specific loops. Conclusion The exact binomial test is particularly adapted for small counts. For large counts, we advise to use the likelihood ratio test which is asymptotic but strongly correlated with the exact binomial test and very simple to use.
A semiparametric Wald statistic for testing logistic regression models based on case-control data
Institute of Scientific and Technical Information of China (English)
WAN ShuWen
2008-01-01
We propose a semiparametric Wald statistic to test the validity of logistic regression models based on case-control data.The test statistic is constructed using a semiparametric ROC curve estimator and a nonparametric ROC curve estimator.The statistic has an asymptotic chi-squared distribution and is an alternative to the Kolmogorov-Smirnov-type statistic proposed by Qin and Zhang in 1997,the chi-squared-type statistic proposed by Zhang in 1999 and the information matrix test statistic proposed by Zhang in 2001.The statistic is easy to compute in the sense that it requires none of the following methods:using a bootstrap method to find its critical values,partitioning the sample data or inverting a high-dimensional matrix.We present some results on simulation and on analysis of two real examples.Moreover,we discuss how to extend our statistic to a family of statistics and how to construct its Kolmogorov-Smirnov counterpart.
Nonparametric TOA estimators for low-resolution IR-UWB digital receiver
Institute of Scientific and Technical Information of China (English)
Yanlong Zhang; Weidong Chen
2015-01-01
Nonparametric time-of-arrival (TOA) estimators for im-pulse radio ultra-wideband (IR-UWB) signals are proposed. Non-parametric detection is obviously useful in situations where de-tailed information about the statistics of the noise is unavailable or not accurate. Such TOA estimators are obtained based on condi-tional statistical tests with only a symmetry distribution assumption on the noise probability density function. The nonparametric es-timators are attractive choices for low-resolution IR-UWB digital receivers which can be implemented by fast comparators or high sampling rate low resolution analog-to-digital converters (ADCs), in place of high sampling rate high resolution ADCs which may not be available in practice. Simulation results demonstrate that nonparametric TOA estimators provide more effective and robust performance than typical energy detection (ED) based estimators.
Conditional statistical inference with multistage testing designs.
Zwitser, Robert J; Maris, Gunter
2015-03-01
In this paper it is demonstrated how statistical inference from multistage test designs can be made based on the conditional likelihood. Special attention is given to parameter estimation, as well as the evaluation of model fit. Two reasons are provided why the fit of simple measurement models is expected to be better in adaptive designs, compared to linear designs: more parameters are available for the same number of observations; and undesirable response behavior, like slipping and guessing, might be avoided owing to a better match between item difficulty and examinee proficiency. The results are illustrated with simulated data, as well as with real data.
Statistical analysis of concrete quality testing results
Directory of Open Access Journals (Sweden)
Jevtić Dragica
2014-01-01
Full Text Available This paper statistically investigates the testing results of compressive strength and density of control concrete specimens tested in the Laboratory for materials, Faculty of Civil Engineering, University of Belgrade, during 2012. The total number of 4420 concrete specimens were tested, which were sampled on different locations - either on concrete production site (concrete plant, or concrete placement location (construction site. To be exact, these samples were made of concrete which was produced on 15 concrete plants, i.e. placed in at 50 different reinforced concrete structures, built during 2012 by 22 different contractors. It is a known fact that the achieved values of concrete compressive strength are very important, both for quality and durability assessment of concrete inside the structural elements, as well as for calculation of their load-bearing capacity limit. Together with the compressive strength testing results, the data concerning requested (designed concrete class, matching between the designed and the achieved concrete quality, concrete density values and frequency of execution of concrete works during 2012 were analyzed.
Statistical reasoning in clinical trials: hypothesis testing.
Kelen, G D; Brown, C G; Ashton, J
1988-01-01
Hypothesis testing is based on certain statistical and mathematical principles that allow investigators to evaluate data by making decisions based on the probability or implausibility of observing the results obtained. However, classic hypothesis testing has its limitations, and probabilities mathematically calculated are inextricably linked to sample size. Furthermore, the meaning of the p value frequently is misconstrued as indicating that the findings are also of clinical significance. Finally, hypothesis testing allows for four possible outcomes, two of which are errors that can lead to erroneous adoption of certain hypotheses: 1. The null hypothesis is rejected when, in fact, it is false. 2. The null hypothesis is rejected when, in fact, it is true (type I or alpha error). 3. The null hypothesis is conceded when, in fact, it is true. 4. The null hypothesis is conceded when, in fact, it is false (type II or beta error). The implications of these errors, their relation to sample size, the interpretation of negative trials, and strategies related to the planning of clinical trials will be explored in a future article in this journal.
Astronomical Methods for Nonparametric Regression
Steinhardt, Charles L.; Jermyn, Adam
2017-01-01
I will discuss commonly used techniques for nonparametric regression in astronomy. We find that several of them, particularly running averages and running medians, are generically biased, asymmetric between dependent and independent variables, and perform poorly in recovering the underlying function, even when errors are present only in one variable. We then examine less-commonly used techniques such as Multivariate Adaptive Regressive Splines and Boosted Trees and find them superior in bias, asymmetry, and variance both theoretically and in practice under a wide range of numerical benchmarks. In this context the chief advantage of the common techniques is runtime, which even for large datasets is now measured in microseconds compared with milliseconds for the more statistically robust techniques. This points to a tradeoff between bias, variance, and computational resources which in recent years has shifted heavily in favor of the more advanced methods, primarily driven by Moore's Law. Along these lines, we also propose a new algorithm which has better overall statistical properties than all techniques examined thus far, at the cost of significantly worse runtime, in addition to providing guidance on choosing the nonparametric regression technique most suitable to any specific problem. We then examine the more general problem of errors in both variables and provide a new algorithm which performs well in most cases and lacks the clear asymmetry of existing non-parametric methods, which fail to account for errors in both variables.
Mura, Maria Chiara; De Felice, Marco; Morlino, Roberta; Fuselli, Sergio
2010-01-01
In step with the need to develop statistical procedures to manage small-size environmental samples, in this work we have used concentration values of benzene (C6H6), concurrently detected by seven outdoor and indoor monitoring stations over 12 000 minutes, in order to assess the representativeness of collected data and the impact of the pollutant on indoor environment. Clearly, the former issue is strictly connected to sampling-site geometry, which proves critical to correctly retrieving information from analysis of pollutants of sanitary interest. Therefore, according to current criteria for network-planning, single stations have been interpreted as nodes of a set of adjoining triangles; then, a) node pairs have been taken into account in order to estimate pollutant stationarity on triangle sides, as well as b) node triplets, to statistically associate data from air-monitoring with the corresponding territory area, and c) node sextuplets, to assess the impact probability of the outdoor pollutant on indoor environment for each area. Distributions from the various node combinations are all non-Gaussian, in the consequently, Kruskal-Wallis (KW) non-parametric statistics has been exploited to test variability on continuous density function from each pair, triplet and sextuplet. Results from the above-mentioned statistical analysis have shown randomness of site selection, which has not allowed a reliable generalization of monitoring data to the entire selected territory, except for a single "forced" case (70%); most important, they suggest a possible procedure to optimize network design.
Directory of Open Access Journals (Sweden)
Maria Chiara Mura
2010-12-01
Full Text Available In step with the need to develop statistical procedures to manage small-size environmental samples, in this work we have used concentration values of benzene (C6H6, concurrently detected by seven outdoor and indoor monitoring stations over 12 000 minutes, in order to assess the representativeness of collected data and the impact of the pollutant on indoor environment. Clearly, the former issue is strictly connected to sampling-site geometry, which proves critical to correctly retrieving information from analysis of pollutants of sanitary interest. Therefore, according to current criteria for network-planning, single stations have been interpreted as nodes of a set of adjoining triangles; then, a node pairs have been taken into account in order to estimate pollutant stationarity on triangle sides, as well as b node triplets, to statistically associate data from air-monitoring with the corresponding territory area, and c node sextuplets, to assess the impact probability of the outdoor pollutant on indoor environment for each area. Distributions from the various node combinations are all non-Gaussian, in the consequently, Kruskal-Wallis (KW non-parametric statistics has been exploited to test variability on continuous density function from each pair, triplet and sextuplet. Results from the above-mentioned statistical analysis have shown randomness of site selection, which has not allowed a reliable generalization of monitoring data to the entire selected territory, except for a single "forced" case (70%; most important, they suggest a possible procedure to optimize network design.
A Statistical Perspective on Highly Accelerated Testing
Energy Technology Data Exchange (ETDEWEB)
Thomas, Edward V. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2015-02-01
Highly accelerated life testing has been heavily promoted at Sandia (and elsewhere) as a means to rapidly identify product weaknesses caused by flaws in the product's design or manufacturing process. During product development, a small number of units are forced to fail at high stress. The failed units are then examined to determine the root causes of failure. The identification of the root causes of product failures exposed by highly accelerated life testing can instigate changes to the product's design and/or manufacturing process that result in a product with increased reliability. It is widely viewed that this qualitative use of highly accelerated life testing (often associated with the acronym HALT) can be useful. However, highly accelerated life testing has also been proposed as a quantitative means for "demonstrating" the reliability of a product where unreliability is associated with loss of margin via an identified and dominating failure mechanism. It is assumed that the dominant failure mechanism can be accelerated by changing the level of a stress factor that is assumed to be related to the dominant failure mode. In extreme cases, a minimal number of units (often from a pre-production lot) are subjected to a single highly accelerated stress relative to normal use. If no (or, sufficiently few) units fail at this high stress level, some might claim that a certain level of reliability has been demonstrated (relative to normal use conditions). Underlying this claim are assumptions regarding the level of knowledge associated with the relationship between the stress level and the probability of failure. The primary purpose of this document is to discuss (from a statistical perspective) the efficacy of using accelerated life testing protocols (and, in particular, "highly accelerated" protocols) to make quantitative inferences concerning the performance of a product (e.g., reliability) when in fact there is lack-of-knowledge and uncertainty concerning
A Statistical Perspective on Highly Accelerated Testing.
Energy Technology Data Exchange (ETDEWEB)
Thomas, Edward V.
2015-02-01
Highly accelerated life testing has been heavily promoted at Sandia (and elsewhere) as a means to rapidly identify product weaknesses caused by flaws in the product's design or manufacturing process. During product development, a small number of units are forced to fail at high stress. The failed units are then examined to determine the root causes of failure. The identification of the root causes of product failures exposed by highly accelerated life testing can instigate changes to the product's design and/or manufacturing process that result in a product with increased reliability. It is widely viewed that this qualitative use of highly accelerated life testing (often associated with the acronym HALT) can be useful. However, highly accelerated life testing has also been proposed as a quantitative means for "demonstrating" the reliability of a product where unreliability is associated with loss of margin via an identified and dominating failure mechanism. It is assumed that the dominant failure mechanism can be accelerated by changing the level of a stress factor that is assumed to be related to the dominant failure mode. In extreme cases, a minimal number of units (often from a pre-production lot) are subjected to a single highly accelerated stress relative to normal use. If no (or, sufficiently few) units fail at this high stress level, some might claim that a certain level of reliability has been demonstrated (relative to normal use conditions). Underlying this claim are assumptions regarding the level of knowledge associated with the relationship between the stress level and the probability of failure. The primary purpose of this document is to discuss (from a statistical perspective) the efficacy of using accelerated life testing protocols (and, in particular, "highly accelerated" protocols) to make quantitative inferences concerning the performance of a product (e.g., reliability) when in fact there is lack-of-knowledge and uncertainty concerning
Homogeneity and change-point detection tests for multivariate data using rank statistics
Lung-Yut-Fong, Alexandre; Cappé, Olivier
2011-01-01
Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametric two-sample homogeneity test for multivariate data based on the well-known Wilcoxon rank statistic. The proposed two-sample homogeneity test statistic can be extended to deal with ordinal or censored data as well as to test for the homogeneity of more than two samples. The second contribution of the paper concerns the use of the proposed test statistic to perform retrospective change-point analysis. It is first shown that the approach is computationally feasible even when looking for a large number of change-points thanks to the use of dynamic programming. Computable asymptotic $p$-values for the test are then provided in the case where a single potential change-point is to be detected. Compared to available alternatives, the proposed approach appears to be very reliable and robust. This is particularly true in ...
Multivariate nonparametric regression and visualization with R and applications to finance
Klemelä, Jussi
2014-01-01
A modern approach to statistical learning and its applications through visualization methods With a unique and innovative presentation, Multivariate Nonparametric Regression and Visualization provides readers with the core statistical concepts to obtain complete and accurate predictions when given a set of data. Focusing on nonparametric methods to adapt to the multiple types of data generatingmechanisms, the book begins with an overview of classification and regression. The book then introduces and examines various tested and proven visualization techniques for learning samples and functio
Statistical Tests of Galactic Dynamo Theory
Chamandy, Luke; Shukurov, Anvar; Taylor, A. Russ
2016-12-01
Mean-field galactic dynamo theory is the leading theory to explain the prevalence of regular magnetic fields in spiral galaxies, but its systematic comparison with observations is still incomplete and fragmentary. Here we compare predictions of mean-field dynamo models to observational data on magnetic pitch angle and the strength of the mean magnetic field. We demonstrate that a standard {α }2{{Ω }} dynamo model produces pitch angles of the regular magnetic fields of nearby galaxies that are reasonably consistent with available data. The dynamo estimates of the magnetic field strength are generally within a factor of a few of the observational values. Reasonable agreement between theoretical and observed pitch angles generally requires the turbulent correlation time τ to be in the range of 10-20 {Myr}, in agreement with standard estimates. Moreover, good agreement also requires that the ratio of the ionized gas scale height to root-mean-square turbulent velocity increases with radius. Our results thus widen the possibilities to constrain interstellar medium parameters using observations of magnetic fields. This work is a step toward systematic statistical tests of galactic dynamo theory. Such studies are becoming more and more feasible as larger data sets are acquired using current and up-and-coming instruments.
Statistical tests of simple earthquake cycle models
DeVries, Phoebe M. R.; Evans, Eileen L.
2016-12-01
A central goal of observing and modeling the earthquake cycle is to forecast when a particular fault may generate an earthquake: a fault late in its earthquake cycle may be more likely to generate an earthquake than a fault early in its earthquake cycle. Models that can explain geodetic observations throughout the entire earthquake cycle may be required to gain a more complete understanding of relevant physics and phenomenology. Previous efforts to develop unified earthquake models for strike-slip faults have largely focused on explaining both preseismic and postseismic geodetic observations available across a few faults in California, Turkey, and Tibet. An alternative approach leverages the global distribution of geodetic and geologic slip rate estimates on strike-slip faults worldwide. Here we use the Kolmogorov-Smirnov test for similarity of distributions to infer, in a statistically rigorous manner, viscoelastic earthquake cycle models that are inconsistent with 15 sets of observations across major strike-slip faults. We reject a large subset of two-layer models incorporating Burgers rheologies at a significance level of α = 0.05 (those with long-term Maxwell viscosities ηM 4.6 × 1020 Pa s) but cannot reject models on the basis of transient Kelvin viscosity ηK. Finally, we examine the implications of these results for the predicted earthquake cycle timing of the 15 faults considered and compare these predictions to the geologic and historical record.
Nonparametric Econometrics: The np Package
Directory of Open Access Journals (Sweden)
Tristen Hayﬁeld
2008-07-01
Full Text Available We describe the R np package via a series of applications that may be of interest to applied econometricians. The np package implements a variety of nonparametric and semiparametric kernel-based estimators that are popular among econometricians. There are also procedures for nonparametric tests of signiﬁcance and consistent model speciﬁcation tests for parametric mean regression models and parametric quantile regression models, among others. The np package focuses on kernel methods appropriate for the mix of continuous, discrete, and categorical data often found in applied settings. Data-driven methods of bandwidth selection are emphasized throughout, though we caution the user that data-driven bandwidth selection methods can be computationally demanding.
Hypothesis testing and statistical analysis of microbiome
Directory of Open Access Journals (Sweden)
Yinglin Xia
2017-09-01
Full Text Available After the initiation of Human Microbiome Project in 2008, various biostatistic and bioinformatic tools for data analysis and computational methods have been developed and applied to microbiome studies. In this review and perspective, we discuss the research and statistical hypotheses in gut microbiome studies, focusing on mechanistic concepts that underlie the complex relationships among host, microbiome, and environment. We review the current available statistic tools and highlight recent progress of newly developed statistical methods and models. Given the current challenges and limitations in biostatistic approaches and tools, we discuss the future direction in developing statistical methods and models for the microbiome studies.
Quantal Response: Nonparametric Modeling
2017-01-01
spline N−spline Fig. 3 Logistic regression 7 Approved for public release; distribution is unlimited. 5. Nonparametric QR Models Nonparametric linear ...stimulus and probability of response. The Generalized Linear Model approach does not make use of the limit distribution but allows arbitrary functional...7. Conclusions and Recommendations 18 8. References 19 Appendix A. The Linear Model 21 Appendix B. The Generalized Linear Model 33 Appendix C. B
Vexler, Albert; Kim, Young Min; Yu, Jihnhee; Lazar, Nicole A; Hutson, Aland
2014-12-01
Various exact tests for statistical inference are available for powerful and accurate decision rules provided that corresponding critical values are tabulated or evaluated via Monte Carlo methods. This article introduces a novel hybrid method for computing p-values of exact tests by combining Monte Carlo simulations and statistical tables generated a priori. To use the data from Monte Carlo generations and tabulated critical values jointly, we employ kernel density estimation within Bayesian-type procedures. The p-values are linked to the posterior means of quantiles. In this framework, we present relevant information from the Monte Carlo experiments via likelihood-type functions, whereas tabulated critical values are used to reflect prior distributions. The local maximum likelihood technique is employed to compute functional forms of prior distributions from statistical tables. Empirical likelihood functions are proposed to replace parametric likelihood functions within the structure of the posterior mean calculations to provide a Bayesian-type procedure with a distribution-free set of assumptions. We derive the asymptotic properties of the proposed nonparametric posterior means of quantiles process. Using the theoretical propositions, we calculate the minimum number of needed Monte Carlo resamples for desired level of accuracy on the basis of distances between actual data characteristics (e.g. sample sizes) and characteristics of data used to present corresponding critical values in a table. The proposed approach makes practical applications of exact tests simple and rapid. Implementations of the proposed technique are easily carried out via the recently developed STATA and R statistical packages.
Testing for Statistical Discrimination based on Gender
DEFF Research Database (Denmark)
Lesner, Rune Vammen
This paper develops a model which incorporates the two most commonly cited strands of the literature on statistical discrimination, namely screening discrimination and stereotyping. The model is used to provide empirical evidence of statistical discrimination based on gender in the labour market....... It is shown that the implications of both screening discrimination and stereotyping are consistent with observable wage dynamics. In addition, it is found that the gender wage gap decreases in tenure but increases in job transitions and that the fraction of women in high-ranking positions within a firm does...... not affect the level of statistical discrimination by gender....
Statistical Decision Theory Estimation, Testing, and Selection
Liese, Friedrich
2008-01-01
Suitable for advanced graduate students and researchers in mathematical statistics and decision theory, this title presents an account of the concepts and a treatment of the major results of classical finite sample size decision theory and modern asymptotic decision theory
Nonparametric dark energy reconstruction from supernova data.
Holsclaw, Tracy; Alam, Ujjaini; Sansó, Bruno; Lee, Herbert; Heitmann, Katrin; Habib, Salman; Higdon, David
2010-12-10
Understanding the origin of the accelerated expansion of the Universe poses one of the greatest challenges in physics today. Lacking a compelling fundamental theory to test, observational efforts are targeted at a better characterization of the underlying cause. If a new form of mass-energy, dark energy, is driving the acceleration, the redshift evolution of the equation of state parameter w(z) will hold essential clues as to its origin. To best exploit data from observations it is necessary to develop a robust and accurate reconstruction approach, with controlled errors, for w(z). We introduce a new, nonparametric method for solving the associated statistical inverse problem based on Gaussian process modeling and Markov chain Monte Carlo sampling. Applying this method to recent supernova measurements, we reconstruct the continuous history of w out to redshift z=1.5.
Bayesian nonparametric data analysis
Müller, Peter; Jara, Alejandro; Hanson, Tim
2015-01-01
This book reviews nonparametric Bayesian methods and models that have proven useful in the context of data analysis. Rather than providing an encyclopedic review of probability models, the book’s structure follows a data analysis perspective. As such, the chapters are organized by traditional data analysis problems. In selecting specific nonparametric models, simpler and more traditional models are favored over specialized ones. The discussed methods are illustrated with a wealth of examples, including applications ranging from stylized examples to case studies from recent literature. The book also includes an extensive discussion of computational methods and details on their implementation. R code for many examples is included in on-line software pages.
Statistical Tests for Mixed Linear Models
Khuri, André I; Sinha, Bimal K
2011-01-01
An advanced discussion of linear models with mixed or random effects. In recent years a breakthrough has occurred in our ability to draw inferences from exact and optimum tests of variance component models, generating much research activity that relies on linear models with mixed and random effects. This volume covers the most important research of the past decade as well as the latest developments in hypothesis testing. It compiles all currently available results in the area of exact and optimum tests for variance component models and offers the only comprehensive treatment for these models a
A Statistical Approach for Testing Cross-Phenotype Effects of Rare Variants
Broadaway, K. Alaine; Cutler, David J.; Duncan, Richard; Moore, Jacob L.; Ware, Erin B.; Jhun, Min A.; Bielak, Lawrence F.; Zhao, Wei; Smith, Jennifer A.; Peyser, Patricia A.; Kardia, Sharon L.R.; Ghosh, Debashis; Epstein, Michael P.
2016-01-01
Increasing empirical evidence suggests that many genetic variants influence multiple distinct phenotypes. When cross-phenotype effects exist, multivariate association methods that consider pleiotropy are often more powerful than univariate methods that model each phenotype separately. Although several statistical approaches exist for testing cross-phenotype effects for common variants, there is a lack of similar tests for gene-based analysis of rare variants. In order to fill this important gap, we introduce a statistical method for cross-phenotype analysis of rare variants using a nonparametric distance-covariance approach that compares similarity in multivariate phenotypes to similarity in rare-variant genotypes across a gene. The approach can accommodate both binary and continuous phenotypes and further can adjust for covariates. Our approach yields a closed-form test whose significance can be evaluated analytically, thereby improving computational efficiency and permitting application on a genome-wide scale. We use simulated data to demonstrate that our method, which we refer to as the Gene Association with Multiple Traits (GAMuT) test, provides increased power over competing approaches. We also illustrate our approach using exome-chip data from the Genetic Epidemiology Network of Arteriopathy. PMID:26942286
Caveats for using statistical significance tests in research assessments
2011-01-01
This paper raises concerns about the advantages of using statistical significance tests in research assessments as has recently been suggested in the debate about proper normalization procedures for citation indicators. Statistical significance tests are highly controversial and numerous criticisms have been leveled against their use. Based on examples from articles by proponents of the use statistical significance tests in research assessments, we address some of the numerous problems with s...
Assessing Statistical Aspects of Test Fairness with Structural Equation Modelling
Kline, Rex B.
2013-01-01
Test fairness and test bias are not synonymous concepts. Test bias refers to statistical evidence that the psychometrics or interpretation of test scores depend on group membership, such as gender or race, when such differences are not expected. A test that is grossly biased may be judged to be unfair, but test fairness concerns the broader, more…
2016-05-31
Distribution Unlimited UU UU UU UU 31-05-2016 15-Apr-2014 14-Jan-2015 Final Report: Technical Topic 3.2.2.d Bayesian and Non- parametric Statistics...of Papers published in non peer-reviewed journals: Final Report: Technical Topic 3.2.2.d Bayesian and Non- parametric Statistics: Integration of Neural...Transfer N/A Number of graduating undergraduates who achieved a 3.5 GPA to 4.0 (4.0 max scale ): Number of graduating undergraduates funded by a DoD funded
Similar tests and the standardized log likelihood ratio statistic
DEFF Research Database (Denmark)
Jensen, Jens Ledet
1986-01-01
When testing an affine hypothesis in an exponential family the 'ideal' procedure is to calculate the exact similar test, or an approximation to this, based on the conditional distribution given the minimal sufficient statistic under the null hypothesis. By contrast to this there is a 'primitive......' approach in which the marginal distribution of a test statistic considered and any nuisance parameter appearing in the test statistic is replaced by an estimate. We show here that when using standardized likelihood ratio statistics the 'primitive' procedure is in fact an 'ideal' procedure to order O(n -3...
A note on measurement scales and statistical testing
Meijer, R.R.; Oosterloo, Sebe J.
2008-01-01
In elementary books on applied statistics (e.g., Siegel, 1988; Agresti, 1990) and books on research methodology in psychology and personality assessment (e.g., Aiken, 1999), it is often suggested that the choice of a statistical test and the choice of statistical operations should be determined by
A note on measurement scales and statistical testing
Meijer, Rob R.; Oosterloo, Sebie J.
2008-01-01
In elementary books on applied statistics (e.g., Siegel, 1988; Agresti, 1990) and books on research methodology in psychology and personality assessment (e.g., Aiken, 1999), it is often suggested that the choice of a statistical test and the choice of statistical operations should be determined by t
Nonparametric Detection of Geometric Structures Over Networks
Zou, Shaofeng; Liang, Yingbin; Poor, H. Vincent
2017-10-01
Nonparametric detection of existence of an anomalous structure over a network is investigated. Nodes corresponding to the anomalous structure (if one exists) receive samples generated by a distribution q, which is different from a distribution p generating samples for other nodes. If an anomalous structure does not exist, all nodes receive samples generated by p. It is assumed that the distributions p and q are arbitrary and unknown. The goal is to design statistically consistent tests with probability of errors converging to zero as the network size becomes asymptotically large. Kernel-based tests are proposed based on maximum mean discrepancy that measures the distance between mean embeddings of distributions into a reproducing kernel Hilbert space. Detection of an anomalous interval over a line network is first studied. Sufficient conditions on minimum and maximum sizes of candidate anomalous intervals are characterized in order to guarantee the proposed test to be consistent. It is also shown that certain necessary conditions must hold to guarantee any test to be universally consistent. Comparison of sufficient and necessary conditions yields that the proposed test is order-level optimal and nearly optimal respectively in terms of minimum and maximum sizes of candidate anomalous intervals. Generalization of the results to other networks is further developed. Numerical results are provided to demonstrate the performance of the proposed tests.
A statistical procedure for testing financial contagion
Directory of Open Access Journals (Sweden)
Attilio Gardini
2013-05-01
Full Text Available The aim of the paper is to provide an analysis of contagion through the measurement of the risk premia disequilibria dynamics. In order to discriminate among several disequilibrium situations we propose to test contagion on the basis of a two-step procedure: in the first step we estimate the preference parameters of the consumption-based asset pricing model (CCAPM to control for fundamentals and to measure the equilibrium risk premia in different countries; in the second step we measure the differences among empirical risk premia and equilibrium risk premia in order to test cross-country disequilibrium situations due to contagion. Disequilibrium risk premium measures are modelled by the multivariate DCC-GARCH model including a deterministic crisis variable. The model describes simultaneously the risk premia dynamics due to endogenous amplifications of volatility and to exogenous idiosyncratic shocks (contagion, having controlled for fundamentals effects in the first step. Our approach allows us to achieve two goals: (i to identify the disequilibria generated by irrational behaviours of the agents, which cause increasing in volatility that is not explained by the economic fundamentals but is endogenous to financial markets, and (ii to assess the existence of contagion effect defined by exogenous shift in cross-country return correlations during crisis periods. Our results show evidence of contagion from the United States to United Kingdom, Japan, France, and Italy during the financial crisis which started in 2007-08.
Caveats for using statistical significance tests in research assessments
Schneider, Jesper W
2011-01-01
This paper raises concerns about the advantages of using statistical significance tests in research assessments as has recently been suggested in the debate about proper normalization procedures for citation indicators. Statistical significance tests are highly controversial and numerous criticisms have been leveled against their use. Based on examples from articles by proponents of the use statistical significance tests in research assessments, we address some of the numerous problems with such tests. The issues specifically discussed are the ritual practice of such tests, their dichotomous application in decision making, the difference between statistical and substantive significance, the implausibility of most null hypotheses, the crucial assumption of randomness, as well as the utility of standard errors and confidence intervals for inferential purposes. We argue that applying statistical significance tests and mechanically adhering to their results is highly problematic and detrimental to critical thinki...
Multiatlas segmentation as nonparametric regression.
Awate, Suyash P; Whitaker, Ross T
2014-09-01
This paper proposes a novel theoretical framework to model and analyze the statistical characteristics of a wide range of segmentation methods that incorporate a database of label maps or atlases; such methods are termed as label fusion or multiatlas segmentation. We model these multiatlas segmentation problems as nonparametric regression problems in the high-dimensional space of image patches. We analyze the nonparametric estimator's convergence behavior that characterizes expected segmentation error as a function of the size of the multiatlas database. We show that this error has an analytic form involving several parameters that are fundamental to the specific segmentation problem (determined by the chosen anatomical structure, imaging modality, registration algorithm, and label-fusion algorithm). We describe how to estimate these parameters and show that several human anatomical structures exhibit the trends modeled analytically. We use these parameter estimates to optimize the regression estimator. We show that the expected error for large database sizes is well predicted by models learned on small databases. Thus, a few expert segmentations can help predict the database sizes required to keep the expected error below a specified tolerance level. Such cost-benefit analysis is crucial for deploying clinical multiatlas segmentation systems.
Distinguish Dynamic Basic Blocks by Structural Statistical Testing
DEFF Research Database (Denmark)
Petit, Matthieu; Gotlieb, Arnaud
Statistical testing aims at generating random test data that respect selected probabilistic properties. A distribution probability is associated with the program input space in order to achieve statistical test purpose: to test the most frequent usage of software or to maximize the probability...... of satisfying a structural coverage criterion for instance. In this paper, we propose a new statistical testing method that generates sequences of random test data that respect the following probabilistic properties: 1) each sequence guarantees the uniform selection of feasible paths only and 2) the uniform...... control flow path) during the test data selection. We implemented this algorithm in a statistical test data generator for Java programs. A first experimental validation is presented...
Misuse of statistical test in three decades of psychotherapy research.
Dar, R; Serlin, R C; Omer, H
1994-02-01
This article reviews the misuse of statistical tests in psychotherapy research studies published in the Journal of Consulting and Clinical Psychology in the years 1967-1968, 1977-1978, and 1987-1988. It focuses on 3 major problems in statistical practice: inappropriate uses of null hypothesis tests and p values, neglect of effect size, and inflation of Type I error rate. The impressive frequency of these problems is documented, and changes in statistical practices over the past 3 decades are interpreted in light of trends in psychotherapy research. The article concludes with practical suggestions for rational application of statistical tests.
Local kernel nonparametric discriminant analysis for adaptive extraction of complex structures
Li, Quanbao; Wei, Fajie; Zhou, Shenghan
2017-05-01
The linear discriminant analysis (LDA) is one of popular means for linear feature extraction. It usually performs well when the global data structure is consistent with the local data structure. Other frequently-used approaches of feature extraction usually require linear, independence, or large sample condition. However, in real world applications, these assumptions are not always satisfied or cannot be tested. In this paper, we introduce an adaptive method, local kernel nonparametric discriminant analysis (LKNDA), which integrates conventional discriminant analysis with nonparametric statistics. LKNDA is adept in identifying both complex nonlinear structures and the ad hoc rule. Six simulation cases demonstrate that LKNDA have both parametric and nonparametric algorithm advantages and higher classification accuracy. Quartic unilateral kernel function may provide better robustness of prediction than other functions. LKNDA gives an alternative solution for discriminant cases of complex nonlinear feature extraction or unknown feature extraction. At last, the application of LKNDA in the complex feature extraction of financial market activities is proposed.
Quantum Hypothesis Testing and Non-Equilibrium Statistical Mechanics
Jaksic, V; Pillet, C -A; Seiringer, R
2011-01-01
We extend the mathematical theory of quantum hypothesis testing to the general $W^*$-algebraic setting and explore its relation with recent developments in non-equilibrium quantum statistical mechanics. In particular, we relate the large deviation principle for the full counting statistics of entropy flow to quantum hypothesis testing of the arrow of time.
A Nonparametric Analogy of Analysis of Covariance
Burnett, Thomas D.; Barr, Donald R.
1977-01-01
A nonparametric test of the hypothesis of no treatment effect is suggested for a situation where measures of the severity of the condition treated can be obtained and ranked both pre- and post-treatment. The test allows the pre-treatment rank to be used as a concomitant variable. (Author/JKS)
Hayslett, H T
1991-01-01
Statistics covers the basic principles of Statistics. The book starts by tackling the importance and the two kinds of statistics; the presentation of sample data; the definition, illustration and explanation of several measures of location; and the measures of variation. The text then discusses elementary probability, the normal distribution and the normal approximation to the binomial. Testing of statistical hypotheses and tests of hypotheses about the theoretical proportion of successes in a binomial population and about the theoretical mean of a normal population are explained. The text the
Directory of Open Access Journals (Sweden)
César Merino Soto
2009-05-01
Full Text Available Resumen:La presente investigación hace un estudio psicométrico de un nuevo sistema de calificación de la Prueba Gestáltica del Bendermodificada para niños, que es el Sistema de Calificación Cualitativa (Brannigan y Brunner, 2002, en un muestra de 244 niñosingresantes a primer grado de primaria en cuatro colegios públicos, ubicados en Lima. El enfoque usado es un análisis noparamétrico de ítems mediante el programa Testgraf (Ramsay, 1991. Los resultados indican niveles apropiados deconsistencia interna, identificándose la unidimensionalidad, y el buen nivel discriminativo de las categorías de calificación deeste Sistema Cualitativo. No se hallaron diferencias demográficas respecto al género ni la edad. Se discuten los presenteshallazgos en el contexto del potencial uso del Sistema de Calificación Cualitativa y del análisis no paramétrico de ítems en lainvestigación psicométrica.AbstracThis research designs a psychometric study of a new scoring system of the Bender Gestalt test modified to children: it is theQualitative Scoring System (Brannigan & Brunner, 2002, in a sample of 244 first grade children of primary level, in four public school of Lima. The approach aplied is the nonparametric item analysis using The test graft computer program (Ramsay, 1991. Our findings point to good levels of internal consistency, unidimensionality and good discriminative level ofthe categories of scoring from the Qualitative Scoring System. There are not demographic differences between gender or age.We discuss our findings within the context of the potential use of the Qualitative Scoring System and of the nonparametricitem analysis approach in the psychometric research.
Statistical Methods for Astronomy
Feigelson, Eric D
2012-01-01
This review outlines concepts of mathematical statistics, elements of probability theory, hypothesis tests and point estimation for use in the analysis of modern astronomical data. Least squares, maximum likelihood, and Bayesian approaches to statistical inference are treated. Resampling methods, particularly the bootstrap, provide valuable procedures when distributions functions of statistics are not known. Several approaches to model selection and good- ness of fit are considered. Applied statistics relevant to astronomical research are briefly discussed: nonparametric methods for use when little is known about the behavior of the astronomical populations or processes; data smoothing with kernel density estimation and nonparametric regression; unsupervised clustering and supervised classification procedures for multivariate problems; survival analysis for astronomical datasets with nondetections; time- and frequency-domain times series analysis for light curves; and spatial statistics to interpret the spati...
Caveats for using statistical significance tests in research assessments
DEFF Research Database (Denmark)
Schneider, Jesper Wiborg
2013-01-01
This article raises concerns about the advantages of using statistical significance tests in research assessments as has recently been suggested in the debate about proper normalization procedures for citation indicators by Opthof and Leydesdorff (2010). Statistical significance tests are highly...... controversial and numerous criticisms have been leveled against their use. Based on examples from articles by proponents of the use statistical significance tests in research assessments, we address some of the numerous problems with such tests. The issues specifically discussed are the ritual practice...... of such tests, their dichotomous application in decision making, the difference between statistical and substantive significance, the implausibility of most null hypotheses, the crucial assumption of randomness, as well as the utility of standard errors and confidence intervals for inferential purposes. We...
Caveats for using statistical significance tests in research assessments
DEFF Research Database (Denmark)
Schneider, Jesper Wiborg
2013-01-01
This article raises concerns about the advantages of using statistical significance tests in research assessments as has recently been suggested in the debate about proper normalization procedures for citation indicators by Opthof and Leydesdorff (2010). Statistical significance tests are highly...... controversial and numerous criticisms have been leveled against their use. Based on examples from articles by proponents of the use statistical significance tests in research assessments, we address some of the numerous problems with such tests. The issues specifically discussed are the ritual practice...... are important or not. On the contrary their use may be harmful. Like many other critics, we generally believe that statistical significance tests are over- and misused in the empirical sciences including scientometrics and we encourage a reform on these matters....
Kleibergen, F.R.
2002-01-01
We extend the novel pivotal statistics for testing the parameters in the instrumental variables regression model. We show that these statistics result from a decomposition of the Anderson-Rubin statistic into two independent pivotal statistics. The first statistic is a score statistic that tests loc
Sanabria, Federico; Killeen, Peter R.
2007-01-01
Despite being under challenge for the past 50 years, null hypothesis significance testing (NHST) remains dominant in the scientific field for want of viable alternatives. NHST, along with its significance level "p," is inadequate for most of the uses to which it is put, a flaw that is of particular interest to educational practitioners…
Misuse of statistical tests in Archives of Clinical Neuropsychology publications.
Schatz, Philip; Jay, Kristin A; McComb, Jason; McLaughlin, Jason R
2005-12-01
This article reviews the (mis)use of statistical tests in neuropsychology research studies published in the Archives of Clinical Neuropsychology in the years 1990-1992 and 1996-2000, and 2001-2004, prior to, commensurate with the internet-based and paper-based release, and following the release of the American Psychological Association's Task Force on Statistical Inference. The authors focused on four statistical errors: inappropriate use of null hypothesis tests, inappropriate use of P-values, neglect of effect size, and inflation of Type I error rates. Despite the recommendations of the Task Force on Statistical Inference published in 1999, the present study recorded instances of these statistical errors both pre- and post-APA's report, with only the reporting of effect size increasing after the release of the report. Neuropsychologists involved in empirical research should be better aware of the limitations and boundaries of hypothesis testing as well as the theoretical aspects of research methodology.
A Censored Nonparametric Software Reliability Model
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
This paper analyses the effct of censoring on the estimation of failure rate, and presents a framework of a censored nonparametric software reliability model. The model is based on nonparametric testing of failure rate monotonically decreasing and weighted kernel failure rate estimation under the constraint of failure rate monotonically decreasing. Not only does the model have the advantages of little assumptions and weak constraints, but also the residual defects number of the software system can be estimated. The numerical experiment and real data analysis show that the model performs well with censored data.
The Use of Meta-Analytic Statistical Significance Testing
Polanin, Joshua R.; Pigott, Terri D.
2015-01-01
Meta-analysis multiplicity, the concept of conducting multiple tests of statistical significance within one review, is an underdeveloped literature. We address this issue by considering how Type I errors can impact meta-analytic results, suggest how statistical power may be affected through the use of multiplicity corrections, and propose how…
CUSUM-Based Person-Fit Statistics for Adaptive Testing.
van Krimpen-Stoop, Edith M. L. A.; Meijer, Rob R.
2001-01-01
Proposed person-fit statistics that are designed for use in a computerized adaptive test (CAT) and derived critical values for these statistics using cumulative sum (CUSUM) procedures so that item-score patterns can be classified as fitting or misfitting. Compared nominal Type I errors with empirical Type I errors through simulation studies. (SLD)
BIAZA statistics guidelines: toward a common application of statistical tests for zoo research.
Plowman, Amy B
2008-05-01
Zoo research presents many statistical challenges, mostly arising from the need to work with small sample sizes. Efforts to overcome these often lead to the misuse of statistics including pseudoreplication, inappropriate pooling, assumption violation or excessive Type II errors because of using tests with low power to avoid assumption violation. To tackle these issues and make some general statistical recommendations for zoo researchers, the Research Group of the British and Irish Association of Zoos and Aquariums (BIAZA) conducted a workshop. Participants included zoo-based researchers, university academics with zoo interests and three statistical experts. The result was a BIAZA publication Zoo Research Guidelines: Statistics for Typical Zoo Datasets (Plowman [2006] Zoo research guidelines: statistics for zoo datasets. London: BIAZA), which provides advice for zoo researchers on study design and analysis to ensure appropriate and rigorous use of statistics. The main recommendations are: (1) that many typical zoo investigations should be conducted as single case/small N randomized designs, analyzed with randomization tests, (2) that when comparing complete time budgets across conditions in behavioral studies, G tests and their derivatives are the most appropriate statistical tests and (3) that in studies involving multiple dependent and independent variables there are usually no satisfactory alternatives to traditional parametric tests and, despite some assumption violations, it is better to use these tests with careful interpretation, than to lose information through not testing at all. The BIAZA guidelines were recommended by American Association of Zoos and Aquariums (AZA) researchers at the AZA Annual Conference in Tampa, FL, September 2006, and are free to download from www.biaza.org.uk.
Evaluation of Multi-parameter Test Statistics for Multiple Imputation.
Liu, Yu; Enders, Craig K
2017-01-01
In Ordinary Least Square regression, researchers often are interested in knowing whether a set of parameters is different from zero. With complete data, this could be achieved using the gain in prediction test, hierarchical multiple regression, or an omnibus F test. However, in substantive research scenarios, missing data often exist. In the context of multiple imputation, one of the current state-of-art missing data strategies, there are several different analogous multi-parameter tests of the joint significance of a set of parameters, and these multi-parameter test statistics can be referenced to various distributions to make statistical inferences. However, little is known about the performance of these tests, and virtually no research study has compared the Type 1 error rates and statistical power of these tests in scenarios that are typical of behavioral science data (e.g., small to moderate samples, etc.). This paper uses Monte Carlo simulation techniques to examine the performance of these multi-parameter test statistics for multiple imputation under a variety of realistic conditions. We provide a number of practical recommendations for substantive researchers based on the simulation results, and illustrate the calculation of these test statistics with an empirical example.
Ganju, Jitendra; Yu, Xinxin; Ma, Guoguang Julie
2013-01-01
Formal inference in randomized clinical trials is based on controlling the type I error rate associated with a single pre-specified statistic. The deficiency of using just one method of analysis is that it depends on assumptions that may not be met. For robust inference, we propose pre-specifying multiple test statistics and relying on the minimum p-value for testing the null hypothesis of no treatment effect. The null hypothesis associated with the various test statistics is that the treatment groups are indistinguishable. The critical value for hypothesis testing comes from permutation distributions. Rejection of the null hypothesis when the smallest p-value is less than the critical value controls the type I error rate at its designated value. Even if one of the candidate test statistics has low power, the adverse effect on the power of the minimum p-value statistic is not much. Its use is illustrated with examples. We conclude that it is better to rely on the minimum p-value rather than a single statistic particularly when that single statistic is the logrank test, because of the cost and complexity of many survival trials.
Statistical Evaluation of Molecular Contamination During Spacecraft Thermal Vacuum Test
Chen, Philip; Hedgeland, Randy; Montoya, Alex; Roman-Velazquez, Juan; Dunn, Jamie; Colony, Joe; Petitto, Joseph
1999-01-01
The purpose of this paper is to evaluate the statistical molecular contamination data with a goal to improve spacecraft contamination control. The statistical data was generated in typical thermal vacuum tests at the National Aeronautics and Space Administration, Goddard Space Flight Center (GSFC). The magnitude of material outgassing was measured using a Quartz Crystal Microbalance (QCNO device during the test. A solvent rinse sample was taken at the conclusion of each test. Then detailed qualitative and quantitative measurements were obtained through chemical analyses. All data used in this study encompassed numerous spacecraft tests in recent years.
Generalized Correlation Coefficient Based on Log Likelihood Ratio Test Statistic
Directory of Open Access Journals (Sweden)
Liu Hsiang-Chuan
2016-01-01
Full Text Available In this paper, I point out that both Joe’s and Ding’s strength statistics can only be used for testing the pair-wise independence, and I propose a novel G-square based strength statistic, called Liu’s generalized correlation coefficient, it can be used to detect and compare the strength of not only the pair-wise independence but also the mutual independence of any multivariate variables. Furthermore, I proved that only Liu’s generalized correlation coefficient is strictly increasing on its number of variables, it is more sensitive and useful than Cramer’s V coefficient, in other words, Liu generalized correlation coefficient is not only the G-square based strength statistic, but also an improved statistic for detecting and comparing the strengths of deferent associations of any two or more sets of multivariate variables, moreover, this new strength statistic can also be tested by G2.
Rabinowitz, Daniel
2003-05-01
The focus of this work is the TDT-type and family-based test statistics used for adjusting for potential confounding due to population heterogeneity or misspecified allele frequencies. A variety of heuristics have been used to motivate and derive these statistics, and the statistics have been developed for a variety of analytic goals. There appears to be no general theoretical framework, however, that may be used to evaluate competing approaches. Furthermore, there is no framework to guide the development of efficient TDT-type and family-based methods for analytic goals for which methods have not yet been proposed. The purpose of this paper is to present a theoretical framework that serves both to identify the information which is available to methods that are immune to confounding due to population heterogeneity or misspecified allele frequencies, and to inform the construction of efficient unbiased tests in novel settings. The development relies on the existence of a characterization of the null hypothesis in terms of a completely specified conditional distribution of transmitted genotypes. An important observation is that, with such a characterization, when the conditioning event is unobserved or incomplete, there is statistical information that cannot be exploited by any exact conditional test. The main technical result of this work is an approach to computing test statistics for local alternatives that exploit all of the available statistical information. Copyright 2003 Wiley-Liss, Inc.
Accelerated testing statistical models, test plans, and data analysis
Nelson, Wayne B
2009-01-01
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "". . . a goldmine of knowledge on accelerated life testing principles and practices . . . one of the very few capable of advancing the science of reliability. It definitely belongs in every bookshelf on engineering.""-Dev G.
CUSUM-based person-fit statistics for adaptive testing
Krimpen-Stoop, van Edith M.L.A.; Meijer, Rob R.
2001-01-01
Item scores that do not fit an assumed item response theory model may cause the latent trait value to be inaccurately estimated. Several person-fit statistics for detecting nonfitting score patterns for paper-and-pencil tests have been proposed. In the context of computerized adaptive tests (CAT), t
Statistical Measures of Integrity in Online Testing: Empirical Study
Wielicki, Tom
2016-01-01
This paper reports on longitudinal study regarding integrity of testing in an online format as used by e-learning platforms. Specifically, this study explains whether online testing, which implies an open book format is compromising integrity of assessment by encouraging cheating among students. Statistical experiment designed for this study…
Statistical significance test for transition matrices of atmospheric Markov chains
Vautard, Robert; Mo, Kingtse C.; Ghil, Michael
1990-01-01
Low-frequency variability of large-scale atmospheric dynamics can be represented schematically by a Markov chain of multiple flow regimes. This Markov chain contains useful information for the long-range forecaster, provided that the statistical significance of the associated transition matrix can be reliably tested. Monte Carlo simulation yields a very reliable significance test for the elements of this matrix. The results of this test agree with previously used empirical formulae when each cluster of maps identified as a distinct flow regime is sufficiently large and when they all contain a comparable number of maps. Monte Carlo simulation provides a more reliable way to test the statistical significance of transitions to and from small clusters. It can determine the most likely transitions, as well as the most unlikely ones, with a prescribed level of statistical significance.
a Multivariate Downscaling Model for Nonparametric Simulation of Daily Flows
Molina, J. M.; Ramirez, J. A.; Raff, D. A.
2011-12-01
A multivariate, stochastic nonparametric framework for stepwise disaggregation of seasonal runoff volumes to daily streamflow is presented. The downscaling process is conditional on volumes of spring runoff and large-scale ocean-atmosphere teleconnections and includes a two-level cascade scheme: seasonal-to-monthly disaggregation first followed by monthly-to-daily disaggregation. The non-parametric and assumption-free character of the framework allows consideration of the random nature and nonlinearities of daily flows, which parametric models are unable to account for adequately. This paper examines statistical links between decadal/interannual climatic variations in the Pacific Ocean and hydrologic variability in US northwest region, and includes a periodicity analysis of climate patterns to detect coherences of their cyclic behavior in the frequency domain. We explore the use of such relationships and selected signals (e.g., north Pacific gyre oscillation, southern oscillation, and Pacific decadal oscillation indices, NPGO, SOI and PDO, respectively) in the proposed data-driven framework by means of a combinatorial approach with the aim of simulating improved streamflow sequences when compared with disaggregated series generated from flows alone. A nearest neighbor time series bootstrapping approach is integrated with principal component analysis to resample from the empirical multivariate distribution. A volume-dependent scaling transformation is implemented to guarantee the summability condition. In addition, we present a new and simple algorithm, based on nonparametric resampling, that overcomes the common limitation of lack of preservation of historical correlation between daily flows across months. The downscaling framework presented here is parsimonious in parameters and model assumptions, does not generate negative values, and produces synthetic series that are statistically indistinguishable from the observations. We present evidence showing that both
Detection of Invalid Test Scores on Admission Tests : A Simulation Study Using Person-Fit Statistics
Tendeiro, Jorge N.; Meijer, Rob R.; Albers, Casper J.
While an admission test may strongly predict success in university or law school programs for most test takers, there may be some test takers who are mismeasured. To address this issue, a class of statistics called person-fit statistics is used to check the validity of individual test scores.
Vrbos, L A; Lorenz, M A; Peabody, E H; McGregor, M
1993-06-15
An analysis of 300 randomly drawn orthopaedic spine articles, published between 1970 and 1990, was performed to assess the quality of biostatistical testing and research design reported in the literature. Of the 300 articles, 269 dealt with topics of an experimental nature, while 31 documented descriptive studies. Statistical deficiencies were identified in 54.0% of the total articles. Conclusions drawn as the result of misleading significance values occurred in 124 experimental studies (46%) while 96 failed to document the form of analysis chosen (35.7%). Statistical testing was not documented in 34 studies (12.6%), while 20 (7.4%) employed analyses considered inappropriate for the specific design structure.
Model of risk assessment under ballistic statistical tests
Gabrovski, Ivan; Karakaneva, Juliana
The material presents the application of a mathematical method for risk assessment under statistical determination of the ballistic limits of the protection equipment. The authors have implemented a mathematical model based on Pierson's criteria. The software accomplishment of the model allows to evaluate the V50 indicator and to assess the statistical hypothesis' reliability. The results supply the specialists with information about the interval valuations of the probability determined during the testing process.
Distributions of Hardy-Weinberg equilibrium test statistics.
Rohlfs, R V; Weir, B S
2008-11-01
It is well established that test statistics and P-values derived from discrete data, such as genetic markers, are also discrete. In most genetic applications, the null distribution for a discrete test statistic is approximated with a continuous distribution, but this approximation may not be reasonable. In some cases using the continuous approximation for the expected null distribution may cause truly null test statistics to appear nonnull. We explore the implications of using continuous distributions to approximate the discrete distributions of Hardy-Weinberg equilibrium test statistics and P-values. We derive exact P-value distributions under the null and alternative hypotheses, enabling a more accurate analysis than is possible with continuous approximations. We apply these methods to biological data and find that using continuous distribution theory with exact tests may underestimate the extent of Hardy-Weinberg disequilibrium in a sample. The implications may be most important for the widespread use of whole-genome case-control association studies and Hardy-Weinberg equilibrium (HWE) testing for data quality control.
[Clinical research IV. Relevancy of the statistical test chosen].
Talavera, Juan O; Rivas-Ruiz, Rodolfo
2011-01-01
When we look at the difference between two therapies or the association of a risk factor or prognostic indicator with its outcome, we need to evaluate the accuracy of the result. This assessment is based on a judgment that uses information about the study design and statistical management of the information. This paper specifically mentions the relevance of the statistical test selected. Statistical tests are chosen mainly from two characteristics: the objective of the study and type of variables. The objective can be divided into three test groups: a) those in which you want to show differences between groups or inside a group before and after a maneuver, b) those that seek to show the relationship (correlation) between variables, and c) those that aim to predict an outcome. The types of variables are divided in two: quantitative (continuous and discontinuous) and qualitative (ordinal and dichotomous). For example, if we seek to demonstrate differences in age (quantitative variable) among patients with systemic lupus erythematosus (SLE) with and without neurological disease (two groups), the appropriate test is the "Student t test for independent samples." But if the comparison is about the frequency of females (binomial variable), then the appropriate statistical test is the χ(2).
DEFF Research Database (Denmark)
Linnet, Kristian
2005-01-01
Bootstrap, HPLC, limit of blank, limit of detection, non-parametric statistics, type I and II errors......Bootstrap, HPLC, limit of blank, limit of detection, non-parametric statistics, type I and II errors...
On the Correct Use of Statistical Tests: Reply to "Lies, damned lies and statistics (in Geology)"
Sornette, D
2010-01-01
In a recent Forum in EOS entitled "Lies, damned lies and statistics (in Geology)", Vermeesch (2009) claims that "statistical significant is not the same as geological significant", in other words, statistical tests may be misleading. In complete contradiction, we affirm that statistical tests are always informative. We trace the erroneous claim of Vermeesch (2009) to a mistake in the interpretation of the chi-square test. Furthermore, using the same catalog of 118,415 earthquakes of magnitude 4 or greater and occurring between Friday 1st January 1999 and Thursday, 1 January 2009 (USGS, http://earthquake.usgs.gov), we show that the null hypothesis that "the occurrence of earthquakes does not depend on the day of the week" cannot be rejected (p-value equal to p=0.46), when taking into account the two well-known effects of (i) catalog incompleteness and (ii) aftershock clustering. This corrects the p-value p=4.5 10^{-18} found by P. Vermeesch (2009), whose implementation of the chi-square test assumes that the 1...
688,112 statistical results : Content mining psychology articles for statistical test results
Hartgerink, C.H.J.
2016-01-01
In this data deposit, I describe a dataset that is the result of content mining 167,318 published articles for statistical test results reported according to the standards prescribed by the American Psychological Association (APA). Articles published by the APA, Springer, Sage, and Taylor & Francis
ROTS: An R package for reproducibility-optimized statistical testing.
Suomi, Tomi; Seyednasrollah, Fatemeh; Jaakkola, Maria K; Faux, Thomas; Elo, Laura L
2017-05-01
Differential expression analysis is one of the most common types of analyses performed on various biological data (e.g. RNA-seq or mass spectrometry proteomics). It is the process that detects features, such as genes or proteins, showing statistically significant differences between the sample groups under comparison. A major challenge in the analysis is the choice of an appropriate test statistic, as different statistics have been shown to perform well in different datasets. To this end, the reproducibility-optimized test statistic (ROTS) adjusts a modified t-statistic according to the inherent properties of the data and provides a ranking of the features based on their statistical evidence for differential expression between two groups. ROTS has already been successfully applied in a range of different studies from transcriptomics to proteomics, showing competitive performance against other state-of-the-art methods. To promote its widespread use, we introduce here a Bioconductor R package for performing ROTS analysis conveniently on different types of omics data. To illustrate the benefits of ROTS in various applications, we present three case studies, involving proteomics and RNA-seq data from public repositories, including both bulk and single cell data. The package is freely available from Bioconductor (https://www.bioconductor.org/packages/ROTS).
Generalized Hypergeometric Ensembles: Statistical Hypothesis Testing in Complex Networks
Casiraghi, Giona; Scholtes, Ingo; Schweitzer, Frank
2016-01-01
Statistical ensembles define probability spaces of all networks consistent with given aggregate statistics and have become instrumental in the analysis of relational data on networked systems. Their numerical and analytical study provides the foundation for the inference of topological patterns, the definition of network-analytic measures, as well as for model selection and statistical hypothesis testing. Contributing to the foundation of these important data science techniques, in this article we introduce generalized hypergeometric ensembles, a framework of analytically tractable statistical ensembles of finite, directed and weighted networks. This framework can be interpreted as a generalization of the classical configuration model, which is commonly used to randomly generate networks with a given degree sequence or distribution. Our generalization rests on the introduction of dyadic link propensities, which capture the degree-corrected tendencies of pairs of nodes to form edges between each other. Studyin...
Spline Nonparametric Regression Analysis of Stress-Strain Curve of Confined Concrete
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Tavio Tavio
2008-01-01
Full Text Available Due to enormous uncertainties in confinement models associated with the maximum compressive strength and ductility of concrete confined by rectilinear ties, the implementation of spline nonparametric regression analysis is proposed herein as an alternative approach. The statistical evaluation is carried out based on 128 large-scale column specimens of either normal-or high-strength concrete tested under uniaxial compression. The main advantage of this kind of analysis is that it can be applied when the trend of relation between predictor and response variables are not obvious. The error in the analysis can, therefore, be minimized so that it does not depend on the assumption of a particular shape of the curve. This provides higher flexibility in the application. The results of the statistical analysis indicates that the stress-strain curves of confined concrete obtained from the spline nonparametric regression analysis proves to be in good agreement with the experimental curves available in literatures
Reliability Evaluation of Concentric Butterfly Valve Using Statistical Hypothesis Test
Energy Technology Data Exchange (ETDEWEB)
Chang, Mu Seong; Choi, Jong Sik; Choi, Byung Oh; Kim, Do Sik [Korea Institute of Machinery and Materials, Daejeon (Korea, Republic of)
2015-12-15
A butterfly valve is a type of flow-control device typically used to regulate a fluid flow. This paper presents an estimation of the shape parameter of the Weibull distribution, characteristic life, and B10 life for a concentric butterfly valve based on a statistical analysis of the reliability test data taken before and after the valve improvement. The difference in the shape and scale parameters between the existing and improved valves is reviewed using a statistical hypothesis test. The test results indicate that the shape parameter of the improved valve is similar to that of the existing valve, and that the scale parameter of the improved valve is found to have increased. These analysis results are particularly useful for a reliability qualification test and the determination of the service life cycles.
Interactive comparison of hypothesis tests for statistical model checking
de Boer, Pieter-Tjerk; Reijsbergen, D.P.; Scheinhardt, Willem R.W.
2015-01-01
We present a web-based interactive comparison of hypothesis tests as are used in statistical model checking, providing users and tool developers with more insight into their characteristics. Parameters can be modified easily and their influence is visualized in real time; an integrated simulation
The performance of robust test statistics with categorical data
Savalei, V.; Rhemtulla, M.
2013-01-01
This paper reports on a simulation study that evaluated the performance of five structural equation model test statistics appropriate for categorical data. Both Type I error rate and power were investigated. Different model sizes, sample sizes, numbers of categories, and threshold distributions were
The performance of robust test statistics with categorical data
Savalei, V.; Rhemtulla, M.
2013-01-01
This paper reports on a simulation study that evaluated the performance of five structural equation model test statistics appropriate for categorical data. Both Type I error rate and power were investigated. Different model sizes, sample sizes, numbers of categories, and threshold distributions were
Evaluation of the Wishart test statistics for polarimetric SAR data
DEFF Research Database (Denmark)
Skriver, Henning; Nielsen, Allan Aasbjerg; Conradsen, Knut
2003-01-01
A test statistic for equality of two covariance matrices following the complex Wishart distribution has previously been used in new algorithms for change detection, edge detection and segmentation in polarimetric SAR images. Previously, the results for change detection and edge detection have been...
Nonparametric Bayes analysis of social science data
Kunihama, Tsuyoshi
Social science data often contain complex characteristics that standard statistical methods fail to capture. Social surveys assign many questions to respondents, which often consist of mixed-scale variables. Each of the variables can follow a complex distribution outside parametric families and associations among variables may have more complicated structures than standard linear dependence. Therefore, it is not straightforward to develop a statistical model which can approximate structures well in the social science data. In addition, many social surveys have collected data over time and therefore we need to incorporate dynamic dependence into the models. Also, it is standard to observe massive number of missing values in the social science data. To address these challenging problems, this thesis develops flexible nonparametric Bayesian methods for the analysis of social science data. Chapter 1 briefly explains backgrounds and motivations of the projects in the following chapters. Chapter 2 develops a nonparametric Bayesian modeling of temporal dependence in large sparse contingency tables, relying on a probabilistic factorization of the joint pmf. Chapter 3 proposes nonparametric Bayes inference on conditional independence with conditional mutual information used as a measure of the strength of conditional dependence. Chapter 4 proposes a novel Bayesian density estimation method in social surveys with complex designs where there is a gap between sample and population. We correct for the bias by adjusting mixture weights in Bayesian mixture models. Chapter 5 develops a nonparametric model for mixed-scale longitudinal surveys, in which various types of variables can be induced through latent continuous variables and dynamic latent factors lead to flexibly time-varying associations among variables.
NONPARAMETRIC ESTIMATION OF CHARACTERISTICS OF PROBABILITY DISTRIBUTIONS
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Orlov A. I.
2015-10-01
Full Text Available The article is devoted to the nonparametric point and interval estimation of the characteristics of the probabilistic distribution (the expectation, median, variance, standard deviation, variation coefficient of the sample results. Sample values are regarded as the implementation of independent and identically distributed random variables with an arbitrary distribution function having the desired number of moments. Nonparametric analysis procedures are compared with the parametric procedures, based on the assumption that the sample values have a normal distribution. Point estimators are constructed in the obvious way - using sample analogs of the theoretical characteristics. Interval estimators are based on asymptotic normality of sample moments and functions from them. Nonparametric asymptotic confidence intervals are obtained through the use of special output technology of the asymptotic relations of Applied Statistics. In the first step this technology uses the multidimensional central limit theorem, applied to the sums of vectors whose coordinates are the degrees of initial random variables. The second step is the conversion limit multivariate normal vector to obtain the interest of researcher vector. At the same considerations we have used linearization and discarded infinitesimal quantities. The third step - a rigorous justification of the results on the asymptotic standard for mathematical and statistical reasoning level. It is usually necessary to use the necessary and sufficient conditions for the inheritance of convergence. This article contains 10 numerical examples. Initial data - information about an operating time of 50 cutting tools to the limit state. Using the methods developed on the assumption of normal distribution, it can lead to noticeably distorted conclusions in a situation where the normality hypothesis failed. Practical recommendations are: for the analysis of real data we should use nonparametric confidence limits
Equivalence versus classical statistical tests in water quality assessments.
Ngatia, Murage; Gonzalez, David; San Julian, Steve; Conner, Arin
2010-01-01
To evaluate whether two unattended field organic carbon instruments could provide data comparable to laboratory-generated data, we needed a practical assessment. Null hypothesis statistical testing (NHST) is commonly utilized for such evaluations in environmental assessments, but researchers in other disciplines have identified weaknesses that may limit NHST's usefulness. For example, in NHST, large sample sizes change p-values and a statistically significant result can be obtained by merely increasing the sample size. In addition, p-values can indicate that observed results are statistically significantly different, but in reality the differences could be trivial in magnitude. Equivalence tests, on the other hand, allow the investigator to incorporate decision criteria that have practical relevance to the study. In this paper, we demonstrate the potential use of equivalence tests as an alternative to NHST. We first compare data between the two field instruments, and then compare the field instruments' data to laboratory-generated data using both NHST and equivalence tests. NHST indicated that the data between the two field instruments and the data between the field instruments and the laboratory were significantly different. Equivalence tests showed that the data were equivalent because they fell within a pre-determined equivalence interval based on our knowledge of laboratory precision. We conclude that equivalence tests provide more useful comparisons and interpretation of water quality data than NHST and should be more widely used in similar environmental assessments.
Wavelet analysis in ecology and epidemiology: impact of statistical tests.
Cazelles, Bernard; Cazelles, Kévin; Chavez, Mario
2014-02-06
Wavelet analysis is now frequently used to extract information from ecological and epidemiological time series. Statistical hypothesis tests are conducted on associated wavelet quantities to assess the likelihood that they are due to a random process. Such random processes represent null models and are generally based on synthetic data that share some statistical characteristics with the original time series. This allows the comparison of null statistics with those obtained from original time series. When creating synthetic datasets, different techniques of resampling result in different characteristics shared by the synthetic time series. Therefore, it becomes crucial to consider the impact of the resampling method on the results. We have addressed this point by comparing seven different statistical testing methods applied with different real and simulated data. Our results show that statistical assessment of periodic patterns is strongly affected by the choice of the resampling method, so two different resampling techniques could lead to two different conclusions about the same time series. Moreover, our results clearly show the inadequacy of resampling series generated by white noise and red noise that are nevertheless the methods currently used in the wide majority of wavelets applications. Our results highlight that the characteristics of a time series, namely its Fourier spectrum and autocorrelation, are important to consider when choosing the resampling technique. Results suggest that data-driven resampling methods should be used such as the hidden Markov model algorithm and the 'beta-surrogate' method.
Statistical tests for associations between two directed acyclic graphs.
Directory of Open Access Journals (Sweden)
Robert Hoehndorf
Full Text Available Biological data, and particularly annotation data, are increasingly being represented in directed acyclic graphs (DAGs. However, while relevant biological information is implicit in the links between multiple domains, annotations from these different domains are usually represented in distinct, unconnected DAGs, making links between the domains represented difficult to determine. We develop a novel family of general statistical tests for the discovery of strong associations between two directed acyclic graphs. Our method takes the topology of the input graphs and the specificity and relevance of associations between nodes into consideration. We apply our method to the extraction of associations between biomedical ontologies in an extensive use-case. Through a manual and an automatic evaluation, we show that our tests discover biologically relevant relations. The suite of statistical tests we develop for this purpose is implemented and freely available for download.
Mean-squared-displacement statistical test for fractional Brownian motion
Sikora, Grzegorz; Burnecki, Krzysztof; Wyłomańska, Agnieszka
2017-03-01
Anomalous diffusion in crowded fluids, e.g., in cytoplasm of living cells, is a frequent phenomenon. A common tool by which the anomalous diffusion of a single particle can be classified is the time-averaged mean square displacement (TAMSD). A classical mechanism leading to the anomalous diffusion is the fractional Brownian motion (FBM). A validation of such process for single-particle tracking data is of great interest for experimentalists. In this paper we propose a rigorous statistical test for FBM based on TAMSD. To this end we analyze the distribution of the TAMSD statistic, which is given by the generalized chi-squared distribution. Next, we study the power of the test by means of Monte Carlo simulations. We show that the test is very sensitive for changes of the Hurst parameter. Moreover, it can easily distinguish between two models of subdiffusion: FBM and continuous-time random walk.
Fully Bayesian tests of neutrality using genealogical summary statistics
Directory of Open Access Journals (Sweden)
Drummond Alexei J
2008-10-01
Full Text Available Abstract Background Many data summary statistics have been developed to detect departures from neutral expectations of evolutionary models. However questions about the neutrality of the evolution of genetic loci within natural populations remain difficult to assess. One critical cause of this difficulty is that most methods for testing neutrality make simplifying assumptions simultaneously about the mutational model and the population size model. Consequentially, rejecting the null hypothesis of neutrality under these methods could result from violations of either or both assumptions, making interpretation troublesome. Results Here we harness posterior predictive simulation to exploit summary statistics of both the data and model parameters to test the goodness-of-fit of standard models of evolution. We apply the method to test the selective neutrality of molecular evolution in non-recombining gene genealogies and we demonstrate the utility of our method on four real data sets, identifying significant departures of neutrality in human influenza A virus, even after controlling for variation in population size. Conclusion Importantly, by employing a full model-based Bayesian analysis, our method separates the effects of demography from the effects of selection. The method also allows multiple summary statistics to be used in concert, thus potentially increasing sensitivity. Furthermore, our method remains useful in situations where analytical expectations and variances of summary statistics are not available. This aspect has great potential for the analysis of temporally spaced data, an expanding area previously ignored for limited availability of theory and methods.
Your Chi-Square Test Is Statistically Significant: Now What?
Directory of Open Access Journals (Sweden)
Donald Sharpe
2015-04-01
Full Text Available Applied researchers have employed chi-square tests for more than one hundred years. This paper addresses the question of how one should follow a statistically significant chi-square test result in order to determine the source of that result. Four approaches were evaluated: calculating residuals, comparing cells, ransacking, and partitioning. Data from two recent journal articles were used to illustrate these approaches. A call is made for greater consideration of foundational techniques such as the chi-square tests.
Nonparametric Estimation of Distributions in Random Effects Models
Hart, Jeffrey D.
2011-01-01
We propose using minimum distance to obtain nonparametric estimates of the distributions of components in random effects models. A main setting considered is equivalent to having a large number of small datasets whose locations, and perhaps scales, vary randomly, but which otherwise have a common distribution. Interest focuses on estimating the distribution that is common to all datasets, knowledge of which is crucial in multiple testing problems where a location/scale invariant test is applied to every small dataset. A detailed algorithm for computing minimum distance estimates is proposed, and the usefulness of our methodology is illustrated by a simulation study and an analysis of microarray data. Supplemental materials for the article, including R-code and a dataset, are available online. © 2011 American Statistical Association.
Asymptotics of Bonferroni for Dependent Normal Test Statistics.
Proschan, Michael A; Shaw, Pamela A
2011-07-01
The Bonferroni adjustment is sometimes used to control the familywise error rate (FWE) when the number of comparisons is huge. In genome wide association studies, researchers compare cases to controls with respect to thousands of single nucleotide polymorphisms. It has been claimed that the Bonferroni adjustment is only slightly conservative if the comparisons are nearly independent. We show that the veracity of this claim depends on how one defines "nearly." Specifically, if the test statistics' pairwise correlations converge to 0 as the number of tests tend to ∞, the conservatism of the Bonferroni procedure depends on their rate of convergence. The type I error rate of Bonferroni can tend to 0 or 1 - exp(-α) ≈ α, depending on that rate. We show using elementary probability theory what happens to the distribution of the number of errors when using Bonferroni, as the number of dependent normal test statistics gets large. We also use the limiting behavior of Bonferroni to shed light on properties of other commonly used test statistics.
Statistical testing and distribution for lead chloride toxicity
Institute of Scientific and Technical Information of China (English)
John H. Lange
2005-01-01
@@ Dear Sir, Graca et al. [1] provided an interesting investigation on the toxicity of lead chloride and sperm development in mice. However, I would like to make a comment on the statistical analysis presented. Table 1 and its results suggest that a comparison of treated (experiment) and control mice were undertaken using the t-test. The authors indicate that they used the t-test along with complementation of ANOVA analysis. It appears that the t-test was used for analysis in Table 1 and ANOVA, as indicated,for Table 2. Use of t-test for comparing three of more groups is not appropriate since this may result in a multiple comparison problem (increasing the type I error rate)[2, 3]. Multiple comparisons can result in the reporting of a P value that is significant (or of lower value) when in actuality it is not. It is better to use, for example, a one-way ANOVA followed by a post-test (post-hoc)which can take into account all comparisons. Other statistical testing can also be employed to control the overall type I error, such as Tukey-HSD (honest significant difference), Scheffe's and Bonferroni-Dunn methods [2].
T. Kuosmanen (Timo); G.T. Post (Thierry)
2001-01-01
textabstractWe develop a nonparametric test of productive efficiency that accounts for the possibility of errors-in-variables. The test allows for statistical inference based on the extreme value distribution of the L?? norm. In contrast to the test proposed by Varian, H (1985): 'Nonparametric
T. Kuosmanen (Timo); G.T. Post (Thierry)
2001-01-01
textabstractWe develop a nonparametric test of productive efficiency that accounts for the possibility of errors-in-variables. The test allows for statistical inference based on the extreme value distribution of the L?? norm. In contrast to the test proposed by Varian, H (1985): 'Nonparametric Analy
Probability and Statistics Questions and Tests : a critical analysis
Directory of Open Access Journals (Sweden)
Fabrizio Maturo
2015-06-01
Full Text Available In probability and statistics courses, a popular method for the evaluation of the students is to assess them using multiple choice tests. The use of these tests allows to evaluate certain types of skills such as fast response, short-term memory, mental clarity and ability to compete. In our opinion, the verification through testing can certainly be useful for the analysis of certain aspects, and to speed up the process of assessment, but we should be aware of the limitations of such a standardized procedure and then exclude that the assessments of pupils, classes and schools can be reduced to processing of test results. To prove this thesis, this article argues in detail the main test limits, presents some recent models which have been proposed in the literature and suggests some alternative valuation methods. Quesiti e test di Probabilità e Statistica: un'analisi critica Nei corsi di Probabilità e Statistica, un metodo molto diffuso per la valutazione degli studenti consiste nel sottoporli a quiz a risposta multipla. L'uso di questi test permette di valutare alcuni tipi di abilità come la rapidità di risposta, la memoria a breve termine, la lucidità mentale e l'attitudine a gareggiare. A nostro parere, la verifica attraverso i test può essere sicuramente utile per l'analisi di alcuni aspetti e per velocizzare il percorso di valutazione ma si deve essere consapevoli dei limiti di una tale procedura standardizzata e quindi escludere che le valutazioni di alunni, classi e scuole possano essere ridotte a elaborazioni di risultati di test. A dimostrazione di questa tesi, questo articolo argomenta in dettaglio i limiti principali dei test, presenta alcuni recenti modelli proposti in letteratura e propone alcuni metodi di valutazione alternativi. Parole Chiave: item responce theory, valutazione, test, probabilità
Directory of Open Access Journals (Sweden)
Teyssèdre Simon
2012-11-01
Full Text Available Abstract Background Spurious associations between single nucleotide polymorphisms and phenotypes are a major issue in genome-wide association studies and have led to underestimation of type 1 error rate and overestimation of the number of quantitative trait loci found. Many authors have investigated the influence of population structure on the robustness of methods by simulation. This paper is aimed at developing further the algebraic formalization of power and type 1 error rate for some of the classical statistical methods used: simple regression, two approximate methods of mixed models involving the effect of a single nucleotide polymorphism (SNP and a random polygenic effect (GRAMMAR and FASTA and the transmission/disequilibrium test for quantitative traits and nuclear families. Analytical formulae were derived using matrix algebra for the first and second moments of the statistical tests, assuming a true mixed model with a polygenic effect and SNP effects. Results The expectation and variance of the test statistics and their marginal expectations and variances according to the distribution of genotypes and estimators of variance components are given as a function of the relationship matrix and of the heritability of the polygenic effect. These formulae were used to compute type 1 error rate and power for any kind of relationship matrix between phenotyped and genotyped individuals for any level of heritability. For the regression method, type 1 error rate increased with the variability of relationships and with heritability, but decreased with the GRAMMAR method and was not affected with the FASTA and quantitative transmission/disequilibrium test methods. Conclusions The formulae can be easily used to provide the correct threshold of type 1 error rate and to calculate the power when designing experiments or data collection protocols. The results concerning the efficacy of each method agree with simulation results in the literature but were
Non-parametric approach to the study of phenotypic stability.
Ferreira, D F; Fernandes, S B; Bruzi, A T; Ramalho, M A P
2016-02-19
The aim of this study was to undertake the theoretical derivations of non-parametric methods, which use linear regressions based on rank order, for stability analyses. These methods were extension different parametric methods used for stability analyses and the result was compared with a standard non-parametric method. Intensive computational methods (e.g., bootstrap and permutation) were applied, and data from the plant-breeding program of the Biology Department of UFLA (Minas Gerais, Brazil) were used to illustrate and compare the tests. The non-parametric stability methods were effective for the evaluation of phenotypic stability. In the presence of variance heterogeneity, the non-parametric methods exhibited greater power of discrimination when determining the phenotypic stability of genotypes.
Barbosa, Fabiano Timbó; de Souza, Diego Agra
2010-01-01
Statistical analysis is necessary for adequate evaluation of the original article by the reader allowing him/her to better visualize and comprehend the results. The objective of the present study was to determine the frequency of the adequate use of statistical tests in original articles published in the Revista Brasileira de Anestesiologia from January 2008 to December 2009. Original articles published in the Revista Brasileira de Anestesiologia between January 2008 and December 2009 were selected. The use of statistical tests was deemed appropriate when the selection of the tests was adequate for continuous and categorical variables and for parametric and non-parametric tests, the correction factor was described when the use of multiple comparisons was reported, and the specific use of a statistical test for analysis of one variable was mentioned. Seventy-six original articles from a total of 179 statistical tests were selected. The frequency of the statistical tests used more often was: Chi-square 20.11%, Student t test 19.55%, ANOVA 10.05%, and Fisher exact test 9.49%. The frequency of the adequate use of statistical tests was 56.42% (95% CI 49.16% to 63.68%), erroneous use in 13.41% (95% CI 8.42% to 18.40%), and an inconclusive result in 30.16% (95% CI 23.44% to 36.88%). The frequency of inadequate use of statistical tests in the articles published by the Revista Brasileira de Anestesiologia between January 2008 and December 2009 was 56.42%. Copyright © 2010 Elsevier Editora Ltda. All rights reserved.
Quantum Statistical Testing of a Quantum Random Number Generator
Energy Technology Data Exchange (ETDEWEB)
Humble, Travis S [ORNL
2014-01-01
The unobservable elements in a quantum technology, e.g., the quantum state, complicate system verification against promised behavior. Using model-based system engineering, we present methods for verifying the opera- tion of a prototypical quantum random number generator. We begin with the algorithmic design of the QRNG followed by the synthesis of its physical design requirements. We next discuss how quantum statistical testing can be used to verify device behavior as well as detect device bias. We conclude by highlighting how system design and verification methods must influence effort to certify future quantum technologies.
Quantum Statistical Testing of a Quantum Random Number Generator
Energy Technology Data Exchange (ETDEWEB)
Humble, Travis S [ORNL
2014-01-01
The unobservable elements in a quantum technology, e.g., the quantum state, complicate system verification against promised behavior. Using model-based system engineering, we present methods for verifying the opera- tion of a prototypical quantum random number generator. We begin with the algorithmic design of the QRNG followed by the synthesis of its physical design requirements. We next discuss how quantum statistical testing can be used to verify device behavior as well as detect device bias. We conclude by highlighting how system design and verification methods must influence effort to certify future quantum technologies.
Quantum statistical testing of a quantum random number generator
Humble, Travis S.
2014-10-01
The unobservable elements in a quantum technology, e.g., the quantum state, complicate system verification against promised behavior. Using model-based system engineering, we present methods for verifying the operation of a prototypical quantum random number generator. We begin with the algorithmic design of the QRNG followed by the synthesis of its physical design requirements. We next discuss how quantum statistical testing can be used to verify device behavior as well as detect device bias. We conclude by highlighting how system design and verification methods must influence effort to certify future quantum technologies.
Statistical tests for power-law cross-correlated processes.
Podobnik, Boris; Jiang, Zhi-Qiang; Zhou, Wei-Xing; Stanley, H Eugene
2011-12-01
For stationary time series, the cross-covariance and the cross-correlation as functions of time lag n serve to quantify the similarity of two time series. The latter measure is also used to assess whether the cross-correlations are statistically significant. For nonstationary time series, the analogous measures are detrended cross-correlations analysis (DCCA) and the recently proposed detrended cross-correlation coefficient, ρ(DCCA)(T,n), where T is the total length of the time series and n the window size. For ρ(DCCA)(T,n), we numerically calculated the Cauchy inequality -1 ≤ ρ(DCCA)(T,n) ≤ 1. Here we derive -1 ≤ ρ DCCA)(T,n) ≤ 1 for a standard variance-covariance approach and for a detrending approach. For overlapping windows, we find the range of ρ(DCCA) within which the cross-correlations become statistically significant. For overlapping windows we numerically determine-and for nonoverlapping windows we derive--that the standard deviation of ρ(DCCA)(T,n) tends with increasing T to 1/T. Using ρ(DCCA)(T,n) we show that the Chinese financial market's tendency to follow the U.S. market is extremely weak. We also propose an additional statistical test that can be used to quantify the existence of cross-correlations between two power-law correlated time series.
Semi- and Nonparametric ARCH Processes
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Oliver B. Linton
2011-01-01
Full Text Available ARCH/GARCH modelling has been successfully applied in empirical finance for many years. This paper surveys the semiparametric and nonparametric methods in univariate and multivariate ARCH/GARCH models. First, we introduce some specific semiparametric models and investigate the semiparametric and nonparametrics estimation techniques applied to: the error density, the functional form of the volatility function, the relationship between mean and variance, long memory processes, locally stationary processes, continuous time processes and multivariate models. The second part of the paper is about the general properties of such processes, including stationary conditions, ergodic conditions and mixing conditions. The last part is on the estimation methods in ARCH/GARCH processes.
Rediscovery of Good-Turing estimators via Bayesian nonparametrics.
Favaro, Stefano; Nipoti, Bernardo; Teh, Yee Whye
2016-03-01
The problem of estimating discovery probabilities originated in the context of statistical ecology, and in recent years it has become popular due to its frequent appearance in challenging applications arising in genetics, bioinformatics, linguistics, designs of experiments, machine learning, etc. A full range of statistical approaches, parametric and nonparametric as well as frequentist and Bayesian, has been proposed for estimating discovery probabilities. In this article, we investigate the relationships between the celebrated Good-Turing approach, which is a frequentist nonparametric approach developed in the 1940s, and a Bayesian nonparametric approach recently introduced in the literature. Specifically, under the assumption of a two parameter Poisson-Dirichlet prior, we show that Bayesian nonparametric estimators of discovery probabilities are asymptotically equivalent, for a large sample size, to suitably smoothed Good-Turing estimators. As a by-product of this result, we introduce and investigate a methodology for deriving exact and asymptotic credible intervals to be associated with the Bayesian nonparametric estimators of discovery probabilities. The proposed methodology is illustrated through a comprehensive simulation study and the analysis of Expressed Sequence Tags data generated by sequencing a benchmark complementary DNA library.
Statistical Tests of the PTHA Poisson Assumption for Submarine Landslides
Geist, E. L.; Chaytor, J. D.; Parsons, T.; Ten Brink, U. S.
2012-12-01
We demonstrate that a sequence of dated mass transport deposits (MTDs) can provide information to statistically test whether or not submarine landslides associated with these deposits conform to a Poisson model of occurrence. Probabilistic tsunami hazard analysis (PTHA) most often assumes Poissonian occurrence for all sources, with an exponential distribution of return times. Using dates that define the bounds of individual MTDs, we first describe likelihood and Monte Carlo methods of parameter estimation for a suite of candidate occurrence models (Poisson, lognormal, gamma, Brownian Passage Time). In addition to age-dating uncertainty, both methods incorporate uncertainty caused by the open time intervals: i.e., before the first and after the last event to the present. Accounting for these open intervals is critical when there are a small number of observed events. The optimal occurrence model is selected according to both the Akaike Information Criteria (AIC) and Akaike's Bayesian Information Criterion (ABIC). In addition, the likelihood ratio test can be performed on occurrence models from the same family: e.g., the gamma model relative to the exponential model of return time distribution. Parameter estimation, model selection, and hypothesis testing are performed on data from two IODP holes in the northern Gulf of Mexico that penetrated a total of 14 MTDs, some of which are correlated between the two holes. Each of these events has been assigned an age based on microfossil zonations and magnetostratigraphic datums. Results from these sites indicate that the Poisson assumption is likely valid. However, parameter estimation results using the likelihood method for one of the sites suggest that the events may have occurred quasi-periodically. Methods developed in this study provide tools with which one can determine both the rate of occurrence and the statistical validity of the Poisson assumption when submarine landslides are included in PTHA.
Nonparametric estimation of ultrasound pulses
DEFF Research Database (Denmark)
Jensen, Jørgen Arendt; Leeman, Sidney
1994-01-01
An algorithm for nonparametric estimation of 1D ultrasound pulses in echo sequences from human tissues is derived. The technique is a variation of the homomorphic filtering technique using the real cepstrum, and the underlying basis of the method is explained. The algorithm exploits a priori...
Testing Result Statistics-Based Rapid Testing Method for Safety-Critical System
Institute of Scientific and Technical Information of China (English)
Zhi-Yao Deng; Nan Sang
2008-01-01
Safety-critical system (SCS) has highly demand for dependability, which requires plenty of resource to ensure that the system under test (SUT) satisfies the dependability requirement. In this paper, a new SCS rapid testing method is proposed to improve SCS adaptive dependability testing. The result of each test execution is saved in calculation memory unit and evaluated as an algorithm model. Then the least quantity of scenario test case for next test execution will be calculated according to the promised SUT's confidence level. The feedback data are generated to weight controller as the guideline for the further testing. Finally, a compre- hensive experiment study demonstrates that this adaptive testing method can really work in practice. This rapid testing method, testing result statistics-based adaptive control, makes the SCS dependability testing much more effective.
Comparison of Statistical Methods for Detector Testing Programs
Energy Technology Data Exchange (ETDEWEB)
Rennie, John Alan [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Abhold, Mark [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-10-14
A typical goal for any detector testing program is to ascertain not only the performance of the detector systems under test, but also the confidence that systems accepted using that testing program’s acceptance criteria will exceed a minimum acceptable performance (which is usually expressed as the minimum acceptable success probability, p). A similar problem often arises in statistics, where we would like to ascertain the fraction, p, of a population of items that possess a property that may take one of two possible values. Typically, the problem is approached by drawing a fixed sample of size n, with the number of items out of n that possess the desired property, x, being termed successes. The sample mean gives an estimate of the population mean p ≈ x/n, although usually it is desirable to accompany such an estimate with a statement concerning the range within which p may fall and the confidence associated with that range. Procedures for establishing such ranges and confidence limits are described in detail by Clopper, Brown, and Agresti for two-sided symmetric confidence intervals.
A test statistic for the affected-sib-set method.
Lange, K
1986-07-01
This paper discusses generalizations of the affected-sib-pair method. First, the requirement that sib identity-by-descent relations be known unambiguously is relaxed by substituting sib identity-by-state relations. This permits affected sibs to be used even when their parents are unavailable for typing. In the limit of an infinite number of marker alleles each of infinitesimal population frequency, the identity-by-state relations coincide with the usual identity-by-descent relations. Second, a weighted pairs test statistic is proposed that covers affected sib sets of size greater than two. These generalizations make the affected-sib-pair method a more powerful technique for detecting departures from independent segregation of disease and marker phenotypes. A sample calculation suggests such a departure for tuberculoid leprosy and the HLA D locus.
Statistical methods for ranking data
Alvo, Mayer
2014-01-01
This book introduces advanced undergraduate, graduate students and practitioners to statistical methods for ranking data. An important aspect of nonparametric statistics is oriented towards the use of ranking data. Rank correlation is defined through the notion of distance functions and the notion of compatibility is introduced to deal with incomplete data. Ranking data are also modeled using a variety of modern tools such as CART, MCMC, EM algorithm and factor analysis. This book deals with statistical methods used for analyzing such data and provides a novel and unifying approach for hypotheses testing. The techniques described in the book are illustrated with examples and the statistical software is provided on the authors’ website.
Nonparametric inferences for kurtosis and conditional kurtosis
Institute of Scientific and Technical Information of China (English)
XIE Xiao-heng; HE You-hua
2009-01-01
Under the assumption of strictly stationary process, this paper proposes a nonparametric model to test the kurtosis and conditional kurtosis for risk time series. We apply this method to the daily returns of S&P500 index and the Shanghai Composite Index, and simulate GARCH data for verifying the efficiency of the presented model. Our results indicate that the risk series distribution is heavily tailed, but the historical information can make its future distribution light-tailed. However the far future distribution's tails are little affected by the historical data.
Non-Parametric Inference in Astrophysics
Wasserman, L H; Nichol, R C; Genovese, C; Jang, W; Connolly, A J; Moore, A W; Schneider, J; Wasserman, Larry; Miller, Christopher J.; Nichol, Robert C.; Genovese, Chris; Jang, Woncheol; Connolly, Andrew J.; Moore, Andrew W.; Schneider, Jeff; group, the PICA
2001-01-01
We discuss non-parametric density estimation and regression for astrophysics problems. In particular, we show how to compute non-parametric confidence intervals for the location and size of peaks of a function. We illustrate these ideas with recent data on the Cosmic Microwave Background. We also briefly discuss non-parametric Bayesian inference.
A statistical design for testing apomictic diversification through linkage analysis.
Zeng, Yanru; Hou, Wei; Song, Shuang; Feng, Sisi; Shen, Lin; Xia, Guohua; Wu, Rongling
2014-03-01
The capacity of apomixis to generate maternal clones through seed reproduction has made it a useful characteristic for the fixation of heterosis in plant breeding. It has been observed that apomixis displays pronounced intra- and interspecific diversification, but the genetic mechanisms underlying this diversification remains elusive, obstructing the exploitation of this phenomenon in practical breeding programs. By capitalizing on molecular information in mapping populations, we describe and assess a statistical design that deploys linkage analysis to estimate and test the pattern and extent of apomictic differences at various levels from genotypes to species. The design is based on two reciprocal crosses between two individuals each chosen from a hermaphrodite or monoecious species. A multinomial distribution likelihood is constructed by combining marker information from two crosses. The EM algorithm is implemented to estimate the rate of apomixis and test its difference between two plant populations or species as the parents. The design is validated by computer simulation. A real data analysis of two reciprocal crosses between hickory (Carya cathayensis) and pecan (C. illinoensis) demonstrates the utilization and usefulness of the design in practice. The design provides a tool to address fundamental and applied questions related to the evolution and breeding of apomixis.
Development and testing of improved statistical wind power forecasting methods.
Energy Technology Data Exchange (ETDEWEB)
Mendes, J.; Bessa, R.J.; Keko, H.; Sumaili, J.; Miranda, V.; Ferreira, C.; Gama, J.; Botterud, A.; Zhou, Z.; Wang, J. (Decision and Information Sciences); (INESC Porto)
2011-12-06
Wind power forecasting (WPF) provides important inputs to power system operators and electricity market participants. It is therefore not surprising that WPF has attracted increasing interest within the electric power industry. In this report, we document our research on improving statistical WPF algorithms for point, uncertainty, and ramp forecasting. Below, we provide a brief introduction to the research presented in the following chapters. For a detailed overview of the state-of-the-art in wind power forecasting, we refer to [1]. Our related work on the application of WPF in operational decisions is documented in [2]. Point forecasts of wind power are highly dependent on the training criteria used in the statistical algorithms that are used to convert weather forecasts and observational data to a power forecast. In Chapter 2, we explore the application of information theoretic learning (ITL) as opposed to the classical minimum square error (MSE) criterion for point forecasting. In contrast to the MSE criterion, ITL criteria do not assume a Gaussian distribution of the forecasting errors. We investigate to what extent ITL criteria yield better results. In addition, we analyze time-adaptive training algorithms and how they enable WPF algorithms to cope with non-stationary data and, thus, to adapt to new situations without requiring additional offline training of the model. We test the new point forecasting algorithms on two wind farms located in the U.S. Midwest. Although there have been advancements in deterministic WPF, a single-valued forecast cannot provide information on the dispersion of observations around the predicted value. We argue that it is essential to generate, together with (or as an alternative to) point forecasts, a representation of the wind power uncertainty. Wind power uncertainty representation can take the form of probabilistic forecasts (e.g., probability density function, quantiles), risk indices (e.g., prediction risk index) or scenarios
Testing Result Statistics-Based Rapid Testing Method for Safety-Critical System
Institute of Scientific and Technical Information of China (English)
Zhi-Yao Deng; Nan Sang
2008-01-01
Safety-critical system (SCS) has highlydemand for dependability, which requires plenty ofresource to ensure that the system under test (SUT)satisfies the dependability requirement. In this paper, anew SCS rapid testing method is proposed to improveSCS adaptive dependability testing. The result of each testexecution is saved in calculation memory unit andevaluated as an algorithm model. Then the least quantityof scenario test case for next test execution will becalculated according to the promised SUT's confidencelevel. The feedback data are generated to weightcontroller as the guideline for the further testing. Finally,a compre- hensive experiment study demonstrates thatthis adaptive testing method can really work in practice.This rapid testing method, testing result statistics-basedadaptive control, makes the SCS dependability testingmuch more effective.
Directory of Open Access Journals (Sweden)
Maria João Nunes
2005-03-01
Full Text Available In atmospheric aerosol sampling, it is inevitable that the air that carries particles is in motion, as a result of both externally driven wind and the sucking action of the sampler itself. High or low air flow sampling speeds may lead to significant particle size bias. The objective of this work is the validation of measurements enabling the comparison of species concentration from both air flow sampling techniques. The presence of several outliers and increase of residuals with concentration becomes obvious, requiring non-parametric methods, recommended for the handling of data which may not be normally distributed. This way, conversion factors are obtained for each of the various species under study using Kendall regression.
Statistics 101 for Radiologists.
Anvari, Arash; Halpern, Elkan F; Samir, Anthony E
2015-10-01
Diagnostic tests have wide clinical applications, including screening, diagnosis, measuring treatment effect, and determining prognosis. Interpreting diagnostic test results requires an understanding of key statistical concepts used to evaluate test efficacy. This review explains descriptive statistics and discusses probability, including mutually exclusive and independent events and conditional probability. In the inferential statistics section, a statistical perspective on study design is provided, together with an explanation of how to select appropriate statistical tests. Key concepts in recruiting study samples are discussed, including representativeness and random sampling. Variable types are defined, including predictor, outcome, and covariate variables, and the relationship of these variables to one another. In the hypothesis testing section, we explain how to determine if observed differences between groups are likely to be due to chance. We explain type I and II errors, statistical significance, and study power, followed by an explanation of effect sizes and how confidence intervals can be used to generalize observed effect sizes to the larger population. Statistical tests are explained in four categories: t tests and analysis of variance, proportion analysis tests, nonparametric tests, and regression techniques. We discuss sensitivity, specificity, accuracy, receiver operating characteristic analysis, and likelihood ratios. Measures of reliability and agreement, including κ statistics, intraclass correlation coefficients, and Bland-Altman graphs and analysis, are introduced.
New Statistical PDFs: Predictions and Tests up to LHC Energies
Soffer, Jacques
2016-01-01
The quantum statistical parton distributions approach proposed more than one decade ago is revisited by considering a larger set of recent and accurate Deep Inelastic Scattering experimental results. It enables us to improve the description of the data by means of a new determination of the parton distributions. This global next-to-leading order QCD analysis leads to a good description of several structure functions, involving unpolarized parton distributions and helicity distributions, in a broad range of $x$ and $Q^2$ and in terms of a rather small number of free parameters. There are several challenging issues, in particular the behavior of $\\bar d(x) / \\bar u(x)$ at large $x$, a possible large positive gluon helicity distribution, etc.. The predictions of this theoretical approach will be tested for single-jet production and charge asymmetry in $W^{\\pm}$ production in $\\bar p p$ and $p p$ collisions up to LHC energies, using recent data and also for forthcoming experimental results.
Statistical tools for weld defect evaluation in radiographic testing
Energy Technology Data Exchange (ETDEWEB)
Nacereddine, N.; Tridi, M. [LTSI, Centre de Recherche en Soudage et Controle, Alger (Algeria); Hamami, L. [Ecole National Polytechnique, Alger (Algeria). Dept. Electronique; Ziou, D. [Sherbrooke Univ., Quebec (Canada). DMI, Faculte des Sciences
2006-07-01
A reliable detection of defects in welded joints is one of the most important tasks in non-destructive testing by radiography, since the human factor still has a decisive influence on the evaluation of defects on the film. An incorrect classification may disapprove a piece in good conditions or approve a piece with discontinuities exceeding the limit established by the applicable standards. The progresses in computer science and the artificial intelligence techniques have allowed the welded joint quality interpretation to be carried out by using pattern recognition tools, making the system of the weld inspection more reliable, reproducible and faster. In this work, we develop and implement algorithms based on statistical approaches for segmentation and classification of the weld defects. Because of the complex nature of the considered images and so that the extracted defect area represents the most accurately possible the real defect, and that the detected defect corresponds as well as possible to its real class, the choice of the algorithms must be very judicious. In order to achieve this, a comparative study of the various segmentation and classification methods was performed to demonstrate the advantages of the ones in comparison with the others giving to the most optimal combinations. (orig.)
Nonparametric estimation of employee stock options
Institute of Scientific and Technical Information of China (English)
FU Qiang; LIU Li-an; LIU Qian
2006-01-01
We proposed a new model to price employee stock options (ESOs). The model is based on nonparametric statistical methods with market data. It incorporates the kernel estimator and employs a three-step method to modify BlackScholes formula. The model overcomes the limits of Black-Scholes formula in handling option prices with varied volatility. It disposes the effects of ESOs self-characteristics such as non-tradability, the longer term for expiration, the early exercise feature, the restriction on shorting selling and the employee's risk aversion on risk neutral pricing condition, and can be applied to ESOs valuation with the explanatory variable in no matter the certainty case or random case.
Statistical tests for taxonomic distinctiveness from observations of monophyly.
Rosenberg, Noah A
2007-02-01
The observation of monophyly for a specified set of genealogical lineages is often used to place the lineages into a distinctive taxonomic entity. However, it is sometimes possible that monophyly of the lineages can occur by chance as an outcome of the random branching of lineages within a single taxon. Thus, especially for small samples, an observation of monophyly for a set of lineages--even if strongly supported statistically--does not necessarily indicate that the lineages are from a distinctive group. Here I develop a test of the null hypothesis that monophyly is a chance outcome of random branching. I also compute the sample size required so that the probability of chance occurrence of monophyly of a specified set of lineages lies below a prescribed tolerance. Under the null model of random branching, the probability that monophyly of the lineages in an index group occurs by chance is substantial if the sample is highly asymmetric, that is, if only a few of the sampled lineages are from the index group, or if only a few lineages are external to the group. If sample sizes are similar inside and outside the group of interest, however, chance occurrence of monophyly can be rejected at stringent significance levels (P < 10(-5)) even for quite small samples (approximately 20 total lineages). For a fixed total sample size, rejection of the null hypothesis of random branching in a single taxon occurs at the most stringent level if samples of nearly equal size inside and outside the index group--with a slightly greater size within the index group--are used. Similar results apply, with smaller sample sizes needed, when reciprocal monophyly of two groups, rather than monophyly of a single group, is of interest. The results suggest minimal sample sizes required for inferences to be made about taxonomic distinctiveness from observations of monophyly.
Nonparametric inference of network structure and dynamics
Peixoto, Tiago P.
The network structure of complex systems determine their function and serve as evidence for the evolutionary mechanisms that lie behind them. Despite considerable effort in recent years, it remains an open challenge to formulate general descriptions of the large-scale structure of network systems, and how to reliably extract such information from data. Although many approaches have been proposed, few methods attempt to gauge the statistical significance of the uncovered structures, and hence the majority cannot reliably separate actual structure from stochastic fluctuations. Due to the sheer size and high-dimensionality of many networks, this represents a major limitation that prevents meaningful interpretations of the results obtained with such nonstatistical methods. In this talk, I will show how these issues can be tackled in a principled and efficient fashion by formulating appropriate generative models of network structure that can have their parameters inferred from data. By employing a Bayesian description of such models, the inference can be performed in a nonparametric fashion, that does not require any a priori knowledge or ad hoc assumptions about the data. I will show how this approach can be used to perform model comparison, and how hierarchical models yield the most appropriate trade-off between model complexity and quality of fit based on the statistical evidence present in the data. I will also show how this general approach can be elegantly extended to networks with edge attributes, that are embedded in latent spaces, and that change in time. The latter is obtained via a fully dynamic generative network model, based on arbitrary-order Markov chains, that can also be inferred in a nonparametric fashion. Throughout the talk I will illustrate the application of the methods with many empirical networks such as the internet at the autonomous systems level, the global airport network, the network of actors and films, social networks, citations among
Links to sources of cancer-related statistics, including the Surveillance, Epidemiology and End Results (SEER) Program, SEER-Medicare datasets, cancer survivor prevalence data, and the Cancer Trends Progress Report.
STATISTICAL ANALYSIS OF SOME EXPERIMENTAL FATIGUE TESTS RESULTS
Adrian Stere PARIS; Gheorghe AMZA; Claudiu BABIŞ; Dan Niţoi
2012-01-01
The paper details the results of processing the fatigue data experiments to find the regression function. Application software for statistical processing like ANOVA and regression calculi are properly utilized, with emphasis on popular software like MSExcel and CurveExpert
TESTS OF ELLIPTICAL SYMMETRY AND THE ASYMPTOTIC TAIL BEHAVIOR OF THE STATISTICS
Institute of Scientific and Technical Information of China (English)
JingPing; ZhuLixing
1999-01-01
In this paper, some test statistics Of Kolmogorov type and Cramervon Mises type based on projection pursuit technique are proposed for testing the sphericity problem of a high-dimensional distribution. The limiting distributions of the test statistics are derived under the null hypothesis. The asymptotic properties of Bootstrap approximation are investigated and the tail behaviors of the statistics are studied.
Comparing parametric and nonparametric regression methods for panel data
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
We investigate and compare the suitability of parametric and non-parametric stochastic regression methods for analysing production technologies and the optimal firm size. Our theoretical analysis shows that the most commonly used functional forms in empirical production analysis, Cobb......-Douglas and Translog, are unsuitable for analysing the optimal firm size. We show that the Translog functional form implies an implausible linear relationship between the (logarithmic) firm size and the elasticity of scale, where the slope is artificially related to the substitutability between the inputs....... The practical applicability of the parametric and non-parametric regression methods is scrutinised and compared by an empirical example: we analyse the production technology and investigate the optimal size of Polish crop farms based on a firm-level balanced panel data set. A nonparametric specification test...
Bayesian nonparametric meta-analysis using Polya tree mixture models.
Branscum, Adam J; Hanson, Timothy E
2008-09-01
Summary. A common goal in meta-analysis is estimation of a single effect measure using data from several studies that are each designed to address the same scientific inquiry. Because studies are typically conducted in geographically disperse locations, recent developments in the statistical analysis of meta-analytic data involve the use of random effects models that account for study-to-study variability attributable to differences in environments, demographics, genetics, and other sources that lead to heterogeneity in populations. Stemming from asymptotic theory, study-specific summary statistics are modeled according to normal distributions with means representing latent true effect measures. A parametric approach subsequently models these latent measures using a normal distribution, which is strictly a convenient modeling assumption absent of theoretical justification. To eliminate the influence of overly restrictive parametric models on inferences, we consider a broader class of random effects distributions. We develop a novel hierarchical Bayesian nonparametric Polya tree mixture (PTM) model. We present methodology for testing the PTM versus a normal random effects model. These methods provide researchers a straightforward approach for conducting a sensitivity analysis of the normality assumption for random effects. An application involving meta-analysis of epidemiologic studies designed to characterize the association between alcohol consumption and breast cancer is presented, which together with results from simulated data highlight the performance of PTMs in the presence of nonnormality of effect measures in the source population.
Testing for Subcellular Randomness
Okunoye, Babatunde O
2008-01-01
Statistical tests were conducted on 1,000 numbers generated from the genome of Bacteriophage T4, obtained from GenBank with accession number AF158101.The numbers passed the non-parametric, distribution-free tests.Deoxyribonucleic acid was discovered to be a random number generator, existent in nature.
Nonparametric regression with filtered data
Linton, Oliver; Nielsen, Jens Perch; Van Keilegom, Ingrid; 10.3150/10-BEJ260
2011-01-01
We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases are considered. The method works by first estimating the conditional hazard function or conditional survivor function and then integrating. We also investigate improved methods that take account of model structure such as independent errors and show that such methods can improve performance when the model structure is true. We establish the pointwise asymptotic normality of our estimators.
On the statistical analysis of trend in tropospheric ozone levels
Vaquera-Huerta, Humberto
1997-11-01
This paper is a study of methodology to investigate trends in ozone levels in urban areas. Three methods are studied; two parametric (NHPP, and GPD) and one nonparametric. The nonhomogeneous Poisson process (NHPP) approach: This method is based on the idea that the number of exceedances over a high threshold follows a Poisson distribution. In this method the detection of trend is approached by estimating the intensity function of the process. The intensity function is estimated using parametric and nonparametric methods. A general parametric function over time for the rate of a NHPP is proposed in order to test for nonexponential patterns. The Generalized Pareto Distribution approach (GPD): In this method the detection of trend in ozone is approached by considering that the magnitude of the exceedances over a high threshold follows a generalized Pareto distribution. The nonparametric statistical approach: A test for trend and a nonparametric estimator of a trend parameter were studied. The asymptotic distribution of the estimator is also provided. The nonparametric estimator is compared with the least squares estimator. The three methods are studied empirically using a Monte Carlo method. Some insight into how well these methods perform is obtained. Also, the use of each method is illustrated by examples with ozone data. The results of this study show that NHPP performs very well as a method to detect ozone trends. The GPD and the nonparametric approaches had low power for detecting trends in simulation experiments.
STATISTICAL ANALYSIS OF SOME EXPERIMENTAL FATIGUE TESTS RESULTS
Directory of Open Access Journals (Sweden)
Adrian Stere PARIS
2012-05-01
Full Text Available The paper details the results of processing the fatigue data experiments to find the regression function. Application software for statistical processing like ANOVA and regression calculi are properly utilized, with emphasis on popular software like MSExcel and CurveExpert
Understanding the Sampling Distribution and Its Use in Testing Statistical Significance.
Breunig, Nancy A.
Despite the increasing criticism of statistical significance testing by researchers, particularly in the publication of the 1994 American Psychological Association's style manual, statistical significance test results are still popular in journal articles. For this reason, it remains important to understand the logic of inferential statistics. A…
Reply to 'Statistical testing and distribution for lead chloride toxicity'
Institute of Scientific and Technical Information of China (English)
Maria de Lourdes Pereira; J. Ramalho-Santos
2005-01-01
@@ Dear Sir, We are very grateful for the letter written by Dr Lange,and indeed apologize for the mistakes noted in the wording of our text regarding statistical analysis. This was due to changes carried out while revising the manuscript at the request of reviewers, whom we thank for, pointing out several issues that were actually similar to those noted by Dr. Lange. Unfortunately, we were unable to
Statistical Analysis for Test Papers with Software SPSS
Institute of Scientific and Technical Information of China (English)
张燕君
2012-01-01
Test paper evaluation is an important work for the management of tests, which results are significant bases for scientific summation of teaching and learning. Taking an English test paper of high students’monthly examination as the object, it focuses on the interpretation of SPSS output concerning item and whole quantitative analysis of papers. By analyzing and evaluating the papers, it can be a feedback for teachers to check the students’progress and adjust their teaching process.
Nonparametric k-nearest-neighbor entropy estimator.
Lombardi, Damiano; Pant, Sanjay
2016-01-01
A nonparametric k-nearest-neighbor-based entropy estimator is proposed. It improves on the classical Kozachenko-Leonenko estimator by considering nonuniform probability densities in the region of k-nearest neighbors around each sample point. It aims to improve the classical estimators in three situations: first, when the dimensionality of the random variable is large; second, when near-functional relationships leading to high correlation between components of the random variable are present; and third, when the marginal variances of random variable components vary significantly with respect to each other. Heuristics on the error of the proposed and classical estimators are presented. Finally, the proposed estimator is tested for a variety of distributions in successively increasing dimensions and in the presence of a near-functional relationship. Its performance is compared with a classical estimator, and a significant improvement is demonstrated.
Statistics of sampling for microbiological testing of foodborne pathogens
Despite the many recent advances in protocols for testing for pathogens in foods, a number of challenges still exist. For example, the microbiological safety of food cannot be completely ensured by testing because microorganisms are not evenly distributed throughout the food. Therefore, since it i...
Kotliar, K E; Lanzl, I M
2016-10-01
The use and the understanding of statistics are very important for biomedical research and for the clinical practice. This is particularly true for estimation of the possibilities for different diagnostic and therapy options in the field of glaucoma. The apparent complexity and contraintuitiveness of statistics along with a cautious acceptance by many physicians, might be the cause of conscious and unconscious manipulation with data representation and interpretation. Comprehendable clarification of some typical errors in the handling of medical statistical data. Using two hypothetical examples from glaucoma diagnostics the presentation of the effect of a hypotensive drug and interpretation of the results of a diagnostic test and typical statistical applications and sources of error are analyzed in detail and discussed. Mechanisms of data manipulation and incorrect data interpretation are elucidated. Typical sources of error in the statistical analysis and data presentation are explained. The practical examples analyzed demonstrate the need to understand the basics of statistics and to be able to apply them correctly. The lack of basic knowledge or half-knowledge in medical statistics can lead to misunderstandings, confusion and wrong decisions in medical research and also in clinical practice.
Choosing statistical tests: part 12 of a series on evaluation of scientific publications.
du Prel, Jean-Baptist; Röhrig, Bernd; Hommel, Gerhard; Blettner, Maria
2010-05-01
The interpretation of scientific articles often requires an understanding of the methods of inferential statistics. This article informs the reader about frequently used statistical tests and their correct application. The most commonly used statistical tests were identified through a selective literature search on the methodology of medical research publications. These tests are discussed in this article, along with a selection of other standard methods of inferential statistics. Readers who are acquainted not just with descriptive methods, but also with Pearson's chi-square test, Fisher's exact test, and Student's t test will be able to interpret a large proportion of medical research articles. Criteria are presented for choosing the proper statistical test to be used out of the most frequently applied tests. An algorithm and a table are provided to facilitate the selection of the appropriate test.
Nonparametric Bayesian inference in biostatistics
Müller, Peter
2015-01-01
As chapters in this book demonstrate, BNP has important uses in clinical sciences and inference for issues like unknown partitions in genomics. Nonparametric Bayesian approaches (BNP) play an ever expanding role in biostatistical inference from use in proteomics to clinical trials. Many research problems involve an abundance of data and require flexible and complex probability models beyond the traditional parametric approaches. As this book's expert contributors show, BNP approaches can be the answer. Survival Analysis, in particular survival regression, has traditionally used BNP, but BNP's potential is now very broad. This applies to important tasks like arrangement of patients into clinically meaningful subpopulations and segmenting the genome into functionally distinct regions. This book is designed to both review and introduce application areas for BNP. While existing books provide theoretical foundations, this book connects theory to practice through engaging examples and research questions. Chapters c...
Nonparametric Regression with Common Shocks
Directory of Open Access Journals (Sweden)
Eduardo A. Souza-Rodrigues
2016-09-01
Full Text Available This paper considers a nonparametric regression model for cross-sectional data in the presence of common shocks. Common shocks are allowed to be very general in nature; they do not need to be finite dimensional with a known (small number of factors. I investigate the properties of the Nadaraya-Watson kernel estimator and determine how general the common shocks can be while still obtaining meaningful kernel estimates. Restrictions on the common shocks are necessary because kernel estimators typically manipulate conditional densities, and conditional densities do not necessarily exist in the present case. By appealing to disintegration theory, I provide sufficient conditions for the existence of such conditional densities and show that the estimator converges in probability to the Kolmogorov conditional expectation given the sigma-field generated by the common shocks. I also establish the rate of convergence and the asymptotic distribution of the kernel estimator.
Statistics: Notes and Examples. Study Guide for the Doctor of Arts in Computer-Based Learning.
MacFarland, Thomas W.
This study guide presents lessons on hand calculating various statistics: Central Tendency and Dispersion; Tips on Data Presentation; Two-Tailed and One-Tailed Tests of Significance; Error Types; Standard Scores; Non-Parametric Tests such as Chi-square, Spearman Rho, Sign Test, Wilcoxon Matched Pairs, Mann-Whitney U, Kruskal-Wallis, and Rank Sums;…
Nonparametric Bayesian Modeling of Complex Networks
DEFF Research Database (Denmark)
Schmidt, Mikkel Nørgaard; Mørup, Morten
2013-01-01
Modeling structure in complex networks using Bayesian nonparametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This article provides a gentle introduction to nonparametric Bayesian modeling of complex networks: Using...... for complex networks can be derived and point out relevant literature....
An asymptotically optimal nonparametric adaptive controller
Institute of Scientific and Technical Information of China (English)
郭雷; 谢亮亮
2000-01-01
For discrete-time nonlinear stochastic systems with unknown nonparametric structure, a kernel estimation-based nonparametric adaptive controller is constructed based on truncated certainty equivalence principle. Global stability and asymptotic optimality of the closed-loop systems are established without resorting to any external excitations.
A Bayesian nonparametric method for prediction in EST analysis
Directory of Open Access Journals (Sweden)
Prünster Igor
2007-09-01
Full Text Available Abstract Background Expressed sequence tags (ESTs analyses are a fundamental tool for gene identification in organisms. Given a preliminary EST sample from a certain library, several statistical prediction problems arise. In particular, it is of interest to estimate how many new genes can be detected in a future EST sample of given size and also to determine the gene discovery rate: these estimates represent the basis for deciding whether to proceed sequencing the library and, in case of a positive decision, a guideline for selecting the size of the new sample. Such information is also useful for establishing sequencing efficiency in experimental design and for measuring the degree of redundancy of an EST library. Results In this work we propose a Bayesian nonparametric approach for tackling statistical problems related to EST surveys. In particular, we provide estimates for: a the coverage, defined as the proportion of unique genes in the library represented in the given sample of reads; b the number of new unique genes to be observed in a future sample; c the discovery rate of new genes as a function of the future sample size. The Bayesian nonparametric model we adopt conveys, in a statistically rigorous way, the available information into prediction. Our proposal has appealing properties over frequentist nonparametric methods, which become unstable when prediction is required for large future samples. EST libraries, previously studied with frequentist methods, are analyzed in detail. Conclusion The Bayesian nonparametric approach we undertake yields valuable tools for gene capture and prediction in EST libraries. The estimators we obtain do not feature the kind of drawbacks associated with frequentist estimators and are reliable for any size of the additional sample.
DEFF Research Database (Denmark)
Steffen, J.H.; Ford, E.B.; Rowe, J.F.
2012-01-01
We analyze the deviations of transit times from a linear ephemeris for the Kepler Objects of Interest (KOI) through quarter six of science data. We conduct two statistical tests for all KOIs and a related statistical test for all pairs of KOIs in multi-transiting systems. These tests identify...
A test on the statistics of derived intensities
de With, G.; Feil, D.
1976-01-01
Variances of X-ray reflexions calculated with the procedure as proposed by McCandlish, Stout & Andrews [Acta Cryst. (1975), A31, 245-249] have been tested against variances determined in an independent way. A satisfying agreement is obtained
The Statistical Assessment of Latent Trait Dimensionality in Psychological Testing
1984-06-01
an upcoming memorial volumn in memory of David Wechsler, (1984). Lamperti, J., Probability, W. A. Benjamin , New York, (1966). Lawley, D.N...Dr. R. Darreli Bock Departissrit ot Education University of Chicago Chicago, IL 60637 » * 1 Dr. Robert Erennan • American CoiisgE Testing
Monte Carlo testing in spatial statistics, with applications to spatial residuals
DEFF Research Database (Denmark)
Mrkvička, Tomáš; Soubeyrand, Samuel; Myllymäki, Mari;
2016-01-01
This paper reviews recent advances made in testing in spatial statistics and discussed at the Spatial Statistics conference in Avignon 2015. The rank and directional quantile envelope tests are discussed and practical rules for their use are provided. These tests are global envelope tests with an...... a two-dimensional smoothed residual field. Second, a goodness-of-fit test of a geostatistical model is performed based on two-dimensional raw residuals....
Testing the DGP model with gravitational lensing statistics
Zhu, Zong-Hong; Sereno, M.
2008-09-01
Aims: The self-accelerating braneworld model (DGP) appears to provide a simple alternative to the standard ΛCDM cosmology to explain the current cosmic acceleration, which is strongly indicated by measurements of type Ia supernovae, as well as other concordant observations. Methods: We investigate observational constraints on this scenario provided by gravitational-lensing statistics using the Cosmic Lens All-Sky Survey (CLASS) lensing sample. Results: We show that a substantial part of the parameter space of the DGP model agrees well with that of radio source gravitational lensing sample. Conclusions: In the flat case, Ω_K=0, the likelihood is maximized, L=L_max, for ΩM = 0.30-0.11+0.19. If we relax the prior on Ω_K, the likelihood peaks at Ω_M,Ωr_c ≃ 0.29, 0.12, slightly in the region of open models. The confidence contours are, however, elongated such that we are unable to discard any of the close, flat or open models.
EDF Statistics for Testing for the Gamma Distribution, with Applications.
1982-08-13
coordinates and then dividing by the spectral density function , which is assumed known up to some unknown scale factor. This gives rise to scaled...periodogram values, xl , ... ,x, which have an approximate G(Ox,m) distribution function, when the correct spectral density function is used. The unknown...scale parameter 0 can be estimated using the technique of section 2.2 and the z I’s found. A test of the !i correctly specified spectral density function can
Testing the rate isomorphy hypothesis using five statistical methods
Institute of Scientific and Technical Information of China (English)
Xian-Ju Kuang; Megha N. Parajulee2+,; Pei-Jian Shi; Feng Ge; Fang-Sen Xue
2012-01-01
Organisms are said to be in developmental rate isomorphy when the proportions of developmental stage durations are unaffected by temperature.Comprehensive stage-specific developmental data were generated on the cabbage beetle,Colaphellus bowringi Baly (Coleoptera:Chrysomelidae),at eight temperatures ranging from 16℃ to 30℃ (in 2℃ increments) and five analytical methods were used to test the rate isomorphy hypothesis,including:(i) direct comparison of lower developmental thresholds with standard errors based on the traditional linear equation describing developmental rate as the linear function of temperature; (ii) analysis of covariance to compare the lower developmental thresholds of different stages based on the Ikemoto-Takai linear equation; (iii)testing the significance of the slope item in the regression line of arcsin(√P) versus temperature,where p is the ratio of the developmental duration of a particular developmental stage to the entire pre-imaginal developmental duration for one insect or mite species; (iv)analysis of variance to test for significant differences between the ratios of developmental stage durations to that of pre-imaginal development; and (v) checking whether there is an element less than a given level of significance in the p-value matrix of rotating regression line.The results revealed no significant difference among the lower developmental thresholds or among the aforementioned ratios,and thus convincingly confirmed the rate isomorphy hypothesis.
Non-parametric estimation of Fisher information from real data
Shemesh, Omri Har; Miñano, Borja; Hoekstra, Alfons G; Sloot, Peter M A
2015-01-01
The Fisher Information matrix is a widely used measure for applications ranging from statistical inference, information geometry, experiment design, to the study of criticality in biological systems. Yet there is no commonly accepted non-parametric algorithm to estimate it from real data. In this rapid communication we show how to accurately estimate the Fisher information in a nonparametric way. We also develop a numerical procedure to minimize the errors by choosing the interval of the finite difference scheme necessary to compute the derivatives in the definition of the Fisher information. Our method uses the recently published "Density Estimation using Field Theory" algorithm to compute the probability density functions for continuous densities. We use the Fisher information of the normal distribution to validate our method and as an example we compute the temperature component of the Fisher Information Matrix in the two dimensional Ising model and show that it obeys the expected relation to the heat capa...
GROUNDWATER MONITORING: Statistical Methods for Testing Special Background Conditions
Energy Technology Data Exchange (ETDEWEB)
Chou, Charissa J.
2004-04-28
This chapter illustrates application of a powerful intra-well testing method referred as the combined Shewhart-CUSUM control chart approach, which can detect abrupt and gradual changes in groundwater parameter concentrations. This method is broadly applicable to groundwater monitoring situations where there is no clearly defined upgradient well or wells, where spatial variability exists in parameter concentrations, or when groundwater flow rate is extremely slow. Procedures for determining the minimum time needed to acquire independent groundwater samples and useful transformations for obtaining normally distributed data are also provided. The control chart method will be insensitive to detect real changes if a preexisting trend is observed in the background data set. A method and a case study describing how a trend observed in a background data set can be removed using a transformation suggested by Gibbons (1994) are presented to illustrate treatment of a preexisting trend.
Testing the dark energy with gravitational lensing statistics
Cao, Shuo; Zhu, Zong-Hong
2012-01-01
We study the redshift distribution of two samples of early-type gravitational lenses, extracted from a larger collection of 122 systems, to constrain the cosmological constant in the LCDM model and the parameters of a set of alternative dark energy models (XCDM, Dvali-Gabadadze-Porrati and Ricci dark energy models), under a spatially flat universe. The likelihood is maximized for $\\Omega_\\Lambda= 0.70 \\pm 0.09$ when considering the sample excluding the SLACS systems (known to be biased towards large image-separation lenses) and no-evolution, and $\\Omega_\\Lambda= 0.81\\pm 0.05$ when limiting to gravitational lenses with image separation larger than 2" and no-evolution. In both cases, results accounting for galaxy evolution are consistent within 1$\\sigma$. The present test supports the accelerated expansion, by excluding the null-hypothesis (i.e., $\\Omega_\\Lambda = 0 $) at more than 4$\\sigma$, regardless of the chosen sample and assumptions on the galaxy evolution. A comparison between competitive world models i...
"What If" Analyses: Ways to Interpret Statistical Significance Test Results Using EXCEL or "R"
Ozturk, Elif
2012-01-01
The present paper aims to review two motivations to conduct "what if" analyses using Excel and "R" to understand the statistical significance tests through the sample size context. "What if" analyses can be used to teach students what statistical significance tests really do and in applied research either prospectively to estimate what sample size…
Modern nonparametric, robust and multivariate methods festschrift in honour of Hannu Oja
Taskinen, Sara
2015-01-01
Written by leading experts in the field, this edited volume brings together the latest findings in the area of nonparametric, robust and multivariate statistical methods. The individual contributions cover a wide variety of topics ranging from univariate nonparametric methods to robust methods for complex data structures. Some examples from statistical signal processing are also given. The volume is dedicated to Hannu Oja on the occasion of his 65th birthday and is intended for researchers as well as PhD students with a good knowledge of statistics.
EVALUATION OF A NEW MEAN SCALED AND MOMENT ADJUSTED TEST STATISTIC FOR SEM.
Tong, Xiaoxiao; Bentler, Peter M
2013-01-01
Recently a new mean scaled and skewness adjusted test statistic was developed for evaluating structural equation models in small samples and with potentially nonnormal data, but this statistic has received only limited evaluation. The performance of this statistic is compared to normal theory maximum likelihood and two well-known robust test statistics. A modification to the Satorra-Bentler scaled statistic is developed for the condition that sample size is smaller than degrees of freedom. The behavior of the four test statistics is evaluated with a Monte Carlo confirmatory factor analysis study that varies seven sample sizes and three distributional conditions obtained using Headrick's fifth-order transformation to nonnormality. The new statistic performs badly in most conditions except under the normal distribution. The goodness-of-fit χ(2) test based on maximum-likelihood estimation performed well under normal distributions as well as under a condition of asymptotic robustness. The Satorra-Bentler scaled test statistic performed best overall, while the mean scaled and variance adjusted test statistic outperformed the others at small and moderate sample sizes under certain distributional conditions.
Parametric and Non-Parametric System Modelling
DEFF Research Database (Denmark)
Nielsen, Henrik Aalborg
1999-01-01
considered. It is shown that adaptive estimation in conditional parametric models can be performed by combining the well known methods of local polynomial regression and recursive least squares with exponential forgetting. The approach used for estimation in conditional parametric models also highlights how....... For this purpose non-parametric methods together with additive models are suggested. Also, a new approach specifically designed to detect non-linearities is introduced. Confidence intervals are constructed by use of bootstrapping. As a link between non-parametric and parametric methods a paper dealing with neural...... the focus is on combinations of parametric and non-parametric methods of regression. This combination can be in terms of additive models where e.g. one or more non-parametric term is added to a linear regression model. It can also be in terms of conditional parametric models where the coefficients...
Bayesian nonparametric duration model with censorship
Directory of Open Access Journals (Sweden)
Joseph Hakizamungu
2007-10-01
Full Text Available This paper is concerned with nonparametric i.i.d. durations models censored observations and we establish by a simple and unified approach the general structure of a bayesian nonparametric estimator for a survival function S. For Dirichlet prior distributions, we describe completely the structure of the posterior distribution of the survival function. These results are essentially supported by prior and posterior independence properties.
Bootstrap Estimation for Nonparametric Efficiency Estimates
1995-01-01
This paper develops a consistent bootstrap estimation procedure to obtain confidence intervals for nonparametric measures of productive efficiency. Although the methodology is illustrated in terms of technical efficiency measured by output distance functions, the technique can be easily extended to other consistent nonparametric frontier models. Variation in estimated efficiency scores is assumed to result from variation in empirical approximations to the true boundary of the production set. ...
The Effects of Repeated Cooperative Testing in an Introductory Statistics Course.
Giraud, Gerald; Enders, Craig
Cooperative testing seems a logical complement to cooperative learning, but it is counter to traditional testing procedures and is viewed by some as an opportunity for cheating and freeloading on the efforts of other test takers. This study examined the practice of cooperative testing in introductory statistics. Findings indicate that students had…
A non-parametric peak finder algorithm and its application in searches for new physics
Chekanov, S
2011-01-01
We have developed an algorithm for non-parametric fitting and extraction of statistically significant peaks in the presence of statistical and systematic uncertainties. Applications of this algorithm for analysis of high-energy collision data are discussed. In particular, we illustrate how to use this algorithm in general searches for new physics in invariant-mass spectra using pp Monte Carlo simulations.
Zhang, Fanghong; Miyaoka, Etsuo; Huang, Fuping; Tanaka, Yutaka
2015-01-01
The problem for establishing noninferiority is discussed between a new treatment and a standard (control) treatment with ordinal categorical data. A measure of treatment effect is used and a method of specifying noninferiority margin for the measure is provided. Two Z-type test statistics are proposed where the estimation of variance is constructed under the shifted null hypothesis using U-statistics. Furthermore, the confidence interval and the sample size formula are given based on the proposed test statistics. The proposed procedure is applied to a dataset from a clinical trial. A simulation study is conducted to compare the performance of the proposed test statistics with that of the existing ones, and the results show that the proposed test statistics are better in terms of the deviation from nominal level and the power.
Directory of Open Access Journals (Sweden)
J. Sunil Rao
2007-01-01
Full Text Available In gene selection for cancer classifi cation using microarray data, we define an eigenvalue-ratio statistic to measure a gene’s contribution to the joint discriminability when this gene is included into a set of genes. Based on this eigenvalueratio statistic, we define a novel hypothesis testing for gene statistical redundancy and propose two gene selection methods. Simulation studies illustrate the agreement between statistical redundancy testing and gene selection methods. Real data examples show the proposed gene selection methods can select a compact gene subset which can not only be used to build high quality cancer classifiers but also show biological relevance.
Steffen, Jason H.; Ford, Eric B.; Rowe, Jason F.; Fabrycky, Daniel C.; Holman, Matthew J.; Welsh, William F.; Borucki, William J.; Batalha, Natalie M.; Bryson, Steve; Caldwell, Douglas A.; Ciardi, David R.; Jenkins, Jon M.; Kjeldsen, Hans; Koch, David G.; Prsa, Andrej
2012-01-01
We analyze the deviations of transit times from a linear ephemeris for the Kepler Objects of Interest (KOI) through Quarter six (Q6) of science data. We conduct two statistical tests for all KOIs and a related statistical test for all pairs of KOIs in multi-transiting systems. These tests identify several systems which show potentially interesting transit timing variations (TTVs). Strong TTV systems have been valuable for the confirmation of planets and their mass measurements. Many of the sy...
Nonparametric estimation of Fisher information from real data
Har-Shemesh, Omri; Quax, Rick; Miñano, Borja; Hoekstra, Alfons G.; Sloot, Peter M. A.
2016-02-01
The Fisher information matrix (FIM) is a widely used measure for applications including statistical inference, information geometry, experiment design, and the study of criticality in biological systems. The FIM is defined for a parametric family of probability distributions and its estimation from data follows one of two paths: either the distribution is assumed to be known and the parameters are estimated from the data or the parameters are known and the distribution is estimated from the data. We consider the latter case which is applicable, for example, to experiments where the parameters are controlled by the experimenter and a complicated relation exists between the input parameters and the resulting distribution of the data. Since we assume that the distribution is unknown, we use a nonparametric density estimation on the data and then compute the FIM directly from that estimate using a finite-difference approximation to estimate the derivatives in its definition. The accuracy of the estimate depends on both the method of nonparametric estimation and the difference Δ θ between the densities used in the finite-difference formula. We develop an approach for choosing the optimal parameter difference Δ θ based on large deviations theory and compare two nonparametric density estimation methods, the Gaussian kernel density estimator and a novel density estimation using field theory method. We also compare these two methods to a recently published approach that circumvents the need for density estimation by estimating a nonparametric f divergence and using it to approximate the FIM. We use the Fisher information of the normal distribution to validate our method and as a more involved example we compute the temperature component of the FIM in the two-dimensional Ising model and show that it obeys the expected relation to the heat capacity and therefore peaks at the phase transition at the correct critical temperature.
Xu, Kuan-Man
2006-01-01
A new method is proposed to compare statistical differences between summary histograms, which are the histograms summed over a large ensemble of individual histograms. It consists of choosing a distance statistic for measuring the difference between summary histograms and using a bootstrap procedure to calculate the statistical significance level. Bootstrapping is an approach to statistical inference that makes few assumptions about the underlying probability distribution that describes the data. Three distance statistics are compared in this study. They are the Euclidean distance, the Jeffries-Matusita distance and the Kuiper distance. The data used in testing the bootstrap method are satellite measurements of cloud systems called cloud objects. Each cloud object is defined as a contiguous region/patch composed of individual footprints or fields of view. A histogram of measured values over footprints is generated for each parameter of each cloud object and then summary histograms are accumulated over all individual histograms in a given cloud-object size category. The results of statistical hypothesis tests using all three distances as test statistics are generally similar, indicating the validity of the proposed method. The Euclidean distance is determined to be most suitable after comparing the statistical tests of several parameters with distinct probability distributions among three cloud-object size categories. Impacts on the statistical significance levels resulting from differences in the total lengths of satellite footprint data between two size categories are also discussed.
Testing for additivity with B-splines
Institute of Scientific and Technical Information of China (English)
Heng-jian CUI; Xu-ming HE; Li LIU
2007-01-01
Regression splines are often used for fitting nonparametric functions, and they work especially well for additivity models. In this paper, we consider two simple tests of additivity: an adaptation of Tukey's one degree of freedom test and a nonparametric version of Rao's score test. While the Tukey-type test can detect most forms of the local non-additivity at the parametric rate of O(n-1/2), the score test is consistent for all alternative at a nonparametric rate. The asymptotic distribution of these test statistics is derived under both the null and local alternative hypotheses. A simulation study is conducted to compare their finite-sample performances with some existing kernelbased tests. The score test is found to have a good overall performance.
Testing for additivity with B-splines
Institute of Scientific and Technical Information of China (English)
2007-01-01
Regression splines are often used for fitting nonparametric functions, and they work especially well for additivity models. In this paper, we consider two simple tests of additivity: an adaptation of Tukey’s one degree of freedom test and a nonparametric version of Rao’s score test. While the Tukey-type test can detect most forms of the local non-additivity at the parametric rate of O(n-1/2), the score test is consistent for all alternative at a nonparametric rate. The asymptotic distribution of these test statistics is derived under both the null and local alternative hypotheses. A simulation study is conducted to compare their finite-sample performances with some existing kernel-based tests. The score test is found to have a good overall performance.
Testing for phylogenetic signal in biological traits: the ubiquity of cross-product statistics.
Pavoine, Sandrine; Ricotta, Carlo
2013-03-01
To evaluate rates of evolution, to establish tests of correlation between two traits, or to investigate to what degree the phylogeny of a species assemblage is predictive of a trait value so-called tests for phylogenetic signal are used. Being based on different approaches, these tests are generally thought to possess quite different statistical performances. In this article, we show that the Blomberg et al. K and K*, the Abouheif index, the Moran's I, and the Mantel correlation are all based on a cross-product statistic, and are thus all related to each other when they are associated to a permutation test of phylogenetic signal. What changes is only the way phylogenetic and trait similarities (or dissimilarities) among the tips of a phylogeny are computed. The definitions of the phylogenetic and trait-based (dis)similarities among tips thus determines the performance of the tests. We shortly discuss the biological and statistical consequences (in terms of power and type I error of the tests) of the observed relatedness among the statistics that allow tests for phylogenetic signal. Blomberg et al. K* statistic appears as one on the most efficient approaches to test for phylogenetic signal. When branch lengths are not available or not accurate, Abouheif's Cmean statistic is a powerful alternative to K*.
Hsiao, Chiaowen; Liu, Mengya; Stanton, Rick; McGee, Monnie; Qian, Yu
2015-01-01
Abstract Flow cytometry (FCM) is a fluorescence‐based single‐cell experimental technology that is routinely applied in biomedical research for identifying cellular biomarkers of normal physiological responses and abnormal disease states. While many computational methods have been developed that focus on identifying cell populations in individual FCM samples, very few have addressed how the identified cell populations can be matched across samples for comparative analysis. This article presents FlowMap‐FR, a novel method for cell population mapping across FCM samples. FlowMap‐FR is based on the Friedman–Rafsky nonparametric test statistic (FR statistic), which quantifies the equivalence of multivariate distributions. As applied to FCM data by FlowMap‐FR, the FR statistic objectively quantifies the similarity between cell populations based on the shapes, sizes, and positions of fluorescence data distributions in the multidimensional feature space. To test and evaluate the performance of FlowMap‐FR, we simulated the kinds of biological and technical sample variations that are commonly observed in FCM data. The results show that FlowMap‐FR is able to effectively identify equivalent cell populations between samples under scenarios of proportion differences and modest position shifts. As a statistical test, FlowMap‐FR can be used to determine whether the expression of a cellular marker is statistically different between two cell populations, suggesting candidates for new cellular phenotypes by providing an objective statistical measure. In addition, FlowMap‐FR can indicate situations in which inappropriate splitting or merging of cell populations has occurred during gating procedures. We compared the FR statistic with the symmetric version of Kullback–Leibler divergence measure used in a previous population matching method with both simulated and real data. The FR statistic outperforms the symmetric version of KL‐distance in distinguishing
Hsu Li; Helmer Quinta; de Visser Marieke CH; Uitte de Willige Shirley; el Galta Rachid; Houwing-Duistermaat Jeanine J
2007-01-01
Abstract Background: In this paper, we propose a one degree of freedom test for association between a candidate gene and a binary trait. This method is a generalization of Terwilliger's likelihood ratio statistic and is especially powerful for the situation of one associated haplotype. As an alternative to the likelihood ratio statistic, we derive a score statistic, which has a tractable expression. For haplotype analysis, we assume that phase is known. Results: By means of a simulation study...
Nonparametric inference procedures for multistate life table analysis.
Dow, M M
1985-01-01
Recent generalizations of the classical single state life table procedures to the multistate case provide the means to analyze simultaneously the mobility and mortality experience of 1 or more cohorts. This paper examines fairly general nonparametric combinatorial matrix procedures, known as quadratic assignment, as an analysis technic of various transitional patterns commonly generated by cohorts over the life cycle course. To some degree, the output from a multistate life table analysis suggests inference procedures. In his discussion of multstate life table construction features, the author focuses on the matrix formulation of the problem. He then presents several examples of the proposed nonparametric procedures. Data for the mobility and life expectancies at birth matrices come from the 458 member Cayo Santiago rhesus monkey colony. The author's matrix combinatorial approach to hypotheses testing may prove to be a useful inferential strategy in several multidimensional demographic areas.
Using non-parametric methods in econometric production analysis
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
2012-01-01
by investigating the relationship between the elasticity of scale and the farm size. We use a balanced panel data set of 371~specialised crop farms for the years 2004-2007. A non-parametric specification test shows that neither the Cobb-Douglas function nor the Translog function are consistent with the "true......Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify a functional form of the production function of which the Cobb...... parameter estimates, but also in biased measures which are derived from the parameters, such as elasticities. Therefore, we propose to use non-parametric econometric methods. First, these can be applied to verify the functional form used in parametric production analysis. Second, they can be directly used...
Mnemonic Aids during Tests: Worthless Frivolity or Effective Tool in Statistics Education?
Larwin, Karen H.; Larwin, David A.; Gorman, Jennifer
2012-01-01
Researchers have explored many pedagogical approaches in an effort to assist students in finding understanding and comfort in required statistics courses. This study investigates the impact of mnemonic aids used during tests on students' statistics course performance in particular. In addition, the present study explores several hypotheses that…
LeMire, Steven D.
2010-01-01
This paper proposes an argument framework for the teaching of null hypothesis statistical testing and its application in support of research. Elements of the Toulmin (1958) model of argument are used to illustrate the use of p values and Type I and Type II error rates in support of claims about statistical parameters and subject matter research…
Selecting the most appropriate inferential statistical test for your quantitative research study.
Bettany-Saltikov, Josette; Whittaker, Victoria Jane
2014-06-01
To discuss the issues and processes relating to the selection of the most appropriate statistical test. A review of the basic research concepts together with a number of clinical scenarios is used to illustrate this. Quantitative nursing research generally features the use of empirical data which necessitates the selection of both descriptive and statistical tests. Different types of research questions can be answered by different types of research designs, which in turn need to be matched to a specific statistical test(s). Discursive paper. This paper discusses the issues relating to the selection of the most appropriate statistical test and makes some recommendations as to how these might be dealt with. When conducting empirical quantitative studies, a number of key issues need to be considered. Considerations for selecting the most appropriate statistical tests are discussed and flow charts provided to facilitate this process. When nursing clinicians and researchers conduct quantitative research studies, it is crucial that the most appropriate statistical test is selected to enable valid conclusions to be made. © 2013 John Wiley & Sons Ltd.
A novel nonparametric confidence interval for differences of proportions for correlated binary data.
Duan, Chongyang; Cao, Yingshu; Zhou, Lizhi; Tan, Ming T; Chen, Pingyan
2016-11-16
Various confidence interval estimators have been developed for differences in proportions resulted from correlated binary data. However, the width of the mostly recommended Tango's score confidence interval tends to be wide, and the computing burden of exact methods recommended for small-sample data is intensive. The recently proposed rank-based nonparametric method by treating proportion as special areas under receiver operating characteristic provided a new way to construct the confidence interval for proportion difference on paired data, while the complex computation limits its application in practice. In this article, we develop a new nonparametric method utilizing the U-statistics approach for comparing two or more correlated areas under receiver operating characteristics. The new confidence interval has a simple analytic form with a new estimate of the degrees of freedom of n - 1. It demonstrates good coverage properties and has shorter confidence interval widths than that of Tango. This new confidence interval with the new estimate of degrees of freedom also leads to coverage probabilities that are an improvement on the rank-based nonparametric confidence interval. Comparing with the approximate exact unconditional method, the nonparametric confidence interval demonstrates good coverage properties even in small samples, and yet they are very easy to implement computationally. This nonparametric procedure is evaluated using simulation studies and illustrated with three real examples. The simplified nonparametric confidence interval is an appealing choice in practice for its ease of use and good performance. © The Author(s) 2016.
A Third Moment Adjusted Test Statistic for Small Sample Factor Analysis.
Lin, Johnny; Bentler, Peter M
2012-01-01
Goodness of fit testing in factor analysis is based on the assumption that the test statistic is asymptotically chi-square; but this property may not hold in small samples even when the factors and errors are normally distributed in the population. Robust methods such as Browne's asymptotically distribution-free method and Satorra Bentler's mean scaling statistic were developed under the presumption of non-normality in the factors and errors. This paper finds new application to the case where factors and errors are normally distributed in the population but the skewness of the obtained test statistic is still high due to sampling error in the observed indicators. An extension of Satorra Bentler's statistic is proposed that not only scales the mean but also adjusts the degrees of freedom based on the skewness of the obtained test statistic in order to improve its robustness under small samples. A simple simulation study shows that this third moment adjusted statistic asymptotically performs on par with previously proposed methods, and at a very small sample size offers superior Type I error rates under a properly specified model. Data from Mardia, Kent and Bibby's study of students tested for their ability in five content areas that were either open or closed book were used to illustrate the real-world performance of this statistic.
Directory of Open Access Journals (Sweden)
Shirin Iranfar
2013-12-01
Full Text Available Introduction: Test anxiety is a common phenomenon among students and is one of the problems of educational system. The present study was conducted to investigate the test anxiety in vital statistics course and its association with academic performance of students at Kermanshah University of Medical Sciences. This study was descriptive-analytical and the study sample included the students studying in nursing and midwifery, paramedicine and health faculties that had taken vital statistics course and were selected through census method. Sarason questionnaire was used to analyze the test anxiety. Data were analyzed by descriptive and inferential statistics. The findings indicated no significant correlation between test anxiety and score of vital statistics course.
Comparison of non-parametric methods for ungrouping coarsely aggregated data
DEFF Research Database (Denmark)
Rizzi, Silvia; Thinggaard, Mikael; Engholm, Gerda
2016-01-01
Background Histograms are a common tool to estimate densities non-parametrically. They are extensively encountered in health sciences to summarize data in a compact format. Examples are age-specific distributions of death or onset of diseases grouped in 5-years age classes with an open-ended age...... methods for ungrouping count data. We compare the performance of two spline interpolation methods, two kernel density estimators and a penalized composite link model first via a simulation study and then with empirical data obtained from the NORDCAN Database. All methods analyzed can be used to estimate...... composite link model performs the best. Conclusion We give an overview and test different methods to estimate detailed distributions from grouped count data. Health researchers can benefit from these versatile methods, which are ready for use in the statistical software R. We recommend using the penalized...
Statistical Tests for the Reciprocal of a Normal Mean with a Known Coefficient of Variation
Directory of Open Access Journals (Sweden)
Wararit Panichkitkosolkul
2015-01-01
Full Text Available An asymptotic test and an approximate test for the reciprocal of a normal mean with a known coefficient of variation were proposed in this paper. The asymptotic test was based on the expectation and variance of the estimator of the reciprocal of a normal mean. The approximate test used the approximate expectation and variance of the estimator by Taylor series expansion. A Monte Carlo simulation study was conducted to compare the performance of the two statistical tests. Simulation results showed that the two proposed tests performed well in terms of empirical type I errors and power. Nevertheless, the approximate test was easier to compute than the asymptotic test.
Why preferring parametric forecasting to nonparametric methods?
Jabot, Franck
2015-05-07
A recent series of papers by Charles T. Perretti and collaborators have shown that nonparametric forecasting methods can outperform parametric methods in noisy nonlinear systems. Such a situation can arise because of two main reasons: the instability of parametric inference procedures in chaotic systems which can lead to biased parameter estimates, and the discrepancy between the real system dynamics and the modeled one, a problem that Perretti and collaborators call "the true model myth". Should ecologists go on using the demanding parametric machinery when trying to forecast the dynamics of complex ecosystems? Or should they rely on the elegant nonparametric approach that appears so promising? It will be here argued that ecological forecasting based on parametric models presents two key comparative advantages over nonparametric approaches. First, the likelihood of parametric forecasting failure can be diagnosed thanks to simple Bayesian model checking procedures. Second, when parametric forecasting is diagnosed to be reliable, forecasting uncertainty can be estimated on virtual data generated with the fitted to data parametric model. In contrast, nonparametric techniques provide forecasts with unknown reliability. This argumentation is illustrated with the simple theta-logistic model that was previously used by Perretti and collaborators to make their point. It should convince ecologists to stick to standard parametric approaches, until methods have been developed to assess the reliability of nonparametric forecasting. Copyright © 2015 Elsevier Ltd. All rights reserved.
A statistical test for drainage network recognition using MeanStreamDrop analysis
Directory of Open Access Journals (Sweden)
Corrado Cencetti
2015-07-01
Full Text Available This paper provides a new statistical test to evaluate the threshold of validity for the Mean Stream Drop analysis. In the case of a constant area threshold, the method aims to provide a unique threshold value to extract the drainage network through a statistical test more efficient than those widely used. The proposal starts from the assumption that a minimum threshold value exists suitable for drainage network extraction. Then, the method proceeds with Horton–Strahler ordering of the network and statistically analysing the network geometry. This procedure is repeated for all the threshold values in the set under investigation, using a statistical permutation test, called APTDTM (Adjusted Permutation Test based on the Difference between Trimmed Means. Statistical significance is evaluated by p-values adjusted to account for multiple comparisons. As a final result of the statistical analysis, the right threshold value for the specific basin is identified. Classical procedures are based on a set of two sample t-tests. However, this method relies on the assumptions of normality and homogeneity of variance, which are unlikely to hold in practice. The APTDTM test presented here provides accurate p-values even when the sampling distribution is not close to normal, or there is heteroskedasticity in the data.
Directory of Open Access Journals (Sweden)
Archer Kellie J
2008-02-01
Full Text Available Abstract Background With the popularity of DNA microarray technology, multiple groups of researchers have studied the gene expression of similar biological conditions. Different methods have been developed to integrate the results from various microarray studies, though most of them rely on distributional assumptions, such as the t-statistic based, mixed-effects model, or Bayesian model methods. However, often the sample size for each individual microarray experiment is small. Therefore, in this paper we present a non-parametric meta-analysis approach for combining data from independent microarray studies, and illustrate its application on two independent Affymetrix GeneChip studies that compared the gene expression of biopsies from kidney transplant recipients with chronic allograft nephropathy (CAN to those with normal functioning allograft. Results The simulation study comparing the non-parametric meta-analysis approach to a commonly used t-statistic based approach shows that the non-parametric approach has better sensitivity and specificity. For the application on the two CAN studies, we identified 309 distinct genes that expressed differently in CAN. By applying Fisher's exact test to identify enriched KEGG pathways among those genes called differentially expressed, we found 6 KEGG pathways to be over-represented among the identified genes. We used the expression measurements of the identified genes as predictors to predict the class labels for 6 additional biopsy samples, and the predicted results all conformed to their pathologist diagnosed class labels. Conclusion We present a new approach for combining data from multiple independent microarray studies. This approach is non-parametric and does not rely on any distributional assumptions. The rationale behind the approach is logically intuitive and can be easily understood by researchers not having advanced training in statistics. Some of the identified genes and pathways have been
Kong, Xiangrong; Mas, Valeria; Archer, Kellie J
2008-02-26
With the popularity of DNA microarray technology, multiple groups of researchers have studied the gene expression of similar biological conditions. Different methods have been developed to integrate the results from various microarray studies, though most of them rely on distributional assumptions, such as the t-statistic based, mixed-effects model, or Bayesian model methods. However, often the sample size for each individual microarray experiment is small. Therefore, in this paper we present a non-parametric meta-analysis approach for combining data from independent microarray studies, and illustrate its application on two independent Affymetrix GeneChip studies that compared the gene expression of biopsies from kidney transplant recipients with chronic allograft nephropathy (CAN) to those with normal functioning allograft. The simulation study comparing the non-parametric meta-analysis approach to a commonly used t-statistic based approach shows that the non-parametric approach has better sensitivity and specificity. For the application on the two CAN studies, we identified 309 distinct genes that expressed differently in CAN. By applying Fisher's exact test to identify enriched KEGG pathways among those genes called differentially expressed, we found 6 KEGG pathways to be over-represented among the identified genes. We used the expression measurements of the identified genes as predictors to predict the class labels for 6 additional biopsy samples, and the predicted results all conformed to their pathologist diagnosed class labels. We present a new approach for combining data from multiple independent microarray studies. This approach is non-parametric and does not rely on any distributional assumptions. The rationale behind the approach is logically intuitive and can be easily understood by researchers not having advanced training in statistics. Some of the identified genes and pathways have been reported to be relevant to renal diseases. Further study on the
Average projection type weighted Cramér-von Mises statistics for testing some distributions
Institute of Scientific and Technical Information of China (English)
CUI; Hengjian(崔恒建)
2002-01-01
This paper addresses the problem of testing goodness-of-fit for several important multivariate distributions: (Ⅰ) Uniform distribution on p-dimensional unit sphere; (Ⅱ) multivariate standard normal distribution; and (Ⅲ) multivariate normal distribution with unknown mean vector and covariance matrix. The average projection type weighted Cramér-yon Mises test statistic as well as estimated and weighted Cramér-von Mises statistics for testing distributions (Ⅰ), (Ⅱ) and (Ⅲ) are constructed via integrating projection direction on the unit sphere, and the asymptotic distributions and the expansions of those test statistics under the null hypothesis are also obtained. Furthermore, the approach of this paper can be applied to testing goodness-of-fit for elliptically contoured distributions.
Nonparametric correlation models for portfolio allocation
DEFF Research Database (Denmark)
Aslanidis, Nektarios; Casas, Isabel
2013-01-01
breaks in correlations. Only when correlations are constant does the parametric DCC model deliver the best outcome. The methodologies are illustrated by evaluating two interesting portfolios. The first portfolio consists of the equity sector SPDRs and the S&P 500, while the second one contains major......This article proposes time-varying nonparametric and semiparametric estimators of the conditional cross-correlation matrix in the context of portfolio allocation. Simulations results show that the nonparametric and semiparametric models are best in DGPs with substantial variability or structural...... currencies. Results show the nonparametric model generally dominates the others when evaluating in-sample. However, the semiparametric model is best for out-of-sample analysis....
Further Research into a Non-Parametric Statistical Screening System.
1979-12-14
Let X = V if birth weight is high X2 = 0 if gestation length is short V2 if gestation length is long Normal babies have high birth weight and long... gestation length or low birth weight and short gestation length . Abnormal babies have either of the other two combinations ((0, 1) or (1, 0)). The LDF
A Statistical, Nonparametric Methodology for Document Degradation Model Validation
1999-01-01
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DEFF Research Database (Denmark)
Zhai, Weiwei; Nielsen, Rasmus; Slatkin, Montgomery
2009-01-01
In this report, we investigate the statistical power of several tests of selective neutrality based on patterns of genetic diversity within and between species. The goal is to compare tests based solely on population genetic data with tests using comparative data or a combination of comparative...... selection. The Hudson-Kreitman-Aguadé test is the most powerful test for detecting positive selection among the population genetic tests investigated, whereas McDonald-Kreitman test typically has more power to detect negative selection. We discuss our findings in the light of the discordant results obtained...
How well do test case prioritization techniques support statistical fault localization
Tse, TH; Jiang, B.; Zhang, Z; Chen, TY
2009-01-01
In continuous integration, a tight integration of test case prioritization techniques and fault-localization techniques may both expose failures faster and locate faults more effectively. Statistical fault-localization techniques use the execution information collected during testing to locate faults. Executing a small fraction of a prioritized test suite reduces the cost of testing, and yet the subsequent fault localization may suffer. This paper presents the first empirical study to examine...
Porter, Andrew C.; McSweeney, Maryellen
A Monte Carlo technique was used to investigate the small sample goodness of fit and statistical power of several nonparametric tests and their parametric analogues when applied to data which violate parametric assumptions. The motivation was to facilitate choice among three designs, simple random assignment with and without a concomitant variable…
Weighted pedigree-based statistics for testing the association of rare variants.
Shugart, Yin Yao; Zhu, Yun; Guo, Wei; Xiong, Momiao
2012-11-24
With the advent of next-generation sequencing (NGS) technologies, researchers are now generating a deluge of data on high dimensional genomic variations, whose analysis is likely to reveal rare variants involved in the complex etiology of disease. Standing in the way of such discoveries, however, is the fact that statistics for rare variants are currently designed for use with population-based data. In this paper, we introduce a pedigree-based statistic specifically designed to test for rare variants in family-based data. The additional power of pedigree-based statistics stems from the fact that while rare variants related to diseases or traits of interest occur only infrequently in populations, in families with multiple affected individuals, such variants are enriched. Note that while the proposed statistic can be applied with and without statistical weighting, our simulations show that its power increases when weighting (WSS and VT) are applied. Our working hypothesis was that, since rare variants are concentrated in families with multiple affected individuals, pedigree-based statistics should detect rare variants more powerfully than population-based statistics. To evaluate how well our new pedigree-based statistics perform in association studies, we develop a general framework for sequence-based association studies capable of handling data from pedigrees of various types and also from unrelated individuals. In short, we developed a procedure for transforming population-based statistics into tests for family-based associations. Furthermore, we modify two existing tests, the weighted sum-square test and the variable-threshold test, and apply both to our family-based collapsing methods. We demonstrate that the new family-based tests are more powerful than corresponding population-based test and they generate a reasonable type I error rate.To demonstrate feasibility, we apply the newly developed tests to a pedigree-based GWAS data set from the Framingham Heart
Correlated Non-Parametric Latent Feature Models
Doshi-Velez, Finale
2012-01-01
We are often interested in explaining data through a set of hidden factors or features. When the number of hidden features is unknown, the Indian Buffet Process (IBP) is a nonparametric latent feature model that does not bound the number of active features in dataset. However, the IBP assumes that all latent features are uncorrelated, making it inadequate for many realworld problems. We introduce a framework for correlated nonparametric feature models, generalising the IBP. We use this framework to generate several specific models and demonstrate applications on realworld datasets.
Nonparametric correlation models for portfolio allocation
DEFF Research Database (Denmark)
Aslanidis, Nektarios; Casas, Isabel
2013-01-01
This article proposes time-varying nonparametric and semiparametric estimators of the conditional cross-correlation matrix in the context of portfolio allocation. Simulations results show that the nonparametric and semiparametric models are best in DGPs with substantial variability or structural...... breaks in correlations. Only when correlations are constant does the parametric DCC model deliver the best outcome. The methodologies are illustrated by evaluating two interesting portfolios. The first portfolio consists of the equity sector SPDRs and the S&P 500, while the second one contains major...
A Note on Three Statistical Tests in the Logistic Regression DIF Procedure
Paek, Insu
2012-01-01
Although logistic regression became one of the well-known methods in detecting differential item functioning (DIF), its three statistical tests, the Wald, likelihood ratio (LR), and score tests, which are readily available under the maximum likelihood, do not seem to be consistently distinguished in DIF literature. This paper provides a clarifying…
CUSUM-Based Person-Fit Statistics for Adaptive Testing. Research Report 99-05.
van Krimpen-Stoop, Edith M. L. A.; Meijer, Rob R.
Item scores that do not fit an assumed item response theory model may cause the latent trait value to be estimated inaccurately. Several person-fit statistics for detecting nonfitting score patterns for paper-and-pencil tests have been proposed. In the context of computerized adaptive tests (CAT), the use of person-fit analysis has hardly been…
The Comparability of the Statistical Characteristics of Test Items Generated by Computer Algorithms.
Meisner, Richard; And Others
This paper presents a study on the generation of mathematics test items using algorithmic methods. The history of this approach is briefly reviewed and is followed by a survey of the research to date on the statistical parallelism of algorithmically generated mathematics items. Results are presented for 8 parallel test forms generated using 16…
White, Desley
2015-01-01
Two practical activities are described, which aim to support critical thinking about statistics as they concern multiple outcomes testing. Formulae are presented in Microsoft Excel spreadsheets, which are used to calculate the inflation of error associated with the quantity of tests performed. This is followed by a decision-making exercise, where…
What Are Null Hypotheses? The Reasoning Linking Scientific and Statistical Hypothesis Testing
Lawson, Anton E.
2008-01-01
We should dispense with use of the confusing term "null hypothesis" in educational research reports. To explain why the term should be dropped, the nature of, and relationship between, scientific and statistical hypothesis testing is clarified by explication of (a) the scientific reasoning used by Gregor Mendel in testing specific…
A Note on Three Statistical Tests in the Logistic Regression DIF Procedure
Paek, Insu
2012-01-01
Although logistic regression became one of the well-known methods in detecting differential item functioning (DIF), its three statistical tests, the Wald, likelihood ratio (LR), and score tests, which are readily available under the maximum likelihood, do not seem to be consistently distinguished in DIF literature. This paper provides a clarifying…
Energy Technology Data Exchange (ETDEWEB)
Steffen, Jason H.; /Fermilab; Ford, Eric B.; /Florida U.; Rowe, Jason F.; /NASA, Ames /SETI Inst., Mtn. View; Fabrycky, Daniel C.; /Lick Observ.; Holman, Matthew J.; /Harvard-Smithsonian Ctr. Astrophys.; Welsh, William F.; /San Diego State U., Astron. Dept.; Borucki, William J.; /NASA, Ames; Batalha, Natalie M.; /San Jose State U.; Bryson, Steve; /NASA, Ames; Caldwell, Douglas A.; /NASA, Ames /SETI Inst., Mtn. View; Ciardi, David R.; /Caltech /NASA, Ames /SETI Inst., Mtn. View
2012-01-01
We analyze the deviations of transit times from a linear ephemeris for the Kepler Objects of Interest (KOI) through Quarter six (Q6) of science data. We conduct two statistical tests for all KOIs and a related statistical test for all pairs of KOIs in multi-transiting systems. These tests identify several systems which show potentially interesting transit timing variations (TTVs). Strong TTV systems have been valuable for the confirmation of planets and their mass measurements. Many of the systems identified in this study should prove fruitful for detailed TTV studies.
Steffen, Jason H; Rowe, Jason F; Fabrycky, Daniel C; Holman, Matthew J; Welsh, William F; Borucki, William J; Batalha, Natalie M; Bryson, Steve; Caldwell, Douglas A; Ciardi, David R; Jenkins, Jon M; Kjeldsen, Hans; Koch, David G; Prsa, Andrej; Sanderfer, Dwight T; Seader, Shawn; Twicken, Joseph D
2012-01-01
We analyze the deviations of transit times from a linear ephemeris for the Kepler Objects of Interest (KOI) through Quarter six (Q6) of science data. We conduct two statistical tests for all KOIs and a related statistical test for all pairs of KOIs in multi-transiting systems. These tests identify several systems which show potentially interesting transit timing variations (TTVs). Strong TTV systems have been valuable for the confirmation of planets and their mass measurements. Many of the systems identified in this study should prove fruitful for detailed TTV studies.
Energy Technology Data Exchange (ETDEWEB)
Steffen, Jason H. [Fermilab Center for Particle Astrophysics, P.O. Box 500, MS 127, Batavia, IL 60510 (United States); Ford, Eric B. [Astronomy Department, University of Florida, 211 Bryant Space Sciences Center, Gainesville, FL 32111 (United States); Rowe, Jason F.; Borucki, William J.; Bryson, Steve; Caldwell, Douglas A.; Jenkins, Jon M.; Koch, David G.; Sanderfer, Dwight T.; Seader, Shawn; Twicken, Joseph D. [NASA Ames Research Center, Moffett Field, CA 94035 (United States); Fabrycky, Daniel C. [UCO/Lick Observatory, University of California, Santa Cruz, CA 95064 (United States); Holman, Matthew J. [Harvard-Smithsonian Center for Astrophysics, 60 Garden Street, Cambridge, MA 02138 (United States); Welsh, William F. [Astronomy Department, San Diego State University, San Diego, CA 92182-1221 (United States); Batalha, Natalie M. [Department of Physics and Astronomy, San Jose State University, San Jose, CA 95192 (United States); Ciardi, David R. [NASA Exoplanet Science Institute/California Institute of Technology, Pasadena, CA 91125 (United States); Kjeldsen, Hans [Department of Physics and Astronomy, Aarhus University, DK-8000 Aarhus C (Denmark); Prsa, Andrej, E-mail: jsteffen@fnal.gov [Department of Astronomy and Astrophysics, Villanova University, 800 East Lancaster Avenue, Villanova, PA 19085 (United States)
2012-09-10
We analyze the deviations of transit times from a linear ephemeris for the Kepler Objects of Interest (KOI) through quarter six of science data. We conduct two statistical tests for all KOIs and a related statistical test for all pairs of KOIs in multi-transiting systems. These tests identify several systems which show potentially interesting transit timing variations (TTVs). Strong TTV systems have been valuable for the confirmation of planets and their mass measurements. Many of the systems identified in this study should prove fruitful for detailed TTV studies.
Improved Test Planning and Analysis Through the Use of Advanced Statistical Methods
Green, Lawrence L.; Maxwell, Katherine A.; Glass, David E.; Vaughn, Wallace L.; Barger, Weston; Cook, Mylan
2016-01-01
The goal of this work is, through computational simulations, to provide statistically-based evidence to convince the testing community that a distributed testing approach is superior to a clustered testing approach for most situations. For clustered testing, numerous, repeated test points are acquired at a limited number of test conditions. For distributed testing, only one or a few test points are requested at many different conditions. The statistical techniques of Analysis of Variance (ANOVA), Design of Experiments (DOE) and Response Surface Methods (RSM) are applied to enable distributed test planning, data analysis and test augmentation. The D-Optimal class of DOE is used to plan an optimally efficient single- and multi-factor test. The resulting simulated test data are analyzed via ANOVA and a parametric model is constructed using RSM. Finally, ANOVA can be used to plan a second round of testing to augment the existing data set with new data points. The use of these techniques is demonstrated through several illustrative examples. To date, many thousands of comparisons have been performed and the results strongly support the conclusion that the distributed testing approach outperforms the clustered testing approach.
Statistical alignment: computational properties, homology testing and goodness-of-fit
DEFF Research Database (Denmark)
Hein, J; Wiuf, Carsten; Møller, Martin
2000-01-01
The model of insertions and deletions in biological sequences, first formulated by Thorne, Kishino, and Felsenstein in 1991 (the TKF91 model), provides a basis for performing alignment within a statistical framework. Here we investigate this model.Firstly, we show how to accelerate the statistical...... likelihood estimate. In addition, the recursions originally presented by Thorne, Kishino and Felsenstein can be simplified. Two proteins, about 1500 amino acids long, can be analysed with this method in less than five seconds on a fast desktop computer, which makes this method practical for actual data...... analysis.Secondly, we propose a new homology test based on this model, where homology means that an ancestor to a sequence pair can be found finitely far back in time. This test has statistical advantages relative to the traditional shuffle test for proteins.Finally, we describe a goodness-of-fit test...
Green, John; Wheeler, James R
2013-11-15
Solvents are often used to aid test item preparation in aquatic ecotoxicity experiments. This paper discusses the practical, statistical and regulatory considerations. The selection of the appropriate control (if a solvent is used) for statistical analysis is investigated using a database of 141 responses (endpoints) from 71 experiments. The advantages and disadvantages of basing the statistical analysis of treatment effects to the water control alone, solvent control alone, combined controls, or a conditional strategy of combining controls, when not statistically significantly different, are tested. The latter two approaches are shown to have distinct advantages. It is recommended that this approach continue to be the standard used for regulatory and research aquatic ecotoxicology studies. However, wherever technically feasible a solvent should not be employed or at least the concentration minimized. Copyright © 2013 Elsevier B.V. All rights reserved.
Trend Analysis of Golestan's Rivers Discharges Using Parametric and Non-parametric Methods
Mosaedi, Abolfazl; Kouhestani, Nasrin
2010-05-01
One of the major problems in human life is climate changes and its problems. Climate changes will cause changes in rivers discharges. The aim of this research is to investigate the trend analysis of seasonal and yearly rivers discharges of Golestan province (Iran). In this research four trend analysis method including, conjunction point, linear regression, Wald-Wolfowitz and Mann-Kendall, for analyzing of river discharges in seasonal and annual periods in significant level of 95% and 99% were applied. First, daily discharge data of 12 hydrometrics stations with a length of 42 years (1965-2007) were selected, after some common statistical tests such as, homogeneity test (by applying G-B and M-W tests), the four mentioned trends analysis tests were applied. Results show that in all stations, for summer data time series, there are decreasing trends with a significant level of 99% according to Mann-Kendall (M-K) test. For autumn time series data, all four methods have similar results. For other periods, the results of these four tests were more or less similar together. While, for some stations the results of tests were different. Keywords: Trend Analysis, Discharge, Non-parametric methods, Wald-Wolfowitz, The Mann-Kendall test, Golestan Province.
Statistical tests for differential expression in cDNA microarray experiments
Cui, Xiangqin; Churchill, Gary A.
2003-01-01
Extracting biological information from microarray data requires appropriate statistical methods. The simplest statistical method for detecting differential expression is the t test, which can be used to compare two conditions when there is replication of samples. With more than two conditions, analysis of variance (ANOVA) can be used, and the mixed ANOVA model is a general and powerful approach for microarray experiments with multiple factors and/or several sources of variation.
Price limits and stock market efficiency: Evidence from rolling bicorrelation test statistic
Energy Technology Data Exchange (ETDEWEB)
Lim, Kian-Ping [Labuan School of International Business and Finance, Universiti Malaysia Sabah (Malaysia); Department of Econometrics and Business Statistics, Monash University, P.O. Box 1071, Narre Warren, Victoria 3805 (Australia); Brooks, Robert D. [Department of Econometrics and Business Statistics, Monash University, P.O. Box 1071, Narre Warren, Victoria 3805 (Australia)], E-mail: Robert.brooks@buseco.monash.edu.au
2009-05-15
Using the rolling bicorrelation test statistic, the present paper compares the efficiency of stock markets from China, Korea and Taiwan in selected sub-periods with different price limits regimes. The statistical results do not support the claims that restrictive price limits and price limits per se are jeopardizing market efficiency. However, the evidence does not imply that price limits have no effect on the price discovery process but rather suggesting that market efficiency is not merely determined by price limits.
Statistical studies of animal response data from USF toxicity screening test method
Hilado, C. J.; Machado, A. M.
1978-01-01
Statistical examination of animal response data obtained using Procedure B of the USF toxicity screening test method indicates that the data deviate only slightly from a normal or Gaussian distribution. This slight departure from normality is not expected to invalidate conclusions based on theoretical statistics. Comparison of times to staggering, convulsions, collapse, and death as endpoints shows that time to death appears to be the most reliable endpoint because it offers the lowest probability of missed observations and premature judgements.
DEFF Research Database (Denmark)
Christensen, Ole Fredslund; Frydenberg, Morten; Jensen, Jens Ledet
2005-01-01
The large deviation modified likelihood ratio statistic is studied for testing a variance component equal to a specified value. Formulas are presented in the general balanced case, whereas in the unbalanced case only the one-way random effects model is studied. Simulation studies are presented, s......, showing that the normal approximation to the large deviation modified likelihood ratio statistic gives confidence intervals for variance components with coverage probabilities very close to the nominal confidence coefficient....
Applied statistical designs for the researcher
Paulson, Daryl S
2003-01-01
Showcasing a discussion of the experimental process and a review of basic statistics, this volume provides methodologies to identify general data distribution, skewness, and outliers. It features a unique classification of the nonparametric analogs of their parametric counterparts according to the strength of the collected data. Applied Statistical Designs for the Researcher discusses three varieties of the Student t test, including a comparison of two different groups with different variances; two groups with the same variance; and a matched, paired group. It introduces the analysis of variance and Latin Square designs and presents screening approaches to comparing two factors and their interactions.
Theory, Methods and Tools for Statistical Testing of Pseudo and Quantum Random Number Generators
Jakobsson, Krister Sune
2014-01-01
Statistical random number testing is a well studied field focusing on pseudo-random number generators, that is to say algorithms that produce random-looking sequences of numbers. These generators tend to have certain kinds of flaws, which have been exploited through rigorous testing. Such testing has led to advancements, and today pseudo random number generators are both very high-speed and produce seemingly random numbers. Recent advancements in quantum physics have opened up new doors, wher...
Thirty years of nonparametric item response theory
Molenaar, W.
2001-01-01
Relationships between a mathematical measurement model and its real-world applications are discussed. A distinction is made between large data matrices commonly found in educational measurement and smaller matrices found in attitude and personality measurement. Nonparametric methods are evaluated fo
How Are Teachers Teaching? A Nonparametric Approach
De Witte, Kristof; Van Klaveren, Chris
2014-01-01
This paper examines which configuration of teaching activities maximizes student performance. For this purpose a nonparametric efficiency model is formulated that accounts for (1) self-selection of students and teachers in better schools and (2) complementary teaching activities. The analysis distinguishes both individual teaching (i.e., a…
Decompounding random sums: A nonparametric approach
DEFF Research Database (Denmark)
Hansen, Martin Bøgsted; Pitts, Susan M.
review a number of applications and consider the nonlinear inverse problem of inferring the cumulative distribution function of the components in the random sum. We review the existing literature on non-parametric approaches to the problem. The models amenable to the analysis are generalized considerably...
Panel data specifications in nonparametric kernel regression
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
parametric panel data estimators to analyse the production technology of Polish crop farms. The results of our nonparametric kernel regressions generally differ from the estimates of the parametric models but they only slightly depend on the choice of the kernel functions. Based on economic reasoning, we...
How Are Teachers Teaching? A Nonparametric Approach
De Witte, Kristof; Van Klaveren, Chris
2014-01-01
This paper examines which configuration of teaching activities maximizes student performance. For this purpose a nonparametric efficiency model is formulated that accounts for (1) self-selection of students and teachers in better schools and (2) complementary teaching activities. The analysis distinguishes both individual teaching (i.e., a…
A non-parametric method for correction of global radiation observations
DEFF Research Database (Denmark)
Bacher, Peder; Madsen, Henrik; Perers, Bengt;
2013-01-01
in the observations are corrected. These are errors such as: tilt in the leveling of the sensor, shadowing from surrounding objects, clipping and saturation in the signal processing, and errors from dirt and wear. The method is based on a statistical non-parametric clear-sky model which is applied to both...
[Tests of statistical significance in three biomedical journals: a critical review].
Sarria Castro, Madelaine; Silva Ayçaguer, Luis Carlos
2004-05-01
To describe the use of conventional tests of statistical significance and the current trends shown by their use in three biomedical journals read in Spanish-speaking countries. All descriptive or explanatory original articles published in the five-year period of 1996 through 2000 were reviewed in three journals: Revista Cubana de Medicina General Integral [Cuban Journal of Comprehensive General Medicine], Revista Panamericana de Salud Pública/Pan American Journal of Public Health, and Medicina Clínica [Clinical Medicine] (which is published in Spain). In the three journals that were reviewed various shortcomings were found in their use of hypothesis tests based on P values and in the limited use of new tools that have been suggested for use in their place: confidence intervals (CIs) and Bayesian inference. The basic findings of our research were: minimal use of CIs, as either a complement to significance tests or as the only statistical tool; mentions of a small sample size as a possible explanation for the lack of statistical significance; a predominant use of rigid alpha values; a lack of uniformity in the presentation of results; and improper reference in the research conclusions to the results of hypothesis tests. Our results indicate the lack of compliance by authors and editors with accepted standards for the use of tests of statistical significance. The findings also highlight that the stagnant use of these tests continues to be a common practice in the scientific literature.
Statistical tests of conditional independence between responses and/or response times on test items
van der Linden, Willem J.; Glas, Cornelis A.W.
2010-01-01
Three plausible assumptions of conditional independence in a hierarchical model for responses and response times on test items are identified. For each of the assumptions, a Lagrange multiplier test of the null hypothesis of conditional independence against a parametric alternative is derived. The t
Directory of Open Access Journals (Sweden)
shahriar Azizi
2013-09-01
Full Text Available Recent years marketing theories has been developed increasingly. This development needs paying attention to variables such as: moderator and mediator for extending marketing research models. Marketing and management researchers need to be informed about the meaning of mediator, moderator and intervening variables and accurate statistical procedures and tests for identification. By understanding the true meaning of mediator, moderator and intervening variables, providing more accurate marketing models that fits real word become easier. In this paper the meanings of those variables were presented and compared. In the next sections of the paper, statistical procedures and tests provided.
A new model test in high energy physics in frequentist and Bayesian statistical formalisms
Kamenshchikov, Andrey
2016-01-01
A problem of a new physical model test given observed experimental data is a typical one for modern experiments of high energy physics (HEP). A solution of the problem may be provided with two alternative statistical formalisms, namely frequentist and Bayesian, which are widely spread in contemporary HEP searches. A characteristic experimental situation is modeled from general considerations and both the approaches are utilized in order to test a new model. The results are juxtaposed, what demonstrates their consistency in this work. An effect of a systematic uncertainty treatment in the statistical analysis is also considered.
A new model test in high energy physics in frequentist and Bayesian statistical formalisms
Kamenshchikov, A.
2017-01-01
A problem of a new physical model test given observed experimental data is a typical one for modern experiments of high energy physics (HEP). A solution of the problem may be provided with two alternative statistical formalisms, namely frequentist and Bayesian, which are widely spread in contemporary HEP searches. A characteristic experimental situation is modeled from general considerations and both the approaches are utilized in order to test a new model. The results are juxtaposed, what demonstrates their consistency in this work. An effect of a systematic uncertainty treatment in the statistical analysis is also considered.
Directory of Open Access Journals (Sweden)
Rabia Ece OMAY
2013-06-01
Full Text Available In this study, relationship between gross domestic product (GDP per capita and sulfur dioxide (SO2 and particulate matter (PM10 per capita is modeled for Turkey. Nonparametric fixed effect panel data analysis is used for the modeling. The panel data covers 12 territories, in first level of Nomenclature of Territorial Units for Statistics (NUTS, for period of 1990-2001. Modeling of the relationship between GDP and SO2 and PM10 for Turkey, the non-parametric models have given good results.
DEFF Research Database (Denmark)
Schneider, Jesper Wiborg
2012-01-01
In this paper we discuss and question the use of statistical significance tests in relation to university rankings as recently suggested. We outline the assumptions behind and interpretations of statistical significance tests and relate this to examples from the recent SCImago Institutions Ranking....... By use of statistical power analyses and demonstration of effect sizes, we emphasize that importance of empirical findings lies in “differences that make a difference” and not statistical significance tests per se. Finally we discuss the crucial assumption of randomness and question the presumption...... that randomness is present in the university ranking data. We conclude that the application of statistical significance tests in relation to university rankings, as recently advocated, is problematic and can be misleading....
Directory of Open Access Journals (Sweden)
Chaeyoung Lee
2012-11-01
Full Text Available Epistasis that may explain a large portion of the phenotypic variation for complex economic traits of animals has been ignored in many genetic association studies. A Baysian method was introduced to draw inferences about multilocus genotypic effects based on their marginal posterior distributions by a Gibbs sampler. A simulation study was conducted to provide statistical powers under various unbalanced designs by using this method. Data were simulated by combined designs of number of loci, within genotype variance, and sample size in unbalanced designs with or without null combined genotype cells. Mean empirical statistical power was estimated for testing posterior mean estimate of combined genotype effect. A practical example for obtaining empirical statistical power estimates with a given sample size was provided under unbalanced designs. The empirical statistical powers would be useful for determining an optimal design when interactive associations of multiple loci with complex phenotypes were examined.
Interpretation and use of statistics in nursing research.
Giuliano, Karen K; Polanowicz, Michelle
2008-01-01
A working understanding of the major fundamentals of statistical analysis is required to incorporate the findings of empirical research into nursing practice. The primary focus of this article is to describe common statistical terms, present some common statistical tests, and explain the interpretation of results from inferential statistics in nursing research. An overview of major concepts in statistics, including the distinction between parametric and nonparametric statistics, different types of data, and the interpretation of statistical significance, is reviewed. Examples of some of the most common statistical techniques used in nursing research, such as the Student independent t test, analysis of variance, and regression, are also discussed. Nursing knowledge based on empirical research plays a fundamental role in the development of evidence-based nursing practice. The ability to interpret and use quantitative findings from nursing research is an essential skill for advanced practice nurses to ensure provision of the best care possible for our patients.
DEFF Research Database (Denmark)
Conradsen, Knut; Nielsen, Allan Aasbjerg; Schou, Jesper;
2003-01-01
. Based on this distribution, a test statistic for equality of two such matrices and an associated asymptotic probability for obtaining a smaller value of the test statistic are derived and applied successfully to change detection in polarimetric SAR data. In a case study, EMISAR L-band data from April 17...... to HH, VV, or HV data alone, the derived test statistic reduces to the well-known gamma likelihood-ratio test statistic. The derived test statistic and the associated significance value can be applied as a line or edge detector in fully polarimetric SAR data also....
Statistical Tests for the Gaussian Nature of Primordial Fluctuations Through CBR Experiments
Luo, X
1994-01-01
Information about the physical processes that generate the primordial fluctuations in the early universe can be gained by testing the Gaussian nature of the fluctuations through cosmic microwave background radiation (CBR) temperature anisotropy experiments. One of the crucial aspects of density perturbations that are produced by the standard inflation scenario is that they are Gaussian, whereas seeds produced by topological defects left over from an early cosmic phase transition tend to be non-Gaussian. To carry out this test, sophisticated statistical tools are required. In this paper, we will discuss several such statistical tools, including multivariant skewness and kurtosis, Euler-Poincare characteristics, the three point temperature correlation function, and the Hotelling's $T^{2}$ statistic defined through bispectral estimates of a one dimensional dataset. The effect of noise present in the current data is discussed in detail and the COBE 53 GHz dataset is analyzed. Our analysis shows that, on the large...
An Algorithm to Improve Test Answer Copying Detection Using the Omega Statistic
Maeda, Hotaka; Zhang, Bo
2017-01-01
The omega (?) statistic is reputed to be one of the best indices for detecting answer copying on multiple choice tests, but its performance relies on the accurate estimation of copier ability, which is challenging because responses from the copiers may have been contaminated. We propose an algorithm that aims to identify and delete the suspected…
Statistical methods for the detection of answer copying on achievement tests
Sotaridona, Leonardo Sitchirita
2003-01-01
This thesis contains a collection of studies where statistical methods for the detection of answer copying on achievement tests in multiple-choice format are proposed and investigated. Although all methods are suited to detect answer copying, each method is designed to address specific characteristi
Interpreting Statistical Significance Test Results: A Proposed New "What If" Method.
Kieffer, Kevin M.; Thompson, Bruce
As the 1994 publication manual of the American Psychological Association emphasized, "p" values are affected by sample size. As a result, it can be helpful to interpret the results of statistical significant tests in a sample size context by conducting so-called "what if" analyses. However, these methods can be inaccurate…
Recent Literature on Whether Statistical Significance Tests Should or Should Not Be Banned.
Deegear, James
This paper summarizes the literature regarding statistical significant testing with an emphasis on recent literature in various discipline and literature exploring why researchers have demonstrably failed to be influenced by the American Psychological Association publication manual's encouragement to report effect sizes. Also considered are…
Bettonvil, B.W.M.; Del Castillo, E.; Kleijnen, J.P.C.
2007-01-01
This paper studies simulation-based optimization with multiple outputs. It assumes that the simulation model has one random objective function and must satisfy given constraints on the other random outputs. It presents a statistical procedure for test- ing whether a specific input combination
Bettonvil, B.W.M.; Del Castillo, E.; Kleijnen, J.P.C.
2007-01-01
This paper studies simulation-based optimization with multiple outputs. It assumes that the simulation model has one random objective function and must satisfy given constraints on the other random outputs. It presents a statistical procedure for test- ing whether a specific input combination (propo
DEFF Research Database (Denmark)
Jones, Allan; Sommerlund, Bo
2007-01-01
The uses of null hypothesis significance testing (NHST) and statistical power analysis within psychological research are critically discussed. The article looks at the problems of relying solely on NHST when dealing with small and large sample sizes. The use of power-analysis in estimating...
Connecting Science and Mathematics: The Nature of Scientific and Statistical Hypothesis Testing
Lawson, Anton E.; Oehrtman, Michael; Jensen, Jamie
2008-01-01
Confusion persists concerning the roles played by scientific hypotheses and predictions in doing science. This confusion extends to the nature of scientific and statistical hypothesis testing. The present paper utilizes the "If/and/then/Therefore" pattern of hypothetico-deductive (HD) reasoning to explicate the nature of both scientific and…
Non-parametric Morphologies of Mergers in the Illustris Simulation
Bignone, Lucas A; Sillero, Emanuel; Pedrosa, Susana E; Pellizza, Leonardo J; Lambas, Diego G
2016-01-01
We study non-parametric morphologies of mergers events in a cosmological context, using the Illustris project. We produce mock g-band images comparable to observational surveys from the publicly available Illustris simulation idealized mock images at $z=0$. We then measure non parametric indicators: asymmetry, Gini, $M_{20}$, clumpiness and concentration for a set of galaxies with $M_* >10^{10}$ M$_\\odot$. We correlate these automatic statistics with the recent merger history of galaxies and with the presence of close companions. Our main contribution is to assess in a cosmological framework, the empirically derived non-parametric demarcation line and average time-scales used to determine the merger rate observationally. We found that 98 per cent of galaxies above the demarcation line have a close companion or have experienced a recent merger event. On average, merger signatures obtained from the $G-M_{20}$ criteria anticorrelate clearly with the elapsing time to the last merger event. We also find that the a...
Harlander, Niklas; Rosenkranz, Tobias; Hohmann, Volker
2012-08-01
Single channel noise reduction has been well investigated and seems to have reached its limits in terms of speech intelligibility improvement, however, the quality of such schemes can still be advanced. This study tests to what extent novel model-based processing schemes might improve performance in particular for non-stationary noise conditions. Two prototype model-based algorithms, a speech-model-based, and a auditory-model-based algorithm were compared to a state-of-the-art non-parametric minimum statistics algorithm. A speech intelligibility test, preference rating, and listening effort scaling were performed. Additionally, three objective quality measures for the signal, background, and overall distortions were applied. For a better comparison of all algorithms, particular attention was given to the usage of the similar Wiener-based gain rule. The perceptual investigation was performed with fourteen hearing-impaired subjects. The results revealed that the non-parametric algorithm and the auditory model-based algorithm did not affect speech intelligibility, whereas the speech-model-based algorithm slightly decreased intelligibility. In terms of subjective quality, both model-based algorithms perform better than the unprocessed condition and the reference in particular for highly non-stationary noise environments. Data support the hypothesis that model-based algorithms are promising for improving performance in non-stationary noise conditions.
Reproducibility-optimized test statistic for ranking genes in microarray studies.
Elo, Laura L; Filén, Sanna; Lahesmaa, Riitta; Aittokallio, Tero
2008-01-01
A principal goal of microarray studies is to identify the genes showing differential expression under distinct conditions. In such studies, the selection of an optimal test statistic is a crucial challenge, which depends on the type and amount of data under analysis. While previous studies on simulated or spike-in datasets do not provide practical guidance on how to choose the best method for a given real dataset, we introduce an enhanced reproducibility-optimization procedure, which enables the selection of a suitable gene- anking statistic directly from the data. In comparison with existing ranking methods, the reproducibilityoptimized statistic shows good performance consistently under various simulated conditions and on Affymetrix spike-in dataset. Further, the feasibility of the novel statistic is confirmed in a practical research setting using data from an in-house cDNA microarray study of asthma-related gene expression changes. These results suggest that the procedure facilitates the selection of an appropriate test statistic for a given dataset without relying on a priori assumptions, which may bias the findings and their interpretation. Moreover, the general reproducibilityoptimization procedure is not limited to detecting differential expression only but could be extended to a wide range of other applications as well.
Nonparametric Transient Classification using Adaptive Wavelets
Varughese, Melvin M; Stephanou, Michael; Bassett, Bruce A
2015-01-01
Classifying transients based on multi band light curves is a challenging but crucial problem in the era of GAIA and LSST since the sheer volume of transients will make spectroscopic classification unfeasible. Here we present a nonparametric classifier that uses the transient's light curve measurements to predict its class given training data. It implements two novel components: the first is the use of the BAGIDIS wavelet methodology - a characterization of functional data using hierarchical wavelet coefficients. The second novelty is the introduction of a ranked probability classifier on the wavelet coefficients that handles both the heteroscedasticity of the data in addition to the potential non-representativity of the training set. The ranked classifier is simple and quick to implement while a major advantage of the BAGIDIS wavelets is that they are translation invariant, hence they do not need the light curves to be aligned to extract features. Further, BAGIDIS is nonparametric so it can be used for blind ...
A Bayesian nonparametric meta-analysis model.
Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G
2015-03-01
In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall effect size, such models may be adequate, but for prediction, they surely are not if the effect-size distribution exhibits non-normal behavior. To address this issue, we propose a Bayesian nonparametric meta-analysis model, which can describe a wider range of effect-size distributions, including unimodal symmetric distributions, as well as skewed and more multimodal distributions. We demonstrate our model through the analysis of real meta-analytic data arising from behavioral-genetic research. We compare the predictive performance of the Bayesian nonparametric model against various conventional and more modern normal fixed-effects and random-effects models.
Statistics Anxiety and Business Statistics: The International Student
Bell, James A.
2008-01-01
Does the international student suffer from statistics anxiety? To investigate this, the Statistics Anxiety Rating Scale (STARS) was administered to sixty-six beginning statistics students, including twelve international students and fifty-four domestic students. Due to the small number of international students, nonparametric methods were used to…
Bayesian nonparametric estimation for Quantum Homodyne Tomography
Naulet, Zacharie; Barat, Eric
2016-01-01
We estimate the quantum state of a light beam from results of quantum homodyne tomography noisy measurements performed on identically prepared quantum systems. We propose two Bayesian nonparametric approaches. The first approach is based on mixture models and is illustrated through simulation examples. The second approach is based on random basis expansions. We study the theoretical performance of the second approach by quantifying the rate of contraction of the posterior distribution around ...
Direct Numerical Test of the Statistical Mechanical Theory of Hydrophobic Interactions
Chaudhari, M I; Ashbaugh, H S; Pratt, L R
2013-01-01
This work tests the statistical mechanical theory of hydrophobic interactions, isolates consequences of excluded volume interactions, and obtains B2 for those purposes. Cavity methods that are particularly appropriate for study of hydrophobic interactions between atomic-size hard spheres in liquid water are developed and applied to test aspects of the Pratt-Chandler (PC) theory that have not been tested. Contact hydrophobic interactions between Ar-size hard-spheres in water are significantly more attractive than predicted by the PC theory. The corresponding results for the osmotic second virial coefficient are attractive (B2 <0), and more attractive with increasing temperature (Delta B2/Delta T < 0) in the temperature range 300K < T < 360K. This information has not been available previously, but is essential for development of the molecular-scale statistical mechanical theory of hydrophobic interactions, particularly for better definition of the role of attractive intermolecular interactions assoc...
DEFF Research Database (Denmark)
Boonstra, Philip S; Gruber, Stephen B; Raymond, Victoria M
2010-01-01
, and this right truncation effect is more pronounced in children than in parents. In this study, we first review different statistical methods for testing genetic anticipation in affected parent-child pairs that address the issue of bias due to right truncation. Using affected parent-child pair data, we compare......Anticipation, manifested through decreasing age of onset or increased severity in successive generations, has been noted in several genetic diseases. Statistical methods for genetic anticipation range from a simple use of the paired t-test for age of onset restricted to affected parent-child pairs...... to a recently proposed random effects model which includes extended pedigree data and unaffected family members [Larsen et al., 2009]. A naive use of the paired t-test is biased for the simple reason that age of onset has to be less than the age at ascertainment (interview) for both affected parent and child...
DEFF Research Database (Denmark)
Boonstra, Philip S; Gruber, Stephen B; Raymond, Victoria M
2010-01-01
Anticipation, manifested through decreasing age of onset or increased severity in successive generations, has been noted in several genetic diseases. Statistical methods for genetic anticipation range from a simple use of the paired t-test for age of onset restricted to affected parent-child pairs......, and this right truncation effect is more pronounced in children than in parents. In this study, we first review different statistical methods for testing genetic anticipation in affected parent-child pairs that address the issue of bias due to right truncation. Using affected parent-child pair data, we compare...... to a recently proposed random effects model which includes extended pedigree data and unaffected family members [Larsen et al., 2009]. A naive use of the paired t-test is biased for the simple reason that age of onset has to be less than the age at ascertainment (interview) for both affected parent and child...
Rudd, James; Moore, Jason H; Urbanowicz, Ryan J
2013-11-01
Permutation-based statistics for evaluating the significance of class prediction, predictive attributes, and patterns of association have only appeared within the learning classifier system (LCS) literature since 2012. While still not widely utilized by the LCS research community, formal evaluations of test statistic confidence are imperative to large and complex real world applications such as genetic epidemiology where it is standard practice to quantify the likelihood that a seemingly meaningful statistic could have been obtained purely by chance. LCS algorithms are relatively computationally expensive on their own. The compounding requirements for generating permutation-based statistics may be a limiting factor for some researchers interested in applying LCS algorithms to real world problems. Technology has made LCS parallelization strategies more accessible and thus more popular in recent years. In the present study we examine the benefits of externally parallelizing a series of independent LCS runs such that permutation testing with cross validation becomes more feasible to complete on a single multi-core workstation. We test our python implementation of this strategy in the context of a simulated complex genetic epidemiological data mining problem. Our evaluations indicate that as long as the number of concurrent processes does not exceed the number of CPU cores, the speedup achieved is approximately linear.
DEFF Research Database (Denmark)
Jones, Allan; Sommerlund, Bo
2007-01-01
The uses of null hypothesis significance testing (NHST) and statistical power analysis within psychological research are critically discussed. The article looks at the problems of relying solely on NHST when dealing with small and large sample sizes. The use of power-analysis in estimating...... the potential error introduced by small and large samples is advocated. Power analysis is not recommended as a replacement to NHST but as an additional source of information about the phenomena under investigation. Moreover, the importance of conceptual analysis in relation to statistical analysis of hypothesis...
A Test by Any Other Name: P Values, Bayes Factors, and Statistical Inference.
Stern, Hal S
2016-01-01
Procedures used for statistical inference are receiving increased scrutiny as the scientific community studies the factors associated with insuring reproducible research. This note addresses recent negative attention directed at p values, the relationship of confidence intervals and tests, and the role of Bayesian inference and Bayes factors, with an eye toward better understanding these different strategies for statistical inference. We argue that researchers and data analysts too often resort to binary decisions (e.g., whether to reject or accept the null hypothesis) in settings where this may not be required.
Statistical power analysis a simple and general model for traditional and modern hypothesis tests
Murphy, Kevin R; Wolach, Allen
2014-01-01
Noted for its accessible approach, this text applies the latest approaches of power analysis to both null hypothesis and minimum-effect testing using the same basic unified model. Through the use of a few simple procedures and examples, the authors show readers with little expertise in statistical analysis how to obtain the values needed to carry out the power analysis for their research. Illustrations of how these analyses work and how they can be used to choose the appropriate criterion for defining statistically significant outcomes are sprinkled throughout. The book presents a simple and g
Halpin, Peter F; Stam, Henderikus J
2006-01-01
The application of statistical testing in psychological research over the period of 1940-1960 is examined in order to address psychologists' reconciliation of the extant controversy between the Fisher and Neyman-Pearson approaches. Textbooks of psychological statistics and the psychological journal literature are reviewed to examine the presence of what Gigerenzer (1993) called a hybrid model of statistical testing. Such a model is present in the textbooks, although the mathematically incomplete character of this model precludes the appearance of a similarly hybridized approach to statistical testing in the research literature. The implications of this hybrid model for psychological research and the statistical testing controversy are discussed.
portfolio optimization based on nonparametric estimation methods
Directory of Open Access Journals (Sweden)
mahsa ghandehari
2017-03-01
Full Text Available One of the major issues investors are facing with in capital markets is decision making about select an appropriate stock exchange for investing and selecting an optimal portfolio. This process is done through the risk and expected return assessment. On the other hand in portfolio selection problem if the assets expected returns are normally distributed, variance and standard deviation are used as a risk measure. But, the expected returns on assets are not necessarily normal and sometimes have dramatic differences from normal distribution. This paper with the introduction of conditional value at risk ( CVaR, as a measure of risk in a nonparametric framework, for a given expected return, offers the optimal portfolio and this method is compared with the linear programming method. The data used in this study consists of monthly returns of 15 companies selected from the top 50 companies in Tehran Stock Exchange during the winter of 1392 which is considered from April of 1388 to June of 1393. The results of this study show the superiority of nonparametric method over the linear programming method and the nonparametric method is much faster than the linear programming method.
Takara, K. T.
2015-12-01
This paper describes a non-parametric frequency analysis method for hydrological extreme-value samples with a size larger than 100, verifying the estimation accuracy with a computer intensive statistics (CIS) resampling such as the bootstrap. Probable maximum values are also incorporated into the analysis for extreme events larger than a design level of flood control. Traditional parametric frequency analysis methods of extreme values include the following steps: Step 1: Collecting and checking extreme-value data; Step 2: Enumerating probability distributions that would be fitted well to the data; Step 3: Parameter estimation; Step 4: Testing goodness of fit; Step 5: Checking the variability of quantile (T-year event) estimates by the jackknife resampling method; and Step_6: Selection of the best distribution (final model). The non-parametric method (NPM) proposed here can skip Steps 2, 3, 4 and 6. Comparing traditional parameter methods (PM) with the NPM, this paper shows that PM often underestimates 100-year quantiles for annual maximum rainfall samples with records of more than 100 years. Overestimation examples are also demonstrated. The bootstrap resampling can do bias correction for the NPM and can also give the estimation accuracy as the bootstrap standard error. This NPM has advantages to avoid various difficulties in above-mentioned steps in the traditional PM. Probable maximum events are also incorporated into the NPM as an upper bound of the hydrological variable. Probable maximum precipitation (PMP) and probable maximum flood (PMF) can be a new parameter value combined with the NPM. An idea how to incorporate these values into frequency analysis is proposed for better management of disasters that exceed the design level. The idea stimulates more integrated approach by geoscientists and statisticians as well as encourages practitioners to consider the worst cases of disasters in their disaster management planning and practices.
Shi, Yang; Chinnaiyan, Arul M; Jiang, Hui
2015-07-01
High-throughput sequencing of transcriptomes (RNA-Seq) has become a powerful tool to study gene expression. Here we present an R package, rSeqNP, which implements a non-parametric approach to test for differential expression and splicing from RNA-Seq data. rSeqNP uses permutation tests to access statistical significance and can be applied to a variety of experimental designs. By combining information across isoforms, rSeqNP is able to detect more differentially expressed or spliced genes from RNA-Seq data. The R package with its source code and documentation are freely available at http://www-personal.umich.edu/∼jianghui/rseqnp/. jianghui@umich.edu Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.
An Adaptive Association Test for Multiple Phenotypes with GWAS Summary Statistics.
Kim, Junghi; Bai, Yun; Pan, Wei
2015-12-01
We study the problem of testing for single marker-multiple phenotype associations based on genome-wide association study (GWAS) summary statistics without access to individual-level genotype and phenotype data. For most published GWASs, because obtaining summary data is substantially easier than accessing individual-level phenotype and genotype data, while often multiple correlated traits have been collected, the problem studied here has become increasingly important. We propose a powerful adaptive test and compare its performance with some existing tests. We illustrate its applications to analyses of a meta-analyzed GWAS dataset with three blood lipid traits and another with sex-stratified anthropometric traits, and further demonstrate its potential power gain over some existing methods through realistic simulation studies. We start from the situation with only one set of (possibly meta-analyzed) genome-wide summary statistics, then extend the method to meta-analysis of multiple sets of genome-wide summary statistics, each from one GWAS. We expect the proposed test to be useful in practice as more powerful than or complementary to existing methods.
Directory of Open Access Journals (Sweden)
Xu Ke
2007-06-01
Full Text Available Abstract Background Tests for association between a haplotype and disease are commonly performed using a likelihood ratio test for heterogeneity between case and control haplotype frequencies. Using data from a study of association between heroin dependence and the DRD2 gene, we obtained estimated haplotype frequencies and the associated likelihood ratio statistic using two different computer programs, MLOCUS and GENECOUNTING. We also carried out permutation testing to assess the empirical significance of the results obtained. Results Both programs yielded similar, though not identical, estimates for the haplotype frequencies. MLOCUS produced a p value of 1.8*10-15 and GENECOUNTING produced a p value of 5.4*10-4. Permutation testing produced a p value 2.8*10-4. Conclusion The fact that very large differences occur between the likelihood ratio statistics from the two programs may reflect the fact that the haplotype frequencies for the combined group are not constrained to be equal to the weighted averages of the frequencies for the cases and controls, as they would be if they were directly observed rather than being estimated. Minor differences in haplotype frequency estimates can result in very large differences in the likelihood ratio statistic and associated p value.
Institute of Scientific and Technical Information of China (English)
赵文芝; 田铮; 夏志明
2009-01-01
A wavelet method of detection and estimation of change points in nonparametric regression models under random design is proposed.The confidence bound of our test is derived by using the test statistics based on empirical wavelet coefficients as obtained by wavelet transformation of the data which is observed with noise.Moreover,the consistence of the test is proved while the rate of convergence is given.The method turns out to be effective after being tested on simulated examples and applied to IBM stock market data.
Simultaneous statistical inference for epigenetic data.
Schildknecht, Konstantin; Olek, Sven; Dickhaus, Thorsten
2015-01-01
Epigenetic research leads to complex data structures. Since parametric model assumptions for the distribution of epigenetic data are hard to verify we introduce in the present work a nonparametric statistical framework for two-group comparisons. Furthermore, epigenetic analyses are often performed at various genetic loci simultaneously. Hence, in order to be able to draw valid conclusions for specific loci, an appropriate multiple testing correction is necessary. Finally, with technologies available for the simultaneous assessment of many interrelated biological parameters (such as gene arrays), statistical approaches also need to deal with a possibly unknown dependency structure in the data. Our statistical approach to the nonparametric comparison of two samples with independent multivariate observables is based on recently developed multivariate multiple permutation tests. We adapt their theory in order to cope with families of hypotheses regarding relative effects. Our results indicate that the multivariate multiple permutation test keeps the pre-assigned type I error level for the global null hypothesis. In combination with the closure principle, the family-wise error rate for the simultaneous test of the corresponding locus/parameter-specific null hypotheses can be controlled. In applications we demonstrate that group differences in epigenetic data can be detected reliably with our methodology.
Role of Statistical tests in Estimation of the Security of a New Encryption Algorithm
Krishna, Addepalli V N
2010-01-01
Encryption study basically deals with three levels of algorithms. The first algorithm deals with encryption mechanism, second deals with decryption Mechanism and the third discusses about the generation of keys and sub keys used in the encryption study. In the given study, a new algorithm is discussed. The algorithm executes a series of steps and generates a sequence. This sequence is being used as sub key to be mapped to plain text to generate cipher text. The strength of the encryption & Decryption process depends on the strength of sequence generated against crypto analysis.. In this part of work some statistical tests like Uniformity tests, Universal tests & Repetition tests are tried on the sequence generated to test the strength of it.
Analyzing single-molecule time series via nonparametric Bayesian inference.
Hines, Keegan E; Bankston, John R; Aldrich, Richard W
2015-02-03
The ability to measure the properties of proteins at the single-molecule level offers an unparalleled glimpse into biological systems at the molecular scale. The interpretation of single-molecule time series has often been rooted in statistical mechanics and the theory of Markov processes. While existing analysis methods have been useful, they are not without significant limitations including problems of model selection and parameter nonidentifiability. To address these challenges, we introduce the use of nonparametric Bayesian inference for the analysis of single-molecule time series. These methods provide a flexible way to extract structure from data instead of assuming models beforehand. We demonstrate these methods with applications to several diverse settings in single-molecule biophysics. This approach provides a well-constrained and rigorously grounded method for determining the number of biophysical states underlying single-molecule data. Copyright © 2015 Biophysical Society. Published by Elsevier Inc. All rights reserved.
Revealing components of the galaxy population through nonparametric techniques
Bamford, Steven P; Nichol, Robert C; Miller, Christopher J; Wasserman, Larry; Genovese, Christopher R; Freeman, Peter E
2008-01-01
The distributions of galaxy properties vary with environment, and are often multimodal, suggesting that the galaxy population may be a combination of multiple components. The behaviour of these components versus environment holds details about the processes of galaxy development. To release this information we apply a novel, nonparametric statistical technique, identifying four components present in the distribution of galaxy H$\\alpha$ emission-line equivalent-widths. We interpret these components as passive, star-forming, and two varieties of active galactic nuclei. Independent of this interpretation, the properties of each component are remarkably constant as a function of environment. Only their relative proportions display substantial variation. The galaxy population thus appears to comprise distinct components which are individually independent of environment, with galaxies rapidly transitioning between components as they move into denser environments.
Evaluation of Nonparametric Probabilistic Forecasts of Wind Power
DEFF Research Database (Denmark)
Pinson, Pierre; Møller, Jan Kloppenborg; Nielsen, Henrik Aalborg, orlov 31.07.2008;
likely outcome for each look-ahead time, but also with uncertainty estimates given by probabilistic forecasts. In order to avoid assumptions on the shape of predictive distributions, these probabilistic predictions are produced from nonparametric methods, and then take the form of a single or a set...... of quantile forecasts. The required and desirable properties of such probabilistic forecasts are defined and a framework for their evaluation is proposed. This framework is applied for evaluating the quality of two statistical methods producing full predictive distributions from point predictions of wind......Predictions of wind power production for horizons up to 48-72 hour ahead comprise a highly valuable input to the methods for the daily management or trading of wind generation. Today, users of wind power predictions are not only provided with point predictions, which are estimates of the most...
DEFF Research Database (Denmark)
Holbech, Henrik
Since 2012, European experts work towards the development and validation of an OECD test guideline for mollusc reproductive toxicity with the freshwater gastropod Lymnaea stagnalis. A ring-test involving six laboratories allowed studying reproducibility of results, based on survival and reproduct......Since 2012, European experts work towards the development and validation of an OECD test guideline for mollusc reproductive toxicity with the freshwater gastropod Lymnaea stagnalis. A ring-test involving six laboratories allowed studying reproducibility of results, based on survival...... and reproduction data of snails monitored over 56 days exposure to cadmium. A classical statistical analysis of data was initially conducted by hypothesis tests and fit of parametric concentrationresponse models. However, as mortality occurred in exposed snails, these analyses require to be refined, particularly...... was twofold. First, we refined the statistical analyses of reproduction data accounting for mortality all along the test period. The variable “number of clutches/eggs produced per individual-day” was used for EC x modelling, as classically done in epidemiology in order to account for the time...
Taroni, F; Biedermann, A; Bozza, S
2016-02-01
Many people regard the concept of hypothesis testing as fundamental to inferential statistics. Various schools of thought, in particular frequentist and Bayesian, have promoted radically different solutions for taking a decision about the plausibility of competing hypotheses. Comprehensive philosophical comparisons about their advantages and drawbacks are widely available and continue to span over large debates in the literature. More recently, controversial discussion was initiated by an editorial decision of a scientific journal [1] to refuse any paper submitted for publication containing null hypothesis testing procedures. Since the large majority of papers published in forensic journals propose the evaluation of statistical evidence based on the so called p-values, it is of interest to expose the discussion of this journal's decision within the forensic science community. This paper aims to provide forensic science researchers with a primer on the main concepts and their implications for making informed methodological choices.
Testing a statistical method of global mean palotemperature estimations in a long climate simulation
Energy Technology Data Exchange (ETDEWEB)
Zorita, E.; Gonzalez-Rouco, F. [GKSS-Forschungszentrum Geesthacht GmbH (Germany). Inst. fuer Hydrophysik
2001-07-01
Current statistical methods of reconstructing the climate of the last centuries are based on statistical models linking climate observations (temperature, sea-level-pressure) and proxy-climate data (tree-ring chronologies, ice-cores isotope concentrations, varved sediments, etc.). These models are calibrated in the instrumental period, and the longer time series of proxy data are then used to estimate the past evolution of the climate variables. Using such methods the global mean temperature of the last 600 years has been recently estimated. In this work this method of reconstruction is tested using data from a very long simulation with a climate model. This testing allows to estimate the errors of the estimations as a function of the number of proxy data and the time scale at which the estimations are probably reliable. (orig.)
Directory of Open Access Journals (Sweden)
SANGCHAN KANTABUTRA
2009-04-01
Full Text Available This paper examines urban-rural effects on public upper-secondary school efficiency in northern Thailand. In the study, efficiency was measured by a nonparametric technique, data envelopment analysis (DEA. Urban-rural effects were examined through a Mann-Whitney nonparametric statistical test. Results indicate that urban schools appear to have access to and practice different production technologies than rural schools, and rural institutions appear to operate less efficiently than their urban counterparts. In addition, a sensitivity analysis, conducted to ascertain the robustness of the analytical framework, revealed the stability of urban-rural effects on school efficiency. Policy to improve school eff iciency should thus take varying geographical area differences into account, viewing rural and urban schools as different from one another. Moreover, policymakers might consider shifting existing resources from urban schools to rural schools, provided that the increase in overall rural efficiency would be greater than the decrease, if any, in the city. Future research directions are discussed.
NParCov3: A SAS/IML Macro for Nonparametric Randomization-Based Analysis of Covariance
Directory of Open Access Journals (Sweden)
Richard C. Zink
2012-07-01
Full Text Available Analysis of covariance serves two important purposes in a randomized clinical trial. First, there is a reduction of variance for the treatment effect which provides more powerful statistical tests and more precise confidence intervals. Second, it provides estimates of the treatment effect which are adjusted for random imbalances of covariates between the treatment groups. The nonparametric analysis of covariance method of Koch, Tangen, Jung, and Amara (1998 defines a very general methodology using weighted least-squares to generate covariate-adjusted treatment effects with minimal assumptions. This methodology is general in its applicability to a variety of outcomes, whether continuous, binary, ordinal, incidence density or time-to-event. Further, its use has been illustrated in many clinical trial settings, such as multi-center, dose-response and non-inferiority trials.NParCov3 is a SAS/IML macro written to conduct the nonparametric randomization-based covariance analyses of Koch et al. (1998. The software can analyze a variety of outcomes and can account for stratification. Data from multiple clinical trials will be used for illustration.
Statistical analysis of the hen's egg test for micronucleus induction (HET-MN assay).
Hothorn, Ludwig A; Reisinger, Kerstin; Wolf, Thorsten; Poth, Albrecht; Fieblinger, Dagmar; Liebsch, Manfred; Pirow, Ralph
2013-09-18
The HET-MN assay (hen's egg test for micronucleus induction) is different from other in vitro genotoxicity assays in that it includes toxicologically important features such as absorption, distribution, metabolic activation, and excretion of the test compound. As a promising follow-up to complement existing in vitro test batteries for genotoxicity, the HET-MN is currently undergoing a formal validation. To optimize the validation, the present study describes a critical analysis of previously obtained HET-MN data to check the experimental design and to identify the most appropriate statistical procedure to evaluate treatment effects. Six statistical challenges (I-VI) of general relevance were identified, and remedies were provided which can be transferred to similarly designed test methods: a Williams-type trend test is proposed for overdispersed counts (II) by means of a square-root transformation which is robust for small sample sizes (I), variance heterogeneity (III), and possible downturn effects at high doses (IV). Due to near-to-zero or even zero-count data occurring in the negative control (V), a conditional comparison of the treatment groups against the mean of the historical controls (VI) instead of the concurrent control was proposed, which is in accordance with US-FDA recommendations. For the modified Williams-type tests, the power can be estimated depending on the magnitude and shape of the trend, the number of dose groups, and the magnitude of the MN counts in the negative control. The experimental design used previously (i.e. six eggs per dose group, scoring of 1000 cells per egg) was confirmed. The proposed approaches are easily available in the statistical computing environment R, and the corresponding R-codes are provided.
Statistical power analyses using G*Power 3.1: tests for correlation and regression analyses.
Faul, Franz; Erdfelder, Edgar; Buchner, Axel; Lang, Albert-Georg
2009-11-01
G*Power is a free power analysis program for a variety of statistical tests. We present extensions and improvements of the version introduced by Faul, Erdfelder, Lang, and Buchner (2007) in the domain of correlation and regression analyses. In the new version, we have added procedures to analyze the power of tests based on (1) single-sample tetrachoric correlations, (2) comparisons of dependent correlations, (3) bivariate linear regression, (4) multiple linear regression based on the random predictor model, (5) logistic regression, and (6) Poisson regression. We describe these new features and provide a brief introduction to their scope and handling.
Do firms share the same functional form of their growth rate distribution? A new statistical test
Lunardi, Josè T; Lillo, Fabrizio; Mantegna, Rosario N; Gallegati, Mauro
2011-01-01
We introduce a new statistical test of the hypothesis that a balanced panel of firms have the same growth rate distribution or, more generally, that they share the same functional form of growth rate distribution. We applied the test to European Union and US publicly quoted manufacturing firms data, considering functional forms belonging to the Subbotin family of distributions. While our hypotheses are rejected for the vast majority of sets at the sector level, we cannot rejected them at the subsector level, indicating that homogenous panels of firms could be described by a common functional form of growth rate distribution.
Case Studies for the Statistical Design of Experiments Applied to Powered Rotor Wind Tunnel Tests
Overmeyer, Austin D.; Tanner, Philip E.; Martin, Preston B.; Commo, Sean A.
2015-01-01
The application of statistical Design of Experiments (DOE) to helicopter wind tunnel testing was explored during two powered rotor wind tunnel entries during the summers of 2012 and 2013. These tests were performed jointly by the U.S. Army Aviation Development Directorate Joint Research Program Office and NASA Rotary Wing Project Office, currently the Revolutionary Vertical Lift Project, at NASA Langley Research Center located in Hampton, Virginia. Both entries were conducted in the 14- by 22-Foot Subsonic Tunnel with a small portion of the overall tests devoted to developing case studies of the DOE approach as it applies to powered rotor testing. A 16-47 times reduction in the number of data points required was estimated by comparing the DOE approach to conventional testing methods. The average error for the DOE surface response model for the OH-58F test was 0.95 percent and 4.06 percent for drag and download, respectively. The DOE surface response model of the Active Flow Control test captured the drag within 4.1 percent of measured data. The operational differences between the two testing approaches are identified, but did not prevent the safe operation of the powered rotor model throughout the DOE test matrices.
Robust Statistical Tests of Dragon-Kings beyond Power Law Distributions
Pisarenko, V F
2011-01-01
We ask the question whether it is possible to diagnose the existence of "Dragon-Kings" (DK), namely anomalous observations compared to a power law background distribution of event sizes. We present two new statistical tests, the U-test and the DK-test, aimed at identifying the existence of even a single anomalous event in the tail of the distribution of just a few tens of observations. The DK-test in particular is derived such that the p-value of its statistic is independent of the exponent characterizing the null hypothesis. We demonstrate how to apply these two tests on the distributions of cities and of agglomerations in a number of countries. We find the following evidence for Dragon-Kings: London in the distribution of city sizes of Great Britain; Moscow and St-Petersburg in the distribution of city sizes in the Russian Federation; and Paris in the distribution of agglomeration sizes in France. True negatives are also reported, for instance the absence of Dragon-Kings in the distribution of cities in Ger...
Application of multiple statistical tests to enhance mass spectrometry-based biomarker discovery
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Garner Harold R
2009-05-01
Full Text Available Abstract Background Mass spectrometry-based biomarker discovery has long been hampered by the difficulty in reconciling lists of discriminatory peaks identified by different laboratories for the same diseases studied. We describe a multi-statistical analysis procedure that combines several independent computational methods. This approach capitalizes on the strengths of each to analyze the same high-resolution mass spectral data set to discover consensus differential mass peaks that should be robust biomarkers for distinguishing between disease states. Results The proposed methodology was applied to a pilot narcolepsy study using logistic regression, hierarchical clustering, t-test, and CART. Consensus, differential mass peaks with high predictive power were identified across three of the four statistical platforms. Based on the diagnostic accuracy measures investigated, the performance of the consensus-peak model was a compromise between logistic regression and CART, which produced better models than hierarchical clustering and t-test. However, consensus peaks confer a higher level of confidence in their ability to distinguish between disease states since they do not represent peaks that are a result of biases to a particular statistical algorithm. Instead, they were selected as differential across differing data distribution assumptions, demonstrating their true discriminatory potential. Conclusion The methodology described here is applicable to any high-resolution MALDI mass spectrometry-derived data set with minimal mass drift which is essential for peak-to-peak comparison studies. Four statistical approaches with differing data distribution assumptions were applied to the same raw data set to obtain consensus peaks that were found to be statistically differential between the two groups compared. These consensus peaks demonstrated high diagnostic accuracy when used to form a predictive model as evaluated by receiver operating characteristics
Nonparametric Analyses of Log-Periodic Precursors to Financial Crashes
Zhou, Wei-Xing; Sornette, Didier
We apply two nonparametric methods to further test the hypothesis that log-periodicity characterizes the detrended price trajectory of large financial indices prior to financial crashes or strong corrections. The term "parametric" refers here to the use of the log-periodic power law formula to fit the data; in contrast, "nonparametric" refers to the use of general tools such as Fourier transform, and in the present case the Hilbert transform and the so-called (H, q)-analysis. The analysis using the (H, q)-derivative is applied to seven time series ending with the October 1987 crash, the October 1997 correction and the April 2000 crash of the Dow Jones Industrial Average (DJIA), the Standard & Poor 500 and Nasdaq indices. The Hilbert transform is applied to two detrended price time series in terms of the ln(tc-t) variable, where tc is the time of the crash. Taking all results together, we find strong evidence for a universal fundamental log-frequency f=1.02±0.05 corresponding to the scaling ratio λ=2.67±0.12. These values are in very good agreement with those obtained in earlier works with different parametric techniques. This note is extracted from a long unpublished report with 58 figures available at , which extensively describes the evidence we have accumulated on these seven time series, in particular by presenting all relevant details so that the reader can judge for himself or herself the validity and robustness of the results.
Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study
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Anestis Antoniadis
2001-06-01
Full Text Available Wavelet analysis has been found to be a powerful tool for the nonparametric estimation of spatially-variable objects. We discuss in detail wavelet methods in nonparametric regression, where the data are modelled as observations of a signal contaminated with additive Gaussian noise, and provide an extensive review of the vast literature of wavelet shrinkage and wavelet thresholding estimators developed to denoise such data. These estimators arise from a wide range of classical and empirical Bayes methods treating either individual or blocks of wavelet coefficients. We compare various estimators in an extensive simulation study on a variety of sample sizes, test functions, signal-to-noise ratios and wavelet filters. Because there is no single criterion that can adequately summarise the behaviour of an estimator, we use various criteria to measure performance in finite sample situations. Insight into the performance of these estimators is obtained from graphical outputs and numerical tables. In order to provide some hints of how these estimators should be used to analyse real data sets, a detailed practical step-by-step illustration of a wavelet denoising analysis on electrical consumption is provided. Matlab codes are provided so that all figures and tables in this paper can be reproduced.
Zhao, Zhibiao
2011-06-01
We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.
Coulson, Melissa; Healey, Michelle; Fidler, Fiona; Cumming, Geoff
2010-01-01
A statistically significant result, and a non-significant result may differ little, although significance status may tempt an interpretation of difference. Two studies are reported that compared interpretation of such results presented using null hypothesis significance testing (NHST), or confidence intervals (CIs). Authors of articles published in psychology, behavioral neuroscience, and medical journals were asked, via email, to interpret two fictitious studies that found similar results, one statistically significant, and the other non-significant. Responses from 330 authors varied greatly, but interpretation was generally poor, whether results were presented as CIs or using NHST. However, when interpreting CIs respondents who mentioned NHST were 60% likely to conclude, unjustifiably, the two results conflicted, whereas those who interpreted CIs without reference to NHST were 95% likely to conclude, justifiably, the two results were consistent. Findings were generally similar for all three disciplines. An email survey of academic psychologists confirmed that CIs elicit better interpretations if NHST is not invoked. Improved statistical inference can result from encouragement of meta-analytic thinking and use of CIs but, for full benefit, such highly desirable statistical reform requires also that researchers interpret CIs without recourse to NHST.
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Melissa Coulson
2010-07-01
Full Text Available A statistically significant result, and a non-significant result may differ little, although significance status may tempt an interpretation of difference. Two studies are reported that compared interpretation of such results presented using null hypothesis significance testing (NHST, or confidence intervals (CIs. Authors of articles published in psychology, behavioural neuroscience, and medical journals were asked, via email, to interpret two fictitious studies that found similar results, one statistically significant, and the other non-significant. Responses from 330 authors varied greatly, but interpretation was generally poor, whether results were presented as CIs or using NHST. However, when interpreting CIs respondents who mentioned NHST were 60% likely to conclude, unjustifiably, the two results conflicted, whereas those who interpreted CIs without reference to NHST were 95% likely to conclude, justifiably, the two results were consistent. Findings were generally similar for all three disciplines. An email survey of academic psychologists confirmed that CIs elicit better interpretations if NHST is not invoked. Improved statistical inference can result from encouragement of meta-analytic thinking and use of CIs but, for full benefit, such highly desirable statistical reform requires also that researchers interpret CIs without recourse to NHST.
A nonparametric and diversified portfolio model
Shirazi, Yasaman Izadparast; Sabiruzzaman, Md.; Hamzah, Nor Aishah
2014-07-01
Traditional portfolio models, like mean-variance (MV) suffer from estimation error and lack of diversity. Alternatives, like mean-entropy (ME) or mean-variance-entropy (MVE) portfolio models focus independently on the issue of either a proper risk measure or the diversity. In this paper, we propose an asset allocation model that compromise between risk of historical data and future uncertainty. In the new model, entropy is presented as a nonparametric risk measure as well as an index of diversity. Our empirical evaluation with a variety of performance measures shows that this model has better out-of-sample performances and lower portfolio turnover than its competitors.
Non-Parametric Estimation of Correlation Functions
DEFF Research Database (Denmark)
Brincker, Rune; Rytter, Anders; Krenk, Steen
In this paper three methods of non-parametric correlation function estimation are reviewed and evaluated: the direct method, estimation by the Fast Fourier Transform and finally estimation by the Random Decrement technique. The basic ideas of the techniques are reviewed, sources of bias are pointed...... out, and methods to prevent bias are presented. The techniques are evaluated by comparing their speed and accuracy on the simple case of estimating auto-correlation functions for the response of a single degree-of-freedom system loaded with white noise....
Lottery spending: a non-parametric analysis.
Garibaldi, Skip; Frisoli, Kayla; Ke, Li; Lim, Melody
2015-01-01
We analyze the spending of individuals in the United States on lottery tickets in an average month, as reported in surveys. We view these surveys as sampling from an unknown distribution, and we use non-parametric methods to compare properties of this distribution for various demographic groups, as well as claims that some properties of this distribution are constant across surveys. We find that the observed higher spending by Hispanic lottery players can be attributed to differences in education levels, and we dispute previous claims that the top 10% of lottery players consistently account for 50% of lottery sales.
Lottery spending: a non-parametric analysis.
Directory of Open Access Journals (Sweden)
Skip Garibaldi
Full Text Available We analyze the spending of individuals in the United States on lottery tickets in an average month, as reported in surveys. We view these surveys as sampling from an unknown distribution, and we use non-parametric methods to compare properties of this distribution for various demographic groups, as well as claims that some properties of this distribution are constant across surveys. We find that the observed higher spending by Hispanic lottery players can be attributed to differences in education levels, and we dispute previous claims that the top 10% of lottery players consistently account for 50% of lottery sales.
Parametric versus non-parametric simulation
Dupeux, Bérénice; Buysse, Jeroen
2014-01-01
Most of ex-ante impact assessment policy models have been based on a parametric approach. We develop a novel non-parametric approach, called Inverse DEA. We use non parametric efficiency analysis for determining the farm’s technology and behaviour. Then, we compare the parametric approach and the Inverse DEA models to a known data generating process. We use a bio-economic model as a data generating process reflecting a real world situation where often non-linear relationships exist. Results s...
Preliminary results on nonparametric facial occlusion detection
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Daniel LÓPEZ SÁNCHEZ
2016-10-01
Full Text Available The problem of face recognition has been extensively studied in the available literature, however, some aspects of this field require further research. The design and implementation of face recognition systems that can efficiently handle unconstrained conditions (e.g. pose variations, illumination, partial occlusion... is still an area under active research. This work focuses on the design of a new nonparametric occlusion detection technique. In addition, we present some preliminary results that indicate that the proposed technique might be useful to face recognition systems, allowing them to dynamically discard occluded face parts.
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Stefano Caruson
2015-12-01
Full Text Available Abstract The remarkable importance of a calibration of a test lies in the formalization of useful statistical norms. In particular, the determination of these norms is of key importance for the Rorschach Test because of it allows objectifying the estimates of the interpretations’ formal qualities, and help to characterize responses consistent with the common perception. The aim of this work is to communicate the new results provided by a study conducted on Rorschach protocols related to a sample of “non-clinical” subjects. The expert team in Psychodiagnostic of CIFRIC (Italian Center for training, research and clinic in medicine and psychology has carried out the following work identifying the rate at which the details of each card are interpreted by normative sample. The data obtained are systematized in new Location sheets, which refers to the next edition of the "Updated Manual of Locations and Coding of Responses to Rorschach Test". Considering the Rorschach Test one of the more effective means for the acquaintance of the personality, it appears therefore fundamental to provide the professional, who uses it, with the possibility of accessing updated statistical data that reflect the population of reference, in order to deduce from them reliable and objectively valid indications.
Institute of Scientific and Technical Information of China (English)
LIU Yan-fang; ZHANG Jian-hua; L Bo; YANG Xiao-hong; LI Yan-gang; WANG Ye; WANG Jiang-min; ZHANG Hui; GUAN Jun-jiao
2013-01-01
Selection of quantitative characteristics, division of their expression ranges, and selection of example varieties are key issues on developing DUS Test Guidelines, which are more crucial for quantitative characteristics since their expressions vary in different degrees. Taking the development of DUS Test Guideline of Ranunculus asiaticus L. as an example, this paper applied statistic-based approaches for the analyses of quantitative characteristics. We selected 9 quantitative characteristics from 18 pre-selected characteristics, based on within-variety uniformity, stability between different growing cycles, and correlation among characteristics, by the analyses of coefficient of variation, paired-samples t-test and partial correlation. The expression ranges of the 9 selected quantitative characteristics were divided into different states using descriptive statistics and distribution frequency of varieties. Eight of the 9 selected quantitative characteristics were categorized as standard characteristics as they showed one peak in distribution frequency of 120 varieties in various expressions of the characteristics, whereas, plant height can be categorized as grouping characteristic since it gave two peaks, and can group the varieties into pot and cut varieties. Finally, box-plot was applied to visually select the example varieties, and varieties 7, 12, and 28 were determined as the example varieties for plant height. The methods described in this paper are effective for the selection of quantitative characteristics, division of expression ranges, and selection of example varieties in Ranunculus asiaticus L. for DUS test, and may also be interest for other plant genera.
Feyissa, Daniel D.; Aher, Yogesh D.; Engidawork, Ephrem; Höger, Harald; Lubec, Gert; Korz, Volker
2017-01-01
Animal models for anxiety, depressive-like and cognitive diseases or aging often involve testing of subjects in behavioral test batteries. The large number of test variables with different mean variations and within and between test correlations often constitute a significant problem in determining essential variables to assess behavioral patterns and their variation in individual animals as well as appropriate statistical treatment. Therefore, we applied a multivariate approach (principal component analysis) to analyse the behavioral data of 162 male adult Sprague-Dawley rats that underwent a behavioral test battery including commonly used tests for spatial learning and memory (holeboard) and different behavioral patterns (open field, elevated plus maze, forced swim test) as well as for motor abilities (Rota rod). The high dimensional behavioral results were reduced to fewer components associated with spatial cognition, general activity, anxiety-, and depression-like behavior and motor ability. The loading scores of individual rats on these different components allow an assessment and the distribution of individual features in a population of animals. The reduced number of components can be used also for statistical calculations like appropriate sample sizes for valid discriminations between experimental groups, which otherwise have to be done on each variable. Because the animals were intact, untreated and experimentally naïve the results reflect trait patterns of behavior and thus individuality. The distribution of animals with high or low levels of anxiety, depressive-like behavior, general activity and cognitive features in a local population provides information of the probability of their appeareance in experimental samples and thus may help to avoid biases. However, such an analysis initially requires a large cohort of animals in order to gain a valid assessment.
Statistical auditing and randomness test of lotto k/N-type games
Coronel-Brizio, H F; Rapallo, Fabio; Scalas, Enrico
2008-01-01
One of the most popular lottery games worldwide is the so-called ``lotto k/N''. It considers N numbers 1,2,...,N from which k are drawn randomly, without replacement. A player selects k or more numbers and the first prize is shared amongst those players whose selected numbers match all of the k randomly drawn. Exact rules may vary in different countries. In this paper, mean values and covariances for the random variables representing the numbers drawn from this kind of game are presented, with the aim of using them to audit statistically the consistency of a given sample of historical results with theoretical values coming from a hypergeometric statistical model. The method can be adapted to test pseudorandom number generators.
Statistical test of Duane-Hunt's law and its comparison with an alternative law
Perkovac, Milan
2010-01-01
Using Pearson correlation coefficient a statistical analysis of Duane-Hunt and Kulenkampff's measurement results was performed. This analysis reveals that empirically based Duane-Hunt's law is not entirely consistent with the measurement data. The author has theoretically found the action of electromagnetic oscillators, which corresponds to Planck's constant, and also has found an alternative law based on the classical theory. Using the same statistical method, this alternative law is likewise tested, and it is proved that the alternative law is completely in accordance with the measurements. The alternative law gives a relativistic expression for the energy of electromagnetic wave emitted or absorbed by atoms and proves that the empirically derived Planck-Einstein's expression is only valid for relatively low frequencies. Wave equation, which is similar to the Schr\\"odinger equation, and wavelength of the standing electromagnetic wave are also established by the author's analysis. For a relatively low energy...
Statistical auditing and randomness test of lotto k/N-type games
Coronel-Brizio, H. F.; Hernández-Montoya, A. R.; Rapallo, F.; Scalas, E.
2008-11-01
One of the most popular lottery games worldwide is the so-called “lotto k/N”. It considers N numbers 1,2,…,N from which k are drawn randomly, without replacement. A player selects k or more numbers and the first prize is shared amongst those players whose selected numbers match all of the k randomly drawn. Exact rules may vary in different countries. In this paper, mean values and covariances for the random variables representing the numbers drawn from this kind of game are presented, with the aim of using them to audit statistically the consistency of a given sample of historical results with theoretical values coming from a hypergeometric statistical model. The method can be adapted to test pseudorandom number generators.
Jang, Eunice Eunhee; Roussos, Louis
2007-01-01
This article reports two studies to illustrate methodologies for conducting a conditional covariance-based nonparametric dimensionality assessment using data from two forms of the Test of English as a Foreign Language (TOEFL). Study 1 illustrates how to assess overall dimensionality of the TOEFL including all three subtests. Study 2 is aimed at…
Mulcom: a multiple comparison statistical test for microarray data in Bioconductor
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Renzulli Tommaso
2011-09-01
Full Text Available Abstract Background Many microarray experiments search for genes with differential expression between a common "reference" group and multiple "test" groups. In such cases currently employed statistical approaches based on t-tests or close derivatives have limited efficacy, mainly because estimation of the standard error is done on only two groups at a time. Alternative approaches based on ANOVA correctly capture within-group variance from all the groups, but then do not confront single test groups with the reference. Ideally, a t-test better suited for this type of data would compare each test group with the reference, but use within-group variance calculated from all the groups. Results We implemented an R-Bioconductor package named Mulcom, with a statistical test derived from the Dunnett's t-test, designed to compare multiple test groups individually against a common reference. Interestingly, the Dunnett's test uses for the denominator of each comparison a within-group standard error aggregated from all the experimental groups. In addition to the basic Dunnett's t value, the package includes an optional minimal fold-change threshold, m. Due to the automated, permutation-based estimation of False Discovery Rate (FDR, the package also permits fast optimization of the test, to obtain the maximum number of significant genes at a given FDR value. When applied to a time-course experiment profiled in parallel on two microarray platforms, and compared with two commonly used tests, Mulcom displayed better concordance of significant genes in the two array platforms (39% vs. 26% or 15%, and higher enrichment in functional annotation to categories related to the biology of the experiment (p value Conclusions The Mulcom package provides a powerful tool for the identification of differentially expressed genes when several experimental conditions are compared against a common reference. The results of the practical example presented here show that lists of
A nonparametric approach for relevance determination
Shahbaba, Babak
2010-01-01
The problem of evaluating a large number of factors in terms of their relevance to an outcome of interest arises in many research areas such as genetics, image processing, astrophysics, and neuroscience. In this paper, we argue that treating such problems as large-scale hypothesis testing does not reflect the usual motivation behind these studies, which is to select a subset of promising factors for further investigation. and leads investigators to rely on arbitrary selection mechanisms (e.g., setting the false discovery rate at 0.05) or unrealistic loss functions. Moreover, while we might be able to justify simplifying assumptions (e.g., parametric distributional forms for test statistics under the null and alternative hypotheses) for classic hypothesis testing situations (i.e., one hypothesis at a time), generalizing such assumptions to large-scale studies is restrictive and unnecessary. In accordance with the objective of such studies, we propose to treat them as relevance determination problems. This way,...
Bayesian Nonparametric Clustering for Positive Definite Matrices.
Cherian, Anoop; Morellas, Vassilios; Papanikolopoulos, Nikolaos
2016-05-01
Symmetric Positive Definite (SPD) matrices emerge as data descriptors in several applications of computer vision such as object tracking, texture recognition, and diffusion tensor imaging. Clustering these data matrices forms an integral part of these applications, for which soft-clustering algorithms (K-Means, expectation maximization, etc.) are generally used. As is well-known, these algorithms need the number of clusters to be specified, which is difficult when the dataset scales. To address this issue, we resort to the classical nonparametric Bayesian framework by modeling the data as a mixture model using the Dirichlet process (DP) prior. Since these matrices do not conform to the Euclidean geometry, rather belongs to a curved Riemannian manifold,existing DP models cannot be directly applied. Thus, in this paper, we propose a novel DP mixture model framework for SPD matrices. Using the log-determinant divergence as the underlying dissimilarity measure to compare these matrices, and further using the connection between this measure and the Wishart distribution, we derive a novel DPM model based on the Wishart-Inverse-Wishart conjugate pair. We apply this model to several applications in computer vision. Our experiments demonstrate that our model is scalable to the dataset size and at the same time achieves superior accuracy compared to several state-of-the-art parametric and nonparametric clustering algorithms.
Drug-excipient compatibility testing using a high-throughput approach and statistical design.
Wyttenbach, Nicole; Birringer, Christian; Alsenz, Jochem; Kuentz, Martin
2005-01-01
The aim of our research was to develop a miniaturized high throughput drug-excipient compatibility test. Experiments were planned and evaluated using statistical experimental design. Binary mixtures of a drug, acetylsalicylic acid, or fluoxetine hydrochloride, and of excipients commonly used in solid dosage forms were prepared at a ratio of approximately 1:100 in 96-well microtiter plates. Samples were exposed to different temperature (40 degrees C/ 50 degrees C) and humidity (10%/75%) for different time (1 week/4 weeks), and chemical drug degradation was analyzed using a fast gradient high pressure liquid chromatography (HPLC). Categorical statistical design was applied to identify the effects and interactions of time, temperature, humidity, and excipient on drug degradation. Acetylsalicylic acid was least stable in the presence of magnesium stearate, dibasic calcium phosphate, or sodium starch glycolate. Fluoxetine hydrochloride exhibited a marked degradation only with lactose. Factor-interaction plots revealed that the relative humidity had the strongest effect on the drug excipient blends tested. In conclusion, the developed technique enables fast drug-excipient compatibility testing and identification of interactions. Since only 0.1 mg of drug is needed per data point, fast rational preselection of the pharmaceutical additives can be performed early in solid dosage form development.
SNSequate: Standard and Nonstandard Statistical Models and Methods for Test Equating
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Jorge González
2014-09-01
Full Text Available Equating is a family of statistical models and methods that are used to adjust scores on two or more versions of a test, so that the scores from different tests may be used interchangeably. In this paper we present the R package SNSequate which implements both standard and nonstandard statistical models and methods for test equating. The package construction was motivated by the need of having a modular, simple, yet comprehensive, and general software that carries out traditional and new equating methods. SNSequate currently implements the traditional mean, linear and equipercentile equating methods, as well as the mean-mean, mean-sigma, Haebara and Stocking-Lord item response theory linking methods. It also supports the newest methods such as local equating, kernel equating, and item response theory parameter linking methods based on asymmetric item characteristic functions. Practical examples are given to illustrate the capabilities of the software. A list of other programs for equating is presented, highlighting the main differences between them. Future directions for the package are also discussed.
Energy Technology Data Exchange (ETDEWEB)
Chu, Tsong-Lun [Brookhaven National Lab. (BNL), Upton, NY (United States); Varuttamaseni, Athi [Brookhaven National Lab. (BNL), Upton, NY (United States); Baek, Joo-Seok [Brookhaven National Lab. (BNL), Upton, NY (United States)
2016-11-01
The U.S. Nuclear Regulatory Commission (NRC) encourages the use of probabilistic risk assessment (PRA) technology in all regulatory matters, to the extent supported by the state-of-the-art in PRA methods and data. Although much has been accomplished in the area of risk-informed regulation, risk assessment for digital systems has not been fully developed. The NRC established a plan for research on digital systems to identify and develop methods, analytical tools, and regulatory guidance for (1) including models of digital systems in the PRAs of nuclear power plants (NPPs), and (2) incorporating digital systems in the NRC's risk-informed licensing and oversight activities. Under NRC's sponsorship, Brookhaven National Laboratory (BNL) explored approaches for addressing the failures of digital instrumentation and control (I and C) systems in the current NPP PRA framework. Specific areas investigated included PRA modeling digital hardware, development of a philosophical basis for defining software failure, and identification of desirable attributes of quantitative software reliability methods. Based on the earlier research, statistical testing is considered a promising method for quantifying software reliability. This paper describes a statistical software testing approach for quantifying software reliability and applies it to the loop-operating control system (LOCS) of an experimental loop of the Advanced Test Reactor (ATR) at Idaho National Laboratory (INL).
Using Relative Statistics and Approximate Disease Prevalence to Compare Screening Tests.
Samuelson, Frank; Abbey, Craig
2016-11-01
Schatzkin et al. and other authors demonstrated that the ratios of some conditional statistics such as the true positive fraction are equal to the ratios of unconditional statistics, such as disease detection rates, and therefore we can calculate these ratios between two screening tests on the same population even if negative test patients are not followed with a reference procedure and the true and false negative rates are unknown. We demonstrate that this same property applies to an expected utility metric. We also demonstrate that while simple estimates of relative specificities and relative areas under ROC curves (AUC) do depend on the unknown negative rates, we can write these ratios in terms of disease prevalence, and the dependence of these ratios on a posited prevalence is often weak particularly if that prevalence is small or the performance of the two screening tests is similar. Therefore we can estimate relative specificity or AUC with little loss of accuracy, if we use an approximate value of disease prevalence.
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Varying Coefficient Models.
Fan, Jianqing; Ma, Yunbei; Dai, Wei
2014-01-01
The varying-coefficient model is an important class of nonparametric statistical model that allows us to examine how the effects of covariates vary with exposure variables. When the number of covariates is large, the issue of variable selection arises. In this paper, we propose and investigate marginal nonparametric screening methods to screen variables in sparse ultra-high dimensional varying-coefficient models. The proposed nonparametric independence screening (NIS) selects variables by ranking a measure of the nonparametric marginal contributions of each covariate given the exposure variable. The sure independent screening property is established under some mild technical conditions when the dimensionality is of nonpolynomial order, and the dimensionality reduction of NIS is quantified. To enhance the practical utility and finite sample performance, two data-driven iterative NIS methods are proposed for selecting thresholding parameters and variables: conditional permutation and greedy methods, resulting in Conditional-INIS and Greedy-INIS. The effectiveness and flexibility of the proposed methods are further illustrated by simulation studies and real data applications.
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg; Conradsen, Knut; Skriver, Henning
2016-01-01
Based on an omnibus likelihood ratio test statistic for the equality of several variance-covariance matrices following the complex Wishart distribution with an associated p-value and a factorization of this test statistic, change analysis in a short sequence of multilook, polarimetric SAR data...
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg; Conradsen, Knut; Skriver, Henning
2016-01-01
Based on an omnibus likelihood ratio test statistic for the equality of several variance-covariance matrices following the complex Wishart distribution with an associated p-value and a factorization of this test statistic, change analysis in a short sequence of multilook, polarimetric SAR data...
Comparison of reliability techniques of parametric and non-parametric method
Directory of Open Access Journals (Sweden)
C. Kalaiselvan
2016-06-01
Full Text Available Reliability of a product or system is the probability that the product performs adequately its intended function for the stated period of time under stated operating conditions. It is function of time. The most widely used nano ceramic capacitor C0G and X7R is used in this reliability study to generate the Time-to failure (TTF data. The time to failure data are identified by Accelerated Life Test (ALT and Highly Accelerated Life Testing (HALT. The test is conducted at high stress level to generate more failure rate within the short interval of time. The reliability method used to convert accelerated to actual condition is Parametric method and Non-Parametric method. In this paper, comparative study has been done for Parametric and Non-Parametric methods to identify the failure data. The Weibull distribution is identified for parametric method; Kaplan–Meier and Simple Actuarial Method are identified for non-parametric method. The time taken to identify the mean time to failure (MTTF in accelerating condition is the same for parametric and non-parametric method with relative deviation.
The Galker test of speech reception in noise
DEFF Research Database (Denmark)
Lauritsen, Maj-Britt Glenn; Söderström, Margareta; Kreiner, Svend
2016-01-01
and daycare teachers completed questionnaires on the children's ability to hear and understand speech. As most of the variables were not assessed using interval scales, non-parametric statistics (Goodman-Kruskal's gamma) were used for analyzing associations with the Galker test score. For comparisons......, analysis of variance (ANOVA) was used. Interrelations were adjusted for using a non-parametric graphic model. RESULTS: In unadjusted analyses, the Galker test was associated with gender, age group, language development (Reynell revised scale), audiometry, and tympanometry. The Galker score was also...
An Evaluation of Parametric and Nonparametric Models of Fish Population Response.
Energy Technology Data Exchange (ETDEWEB)
Haas, Timothy C.; Peterson, James T.; Lee, Danny C.
1999-11-01
Predicting the distribution or status of animal populations at large scales often requires the use of broad-scale information describing landforms, climate, vegetation, etc. These data, however, often consist of mixtures of continuous and categorical covariates and nonmultiplicative interactions among covariates, complicating statistical analyses. Using data from the interior Columbia River Basin, USA, we compared four methods for predicting the distribution of seven salmonid taxa using landscape information. Subwatersheds (mean size, 7800 ha) were characterized using a set of 12 covariates describing physiography, vegetation, and current land-use. The techniques included generalized logit modeling, classification trees, a nearest neighbor technique, and a modular neural network. We evaluated model performance using out-of-sample prediction accuracy via leave-one-out cross-validation and introduce a computer-intensive Monte Carlo hypothesis testing approach for examining the statistical significance of landscape covariates with the non-parametric methods. We found the modular neural network and the nearest-neighbor techniques to be the most accurate, but were difficult to summarize in ways that provided ecological insight. The modular neural network also required the most extensive computer resources for model fitting and hypothesis testing. The generalized logit models were readily interpretable, but were the least accurate, possibly due to nonlinear relationships and nonmultiplicative interactions among covariates. Substantial overlap among the statistically significant (P<0.05) covariates for each method suggested that each is capable of detecting similar relationships between responses and covariates. Consequently, we believe that employing one or more methods may provide greater biological insight without sacrificing prediction accuracy.
A statistical test on the reliability of the non-coevality of stars in binary systems
Valle, G; Moroni, P G Prada; Degl'Innocenti, S
2016-01-01
We develop a statistical test on the expected difference in age estimates of two coeval stars in detached double-lined eclipsing binary systems that are only caused by observational uncertainties. We focus on stars in the mass range [0.8; 1.6] Msun, and on stars in the main-sequence phase. The ages were obtained by means of the maximum-likelihood SCEPtER technique. The observational constraints used in the recovery procedure are stellar mass, radius, effective temperature, and metallicity [Fe/H]. We defined the statistic W computed as the ratio of the absolute difference of estimated ages for the two stars over the age of the older one. We determined the critical values of this statistics above which coevality can be rejected. The median expected difference in the reconstructed age between the coeval stars of a binary system -- caused alone by the observational uncertainties -- shows a strong dependence on the evolutionary stage. This ranges from about 20% for an evolved primary star to about 75% for a near Z...
Application of a generalized likelihood ratio test statistic to MAGIC data
Klepser, S; 10.1063/1.4772359
2012-01-01
The commonly used detection test statistic for Cherenkov telescope data is Li & Ma (1983), Eq. 17. It evaluates the compatibility of event counts in an on-source region with those in a representative off-region. It does not exploit the typically known gamma-ray point spread function (PSF) of a system, and in practice its application requires either assumptions on the symmetry of the acceptance across the field of view, orMonte Carlo simulations.MAGIC has an azimuth-dependent, asymmetric acceptance which required a careful review of detection statistics. Besides an adapted Li & Ma based technique, the recently presented generalized LRT statistic of [1] is now in use. It is more flexible, more sensitive and less systematics-affected, because it is highly customized for multi-pointing Cherenkov telescope data with a known PSF. We present the application of this new method to archival MAGIC data and compare it to the other, Li&Ma-based method.
Variable selection in identification of a high dimensional nonlinear non-parametric system
Institute of Scientific and Technical Information of China (English)
Er-Wei BAI; Wenxiao ZHAO; Weixing ZHENG
2015-01-01
The problem of variable selection in system identification of a high dimensional nonlinear non-parametric system is described. The inherent difficulty, the curse of dimensionality, is introduced. Then its connections to various topics and research areas are briefly discussed, including order determination, pattern recognition, data mining, machine learning, statistical regression and manifold embedding. Finally, some results of variable selection in system identification in the recent literature are presented.
DEFF Research Database (Denmark)
Henningsen, Geraldine; Henningsen, Arne; Henning, Christian H. C. A.
All business transactions as well as achieving innovations take up resources, subsumed under the concept of transaction costs (TAC). One of the major factors in TAC theory is information. Information networks can catalyse the interpersonal information exchange and hence, increase the access to no...... are unveiled by reduced productivity. A cross-validated local linear non-parametric regression shows that good information networks increase the productivity of farms. A bootstrapping procedure confirms that this result is statistically significant....
Statistical Testing of Dynamically Downscaled Rainfall Data for the East Coast of Australia
Parana Manage, Nadeeka; Lockart, Natalie; Willgoose, Garry; Kuczera, George
2015-04-01
This study performs a validation of statistical properties of downscaled climate data, concentrating on the rainfall which is required for hydrology predictions used in reservoir simulations. The data sets used in this study have been produced by the NARCliM (NSW/ACT Regional Climate Modelling) project which provides a dynamically downscaled climate dataset for South-East Australia at 10km resolution. NARCliM has used three configurations of the Weather Research Forecasting Regional Climate Model and four different GCMs (MIROC-medres 3.2, ECHAM5, CCCMA 3.1 and CSIRO mk3.0) from CMIP3 to perform twelve ensembles of simulations for current and future climates. Additionally to the GCM-driven simulations, three control run simulations driven by the NCEP/NCAR reanalysis for the entire period of 1950-2009 has also been performed by the project. The validation has been performed in the Upper Hunter region of Australia which is a semi-arid to arid region 200 kilometres North-West of Sydney. The analysis used the time series of downscaled rainfall data and ground based measurements for selected Bureau of Meteorology rainfall stations within the study area. The initial testing of the gridded rainfall was focused on the autoregressive characteristics of time series because the reservoir performance depends on long-term average runoffs. A correlation analysis was performed for fortnightly, monthly and annual averaged time resolutions showing a good statistical match between reanalysis and ground truth. The spatial variation of the statistics of gridded rainfall series were calculated and plotted at the catchment scale. The spatial correlation analysis shows a poor agreement between NARCliM data and ground truth at each time resolution. However, the spatial variability plots show a strong link between the statistics and orography at the catchment scale.
Sassenhagen, Jona; Alday, Phillip M
2016-11-01
Experimental research on behavior and cognition frequently rests on stimulus or subject selection where not all characteristics can be fully controlled, even when attempting strict matching. For example, when contrasting patients to controls, variables such as intelligence or socioeconomic status are often correlated with patient status. Similarly, when presenting word stimuli, variables such as word frequency are often correlated with primary variables of interest. One procedure very commonly employed to control for such nuisance effects is conducting inferential tests on confounding stimulus or subject characteristics. For example, if word length is not significantly different for two stimulus sets, they are considered as matched for word length. Such a test has high error rates and is conceptually misguided. It reflects a common misunderstanding of statistical tests: interpreting significance not to refer to inference about a particular population parameter, but about 1. the sample in question, 2. the practical relevance of a sample difference (so that a nonsignificant test is taken to indicate evidence for the absence of relevant differences). We show inferential testing for assessing nuisance effects to be inappropriate both pragmatically and philosophically, present a survey showing its high prevalence, and briefly discuss an alternative in the form of regression including nuisance variables.
Escott-Price, Valentina; Ghodsi, Mansoureh; Schmidt, Karl Michael
2014-04-01
We evaluate the effect of genotyping errors on the type-I error of a general association test based on genotypes, showing that, in the presence of errors in the case and control samples, the test statistic asymptotically follows a scaled non-central $\\chi ^2$ distribution. We give explicit formulae for the scaling factor and non-centrality parameter for the symmetric allele-based genotyping error model and for additive and recessive disease models. They show how genotyping errors can lead to a significantly higher false-positive rate, growing with sample size, compared with the nominal significance levels. The strength of this effect depends very strongly on the population distribution of the genotype, with a pronounced effect in the case of rare alleles, and a great robustness against error in the case of large minor allele frequency. We also show how these results can be used to correct $p$-values.
Binary Classifier Calibration Using a Bayesian Non-Parametric Approach.
Naeini, Mahdi Pakdaman; Cooper, Gregory F; Hauskrecht, Milos
Learning probabilistic predictive models that are well calibrated is critical for many prediction and decision-making tasks in Data mining. This paper presents two new non-parametric methods for calibrating outputs of binary classification models: a method based on the Bayes optimal selection and a method based on the Bayesian model averaging. The advantage of these methods is that they are independent of the algorithm used to learn a predictive model, and they can be applied in a post-processing step, after the model is learned. This makes them applicable to a wide variety of machine learning models and methods. These calibration methods, as well as other methods, are tested on a variety of datasets in terms of both discrimination and calibration performance. The results show the methods either outperform or are comparable in performance to the state-of-the-art calibration methods.
Observations in the statistical analysis of NBG-18 nuclear graphite strength tests
Hindley, Michael P.; Mitchell, Mark N.; Blaine, Deborah C.; Groenwold, Albert A.
2012-01-01
The purpose of this paper is to report on the selection of a statistical distribution chosen to represent the experimental material strength of NBG-18 nuclear graphite. Three large sets of samples were tested during the material characterisation of the Pebble Bed Modular Reactor and Core Structure Ceramics materials. These sets of samples are tensile strength, flexural strength and compressive strength (CS) measurements. A relevant statistical fit is determined and the goodness of fit is also evaluated for each data set. The data sets are also normalised for ease of comparison, and combined into one representative data set. The validity of this approach is demonstrated. A second failure mode distribution is found on the CS test data. Identifying this failure mode supports the similar observations made in the past. The success of fitting the Weibull distribution through the normalised data sets allows us to improve the basis for the estimates of the variability. This could also imply that the variability on the graphite strength for the different strength measures is based on the same flaw distribution and thus a property of the material.
Li, Ke; Zhang, Qiuju; Wang, Kun; Chen, Peng; Wang, Huaqing
2016-01-08
A new fault diagnosis method for rotating machinery based on adaptive statistic test filter (ASTF) and Diagnostic Bayesian Network (DBN) is presented in this paper. ASTF is proposed to obtain weak fault features under background noise, ASTF is based on statistic hypothesis testing in the frequency domain to evaluate similarity between reference signal (noise signal) and original signal, and remove the component of high similarity. The optimal level of significance α is obtained using particle swarm optimization (PSO). To evaluate the performance of the ASTF, evaluation factor Ipq is also defined. In addition, a simulation experiment is designed to verify the effectiveness and robustness of ASTF. A sensitive evaluation method using principal component analysis (PCA) is proposed to evaluate the sensitiveness of symptom parameters (SPs) for condition diagnosis. By this way, the good SPs that have high sensitiveness for condition diagnosis can be selected. A three-layer DBN is developed to identify condition of rotation machinery based on the Bayesian Belief Network (BBN) theory. Condition diagnosis experiment for rolling element bearings demonstrates the effectiveness of the proposed method.
Directory of Open Access Journals (Sweden)
Dominic Beaulieu-Prévost
2006-03-01
Full Text Available For the last 50 years of research in quantitative social sciences, the empirical evaluation of scientific hypotheses has been based on the rejection or not of the null hypothesis. However, more than 300 articles demonstrated that this method was problematic. In summary, null hypothesis testing (NHT is unfalsifiable, its results depend directly on sample size and the null hypothesis is both improbable and not plausible. Consequently, alternatives to NHT such as confidence intervals (CI and measures of effect size are starting to be used in scientific publications. The purpose of this article is, first, to provide the conceptual tools necessary to implement an approach based on confidence intervals, and second, to briefly demonstrate why such an approach is an interesting alternative to an approach based on NHT. As demonstrated in the article, the proposed CI approach avoids most problems related to a NHT approach and can often improve the scientific and contextual relevance of the statistical interpretations by testing range hypotheses instead of a point hypothesis and by defining the minimal value of a substantial effect. The main advantage of such a CI approach is that it replaces the notion of statistical power by an easily interpretable three-value logic (probable presence of a substantial effect, probable absence of a substantial effect and probabilistic undetermination. The demonstration includes a complete example.
Real space tests of the statistical isotropy and Gaussianity of the three year WMAP data
Lew, Bartosz
2008-01-01
CONTEXT: Gaussianity will become a strong observational tool allowing to constrain viable inflationary models. AIMS: In this paper, we introduce and analyze a new method for testing SI and Gaussianity and apply it to the 3 years WMAP CMB data. METHODS: We use an original pixelization scheme to divide the sky into regions of varying size and shape. We then measure the first four moments of the one-point distribution within these regions and using their simulated spatial distributions we test the statistical isotropy and Gaussianity hypotheses. By randomly varying orientations of these regions, their angular size and shape, we sample the underlying CMB field in a new manner, that offers a richer exploration of data the content. In our analysis we account for all correlations between different regions and also show the impact on the results when these correlations are neglected. The statistical significance is assessed via comparison with realistic Monte-Carlo simulations of the observed data. RESULTS: We find t...
Local Component Analysis for Nonparametric Bayes Classifier
Khademi, Mahmoud; safayani, Meharn
2010-01-01
The decision boundaries of Bayes classifier are optimal because they lead to maximum probability of correct decision. It means if we knew the prior probabilities and the class-conditional densities, we could design a classifier which gives the lowest probability of error. However, in classification based on nonparametric density estimation methods such as Parzen windows, the decision regions depend on the choice of parameters such as window width. Moreover, these methods suffer from curse of dimensionality of the feature space and small sample size problem which severely restricts their practical applications. In this paper, we address these problems by introducing a novel dimension reduction and classification method based on local component analysis. In this method, by adopting an iterative cross-validation algorithm, we simultaneously estimate the optimal transformation matrices (for dimension reduction) and classifier parameters based on local information. The proposed method can classify the data with co...
Nonparametric estimation of location and scale parameters
Potgieter, C.J.
2012-12-01
Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ and σ under minimal assumptions regarding the form of the distribution functions of X and Y. We discuss an approach to the estimation problem that is based on asymptotic likelihood considerations. Our results enable us to provide a methodology that can be implemented easily and which yields estimators that are often near optimal when compared to fully parametric methods. We evaluate the performance of the estimators in a series of Monte Carlo simulations. © 2012 Elsevier B.V. All rights reserved.
Nonparametric Maximum Entropy Estimation on Information Diagrams
Martin, Elliot A; Meinke, Alexander; Děchtěrenko, Filip; Davidsen, Jörn
2016-01-01
Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of random discrete variables when conditioning on bivariate mutual informations and univariate entropies. Specifically, we show how to apply the concept to continuous random variables and vastly expand the types of information-theoretic quantities one can condition on. This allows us to establish a number of significant advantages of our approach over existing ones. Not only does our method perform favorably in the undersampled regime, where existing methods fail, but it also can be dramatically less computationally expensive as the cardinality of the variables increases. In addition, we propose a nonparametric formulation of connected informations and give an illustrative example showing how this agrees with the existing parametric formulation in cases of interest. We furthe...
On Parametric (and Non-Parametric Variation
Directory of Open Access Journals (Sweden)
Neil Smith
2009-11-01
Full Text Available This article raises the issue of the correct characterization of ‘Parametric Variation’ in syntax and phonology. After specifying their theoretical commitments, the authors outline the relevant parts of the Principles–and–Parameters framework, and draw a three-way distinction among Universal Principles, Parameters, and Accidents. The core of the contribution then consists of an attempt to provide identity criteria for parametric, as opposed to non-parametric, variation. Parametric choices must be antecedently known, and it is suggested that they must also satisfy seven individually necessary and jointly sufficient criteria. These are that they be cognitively represented, systematic, dependent on the input, deterministic, discrete, mutually exclusive, and irreversible.
An assessment of the statistical procedures used in original papers ...
African Journals Online (AJOL)
descriptive statistics, contingency table analysis, simple epidemiological ... reported data and the statistical review of articles before publication will .... Nonparametric correlation. 4. 9. 5 .... Correlation coefficient as measure of agreement. 1.
Statistical analysis and conformity testing of concrete in port construction work
Directory of Open Access Journals (Sweden)
M. C. Larrossa
Full Text Available Conformity control of concrete is part of a range of control and standard methods which must be employed in all construction work to assure its compliance with quality requirements. The compressive strength of the concrete is considered as a random variable that must be controlled by standardized sampling and testing in order to ensure the structural safety. Therefore, the use of a large amount of compressive strength test results of concretes with similar characteristics has been seen as an important tool in the assessment of current standard norms. This paper describes an analysis based on the conformity control used in large port construction works which have recently been carried out in the Rio Grande Port, located in Rio Grande, RS, Brazil. Statistical analyses were performed and acceptance tests of the product were conducted. They were based on the acceptance criteria of different methodologies from different continents and showed the variations that can occur in the results of the conformity testing, depending on the adopted model. It is worth mentioning that the concrete used in port construction works in the region has been in accordance with current Brazilian norms.
Debate on GMOs health risks after statistical findings in regulatory tests.
de Vendômois, Joël Spiroux; Cellier, Dominique; Vélot, Christian; Clair, Emilie; Mesnage, Robin; Séralini, Gilles-Eric
2010-10-05
We summarize the major points of international debate on health risk studies for the main commercialized edible GMOs. These GMOs are soy, maize and oilseed rape designed to contain new pesticide residues since they have been modified to be herbicide-tolerant (mostly to Roundup) or to produce mutated Bt toxins. The debated alimentary chronic risks may come from unpredictable insertional mutagenesis effects, metabolic effects, or from the new pesticide residues. The most detailed regulatory tests on the GMOs are three-month long feeding trials of laboratory rats, which are biochemically assessed. The tests are not compulsory, and are not independently conducted. The test data and the corresponding results are kept in secret by the companies. Our previous analyses of regulatory raw data at these levels, taking the representative examples of three GM maize NK 603, MON 810, and MON 863 led us to conclude that hepatorenal toxicities were possible, and that longer testing was necessary. Our study was criticized by the company developing the GMOs in question and the regulatory bodies, mainly on the divergent biological interpretations of statistically significant biochemical and physiological effects. We present the scientific reasons for the crucially different biological interpretations and also highlight the shortcomings in the experimental protocols designed by the company. The debate implies an enormous responsibility towards public health and is essential due to nonexistent traceability or epidemiological studies in the GMO-producing countries.
Debate on GMOs Health Risks after Statistical Findings in Regulatory Tests
Directory of Open Access Journals (Sweden)
Joël Spiroux de Vendômois, Dominique Cellier, Christian Vélot, Emilie Clair, Robin Mesnage, Gilles-Eric Séralini
2010-01-01
Full Text Available We summarize the major points of international debate on health risk studies for the main commercialized edible GMOs. These GMOs are soy, maize and oilseed rape designed to contain new pesticide residues since they have been modified to be herbicide-tolerant (mostly to Roundup or to produce mutated Bt toxins. The debated alimentary chronic risks may come from unpredictable insertional mutagenesis effects, metabolic effects, or from the new pesticide residues. The most detailed regulatory tests on the GMOs are three-month long feeding trials of laboratory rats, which are biochemically assessed. The tests are not compulsory, and are not independently conducted. The test data and the corresponding results are kept in secret by the companies. Our previous analyses of regulatory raw data at these levels, taking the representative examples of three GM maize NK 603, MON 810, and MON 863 led us to conclude that hepatorenal toxicities were possible, and that longer testing was necessary. Our study was criticized by the company developing the GMOs in question and the regulatory bodies, mainly on the divergent biological interpretations of statistically significant biochemical and physiological effects. We present the scientific reasons for the crucially different biological interpretations and also highlight the shortcomings in the experimental protocols designed by the company. The debate implies an enormous responsibility towards public health and is essential due to nonexistent traceability or epidemiological studies in the GMO-producing countries.
A nonparametric dynamic additive regression model for longitudinal data
DEFF Research Database (Denmark)
Martinussen, Torben; Scheike, Thomas H.
2000-01-01
dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models......dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models...
Nonparametric Bayesian inference for multidimensional compound Poisson processes
S. Gugushvili; F. van der Meulen; P. Spreij
2015-01-01
Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density r0 and intensity λ0. We take a nonparametric Bayesian approach to the problem and determine posterior contraction rates in this context, whic
Apostolos, Batsidis; Leandro, Pardo; Konstantinos, Zografos
2011-01-01
Recently Batsidis et al. (2011) have presented a new procedure based on divergence measures for testing the hypothesis of the existence of a change point in exponential populations. A simulation study was carried out using the asymptotic critical points obtained from the asymptotic distribution of the new test statistics introduced. The main purpose of this paper is to use the behavior of the test statistics introduced in the cited paper of Batsidis et al. (2011) using simulated critical points.
Asymptotic theory of nonparametric regression estimates with censored data
Institute of Scientific and Technical Information of China (English)
施沛德; 王海燕; 张利华
2000-01-01
For regression analysis, some useful Information may have been lost when the responses are right censored. To estimate nonparametric functions, several estimates based on censored data have been proposed and their consistency and convergence rates have been studied in literat黵e, but the optimal rates of global convergence have not been obtained yet. Because of the possible Information loss, one may think that it is impossible for an estimate based on censored data to achieve the optimal rates of global convergence for nonparametric regression, which were established by Stone based on complete data. This paper constructs a regression spline estimate of a general nonparametric regression f unction based on right-censored response data, and proves, under some regularity condi-tions, that this estimate achieves the optimal rates of global convergence for nonparametric regression. Since the parameters for the nonparametric regression estimate have to be chosen based on a data driven criterion, we also obtai
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg; Conradsen, Knut; Skriver, Henning
2016-01-01
Based on an omnibus likelihood ratio test statistic for the equality of several variance-covariance matrices following the complex Wishart distribution with an associated p-value and a factorization of this test statistic, change analysis in a short sequence of multilook, polarimetric SAR data...... in the covariance matrix representation is carried out. The omnibus test statistic and its factorization detect if and when change(s) occur. The technique is demonstrated on airborne EMISAR L-band data but may be applied to Sentinel-1, Cosmo-SkyMed, TerraSAR-X, ALOS and RadarSat-2 or other dual- and quad...
A statistical design for testing transgenerational genomic imprinting in natural human populations.
Directory of Open Access Journals (Sweden)
Yao Li
Full Text Available Genomic imprinting is a phenomenon in which the same allele is expressed differently, depending on its parental origin. Such a phenomenon, also called the parent-of-origin effect, has been recognized to play a pivotal role in embryological development and pathogenesis in many species. Here we propose a statistical design for detecting imprinted loci that control quantitative traits based on a random set of three-generation families from a natural population in humans. This design provides a pathway for characterizing the effects of imprinted genes on a complex trait or disease at different generations and testing transgenerational changes of imprinted effects. The design is integrated with population and cytogenetic principles of gene segregation and transmission from a previous generation to next. The implementation of the EM algorithm within the design framework leads to the estimation of genetic parameters that define imprinted effects. A simulation study is used to investigate the statistical properties of the model and validate its utilization. This new design, coupled with increasingly used genome-wide association studies, should have an immediate implication for studying the genetic architecture of complex traits in humans.
A statistical design for testing transgenerational genomic imprinting in natural human populations.
Li, Yao; Guo, Yunqian; Wang, Jianxin; Hou, Wei; Chang, Myron N; Liao, Duanping; Wu, Rongling
2011-02-25
Genomic imprinting is a phenomenon in which the same allele is expressed differently, depending on its parental origin. Such a phenomenon, also called the parent-of-origin effect, has been recognized to play a pivotal role in embryological development and pathogenesis in many species. Here we propose a statistical design for detecting imprinted loci that control quantitative traits based on a random set of three-generation families from a natural population in humans. This design provides a pathway for characterizing the effects of imprinted genes on a complex trait or disease at different generations and testing transgenerational changes of imprinted effects. The design is integrated with population and cytogenetic principles of gene segregation and transmission from a previous generation to next. The implementation of the EM algorithm within the design framework leads to the estimation of genetic parameters that define imprinted effects. A simulation study is used to investigate the statistical properties of the model and validate its utilization. This new design, coupled with increasingly used genome-wide association studies, should have an immediate implication for studying the genetic architecture of complex traits in humans.
Noel, Jean; Prieto, Juan C.; Styner, Martin
2017-03-01
Functional Analysis of Diffusion Tensor Tract Statistics (FADTTS) is a toolbox for analysis of white matter (WM) fiber tracts. It allows associating diffusion properties along major WM bundles with a set of covariates of interest, such as age, diagnostic status and gender, and the structure of the variability of these WM tract properties. However, to use this toolbox, a user must have an intermediate knowledge in scripting languages (MATLAB). FADTTSter was created to overcome this issue and make the statistical analysis accessible to any non-technical researcher. FADTTSter is actively being used by researchers at the University of North Carolina. FADTTSter guides non-technical users through a series of steps including quality control of subjects and fibers in order to setup the necessary parameters to run FADTTS. Additionally, FADTTSter implements interactive charts for FADTTS' outputs. This interactive chart enhances the researcher experience and facilitates the analysis of the results. FADTTSter's motivation is to improve usability and provide a new analysis tool to the community that complements FADTTS. Ultimately, by enabling FADTTS to a broader audience, FADTTSter seeks to accelerate hypothesis testing in neuroimaging studies involving heterogeneous clinical data and diffusion tensor imaging. This work is submitted to the Biomedical Applications in Molecular, Structural, and Functional Imaging conference. The source code of this application is available in NITRC.
Tropospheric delay statistics measured by two site test interferometers at Goldstone, California
Morabito, David D.; D'Addario, Larry R.; Acosta, Roberto J.; Nessel, James A.
2013-12-01
Site test interferometers (STIs) have been deployed at two locations within the NASA Deep Space Network tracking complex in Goldstone, California. An STI measures the difference of atmospheric delay fluctuations over a distance comparable to the separations of microwave antennas that could be combined as phased arrays for communication and navigation. The purpose of the Goldstone STIs is to assess the suitability of Goldstone as an uplink array site and to statistically characterize atmosphere-induced phase delay fluctuations for application to future arrays. Each instrument consists of two ~1 m diameter antennas and associated electronics separated by ~200 m. The antennas continuously observe signals emitted by geostationary satellites and produce measurements of the phase difference between the received signals. The two locations at Goldstone are separated by 12.5 km and differ in elevation by 119 m. We find that their delay fluctuations are statistically similar but do not appear as shifted versions of each other, suggesting that the length scale for evolution of the turbulence pattern is shorter than the separation between instruments. We also find that the fluctuations are slightly weaker at the higher altitude site.
Comparison of non-parametric methods for ungrouping coarsely aggregated data
Directory of Open Access Journals (Sweden)
Silvia Rizzi
2016-05-01
Full Text Available Abstract Background Histograms are a common tool to estimate densities non-parametrically. They are extensively encountered in health sciences to summarize data in a compact format. Examples are age-specific distributions of death or onset of diseases grouped in 5-years age classes with an open-ended age group at the highest ages. When histogram intervals are too coarse, information is lost and comparison between histograms with different boundaries is arduous. In these cases it is useful to estimate detailed distributions from grouped data. Methods From an extensive literature search we identify five methods for ungrouping count data. We compare the performance of two spline interpolation methods, two kernel density estimators and a penalized composite link model first via a simulation study and then with empirical data obtained from the NORDCAN Database. All methods analyzed can be used to estimate differently shaped distributions; can handle unequal interval length; and allow stretches of 0 counts. Results The methods show similar performance when the grouping scheme is relatively narrow, i.e. 5-years age classes. With coarser age intervals, i.e. in the presence of open-ended age groups, the penalized composite link model performs the best. Conclusion We give an overview and test different methods to estimate detailed distributions from grouped count data. Health researchers can benefit from these versatile methods, which are ready for use in the statistical software R. We recommend using the penalized composite link model when data are grouped in wide age classes.
Nonparametric signal processing validation in T-wave alternans detection and estimation.
Goya-Esteban, R; Barquero-Pérez, O; Blanco-Velasco, M; Caamaño-Fernández, A J; García-Alberola, A; Rojo-Álvarez, J L
2014-04-01
Although a number of methods have been proposed for T-Wave Alternans (TWA) detection and estimation, their performance strongly depends on their signal processing stages and on their free parameters tuning. The dependence of the system quality with respect to the main signal processing stages in TWA algorithms has not yet been studied. This study seeks to optimize the final performance of the system by successive comparisons of pairs of TWA analysis systems, with one single processing difference between them. For this purpose, a set of decision statistics are proposed to evaluate the performance, and a nonparametric hypothesis test (from Bootstrap resampling) is used to make systematic decisions. Both the temporal method (TM) and the spectral method (SM) are analyzed in this study. The experiments were carried out in two datasets: first, in semisynthetic signals with artificial alternant waves and added noise; second, in two public Holter databases with different documented risk of sudden cardiac death. For semisynthetic signals (SNR = 15 dB), after the optimization procedure, a reduction of 34.0% (TM) and 5.2% (SM) of the power of TWA amplitude estimation errors was achieved, and the power of error probability was reduced by 74.7% (SM). For Holter databases, appropriate tuning of several processing blocks, led to a larger intergroup separation between the two populations for TWA amplitude estimation. Our proposal can be used as a systematic procedure for signal processing block optimization in TWA algorithmic implementations.
Nonparametric Estimates of Gene × Environment Interaction Using Local Structural Equation Modeling
Briley, Daniel A.; Harden, K. Paige; Bates, Timothy C.; Tucker-Drob, Elliot M.
2017-01-01
Gene × Environment (G×E) interaction studies test the hypothesis that the strength of genetic influence varies across environmental contexts. Existing latent variable methods for estimating G×E interactions in twin and family data specify parametric (typically linear) functions for the interaction effect. An improper functional form may obscure the underlying shape of the interaction effect and may lead to failures to detect a significant interaction. In this article, we introduce a novel approach to the behavior genetic toolkit, local structural equation modeling (LOSEM). LOSEM is a highly flexible nonparametric approach for estimating latent interaction effects across the range of a measured moderator. This approach opens up the ability to detect and visualize new forms of G×E interaction. We illustrate the approach by using LOSEM to estimate gene × socioeconomic status (SES) interactions for six cognitive phenotypes. Rather than continuously and monotonically varying effects as has been assumed in conventional parametric approaches, LOSEM indicated substantial nonlinear shifts in genetic variance for several phenotypes. The operating characteristics of LOSEM were interrogated through simulation studies where the functional form of the interaction effect was known. LOSEM provides a conservative estimate of G×E interaction with sufficient power to detect statistically significant G×E signal with moderate sample size. We offer recommendations for the application of LOSEM and provide scripts for implementing these biometric models in Mplus and in OpenMx under R. PMID:26318287
Directory of Open Access Journals (Sweden)
Weiß, Verena
2015-10-01
Full Text Available Introduction: For survival data the coefficient of determination cannot be used to describe how good a model fits to the data. Therefore, several measures of explained variation for survival data have been proposed in recent years.Methods: We analyse an existing measure of explained variation with regard to minimisation aspects and demonstrate that these are not fulfilled for the measure.Results: In analogy to the least squares method from linear regression analysis we develop a novel measure for categorical covariates which is based only on the Kaplan-Meier estimator. Hence, the novel measure is a completely nonparametric measure with an easy graphical interpretation. For the novel measure different weighting possibilities are available and a statistical test of significance can be performed. Eventually, we apply the novel measure and further measures of explained variation to a dataset comprising persons with a histopathological papillary thyroid carcinoma.Conclusion: We propose a novel measure of explained variation with a comprehensible derivation as well as a graphical interpretation, which may be used in further analyses with survival data.
Non-Parametric Evolutionary Algorithm for Estimating Root Zone Soil Moisture
Mohanty, B.; Shin, Y.; Ines, A. M.
2013-12-01
Prediction of root zone soil moisture is critical for water resources management. In this study, we explored a non-parametric evolutionary algorithm for estimating root zone soil moisture from a time series of spatially-distributed rainfall across multiple weather locations under two different hydro-climatic regions. A new genetic algorithm-based hidden Markov model (HMMGA) was developed to estimate long-term root zone soil moisture dynamics at different soil depths. Also, we analyzed rainfall occurrence probabilities and dry/wet spell lengths reproduced by this approach. The HMMGA was used to estimate the optimal state sequences (weather states) based on the precipitation history. Historical root zone soil moisture statistics were then determined based on the weather state conditions. To test the new approach, we selected two different soil moisture fields, Oklahoma (130 km x 130 km) and Illinois (300 km x 500 km), during 1995 to 2009 and 1994 to 2010, respectively. We found that the newly developed framework performed well in predicting root zone soil moisture dynamics at both the spatial scales. Also, the reproduced rainfall occurrence probabilities and dry/wet spell lengths matched well with the observations at the spatio-temporal scales. Since the proposed algorithm requires only precipitation and historical soil moisture data from existing, established weather stations, it can serve an attractive alternative for predicting root zone soil moisture in the future using climate change scenarios and root zone soil moisture history.
Energy Technology Data Exchange (ETDEWEB)
Jha, Sumit Kumar [University of Central Florida, Orlando; Pullum, Laura L [ORNL; Ramanathan, Arvind [ORNL
2016-01-01
Embedded intelligent systems ranging from tiny im- plantable biomedical devices to large swarms of autonomous un- manned aerial systems are becoming pervasive in our daily lives. While we depend on the flawless functioning of such intelligent systems, and often take their behavioral correctness and safety for granted, it is notoriously difficult to generate test cases that expose subtle errors in the implementations of machine learning algorithms. Hence, the validation of intelligent systems is usually achieved by studying their behavior on representative data sets, using methods such as cross-validation and bootstrapping.In this paper, we present a new testing methodology for studying the correctness of intelligent systems. Our approach uses symbolic decision procedures coupled with statistical hypothesis testing to. We also use our algorithm to analyze the robustness of a human detection algorithm built using the OpenCV open-source computer vision library. We show that the human detection implementation can fail to detect humans in perturbed video frames even when the perturbations are so small that the corresponding frames look identical to the naked eye.
Statistical Degradation Models for Reliability Analysis in Non-Destructive Testing
Chetvertakova, E. S.; Chimitova, E. V.
2017-04-01
In this paper, we consider the application of the statistical degradation models for reliability analysis in non-destructive testing. Such models enable to estimate the reliability function (the dependence of non-failure probability on time) for the fixed critical level using the information of the degradation paths of tested items. The most widely used models are the gamma and Wiener degradation models, in which the gamma or normal distributions are assumed as the distribution of degradation increments, respectively. Using the computer simulation technique, we have analysed the accuracy of the reliability estimates, obtained for considered models. The number of increments can be enlarged by increasing the sample size (the number of tested items) or by increasing the frequency of measuring degradation. It has been shown, that the sample size has a greater influence on the accuracy of the reliability estimates in comparison with the measuring frequency. Moreover, it has been shown that another important factor, influencing the accuracy of reliability estimation, is the duration of observing degradation process.
Institute of Scientific and Technical Information of China (English)
2008-01-01
Pattern informatics (PI) model is one of the recently developed predictive models of earthquake phys- ics based on the statistical mechanics of complex systems. In this paper, retrospective forecast test of the PI model was conducted for the earthquakes in Sichuan-Yunnan region since 1988, exploring the possibility to apply this model to the estimation of time-dependent seismic hazard in continental China. Regional earthquake catalogue down to ML3.0 from 1970 to 2007 was used. The ‘target magnitude’ for the forecast test was MS5.5. Fifteen-year long ‘sliding time window’ was used in the PI calculation, with ‘anomaly training time window’ being 5 years and ‘forecast time window’ being 5 years, respectively. Receiver operating characteristic (ROC) test was conducted for the evaluation of the forecast result, showing that the PI forecast outperforms not only random guess but also the simple number counting approach based on the clustering hypothesis of earthquakes (the RI forecast). If the ‘forecast time window’ was shortened to 3 years and 1 year, respectively, the forecast capability of the PI model de- creased significantly, albeit outperformed random forecast. For the one year ‘forecast time window’, the PI result was almost comparable to the RI result, indicating that clustering properties play a more important role at this time scale.
Institute of Scientific and Technical Information of China (English)
金如锋
2011-01-01
候选基因关联研究中基因-基因、基因-环境交互作用的统计分析有利于揭示疾病的发生机制.本文针对病例对照设计的候选基因关联研究,综述交互作用的统计方法及其进展.交互作用的统计方法包括参数法和非参数法.参数法中最常用的为Logistic回归模型,非参数法主要是数据挖掘方法.有4类数据挖掘方法可用于候选基因关联研究,包括降维法、基于树的方法、模式识别法和贝叶斯法.本文对最常用且可靠的几种数据挖掘方法(多因子降维法、分类回归树、随机森林、贝叶斯上位效应关联图谱)的原理、分析过程和优缺点予以比较.参数法和非参数法分析交互作用时各有优缺点;低维数据的分析可采用参数法和非参数法,高维数据的分析则主要采用非参数法.随着基因分型技术的发展,可检测的SNP规模逐渐增大,使得非参数方法的应用越来越广.%Testing for gene-gene and gene-environment interactions in candidate gene association studies will help to reveal possible mechanisms underlying diseases. This article summarized the progress of statistical methods for testing interactions in candidate gene association studies based on case-control design. Parametric and non-parametric methods can be used to detect the interactions. Logistic regression is the most frequently used parametric method,and data mining techniques offer a variety of alternative non-parametric methods. Data mining techniques that can be applied in association studies consist of dimension reduction, tree-based approach, pattern recognition and Bayesian methods. Among alternative non-parametric methods we concentrated on the four methods which have become popular and are reliable for detection of interactions, including multifactor dimensionality reduction (MDR),classification and regression tree (CART), random forest, and Bayesian epistasis association mapping (BEAM). The principles
Ma, Cong
2016-01-01
We use cosmological luminosity distance ($d_L$) from the JLA Type Ia supernovae compilation and angular-diameter distance ($d_A$) based on BOSS and WiggleZ baryon acoustic oscillation measurements to test the distance-duality relation $\\eta \\equiv d_L / [ (1 + z)^2 d_A ] = 1$. The $d_L$ measurements are matched to $d_A$ redshift by a statistically-motivated compression procedure. By means of Monte Carlo methods, non-trivial and correlated distributions of $\\eta$ can be explored in a straightforward manner without resorting to a particular evolution template $\\eta(z)$. Assuming Planck cosmological parameter uncertainty, we find 5% constraints in favor of $\\eta = 1$, consistent with the weaker 7--10% constraints obtained using WiggleZ data. These results stand in contrast to previous claims that $\\eta < 1$ has been found close to or above $1\\sigma$ level.
Statistical Testing of Segment Homogeneity in Classification of Piecewise–Regular Objects
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Savchenko Andrey V.
2015-12-01
Full Text Available The paper is focused on the problem of multi-class classification of composite (piecewise-regular objects (e.g., speech signals, complex images, etc.. We propose a mathematical model of composite object representation as a sequence of independent segments. Each segment is represented as a random sample of independent identically distributed feature vectors. Based on this model and a statistical approach, we reduce the task to a problem of composite hypothesis testing of segment homogeneity. Several nearest-neighbor criteria are implemented, and for some of them the well-known special cases (e.g., the Kullback–Leibler minimum information discrimination principle, the probabilistic neural network are highlighted. It is experimentally shown that the proposed approach improves the accuracy when compared with contemporary classifiers.
Palazón, L; Navas, A
2017-06-01
Information on sediment contribution and transport dynamics from the contributing catchments is needed to develop management plans to tackle environmental problems related with effects of fine sediment as reservoir siltation. In this respect, the fingerprinting technique is an indirect technique known to be valuable and effective for sediment source identification in river catchments. Large variability in sediment delivery was found in previous studies in the Barasona catchment (1509 km(2), Central Spanish Pyrenees). Simulation results with SWAT and fingerprinting approaches identified badlands and agricultural uses as the main contributors to sediment supply in the reservoir. In this study the catchment showed that the most reliable solution was achieved using #2, the two step process of Kruskal-Wallis H-test and discriminant function analysis. The assessment showed the importance of the statistical procedure used to define the optimum composite fingerprint for sediment fingerprinting applications. Copyright © 2016 Elsevier Ltd. All rights reserved.
Comparison of statistical models to estimate daily milk yield in single milking testing schemes
Directory of Open Access Journals (Sweden)
Marija Klopcˇic
2010-01-01
Full Text Available Different statistical models were compared to estimate daily milk yield from morning or evening milking test results. The experiment was conducted on 14 family farms with 325 recorded cows. The amount of explained variance was higher for models including the effects of partial milk yield, the interval between successive milking, the interaction between partial milk yield and the milking interval and the farm (R2 = 0.976 for AM, R2 = 0.956 for PM than for models including partial milk yield effect only (R2 = 0.957 for AM, R2 = 0.937 for PM. Estimates of daily milk yield from linear models were more accurate than those obtained by doubling single milking weights. The results show that more complex model gives the best fit to the data. Differences between models according to determination and correlation coefficient were minor. Further investigations on larger sets of data are needed to draw more general conclusion.
Experimental Test of Heisenberg's Measurement Uncertainty Relation Based on Statistical Distances
Ma, Wenchao; Ma, Zhihao; Wang, Hengyan; Chen, Zhihua; Liu, Ying; Kong, Fei; Li, Zhaokai; Peng, Xinhua; Shi, Mingjun; Shi, Fazhan; Fei, Shao-Ming; Du, Jiangfeng
2016-04-01
Incompatible observables can be approximated by compatible observables in joint measurement or measured sequentially, with constrained accuracy as implied by Heisenberg's original formulation of the uncertainty principle. Recently, Busch, Lahti, and Werner proposed inaccuracy trade-off relations based on statistical distances between probability distributions of measurement outcomes [P. Busch et al., Phys. Rev. Lett. 111, 160405 (2013); P. Busch et al., Phys. Rev. A 89, 012129 (2014)]. Here we reformulate their theoretical framework, derive an improved relation for qubit measurement, and perform an experimental test on a spin system. The relation reveals that the worst-case inaccuracy is tightly bounded from below by the incompatibility of target observables, and is verified by the experiment employing joint measurement in which two compatible observables designed to approximate two incompatible observables on one qubit are measured simultaneously.
A Statistical Framework for Testing the Causal Effects of Fetal Drive
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Nianjun eLiu
2015-01-01
Full Text Available Maternal genetic and phenotypic characteristics (e.g., metabolic and behavioral affect both the intrauterine milieu and lifelong health trajectories of their fetuses. Yet at the same time, fetal genotype may affect processes that alter pre and postnatal maternal physiology, and the subsequent health of both fetus and mother. We refer to these latter effects as ‘fetal drive.’ If fetal genotype is driving physiologic, metabolic, and behavioral phenotypic changes in the mother, there is a possibility of differential effects with different fetal genomes inducing different long-term effects on both maternal and fetal health, mediated through intrauterine environment. This proposed mechanistic path remains largely unexamined and untested. In this study, we offer a statistical method to rigorously test this hypothesis and make causal inferences in humans by relying on the (conditional randomization inherent in the process of meiosis. For illustration, we apply this method to a dataset from the Framingham Heart Study.
Colegrave, Nick; Ruxton, Graeme D
2017-03-29
A common approach to the analysis of experimental data across much of the biological sciences is test-qualified pooling. Here non-significant terms are dropped from a statistical model, effectively pooling the variation associated with each removed term with the error term used to test hypotheses (or estimate effect sizes). This pooling is only carried out if statistical testing on the basis of applying that data to a previous more complicated model provides motivation for this model simplification; hence the pooling is test-qualified. In pooling, the researcher increases the degrees of freedom of the error term with the aim of increasing statistical power to test their hypotheses of interest. Despite this approach being widely adopted and explicitly recommended by some of the most widely cited statistical textbooks aimed at biologists, here we argue that (except in highly specialized circumstances that we can identify) the hoped-for improvement in statistical power will be small or non-existent, and there is likely to be much reduced reliability of the statistical procedures through deviation of type I error rates from nominal levels. We thus call for greatly reduced use of test-qualified pooling across experimental biology, more careful justification of any use that continues, and a different philosophy for initial selection of statistical models in the light of this change in procedure.
THE GROWTH POINTS OF STATISTICAL METHODS
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Orlov A. I.
2014-11-01
Full Text Available On the basis of a new paradigm of applied mathematical statistics, data analysis and economic-mathematical methods are identified; we have also discussed five topical areas in which modern applied statistics is developing as well as the other statistical methods, i.e. five "growth points" – nonparametric statistics, robustness, computer-statistical methods, statistics of interval data, statistics of non-numeric data
2006-05-01
Kruskal-Wallis test (Siegel and Castellan 1988, Zar 1999), was used in- stead. The results of this test show that at the 95% confidence level (α...strength. Huntsville, AL: NASA Marshall Space Flight Center. Siegel, S. and N. J. Castellan , Jr. (1988) Nonparametric Statistics for the Behavioral
2006-05-01
Kruskal-Wallis test (Siegel and Castellan 1988, Zar 1999), was used in- stead. The results of this test show that at the 95% confidence level (α...strength. Huntsville, AL: NASA Marshall Space Flight Center. Siegel, S. and N. J. Castellan , Jr. (1988) Nonparametric Statistics for the Behavioral
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
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Abhay K. Singh
2013-10-01
Full Text Available This paper features an analysis of the relationship between the S&P 500 Index and the VIX using daily data obtained from the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacific. We explore the relationship between the S&P 500 daily return series and a similar series for the VIX in terms of a long sample drawn from the CBOE from 1990 to mid 2011 and a set of returns from SIRCA’s TRTH datasets from March 2005 to-date. This shorter sample, which captures the behavior of the new VIX, introduced in 2003, is divided into four sub-samples which permit the exploration of the impact of the Global Financial Crisis. We apply a series of non-parametric based tests utilizing entropy based metrics. These suggest that the PDFs and CDFs of these two return distributions change shape in various subsample periods. The entropy and MI statistics suggest that the degree of uncertainty attached to these distributions changes through time and using the S&P 500 return as the dependent variable, that the amount of information obtained from the VIX changes with time and reaches a relative maximum in the most recent period from 2011 to 2012. The entropy based non-parametric tests of the equivalence of the two distributions and their symmetry all strongly reject their respective nulls. The results suggest that parametric techniques do not adequately capture the complexities displayed in the behavior of these series. This has practical implications for hedging utilizing derivatives written on the VIX.
Saad, Walid; Poor, H Vincent; Başar, Tamer; Song, Ju Bin
2012-01-01
This paper introduces a novel approach that enables a number of cognitive radio devices that are observing the availability pattern of a number of primary users(PUs), to cooperate and use \\emph{Bayesian nonparametric} techniques to estimate the distributions of the PUs' activity pattern, assumed to be completely unknown. In the proposed model, each cognitive node may have its own individual view on each PU's distribution, and, hence, seeks to find partners having a correlated perception. To address this problem, a coalitional game is formulated between the cognitive devices and an algorithm for cooperative coalition formation is proposed. It is shown that the proposed coalition formation algorithm allows the cognitive nodes that are experiencing a similar behavior from some PUs to self-organize into disjoint, independent coalitions. Inside each coalition, the cooperative cognitive nodes use a combination of Bayesian nonparametric models such as the Dirichlet process and statistical goodness of fit techniques ...
All of statistics a concise course in statistical inference
Wasserman, Larry
2004-01-01
This book is for people who want to learn probability and statistics quickly It brings together many of the main ideas in modern statistics in one place The book is suitable for students and researchers in statistics, computer science, data mining and machine learning This book covers a much wider range of topics than a typical introductory text on mathematical statistics It includes modern topics like nonparametric curve estimation, bootstrapping and classification, topics that are usually relegated to follow-up courses The reader is assumed to know calculus and a little linear algebra No previous knowledge of probability and statistics is required The text can be used at the advanced undergraduate and graduate level Larry Wasserman is Professor of Statistics at Carnegie Mellon University He is also a member of the Center for Automated Learning and Discovery in the School of Computer Science His research areas include nonparametric inference, asymptotic theory, causality, and applications to astrophysics, bi...
Statistical methods for the analysis of a screening test for chronic beryllium disease
Energy Technology Data Exchange (ETDEWEB)
Frome, E.L.; Neubert, R.L. [Oak Ridge National Lab., TN (United States). Mathematical Sciences Section; Smith, M.H.; Littlefield, L.G.; Colyer, S.P. [Oak Ridge Inst. for Science and Education, TN (United States). Medical Sciences Div.
1994-10-01
The lymphocyte proliferation test (LPT) is a noninvasive screening procedure used to identify persons who may have chronic beryllium disease. A practical problem in the analysis of LPT well counts is the occurrence of outlying data values (approximately 7% of the time). A log-linear regression model is used to describe the expected well counts for each set of test conditions. The variance of the well counts is proportional to the square of the expected counts, and two resistant regression methods are used to estimate the parameters of interest. The first approach uses least absolute values (LAV) on the log of the well counts to estimate beryllium stimulation indices (SIs) and the coefficient of variation. The second approach uses a resistant regression version of maximum quasi-likelihood estimation. A major advantage of the resistant regression methods is that it is not necessary to identify and delete outliers. These two new methods for the statistical analysis of the LPT data and the outlier rejection method that is currently being used are applied to 173 LPT assays. The authors strongly recommend the LAV method for routine analysis of the LPT.
Statistical testing of the full-range leadership theory in nursing.
Kanste, Outi; Kääriäinen, Maria; Kyngäs, Helvi
2009-12-01
The aim of this study is to test statistically the structure of the full-range leadership theory in nursing. The data were gathered by postal questionnaires from nurses and nurse leaders working in healthcare organizations in Finland. A follow-up study was performed 1 year later. The sample consisted of 601 nurses and nurse leaders, and the follow-up study had 78 respondents. Theory was tested through structural equation modelling, standard regression analysis and two-way anova. Rewarding transformational leadership seems to promote and passive laissez-faire leadership to reduce willingness to exert extra effort, perceptions of leader effectiveness and satisfaction with the leader. Active management-by-exception seems to reduce willingness to exert extra effort and perception of leader effectiveness. Rewarding transformational leadership remained as a strong explanatory factor of all outcome variables measured 1 year later. The data supported the main structure of the full-range leadership theory, lending support to the universal nature of the theory.
Konijn, Elly A.; van de Schoot, Rens; Winter, Sonja D.; Ferguson, Christopher J.
2015-01-01
The present paper argues that an important cause of publication bias resides in traditional frequentist statistics forcing binary decisions. An alternative approach through Bayesian statistics provides various degrees of support for any hypothesis allowing balanced decisions and proper null hypothes
Noise and speckle reduction in synthetic aperture radar imagery by nonparametric Wiener filtering.
Caprari, R S; Goh, A S; Moffatt, E K
2000-12-10
We present a Wiener filter that is especially suitable for speckle and noise reduction in multilook synthetic aperture radar (SAR) imagery. The proposed filter is nonparametric, not being based on parametrized analytical models of signal statistics. Instead, the Wiener-Hopf equation is expressed entirely in terms of observed signal statistics, with no reference to the possibly unobservable pure signal and noise. This Wiener filter is simple in concept and implementation, exactly minimum mean-square error, and directly applicable to signal-dependent and multiplicative noise. We demonstrate the filtering of a genuine two-look SAR image and show how a nonnegatively constrained version of the filter substantially reduces ringing.
A statistical test on the reliability of the non-coevality of stars in binary systems
Valle, G.; Dell'Omodarme, M.; Prada Moroni, P. G.; Degl'Innocenti, S.
2016-03-01
Aims: We develop a statistical test on the expected difference in age estimates of two coeval stars in detached double-lined eclipsing binary systems that are only caused by observational uncertainties. We focus on stars in the mass range [0.8; 1.6] M⊙, with an initial metallicity [Fe/H] from -0.55 to 0.55 dex, and on stars in the main-sequence phase. Methods: The ages were obtained by means of the SCEPtER technique, a maximum-likelihood procedure relying on a pre-computed grid of stellar models. The observational constraints used in the recovery procedure are stellar mass, radius, effective temperature, and metallicity [Fe/H]. To check the effect of the uncertainties affecting observations on the (non-)coevality assessment, the chosen observational constraints were subjected to a Gaussian perturbation before applying the SCEPtER code. We defined the statistic W computed as the ratio of the absolute difference of estimated ages for the two stars over the age of the older one. We determined the critical values of this statistics above which coevality can be rejected in dependence on the mass of the two stars, on the initial metallicity [Fe/H], and on the evolutionary stage of the primary star. Results: The median expected difference in the reconstructed age between the coeval stars of a binary system - caused alone by the observational uncertainties - shows a strong dependence on the evolutionary stage. This ranges from about 20% for an evolved primary star to about 75% for a near ZAMS primary. The median difference also shows an increase with the mass of the primary star from 20% for 0.8 M⊙ stars to about 50% for 1.6 M⊙ stars. The reliability of these results was checked by repeating the process with a grid of stellar models computed by a different evolutionary code; the median difference in the critical values was only 0.01. We show that the W test is much more sensible to age differences in the binary system components than the alternative approach of
The use of person-fit statistics in computerized adaptive testing
Meijer, R.R.; van Krimpen-Stoop, Edith
2005-01-01
Several person-fit statistics have been proposed to detect item score patterns that do not fit an item response theory model. To classify response patterns as not fitting a model, a distribution of a person-fit statistic is needed. Recently, the null distributions of several fit statistics have been
Testing of a "smart-pebble" for measuring particle transport statistics
Kitsikoudis, Vasileios; Avgeris, Loukas; Valyrakis, Manousos
2017-04-01
This paper presents preliminary results from novel experiments aiming to assess coarse sediment transport statistics for a range of transport conditions, via the use of an innovative "smart-pebble" device. This device is a waterproof sphere, which has 7 cm diameter and is equipped with a number of sensors that provide information about the velocity, acceleration and positioning of the "smart-pebble" within the flow field. A series of specifically designed experiments are carried out to monitor the entrainment of a "smart-pebble" for fully developed, uniform, turbulent flow conditions over a hydraulically rough bed. Specifically, the bed surface is configured to three sections, each of them consisting of well packed glass beads of slightly increasing size at the downstream direction. The first section has a streamwise length of L1=150 cm and beads size of D1=15 mm, the second section has a length of L2=85 cm and beads size of D2=22 mm, and the third bed section has a length of L3=55 cm and beads size of D3=25.4 mm. Two cameras monitor the area of interest to provide additional information regarding the "smart-pebble" movement. Three-dimensional flow measurements are obtained with the aid of an acoustic Doppler velocimeter along a measurement grid to assess the flow forcing field. A wide range of flow rates near and above the threshold of entrainment is tested, while using four distinct densities for the "smart-pebble", which can affect its transport speed and total momentum. The acquired data are analyzed to derive Lagrangian transport statistics and the implications of such an important experiment for the transport of particles by rolling are discussed. The flow conditions for the initiation of motion, particle accelerations and equilibrium particle velocities (translating into transport rates), statistics of particle impact and its motion, can be extracted from the acquired data, which can be further compared to develop meaningful insights for sediment transport
Directory of Open Access Journals (Sweden)
Orlov A. I.
2016-05-01
Full Text Available Fuzzy sets are the special form of objects of nonnumeric nature. Therefore, in the processing of the sample, the elements of which are fuzzy sets, a variety of methods for the analysis of statistical data of any nature can be used - the calculation of the average, non-parametric density estimators, construction of diagnostic rules, etc. We have told about the development of our work on the theory of fuzziness (1975 - 2015. In the first of our work on fuzzy sets (1975, the theory of random sets is regarded as a generalization of the theory of fuzzy sets. In non-fiction series "Mathematics. Cybernetics" (publishing house "Knowledge" in 1980 the first book by a Soviet author fuzzy sets is published - our brochure "Optimization problems and fuzzy variables". This book is essentially a "squeeze" our research of 70-ies, ie, the research on the theory of stability and in particular on the statistics of objects of non-numeric nature, with a bias in the methodology. The book includes the main results of the fuzzy theory and its note to the random set theory, as well as new results (first publication! of statistics of fuzzy sets. On the basis of further experience, you can expect that the theory of fuzzy sets will be more actively applied in organizational and economic modeling of industry management processes. We discuss the concept of the average value of a fuzzy set. We have considered a number of statements of problems of testing statistical hypotheses on fuzzy sets. We have also proposed and justified some algorithms for restore relationships between fuzzy variables; we have given the representation of various variants of fuzzy cluster analysis of data and variables and described some methods of collection and description of fuzzy data
National Research Council Canada - National Science Library
Arbel, Julyan; King, Catherine K; Raymond, Ben; Winsley, Tristrom; Mengersen, Kerrie L
2015-01-01
...‐species toxicity tests. In this study, we apply a Bayesian nonparametric model to a soil microbial data set acquired across a hydrocarbon contamination gradient at the site of a fuel spill in Antarctica...