25 I1l,lCELL WRITE (NCF,12 ) IvE (I ,RCCT(I) 122 FORMAT(IlXt 3(H5 9 1) IF( IeLT *NCELL) WRITE (NOF1123 J PARTV(I1J 123 FORMAT( Xll----’,FIo.3J 25 CONT...the user’s entries. Its purpose is to write two types of files needed by the program Crunch: the data file, and the option file. 211 Iuill rateLchiavar...data file and communicate the choice of test and test parameters to Crunch. After a data file is written, Lochinvar prompts the writing of the
Gibbons, Jean Dickinson
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
Gibbons, Jean Dickinson
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.
The basic assumption of Cooper's nonparametric test for trend (EJ 125 069) is questioned. It is contended that the proper assumption alters the distribution of the statistic and reduces its usefulness. (JKS)
This textbook provides a self-contained presentation of the main concepts and methods of nonparametric statistical testing, with a particular focus on the theoretical foundations of goodness-of-fit tests, rank tests, resampling tests, and projection tests. The substitution principle is employed as a unified approach to the nonparametric test problems discussed. In addition to mathematical theory, it also includes numerous examples and computer implementations. The book is intended for advanced undergraduate, graduate, and postdoc students as well as young researchers. Readers should be familiar with the basic concepts of mathematical statistics typically covered in introductory statistics courses.
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
Bagdonavicus, Vilijandas; Nikulin, Mikhail
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.
This concise volume covers nonparametric statistics topics that most are most likely to be seen and used from a practical decision support perspective. While many degree programs require a course in parametric statistics, these methods are often inadequate for real-world decision making in business environments. Much of the data collected today by business executives (for example, customer satisfaction opinions) requires nonparametric statistics for valid analysis, and this book provides the reader with a set of tools that can be used to validly analyze all data, regardless of type. Through numerous examples and exercises, this book explains why nonparametric statistics will lead to better decisions and how they are used to reach a decision, with a wide array of business applications. Online resources include exercise data, spreadsheets, and solutions.
Anderson, Jonathan W.; Diddams, Margaret
Nonparametric statistics are often difficult to teach in introduction to statistics courses because of the lack of real-world examples. This study demonstrated how teachers can use differences in the rankings and ratings of undergraduate and graduate values to discuss: (1) ipsative and normative scaling; (2) uses of the Mann-Whitney U-test; and…
Moczko, Jerzy A
Mann-Whitney, Wilcoxon, Kruskal-Wallis and Friedman tests create a group of commonly used tests to analyze the results of clinical and laboratory data. These tests are considered to be extremely flexible and their asymptotic relative efficiency exceeds 95 percent. Compared with the corresponding parametric tests they do not require checking the fulfillment of the conditions such as the normality of data distribution, homogeneity of variance, the lack of correlation means and standard deviations, etc. They can be used both in the interval and or-dinal scales. The article presents an example Mann-Whitney test, that does not in any case the choice of these four nonparametric tests treated as a kind of gold standard leads to correct inference.
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
MacFarland, Thomas W
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...
Manteiga, Wenceslao; Romo, Juan
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...
Kvam, Paul H
A thorough and definitive book that fully addresses traditional and modern-day topics of nonparametric statistics This book presents a practical approach to nonparametric statistical analysis and provides comprehensive coverage of both established and newly developed methods. With the use of MATLAB, the authors present information on theorems and rank tests in an applied fashion, with an emphasis on modern methods in regression and curve fitting, bootstrap confidence intervals, splines, wavelets, empirical likelihood, and goodness-of-fit testing. Nonparametric Statistics with Applications to Science and Engineering begins with succinct coverage of basic results for order statistics, methods of categorical data analysis, nonparametric regression, and curve fitting methods. The authors then focus on nonparametric procedures that are becoming more relevant to engineering researchers and practitioners. The important fundamental materials needed to effectively learn and apply the discussed methods are also provide...
Arts, G.R.J.; Coolen, F.P.A.; Laan, van der P.
New methods for statistical process control are presented, where the inferences have a nonparametric predictive nature. We consider several problems in process control in terms of uncertainties about future observable random quantities, and we develop inferences for these random quantities hased on
Arts, G.R.J.; Coolen, F.P.A.; Laan, van der P.
Statistical process control (SPC) is used to decide when to stop a process as confidence in the quality of the next item(s) is low. Information to specify a parametric model is not always available, and as SPC is of a predictive nature, we present a control chart developed using nonparametric
Jung, Inkyung; Cho, Ho Jin
Spatial scan statistics are widely used for spatial cluster detection, and several parametric models exist. For continuous data, a normal-based scan statistic can be used. However, the performance of the model has not been fully evaluated for non-normal data. We propose a nonparametric spatial scan statistic based on the Wilcoxon rank-sum test statistic and compared the performance of the method with parametric models via a simulation study under various scenarios. The nonparametric method outperforms the normal-based scan statistic in terms of power and accuracy in almost all cases under consideration in the simulation study. The proposed nonparametric spatial scan statistic is therefore an excellent alternative to the normal model for continuous data and is especially useful for data following skewed or heavy-tailed distributions.
Corder, Gregory W
"…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
Lee, L.; Helsel, D.
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.
Nussbaum, E Michael
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
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
Dai, Wenlin; Zhou, Yuejin; Tong, Tiejun
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
An advanced material technology requires data base on a wide variety of material behavior which need to be established experimentally. It may often happen that experiments are practically limited in terms of reproducibility or a range of test parameters. Statistical methods can be applied to understanding uncertainties in such a quantitative manner as required from the reliability point of view. Statistical assessment involves determinations of a most probable value and the maximum and/or minimum value as one-sided or two-sided confidence limit. A scatter of test data can be approximated by a theoretical distribution only if the goodness of fit satisfies a test criterion. Alternatively, nonparametric statistics (NPS) or distribution-free statistics can be applied. Mathematical procedures by NPS are well established for dealing with most reliability problems. They handle only order statistics of a sample. Mathematical formulas and some applications to engineering assessments are described. They include confidence limits of median, population coverage of sample, required minimum number of a sample, and confidence limits of fracture probability. These applications demonstrate that a nonparametric statistical estimation is useful in logical decision making in the case a large uncertainty exists. (author)
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
The basic module of applied program package for statistical analysis of the ANI experiment data is described. By means of this module tasks of choosing theoretical model most adequately fitting to experimental data, selection of events of definte type, identification of elementary particles are carried out. For mentioned problems solving, the Bayesian rules, one-leave out test and KNN (K Nearest Neighbour) adaptive density estimation are utilized
García-Pérez, Miguel A; Núñez-Antón, Vicente
Many empirical studies measure psychometric functions (curves describing how observers' performance varies with stimulus magnitude) because these functions capture the effects of experimental conditions. To assess these effects, parametric curves are often fitted to the data and comparisons are carried out by testing for equality of mean parameter estimates across conditions. This approach is parametric and, thus, vulnerable to violations of the implied assumptions. Furthermore, testing for equality of means of parameters may be misleading: Psychometric functions may vary meaningfully across conditions on an observer-by-observer basis with no effect on the mean values of the estimated parameters. Alternative approaches to assess equality of psychometric functions per se are thus needed. This paper compares three nonparametric tests that are applicable in all situations of interest: The existing generalized Mantel-Haenszel test, a generalization of the Berry-Mielke test that was developed here, and a split variant of the generalized Mantel-Haenszel test also developed here. Their statistical properties (accuracy and power) are studied via simulation and the results show that all tests are indistinguishable as to accuracy but they differ non-uniformly as to power. Empirical use of the tests is illustrated via analyses of published data sets and practical recommendations are given. The computer code in MATLAB and R to conduct these tests is available as Electronic Supplemental Material.
Dong Bo; Kuang Bo; Zhu Xuenong
Background: Nonparametric statistical method is a kind of statistical inference method not depending on a certain distribution; it calculates the tolerance limits under certain probability level and confidence through sampling methods. The DNBR margin is one important parameter of NPP design, which presents the safety level of NPP. Purpose and Methods: This paper uses nonparametric statistical method basing on Wilks formula and VIPER-01 subchannel analysis code to calculate the DNBR design limits (DL) of 300 MW NPP (Nuclear Power Plant) during the complete loss of flow accident, simultaneously compared with the DL of DNBR through means of ITDP to get certain DNBR margin. Results: The results indicate that this method can gain 2.96% DNBR margin more than that obtained by ITDP methodology. Conclusions: Because of the reduction of the conservation during analysis process, the nonparametric statistical method can provide greater DNBR margin and the increase of DNBR margin is benefited for the upgrading of core refuel scheme. (authors)
Jurecková, Jana; Picek, Jan
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
Kunst, Robert M.
Abstract: We consider a nonparametric test for the null of seasonal unit roots in quarterly time series that builds on the RUR (records unit root) test by Aparicio, Escribano, and Sipols. We find that the test concept is more promising than a formalization of visual aids such as plots by quarter. In order to cope with the sensitivity of the original RUR test to autocorrelation under its null of a unit root, we suggest an augmentation step by autoregression. We present some evidence on the siz...
1 - Description of program or function: A suite of 26 programs designed to facilitate the appropriate statistical analysis and data handling of parametric and non-parametric data, using classical and modern univariate and multivariate methods. 2 - Method of solution: Data is read entry by entry, using a choice of input formats, and the resultant data bank is checked for out-of- range, rare, extreme or missing data. The completed STATCAT data bank can be treated by a variety of descriptive and inferential statistical methods, and modified, using other standard programs as required
Temel, Tugrul T.
This paper adapts an already existing nonparametric hypothesis test to the bootstrap framework. The test utilizes the nonparametric kernel regression method to estimate a measure of distance between the models stated under the null hypothesis. The bootstraped version of the test allows to approximate errors involved in the asymptotic hypothesis test. The paper also develops a Mathematica Code for the test algorithm.
Lahiri, S; Politis, Dimitris
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...
Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.
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.
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.
Billings, Stephen B.; Johnson, Erik B.
Urban economists hypothesize that industrial diversity matters for urban growth and development, but metrics for empirically testing this relationship are limited to simple concentration metrics (e.g. location quotient) or summary diversity indices (e.g. Gini, Herfindahl). As shown by recent advances in how we measure localization and specialization, these measures of industrial diversity may be subject to bias under small samples or the Modifiable Areal Unit Problem. Furthermore, empirically...
CORNELIS A. LOS
The efficiency of speculative markets, as represented by Fama's 1970 fair game model, is tested on weekly price index data of six Asian stock markets - Hong Kong, Indonesia, Malaysia, Singapore, Taiwan and Thailand - using Sherry's (1992) non-parametric methods. These scientific testing methods were originally developed to analyze the information processing efficiency of nervous systems. In particular, the stationarity and independence of the price innovations are tested over ten years, from ...
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, E-mail: email@example.com; Itoh, Hiroto, E-mail: firstname.lastname@example.org; Nishiyama, Yutaka, E-mail: email@example.com
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.
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.
Richard A. Johnson; James W. Evans; David W. Green
We derive the predictive distribution for a specified order statistic, determined from a future random sample, under a Dirichlet process prior. Two variants of the approach are treated and some limiting cases studied. A practical application to monitoring the strength of lumber is discussed including choices of prior expectation and comparisons made to a Bayesian...
also note that the results in Section 2 do not depend on the support of F .) This shock model have been studied by Esary, Marshall and Proschan (1973...Barlow and Proschan (1975), among others. The analogy of the shock model in risk and acturial analysis has been given by BUhlmann (1970, Chapter 2... Mathematical Statistics, Vol. 4, pp. 894-906. Billingsley, P. (1968), CONVERGENCE OF PROBABILITY MEASURES, John Wiley, New York. BUhlmann, H. (1970
Wei, Jiawei; Carroll, Raymond J.; Maity, Arnab
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
Aurelio F. Bariviera
Full Text Available This paper offers a general and comprehensive definition of the day-of-the-week effect. Using symbolic dynamics, we develop a unique test based on ordinal patterns in order to detect it. This test uncovers the fact that the so-called “day-of-the-week” effect is partly an artifact of the hidden correlation structure of the data. We present simulations based on artificial time series as well. While time series generated with long memory are prone to exhibit daily seasonality, pure white noise signals exhibit no pattern preference. Since ours is a non-parametric test, it requires no assumptions about the distribution of returns, so that it could be a practical alternative to conventional econometric tests. We also made an exhaustive application of the here-proposed technique to 83 stock indexes around the world. Finally, the paper highlights the relevance of symbolic analysis in economic time series studies.
Elias Chaibub Neto
Full Text Available In this paper we propose a vectorized implementation of the non-parametric bootstrap for statistics based on sample moments. Basically, we adopt the multinomial sampling formulation of the non-parametric bootstrap, and compute bootstrap replications of sample moment statistics by simply weighting the observed data according to multinomial counts instead of evaluating the statistic on a resampled version of the observed data. Using this formulation we can generate a matrix of bootstrap weights and compute the entire vector of bootstrap replications with a few matrix multiplications. Vectorization is particularly important for matrix-oriented programming languages such as R, where matrix/vector calculations tend to be faster than scalar operations implemented in a loop. We illustrate the application of the vectorized implementation in real and simulated data sets, when bootstrapping Pearson's sample correlation coefficient, and compared its performance against two state-of-the-art R implementations of the non-parametric bootstrap, as well as a straightforward one based on a for loop. Our investigations spanned varying sample sizes and number of bootstrap replications. The vectorized bootstrap compared favorably against the state-of-the-art implementations in all cases tested, and was remarkably/considerably faster for small/moderate sample sizes. The same results were observed in the comparison with the straightforward implementation, except for large sample sizes, where the vectorized bootstrap was slightly slower than the straightforward implementation due to increased time expenditures in the generation of weight matrices via multinomial sampling.
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...... instantaneous and convolutive mixing, and the inferred temporal patterns. Spatial maps are seen to capture smooth and localized stimuli-related components, and often identifiable noise components. The implementation is freely available as a GUI/SPM plugin, and we recommend using GPICA as an additional tool when...
Dwivedi, Alok Kumar; Mallawaarachchi, Indika; Alvarado, Luis A
Experimental studies in biomedical research frequently pose analytical problems related to small sample size. In such studies, there are conflicting findings regarding the choice of parametric and nonparametric analysis, especially with non-normal data. In such instances, some methodologists questioned the validity of parametric tests and suggested nonparametric tests. In contrast, other methodologists found nonparametric tests to be too conservative and less powerful and thus preferred using parametric tests. Some researchers have recommended using a bootstrap test; however, this method also has small sample size limitation. We used a pooled method in nonparametric bootstrap test that may overcome the problem related with small samples in hypothesis testing. The present study compared nonparametric bootstrap test with pooled resampling method corresponding to parametric, nonparametric, and permutation tests through extensive simulations under various conditions and using real data examples. The nonparametric pooled bootstrap t-test provided equal or greater power for comparing two means as compared with unpaired t-test, Welch t-test, Wilcoxon rank sum test, and permutation test while maintaining type I error probability for any conditions except for Cauchy and extreme variable lognormal distributions. In such cases, we suggest using an exact Wilcoxon rank sum test. Nonparametric bootstrap paired t-test also provided better performance than other alternatives. Nonparametric bootstrap test provided benefit over exact Kruskal-Wallis test. We suggest using nonparametric bootstrap test with pooled resampling method for comparing paired or unpaired means and for validating the one way analysis of variance test results for non-normal data in small sample size studies. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Bhattacharya, Abhishek; Dunson, David
Our first focus is prediction of a categorical response variable using features that lie on a general manifold. For example, the manifold may correspond to the surface of a hypersphere. We propose a general kernel mixture model for the joint distribution of the response and predictors, with the kernel expressed in product form and dependence induced through the unknown mixing measure. We provide simple sufficient conditions for large support and weak and strong posterior consistency in estimating both the joint distribution of the response and predictors and the conditional distribution of the response. Focusing on a Dirichlet process prior for the mixing measure, these conditions hold using von Mises-Fisher kernels when the manifold is the unit hypersphere. In this case, Bayesian methods are developed for efficient posterior computation using slice sampling. Next we develop Bayesian nonparametric methods for testing whether there is a difference in distributions between groups of observations on the manifold having unknown densities. We prove consistency of the Bayes factor and develop efficient computational methods for its calculation. The proposed classification and testing methods are evaluated using simulation examples and applied to spherical data applications. PMID:22754028
Kuosmanen, T.K.; Post, T.; Scholtes, S.
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
Arimescu, V.E.; Heins, L.
Advances in modeling fuel rod behavior and accumulations of adequate experimental data have made possible the introduction of quantitative methods to estimate the uncertainty of predictions made with best-estimate fuel rod codes. The uncertainty range of the input variables is characterized by a truncated distribution which is typically a normal, lognormal, or uniform distribution. While the distribution for fabrication parameters is defined to cover the design or fabrication tolerances, the distribution of modeling parameters is inferred from the experimental database consisting of separate effects tests and global tests. The final step of the methodology uses a Monte Carlo type of random sampling of all relevant input variables and performs best-estimate code calculations to propagate these uncertainties in order to evaluate the uncertainty range of outputs of interest for design analysis, such as internal rod pressure and fuel centerline temperature. The statistical method underlying this Monte Carlo sampling is non-parametric order statistics, which is perfectly suited to evaluate quantiles of populations with unknown distribution. The application of this method is straightforward in the case of one single fuel rod, when a 95/95 statement is applicable: 'with a probability of 95% and confidence level of 95% the values of output of interest are below a certain value'. Therefore, the 0.95-quantile is estimated for the distribution of all possible values of one fuel rod with a statistical confidence of 95%. On the other hand, a more elaborate procedure is required if all the fuel rods in the core are being analyzed. In this case, the aim is to evaluate the following global statement: with 95% confidence level, the expected number of fuel rods which are not exceeding a certain value is all the fuel rods in the core except only a few fuel rods. In both cases, the thresholds determined by the analysis should be below the safety acceptable design limit. An indirect
De Gooijer, Jan G.; Sivarajasingham, Selliah
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 the presence of general nonlinearity in vector time series. Substantial differences exist between the pre- and post-crisis period in terms of the total number of significant nonlinear relationships. We then examine both periods, using a new nonparametric test for Granger noncausality and the conventional parametric Granger noncausality test. One major finding is that the Asian stock markets have become more internationally integrated after the Asian financial crisis. An exception is the Sri Lankan market with almost no significant long-term linear and nonlinear causal linkages with other markets. To ensure that any causality is strictly nonlinear in nature, we also examine the nonlinear causal relationships of VAR filtered residuals and VAR filtered squared residuals for the post-crisis sample. We find quite a few remaining significant bi- and uni-directional causal nonlinear relationships in these series. Finally, after filtering the VAR-residuals with GARCH-BEKK models, we show that the nonparametric test statistics are substantially smaller in both magnitude and statistical significance than those before filtering. This indicates that nonlinear causality can, to a large extent, be explained by simple volatility effects.
of the estimators and tests under the null are derived, and the power properties are analyzed by considering contiguous alternatives. Test directly comparing the drift and diffusion estimators under the relevant null and alternative are also analyzed. Markov Bootstrap versions of the test statistics are proposed...... to improve on the finite-sample approximations. The finite sample properties of the estimators are examined in a simulation study....
Cho, Young Ho; Herr, Young Hoi
The cost-effective reduction of Occupational Radiation Dose (ORD) at a nuclear power plant could not be achieved without going through an extensive analysis of accumulated ORD data of existing plants. Through the data analysis, it is required to identify what are the jobs of repetitive high ORD at the nuclear power plant. In this study, Percentile Rank Sum Method (PRSM) is proposed to identify repetitive high ORD jobs, which is based on non-parametric statistical theory. As a case study, the method is applied to ORD data of maintenance and repair jobs at Kori units 3 and 4 that are pressurized water reactors with 950 MWe capacity and have been operated since 1986 and 1987, respectively in Korea. The results was verified and validated, and PRSM has been demonstrated to be an efficient method of analyzing the data
Carroll, Raymond J.
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.
Kanji, Gopal K
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.
Aghamousa, Amir [Asia Pacific Center for Theoretical Physics, Pohang, Gyeongbuk 790-784 (Korea, Republic of); Shafieloo, Arman, E-mail: firstname.lastname@example.org, E-mail: email@example.com [Korea Astronomy and Space Science Institute, Daejeon 305-348 (Korea, Republic of)
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 ΛCDM model at 95% (∼ 2σ) confidence distance from the center of the nonparametric confidence set while repeating the analysis excluding the Planck 217 × 217 GHz spectrum data, the best fit ΛCDM model shifts to 70% (∼ 1σ) confidence distance. The most prominent features in the data deviating from the best fit ΛCDM model seems to be at low multipoles 18 < ℓ < 26 at greater than 2σ, ℓ ∼ 750 at ∼1 to 2σ and ℓ ∼ 1800 at greater than 2σ level. Excluding the 217×217 GHz spectrum the feature at ℓ ∼ 1800 becomes substantially less significance at ∼1 to 2σ confidence level. Results of our analysis based on the new approach we propose in this work are in agreement with other analysis done using alternative methods.
Twelve parametric and non-parametric sensitivity analysis techniques are compared in the case of non-linear model responses. The test models used are taken from the long-term risk analysis for the disposal of high level radioactive waste in a geological formation. They describe the transport of radionuclides through a set of engineered and natural barriers from the repository to the biosphere and to man. The output data from these models are the dose rates affecting the maximum exposed individual of a critical group at a given point in time. All the techniques are applied to the output from the same Monte Carlo simulations, where a modified version of Latin Hypercube method is used for the sample selection. Hypothesis testing is systematically applied to quantify the degree of confidence in the results given by the various sensitivity estimators. The estimators are ranked according to their robustness and stability, on the basis of two test cases. The conclusions are that no estimator can be considered the best from all points of view and recommend the use of more than just one estimator in sensitivity analysis
Nemati, Shamim; Abdala, Omar; Bazán, Violeta; Yim-Yeh, Susie; Malhotra, Atul; Clifford, Gari
We present a non-parametric adaptive surrogate test that allows for the differentiation of statistically significant T-Wave Alternans (TWA) from alternating patterns that can be solely explained by the statistics of noise. The proposed test is based on estimating the distribution of noise induced alternating patterns in a beat sequence from a set of surrogate data derived from repeated reshuffling of the original beat sequence. Thus, in assessing the significance of the observed alternating patterns in the data no assumptions are made about the underlying noise distribution. In addition, since the distribution of noise-induced alternans magnitudes is calculated separately for each sequence of beats within the analysis window, the method is robust to data non-stationarities in both noise and TWA. The proposed surrogate method for rejecting noise was compared to the standard noise rejection methods used with the Spectral Method (SM) and the Modified Moving Average (MMA) techniques. Using a previously described realistic multi-lead model of TWA, and real physiological noise, we demonstrate the proposed approach reduces false TWA detections, while maintaining a lower missed TWA detection compared with all the other methods tested. A simple averaging-based TWA estimation algorithm was coupled with the surrogate significance testing and was evaluated on three public databases; the Normal Sinus Rhythm Database (NRSDB), the Chronic Heart Failure Database (CHFDB) and the Sudden Cardiac Death Database (SCDDB). Differences in TWA amplitudes between each database were evaluated at matched heart rate (HR) intervals from 40 to 120 beats per minute (BPM). Using the two-sample Kolmogorov-Smirnov test, we found that significant differences in TWA levels exist between each patient group at all decades of heart rates. The most marked difference was generally found at higher heart rates, and the new technique resulted in a larger margin of separability between patient populations than
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 ...
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...
Frepoli, Cesare; Oriani, Luca
In recent years, non-parametric or order statistics methods have been widely used to assess the impact of the uncertainties within Best-Estimate LOCA evaluation models. The bounding of the uncertainties is achieved with a direct Monte Carlo sampling of the uncertainty attributes, with the minimum trial number selected to 'stabilize' the estimation of the critical output values (peak cladding temperature (PCT), local maximum oxidation (LMO), and core-wide oxidation (CWO A non-parametric order statistics uncertainty analysis was recently implemented within the Westinghouse Realistic Large Break LOCA evaluation model, also referred to as 'Automated Statistical Treatment of Uncertainty Method' (ASTRUM). The implementation or interpretation of order statistics in safety analysis is not fully consistent within the industry. This has led to an extensive public debate among regulators and researchers which can be found in the open literature. The USNRC-approved Westinghouse method follows a rigorous implementation of the order statistics theory, which leads to the execution of 124 simulations within a Large Break LOCA analysis. This is a solid approach which guarantees that a bounding value (at 95% probability) of the 95 th percentile for each of the three 10 CFR 50.46 ECCS design acceptance criteria (PCT, LMO and CWO) is obtained. The objective of this paper is to provide additional insights on the ASTRUM statistical approach, with a more in-depth analysis of pros and cons of the order statistics and of the Westinghouse approach in the implementation of this statistical methodology. (authors)
Full Text Available In this paper, we propose a simple non-parametric goodness-of-fit test for elliptical copulas of any dimension. It is based on the equality of Kendall’s tau and Blomqvist’s beta for all bivariate margins. Nominal level and power of the proposed test are investigated in a Monte Carlo study. An empirical application illustrates our goodness-of-fit test at work.
Ju, Boryung; Jin, Tao
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…
In person-fit analysis, the object is to investigate whether an item score pattern is improbable given the item score patterns of the other persons in the group or given what is expected on the basis of a test model. In this study, several existing group-based statistics to detect such improbable
Lehmann, E L
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...
von Hirschhausen, Christian R.; Cullmann, Astrid
Abstract This paper applies parametric and non-parametric and parametric tests to assess the efficiency of electricity distribution companies in Germany. We address traditional issues in electricity sector benchmarking, such as the role of scale effects and optimal utility size, as well as new evidence specific to the situation in Germany. We use labour, capital, and peak load capacity as inputs, and units sold and the number of customers as output. The data cover 307 (out of 553) ...
Martin, Ryan; Tokdar, Surya T
We propose a flexible and identifiable version of the 2-groups model, motivated by hierarchical Bayes considerations, that features an empirical null and a semiparametric mixture model for the nonnull cases. We use a computationally efficient predictive recursion (PR) marginal likelihood procedure to estimate the model parameters, even the nonparametric mixing distribution. This leads to a nonparametric empirical Bayes testing procedure, which we call PRtest, based on thresholding the estimated local false discovery rates. Simulations and real data examples demonstrate that, compared to existing approaches, PRtest's careful handling of the nonnull density can give a much better fit in the tails of the mixture distribution which, in turn, can lead to more realistic conclusions.
In cases where sets of data are obviously not normally distributed, the application of a nonparametric method for the estimation of a confidence interval for the mean seems to be more suitable than some other methods because such a method requires few assumptions about the population of data. A two-step statistical method is proposed which can be applied to any set of analytical results: elimination of outliers by a nonparametric method based on Tchebycheff's inequality, and determination of a confidence interval for the mean by a non-parametric method based on binominal distribution. The method is appropriate only for samples of size n>=10
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.
Gouvea, Andre de; Murayama, Hitoshi
'Anarchy' is the hypothesis that there is no fundamental distinction among the three flavors of neutrinos. It describes the mixing angles as random variables, drawn from well-defined probability distributions dictated by the group Haar measure. We perform a Kolmogorov-Smirnov (KS) statistical test to verify whether anarchy is consistent with all neutrino data, including the new result presented by KamLAND. We find a KS probability for Nature's choice of mixing angles equal to 64%, quite consistent with the anarchical hypothesis. In turn, assuming that anarchy is indeed correct, we compute lower bounds on vertical bar U e3 vertical bar 2 , the remaining unknown 'angle' of the leptonic mixing matrix
McIntee, Erin; Viglino, Emilie; Rinke, Caitlin; Kumor, Stephanie; Ni Liqiang; Sigman, Michael E.
Laser-induced breakdown spectroscopy (LIBS) has been investigated for the discrimination of automobile paint samples. Paint samples from automobiles of different makes, models, and years were collected and separated into sets based on the color, presence or absence of effect pigments and the number of paint layers. Twelve LIBS spectra were obtained for each paint sample, each an average of a five single shot 'drill down' spectra from consecutive laser ablations in the same spot on the sample. Analyses by a nonparametric permutation test and a parametric Wald test were performed to determine the extent of discrimination within each set of paint samples. The discrimination power and Type I error were assessed for each data analysis method. Conversion of the spectral intensity to a log-scale (base 10) resulted in a higher overall discrimination power while observing the same significance level. Working on the log-scale, the nonparametric permutation tests gave an overall 89.83% discrimination power with a size of Type I error being 4.44% at the nominal significance level of 5%. White paint samples, as a group, were the most difficult to differentiate with the power being only 86.56% followed by 95.83% for black paint samples. Parametric analysis of the data set produced lower discrimination (85.17%) with 3.33% Type I errors, which is not recommended for both theoretical and practical considerations. The nonparametric testing method is applicable across many analytical comparisons, with the specific application described here being the pairwise comparison of automotive paint samples.
Rebora, Paola; Galimberti, Stefania; Valsecchi, Maria Grazia
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. Copyright © 2010 John Wiley & Sons, Ltd.
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”.
Maia, A.H.N.; Meinke, H.B.; Lennox, S.; Stone, R.C.
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
Flores-Ruiz, Eric; Miranda-Novales, María Guadalupe; Villasís-Keever, Miguel Ángel
The statistical analysis can be divided in two main components: descriptive analysis and inferential analysis. An inference is to elaborate conclusions from the tests performed with the data obtained from a sample of a population. Statistical tests are used in order to establish the probability that a conclusion obtained from a sample is applicable to the population from which it was obtained. However, choosing the appropriate statistical test in general poses a challenge for novice researchers. To choose the statistical test it is necessary to take into account three aspects: the research design, the number of measurements and the scale of measurement of the variables. Statistical tests are divided into two sets, parametric and nonparametric. Parametric tests can only be used if the data show a normal distribution. Choosing the right statistical test will make it easier for readers to understand and apply the results.
Full Text Available The statistical analysis can be divided in two main components: descriptive analysis and inferential analysis. An inference is to elaborate conclusions from the tests performed with the data obtained from a sample of a population. Statistical tests are used in order to establish the probability that a conclusion obtained from a sample is applicable to the population from which it was obtained. However, choosing the appropriate statistical test in general poses a challenge for novice researchers. To choose the statistical test it is necessary to take into account three aspects: the research design, the number of measurements and the scale of measurement of the variables. Statistical tests are divided into two sets, parametric and nonparametric. Parametric tests can only be used if the data show a normal distribution. Choosing the right statistical test will make it easier for readers to understand and apply the results.
Nikolopoulos, E. I.; Destro, E.; Bhuiyan, M. A. E.; Borga, M., Sr.; Anagnostou, E. N.
Fire disasters affect modern societies at global scale inducing significant economic losses and human casualties. In addition to their direct impacts they have various adverse effects on hydrologic and geomorphologic processes of a region due to the tremendous alteration of the landscape characteristics (vegetation, soil properties etc). As a consequence, wildfires often initiate a cascade of hazards such as flash floods and debris flows that usually follow the occurrence of a wildfire thus magnifying the overall impact in a region. Post-fire debris flows (PFDF) is one such type of hazards frequently occurring in Western United States where wildfires are a common natural disaster. Prediction of PDFD is therefore of high importance in this region and over the last years a number of efforts from United States Geological Survey (USGS) and National Weather Service (NWS) have been focused on the development of early warning systems that will help mitigate PFDF risk. This work proposes a prediction framework that is based on a nonparametric statistical technique (random forests) that allows predicting the occurrence of PFDF at regional scale with a higher degree of accuracy than the commonly used approaches that are based on power-law thresholds and logistic regression procedures. The work presented is based on a recently released database from USGS that reports a total of 1500 storms that triggered and did not trigger PFDF in a number of fire affected catchments in Western United States. The database includes information on storm characteristics (duration, accumulation, max intensity etc) and other auxiliary information of land surface properties (soil erodibility index, local slope etc). Results show that the proposed model is able to achieve a satisfactory prediction accuracy (threat score > 0.6) superior of previously published prediction frameworks highlighting the potential of nonparametric statistical techniques for development of PFDF prediction systems.
Fahidy, Thomas Z.
A major advantage of NST lies in the unimportance of the probability distribution of observations. In this paper, the sign test, the rank-sum test, the Kruskal-Wallis test, the Friedman test, and the runs test illustrate the potential of certain rapid NST for the evaluation of electrochemical process performance.
Aghamousa, Amir; Shafieloo, Arman [Korea Astronomy and Space Science Institute, Daejeon 305-348 (Korea, Republic of); Hamann, Jan, E-mail: firstname.lastname@example.org, E-mail: email@example.com, E-mail: firstname.lastname@example.org [School of Physics, The University of New South Wales, Sydney NSW 2052 (Australia)
Non-parametric reconstruction methods, such as Gaussian process (GP) regression, provide a model-independent way of estimating an underlying function and its uncertainty from noisy data. We demonstrate how GP-reconstruction can be used as a consistency test between a given data set and a specific model by looking for structures in the residuals of the data with respect to the model's best-fit. Applying this formalism to the Planck temperature and polarisation power spectrum measurements, we test their global consistency with the predictions of the base ΛCDM model. Our results do not show any serious inconsistencies, lending further support to the interpretation of the base ΛCDM model as cosmology's gold standard.
Pataky, Todd C; Vanrenterghem, Jos; Robinson, Mark A
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. Copyright © 2015 Elsevier Ltd. All rights reserved.
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 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
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
Yang, Jie; Wu, Rongling; Casella, George
Functional mapping is a useful tool for mapping quantitative trait loci (QTL) that control dynamic traits. It incorporates mathematical aspects of biological processes into the mixture model-based likelihood setting for QTL mapping, thus increasing the power of QTL detection and the precision of parameter estimation. However, in many situations there is no obvious functional form and, in such cases, this strategy will not be optimal. Here we propose to use nonparametric function estimation, typically implemented with B-splines, to estimate the underlying functional form of phenotypic trajectories, and then construct a nonparametric test to find evidence of existing QTL. Using the representation of a nonparametric regression as a mixed model, the final test statistic is a likelihood ratio test. We consider two types of genetic maps: dense maps and general maps, and the power of nonparametric functional mapping is investigated through simulation studies and demonstrated by examples.
Nur Hishaam Sulaiman; Mohd Khairul Amri Kamarudin; Mohd Khairul Amri Kamarudin; Ahmad Dasuki Mustafa; Muhammad Azizi Amran; Fazureen Azaman; Ismail Zainal Abidin; Norsyuhada Hairoma
Flood is common in Pahang especially during northeast monsoon season from November to February. Three river cross station: Lubuk Paku, Sg. Yap and Temerloh were selected as area of this study. The stream flow and water level data were gathered from DID record. Data set for this study were analysed by using non-parametric analysis, Mann-Kendall Trend Test. The results that obtained from stream flow and water level analysis indicate that there are positively significant trend for Lubuk Paku (0.001) and Sg. Yap (<0.0001) from 1972-2011 with the p-value < 0.05. Temerloh (0.178) data from 1963-2011 recorded no trend for stream flow parameter but negative trend for water level parameter. Hydrological pattern and trend are extremely affected by outside factors such as north east monsoon season that occurred in South China Sea and affected Pahang during November to March. There are other factors such as development and management of the areas which can be considered as factors affected the data and results. Hydrological Pattern is important to indicate the river trend such as stream flow and water level. It can be used as flood mitigation by local authorities. (author)
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
An, Mark Yuing
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...
Jin, Lei; Wang, Suojin; Wang, Haiyan
© 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
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.
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.
© 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
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…
Li, Bo; Genton, Marc G.
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
Donald W. Zimmerman
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.
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
Differential co-expression analysis, as a complement of differential expression analysis, offers significant insights into the changes in molecular mechanism of different phenotypes. A prevailing approach to detecting differentially co-expressed genes is to compare Pearson's correlation coefficients in two phenotypes. However, due to the limitations of Pearson's correlation measure, this approach lacks the power to detect nonlinear changes in gene co-expression which is common in gene regulatory networks. In this work, a new nonparametric procedure is proposed to search differentially co-expressed gene pairs in different phenotypes from large-scale data. Our computational pipeline consisted of two main steps, a screening step and a testing step. The screening step is to reduce the search space by filtering out all the independent gene pairs using distance correlation measure. In the testing step, we compare the gene co-expression patterns in different phenotypes by a recently developed edge-count test. Both steps are distribution-free and targeting nonlinear relations. We illustrate the promise of the new approach by analyzing the Cancer Genome Atlas data and the METABRIC data for breast cancer subtypes. Compared with some existing methods, the new method is more powerful in detecting nonlinear type of differential co-expressions. The distance correlation screening can greatly improve computational efficiency, facilitating its application to large data sets.
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...
Reid, Ivan D; Lopes, Raul H C; Hobson, Peter R
When monitoring complex experiments, comparison is often made between regularly acquired histograms of data and reference histograms which represent the ideal state of the equipment. With the larger HEP experiments now ramping up, there is a need for automation of this task since the volume of comparisons could overwhelm human operators. However, the two-dimensional histogram comparison tools available in ROOT have been noted in the past to exhibit shortcomings. We discuss a newer comparison test for two-dimensional histograms, based on the Energy Test of Aslan and Zech, which provides more conclusive discrimination between histograms of data coming from different distributions than methods provided in a recent ROOT release.
van Beek, M.; Daniëls, H.A.M.
Partial positive (negative) monotonicity in a dataset is the property that an increase in an independent variable, ceteris paribus, generates an increase (decrease) in the dependent variable. A test for partial monotonicity in datasets could (1) increase model performance if monotonicity may be
Pestman, Wiebe R
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.
Johnson, Douglas H.
Despite their use in scientific journals such as The Journal of Wildlife Management, statistical hypothesis tests add very little value to the products of research. Indeed, they frequently confuse the interpretation of data. This paper describes how statistical hypothesis tests are often viewed, and then contrasts that interpretation with the correct one. I discuss the arbitrariness of P-values, conclusions that the null hypothesis is true, power analysis, and distinctions between statistical and biological significance. Statistical hypothesis testing, in which the null hypothesis about the properties of a population is almost always known a priori to be false, is contrasted with scientific hypothesis testing, which examines a credible null hypothesis about phenomena in nature. More meaningful alternatives are briefly outlined, including estimation and confidence intervals for determining the importance of factors, decision theory for guiding actions in the face of uncertainty, and Bayesian approaches to hypothesis testing and other statistical practices.
Skriver, Henning; Schou, Jesper; Nielsen, Allan Aasbjerg
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...
Brown, James Dean
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…
The traditional likelihood ratio test statistic for testing hypothesis about goodness of fit of multinomial probabilities in one, two and multi – dimensional contingency table was simplified. Advantageously, using the simplified version of the statistic to test the null hypothesis is easier and faster because calculating the expected ...
It has recently been shown that an unbinned distance-based statistic, the energy, can be used to construct an extremely powerful nonparametric multivariate two sample goodness-of-fit test. An extension to this method that makes it possible to perform nonparametric regression using multiple multivariate data sets is presented in this paper. The technique, which is based on the concept of minimizing the energy of the system, permits determination of parameters of interest without the need for parametric expressions of the parent distributions of the data sets. The application and performance of this new method is discussed in the context of some simple example analyses.
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
Full Text Available The study on diagnosis method of concrete crack behavior abnormality has always been a hot spot and difficulty in the safety monitoring field of hydraulic structure. Based on the performance of concrete dam crack behavior abnormality in parametric statistical model and nonparametric statistical model, the internal relation between concrete dam crack behavior abnormality and statistical change point theory is deeply analyzed from the model structure instability of parametric statistical model and change of sequence distribution law of nonparametric statistical model. On this basis, through the reduction of change point problem, the establishment of basic nonparametric change point model, and asymptotic analysis on test method of basic change point problem, the nonparametric change point diagnosis method of concrete dam crack behavior abnormality is created in consideration of the situation that in practice concrete dam crack behavior may have more abnormality points. And the nonparametric change point diagnosis method of concrete dam crack behavior abnormality is used in the actual project, demonstrating the effectiveness and scientific reasonableness of the method established. Meanwhile, the nonparametric change point diagnosis method of concrete dam crack behavior abnormality has a complete theoretical basis and strong practicality with a broad application prospect in actual project.
This report discussed several aspects of fatigue data analysis in order to provide a basis for the development of statistically sound design curves. Included is a discussion on the choice of the dependent variable, the assumptions associated with least squares regression models, the variability of fatigue data, the treatment of data from suspended tests and outlying observations, and various strain-life relations
de Gruijter, Dato N M
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...
This paper presents the simplified version of the Freeman-Tukey test statistic for testing hypothesis about multinomial probabilities in one, two and multidimensional contingency tables that does not require calculating the expected cell frequencies before test of significance. The simplified method established new criteria of ...
Kim, Yuneung; Lim, Johan; Park, DoHwan
In this paper, we study a nonparametric procedure to test independence of bivariate interval censored data; for both current status data (case 1 interval-censored data) and case 2 interval-censored data. To do it, we propose a score-based modification of the Kendall's tau statistic for bivariate interval-censored data. Our modification defines the Kendall's tau statistic with expected numbers of concordant and disconcordant pairs of data. The performance of the modified approach is illustrated by simulation studies and application to the AIDS study. We compare our method to alternative approaches such as the two-stage estimation method by Sun et al. (Scandinavian Journal of Statistics, 2006) and the multiple imputation method by Betensky and Finkelstein (Statistics in Medicine, 1999b). © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
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.
Marc S. Paolella
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.
PROF. O. E. OSUAGWU
Jun 1, 2013 ... West African Journal of Industrial and Academic Research Vol.7 No. 1 June ... Keywords:-Preference data, Friedman statistic, multinomial test statistic, intermediate test statistic. ... new method and consequently a new statistic ...
Coolen, F.P.A.; Coolen-Schrijner, P.; Yan, K.J.
We introduce a recently developed statistical approach, called nonparametric predictive inference (NPI), to reliability. Bounds for the survival function for a future observation are presented. We illustrate how NPI can deal with right-censored data, and discuss aspects of competing risks. We present possible applications of NPI for Bernoulli data, and we briefly outline applications of NPI for replacement decisions. The emphasis is on introduction and illustration of NPI in reliability contexts, detailed mathematical justifications are presented elsewhere
Jenkins, Jon M.; Burke, Christopher J.
This document describes the data produced by the Statistical Bootstrap Test over the final three Threshold Crossing Event (TCE) deliveries to NExScI: SOC 9.1 (Q1Q16)1 (Tenenbaum et al. 2014), SOC 9.2 (Q1Q17) aka DR242 (Seader et al. 2015), and SOC 9.3 (Q1Q17) aka DR253 (Twicken et al. 2016). The last few years have seen significant improvements in the SOC science data processing pipeline, leading to higher quality light curves and more sensitive transit searches. The statistical bootstrap analysis results presented here and the numerical results archived at NASAs Exoplanet Science Institute (NExScI) bear witness to these software improvements. This document attempts to introduce and describe the main features and differences between these three data sets as a consequence of the software changes.
Full Text Available Nonparametric analysis for general block designs can be given by using the Cochran-Mantel-Haenszel (CMH statistics. We demonstrate this with four examples and note that several well-known nonparametric statistics are special cases of CMH statistics.
Glas, Cornelis A.W.; Meijer, R.R.; van Krimpen-Stoop, Edith
Recently, several person-fit statistics have been proposed to detect nonfitting response patterns. This study is designed to generalize an approach followed by Klauer (1995) to an adaptive testing system using the two-parameter logistic model (2PL) as a null model. The approach developed by Klauer
Short-term monitoring of benzene air concentration in an urban area: a preliminary study of application of Kruskal-Wallis non-parametric test to assess pollutant impact on global environment and indoor.
Mura, Maria Chiara; De Felice, Marco; Morlino, Roberta; Fuselli, Sergio
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.
Short-term monitoring of benzene air concentration in an urban area: a preliminary study of application of Kruskal-Wallis non-parametric test to assess pollutant impact on global environment and indoor
Maria Chiara Mura
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.
Thomas, Edward V. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
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 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
Learning about statistics is a lot like learning about science: the learning is more meaningful if you can actively explore. This second installment of "Explorations in Statistics" delves into test statistics and P values, two concepts fundamental to the test of a scientific null hypothesis. The essence of a test statistic is that it compares what…
Liu, Jun M.; Chen, Rong; Yao, Qiwei
In this paper a class of nonparametric transfer function models is proposed to model nonlinear relationships between ‘input’ and ‘output’ time series. The transfer function is smooth with unknown functional forms, and the noise is assumed to be a stationary autoregressive-moving average (ARMA) process. The nonparametric transfer function is estimated jointly with the ARMA parameters. By modeling the correlation in the noise, the transfer function can be estimated more efficiently. The parsimonious ARMA structure improves the estimation efficiency in finite samples. The asymptotic properties of the estimators are investigated. The finite-sample properties are illustrated through simulations and one empirical example. PMID:20628584
Müller, Peter; Jara, Alejandro; Hanson, Tim
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.
Lesner, Rune Vammen
. 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......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...... not affect the level of statistical discrimination by gender....
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
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...
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...... 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...
.... In particular, as system complexity increases, the matrices required to generate test cases and perform model analysis can grow dramatically, even exponentially, overwhelming the test generation...
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
van Soest, A.H.O.; Das, J.W.M.; Gong, X.
Nonparametric techniques are usually seen as a statistic device for data description and exploration, and not as a tool for estimating models with a richer economic structure, which are often required for policy analysis.This paper presents an example where nonparametric flexibility can be attained
Script for computing nonparametric regression analysis. Overview of using scripts to infer environmental conditions from biological observations, statistically estimating species-environment relationships, statistical scripts.
Dunson, David B
In biomedical research, hierarchical models are very widely used to accommodate dependence in multivariate and longitudinal data and for borrowing of information across data from different sources. A primary concern in hierarchical modeling is sensitivity to parametric assumptions, such as linearity and normality of the random effects. Parametric assumptions on latent variable distributions can be challenging to check and are typically unwarranted, given available prior knowledge. This article reviews some recent developments in Bayesian nonparametric methods motivated by complex, multivariate and functional data collected in biomedical studies. The author provides a brief review of flexible parametric approaches relying on finite mixtures and latent class modeling. Dirichlet process mixture models are motivated by the need to generalize these approaches to avoid assuming a fixed finite number of classes. Focusing on an epidemiology application, the author illustrates the practical utility and potential of nonparametric Bayes methods.
capture the behavior of observed phenomena. Higher-order polynomial and finite-dimensional spline basis models allow for more complicated responses as the...flexibility as these are nonparametric (not constrained to any particular functional form). These should be useful in identifying nonstandard behavior via... deviance ∆ = −2 log(Lreduced/Lfull) is defined in terms of the likelihood function L. For normal error, Lfull = 1, and based on Eq. A-2, we have log
Mar 1, 1980 ... STATISTICAL TESTS FOR FREQUENCY DISTRIBUTION OF MEAN. GRAVITY ANOMALIES. By ... approach. Kaula [1,2] discussed the method of applying statistical techniques in the ..... mathematical foundation of physical ...
Wesseh, Presley K.; Zoumara, Babette
This contribution investigates causal interdependence between energy consumption and economic growth in Liberia and proposes application of a bootstrap methodology. To better reflect causality, employment is incorporated as additional variable. The study demonstrates evidence of distinct bidirectional Granger causality between energy consumption and economic growth. Additionally, the results show that employment in Liberia Granger causes economic growth and apply irrespective of the short-run or long-run. Evidence from a Monte Carlo experiment reveals that the asymptotic Granger causality test suffers size distortion problem for Liberian data, suggesting that the bootstrap technique employed in this study is more appropriate. Given the empirical results, implications are that energy expansion policies like energy subsidy or low energy tariff for instance, would be necessary to cope with demand exerted as a result of economic growth in Liberia. Furthermore, Liberia might have the performance of its employment generation on the economy partly determined by adequate energy. Therefore, it seems fully justified that a quick shift towards energy production based on clean energy sources may significantly slow down economic growth in Liberia. Hence, the government’s target to implement a long-term strategy to make Liberia a carbon neutral country, and eventually less carbon dependent by 2050 is understandable. - Highlights: ► Causality between energy consumption and economic growth in Liberia investigated. ► There is bidirectional causality between energy consumption and economic growth. ► Energy expansion policies are necessary to cope with demand from economic growth. ► Asymptotic Granger causality test suffers size distortion problem for Liberian data. ► The bootstrap methodology employed in our study is more appropriate.
Khuri, André I; Sinha, Bimal K
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
Dergiades, Theologos; Martinopoulos, Georgios; Tsoulfidis, Lefteris
The objective of this paper is to contribute towards the understanding of the linear and non-linear causal linkages between energy consumption and economic activity, making use of annual time series data of Greece for the period 1960–2008. Two are the salient features of our study: first, the total energy consumption has been adjusted for qualitative differences among its constituent components through the thermodynamics of energy conversion. In doing so, we rule out the possibility of a misleading inference with respect to causality due to aggregation bias. Second, the investigation of the causal linkage between economic growth and the adjusted for quality total energy consumption is conducted within a non-linear context. Our empirical results reveal significant unidirectional both linear and non-linear causal linkages running from total useful energy to economic growth. These findings may provide valuable information for the contemplation of more effective energy policies with respect to both the consumption of energy and environmental protection. - Highlights: ► The energy consumption and economic growth nexus is investigated for Greece. ► A quality-adjusted energy series is used in our analysis. ► The causality testing procedure is conducted within a non-linear context. ► A causality running from energy consumption to economic growth is verified
Balsa, Ana I; McGuire, Thomas G; Meredith, Lisa S
To examine the extent to which doctors' rational reactions to clinical uncertainty ("statistical discrimination") can explain racial differences in the diagnosis of depression, hypertension, and diabetes. Main data are from the Medical Outcomes Study (MOS), a 1986 study conducted by RAND Corporation in three U.S. cities. The study compares the processes and outcomes of care for patients in different health care systems. Complementary data from National Health And Examination Survey III (NHANES III) and National Comorbidity Survey (NCS) are also used. Across three systems of care (staff health maintenance organizations, multispecialty groups, and solo practices), the MOS selected 523 health care clinicians. A representative cross-section (21,480) of patients was then chosen from a pool of adults who visited any of these providers during a 9-day period. We analyzed a subsample of the MOS data consisting of patients of white family physicians or internists (11,664 patients). We obtain variables reflecting patients' health conditions and severity, demographics, socioeconomic status, and insurance from the patients' screener interview (administered by MOS staff prior to the patient's encounter with the clinician). We used the reports made by the clinician after the visit to construct indicators of doctors' diagnoses. We obtained prevalence rates from NHANES III and NCS. We find evidence consistent with statistical discrimination for diagnoses of hypertension, diabetes, and depression. In particular, we find that if clinicians act like Bayesians, plausible priors held by the physician about the prevalence of the disease across racial groups could account for racial differences in the diagnosis of hypertension and diabetes. In the case of depression, we find evidence that race affects decisions through differences in communication patterns between doctors and white and minority patients. To contend effectively with inequities in health care, it is necessary to understand
Jensen, Jens Ledet
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...
César Merino Soto
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.
Full Text Available Estimated parameters with confidence intervals and testing statistical assumptions used in statistical analysis to obtain conclusions on research from a sample extracted from the population. Paper to the case study presented aims to highlight the importance of volume of sample taken in the study and how this reflects on the results obtained when using confidence intervals and testing for pregnant. If statistical testing hypotheses not only give an answer "yes" or "no" to some questions of statistical estimation using statistical confidence intervals provides more information than a test statistic, show high degree of uncertainty arising from small samples and findings build in the "marginally significant" or "almost significant (p very close to 0.05.
Full Text Available Introduction: Application of statistical software typically does not require extensive statistical knowledge, allowing to easily perform even complex analyses. Consequently, test selection criteria and important assumptions may be easily overlooked or given insufficient consideration. In such cases, the results may likely lead to wrong conclusions. Aim: To discuss issues related to assumption violations in the case of Student's t-test and one-way ANOVA, two parametric tests frequently used in the field of sports science, and to recommend solutions. Description of the state of knowledge: Student's t-test and ANOVA are parametric tests, and therefore some of the assumptions that need to be satisfied include normal distribution of the data and homogeneity of variances in groups. If the assumptions are violated, the original design of the test is impaired, and the test may then be compromised giving spurious results. A simple method to normalize the data and to stabilize the variance is to use transformations. If such approach fails, a good alternative to consider is a nonparametric test, such as Mann-Whitney, the Kruskal-Wallis or Wilcoxon signed-rank tests. Summary: Thorough verification of the parametric tests assumptions allows for correct selection of statistical tools, which is the basis of well-grounded statistical analysis. With a few simple rules, testing patterns in the data characteristic for the study of sports science comes down to a straightforward procedure.
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.
SethuRaman, S.; Tichler, J.
Chi-square goodness-of-fit is used to test the hypothesis that the medium scale of turbulence in the atmospheric surface layer is normally distributed. Coefficients of skewness and excess are computed from the data. If the data are not normal, these coefficients are used in Edgeworth's asymptotic expansion of Gram-Charlier series to determine an altrnate probability density function. The observed data are then compared with the modified probability densities and the new chi-square values computed.Seventy percent of the data analyzed was either normal or approximatley normal. The coefficient of skewness g 1 has a good correlation with the chi-square values. Events with vertical-barg 1 vertical-bar 1 vertical-bar<0.43 were approximately normal. Intermittency associated with the formation and breaking of internal gravity waves in surface-based inversions over water is thought to be the reason for the non-normality
Full Text Available Statistics is mathematical science dealing with the collection, analysis, interpretation, and presentation of masses of numerical data in order to draw relevant conclusions. Statistics is a form of mathematical analysis that uses quantified models, representations and synopses for a given set of experimental data or real-life studies. The students and young researchers in biomedical sciences and in special education and rehabilitation often declare that they have chosen to enroll that study program because they have lack of knowledge or interest in mathematics. This is a sad statement, but there is much truth in it. The aim of this editorial is to help young researchers to select statistics or statistical techniques and statistical software appropriate for the purposes and conditions of a particular analysis. The most important statistical tests are reviewed in the article. Knowing how to choose right statistical test is an important asset and decision in the research data processing and in the writing of scientific papers. Young researchers and authors should know how to choose and how to use statistical methods. The competent researcher will need knowledge in statistical procedures. That might include an introductory statistics course, and it most certainly includes using a good statistics textbook. For this purpose, there is need to return of Statistics mandatory subject in the curriculum of the Institute of Special Education and Rehabilitation at Faculty of Philosophy in Skopje. Young researchers have a need of additional courses in statistics. They need to train themselves to use statistical software on appropriate way.
Gwet, Kilem L.
This article addresses the problem of testing the difference between two correlated agreement coefficients for statistical significance. A number of authors have proposed methods for testing the difference between two correlated kappa coefficients, which require either the use of resampling methods or the use of advanced statistical modeling…
Hayslett, H T
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
Kim, Song-Ju; Umeno, Ken; Hasegawa, Akio
It is well known that the NIST statistical test suite was used for the evaluation of AES candidate algorithms. We have found that the test setting of Discrete Fourier Transform test and Lempel-Ziv test of this test suite are wrong. We give four corrections of mistakes in the test settings. This suggests that re-evaluation of the test results should be needed.
Nielsen, Morten Ørregaard
This paper presents a family of simple nonparametric unit root tests indexed by one parameter, d, and containing Breitung's (2002) test as the special case d = 1. It is shown that (i) each member of the family with d > 0 is consistent, (ii) the asymptotic distribution depends on d, and thus refle...
In this paper, the usefulness of several nonparametric checks is discussed in a computerized adaptive testing (CAT) context. Although there is no tradition of nonparametric scalability in CAT, it can be argued that scalability checks can be useful to investigate, for example, the quality of item
Schneider, Jesper Wiborg
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......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...... argue that applying statistical significance tests and mechanically adhering to their results are highly problematic and detrimental to critical thinking. We claim that the use of such tests do not provide any advantages in relation to deciding whether differences between citation indicators...
Wauthier, Fabian L; Jordan, Michael I; Jojic, Nebojsa
This work considers biological sequences that exhibit combinatorial structures in their composition: groups of positions of the aligned sequences are "linked" and covary as one unit across sequences. If multiple such groups exist, complex interactions can emerge between them. Sequences of this kind arise frequently in biology but methodologies for analyzing them are still being developed. This article presents a nonparametric prior on sequences which allows combinatorial structures to emerge and which induces a posterior distribution over factorized sequence representations. We carry out experiments on three biological sequence families which indicate that combinatorial structures are indeed present and that combinatorial sequence models can more succinctly describe them than simpler mixture models. We conclude with an application to MHC binding prediction which highlights the utility of the posterior distribution over sequence representations induced by the prior. By integrating out the posterior, our method compares favorably to leading binding predictors.
Martz, H.F. Jr.; Waterman, M.S.
Modular multihundred-watt (MHW) radioisotope thermoelectric generators (RTG's) are used as a power source for spacecraft. Due to possible environmental contamination by radioactive materials, numerous tests are required to determine and verify the safety of the RTG. There are results available from 27 fueled MHW impact tests regarding hoop failure, fingerprint failure, and fuel failure. Data from the 27 tests are statistically analyzed for relationships that exist between the test design variables and the failure types. Next, these relationships are used to develop a statistical procedure for planning and conducting either future MHW impact tests or similar tests on other RTG fuel sources. Finally, some conclusions are given
Quintana, Fernando A; Johnson, Wesley O; Waetjen, Elaine; Gold, Ellen
Practical Bayesian nonparametric methods have been developed across a wide variety of contexts. Here, we develop a novel statistical model that generalizes standard mixed models for longitudinal data that include flexible mean functions as well as combined compound symmetry (CS) and autoregressive (AR) covariance structures. AR structure is often specified through the use of a Gaussian process (GP) with covariance functions that allow longitudinal data to be more correlated if they are observed closer in time than if they are observed farther apart. We allow for AR structure by considering a broader class of models that incorporates a Dirichlet Process Mixture (DPM) over the covariance parameters of the GP. We are able to take advantage of modern Bayesian statistical methods in making full predictive inferences and about characteristics of longitudinal profiles and their differences across covariate combinations. We also take advantage of the generality of our model, which provides for estimation of a variety of covariance structures. We observe that models that fail to incorporate CS or AR structure can result in very poor estimation of a covariance or correlation matrix. In our illustration using hormone data observed on women through the menopausal transition, biology dictates the use of a generalized family of sigmoid functions as a model for time trends across subpopulation categories.
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
Recently a class of nonparametric statistical methods, including the empirical Bayes (EB) method, the significance analysis of microarray (SAM) method and the mixture model method (MMM), have been proposed to detect differential gene expression for replicated microarray experiments conducted under two conditions. All the methods depend on constructing a test statistic Z and a so-called null statistic z. The null statistic z is used to provide some reference distribution for Z such that statistical inference can be accomplished. A common way of constructing z is to apply Z to randomly permuted data. Here we point our that the distribution of z may not approximate the null distribution of Z well, leading to possibly too conservative inference. This observation may apply to other permutation-based nonparametric methods. We propose a new method of constructing a null statistic that aims to estimate the null distribution of a test statistic directly. Using simulated data and real data, we assess and compare the performance of the existing method and our new method when applied in EB, SAM and MMM. Some interesting findings on operating characteristics of EB, SAM and MMM are also reported. Finally, by combining the idea of SAM and MMM, we outline a simple nonparametric method based on the direct use of a test statistic and a null statistic.
Šindelář, Jan; Boček, Pavel
Roč. 38, č. 6 (2002), s. 747-759 ISSN 0023-5954 R&D Projects: GA ČR GA102/99/1564 Institutional research plan: CEZ:AV0Z1075907 Keywords : Kolmogorov complexity * pseudorandom generators * statistical models testing Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.341, year: 2002
Ranganathan, Priya; Pramesh, C. S.; Buyse, Marc
Multiple testing refers to situations where a dataset is subjected to statistical testing multiple times - either at multiple time-points or through multiple subgroups or for multiple end-points. This amplifies the probability of a false-positive finding. In this article, we look at the consequences of multiple testing and explore various methods to deal with this issue. PMID:27141478
Shi, Jianxin; Levinson, Douglas F; Whittemore, Alice S
When testing large numbers of null hypotheses, one needs to assess the evidence against the global null hypothesis that none of the hypotheses is false. Such evidence typically is based on the test statistic of the largest magnitude, whose statistical significance is evaluated by permuting the sample units to simulate its null distribution. Efron (2007) has noted that correlation among the test statistics can induce substantial interstudy variation in the shapes of their histograms, which may cause misleading tail counts. Here, we show that permutation-based estimates of the overall significance level also can be misleading when the test statistics are correlated. We propose that such estimates be conditioned on a simple measure of the spread of the observed histogram, and we provide a method for obtaining conditional significance levels. We justify this conditioning using the conditionality principle described by Cox and Hinkley (1974). Application of the method to gene expression data illustrates the circumstances when conditional significance levels are needed.
Hardin, J.W.; Gilbert, R.O.
The Washington State Department of Ecology (WSDE) recently issued a report that provides guidance on statistical issues regarding investigation and cleanup of soil and groundwater contamination under the Model Toxics Control Act Cleanup Regulation. Included in the report are procedures for determining a background-based cleanup standard and for conducting a 3-step statistical test procedure to decide if a site is contaminated greater than the background standard. The guidance specifies that the State test should only be used if the background and site data are lognormally distributed. The guidance in WSDE allows for using alternative tests on a site-specific basis if prior approval is obtained from WSDE. This report presents the results of a Monte Carlo computer simulation study conducted to evaluate the performance of the State test and several alternative tests for various contamination scenarios (background and site data distributions). The primary test performance criteria are (1) the probability the test will indicate that a contaminated site is indeed contaminated, and (2) the probability that the test will indicate an uncontaminated site is contaminated. The simulation study was conducted assuming the background concentrations were from lognormal or Weibull distributions. The site data were drawn from distributions selected to represent various contamination scenarios. The statistical tests studied are the State test, t test, Satterthwaite's t test, five distribution-free tests, and several tandem tests (wherein two or more tests are conducted using the same data set)
Full Text Available In this paper we propose a calculus method for reliability indicators estimation and a complete statistical inferences for three parameters Weibull distribution of bearings life. Using experimental values regarding the durability of bearings tested on stands by the sudden death tests involves a series of particularities of the estimation using maximum likelihood method and statistical inference accomplishment. The paper detailing these features and also provides an example calculation.
Ganju, Jitendra; Yu, Xinxin; Ma, Guoguang Julie
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. Copyright © 2013 John Wiley & Sons, Ltd.
nonparametric estimate of a multivariate density function,” The Annals of Math- ematical Statistics , vol. 36, no. 3, pp. 1049–1051, 1965.  E. A. Patrick...Speaker Linking and Applications using Non-Parametric Hashing Methods† Douglas Sturim and William M. Campbell MIT Lincoln Laboratory, Lexington, MA...with many approaches [1, 2]. For this paper, we focus on using i-vectors , but the methods apply to any embedding. For the task of speaker QBE and
Gong, Weikang; Wan, Lin; Lu, Wenlian; Ma, Liang; Cheng, Fan; Cheng, Wei; Grünewald, Stefan; Feng, Jianfeng
The identification of connexel-wise associations, which involves examining functional connectivities between pairwise voxels across the whole brain, is both statistically and computationally challenging. Although such a connexel-wise methodology has recently been adopted by brain-wide association studies (BWAS) to identify connectivity changes in several mental disorders, such as schizophrenia, autism and depression, the multiple correction and power analysis methods designed specifically for connexel-wise analysis are still lacking. Therefore, we herein report the development of a rigorous statistical framework for connexel-wise significance testing based on the Gaussian random field theory. It includes controlling the family-wise error rate (FWER) of multiple hypothesis testings using topological inference methods, and calculating power and sample size for a connexel-wise study. Our theoretical framework can control the false-positive rate accurately, as validated empirically using two resting-state fMRI datasets. Compared with Bonferroni correction and false discovery rate (FDR), it can reduce false-positive rate and increase statistical power by appropriately utilizing the spatial information of fMRI data. Importantly, our method bypasses the need of non-parametric permutation to correct for multiple comparison, thus, it can efficiently tackle large datasets with high resolution fMRI images. The utility of our method is shown in a case-control study. Our approach can identify altered functional connectivities in a major depression disorder dataset, whereas existing methods fail. A software package is available at https://github.com/weikanggong/BWAS. Copyright © 2018 Elsevier B.V. All rights reserved.
Nelson, Wayne B
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.
Neuman, S. P.; Guadagnini, A.; Illman, W. A.; Riva, M.; Vesselinov, V. V.
Well-testing methods have traditionally relied on analytical solutions of groundwater flow equations in relatively simple domains, consisting of one or at most a few units having uniform hydraulic properties. Recently, attention has been shifting toward methods and solutions that would allow one to characterize subsurface heterogeneities in greater detail. On one hand, geostatistical inverse methods are being used to assess the spatial variability of parameters, such as permeability and porosity, on the basis of multiple cross-hole pressure interference tests. On the other hand, analytical solutions are being developed to describe the mean and variance (first and second statistical moments) of flow to a well in a randomly heterogeneous medium. Geostatistical inverse interpretation of cross-hole tests yields a smoothed but detailed "tomographic" image of how parameters actually vary in three-dimensional space, together with corresponding measures of estimation uncertainty. Moment solutions may soon allow one to interpret well tests in terms of statistical parameters such as the mean and variance of log permeability, its spatial autocorrelation and statistical anisotropy. The idea of geostatistical cross-hole tomography is illustrated through pneumatic injection tests conducted in unsaturated fractured tuff at the Apache Leap Research Site near Superior, Arizona. The idea of using moment equations to interpret well-tests statistically is illustrated through a recently developed three-dimensional solution for steady state flow to a well in a bounded, randomly heterogeneous, statistically anisotropic aquifer.
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…
Garcia Lambas, D.
A statistical test for the distribution of galaxies on plates is presented. We apply the test to synthetic astronomical plates obtained by means of numerical simulation (Garcia Lambas and Sersic 1983) with three different models for the 3-dimensional distribution, comparison with an observational plate, suggest the presence of filamentary structure. (author)
van Krimpen-Stoop, Edith; Meijer, R.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),
van Krimpen-Stoop, Edith; Meijer, R.R.
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),
Chun, So Yeon; Browne, Michael W; Shapiro, Alexander
Covariance structure analysis and its structural equation modeling extensions have become one of the most widely used methodologies in social sciences such as psychology, education, and economics. An important issue in such analysis is to assess the goodness of fit of a model under analysis. One of the most popular test statistics used in covariance structure analysis is the asymptotically distribution-free (ADF) test statistic introduced by Browne (Br J Math Stat Psychol 37:62-83, 1984). The ADF statistic can be used to test models without any specific distribution assumption (e.g., multivariate normal distribution) of the observed data. Despite its advantage, it has been shown in various empirical studies that unless sample sizes are extremely large, this ADF statistic could perform very poorly in practice. In this paper, we provide a theoretical explanation for this phenomenon and further propose a modified test statistic that improves the performance in samples of realistic size. The proposed statistic deals with the possible ill-conditioning of the involved large-scale covariance matrices.
Nao, Mimoto; Ricardas, Zitikis; Department of Statistics and Probability, Michigan State University; Department of Statistical and Actuarial Sciences, University of Western Ontario
Constructing tests for exponentiality has been an active and fruitful research area, with numerous applications in engineering, biology and other sciences concerned with life-time data. In the present paper, we construct and investigate powerful tests for exponentiality based on two well known quantities: the Atkinson index and the Moran statistic. We provide an extensive study of the performance of the tests and compare them with those already available in the literature.
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...
Talavera, Juan O; Rivas-Ruiz, Rodolfo
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).
Panik, Michael J
A concise, easily accessible introduction to descriptive and inferential techniques Statistical Inference: A Short Course offers a concise presentation of the essentials of basic statistics for readers seeking to acquire a working knowledge of statistical concepts, measures, and procedures. The author conducts tests on the assumption of randomness and normality, provides nonparametric methods when parametric approaches might not work. The book also explores how to determine a confidence interval for a population median while also providing coverage of ratio estimation, randomness, and causal
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
Hart, Jeffrey D.
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.
Chang, Mu Seong; Choi, Jong Sik; Choi, Byung Oh; Kim, Do Sik
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
Chang, Mu Seong; Choi, Jong Sik; Choi, Byung Oh; Kim, Do Sik [Korea Institute of Machinery and Materials, Daejeon (Korea, Republic of)
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.
Maltoni, M.; Schwetz, T.
We discuss a goodness-of-fit method which tests the compatibility between statistically independent data sets. The method gives sensible results even in cases where the χ 2 minima of the individual data sets are very low or when several parameters are fitted to a large number of data points. In particular, it avoids the problem that a possible disagreement between data sets becomes diluted by data points which are insensitive to the crucial parameters. A formal derivation of the probability distribution function for the proposed test statistics is given, based on standard theorems of statistics. The application of the method is illustrated on data from neutrino oscillation experiments, and its complementarity to the standard goodness-of-fit is discussed
Kalina, Jan; Zvárová, Jana
Roč. 5, č. 1 (2017), s. 21-27 ISSN 1805-8698 R&D Projects: GA ČR GA17-01251S Institutional support: RVO:67985807 Keywords : decision support systems * decision rules * statistical analysis * nonparametric regression Subject RIV: IN - Informatics, Computer Science OBOR OECD: Statistics and probability
van den Heuvel, Edwin R.; IJzerman-Boon, Pieta C.
This paper considers five test statistics for comparing the recovery of a rapid growth-based enumeration test with respect to the compendial microbiological method using a specific nonserial dilution experiment. The finite sample distributions of these test statistics are unknown, because they are
Fangmeyer, H.; Haemers, L.; Larisse, J.
The first part introduces the different aspects in organizing and executing intercomparison tests of chemical or physical quantities. It follows a description of a statistical procedure to handle the data collected in a circular analysis. Finally, an example demonstrates how the tool can be applied and which conclusion can be drawn of the results obtained
In tensile testing of irradiated graphites, it is difficult to assure alignment of sample and train for tensile measurements. By recording location of fractures, run (sequential) statistics can readily detect lack of randomness. The technique is based on partitioning binomial distributions
James A. Westfall; Scott A. Pugh; John W. Coulston
Many forest inventory and monitoring programs are based on a sample of ground plots from which estimates of forest resources are derived. In addition to evaluating metrics such as number of trees or amount of cubic wood volume, it is often desirable to make comparisons between resource attributes. To properly conduct statistical tests for differences, it is imperative...
Dunson, David B; Xing, Chuanhua
Modeling of multivariate unordered categorical (nominal) data is a challenging problem, particularly in high dimensions and cases in which one wishes to avoid strong assumptions about the dependence structure. Commonly used approaches rely on the incorporation of latent Gaussian random variables or parametric latent class models. The goal of this article is to develop a nonparametric Bayes approach, which defines a prior with full support on the space of distributions for multiple unordered categorical variables. This support condition ensures that we are not restricting the dependence structure a priori. We show this can be accomplished through a Dirichlet process mixture of product multinomial distributions, which is also a convenient form for posterior computation. Methods for nonparametric testing of violations of independence are proposed, and the methods are applied to model positional dependence within transcription factor binding motifs.
Metz, C.E.; Kronman, H.B.
A test for the statistical significance of observed differences between two measured Receiver Operating Characteristic (ROC) curves has been designed and evaluated. The set of observer response data for each ROC curve is assumed to be independent and to arise from a ROC curve having a form which, in the absence of statistical fluctuations in the response data, graphs as a straight line on double normal-deviate axes. To test the significance of an apparent difference between two measured ROC curves, maximum likelihood estimates of the two parameters of each curve and the associated parameter variances and covariance are calculated from the corresponding set of observer response data. An approximate Chi-square statistic with two degrees of freedom is then constructed from the differences between the parameters estimated for each ROC curve and from the variances and covariances of these estimates. This statistic is known to be truly Chi-square distributed only in the limit of large numbers of trials in the observer performance experiments. Performance of the statistic for data arising from a limited number of experimental trials was evaluated. Independent sets of rating scale data arising from the same underlying ROC curve were paired, and the fraction of differences found (falsely) significant was compared to the significance level, α, used with the test. Although test performance was found to be somewhat dependent on both the number of trials in the data and the position of the underlying ROC curve in the ROC space, the results for various significance levels showed the test to be reliable under practical experimental conditions
ROBUST: an interactive FORTRAN-77 package for exploratory data analysis using parametric, ROBUST and nonparametric location and scale estimates, data transformations, normality tests, and outlier assessment
Rock, N. M. S.
ROBUST calculates 53 statistics, plus significance levels for 6 hypothesis tests, on each of up to 52 variables. These together allow the following properties of the data distribution for each variable to be examined in detail: (1) Location. Three means (arithmetic, geometric, harmonic) are calculated, together with the midrange and 19 high-performance robust L-, M-, and W-estimates of location (combined, adaptive, trimmed estimates, etc.) (2) Scale. The standard deviation is calculated along with the H-spread/2 (≈ semi-interquartile range), the mean and median absolute deviations from both mean and median, and a biweight scale estimator. The 23 location and 6 scale estimators programmed cover all possible degrees of robustness. (3) Normality: Distributions are tested against the null hypothesis that they are normal, using the 3rd (√ h1) and 4th ( b 2) moments, Geary's ratio (mean deviation/standard deviation), Filliben's probability plot correlation coefficient, and a more robust test based on the biweight scale estimator. These statistics collectively are sensitive to most usual departures from normality. (4) Presence of outliers. The maximum and minimum values are assessed individually or jointly using Grubbs' maximum Studentized residuals, Harvey's and Dixon's criteria, and the Studentized range. For a single input variable, outliers can be either winsorized or eliminated and all estimates recalculated iteratively as desired. The following data-transformations also can be applied: linear, log 10, generalized Box Cox power (including log, reciprocal, and square root), exponentiation, and standardization. For more than one variable, all results are tabulated in a single run of ROBUST. Further options are incorporated to assess ratios (of two variables) as well as discrete variables, and be concerned with missing data. Cumulative S-plots (for assessing normality graphically) also can be generated. The mutual consistency or inconsistency of all these measures
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 were included (mining from Wiley and Elsevier was actively blocked). As a result of this content mining, 688,112 results from 50,845 articles were extracted. In order to provide a comprehensive set...
Rath, Pranati K.; Samal, Pramoda Kumar; Panda, Srikanta; Mishra, Debesh D.; Aluri, Pavan K.
We apply our symmetry based Power tensor technique to test conformity of PLANCK Polarization maps with statistical isotropy. On a wide range of angular scales (l = 40 - 150), our preliminary analysis detects many statistically anisotropic multipoles in foreground cleaned full sky PLANCK polarization maps viz., COMMANDER and NILC. We also study the effect of residual foregrounds that may still be present in the Galactic plane using both common UPB77 polarization mask, as well as the individual component separation method specific polarization masks. However, some of the statistically anisotropic modes still persist, albeit significantly in NILC map. We further probed the data for any coherent alignments across multipoles in several bins from the chosen multipole range.
Full Text Available Many have documented the difficulty of using the current paradigm of Randomized Controlled Trials (RCTs to test and validate the effectiveness of alternative medical systems such as Ayurveda. This paper critiques the applicability of RCTs for all clinical knowledge-seeking endeavors, of which Ayurveda research is a part. This is done by examining statistical hypothesis testing, the underlying foundation of RCTs, from a practical and philosophical perspective. In the philosophical critique, the two main worldviews of probability are that of the Bayesian and the frequentist. The frequentist worldview is a special case of the Bayesian worldview requiring the unrealistic assumptions of knowing nothing about the universe and believing that all observations are unrelated to each other. Many have claimed that the first belief is necessary for science, and this claim is debunked by comparing variations in learning with different prior beliefs. Moving beyond the Bayesian and frequentist worldviews, the notion of hypothesis testing itself is challenged on the grounds that a hypothesis is an unclear distinction, and assigning a probability on an unclear distinction is an exercise that does not lead to clarity of action. This critique is of the theory itself and not any particular application of statistical hypothesis testing. A decision-making frame is proposed as a way of both addressing this critique and transcending ideological debates on probability. An example of a Bayesian decision-making approach is shown as an alternative to statistical hypothesis testing, utilizing data from a past clinical trial that studied the effect of Aspirin on heart attacks in a sample population of doctors. As a big reason for the prevalence of RCTs in academia is legislation requiring it, the ethics of legislating the use of statistical methods for clinical research is also examined.
Paulson, Daryl S
Research and Statistics Basic Review of Parametric Statistics Exploratory Data Analysis Two Sample Tests Completely Randomized One-Factor Analysis of Variance One and Two Restrictions on Randomization Completely Randomized Two-Factor Factorial Designs Two-Factor Factorial Completely Randomized Blocked Designs Useful Small Scale Pilot Designs Nested Statistical Designs Linear Regression Nonparametric Statistics Introduction to Research Synthesis and "Meta-Analysis" and Conclusory Remarks References Index.
Mathur, Sunil; Dolo, Samuel
DNA microarray technology allows researchers to monitor the expressions of thousands of genes under different conditions. The detection of differential gene expression under two different conditions is very important in microarray studies. Microarray experiments are multi-step procedures and each step is a potential source of variance. This makes the measurement of variability difficult because approach based on gene-by-gene estimation of variance will have few degrees of freedom. It is highly possible that the assumption of equal variance for all the expression levels may not hold. Also, the assumption of normality of gene expressions may not hold. Thus it is essential to have a statistical procedure which is not based on the normality assumption and also it can detect genes with differential variance efficiently. The detection of differential gene expression variance will allow us to identify experimental variables that affect different biological processes and accuracy of DNA microarray measurements.In this article, a new nonparametric test for scale is developed based on the arctangent of the ratio of two expression levels. Most of the tests available in literature require the assumption of normal distribution, which makes them inapplicable in many situations, and it is also hard to verify the suitability of the normal distribution assumption for the given data set. The proposed test does not require the assumption of the distribution for the underlying population and hence makes it more practical and widely applicable. The asymptotic relative efficiency is calculated under different distributions, which show that the proposed test is very powerful when the assumption of normality breaks down. Monte Carlo simulation studies are performed to compare the power of the proposed test with some of the existing procedures. It is found that the proposed test is more powerful than commonly used tests under almost all the distributions considered in the study. A
Serghiuta, D.; Tholammakkil, J.; Hammouda, N. [Canadian Nuclear Safety Commission (Canada); O' Hagan, A. [Sheffield Univ. (United Kingdom)
This paper discusses a framework for designing artificial test problems, evaluation criteria, and two of the benchmark tests developed under a research project initiated by the Canadian Nuclear Safety Commission to investigate the approaches for qualification of tolerance limit methods and algorithms proposed for application in optimization of CANDU regional/neutron overpower protection trip setpoints for aged conditions. A significant component of this investigation has been the development of a series of benchmark problems of gradually increased complexity, from simple 'theoretical' problems up to complex problems closer to the real application. The first benchmark problem discussed in this paper is a simplified scalar problem which does not involve extremal, maximum or minimum, operations, typically encountered in the real applications. The second benchmark is a high dimensional, but still simple, problem for statistical inference of maximum channel power during normal operation. Bayesian algorithms have been developed for each benchmark problem to provide an independent way of constructing tolerance limits from the same data and allow assessing how well different methods make use of those data and, depending on the type of application, evaluating what the level of 'conservatism' is. The Bayesian method is not, however, used as a reference method, or 'gold' standard, but simply as an independent review method. The approach and the tests developed can be used as a starting point for developing a generic suite (generic in the sense of potentially applying whatever the proposed statistical method) of empirical studies, with clear criteria for passing those tests. Some lessons learned, in particular concerning the need to assure the completeness of the description of the application and the role of completeness of input information, are also discussed. It is concluded that a formal process which includes extended and detailed benchmark
Full Text Available In the use of peer group data to assess individual, typical or best practice performance, the effective detection of outliers is critical for achieving useful results. In these ‘‘deterministic’’ frontier models, statistical theory is now mostly available. This paper deals with the statistical pared sample method and its capability of detecting outliers in data envelopment analysis. In the presented method, each observation is deleted from the sample once and the resulting linear program is solved, leading to a distribution of efficiency estimates. Based on the achieved distribution, a pared test is designed to identify the potential outlier(s. We illustrate the method through a real data set. The method could be used in a first step, as an exploratory data analysis, before using any frontier estimation.
Barra, Mathias; Dahl, Fredrik A; Vetvik, Kjersti G
To repair and refine a previously proposed method for statistical analysis of association between migraine and menstruation. Menstrually related migraine (MRM) affects about 20% of female migraineurs in the general population. The exact pathophysiological link from menstruation to migraine is hypothesized to be through fluctuations in female reproductive hormones, but the exact mechanisms remain unknown. Therefore, the main diagnostic criterion today is concurrency of migraine attacks with menstruation. Methods aiming to exclude spurious associations are wanted, so that further research into these mechanisms can be performed on a population with a true association. The statistical method is based on a simple two-parameter null model of MRM (which allows for simulation modeling), and Fisher's exact test (with mid-p correction) applied to standard 2 × 2 contingency tables derived from the patients' headache diaries. Our method is a corrected version of a previously published flawed framework. To our best knowledge, no other published methods for establishing a menstruation-migraine association by statistical means exist today. The probabilistic methodology shows good performance when subjected to receiver operator characteristic curve analysis. Quick reference cutoff values for the clinical setting were tabulated for assessing association given a patient's headache history. In this paper, we correct a proposed method for establishing association between menstruation and migraine by statistical methods. We conclude that the proposed standard of 3-cycle observations prior to setting an MRM diagnosis should be extended with at least one perimenstrual window to obtain sufficient information for statistical processing. © 2014 American Headache Society.
Rodríguez-Poo, Juan M.; Linton, Oliver Bruce
We introduce a nonparametric smoothing procedure for nonparametric factor analaysis of multivariate time series. The asymptotic properties of the proposed procedures are derived. We present an application based on the residuals from the Fair macromodel.
Humble, Travis S [ORNL
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.
Skriver, Henning; Nielsen, Allan Aasbjerg; Conradsen, Knut
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...... quantitatively evaluated. This paper deals with the evaluation of segmentation. A segmentation performance measure originally developed for single-channel SAR images has been extended to polarimetric SAR images, and used to evaluate segmentation for a merge-using-moment algorithm for polarimetric SAR data....
Shemshura, E. A.; Otrokov, A. V.; Chernyh, V. G.
The paper tackles the problem of economic assessment of design efficiency regarding various technological systems at the stage of their operation. The modelling algorithm of a technological system was performed using statistical tests and with account of the reliability index allows estimating the level of machinery technical excellence and defining the efficiency of design reliability against its performance. Economic feasibility of its application shall be determined on the basis of service quality of a technological system with further forecasting of volumes and the range of spare parts supply.
In this report we present an overview of reliability assessment for software and focus on some basic aspects of assessing reliability for safety critical systems by statistical random testing. We also discuss possible deviations from some essential assumptions on which the general methodology is based. These deviations appear quite likely in practical applications. We present and discuss possible remedies and adjustments and then undertake applying this methodology to a portion of the SDS1 software. We also indicate shortcomings of the methodology and possible avenues to address to follow to address these problems. (author). 128 refs., 11 tabs., 31 figs
Mills, S E [Carleton Univ., Ottawa, ON (Canada). Statistical Consulting Centre
In this report we present an overview of reliability assessment for software and focus on some basic aspects of assessing reliability for safety critical systems by statistical random testing. We also discuss possible deviations from some essential assumptions on which the general methodology is based. These deviations appear quite likely in practical applications. We present and discuss possible remedies and adjustments and then undertake applying this methodology to a portion of the SDS1 software. We also indicate shortcomings of the methodology and possible avenues to address to follow to address these problems. (author). 128 refs., 11 tabs., 31 figs.
Wu, Changfu; Hwang, Ned H C; Lin, Yu-Kweng M
Cavitation damage has been observed on mechanical heart valves (MHVs) undergoing accelerated testing. Cavitation itself can be modeled as a stochastic process, as it varies from beat to beat of the testing machine. This in-vitro study was undertaken to investigate the statistical characteristics of MHV cavitation. A 25-mm St. Jude Medical bileaflet MHV (SJM 25) was tested in an accelerated tester at various pulse rates, ranging from 300 to 1,000 bpm, with stepwise increments of 100 bpm. A miniature pressure transducer was placed near a leaflet tip on the inflow side of the valve, to monitor regional transient pressure fluctuations at instants of valve closure. The pressure trace associated with each beat was passed through a 70 kHz high-pass digital filter to extract the high-frequency oscillation (HFO) components resulting from the collapse of cavitation bubbles. Three intensity-related measures were calculated for each HFO burst: its time span; its local root-mean-square (LRMS) value; and the area enveloped by the absolute value of the HFO pressure trace and the time axis, referred to as cavitation impulse. These were treated as stochastic processes, of which the first-order probability density functions (PDFs) were estimated for each test rate. Both the LRMS value and cavitation impulse were log-normal distributed, and the time span was normal distributed. These distribution laws were consistent at different test rates. The present investigation was directed at understanding MHV cavitation as a stochastic process. The results provide a basis for establishing further the statistical relationship between cavitation intensity and time-evolving cavitation damage on MHV surfaces. These data are required to assess and compare the performance of MHVs of different designs.
Jonge, de R.; Zanten, van J.H.
We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly constructed. In particular, we show that adaptation is achieved if
Podobnik, Boris; Jiang, Zhi-Qiang; Zhou, Wei-Xing; Stanley, H. Eugene
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, ρDCCA(T,n), where T is the total length of the time series and n the window size. For ρDCCA(T,n), we numerically calculated the Cauchy inequality -1≤ρDCCA(T,n)≤1. Here we derive -1≤ρDCCA(T,n)≤1 for a standard variance-covariance approach and for a detrending approach. For overlapping windows, we find the range of ρDCCA 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 ρDCCA(T,n) tends with increasing T to 1/T. Using ρDCCA(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.
Maria João Nunes
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.
Sheets, H D; Mitchell, C E
A number of statistical tests have been developed to determine what type of dynamics underlie observed changes in morphology in evolutionary time series, based on the pattern of change within the time series. The theory of the 'scaled maximum', the 'log-rate-interval' (LRI) method, and the Hurst exponent all operate on the same principle of comparing the maximum change, or rate of change, in the observed dataset to the maximum change expected of a random walk. Less change in a dataset than expected of a random walk has been interpreted as indicating stabilizing selection, while more change implies directional selection. The 'runs test' in contrast, operates on the sequencing of steps, rather than on excursion. Applications of these tests to computer generated, simulated time series of known dynamical form and various levels of additive noise indicate that there is a fundamental asymmetry in the rate of type II errors of the tests based on excursion: they are all highly sensitive to noise in models of directional selection that result in a linear trend within a time series, but are largely noise immune in the case of a simple model of stabilizing selection. Additionally, the LRI method has a lower sensitivity than originally claimed, due to the large range of LRI rates produced by random walks. Examination of the published results of these tests show that they have seldom produced a conclusion that an observed evolutionary time series was due to directional selection, a result which needs closer examination in light of the asymmetric response of these tests.
Qi, Jianlong; Asl, Hassan Foroughi; Björkegren, Johan; Michoel, Tom
The Kruskal-Wallis test is a popular non-parametric statistical test for identifying expression quantitative trait loci (eQTLs) from genome-wide data due to its robustness against variations in the underlying genetic model and expression trait distribution, but testing billions of marker-trait combinations one-by-one can become computationally prohibitive. We developed kruX, an algorithm implemented in Matlab, Python and R that uses matrix multiplications to simultaneously calculate the Kruskal-Wallis test statistic for several millions of marker-trait combinations at once. KruX is more than ten thousand times faster than computing associations one-by-one on a typical human dataset. We used kruX and a dataset of more than 500k SNPs and 20k expression traits measured in 102 human blood samples to compare eQTLs detected by the Kruskal-Wallis test to eQTLs detected by the parametric ANOVA and linear model methods. We found that the Kruskal-Wallis test is more robust against data outliers and heterogeneous genotype group sizes and detects a higher proportion of non-linear associations, but is more conservative for calling additive linear associations. kruX enables the use of robust non-parametric methods for massive eQTL mapping without the need for a high-performance computing infrastructure and is freely available from http://krux.googlecode.com.
AL-Kamarany, Mohammed Amood; EL Karbane, Miloud; Ridouan, Khadija; Alanazi, Fars K.; Hubert, Philippe; Cherrah, Yahia; Bouklouze, Abdelaziz
The analytical transfer is a complete process that consists in transferring an analytical procedure from a sending laboratory to a receiving laboratory. After having experimentally demonstrated that also masters the procedure in order to avoid problems in the future. Method of transfers is now commonplace during the life cycle of analytical method in the pharmaceutical industry. No official guideline exists for a transfer methodology in pharmaceutical analysis and the regulatory word of transfer is more ambiguous than for validation. Therefore, in this study, Gauge repeatability and reproducibility (R&R) studies associated with other multivariate statistics appropriates were successfully applied for the transfer of the dissolution test of diclofenac sodium as a case study from a sending laboratory A (accredited laboratory) to a receiving laboratory B. The HPLC method for the determination of the percent release of diclofenac sodium in solid pharmaceutical forms (one is the discovered product and another generic) was validated using accuracy profile (total error) in the sender laboratory A. The results showed that the receiver laboratory B masters the test dissolution process, using the same HPLC analytical procedure developed in laboratory A. In conclusion, if the sender used the total error to validate its analytical method, dissolution test can be successfully transferred without mastering the analytical method validation by receiving laboratory B and the pharmaceutical analysis method state should be maintained to ensure the same reliable results in the receiving laboratory. PMID:24109204
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)
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.
Ji, Yuan; Lu, Yiling; Mills, Gordon B
We propose a Bayesian method for the problem of multiple hypothesis testing that is routinely encountered in bioinformatics research, such as the differential gene expression analysis. Our algorithm is based on modeling the distributions of test statistics under both null and alternative hypotheses. We substantially reduce the complexity of the process of defining posterior model probabilities by modeling the test statistics directly instead of modeling the full data. Computationally, we apply a Bayesian FDR approach to control the number of rejections of null hypotheses. To check if our model assumptions for the test statistics are valid for various bioinformatics experiments, we also propose a simple graphical model-assessment tool. Using extensive simulations, we demonstrate the performance of our models and the utility of the model-assessment tool. In the end, we apply the proposed methodology to an siRNA screening and a gene expression experiment.
Luo, Xiaodong; Zhang, Jie; Small, Michael; Moroz, Irene
We propose an exact nonparametric inference scheme for the detection of nonlinear determinism. The essential fact utilized in our scheme is that, for a linear stochastic process with jointly symmetric innovations, its ordinary least square (OLS) linear prediction error is symmetric about zero. Based on this viewpoint, a class of linear signed rank statistics, e.g. the Wilcoxon signed rank statistic, can be derived with the known null distributions from the prediction error. Thus one of the ad...
A method to produce exact simultaneous confidence bands for the empirical cumulative distribution function that was first described by Owen, and subsequently corrected by Jager and Wellner, is the starting point for deriving exact nonparametric confidence bands for the survivor function of any positive random variable. We invert a nonparametric likelihood test of uniformity, constructed from the Kaplan-Meier estimator of the survivor function, to obtain simultaneous lower and upper bands for the function of interest with specified global confidence level. The method involves calculating a null distribution and associated critical value for each observed sample configuration. However, Noe recursions and the Van Wijngaarden-Decker-Brent root-finding algorithm provide the necessary tools for efficient computation of these exact bounds. Various aspects of the effect of right censoring on these exact bands are investigated, using as illustrations two observational studies of survival experience among non-Hodgkin's lymphoma patients and a much larger group of subjects with advanced lung cancer enrolled in trials within the North Central Cancer Treatment Group. Monte Carlo simulations confirm the merits of the proposed method of deriving simultaneous interval estimates of the survivor function across the entire range of the observed sample. This research was supported by the Natural Sciences and Engineering Research Council (NSERC) of Canada. It was begun while the author was visiting the Department of Statistics, University of Auckland, and completed during a subsequent sojourn at the Medical Research Council Biostatistics Unit in Cambridge. The support of both institutions, in addition to that of NSERC and the University of Waterloo, is greatly appreciated.
In reliability, failure data often correspond to competing risks, where several failure modes can cause a unit to fail. This paper presents nonparametric predictive inference (NPI) for pairwise comparison with competing risks data, assuming that the failure modes are independent. These failure modes could be the same or different among the two groups, and these can be both observed and unobserved failure modes. NPI is a statistical approach based on few assumptions, with inferences strongly based on data and with uncertainty quantified via lower and upper probabilities. The focus is on the lower and upper probabilities for the event that the lifetime of a future unit from one group, say Y, is greater than the lifetime of a future unit from the second group, say X. The paper also shows how the two groups can be compared based on particular failure mode(s), and the comparison of the two groups when some of the competing risks are combined is discussed
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.
Zeng, Yanru; Hou, Wei; Song, Shuang; Feng, Sisi; Shen, Lin; Xia, Guohua; Wu, Rongling
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.
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
Wang Yuzhu; Chen Yudan; Huang Weigang; Liu Liang
There exists a simple relation between the photon statistics in resonance fluorescence and the statistics of the momentum transferred to an atom by a plane travelling wave [Cook, R.J., Opt. Commun., 35, 347(1980)]. Using an atomic beam deflection by light pressure, we have observed sub-Poissonian statistics in resonance fluorescence of two-level atoms. (author)
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)
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 . Our related work on the application of WPF in operational decisions is documented in . 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
Huang, Mian; Li, Runze; Wang, Shaoli
Motivated by an analysis of US house price index data, we propose nonparametric finite mixture of regression models. We study the identifiability issue of the proposed models, and develop an estimation procedure by employing kernel regression. We further systematically study the sampling properties of the proposed estimators, and establish their asymptotic normality. A modified EM algorithm is proposed to carry out the estimation procedure. We show that our algorithm preserves the ascent property of the EM algorithm in an asymptotic sense. Monte Carlo simulations are conducted to examine the finite sample performance of the proposed estimation procedure. An empirical analysis of the US house price index data is illustrated for the proposed methodology.
Checlair, J.; Abbot, D. S.
Traditional habitable zone theory assumes that the silicate-weathering feedback regulates the atmospheric CO2 of planets within the habitable zone to maintain surface temperatures that allow for liquid water. There is some non-definitive evidence that this feedback has worked in Earth history, but it is untested in an exoplanet context. A critical prediction of the silicate-weathering feedback is that, on average, within the habitable zone planets that receive a higher stellar flux should have a lower CO2 in order to maintain liquid water at their surface. We can test this prediction directly by using a statistical approach involving low-precision CO2 measurements on many planets with future instruments such as JWST, LUVOIR, or HabEx. The purpose of this work is to carefully outline the requirements for such a test. First, we use a radiative-transfer model to compute the amount of CO2 necessary to maintain surface liquid water on planets for different values of insolation and planetary parameters. We run a large ensemble of Earth-like planets with different masses, atmospheric masses, inert atmospheric composition, cloud composition and level, and other greenhouse gases. Second, we post-process this data to determine the precision with which future instruments such as JWST, LUVOIR, and HabEx could measure the CO2. We then combine the variation due to planetary parameters and observational error to determine the number of planet measurements that would be needed to effectively marginalize over uncertainties and resolve the predicted trend in CO2 vs. stellar flux. The results of this work may influence the usage of JWST and will enhance mission planning for LUVOIR and HabEx.
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...
Branscum, Adam J; Hanson, Timothy E
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.
Aslanidis, Nektarios; Casas, Isabel
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....
Anvari, Arash; Halpern, Elkan F; Samir, Anthony E
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. © RSNA, 2015.
Hayen, Andrew; Macaskill, Petra; Irwig, Les; Bossuyt, Patrick
To explain which measures of accuracy and which statistical methods should be used in studies to assess the value of a new binary test as a replacement test, an add-on test, or a triage test. Selection and explanation of statistical methods, illustrated with examples. Statistical methods for
Olsen, Christopher R.; Bozeman, William C.
Discussion of the selection of appropriate statistical procedures by educators highlights a study conducted to investigate the effectiveness of decision aids in facilitating the use of appropriate statistics. Experimental groups and a control group using a printed flow chart, a computer-based decision aid, and a standard text are described. (11…
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.
Walter, G.M.; Aslett, L.J.M.; Coolen, F.P.A.
An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through bounds on the functioning probability. Given component level test
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...
Takano, Ken; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru
This study considers the common situation in data analysis when there are few observations of the distribution of interest or the target distribution, while abundant observations are available from auxiliary distributions. In this situation, it is natural to compensate for the lack of data from the target distribution by using data sets from these auxiliary distributions-in other words, approximating the target distribution in a subspace spanned by a set of auxiliary distributions. Mixture modeling is one of the simplest ways to integrate information from the target and auxiliary distributions in order to express the target distribution as accurately as possible. There are two typical mixtures in the context of information geometry: the [Formula: see text]- and [Formula: see text]-mixtures. The [Formula: see text]-mixture is applied in a variety of research fields because of the presence of the well-known expectation-maximazation algorithm for parameter estimation, whereas the [Formula: see text]-mixture is rarely used because of its difficulty of estimation, particularly for nonparametric models. The [Formula: see text]-mixture, however, is a well-tempered distribution that satisfies the principle of maximum entropy. To model a target distribution with scarce observations accurately, this letter proposes a novel framework for a nonparametric modeling of the [Formula: see text]-mixture and a geometrically inspired estimation algorithm. As numerical examples of the proposed framework, a transfer learning setup is considered. The experimental results show that this framework works well for three types of synthetic data sets, as well as an EEG real-world data set.
For the years 2004 and 2005 the figures shown in the tables of Energy Review are partly preliminary. The annual statistics published in Energy Review are presented in more detail in a publication called Energy Statistics that comes out yearly. Energy Statistics also includes historical time-series over a longer period of time (see e.g. Energy Statistics, Statistics Finland, Helsinki 2004.) The applied energy units and conversion coefficients are shown in the back cover of the Review. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in GDP, energy consumption and electricity consumption, Carbon dioxide emissions from fossile fuels use, Coal consumption, Consumption of natural gas, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices in heat production, Fuel prices in electricity production, Price of electricity by type of consumer, Average monthly spot prices at the Nord pool power exchange, Total energy consumption by source and CO 2 -emissions, Supplies and total consumption of electricity GWh, Energy imports by country of origin in January-June 2003, Energy exports by recipient country in January-June 2003, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Price of natural gas by type of consumer, Price of electricity by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes, precautionary stock fees and oil pollution fees
For the year 2000, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy Review appear in more detail from the publication Energiatilastot - Energy Statistics issued annually, which also includes historical time series over a longer period (see e.g. Energiatilastot 1999, Statistics Finland, Helsinki 2000, ISSN 0785-3165). The inside of the Review's back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions from the use of fossil fuels, Total energy consumption by source and CO 2 -emissions, Electricity supply, Energy imports by country of origin in 2000, Energy exports by recipient country in 2000, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes and precautionary stock fees on oil products
For the year 1999 and 2000, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy Review appear in more detail from the publication Energiatilastot - Energy Statistics issued annually, which also includes historical time series over a longer period (see e.g., Energiatilastot 1998, Statistics Finland, Helsinki 1999, ISSN 0785-3165). The inside of the Review's back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions, Total energy consumption by source and CO 2 -emissions, Electricity supply, Energy imports by country of origin in January-March 2000, Energy exports by recipient country in January-March 2000, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes and precautionary stock fees on oil products
For the year 1998 and the year 1999, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy Review appear in more detail from the publication Energiatilastot - Energy Statistics issued annually, which also includes historical time series over a longer period (see e.g. Energiatilastot 1998, Statistics Finland, Helsinki 1999, ISSN 0785-3165). The inside of the Review's back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions, Total energy consumption by source and CO 2 -emissions, Electricity supply, Energy imports by country of origin in January-June 1999, Energy exports by recipient country in January-June 1999, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes and precautionary stock fees on oil products
The gene regulation network (GRN) evaluates the interactions between genes and look for models to describe the gene expression behavior. These models have many applications; for instance, by characterizing the gene expression mechanisms that cause certain disorders, it would be possible to target those genes to block the progress of the disease. Many biological processes are driven by nonlinear dynamic GRN. In this article, we propose a nonparametric differential equation (ODE) to model the nonlinear dynamic GRN. Specially, we address following questions simultaneously: (i) extract information from noisy time course gene expression data; (ii) model the nonlinear ODE through a nonparametric smoothing function; (iii) identify the important regulatory gene(s) through a group smoothly clipped absolute deviation (SCAD) approach; (iv) test the robustness of the model against possible shortening of experimental duration. We illustrate the usefulness of the model and associated statistical methods through a simulation and a real application examples.
For the year 2002, part of the figures shown in the tables of the Energy Review are partly preliminary. The annual statistics of the Energy Review also includes historical time-series over a longer period (see e.g. Energiatilastot 2001, Statistics Finland, Helsinki 2002). The applied energy units and conversion coefficients are shown in the inside back cover of the Review. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in GDP, energy consumption and electricity consumption, Carbon dioxide emissions from fossile fuels use, Coal consumption, Consumption of natural gas, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices in heat production, Fuel prices in electricity production, Price of electricity by type of consumer, Average monthly spot prices at the Nord pool power exchange, Total energy consumption by source and CO 2 -emissions, Supply and total consumption of electricity GWh, Energy imports by country of origin in January-June 2003, Energy exports by recipient country in January-June 2003, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Price of natural gas by type of consumer, Price of electricity by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Excise taxes, precautionary stock fees on oil pollution fees on energy products
For the year 2003 and 2004, the figures shown in the tables of the Energy Review are partly preliminary. The annual statistics of the Energy Review also includes historical time-series over a longer period (see e.g. Energiatilastot, Statistics Finland, Helsinki 2003, ISSN 0785-3165). The applied energy units and conversion coefficients are shown in the inside back cover of the Review. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in GDP, energy consumption and electricity consumption, Carbon dioxide emissions from fossile fuels use, Coal consumption, Consumption of natural gas, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices in heat production, Fuel prices in electricity production, Price of electricity by type of consumer, Average monthly spot prices at the Nord pool power exchange, Total energy consumption by source and CO 2 -emissions, Supplies and total consumption of electricity GWh, Energy imports by country of origin in January-March 2004, Energy exports by recipient country in January-March 2004, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Price of natural gas by type of consumer, Price of electricity by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Excise taxes, precautionary stock fees on oil pollution fees
For the year 1999 and 2000, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy also includes historical time series over a longer period (see e.g., Energiatilastot 1999, Statistics Finland, Helsinki 2000, ISSN 0785-3165). The inside of the Review's back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions, Total energy consumption by source and CO 2 -emissions, Electricity supply, Energy imports by country of origin in January-June 2000, Energy exports by recipient country in January-June 2000, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes and precautionary stock fees on oil products
On the other hand cost-effective geoelctric imaging methods provide 2-D / 3-D .... SPSS (Statistical package for social sciences) have been used to carry out linear ..... P W J 1997 Theory of ionic surface electrical conduction in porous media;.
Horvath, L.; Hušková, Marie
Roč. 2005, č. 128 (2005), s. 351-371 ISSN 0378-3758 R&D Projects: GA ČR GA201/00/0769 Institutional research plan: CEZ:AV0Z10750506 Keywords : U-statistics * permutations * change-point * weighted approximation * Brownian bridge Subject RIV: BD - Theory of Information Impact factor: 0.481, year: 2005
Quintana, Carolina; Millwater, Harry R.; Singh, Gulshan; Golden, Patrick
Statistical estimates from simulation involve uncertainty caused by the variability in the input random variables due to limited data. Allocating resources to obtain more experimental data of the input variables to better characterize their probability distributions can reduce the variance of statistical estimates. The methodology proposed determines the optimal number of additional experiments required to minimize the variance of the output moments given single or multiple constraints. The method uses multivariate t-distribution and Wishart distribution to generate realizations of the population mean and covariance of the input variables, respectively, given an amount of available data. This method handles independent and correlated random variables. A particle swarm method is used for the optimization. The optimal number of additional experiments per variable depends on the number and variance of the initial data, the influence of the variable in the output function and the cost of each additional experiment. The methodology is demonstrated using a fretting fatigue example.
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…
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.
W. D. Walls
In this paper we use nonparametric statistical tools to quantify motion-picture profit. We quantify the unconditional distribution of profit, the distribution of profit conditional on stars and sequels, and we also model the conditional expectation of movie profits using a non- parametric data-driven regression model. The flexibility of the non-parametric approach accommodates the full range of possible relationships among the variables without prior specification of a functional form, thereb...
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...
Borup, Daniel; Thyrsgaard, Martin
We develop a multivariate generalization of the Giacomini-White tests for equal conditional predictive ability. The tests are applicable to a mixture of nested and non-nested models, incorporate estimation uncertainty explicitly, and allow for misspecification of the forecasting model as well as ...
Berg, van den W.; Hartsema, O.; Nijs, Den J.M.F.
A series of proficiency tests on potato cyst nematode (PCN; n=29) and free-living stages of Meloidogyne and Pratylenchus (n=23) were investigated to determine the accuracy and precision of the nematode counts and to gain insights into possible trends and potential improvements. In each test, each
The purpose of the present study was to compare statistically some different methods for the evaluation of fracture toughness of the nuclear reactor material A-533 B. Since linear elastic fracture mechanics is not applicable to this material at the interesting temperature (275 0 C), the so-called Jsub(Ic) testing method was employed. Two main difficulties are inherent in this type of testing. The first one is to determine the quantity J as a function of the deflection of the three-point bend specimens used. Three different techniques were used, the first two based on the experimentally observed input of energy to the specimen and the third employing finite element calculations. The second main problem is to determine the point when crack growth begins. For this, two methods were used, a direct electrical method and the indirect R-curve method. A total of forty specimens were tested at two laboratories. No statistically significant different results were obtained from the respective laboratories. The three methods of calculating J yielded somewhat different results, although the discrepancy was small. Also the two methods of determination of the growth initiation point yielded consistent results. The R-curve method, however, exhibited a larger uncertainty as measured by the standard deviation. The resulting Jsub(Ic) value also agreed well with earlier presented results. The relative standard deviation was of the order of 25%, which is quite small for this type of experiment. (author)
Deshwar, Amit G; Vembu, Shankar; Morris, Quaid
Statistical machine learning methods, especially nonparametric Bayesian methods, have become increasingly popular to infer clonal population structure of tumors. Here we describe the treeCRP, an extension of the Chinese restaurant process (CRP), a popular construction used in nonparametric mixture models, to infer the phylogeny and genotype of major subclonal lineages represented in the population of cancer cells. We also propose new split-merge updates tailored to the subclonal reconstruction problem that improve the mixing time of Markov chains. In comparisons with the tree-structured stick breaking prior used in PhyloSub, we demonstrate superior mixing and running time using the treeCRP with our new split-merge procedures. We also show that given the same number of samples, TSSB and treeCRP have similar ability to recover the subclonal structure of a tumor…
Castet, Jean-Francois; Saleh, Joseph H.
Long recognized as a critical design attribute for space systems, satellite reliability has not yet received the proper attention as limited on-orbit failure data and statistical analyses can be found in the technical literature. To fill this gap, we recently conducted a nonparametric analysis of satellite reliability for 1584 Earth-orbiting satellites launched between January 1990 and October 2008. In this paper, we provide an advanced parametric fit, based on mixture of Weibull distributions, and compare it with the single Weibull distribution model obtained with the Maximum Likelihood Estimation (MLE) method. We demonstrate that both parametric fits are good approximations of the nonparametric satellite reliability, but that the mixture Weibull distribution provides significant accuracy in capturing all the failure trends in the failure data, as evidenced by the analysis of the residuals and their quasi-normal dispersion.
Schmidt, Mikkel Nørgaard; Mørup, Morten
an infinite mixture model as running example, we go through the steps of deriving the model as an infinite limit of a finite parametric model, inferring the model parameters by Markov chain Monte Carlo, and checking the model?s fit and predictive performance. We explain how advanced nonparametric models......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...
Cladding tubes, either steel or zircaloy, are generally given a 100 % inspection through ultrasonic non-destructive testing. This inspection may be completed beneficially with an eddy current test, as this is not sensitive to the same defects as those typically traced by ultrasonic testing. Unfortunately, the two methods (as with other non-destructive tests) exhibit poor precision; this means that a flaw, whose size is close to that denoted as rejection limit, may be accepted or rejected. Currently, rejection, i.e. the measurement above which a tube is rejected, is generally determined through measuring a calibration tube at regular time intervals, and the signal of a given tube is compared to that of the most recently completed calibration. This measurement is thus subject to variations which can be attributed to an actual shift of adjustments as well as to poor precision. For this reason, monitoring instrument adjustments using the so-called control chart method are proposed
Barabanov, A. V.; Markov, A. S.; Tsirlov, V. L.
The paper discusses practical aspects of introduction of the methods to detect software vulnerability in the day-to-day activities of the accredited testing laboratory. It presents the approval results of the vulnerability detection methods as part of the study of the open source software and the software that is a test object of the certification tests under information security requirements, including software for communication networks. Results of the study showing the allocation of identified vulnerabilities by types of attacks, country of origin, programming languages used in the development, methods for detecting vulnerability, etc. are given. The experience of foreign information security certification systems related to the detection of certified software vulnerabilities is analyzed. The main conclusion based on the study is the need to implement practices for developing secure software in the development life cycle processes. The conclusions and recommendations for the testing laboratories on the implementation of the vulnerability analysis methods are laid down.
Cohen, Mark E; Harte, Jennifer A; Stone, Mark E; O'Connor, Karen H; Coen, Michael L; Cullum, Malford E
While it is important to monitor dental water quality, it is unclear whether in-office test kits provide bacterial counts comparable to the gold standard method (R2A). Studies were conducted on specimens with known bacterial concentrations, and from dental units, to evaluate test kit accuracy across a range of bacterial types and loads. Colony forming units (CFU) were counted for samples from each source, using R2A and two types of test kits, and conformity to Poisson distribution expectations was evaluated. Poisson regression was used to test for effects of source and device, and to estimate rate ratios for kits relative to R2A. For all devices, distributions were Poisson for low CFU/mL when only beige-pigmented bacteria were considered. For higher counts, R2A remained Poisson, but kits exhibited over-dispersion. Both kits undercounted relative to R2A, but the degree of undercounting was reasonably stable. Kits did not grow pink-pigmented bacteria from dental-unit water identified as Methylobacterium rhodesianum. Only one of the test kits provided results with adequate reliability at higher bacterial concentrations. Undercount bias could be estimated for this device and used to adjust test kit results. Insensitivity to methylobacteria spp. is problematic.
Full Text Available Examination results are rather important for many students with regard to their future profession development. Results of exams should be carefully inspected by the teachers to help improve design and evaluation of tests and education process in general. Analysis of examination papers in mathematics taken by students of basic mathematics course at University of Economics in Prague is reported. The first issue addressed is identification of significant dependencies between performance in particular problem areas covered in the test and also between particular items and total score in test or ability level as a latent trait. The assessment is first performed with Spearman correlation coefficient, items in the test are then evaluated within Item Response Theory framework. The second analytical task addressed is a search for groups of students who are similar with respect to performance in test. Cluster analysis is performed using partitioning around medoids method and final model selection is made according to average silhouette width. Results of clustering, which may be also considered in connection with setting of the minimum score for passing the exam, show that two groups of students can be identified. The group which may be called "well-performers" is the more clearly defined one.
Volatility is a concept that describes the variation of financial returns. Measuring and modelling volatility dynamics is an important aspect of financial econometrics. This thesis is concerned with nonparametric approaches to volatility measurement and volatility model validation.
Es, van Bert; Spreij, P.J.C.; Zanten, van J.H.
Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on
A. Hak (Tony)
textabstractIn the longer term null hypothesis significance testing (NHST) will disappear because p- values are not informative and not replicable. Should we continue to teach in the future the procedures of then abolished routines (i.e., NHST)? Three arguments are discussed for not teaching NHST in
The hypothesis that a very large number of lOx 10mean gravity anomalies are normally distributed has been rejected at 5% Significance level based on the X2 and the unit normal deviate tests. However, the 50 equal area mean anomalies derived from the lOx 10data, have been found to be normally distributed at the same ...
Vicere, A [Istituto di Fisica, Universita di Urbino (Italy); Calamai, G [Istituto Nazionale di Fisica Nucleare, Sez. Firenze/Urbino (Italy); Campagna, E [Istituto Nazionale di Fisica Nucleare, Sez. Firenze/Urbino (Italy); Conforto, G [Istituto di Fisica, Universita di Urbino (Italy); Cuoco, E [Istituto Nazionale di Fisica Nucleare, Sez. Firenze/Urbino (Italy); Dominici, P [Istituto di Fisica, Universita di Urbino (Italy); Fiori, I [Istituto di Fisica, Universita di Urbino (Italy); Guidi, G M [Istituto di Fisica, Universita di Urbino (Italy); Losurdo, G [Istituto Nazionale di Fisica Nucleare, Sez. Firenze/Urbino (Italy); Martelli, F [Istituto di Fisica, Universita di Urbino (Italy); Mazzoni, M [Istituto Nazionale di Fisica Nucleare, Sez. Firenze/Urbino (Italy); Perniola, B [Istituto di Fisica, Universita di Urbino (Italy); Stanga, R [Istituto Nazionale di Fisica Nucleare, Sez. Firenze/Urbino (Italy); Vetrano, F [Istituto di Fisica, Universita di Urbino (Italy)
In this work, we estimate the performance of a method for the detection of burst events in the data produced by interferometric gravitational wave detectors. We compute the receiver operating characteristics in the specific case of a simulated noise having the spectral density expected for Virgo, using test signals taken from a library of possible waveforms emitted during the collapse of the core of type II supernovae.
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.
Kosinski, Andrzej S
Positive and negative predictive values are important measures of a medical diagnostic test performance. We consider testing equality of two positive or two negative predictive values within a paired design in which all patients receive two diagnostic tests. The existing statistical tests for testing equality of predictive values are either Wald tests based on the multinomial distribution or the empirical Wald and generalized score tests within the generalized estimating equations (GEE) framework. As presented in the literature, these test statistics have considerably complex formulas without clear intuitive insight. We propose their re-formulations that are mathematically equivalent but algebraically simple and intuitive. As is clearly seen with a new re-formulation we presented, the generalized score statistic does not always reduce to the commonly used score statistic in the independent samples case. To alleviate this, we introduce a weighted generalized score (WGS) test statistic that incorporates empirical covariance matrix with newly proposed weights. This statistic is simple to compute, always reduces to the score statistic in the independent samples situation, and preserves type I error better than the other statistics as demonstrated by simulations. Thus, we believe that the proposed WGS statistic is the preferred statistic for testing equality of two predictive values and for corresponding sample size computations. The new formulas of the Wald statistics may be useful for easy computation of confidence intervals for difference of predictive values. The introduced concepts have potential to lead to development of the WGS test statistic in a general GEE setting. Copyright © 2012 John Wiley & Sons, Ltd.
Mrkvička, Tomáš; Soubeyrand, Samuel; Myllymäki, Mari
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 appropriate type I error probability. Two novel examples are given on their usage. First, in addition to the test based on a classical one-dimensional summary function, the goodness-of-fit of a point process model is evaluated by means of the test based on a higher dimensional functional statistic, namely...
Mathur, Sunil; Sadana, Ajit
We present a rank-based test statistic for the identification of differentially expressed genes using a distance measure. The proposed test statistic is highly robust against extreme values and does not assume the distribution of parent population. Simulation studies show that the proposed test is more powerful than some of the commonly used methods, such as paired t-test, Wilcoxon signed rank test, and significance analysis of microarray (SAM) under certain non-normal distributions. The asymptotic distribution of the test statistic, and the p-value function are discussed. The application of proposed method is shown using a real-life data set. © The Author(s) 2011.
Noguchi, Takao; Sanborn, Adam N.; Stewart, Neil
Models of risky choice have attracted much attention in behavioural economics. Previous research has repeatedly demonstrated that individuals' choices are not well explained by expected utility theory, and a number of alternative models have been examined using carefully selected sets of choice alternatives. The model performance however, can depend on which choice alternatives are being tested. Here we develop a non-parametric method for estimating the utility map over the wide range of choi...
Ghasemi, Asghar; Zahediasl, Saleh
Statistical errors are common in scientific literature and about 50% of the published articles have at least one error. The assumption of normality needs to be checked for many statistical procedures, namely parametric tests, because their validity depends on it. The aim of this commentary is to overview checking for normality in statistical analysis using SPSS. PMID:23843808
Purves, L.; Strang, R. F.; Dube, M. P.; Alea, P.; Ferragut, N.; Hershfeld, D.
The software and procedures of a system of programs used to generate a report of the statistical correlation between NASTRAN modal analysis results and physical tests results from modal surveys are described. Topics discussed include: a mathematical description of statistical correlation, a user's guide for generating a statistical correlation report, a programmer's guide describing the organization and functions of individual programs leading to a statistical correlation report, and a set of examples including complete listings of programs, and input and output data.
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…
Czekaj, Tomasz Gerard; Henningsen, Arne
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...
Chiu, Chun-Huo; Wang, Yi-Ting; Walther, Bruno A; Chao, Anne
It is difficult to accurately estimate species richness if there are many almost undetectable species in a hyper-diverse community. Practically, an accurate lower bound for species richness is preferable to an inaccurate point estimator. The traditional nonparametric lower bound developed by Chao (1984, Scandinavian Journal of Statistics 11, 265-270) for individual-based abundance data uses only the information on the rarest species (the numbers of singletons and doubletons) to estimate the number of undetected species in samples. Applying a modified Good-Turing frequency formula, we derive an approximate formula for the first-order bias of this traditional lower bound. The approximate bias is estimated by using additional information (namely, the numbers of tripletons and quadrupletons). This approximate bias can be corrected, and an improved lower bound is thus obtained. The proposed lower bound is nonparametric in the sense that it is universally valid for any species abundance distribution. A similar type of improved lower bound can be derived for incidence data. We test our proposed lower bounds on simulated data sets generated from various species abundance models. Simulation results show that the proposed lower bounds always reduce bias over the traditional lower bounds and improve accuracy (as measured by mean squared error) when the heterogeneity of species abundances is relatively high. We also apply the proposed new lower bounds to real data for illustration and for comparisons with previously developed estimators. © 2014, The International Biometric Society.
Tong, Xiaoxiao; Bentler, Peter M
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.
Reimann, I W; Jobert, M; Gleiter, C H; Turri, M; Bieck, P R; Herrmann, W M
The comparison of two different modes of data processing and two different approaches to statistical testing both applied to the same set of EEG recordings was the main objective of this pharmacological study. Brofaromine (CGP 11,305 A), a new selective and reversible monoamine oxidase type A inhibitor was used as an example for investigating a potentially antidepressant drug in clinical development. The two modes of pharmaco-EEG (PEEG) data processing differed mainly in the sampling frequency and definition of spectral parameters. Patterns of significant changes were noted in terms of descriptive data analysis using either a nonparametric Wilcoxon signed-rank test or an ANOVA of transformed data, as suggested by Conover and Iman. These data clearly demonstrate that slight discrepancies in the results may simply arise from differences in data processing and statistical approach applied. In spite of these discrepancies, the pattern of brofaromine-induced PEEG changes was very similar regardless of the mode of data handling used.
Li, Zhanchao; Gu, Chongshi; Wu, Zhongru
The study on diagnosis method of concrete crack behavior abnormality has always been a hot spot and difficulty in the safety monitoring field of hydraulic structure. Based on the performance of concrete dam crack behavior abnormality in parametric statistical model and nonparametric statistical model, the internal relation between concrete dam crack behavior abnormality and statistical change point theory is deeply analyzed from the model structure instability of parametric statistical model ...
Corder, Gregory W; Foreman, Dale I
.... The book continues to follow the same format in all chapters to aid in reader comprehension, and each chapter begins with a general introduction and a list of the chapter's main learning objectives...
Zhang, Fanghong; Miyaoka, Etsuo; Huang, Fuping; Tanaka, Yutaka
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.
J. Sunil Rao
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.
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.
Behringer, K.; Spiekerman, G.
Piety (1977) proposed an automated signature analysis of power spectral density data. Eight statistical decision discriminants are introduced. For nearly all the discriminants, improved confidence statements can be made. The statistical characteristics of the last three discriminants, which are applications of non-parametric tests, are considered. (author)
Satorra, Albert; Bentler, Peter M
A scaled difference test statistic [Formula: see text] that can be computed from standard software of structural equation models (SEM) by hand calculations was proposed in Satorra and Bentler (2001). The statistic [Formula: see text] is asymptotically equivalent to the scaled difference test statistic T̄(d) introduced in Satorra (2000), which requires more involved computations beyond standard output of SEM software. The test statistic [Formula: see text] has been widely used in practice, but in some applications it is negative due to negativity of its associated scaling correction. Using the implicit function theorem, this note develops an improved scaling correction leading to a new scaled difference statistic T̄(d) that avoids negative chi-square values.
Macedo Soares, P.P.
Interviews and opinion surveys are instruments used to assess the safety culture in an organization as part of the Safety Culture Enhancement Programme. Specific statistical tools are used to analyse the survey results. This paper presents an example of an opinion survey with the corresponding application of the statistical analysis and the conclusions obtained. Survey validation, Frequency statistics, Kolmogorov-Smirnov non-parametric test, Student (T-test) and ANOVA means comparison tests and LSD post-hoc multiple comparison test, are discussed. (author)
Hsiao, Chiaowen; Liu, Mengya; Stanton, Rick; McGee, Monnie; Qian, Yu
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
Hsiao, Chiaowen; Liu, Mengya; Stanton, Rick; McGee, Monnie; Qian, Yu; Scheuermann, Richard H
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 equivalent from nonequivalent cell
Full Text Available The selection of an adequate regression model is the basis for obtaining accurate and reproducible results during the bionalytical method validation. Given the wide concentration range, frequently present in bioanalytical assays, heteroscedasticity of the data may be expected. Several weighted linear and quadratic regression models were evaluated during the selection of the adequate curve fit using nonparametric statistical tests: One sample rank test and Wilcoxon signed rank test for two independent groups of samples. The results obtained with One sample rank test could not give statistical justification for the selection of linear vs. quadratic regression models because slight differences between the error (presented through the relative residuals were obtained. Estimation of the significance of the differences in the RR was achieved using Wilcoxon signed rank test, where linear and quadratic regression models were treated as two independent groups. The application of this simple non-parametric statistical test provides statistical confirmation of the choice of an adequate regression model.
Bettany-Saltikov, Josette; Whittaker, Victoria Jane
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.
de Gooijer, J.G.; Zerom Godefay, D.
Several nonparametric predictors based on the Nadaraya-Watson kernel regression estimator have been proposed in the literature. They include the conditional mean, the conditional median, and the conditional mode. In this paper, we consider three types of predictive regions for these predictors — the
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 point...
Nonparametric models which allow for data with unobservable heterogeneity are studied. The first publication introduces new estimators and their asymptotic properties for conditional mixture models. The second publication considers estimation of a function from noisy observations of its Radon transform in a Gaussian white noise model.
Potgieter, C.J.; Lombard, F.
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
Piatek, Rémi; Papaspiliopoulos, Omiros
This paper introduces a new approach for the inference of non-Gaussian factor models based on Bayesian nonparametric methods. It relaxes the usual normality assumption on the latent factors, widely used in practice, which is too restrictive in many settings. Our approach, on the contrary, does no...
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...
Farajzadehbibalan, Saber; Ramezani, Mohammad Hossein; Nielsen, Peter
In this study, a comprehensive test procedure is developed to test wind turbine generators with a hardware-in-loop setup. The procedure employs the statistical model of the power grid considering the restrictions of the test facility and system dynamics. Given the model in the latent space...
Ranganathan, Priya; Aggarwal, Rakesh
In this article in our series on common pitfalls in statistical analysis, we look at some of the attributes of diagnostic tests (i.e., tests which are used to determine whether an individual does or does not have disease). The next article in this series will focus on further issues related to diagnostic tests.
Archer Kellie J
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
Lin, Johnny; Bentler, Peter M
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.
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.
Hatice Tül Kübra AKDUR
Full Text Available In this article, a new test based on Jonckheere test  for randomized blocks which have dependent observations within block is presented. A weighted sum for each block statistic rather than the unweighted sum proposed by Jonckheereis included. For Jonckheere type statistics, the main assumption is independency of observations within block. In the case of repeated measures design, the assumption of independence is violated. The weighted Jonckheere type statistic for the situation of dependence for different variance-covariance structure and the situation based on ordered alternative hypothesis structure of each block on the design is used. Also, the proposed statistic is compared to the existing test based on Jonckheere in terms of type I error rates by performing Monte Carlo simulation. For the strong correlations, circular bootstrap version of the proposed Jonckheere test provides lower rates of type I error.
Justifications on the influences of two or more parameters on fatigue strength are some times problematic due to the scatter nature of the fatigue data. Statistic test can facilitate the evaluation, whether the changes in material characteristics as a result of specific parameters of interest is significant. The statistic tests were applied to fatigue data of AISI 1045 steel specimens. The specimens are consisted of as received specimen, shot peened specimen with 15 and 16 Almen intensity as ...
Browne, Michael W; Shapiro, Alexander
In a recent article Jennrich and Satorra (Psychometrika 78: 545-552, 2013) showed that a proof by Browne (British Journal of Mathematical and Statistical Psychology 37: 62-83, 1984) of the asymptotic distribution of a goodness of fit test statistic is incomplete because it fails to prove that the orthogonal component function employed is continuous. Jennrich and Satorra (Psychometrika 78: 545-552, 2013) showed how Browne's proof can be completed satisfactorily but this required the development of an extensive and mathematically sophisticated framework for continuous orthogonal component functions. This short note provides a simple proof of the asymptotic distribution of Browne's (British Journal of Mathematical and Statistical Psychology 37: 62-83, 1984) test statistic by using an equivalent form of the statistic that does not involve orthogonal component functions and consequently avoids all complicating issues associated with them.
Ihara, Hitoshi; Nishimura, Hideo; Ikawa, Koji; Miura, Nobuyuki; Iwanaga, Masayuki; Kusano, Toshitsugu.
An Near-Real-Time Materials Accountancy(NRTA) system had been developed as an advanced safeguards measure for PNC Tokai Reprocessing Plant; a minicomputer system for NRTA data processing was designed and constructed. A full scale field test was carried out as a JASPAS(Japan Support Program for Agency Safeguards) project with the Agency's participation and the NRTA data processing system was used. Using this field test data, investigation of the detection power of a statistical test under real circumstances was carried out for five statistical tests, i.e., a significance test of MUF, CUMUF test, average loss test, MUF residual test and Page's test on MUF residuals. The result shows that the CUMUF test, average loss test, MUF residual test and the Page's test on MUF residual test are useful to detect a significant loss or diversion. An unmeasured inventory estimation model for the PNC reprocessing plant was developed in this study. Using this model, the field test data from the C-1 to 85 - 2 campaigns were re-analyzed. (author)
Lee Anna Y
Full Text Available Abstract Background DNA microarrays provide data for genome wide patterns of expression between observation classes. Microarray studies often have small samples sizes, however, due to cost constraints or specimen availability. This can lead to poor random error estimates and inaccurate statistical tests of differential expression. We compare the performance of the standard t-test, fold change, and four small n statistical test methods designed to circumvent these problems. We report results of various normalization methods for empirical microarray data and of various random error models for simulated data. Results Three Empirical Bayes methods (CyberT, BRB, and limma t-statistics were the most effective statistical tests across simulated and both 2-colour cDNA and Affymetrix experimental data. The CyberT regularized t-statistic in particular was able to maintain expected false positive rates with simulated data showing high variances at low gene intensities, although at the cost of low true positive rates. The Local Pooled Error (LPE test introduced a bias that lowered false positive rates below theoretically expected values and had lower power relative to the top performers. The standard two-sample t-test and fold change were also found to be sub-optimal for detecting differentially expressed genes. The generalized log transformation was shown to be beneficial in improving results with certain data sets, in particular high variance cDNA data. Conclusion Pre-processing of data influences performance and the proper combination of pre-processing and statistical testing is necessary for obtaining the best results. All three Empirical Bayes methods assessed in our study are good choices for statistical tests for small n microarray studies for both Affymetrix and cDNA data. Choice of method for a particular study will depend on software and normalization preferences.
Umlauft, Maria; Konietschke, Frank; Pauly, Markus
Inference methods for null hypotheses formulated in terms of distribution functions in general non-parametric factorial designs are studied. The methods can be applied to continuous, ordinal or even ordered categorical data in a unified way, and are based only on ranks. In this set-up Wald-type statistics and ANOVA-type statistics are the current state of the art. The first method is asymptotically exact but a rather liberal statistical testing procedure for small to moderate sample size, while the latter is only an approximation which does not possess the correct asymptotic α level under the null. To bridge these gaps, a novel permutation approach is proposed which can be seen as a flexible generalization of the Kruskal-Wallis test to all kinds of factorial designs with independent observations. It is proven that the permutation principle is asymptotically correct while keeping its finite exactness property when data are exchangeable. The results of extensive simulation studies foster these theoretical findings. A real data set exemplifies its applicability. © 2017 The British Psychological Society.
Lehtinen, E.; Pulkkinen, U.; Poern, K.
We consider point events occurring in a random way in time. In many applications the pattern of occurrence is of intrinsic interest as indicating a trend or some other systematic feature in the rate of occurrence. The purpose of this report is to survey briefly different statistical trend analysis methods and illustrate their applicability to temporal phenomena in particular. The trend testing of point events is usually seen as the testing of the hypotheses concerning the intensity of the occurrence of events. When the intensity function is parametrized, the testing of trend is a typical parametric testing problem. In industrial applications the operational experience generally does not suggest any specified model and method in advance. Therefore, and particularly, if the Poisson process assumption is very questionable, it is desirable to apply tests that are valid for a wide variety of possible processes. The alternative approach for trend testing is to use some non-parametric procedure. In this report we have presented four non-parametric tests: The Cox-Stuart test, the Wilcoxon signed ranks test, the Mann test, and the exponential ordered scores test. In addition to the classical parametric and non-parametric approaches we have also considered the Bayesian trend analysis. First we discuss a Bayesian model, which is based on a power law intensity model. The Bayesian statistical inferences are based on the analysis of the posterior distribution of the trend parameters, and the probability of trend is immediately seen from these distributions. We applied some of the methods discussed in an example case. It should be noted, that this report is a feasibility study rather than a scientific evaluation of statistical methods, and the examples can only be seen as demonstrations of the methods
Lehtinen, E.; Pulkkinen, U. [VTT Automation, (Finland); Poern, K. [Poern Consulting, Nykoeping (Sweden)
We consider point events occurring in a random way in time. In many applications the pattern of occurrence is of intrinsic interest as indicating a trend or some other systematic feature in the rate of occurrence. The purpose of this report is to survey briefly different statistical trend analysis methods and illustrate their applicability to temporal phenomena in particular. The trend testing of point events is usually seen as the testing of the hypotheses concerning the intensity of the occurrence of events. When the intensity function is parametrized, the testing of trend is a typical parametric testing problem. In industrial applications the operational experience generally does not suggest any specified model and method in advance. Therefore, and particularly, if the Poisson process assumption is very questionable, it is desirable to apply tests that are valid for a wide variety of possible processes. The alternative approach for trend testing is to use some non-parametric procedure. In this report we have presented four non-parametric tests: The Cox-Stuart test, the Wilcoxon signed ranks test, the Mann test, and the exponential ordered scores test. In addition to the classical parametric and non-parametric approaches we have also considered the Bayesian trend analysis. First we discuss a Bayesian model, which is based on a power law intensity model. The Bayesian statistical inferences are based on the analysis of the posterior distribution of the trend parameters, and the probability of trend is immediately seen from these distributions. We applied some of the methods discussed in an example case. It should be noted, that this report is a feasibility study rather than a scientific evaluation of statistical methods, and the examples can only be seen as demonstrations of the methods. 14 refs, 10 figs.
Bacher, Peder; Madsen, Henrik; Perers, Bengt
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...
Shaikh, Masood Ali
Assessment of research articles in terms of study designs used, statistical tests applied and the use of statistical analysis programmes help determine research activity profile and trends in the country. In this descriptive study, all original articles published by Journal of Pakistan Medical Association (JPMA) and Journal of the College of Physicians and Surgeons Pakistan (JCPSP), in the year 2015 were reviewed in terms of study designs used, application of statistical tests, and the use of statistical analysis programmes. JPMA and JCPSP published 192 and 128 original articles, respectively, in the year 2015. Results of this study indicate that cross-sectional study design, bivariate inferential statistical analysis entailing comparison between two variables/groups, and use of statistical software programme SPSS to be the most common study design, inferential statistical analysis, and statistical analysis software programmes, respectively. These results echo previously published assessment of these two journals for the year 2014.
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…
Björnsdóttir, Auðbjörg; Garfield, Joan; Everson, Michelle
This study explored the use of two different types of collaborative tests in an online introductory statistics course. A study was designed and carried out to investigate three research questions: (1) What is the difference in students' learning between using consensus and non-consensus collaborative tests in the online environment?, (2) What is…
While it's not the intention of the founders of significance testing and hypothesis testing to have the two ideas intertwined as if they are complementary, the inconvenient marriage of the two practices into one coherent, convenient, incontrovertible and misinterpreted practice has dotted our standard statistics textbooks and ...
Steffen, J.H.; Ford, E.B.; Rowe, J.F.
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....
Steffen, Jason H.; Ford, Eric B.; 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.; Fabrycky, Daniel C.; Holman, Matthew J.; Welsh, William F.; Batalha, Natalie M.; Ciardi, David R.; Kjeldsen, Hans; Prša, Andrej
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.
Hein, J; Wiuf, Carsten; Møller, Martin
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...... alignment algorithms several orders of magnitude. The main innovations are to confine likelihood calculations to a band close to the similarity based alignment, to get good initial guesses of the evolutionary parameters and to apply an efficient numerical optimisation algorithm for finding the maximum...... 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, Lawrence L.; Maxwell, Katherine A.; Glass, David E.; Vaughn, Wallace L.; Barger, Weston; Cook, Mylan
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.
Rabia Ece OMAY
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.
Terentev, M. N.; Karpenko, S. S.; Zybin, E. Yu; Kosyanchuk, V. V.
In this paper we design a nonparametric method for failures diagnosis in the aircraft control system that uses the measurements of the control signals and the aircraft states only. It doesn’t require a priori information of the aircraft model parameters, training or statistical calculations, and is based on analytical nonparametric one-step-ahead state prediction approach. This makes it possible to predict the behavior of unidentified and failure dynamic systems, to weaken the requirements to control signals, and to reduce the diagnostic time and problem complexity.
Feng, Jinchao; Lansford, Joshua; Mironenko, Alexander; Pourkargar, Davood Babaei; Vlachos, Dionisios G.; Katsoulakis, Markos A.
We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data). The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.
Full Text Available We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data. The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.
Linting, Marielle; van Os, Bart Jan; Meulman, Jacqueline J.
In this paper, the statistical significance of the contribution of variables to the principal components in principal components analysis (PCA) is assessed nonparametrically by the use of permutation tests. We compare a new strategy to a strategy used in previous research consisting of permuting the columns (variables) of a data matrix…
Nielsen, Henrik Aalborg
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...... 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...... networks is included. In this paper, neural networks are used for predicting the electricity production of a wind farm. The results are compared with results obtained using an adaptively estimated ARX-model. Finally, two papers on stochastic differential equations are included. In the first paper, among...
Schneider, Jesper Wiborg
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 Rankin...
Swanson, David M; Blacker, Deborah; Alchawa, Taofik; Ludwig, Kerstin U; Mangold, Elisabeth; Lange, Christoph
The advent of genome-wide association studies has led to many novel disease-SNP associations, opening the door to focused study on their biological underpinnings. Because of the importance of analyzing these associations, numerous statistical methods have been devoted to them. However, fewer methods have attempted to associate entire genes or genomic regions with outcomes, which is potentially more useful knowledge from a biological perspective and those methods currently implemented are often permutation-based. One property of some permutation-based tests is that their power varies as a function of whether significant markers are in regions of linkage disequilibrium (LD) or not, which we show from a theoretical perspective. We therefore develop two methods for quantifying the degree of association between a genomic region and outcome, both of whose power does not vary as a function of LD structure. One method uses dimension reduction to "filter" redundant information when significant LD exists in the region, while the other, called the summary-statistic test, controls for LD by scaling marker Z-statistics using knowledge of the correlation matrix of markers. An advantage of this latter test is that it does not require the original data, but only their Z-statistics from univariate regressions and an estimate of the correlation structure of markers, and we show how to modify the test to protect the type 1 error rate when the correlation structure of markers is misspecified. We apply these methods to sequence data of oral cleft and compare our results to previously proposed gene tests, in particular permutation-based ones. We evaluate the versatility of the modification of the summary-statistic test since the specification of correlation structure between markers can be inaccurate. We find a significant association in the sequence data between the 8q24 region and oral cleft using our dimension reduction approach and a borderline significant association using the
Chen, Y; Wang, X L; Xiang, X; Tang, B Z; Bu, J Z
Complex networks provide a powerful mathematical representation of complex systems in nature and society. To understand complex networks, it is crucial to explore their internal structures, also called structural regularities. The task of network structure exploration is to determine how many groups there are in a complex network and how to group the nodes of the network. Most existing structure exploration methods need to specify either a group number or a certain type of structure when they are applied to a network. In the real world, however, the group number and also the certain type of structure that a network has are usually unknown in advance. To explore structural regularities in complex networks automatically, without any prior knowledge of the group number or the certain type of structure, we extend a probabilistic mixture model that can handle networks with any type of structure but needs to specify a group number using Bayesian nonparametric theory. We also propose a novel Bayesian nonparametric model, called the Bayesian nonparametric mixture (BNPM) model. Experiments conducted on a large number of networks with different structures show that the BNPM model is able to explore structural regularities in networks automatically with a stable, state-of-the-art performance. (paper)
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.
Sabuncu, Mert R; Yeo, B T Thomas; Van Leemput, Koen; Fischl, Bruce; Golland, Polina
We present a nonparametric, probabilistic mixture model for the supervised parcellation of images. The proposed model yields segmentation algorithms conceptually similar to the recently developed label fusion methods, which register a new image with each training image separately. Segmentation is achieved via the fusion of transferred manual labels. We show that in our framework various settings of a model parameter yield algorithms that use image intensity information differently in determining the weight of a training subject during fusion. One particular setting computes a single, global weight per training subject, whereas another setting uses locally varying weights when fusing the training data. The proposed nonparametric parcellation approach capitalizes on recently developed fast and robust pairwise image alignment tools. The use of multiple registrations allows the algorithm to be robust to occasional registration failures. We report experiments on 39 volumetric brain MRI scans with expert manual labels for the white matter, cerebral cortex, ventricles and subcortical structures. The results demonstrate that the proposed nonparametric segmentation framework yields significantly better segmentation than state-of-the-art algorithms.
Canale, Antonio; Prünster, Igor
Our motivating application stems from surveys of natural populations and is characterized by large spatial heterogeneity in the counts, which makes parametric approaches to modeling local animal abundance too restrictive. We adopt a Bayesian nonparametric approach based on mixture models and innovate with respect to popular Dirichlet process mixture of Poisson kernels by increasing the model flexibility at the level both of the kernel and the nonparametric mixing measure. This allows to derive accurate and robust estimates of the distribution of local animal abundance and of the corresponding clusters. The application and a simulation study for different scenarios yield also some general methodological implications. Adding flexibility solely at the level of the mixing measure does not improve inferences, since its impact is severely limited by the rigidity of the Poisson kernel with considerable consequences in terms of bias. However, once a kernel more flexible than the Poisson is chosen, inferences can be robustified by choosing a prior more general than the Dirichlet process. Therefore, to improve the performance of Bayesian nonparametric mixtures for count data one has to enrich the model simultaneously at both levels, the kernel and the mixing measure. © 2016, The International Biometric Society.
Lim, Kian-Ping; Brooks, Robert D.
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.
Christensen, Ole Fredslund; Frydenberg, Morten; Jensen, Jens Ledet
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......, 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....
Bhattacharya, Abhishek; Dunson, David B
Statistical analysis on landmark-based shape spaces has diverse applications in morphometrics, medical diagnostics, machine vision and other areas. These shape spaces are non-Euclidean quotient manifolds. To conduct nonparametric inferences, one may define notions of centre and spread on this manifold and work with their estimates. However, it is useful to consider full likelihood-based methods, which allow nonparametric estimation of the probability density. This article proposes a broad class of mixture models constructed using suitable kernels on a general compact metric space and then on the planar shape space in particular. Following a Bayesian approach with a nonparametric prior on the mixing distribution, conditions are obtained under which the Kullback-Leibler property holds, implying large support and weak posterior consistency. Gibbs sampling methods are developed for posterior computation, and the methods are applied to problems in density estimation and classification with shape-based predictors. Simulation studies show improved estimation performance relative to existing approaches.
Lin, Yen-Ting; Ostriker, Jeremiah P.; Miller, Christopher J.
A novel statistic is proposed to examine the hypothesis that all cluster galaxies are drawn from the same luminosity distribution (LD). In such a 'statistical model' of galaxy LD, the brightest cluster galaxies (BCGs) are simply the statistical extreme of the galaxy population. Using a large sample of nearby clusters, we show that BCGs in high luminosity clusters (e.g., L tot ∼> 4 x 10 11 h -2 70 L sun ) are unlikely (probability ≤3 x 10 -4 ) to be drawn from the LD defined by all red cluster galaxies more luminous than M r = -20. On the other hand, BCGs in less luminous clusters are consistent with being the statistical extreme. Applying our method to the second brightest galaxies, we show that they are consistent with being the statistical extreme, which implies that the BCGs are also distinct from non-BCG luminous, red, cluster galaxies. We point out some issues with the interpretation of the classical tests proposed by Tremaine and Richstone (TR) that are designed to examine the statistical nature of BCGs, investigate the robustness of both our statistical test and those of TR against difficulties in photometry of galaxies of large angular size, and discuss the implication of our findings on surveys that use the luminous red galaxies to measure the baryon acoustic oscillation features in the galaxy power spectrum.
Volkmann, K.P.; Hoermann, H.; Ehrenberger, W.
The paper presents a concept for converting knowledge about the characteristics of process states into practicable procedures for the statistical selection of test cases in testing process computer software. Process states are defined as vectors whose components consist of values of input variables lying in discrete positions or within given limits. Two approaches for test data selection, based on knowledge about cases of demand, are outlined referring to a purely probabilistic method and to the mathematics of stratified sampling. (orig.) [de
Ordonez, Carlos; Chen, Zhibo
Statistical tests represent an important technique used to formulate and validate hypotheses on a dataset. They are particularly useful in the medical domain, where hypotheses link disease with medical measurements, risk factors, and treatment. In this paper, we propose to compute parametric statistical tests treating patient records as elements in a multidimensional cube. We introduce a technique that combines dimension lattice traversal and statistical tests to discover significant differences in the degree of disease within pairs of patient groups. In order to understand a cause-effect relationship, we focus on patient group pairs differing in one dimension. We introduce several optimizations to prune the search space, to discover significant group pairs, and to summarize results. We present experiments showing important medical findings and evaluating scalability with medical datasets.
Sørensen, John Dalsgaard; Hoffmeyer, P.
Statistical analyses are performed for material strength parameters from approximately 6700 specimens of structural timber. Non-parametric statistical analyses and fits to the following distributions types have been investigated: Normal, Lognormal, 2 parameter Weibull and 3-parameter Weibull...
Zhai, Weiwei; Nielsen, Rasmus; Slatkin, Montgomery
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...... and population genetic data. We show that in the presence of repeated selective sweeps on relatively neutral background, tests based on the d(N)/d(S) ratios in comparative data almost always have more power to detect selection than tests based on population genetic data, even if the overall level of divergence...... 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...
Виктор Иванович Нардюжев
Full Text Available The article is devoted to the issues of statistical analysis of results of computer-based testing for evaluation of educational achievements of students. The issues are relevant due to the fact that computerbased testing in Russian universities has become an important method for evaluation of educational achievements of students and quality of modern educational process. Usage of modern methods and programs for statistical analysis of results of computer-based testing and assessment of quality of developed tests is an actual problem for every university teacher. The article shows how the authors solve this problem using their own program “StatInfo”. For several years the program has been successfully applied in a credit system of education at such technological stages as loading computerbased testing protocols into a database, formation of queries, generation of reports, lists, and matrices of answers for statistical analysis of quality of test items. Methodology, experience and some results of its usage by university teachers are described in the article. Related topics of a test development, models, algorithms, technologies, and software for large scale computer-based testing has been discussed by the authors in their previous publications which are presented in the reference list.
Harlander, Niklas; Rosenkranz, Tobias; Hohmann, Volker
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.
Farmer, Jenny; Jacobs, Donald
In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference.
Rivoirard, Romain; Duplay, Vianney; Oriol, Mathieu; Tinquaut, Fabien; Chauvin, Franck; Magne, Nicolas; Bourmaud, Aurelie
Quality of reporting for Randomized Clinical Trials (RCTs) in oncology was analyzed in several systematic reviews, but, in this setting, there is paucity of data for the outcomes definitions and consistency of reporting for statistical tests in RCTs and Observational Studies (OBS). The objective of this review was to describe those two reporting aspects, for OBS and RCTs in oncology. From a list of 19 medical journals, three were retained for analysis, after a random selection: British Medical Journal (BMJ), Annals of Oncology (AoO) and British Journal of Cancer (BJC). All original articles published between March 2009 and March 2014 were screened. Only studies whose main outcome was accompanied by a corresponding statistical test were included in the analysis. Studies based on censored data were excluded. Primary outcome was to assess quality of reporting for description of primary outcome measure in RCTs and of variables of interest in OBS. A logistic regression was performed to identify covariates of studies potentially associated with concordance of tests between Methods and Results parts. 826 studies were included in the review, and 698 were OBS. Variables were described in Methods section for all OBS studies and primary endpoint was clearly detailed in Methods section for 109 RCTs (85.2%). 295 OBS (42.2%) and 43 RCTs (33.6%) had perfect agreement for reported statistical test between Methods and Results parts. In multivariable analysis, variable "number of included patients in study" was associated with test consistency: aOR (adjusted Odds Ratio) for third group compared to first group was equal to: aOR Grp3 = 0.52 [0.31-0.89] (P value = 0.009). Variables in OBS and primary endpoint in RCTs are reported and described with a high frequency. However, statistical tests consistency between methods and Results sections of OBS is not always noted. Therefore, we encourage authors and peer reviewers to verify consistency of statistical tests in oncology studies.
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.
Cribbie, Robert A; Fiksenbaum, Lisa; Keselman, H J; Wilcox, Rand R
The data obtained from one-way independent groups designs is typically non-normal in form and rarely equally variable across treatment populations (i.e., population variances are heterogeneous). Consequently, the classical test statistic that is used to assess statistical significance (i.e., the analysis of variance F test) typically provides invalid results (e.g., too many Type I errors, reduced power). For this reason, there has been considerable interest in finding a test statistic that is appropriate under conditions of non-normality and variance heterogeneity. Previously recommended procedures for analysing such data include the James test, the Welch test applied either to the usual least squares estimators of central tendency and variability, or the Welch test with robust estimators (i.e., trimmed means and Winsorized variances). A new statistic proposed by Krishnamoorthy, Lu, and Mathew, intended to deal with heterogeneous variances, though not non-normality, uses a parametric bootstrap procedure. In their investigation of the parametric bootstrap test, the authors examined its operating characteristics under limited conditions and did not compare it to the Welch test based on robust estimators. Thus, we investigated how the parametric bootstrap procedure and a modified parametric bootstrap procedure based on trimmed means perform relative to previously recommended procedures when data are non-normal and heterogeneous. The results indicated that the tests based on trimmed means offer the best Type I error control and power when variances are unequal and at least some of the distribution shapes are non-normal. © 2011 The British Psychological Society.
Chen, Fangyao; Xue, Yuqiang; Tan, Ming T; Chen, Pingyan
Youden index is widely utilized in studies evaluating accuracy of diagnostic tests and performance of predictive, prognostic, or risk models. However, both one and two independent sample tests on Youden index have been derived ignoring the dependence (association) between sensitivity and specificity, resulting in potentially misleading findings. Besides, paired sample test on Youden index is currently unavailable. This article develops efficient statistical inference procedures for one sample, independent, and paired sample tests on Youden index by accounting for contingency correlation, namely associations between sensitivity and specificity and paired samples typically represented in contingency tables. For one and two independent sample tests, the variances are estimated by Delta method, and the statistical inference is based on the central limit theory, which are then verified by bootstrap estimates. For paired samples test, we show that the estimated covariance of the two sensitivities and specificities can be represented as a function of kappa statistic so the test can be readily carried out. We then show the remarkable accuracy of the estimated variance using a constrained optimization approach. Simulation is performed to evaluate the statistical properties of the derived tests. The proposed approaches yield more stable type I errors at the nominal level and substantially higher power (efficiency) than does the original Youden's approach. Therefore, the simple explicit large sample solution performs very well. Because we can readily implement the asymptotic and exact bootstrap computation with common software like R, the method is broadly applicable to the evaluation of diagnostic tests and model performance. Copyright © 2015 John Wiley & Sons, Ltd.
Jang, Kyung Nam; Kim, Jong Soeg; Jeong, Sun Chul; Kyung Heum
In the nuclear power plant, all the safety-related equipment including cables under the harsh environment should perform the equipment qualification (EQ) according to the IEEE std 323. There are three types of qualification methods including type testing, operating experience and analysis. In order to environmentally qualify the safety-related equipment using type testing method, not analysis or operation experience method, the representative sample of equipment, including interfaces, should be subjected to a series of tests. Among these tests, Design Basis Events (DBE) environment simulating test is the most important test. DBE simulation test is performed in DBE simulation test chamber according to the postulated DBE conditions including specified high-energy line break (HELB), loss of coolant accident (LOCA), main steam line break (MSLB) and etc, after thermal and radiation aging. Because most DBE conditions have 100% humidity condition, in order to trace temperature and pressure of DBE condition, high temperature steam should be used. During DBE simulation test, if high temperature steam under high pressure inject to the DBE test chamber, the temperature and pressure in test chamber rapidly increase over the target temperature. Therefore, the temperature and pressure in test chamber continue fluctuating during the DBE simulation test to meet target temperature and pressure. We should ensure fairness and accuracy of test result by confirming the performance of DBE environment simulation test facility. In this paper, in order to verify reliability of DBE environment simulation test facility, statistics method is used
Piegorsch, Walter W.; Xiong, Hui; Bhattacharya, Rabi N.; Lin, Lizhen
Summary An important statistical objective in environmental risk analysis is estimation of minimum exposure levels, called benchmark doses (BMDs), that induce a pre-specified benchmark response in a dose-response experiment. In such settings, representations of the risk are traditionally based on a parametric dose-response model. It is a well-known concern, however, that if the chosen parametric form is misspecified, inaccurate and possibly unsafe low-dose inferences can result. We apply a nonparametric approach for calculating benchmark doses, based on an isotonic regression method for dose-response estimation with quantal-response data (Bhattacharya and Kong, 2007). We determine the large-sample properties of the estimator, develop bootstrap-based confidence limits on the BMDs, and explore the confidence limits’ small-sample properties via a short simulation study. An example from cancer risk assessment illustrates the calculations. PMID:23914133
Page, Robert; Satake, Eiki
While interest in Bayesian statistics has been growing in statistics education, the treatment of the topic is still inadequate in both textbooks and the classroom. Because so many fields of study lead to careers that involve a decision-making process requiring an understanding of Bayesian methods, it is becoming increasingly clear that Bayesian…
This revision of IEEE Std 101-1972 describes statistical analyses for data from thermally accelerated aging tests. It explains the basis and use of statistical calculations for an engineer or scientist. Accelerated test procedures usually call for a number of specimens to be aged at each of several temperatures appreciably above normal operating temperatures. High temperatures are chosen to produce specimen failures (according to specified failure criteria) in typically one week to one year. The test objective is to determine the dependence of median life on temperature from the data, and to estimate, by extrapolation, the median life to be expected at service temperature. This guide presents methods for analyzing such data and for comparing test data on different materials
Hanson, Jeffery A; Yang, Haw
The statistical properties of the autocorrelation function from a time series composed of independently and identically distributed stochastic variables has been studied. Analytical expressions for the autocorrelation function's variance have been derived. It has been found that two common ways of calculating the autocorrelation, moving-average and Fourier transform, exhibit different uncertainty characteristics. For periodic time series, the Fourier transform method is preferred because it gives smaller uncertainties that are uniform through all time lags. Based on these analytical results, a statistically robust method has been proposed to test the existence of correlations in a time series. The statistical test is verified by computer simulations and an application to single-molecule fluorescence spectroscopy is discussed.
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 Hotelling's T 2 statistic defined through bispectral estimates of a one-dimensional data set. The effect of noise present in the current data is discussed in detail and the COBE 53 GHz data set is analyzed. Our analysis shows that, on the large angular scale to which COBE is sensitive, the statistics are probably Gaussian. On the small angular scales, the importance of Hotelling's T 2 statistic is stressed, and the minimum sample size required to test Gaussianity is estimated. Although the current data set available from various experiments at half-degree scales is still too small, improvement of the data set by roughly a factor of 2 will be enough to test the Gaussianity statistically. On the arc min scale, we analyze the recent RING data through bispectral analysis, and the result indicates possible deviation from Gaussianity. Effects of point sources are also discussed. It is pointed out that the Gaussianity problem can be resolved in the near future by ground-based or balloon-borne experiments
Conradsen, Knut; Nielsen, Allan Aasbjerg; Schou, Jesper
. 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....
Gilbert, J.P.; Friedling, G.
This report describes the application of the hypothesis test theory to the control of the 'statistical purity' and of the stability of the counting batteries used for measurements on activation detectors in research reactors. The principles involved and the experimental results obtained at Cadarache on batteries operating with the reactors PEGGY and AZUR are given. (authors) [fr
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…
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…
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
We construct a novel statistic to test hypothezes on subsets of the structural parameters in anInstrumental Variables (IV) regression model. We derive the chi squared limiting distribution of thestatistic and show that it has a degrees of freedom parameter that is equal to the number ofstructural
Liu, Tung; Stone, Courtenay C.
Surveys introductory business and economics statistics textbooks and finds that they differ over the best way to explain one-tailed hypothesis tests: the simple null-hypothesis approach or the composite null-hypothesis approach. Argues that the composite null-hypothesis approach contains methodological shortcomings that make it more difficult for…
Reports the results of a study that used several statistical tests of reciprocity of self-disclosure. Finds little evidence for reciprocity of self-disclosure, and concludes that either reciprocity is an illusion, or that different or more sophisticated methods are needed to detect it. (MS)
Shi, Yang; Chinnaiyan, Arul M; Jiang, Hui
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/. email@example.com Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: firstname.lastname@example.org.
Kuketayev, A.T.; Pen'kov, F.M.
Full text: Rapid processing of experimental data samples in nuclear physics often requires differentiation in order to find extrema. Therefore, even at the preliminary stage of data analysis, a range of noise reduction methods are used to smooth experimental data. There are many non-parametric smoothing techniques: interval averages, moving averages, exponential smoothing, etc. Nevertheless, it is more common to use a priori information about the behavior of the experimental curve in order to construct smoothing schemes based on the least squares techniques. The latter methodology's advantage is that the area under the curve can be preserved, which is equivalent to conservation of total speed of counting. The disadvantages of this approach include the lack of a priori information. For example, very often the sums of undifferentiated (by a detector) peaks are replaced with one peak during the processing of data, introducing uncontrolled errors in the determination of the physical quantities. The problem is solvable only by having experienced personnel, whose skills are much greater than the challenge. We propose a set of non-parametric techniques, which allows the use of any additional information on the nature of experimental dependence. The method is based on a construction of a functional, which includes both experimental data and a priori information. Minimum of this functional is reached on a non-parametric smoothed curve. Euler (Lagrange) differential equations are constructed for these curves; then their solutions are obtained analytically or numerically. The proposed approach allows for automated processing of nuclear physics data, eliminating the need for highly skilled laboratory personnel. Pursuant to the proposed approach is the possibility to obtain smoothing curves in a given confidence interval, e.g. according to the χ 2 distribution. This approach is applicable when constructing smooth solutions of ill-posed problems, in particular when solving
Gilliam, David M.
Contraband detection systems for homeland security applications are typically tested for probability of detection (PD) and probability of false alarm (PFA) using pass-fail testing protocols. Test protocols usually require specified values for PD and PFA to be demonstrated at a specified level of statistical confidence CL. Based on a recent more theoretical treatment of this subject , this summary reviews the definition of CL and provides formulas and spreadsheet functions for constructing tables of general test requirements and for determining the minimum number of tests required. The formulas and tables in this article may be generally applied to many other applications of pass-fail testing, in addition to testing of contraband detection systems.
Hansen, Martin Bøgsted; Pitts, Susan M.
Observations from sums of random variables with a random number of summands, known as random, compound or stopped sums arise within many areas of engineering and science. Quite often it is desirable to infer properties of the distribution of the terms in the random sum. In the present paper we...... 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...
Troutman, Brent M.; Mantilla, Ricardo; Gupta, Vijay K.
Recent work has demonstrated that the topological properties of real river networks deviate significantly from predictions of Shreve's random model. At the same time the property of mean self-similarity postulated by Tokunaga's model is well supported by data. Recently, a new class of network model called random self-similar networks (RSN) that combines self-similarity and randomness has been introduced to replicate important topological features observed in real river networks. We investigate if the hypothesis of statistical self-similarity in the RSN model is supported by data on a set of 30 basins located across the continental United States that encompass a wide range of hydroclimatic variability. We demonstrate that the generators of the RSN model obey a geometric distribution, and self-similarity holds in a statistical sense in 26 of these 30 basins. The parameters describing the distribution of interior and exterior generators are tested to be statistically different and the difference is shown to produce the well-known Hack's law. The inter-basin variability of RSN parameters is found to be statistically significant. We also test generator dependence on two climatic indices, mean annual precipitation and radiative index of dryness. Some indication of climatic influence on the generators is detected, but this influence is not statistically significant with the sample size available. Finally, two key applications of the RSN model to hydrology and geomorphology are briefly discussed.
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.
Cher, Daniel J; Deubner, David C; Kelsh, Michael A; Chapman, Pamela S; Ray, Rose M
Despite more than 20 years of surveillance and epidemiologic studies using the beryllium blood lymphocyte proliferation test (BeBLPT) as a measure of beryllium sensitization (BeS) and as an aid for diagnosing subclinical chronic beryllium disease (CBD), improvements in specific understanding of the inhalation toxicology of CBD have been limited. Although epidemiologic data suggest that BeS and CBD risks vary by process/work activity, it has proven difficult to reach specific conclusions regarding the dose-response relationship between workplace beryllium exposure and BeS or subclinical CBD. One possible reason for this uncertainty could be misclassification of BeS resulting from variation in BeBLPT testing performance. The reliability of the BeBLPT, a biological assay that measures beryllium sensitization, is unknown. To assess the performance of four laboratories that conducted this test, we used data from a medical surveillance program that offered testing for beryllium sensitization with the BeBLPT. The study population was workers exposed to beryllium at various facilities over a 10-year period (1992-2001). Workers with abnormal results were offered diagnostic workups for CBD. Our analyses used a standard statistical technique, statistical process control (SPC), to evaluate test reliability. The study design involved a repeated measures analysis of BeBLPT results generated from the company-wide, longitudinal testing. Analytical methods included use of (1) statistical process control charts that examined temporal patterns of variation for the stimulation index, a measure of cell reactivity to beryllium; (2) correlation analysis that compared prior perceptions of BeBLPT instability to the statistical measures of test variation; and (3) assessment of the variation in the proportion of missing test results and how time periods with more missing data influenced SPC findings. During the period of this study, all laboratories displayed variation in test results that
Coelho, Carlos A.; Marques, Filipe J.
In this paper the authors combine the equicorrelation and equivariance test introduced by Wilks  with the likelihood ratio test (l.r.t.) for independence of groups of variables to obtain the l.r.t. of block equicorrelation and equivariance. This test or its single block version may find applications in many areas as in psychology, education, medicine, genetics and they are important "in many tests of multivariate analysis, e.g. in MANOVA, Profile Analysis, Growth Curve analysis, etc" [12, 9]. By decomposing the overall hypothesis into the hypotheses of independence of groups of variables and the hypothesis of equicorrelation and equivariance we are able to obtain the expressions for the overall l.r.t. statistic and its moments. From these we obtain a suitable factorization of the characteristic function (c.f.) of the logarithm of the l.r.t. statistic, which enables us to develop highly manageable and precise near-exact distributions for the test statistic.
Full Text Available This paper presents a method to estimate a representative element volume (REV of a fractured rock mass based on the volumetric fracture intensity P32 and statistical tests. A 150 m × 80 m × 50 m 3D fracture network model was generated based on field data collected at the Maji dam site by using the rectangular window sampling method. The volumetric fracture intensity P32 of each cube was calculated by varying the cube location in the generated 3D fracture network model and varying the cube side length from 1 to 20 m, and the distribution of the P32 values was described. The size effect and spatial effect of the fractured rock mass were studied; the P32 values from the same cube sizes and different locations were significantly different, and the fluctuation in P32 values clearly decreases as the cube side length increases. In this paper, a new method that comprehensively considers the anisotropy of rock masses, simplicity of calculation and differences between different methods was proposed to estimate the geometrical REV size. The geometrical REV size of the fractured rock mass was determined based on the volumetric fracture intensity P32 and two statistical test methods, namely, the likelihood ratio test and the Wald–Wolfowitz runs test. The results of the two statistical tests were substantially different; critical cube sizes of 13 m and 12 m were estimated by the Wald–Wolfowitz runs test and the likelihood ratio test, respectively. Because the different test methods emphasize different considerations and impact factors, considering a result that these two tests accept, the larger cube size, 13 m, was selected as the geometrical REV size of the fractured rock mass at the Maji dam site in China.
Jones, Allan; Sommerlund, Bo
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...
Murphy, Kevin R; Wolach, Allen
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
Bell, James A.
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…
Richard C. Zink
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.
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.
Peterson, James R.; Haas, Timothy C.; Lee, Danny C.
Natural resource professionals are increasingly required to develop rigorous statistical models that relate environmental data to categorical responses data. Recent advances in the statistical and computing sciences have led to the development of sophisticated methods for parametric and nonparametric analysis of data with categorical responses. The statistical software package CATDAT was designed to make some of these relatively new and powerful techniques available to scientists. The CATDAT statistical package includes 4 analytical techniques: generalized logit modeling; binary classification tree; extended K-nearest neighbor classification; and modular neural network
Cherian, Anoop; Morellas, Vassilios; Papanikolopoulos, Nikolaos
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.
Zunckel, Caroline; Huterer, Dragan; Starkman, Glenn D.
A fundamental assumption in cosmology is that of statistical isotropy - that the Universe, on average, looks the same in every direction in the sky. Statistical isotropy has recently been tested stringently using cosmic microwave background data, leading to intriguing results on large angular scales. Here we apply some of the same techniques used in the cosmic microwave background to the distribution of galaxies on the sky. Using the multipole vector approach, where each multipole in the harmonic decomposition of galaxy density field is described by unit vectors and an amplitude, we lay out the basic formalism of how to reconstruct the multipole vectors and their statistics out of galaxy survey catalogs. We apply the algorithm to synthetic galaxy maps, and study the sensitivity of the multipole vector reconstruction accuracy to the density, depth, sky coverage, and pixelization of galaxy catalog maps.
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.
Hindley, Michael P.; Mitchell, Mark N.; Blaine, Deborah C.; Groenwold, Albert A.
Highlights: ► Statistical analysis of NBG-18 nuclear graphite strength test. ► A Weibull distribution and normal distribution is tested for all data. ► A Bimodal distribution in the CS data is confirmed. ► The CS data set has the lowest variance. ► A Combined data set is formed and has Weibull distribution. - Abstract: 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.
Obelic, B.; Planinic, J.
The described computer program calculates the age of samples and performs statistical tests and corrections of data. Data are obtained from the proportional counter that measures anticoincident pulses per 20 minute intervals. After every 9th interval the counter measures total number of counts per interval. Input data are punched on cards. The output list contains input data schedule and the following results: mean CPM value, correction of CPM for normal pressure and temperature (NTP), sample age calculation based on 14 C half life of 5570 and 5730 years, age correction for NTP, dendrochronological corrections and the relative radiocarbon concentration. All results are given with one standard deviation. Input data test (Chauvenet's criterion), gas purity test, standard deviation test and test of the data processor are also included in the program. (author)
Boonstra, Philip S; Gruber, Stephen B; Raymond, Victoria M
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...... the issue of multiplex ascertainment and its effect on the different methods. We then focus on exploring genetic anticipation in Lynch syndrome and analyze new data on the age of onset in affected parent-child pairs from families seen at the University of Michigan Cancer Genetics clinic with a mutation...
Taroni, F; Biedermann, A; Bozza, S
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  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. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.
Zorita, E.; Gonzalez-Rouco, F. [GKSS-Forschungszentrum Geesthacht GmbH (Germany). Inst. fuer Hydrophysik
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.)
Arenson, Ethan A.; Karabatsos, George
Item response models typically assume that the item characteristic (step) curves follow a logistic or normal cumulative distribution function, which are strictly monotone functions of person test ability. Such assumptions can be overly-restrictive for real item response data. We propose a simple and more flexible Bayesian nonparametric IRT model…
Duc, Anh Nguyen; Wolbers, Marcel
This paper presents a novel approach to estimation of the cumulative incidence function in the presence of competing risks. The underlying statistical model is specified via a mixture factorization of the joint distribution of the event type and the time to the event. The time to event distributions conditional on the event type are modeled using smooth semi-nonparametric densities. One strength of this approach is that it can handle arbitrary censoring and truncation while relying on mild parametric assumptions. A stepwise forward algorithm for model estimation and adaptive selection of smooth semi-nonparametric polynomial degrees is presented, implemented in the statistical software R, evaluated in a sequence of simulation studies, and applied to data from a clinical trial in cryptococcal meningitis. The simulations demonstrate that the proposed method frequently outperforms both parametric and nonparametric alternatives. They also support the use of 'ad hoc' asymptotic inference to derive confidence intervals. An extension to regression modeling is also presented, and its potential and challenges are discussed. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
Some recent reports of Mancuso, Stewart and Kneale claim findings of radiation-produced cancer in the Hanford worker population. These claims are based on statistical computations that use small differences in accumulated exposures between groups dying of cancer and groups dying of other causes; actual mortality and longevity were not reported. This paper presents a statistical method for evaluation of actual mortality and longevity longitudinally over time, as applied in a primary analysis of the mortality experience of the Hanford worker population. Although available, this method was not utilized in the Mancuso-Stewart-Kneale paper. The author's preliminary longitudinal analysis shows that the gross mortality experience of persons employed at Hanford during 1943-70 interval did not differ significantly from that of certain controls, when both employees and controls were selected from families with two or more offspring and comparison were matched by age, sex, race and year of entry into employment. This result is consistent with findings reported by Sanders (Health Phys. vol.35, 521-538, 1978). The method utilizes an approximate chi-square (1 D.F.) statistic for testing population subgroup comparisons, as well as the cumulation of chi-squares (1 D.F.) for testing the overall result of a particular type of comparison. The method is available for computer testing of the Hanford mortality data, and could also be adapted to morbidity or other population studies. (author)
Faul, Franz; Erdfelder, Edgar; Buchner, Axel; Lang, Albert-Georg
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.
Leunissen Jack AM
Full Text Available Abstract Background In the past years the Smith-Waterman sequence comparison algorithm has gained popularity due to improved implementations and rapidly increasing computing power. However, the quality and sensitivity of a database search is not only determined by the algorithm but also by the statistical significance testing for an alignment. The e-value is the most commonly used statistical validation method for sequence database searching. The CluSTr database and the Protein World database have been created using an alternative statistical significance test: a Z-score based on Monte-Carlo statistics. Several papers have described the superiority of the Z-score as compared to the e-value, using simulated data. We were interested if this could be validated when applied to existing, evolutionary related protein sequences. Results All experiments are performed on the ASTRAL SCOP database. The Smith-Waterman sequence comparison algorithm with both e-value and Z-score statistics is evaluated, using ROC, CVE and AP measures. The BLAST and FASTA algorithms are used as reference. We find that two out of three Smith-Waterman implementations with e-value are better at predicting structural similarities between proteins than the Smith-Waterman implementation with Z-score. SSEARCH especially has very high scores. Conclusion The compute intensive Z-score does not have a clear advantage over the e-value. The Smith-Waterman implementations give generally better results than their heuristic counterparts. We recommend using the SSEARCH algorithm combined with e-values for pairwise sequence comparisons.
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.
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.
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.
Haas, Timothy C.; Peterson, James T.; Lee, Danny C.
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.
Gershgorin, B.; Majda, A.J.
A statistically exactly solvable model for passive tracers is introduced as a test model for the authors' Nonlinear Extended Kalman Filter (NEKF) as well as other filtering algorithms. The model involves a Gaussian velocity field and a passive tracer governed by the advection-diffusion equation with an imposed mean gradient. The model has direct relevance to engineering problems such as the spread of pollutants in the air or contaminants in the water as well as climate change problems concerning the transport of greenhouse gases such as carbon dioxide with strongly intermittent probability distributions consistent with the actual observations of the atmosphere. One of the attractive properties of the model is the existence of the exact statistical solution. In particular, this unique feature of the model provides an opportunity to design and test fast and efficient algorithms for real-time data assimilation based on rigorous mathematical theory for a turbulence model problem with many active spatiotemporal scales. Here, we extensively study the performance of the NEKF which uses the exact first and second order nonlinear statistics without any approximations due to linearization. The role of partial and sparse observations, the frequency of observations and the observation noise strength in recovering the true signal, its spectrum, and fat tail probability distribution are the central issues discussed here. The results of our study provide useful guidelines for filtering realistic turbulent systems with passive tracers through partial observations.
Full Text Available Background Publication bias is a form of scientific misconduct. It threatens the validity of research results and the credibility of science. Although several tests on publication bias exist, no in-depth evaluations are available that examine which test performs best for different research settings. Methods Four tests on publication bias, Egger’s test (FAT, p-uniform, the test of excess significance (TES, as well as the caliper test, were evaluated in a Monte Carlo simulation. Two different types of publication bias and its degree (0%, 50%, 100% were simulated. The type of publication bias was defined either as file-drawer, meaning the repeated analysis of new datasets, or p-hacking, meaning the inclusion of covariates in order to obtain a significant result. In addition, the underlying effect (β = 0, 0.5, 1, 1.5, effect heterogeneity, the number of observations in the simulated primary studies (N = 100, 500, and the number of observations for the publication bias tests (K = 100, 1,000 were varied. Results All tests evaluated were able to identify publication bias both in the file-drawer and p-hacking condition. The false positive rates were, with the exception of the 15%- and 20%-caliper test, unbiased. The FAT had the largest statistical power in the file-drawer conditions, whereas under p-hacking the TES was, except under effect heterogeneity, slightly better. The CTs were, however, inferior to the other tests under effect homogeneity and had a decent statistical power only in conditions with 1,000 primary studies. Discussion The FAT is recommended as a test for publication bias in standard meta-analyses with no or only small effect heterogeneity. If two-sided publication bias is suspected as well as under p-hacking the TES is the first alternative to the FAT. The 5%-caliper test is recommended under conditions of effect heterogeneity and a large number of primary studies, which may be found if publication bias is examined in a
Gugushvili, S.; van der Meulen, F.; Spreij, P.
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,
Skotte, Line; Korneliussen, Thorfinn Sand; Albrechtsen, Anders
computationally feasible due to the use of score statistics. As part of the joint likelihood, we model the distribution of the phenotypes using a generalized linear model framework, which works for both quantitative and discrete phenotypes. Thus, the method presented here is applicable to case-control studies...... of genotype calls into account have been proposed; most require numerical optimization which for large-scale data is not always computationally feasible. We show that using a score statistic for the joint likelihood of observed phenotypes and observed sequencing data provides an attractive approach...... to association testing for next-generation sequencing data. The joint model accounts for the genotype classification uncertainty via the posterior probabilities of the genotypes given the observed sequencing data, which gives the approach higher power than methods based on called genotypes. This strategy remains...
Coronel-Brizio, H. F.; Hernández-Montoya, A. R.; Rapallo, F.; Scalas, E.
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.
This report presents basic statistical methods for analyzing data obtained by observing random time durations. It gives nonparametric estimates of the cumulative distribution function, reliability function and cumulative hazard function. These results can be applied with either complete or censored data. Several models which are commonly used with time data are discussed, and methods for model checking and goodness-of-fit tests are discussed. Maximum likelihood estimates and confidence limits are given for the various models considered. Some results for situations where repeated durations such as repairable systems are also discussed
Morris, Nathan; Elston, Robert
It is an obvious fact that the power of a test statistic is dependent upon the significance (alpha) level at which the test is performed. It is perhaps a less obvious fact that the relative performance of two statistics in terms of power is also a function of the alpha level. Through numerous personal discussions, we have noted that even some competent statisticians have the mistaken intuition that relative power comparisons at traditional levels such as α = 0.05 will be roughly similar to relative power comparisons at very low levels, such as the level α = 5 × 10 -8 , which is commonly used in genome-wide association studies. In this brief note, we demonstrate that this notion is in fact quite wrong, especially with respect to comparing tests with differing degrees of freedom. In fact, at very low alpha levels the cost of additional degrees of freedom is often comparatively low. Thus we recommend that statisticians exercise caution when interpreting the results of power comparison studies which use alpha levels that will not be used in practice.
Samuelson, Frank; Abbey, Craig
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.
Procedures for estimating the thermal life of electrical insulation systems and materials call for life tests at several temperatures, usually well above the expected normal operating temperature. By the selection of high temperatures for the tests, life of the insulation samples will be terminated, according to some selected failure criterion or criteria, within relatively short times -- typically one week to one year. The result of these thermally accelerated life tests will be a set of data of life values for a corresponding set of temperatures. Usually the data consist of a set of life values for each of two to four (occasionally more) test temperatures, 10 C to 25 C apart. The objective then is to establish from these data the mean life vales at each temperature and the functional dependence of life on temperature, as well as the statistical consistency and the confidence to be attributed to the mean life values and the functional life temperature dependence. The purpose of this guide is to assist in this objective and to give guidance for comparing the results of tests on different materials and of different tests on the same materials
Kiver, A.M.; Mirzoev, K.G.
The aim of the paper is to simulate the process of pumping-out the UNC-600 vacuum chamber. The simulation is carried out by the Monte-Carlo statistic test method. It is shown that the pressure value in every liner of the chamber may be determined from the pressure in the pump branch pipe, determined by the discharge current of this pump. Therefore, it is possible to precise the working pressure in the ion guide of the UNC-600 vacuum chamber [ru
-contribution of each individual to the measured response. Furthermore, the combination of a Gamma-Poisson stochastic part with a Weibull concentration-response model allowed accounting for the inter-replicate variability. Second, we checked for the possibility of optimizing the initial experimental design through...... 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...
A statistical methodology for selection of the number of hidden layer nodes in feedforward neural networks is described. The method considers the network as an empirical model for the experimental data set subject to pattern classification so that the selection process becomes a model estimation through parameter identification. The solution is performed for an overdetermined estimation problem for identification using nonlinear least squares minimization technique. The number of the hidden layer nodes is determined as result of hypothesis testing. Accordingly the redundant network structure with respect to the number of parameters is avoided and the classification error being kept to a minimum. (author). 11 refs.; 4 figs.; 1 tab
van Krimpen-Stoop, Edith M. L. A.; Meijer, Rob R.
Person-fit research in the context of paper-and-pencil tests is reviewed, and some specific problems regarding person fit in the context of computerized adaptive testing (CAT) are discussed. Some new methods are proposed to investigate person fit in a CAT environment. These statistics are based on Statistical Process Control (SPC) theory. A…
In structural equation modelling (SEM), a robust adjustment to the test statistic or to its reference distribution is needed when its null distribution deviates from a χ 2 distribution, which usually arises when data do not follow a multivariate normal distribution. Unfortunately, existing studies on this issue typically focus on only a few methods and neglect the majority of alternative methods in statistics. Existing simulation studies typically consider only non-normal distributions of data that either satisfy asymptotic robustness or lead to an asymptotic scaled χ 2 distribution. In this work we conduct a comprehensive study that involves both typical methods in SEM and less well-known methods from the statistics literature. We also propose the use of several novel non-normal data distributions that are qualitatively different from the non-normal distributions widely used in existing studies. We found that several under-studied methods give the best performance under specific conditions, but the Satorra-Bentler method remains the most viable method for most situations. © 2017 The British Psychological Society.
Deng, Yangqing; Pan, Wei
There is growing interest in testing genetic pleiotropy, which is when a single genetic variant influences multiple traits. Several methods have been proposed; however, these methods have some limitations. First, all the proposed methods are based on the use of individual-level genotype and phenotype data; in contrast, for logistical, and other, reasons, summary statistics of univariate SNP-trait associations are typically only available based on meta- or mega-analyzed large genome-wide association study (GWAS) data. Second, existing tests are based on marginal pleiotropy, which cannot distinguish between direct and indirect associations of a single genetic variant with multiple traits due to correlations among the traits. Hence, it is useful to consider conditional analysis, in which a subset of traits is adjusted for another subset of traits. For example, in spite of substantial lowering of low-density lipoprotein cholesterol (LDL) with statin therapy, some patients still maintain high residual cardiovascular risk, and, for these patients, it might be helpful to reduce their triglyceride (TG) level. For this purpose, in order to identify new therapeutic targets, it would be useful to identify genetic variants with pleiotropic effects on LDL and TG after adjusting the latter for LDL; otherwise, a pleiotropic effect of a genetic variant detected by a marginal model could simply be due to its association with LDL only, given the well-known correlation between the two types of lipids. Here, we develop a new pleiotropy testing procedure based only on GWAS summary statistics that can be applied for both marginal analysis and conditional analysis. Although the main technical development is based on published union-intersection testing methods, care is needed in specifying conditional models to avoid invalid statistical estimation and inference. In addition to the previously used likelihood ratio test, we also propose using generalized estimating equations under the
Ekness, Jamie Lynn
The North Dakota farming industry brings in more than $4.1 billion annually in cash receipts. Unfortunately, agriculture sales vary significantly from year to year, which is due in large part to weather events such as hail storms and droughts. One method to mitigate drought is to use hygroscopic seeding to increase the precipitation efficiency of clouds. The North Dakota Atmospheric Research Board (NDARB) sponsored the Polarimetric Cloud Analysis and Seeding Test (POLCAST) research project to determine the effectiveness of hygroscopic seeding in North Dakota. The POLCAST field projects obtained airborne and radar observations, while conducting randomized cloud seeding. The Thunderstorm Identification Tracking and Nowcasting (TITAN) program is used to analyze radar data (33 usable cases) in determining differences in the duration of the storm, rain rate and total rain amount between seeded and non-seeded clouds. The single ratio of seeded to non-seeded cases is 1.56 (0.28 mm/0.18 mm) or 56% increase for the average hourly rainfall during the first 60 minutes after target selection. A seeding effect is indicated with the lifetime of the storms increasing by 41 % between seeded and non-seeded clouds for the first 60 minutes past seeding decision. A double ratio statistic, a comparison of radar derived rain amount of the last 40 minutes of a case (seed/non-seed), compared to the first 20 minutes (seed/non-seed), is used to account for the natural variability of the cloud system and gives a double ratio of 1.85. The Mann-Whitney test on the double ratio of seeded to non-seeded cases (33 cases) gives a significance (p-value) of 0.063. Bootstrapping analysis of the POLCAST set indicates that 50 cases would provide statistically significant results based on the Mann-Whitney test of the double ratio. All the statistical analysis conducted on the POLCAST data set show that hygroscopic seeding in North Dakota does increase precipitation. While an additional POLCAST field
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.
Li, Ke; Zhang, Qiuju; Wang, Kun; Chen, Peng; Wang, Huaqing
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.
Full Text Available 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.
Li, Ke; Zhang, Qiuju; Wang, Kun; Chen, Peng; Wang, Huaqing
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. PMID:26761006
Lee, Hikweon; Ong, See Hong
At great depths, where borehole-based field stress measurements such as hydraulic fracturing are challenging due to difficult downhole conditions or prohibitive costs, in situ stresses can be indirectly estimated using wellbore failures such as borehole breakouts and/or drilling-induced tensile failures detected by an image log. As part of such efforts, a statistical method has been developed in which borehole breakouts detected on an image log are used for this purpose (Song et al. in Proceedings on the 7th international symposium on in situ rock stress, 2016; Song and Chang in J Geophys Res Solid Earth 122:4033-4052, 2017). The method employs a grid-searching algorithm in which the least and maximum horizontal principal stresses ( S h and S H) are varied, and the corresponding simulated depth-related breakout width distribution as a function of the breakout angle ( θ B = 90° - half of breakout width) is compared to that observed along the borehole to determine a set of S h and S H having the lowest misfit between them. An important advantage of the method is that S h and S H can be estimated simultaneously in vertical wells. To validate the statistical approach, the method is applied to a vertical hole where a set of field hydraulic fracturing tests have been carried out. The stress estimations using the proposed method were found to be in good agreement with the results interpreted from the hydraulic fracturing test measurements.
Bruno S.B. Gonçalves
Full Text Available Circadian rhythmicity in humans has been well studied using actigraphy, a method of measuring gross motor movement. As actigraphic technology continues to evolve, it is important for data analysis to keep pace with new variables and features. Our objective is to study the behavior of two variables, interdaily stability and intradaily variability, to describe rest activity rhythm. Simulated data and actigraphy data of humans, rats, and marmosets were used in this study. We modified the method of calculation for IV and IS by modifying the time intervals of analysis. For each variable, we calculated the average value (IVm and ISm results for each time interval. Simulated data showed that (1 synchronization analysis depends on sample size, and (2 fragmentation is independent of the amplitude of the generated noise. We were able to obtain a significant difference in the fragmentation patterns of stroke patients using an IVm variable, while the variable IV60 was not identified. Rhythmic synchronization of activity and rest was significantly higher in young than adults with Parkinson׳s when using the ISM variable; however, this difference was not seen using IS60. We propose an updated format to calculate rhythmic fragmentation, including two additional optional variables. These alternative methods of nonparametric analysis aim to more precisely detect sleep–wake cycle fragmentation and synchronization.
Chowdhary, Girish; Kingravi, Hassan A; How, Jonathan P; Vela, Patricio A
Most current model reference adaptive control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element is radial basis function networks (RBFNs), with RBF centers preallocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become noneffective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semiglobal in nature. This paper investigates a Gaussian process-based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. The GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed-loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.
Warren, V.; Allan, J.
It has long been known that comparing the partial discharge results obtained from a single machine is a valuable tool enabling companies to observe the gradual deterioration of a machine stator winding and thus plan appropriate maintenance for the machine. In 1998, at the annual Iris Rotating Machines Conference (IRMC), a paper was presented that compared thousands of PD test results to establish the criteria for comparing results from different machines and the expected PD levels. At subsequent annual Iris conferences, using similar analytical procedures, papers were presented that supported the previous criteria and: in 1999, established sensor location as an additional criterion; in 2000, evaluated the effect of insulation type and age on PD activity; in 2001, evaluated the effect of manufacturer on PD activity; in 2002, evaluated the effect of operating pressure for hydrogen-cooled machines; in 2003, evaluated the effect of insulation type and setting Trac alarms; in 2004, re-evaluated the effect of manufacturer on PD activity. Before going further in database analysis procedures, it would be prudent to statistically evaluate the anecdotal evidence observed to date. The goal was to determine which variables of machine conditions greatly influenced the PD results and which didn't. Therefore, this year's paper looks at the impact of operating voltage, machine type and winding type on the test results for air-cooled machines. Because of resource constraints, only data collected through 2003 was used; however, as before, it is still standardized for frequency bandwidth and pruned to include only full-load-hot (FLH) results collected for one sensor on operating machines. All questionable data, or data from off-line testing or unusual machine conditions was excluded, leaving 6824 results. Calibration of on-line PD test results is impractical; therefore, only results obtained using the same method of data collection and noise separation techniques are compared. For
de Vendômois, Joël Spiroux; Cellier, Dominique; Vélot, Christian; Clair, Emilie; Mesnage, Robin; Séralini, Gilles-Eric
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.
Posner, A. J.
The Middle Rio Grande River (MRG) traverses New Mexico from Cochiti to Elephant Butte reservoirs. Since the 1100s, cultivating and inhabiting the valley of this alluvial river has required various river training works. The mid-20th century saw a concerted effort to tame the river through channelization, Jetty Jacks, and dam construction. A challenge for river managers is to better understand the interactions between a river training works, dam construction, and the geomorphic adjustments of a desert river driven by spring snowmelt and summer thunderstorms carrying water and large sediment inputs from upstream and ephemeral tributaries. Due to its importance to the region, a vast wealth of data exists for conditions along the MRG. The investigation presented herein builds upon previous efforts by combining hydraulic model results, digitized planforms, and stream gage records in various statistical and conceptual models in order to test our understanding of this complex system. Spatially continuous variables were clipped by a set of river cross section data that is collected at decadal intervals since the early 1960s, creating a spatially homogenous database upon which various statistical testing was implemented. Conceptual models relate forcing variables and response variables to estimate river planform changes. The developed database, represents a unique opportunity to quantify and test geomorphic conceptual models in the unique characteristics of the MRG. The results of this investigation provides a spatially distributed characterization of planform variable changes, permitting managers to predict planform at a much higher resolution than previously available, and a better understanding of the relationship between flow regime and planform changes such as changes to longitudinal slope, sinuosity, and width. Lastly, data analysis and model interpretation led to the development of a new conceptual model for the impact of ephemeral tributaries in alluvial rivers.
Full Text Available Currently, it appears that the best method for non-Gaussianity detection in the cosmic microwave background (CMB consists in calculating the kurtosis of the wavelet coefficients. We know that wavelet-kurtosis outperforms other methods such as the bispectrum, the genus, ridgelet-kurtosis, and curvelet-kurtosis on an empirical basis, but relatively few studies have compared other transform-based statistics, such as extreme values, or more recent tools such as higher criticism (HC, or proposed Ã¢Â€Âœbest possibleÃ¢Â€Â choices for such statistics. In this paper, we consider two models for transform-domain coefficients: (a a power-law model, which seems suited to the wavelet coefficients of simulated cosmic strings, and (b a sparse mixture model, which seems suitable for the curvelet coefficients of filamentary structure. For model (a, if power-law behavior holds with finite 8th moment, excess kurtosis is an asymptotically optimal detector, but if the 8th moment is not finite, a test based on extreme values is asymptotically optimal. For model (b, if the transform coefficients are very sparse, a recent test, higher criticism, is an optimal detector, but if they are dense, kurtosis is an optimal detector. Empirical wavelet coefficients of simulated cosmic strings have power-law character, infinite 8th moment, while curvelet coefficients of the simulated cosmic strings are not very sparse. In all cases, excess kurtosis seems to be an effective test in moderate-resolution imagery.
Malley, J. D.; Kruppa, J.; Dasgupta, A.; Malley, K. G.; Ziegler, A.
Summary Background Most machine learning approaches only provide a classification for binary responses. However, probabilities are required for risk estimation using individual patient characteristics. It has been shown recently that every statistical learning machine known to be consistent for a nonparametric regression problem is a probability machine that is provably consistent for this estimation problem. Objectives The aim of this paper is to show how random forests and nearest neighbors can be used for consistent estimation of individual probabilities. Methods Two random forest algorithms and two nearest neighbor algorithms are described in detail for estimation of individual probabilities. We discuss the consistency of random forests, nearest neighbors and other learning machines in detail. We conduct a simulation study to illustrate the validity of the methods. We exemplify the algorithms by analyzing two well-known data sets on the diagnosis of appendicitis and the diagnosis of diabetes in Pima Indians. Results Simulations demonstrate the validity of the method. With the real data application, we show the accuracy and practicality of this approach. We provide sample code from R packages in which the probability estimation is already available. This means that all calculations can be performed using existing software. Conclusions Random forest algorithms as well as nearest neighbor approaches are valid machine learning methods for estimating individual probabilities for binary responses. Freely available implementations are available in R and may be used for applications. PMID:21915433
Coolen-Schrijner, P.; Coolen, F.P.A.
Age replacement of technical units has received much attention in the reliability literature over the last four decades. Mostly, the failure time distribution for the units is assumed to be known, and minimal costs per unit of time is used as optimality criterion, where renewal reward theory simplifies the mathematics involved but requires the assumption that the same process and replacement strategy continues over a very large ('infinite') period of time. Recently, there has been increasing attention to adaptive strategies for age replacement, taking into account the information from the process. Although renewal reward theory can still be used to provide an intuitively and mathematically attractive optimality criterion, it is more logical to use minimal costs per unit of time over a single cycle as optimality criterion for adaptive age replacement. In this paper, we first show that in the classical age replacement setting, with known failure time distribution with increasing hazard rate, the one-cycle criterion leads to earlier replacement than the renewal reward criterion. Thereafter, we present adaptive age replacement with a one-cycle criterion within the nonparametric predictive inferential framework. We study the performance of this approach via simulations, which are also used for comparisons with the use of the renewal reward criterion within the same statistical framework
Liu, Yuewei; Chen, Weihong
As a nonparametric method, the Kruskal-Wallis test is widely used to compare three or more independent groups when an ordinal or interval level of data is available, especially when the assumptions of analysis of variance (ANOVA) are not met. If the Kruskal-Wallis statistic is statistically significant, Nemenyi test is an alternative method for further pairwise multiple comparisons to locate the source of significance. Unfortunately, most popular statistical packages do not integrate the Nemenyi test, which is not easy to be calculated by hand. We described the theory and applications of the Kruskal-Wallis and Nemenyi tests, and presented a flexible SAS macro to implement the two tests. The SAS macro was demonstrated by two examples from our cohort study in occupational epidemiology. It provides a useful tool for SAS users to test the differences among three or more independent groups using a nonparametric method.
Noel, Jean; Prieto, Juan C.; Styner, Martin
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.
The Δ 3 (L) statistic is studied as a tool to detect missing levels in the neutron resonance data where two sequences are present. These systems are problematic because there is no level repulsion, and the resonances can be too close to resolve. Δ 3 (L) is a measure of the fluctuations in the number of levels in an interval of length L on the energy axis. The method used is tested on ensembles of mixed Gaussian orthogonal ensemble spectra, with a known fraction of levels (x%) randomly depleted, and can accurately return x. The accuracy of the method as a function of spectrum size is established. The method is used on neutron resonance data for 11 isotopes with either s-wave neutrons on odd-A isotopes, or p-wave neutrons on even-A isotopes. The method compares favorably with a maximum likelihood method applied to the level spacing distribution. Nuclear data ensembles were made from 20 isotopes in total, and their Δ 3 (L) statistics are discussed in the context of random matrix theory.
Jha, Sumit Kumar [University of Central Florida, Orlando; Pullum, Laura L [ORNL; Ramanathan, Arvind [ORNL
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.
Amalia, Junita; Purhadi, Otok, Bambang Widjanarko
Poisson distribution is a discrete distribution with count data as the random variables and it has one parameter defines both mean and variance. Poisson regression assumes mean and variance should be same (equidispersion). Nonetheless, some case of the count data unsatisfied this assumption because variance exceeds mean (over-dispersion). The ignorance of over-dispersion causes underestimates in standard error. Furthermore, it causes incorrect decision in the statistical test. Previously, paired count data has a correlation and it has bivariate Poisson distribution. If there is over-dispersion, modeling paired count data is not sufficient with simple bivariate Poisson regression. Bivariate Poisson Inverse Gaussian Regression (BPIGR) model is mix Poisson regression for modeling paired count data within over-dispersion. BPIGR model produces a global model for all locations. In another hand, each location has different geographic conditions, social, cultural and economic so that Geographically Weighted Regression (GWR) is needed. The weighting function of each location in GWR generates a different local model. Geographically Weighted Bivariate Poisson Inverse Gaussian Regression (GWBPIGR) model is used to solve over-dispersion and to generate local models. Parameter estimation of GWBPIGR model obtained by Maximum Likelihood Estimation (MLE) method. Meanwhile, hypothesis testing of GWBPIGR model acquired by Maximum Likelihood Ratio Test (MLRT) method.
Janurová, Kateřina; Briš, Radim
Medical survival right-censored data of about 850 patients are evaluated to analyze the uncertainty related to the risk of mortality on one hand and compare two basic surgery techniques in the context of risk of mortality on the other hand. Colorectal data come from patients who underwent colectomy in the University Hospital of Ostrava. Two basic surgery operating techniques are used for the colectomy: either traditional (open) or minimally invasive (laparoscopic). Basic question arising at the colectomy operation is, which type of operation to choose to guarantee longer overall survival time. Two non-parametric approaches have been used to quantify probability of mortality with uncertainties. In fact, complement of the probability to one, i.e. survival function with corresponding confidence levels is calculated and evaluated. First approach considers standard nonparametric estimators resulting from both the Kaplan–Meier estimator of survival function in connection with Greenwood's formula and the Nelson–Aalen estimator of cumulative hazard function including confidence interval for survival function as well. The second innovative approach, represented by Nonparametric Predictive Inference (NPI), uses lower and upper probabilities for quantifying uncertainty and provides a model of predictive survival function instead of the population survival function. The traditional log-rank test on one hand and the nonparametric predictive comparison of two groups of lifetime data on the other hand have been compared to evaluate risk of mortality in the context of mentioned surgery techniques. The size of the difference between two groups of lifetime data has been considered and analyzed as well. Both nonparametric approaches led to the same conclusion, that the minimally invasive operating technique guarantees the patient significantly longer survival time in comparison with the traditional operating technique
Nielsen, Allan Aasbjerg; Conradsen, Knut; Skriver, Henning
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...
Nielsen, Allan Aasbjerg; Conradsen, Knut; Skriver, Henning
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...
On the 2009 AP[c] Statistics Exam, students were asked to create a statistic to measure skewness in a distribution. This paper explores several of the most popular student responses and evaluates which statistic performs best when sampling from various skewed populations. (Contains 8 figures, 3 tables, and 4 footnotes.)
Environmental Economics and Natural Resources Group at Wageningen University in The Netherlands Weak disposability of outputs means that firms can abate harmful emissions by decreasing the activity level. Modeling weak disposability in nonparametric production analysis has caused some confusion.
Multi-sample nonparametric treatments comparison in medical follow-up study with unequal observation processes through simulation and bladder tumour case study. P. L. Tan, N.A. Ibrahim, M.B. Adam, J. Arasan ...
Peng, Y; Dear, K B
Nonparametric methods have attracted less attention than their parametric counterparts for cure rate analysis. In this paper, we study a general nonparametric mixture model. The proportional hazards assumption is employed in modeling the effect of covariates on the failure time of patients who are not cured. The EM algorithm, the marginal likelihood approach, and multiple imputations are employed to estimate parameters of interest in the model. This model extends models and improves estimation methods proposed by other researchers. It also extends Cox's proportional hazards regression model by allowing a proportion of event-free patients and investigating covariate effects on that proportion. The model and its estimation method are investigated by simulations. An application to breast cancer data, including comparisons with previous analyses using a parametric model and an existing nonparametric model by other researchers, confirms the conclusions from the parametric model but not those from the existing nonparametric model.
Harris, S.P. [Westinghouse Savannah River Company, AIKEN, SC (United States)
This report is prepared as part of Technical/QA Task Plan WSRC-RP-97-351 which was issued in response to Technical Task Request HLW/DWPF/TTR-970132 submitted by DWPF. Presented in this report is a statistical analysis of DWPF Mock-up test data for evaluation of two new analytical methods which use insert samples from the existing HydragardTM sampler. The first is a new hydrofluoric acid based method called the Cold Chemical Method (Cold Chem) and the second is a modified fusion method.Either new DWPF analytical method could result in a two to three fold improvement in sample analysis time.Both new methods use the existing HydragardTM sampler to collect a smaller insert sample from the process sampling system. The insert testing methodology applies to the DWPF Slurry Mix Evaporator (SME) and the Melter Feed Tank (MFT) samples.The insert sample is named after the initial trials which placed the container inside the sample (peanut) vials. Samples in small 3 ml containers (Inserts) are analyzed by either the cold chemical method or a modified fusion method. The current analytical method uses a HydragardTM sample station to obtain nearly full 15 ml peanut vials. The samples are prepared by a multi-step process for Inductively Coupled Plasma (ICP) analysis by drying, vitrification, grinding and finally dissolution by either mixed acid or fusion. In contrast, the insert sample is placed directly in the dissolution vessel, thus eliminating the drying, vitrification and grinding operations for the Cold chem method. Although the modified fusion still requires drying and calcine conversion, the process is rapid due to the decreased sample size and that no vitrification step is required.A slurry feed simulant material was acquired from the TNX pilot facility from the test run designated as PX-7.The Mock-up test data were gathered on the basis of a statistical design presented in SRT-SCS-97004 (Rev. 0). Simulant PX-7 samples were taken in the DWPF Analytical Cell Mock
This report is prepared as part of Technical/QA Task Plan WSRC-RP-97-351 which was issued in response to Technical Task Request HLW/DWPF/TTR-970132 submitted by DWPF. Presented in this report is a statistical analysis of DWPF Mock-up test data for evaluation of two new analytical methods which use insert samples from the existing HydragardTM sampler. The first is a new hydrofluoric acid based method called the Cold Chemical Method (Cold Chem) and the second is a modified fusion method.Both new methods use the existing HydragardTM sampler to collect a smaller insert sample from the process sampling system. The insert testing methodology applies to the DWPF Slurry Mix Evaporator (SME) and the Melter Feed Tank (MFT) samples. Samples in small 3 ml containers (Inserts) are analyzed by either the cold chemical method or a modified fusion method. The current analytical method uses a HydragardTM sample station to obtain nearly full 15 ml peanut vials. The samples are prepared by a multi-step process for Inductively Coupled Plasma (ICP) analysis by drying, vitrification, grinding and finally dissolution by either mixed acid or fusion. In contrast, the insert sample is placed directly in the dissolution vessel, thus eliminating the drying, vitrification and grinding operations for the Cold chem method. Although the modified fusion still requires drying and calcine conversion, the process is rapid due to the decreased sample size and that no vitrification step is required.A slurry feed simulant material was acquired from the TNX pilot facility from the test run designated as PX-7.The Mock-up test data were gathered on the basis of a statistical design presented in SRT-SCS-97004 (Rev. 0). Simulant PX-7 samples were taken in the DWPF Analytical Cell Mock-up Facility using 3 ml inserts and 15 ml peanut vials. A number of the insert samples were analyzed by Cold Chem and compared with full peanut vial samples analyzed by the current methods. The remaining inserts were analyzed by
Orlov A. I.
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
Luh, Wei-Ming; Guo, Jiin-Huarng
To deal with nonnormal and heterogeneous data for the one-way fixed effect analysis of variance model, the authors adopted a trimmed means method in conjunction with Hall's invertible transformation into a heteroscedastic test statistic (Alexander-Govern test or Welch test). The results of simulation experiments showed that the proposed technique…
Palazón, L; Navas, A
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 Kruskal-Wallis H-test and (3) principal components analysis. Source contribution results were different between assessed options with the greatest differences observed for option using #3, including the two step process: principal components analysis and discriminant function analysis. The characteristics of the solutions by the applied mixing model and the conceptual understanding of 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.
Kanste, Outi; Kääriäinen, Maria; Kyngäs, Helvi
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.
Full Text Available Abstract Background Economists are making increasing use of measures of student achievement obtained through large-scale survey assessments such as NAEP, TIMSS, and PISA. The construction of these measures, employing plausible value (PV methodology, is quite different from that of the more familiar test scores associated with assessments such as the SAT or ACT. These differences have important implications both for utilization and interpretation. Although much has been written about PVs, it appears that there are still misconceptions about whether and how to employ them in secondary analyses. Methods We address a range of technical issues, including those raised in a recent article that was written to inform economists using these databases. First, an extensive review of the relevant literature was conducted, with particular attention to key publications that describe the derivation and psychometric characteristics of such achievement measures. Second, a simulation study was carried out to compare the statistical properties of estimates based on the use of PVs with those based on other, commonly used methods. Results It is shown, through both theoretical analysis and simulation, that under fairly general conditions appropriate use of PV yields approximately unbiased estimates of model parameters in regression analyses of large scale survey data. The superiority of the PV methodology is particularly evident when measures of student achievement are employed as explanatory variables. Conclusions The PV methodology used to report student test performance in large scale surveys remains the state-of-the-art for secondary analyses of these databases.
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.
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.
Konijn, Elly A.; van de Schoot, Rens; Winter, Sonja D.; Ferguson, Christopher J.
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
Létourneau, Daniel; McNiven, Andrea; Keller, Harald; Wang, An; Amin, Md Nurul; Pearce, Jim; Norrlinger, Bernhard; Jaffray, David A.
Purpose: High-quality radiation therapy using highly conformal dose distributions and image-guided techniques requires optimum machine delivery performance. In this work, a monitoring system for multileaf collimator (MLC) performance, integrating semiautomated MLC quality control (QC) tests and statistical process control tools, was developed. The MLC performance monitoring system was used for almost a year on two commercially available MLC models. Control charts were used to establish MLC performance and assess test frequency required to achieve a given level of performance. MLC-related interlocks and servicing events were recorded during the monitoring period and were investigated as indicators of MLC performance variations. Methods: The QC test developed as part of the MLC performance monitoring system uses 2D megavoltage images (acquired using an electronic portal imaging device) of 23 fields to determine the location of the leaves with respect to the radiation isocenter. The precision of the MLC performance monitoring QC test and the MLC itself was assessed by detecting the MLC leaf positions on 127 megavoltage images of a static field. After initial calibration, the MLC performance monitoring QC test was performed 3–4 times/week over a period of 10–11 months to monitor positional accuracy of individual leaves for two different MLC models. Analysis of test results was performed using individuals control charts per leaf with control limits computed based on the measurements as well as two sets of specifications of ±0.5 and ±1 mm. Out-of-specification and out-of-control leaves were automatically flagged by the monitoring system and reviewed monthly by physicists. MLC-related interlocks reported by the linear accelerator and servicing events were recorded to help identify potential causes of nonrandom MLC leaf positioning variations. Results: The precision of the MLC performance monitoring QC test and the MLC itself was within ±0.22 mm for most MLC leaves
Létourneau, Daniel; Wang, An; Amin, Md Nurul; Pearce, Jim; McNiven, Andrea; Keller, Harald; Norrlinger, Bernhard; Jaffray, David A
High-quality radiation therapy using highly conformal dose distributions and image-guided techniques requires optimum machine delivery performance. In this work, a monitoring system for multileaf collimator (MLC) performance, integrating semiautomated MLC quality control (QC) tests and statistical process control tools, was developed. The MLC performance monitoring system was used for almost a year on two commercially available MLC models. Control charts were used to establish MLC performance and assess test frequency required to achieve a given level of performance. MLC-related interlocks and servicing events were recorded during the monitoring period and were investigated as indicators of MLC performance variations. The QC test developed as part of the MLC performance monitoring system uses 2D megavoltage images (acquired using an electronic portal imaging device) of 23 fields to determine the location of the leaves with respect to the radiation isocenter. The precision of the MLC performance monitoring QC test and the MLC itself was assessed by detecting the MLC leaf positions on 127 megavoltage images of a static field. After initial calibration, the MLC performance monitoring QC test was performed 3-4 times/week over a period of 10-11 months to monitor positional accuracy of individual leaves for two different MLC models. Analysis of test results was performed using individuals control charts per leaf with control limits computed based on the measurements as well as two sets of specifications of ± 0.5 and ± 1 mm. Out-of-specification and out-of-control leaves were automatically flagged by the monitoring system and reviewed monthly by physicists. MLC-related interlocks reported by the linear accelerator and servicing events were recorded to help identify potential causes of nonrandom MLC leaf positioning variations. The precision of the MLC performance monitoring QC test and the MLC itself was within ± 0.22 mm for most MLC leaves and the majority of the
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...
Kitsikoudis, Vasileios; Avgeris, Loukas; Valyrakis, Manousos
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
Konietschke, Frank; Libiger, Ondrej; Hothorn, Ludwig A
Statistical association between a single nucleotide polymorphism (SNP) genotype and a quantitative trait in genome-wide association studies is usually assessed using a linear regression model, or, in the case of non-normally distributed trait values, using the Kruskal-Wallis test. While linear regression models assume an additive mode of inheritance via equi-distant genotype scores, Kruskal-Wallis test merely tests global differences in trait values associated with the three genotype groups. Both approaches thus exhibit suboptimal power when the underlying inheritance mode is dominant or recessive. Furthermore, these tests do not perform well in the common situations when only a few trait values are available in a rare genotype category (disbalance), or when the values associated with the three genotype categories exhibit unequal variance (variance heterogeneity). We propose a maximum test based on Marcus-type multiple contrast test for relative effect sizes. This test allows model-specific testing of either dominant, additive or recessive mode of inheritance, and it is robust against variance heterogeneity. We show how to obtain mode-specific simultaneous confidence intervals for the relative effect sizes to aid in interpreting the biological relevance of the results. Further, we discuss the use of a related all-pairwise comparisons contrast test with range preserving confidence intervals as an alternative to Kruskal-Wallis heterogeneity test. We applied the proposed maximum test to the Bogalusa Heart Study dataset, and gained a remarkable increase in the power to detect association, particularly for rare genotypes. Our simulation study also demonstrated that the proposed non-parametric tests control family-wise error rate in the presence of non-normality and variance heterogeneity contrary to the standard parametric approaches. We provide a publicly available R library nparcomp that can be used to estimate simultaneous confidence intervals or compatible
Dai, Wenlin; Tong, Tiejun; Zhu, Lixing
Difference-based methods do not require estimating the mean function in nonparametric regression and are therefore popular in practice. In this paper, we propose a unified framework for variance estimation that combines the linear regression method with the higher-order difference estimators systematically. The unified framework has greatly enriched the existing literature on variance estimation that includes most existing estimators as special cases. More importantly, the unified framework has also provided a smart way to solve the challenging difference sequence selection problem that remains a long-standing controversial issue in nonparametric regression for several decades. Using both theory and simulations, we recommend to use the ordinary difference sequence in the unified framework, no matter if the sample size is small or if the signal-to-noise ratio is large. Finally, to cater for the demands of the application, we have developed a unified R package, named VarED, that integrates the existing difference-based estimators and the unified estimators in nonparametric regression and have made it freely available in the R statistical program http://cran.r-project.org/web/packages/.
Difference-based methods do not require estimating the mean function in nonparametric regression and are therefore popular in practice. In this paper, we propose a unified framework for variance estimation that combines the linear regression method with the higher-order difference estimators systematically. The unified framework has greatly enriched the existing literature on variance estimation that includes most existing estimators as special cases. More importantly, the unified framework has also provided a smart way to solve the challenging difference sequence selection problem that remains a long-standing controversial issue in nonparametric regression for several decades. Using both theory and simulations, we recommend to use the ordinary difference sequence in the unified framework, no matter if the sample size is small or if the signal-to-noise ratio is large. Finally, to cater for the demands of the application, we have developed a unified R package, named VarED, that integrates the existing difference-based estimators and the unified estimators in nonparametric regression and have made it freely available in the R statistical program http://cran.r-project.org/web/packages/.
Glielmo, Aldo; Zeni, Claudio; De Vita, Alessandro
We provide a definition and explicit expressions for n -body Gaussian process (GP) kernels, which can learn any interatomic interaction occurring in a physical system, up to n -body contributions, for any value of n . The series is complete, as it can be shown that the "universal approximator" squared exponential kernel can be written as a sum of n -body kernels. These recipes enable the choice of optimally efficient force models for each target system, as confirmed by extensive testing on various materials. We furthermore describe how the n -body kernels can be "mapped" on equivalent representations that provide database-size-independent predictions and are thus crucially more efficient. We explicitly carry out this mapping procedure for the first nontrivial (three-body) kernel of the series, and we show that this reproduces the GP-predicted forces with meV /Å accuracy while being orders of magnitude faster. These results pave the way to using novel force models (here named "M-FFs") that are computationally as fast as their corresponding standard parametrized n -body force fields, while retaining the nonparametric character, the ease of training and validation, and the accuracy of the best recently proposed machine-learning potentials.
Senga Kiessé, Tristan; Ventura, Anne
This work investigates the discrete kernel approach for evaluating the contribution of the variance of discrete input variables to the variance of model output, via analysis of variance (ANOVA) decomposition. Until recently only the continuous kernel approach has been applied as a metamodeling approach within sensitivity analysis framework, for both discrete and continuous input variables. Now the discrete kernel estimation is known to be suitable for smoothing discrete functions. We present a discrete non-parametric kernel estimator of ANOVA decomposition of a given model. An estimator of sensitivity indices is also presented with its asymtotic convergence rate. Some simulations on a test function analysis and a real case study from agricultural have shown that the discrete kernel approach outperforms the continuous kernel one for evaluating the contribution of moderate or most influential discrete parameters to the model output. - Highlights: • We study a discrete kernel estimation for sensitivity analysis of a model. • A discrete kernel estimator of ANOVA decomposition of the model is presented. • Sensitivity indices are calculated for discrete input parameters. • An estimator of sensitivity indices is also presented with its convergence rate. • An application is realized for improving the reliability of environmental models.
Awédikian , Roy; Yannou , Bernard
International audience; With the growing complexity of industrial software applications, industrials are looking for efficient and practical methods to validate the software. This paper develops a model-based statistical testing approach that automatically generates online and offline test cases for embedded software. It discusses an integrated framework that combines solutions for three major software testing research questions: (i) how to select test inputs; (ii) how to predict the expected...
Modelación de episodios críticos de contaminación por material particulado (PM10 en Santiago de Chile: Comparación de la eficiencia predictiva de los modelos paramétricos y no paramétricos Modeling critical episodes of air pollution by PM10 in Santiago, Chile: Comparison of the predictive efficiency of parametric and non-parametric statistical models
Sergio A. Alvarado
Full Text Available Objetivo: Evaluar la eficiencia predictiva de modelos estadísticos paramétricos y no paramétricos para predecir episodios críticos de contaminación por material particulado PM10 del día siguiente, que superen en Santiago de Chile la norma de calidad diaria. Una predicción adecuada de tales episodios permite a la autoridad decretar medidas restrictivas que aminoren la gravedad del episodio, y consecuentemente proteger la salud de la comunidad. Método: Se trabajó con las concentraciones de material particulado PM10 registradas en una estación asociada a la red de monitorización de la calidad del aire MACAM-2, considerando 152 observaciones diarias de 14 variables, y con información meteorológica registrada durante los años 2001 a 2004. Se ajustaron modelos estadísticos paramétricos Gamma usando el paquete estadístico STATA v11, y no paramétricos usando una demo del software estadístico MARS v 2.0 distribuida por Salford-Systems. Resultados: Ambos métodos de modelación presentan una alta correlación entre los valores observados y los predichos. Los modelos Gamma presentan mejores aciertos que MARS para las concentraciones de PM10 con valores Objective: To evaluate the predictive efficiency of two statistical models (one parametric and the other non-parametric to predict critical episodes of air pollution exceeding daily air quality standards in Santiago, Chile by using the next day PM10 maximum 24h value. Accurate prediction of such episodes would allow restrictive measures to be applied by health authorities to reduce their seriousness and protect the community´s health. Methods: We used the PM10 concentrations registered by a station of the Air Quality Monitoring Network (152 daily observations of 14 variables and meteorological information gathered from 2001 to 2004. To construct predictive models, we fitted a parametric Gamma model using STATA v11 software and a non-parametric MARS model by using a demo version of Salford
Kim, Y.; Chung, C.H.; Kim, C.; Jae, M.; Jung, J.H.
A considerable number of studies on organizational factors in nuclear power plants have been made especially in recent years, most of which have assumed organizational factors to be independent. However, since organizational factors characterize the organization in terms of safety and efficiency etc. and there would be some factors that have close relations between them. Therefore, from whatever point of view, if we want to identify the characteristics of an organization, the dependence relationships should be considered to get an accurate result. In this study the organization of a reference nuclear power plant in Korea was analyzed for the trip cases of that plant using 20 organizational factors that Jacobs and Haber had suggested: 1) coordination of work, 2) formalization, 3) organizational knowledge, 4) roles and responsibilities, 5) external communication, 6) inter-department communications, 7) intra-departmental communications, 8) organizational culture, 9) ownership, 10) safety culture, 11) time urgency, 12) centralization, 13) goal prioritization, 14) organizational learning, 15) problem identification, 16) resource allocation, 17) performance evaluation, 18) personnel selection, 19) technical knowledge, and 20) training. By utilizing the results of the analysis, a method to identify the dependence relationships between organizational factors is presented. The statistical independence test for the analysis result of the trip cases is adopted to reveal dependencies. This method is geared to the needs to utilize many kinds of data that has been obtained as the operating years of nuclear power plants increase, and more reliable dependence relations may be obtained by using these abundant data
Full Text Available Statistical methods involved in carrying out a study include planning, designing, collecting data, analysing, drawing meaningful interpretation and reporting of the research findings. The statistical analysis gives meaning to the meaningless numbers, thereby breathing life into a lifeless data. The results and inferences are precise only if proper statistical tests are used. This article will try to acquaint the reader with the basic research tools that are utilised while conducting various studies. The article covers a brief outline of the variables, an understanding of quantitative and qualitative variables and the measures of central tendency. An idea of the sample size estimation, power analysis and the statistical errors is given. Finally, there is a summary of parametric and non-parametric tests used for data analysis.
Full Text Available This paper analyses cyclical behaviour of Orange stock price listed in French stock exchange over 01/03/2000 to 02/02/2017 by testing the nonlinearities through a class of conditional heteroscedastic nonparametric models. The linearity and Gaussianity assumptions are rejected for Orange Stock returns and informational shocks have transitory effects on returns and volatility. The forecasting results show that Orange stock prices are short-term predictable and nonparametric NAR-ARCH model has better performance over parametric MA-APARCH model for short horizons. Plus, the estimates of this model are also better comparing to the predictions of the random walk model. This finding provides evidence for weak form of inefficiency in Paris stock market with limited rationality, thus it emerges arbitrage opportunities.
Semenov, Alexander V; Elsas, Jan Dirk; Glandorf, Debora C M; Schilthuizen, Menno; Boer, Willem F
To fulfill existing guidelines, applicants that aim to place their genetically modified (GM) insect-resistant crop plants on the market are required to provide data from field experiments that address the potential impacts of the GM plants on nontarget organisms (NTO's). Such data may be based on varied experimental designs. The recent EFSA guidance document for environmental risk assessment (2010) does not provide clear and structured suggestions that address the statistics of field trials on effects on NTO's. This review examines existing practices in GM plant field testing such as the way of randomization, replication, and pseudoreplication. Emphasis is placed on the importance of design features used for the field trials in which effects on NTO's are assessed. The importance of statistical power and the positive and negative aspects of various statistical models are discussed. Equivalence and difference testing are compared, and the importance of checking the distribution of experimental data is stressed to decide on the selection of the proper statistical model. While for continuous data (e.g., pH and temperature) classical statistical approaches - for example, analysis of variance (ANOVA) - are appropriate, for discontinuous data (counts) only generalized linear models (GLM) are shown to be efficient. There is no golden rule as to which statistical test is the most appropriate for any experimental situation. In particular, in experiments in which block designs are used and covariates play a role GLMs should be used. Generic advice is offered that will help in both the setting up of field testing and the interpretation and data analysis of the data obtained in this testing. The combination of decision trees and a checklist for field trials, which are provided, will help in the interpretation of the statistical analyses of field trials and to assess whether such analyses were correctly applied. We offer generic advice to risk assessors and applicants that will
Chisholm, Ryan A; Giam, Xingli; Sadanandan, Keren R; Fung, Tak; Rheindt, Frank E
How many species have gone extinct in modern times before being described by science? To answer this question, and thereby get a full assessment of humanity's impact on biodiversity, statistical methods that quantify undetected extinctions are required. Such methods have been developed recently, but they are limited by their reliance on parametric assumptions; specifically, they assume the pools of extant and undetected species decay exponentially, whereas real detection rates vary temporally with survey effort and real extinction rates vary with the waxing and waning of threatening processes. We devised a new, nonparametric method for estimating undetected extinctions. As inputs, the method requires only the first and last date at which each species in an ensemble was recorded. As outputs, the method provides estimates of the proportion of species that have gone extinct, detected, or undetected and, in the special case where the number of undetected extant species in the present day is assumed close to zero, of the absolute number of undetected extinct species. The main assumption of the method is that the per-species extinction rate is independent of whether a species has been detected or not. We applied the method to the resident native bird fauna of Singapore. Of 195 recorded species, 58 (29.7%) have gone extinct in the last 200 years. Our method projected that an additional 9.6 species (95% CI 3.4, 19.8) have gone extinct without first being recorded, implying a true extinction rate of 33.0% (95% CI 31.0%, 36.2%). We provide R code for implementing our method. Because our method does not depend on strong assumptions, we expect it to be broadly useful for quantifying undetected extinctions. © 2016 Society for Conservation Biology.
Abstract. In this work we propose a new methodology for the comparison of two regression functions f1 and f2 in the case of homoscedastic error structure and a fixed design. Our approach is based on the empirical Fourier coefficients of the regression functions f1 and f2 respectively. As our main results we obtain the ...
Gilbert, Richard O. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States)
The application of statistics to environmental pollution monitoring studies requires a knowledge of statistical analysis methods particularly well suited to pollution data. This book fills that need by providing sampling plans, statistical tests, parameter estimation procedure techniques, and references to pertinent publications. Most of the statistical techniques are relatively simple, and examples, exercises, and case studies are provided to illustrate procedures. The book is logically divided into three parts. Chapters 1, 2, and 3 are introductory chapters. Chapters 4 through 10 discuss field sampling designs and Chapters 11 through 18 deal with a broad range of statistical analysis procedures. Some statistical techniques given here are not commonly seen in statistics book. For example, see methods for handling correlated data (Sections 4.5 and 11.12), for detecting hot spots (Chapter 10), and for estimating a confidence interval for the mean of a lognormal distribution (Section 13.2). Also, Appendix B lists a computer code that estimates and tests for trends over time at one or more monitoring stations using nonparametric methods (Chapters 16 and 17). Unfortunately, some important topics could not be included because of their complexity and the need to limit the length of the book. For example, only brief mention could be made of time series analysis using Box-Jenkins methods and of kriging techniques for estimating spatial and spatial-time patterns of pollution, although multiple references on these topics are provided. Also, no discussion of methods for assessing risks from environmental pollution could be included.
Kuretzki, Carlos Henrique; Campos, Antônio Carlos Ligocki; Malafaia, Osvaldo; Soares, Sandramara Scandelari Kusano de Paula; Tenório, Sérgio Bernardo; Timi, Jorge Rufino Ribas
The use of information technology is often applied in healthcare. With regard to scientific research, the SINPE(c) - Integrated Electronic Protocols was created as a tool to support researchers, offering clinical data standardization. By the time, SINPE(c) lacked statistical tests obtained by automatic analysis. Add to SINPE(c) features for automatic realization of the main statistical methods used in medicine . The study was divided into four topics: check the interest of users towards the implementation of the tests; search the frequency of their use in health care; carry out the implementation; and validate the results with researchers and their protocols. It was applied in a group of users of this software in their thesis in the strict sensu master and doctorate degrees in one postgraduate program in surgery. To assess the reliability of the statistics was compared the data obtained both automatically by SINPE(c) as manually held by a professional in statistics with experience with this type of study. There was concern for the use of automatic statistical tests, with good acceptance. The chi-square, Mann-Whitney, Fisher and t-Student were considered as tests frequently used by participants in medical studies. These methods have been implemented and thereafter approved as expected. The incorporation of the automatic SINPE (c) Statistical Analysis was shown to be reliable and equal to the manually done, validating its use as a research tool for medical research.
Fidalgo, Angel M.; Alavi, Seyed Mohammad; Amirian, Seyed Mohammad Reza
This study examines three controversial aspects in differential item functioning (DIF) detection by logistic regression (LR) models: first, the relative effectiveness of different analytical strategies for detecting DIF; second, the suitability of the Wald statistic for determining the statistical significance of the parameters of interest; and…
Brown, Michael J.; Tallon, Jennifer
The purpose of our study was to examine the effects of pre-lecture quizzes in a statistics course. Students (N = 70) from 2 sections of an introductory statistics course served as participants in this study. One section completed pre-lecture quizzes whereas the other section did not. Completing pre-lecture quizzes was associated with improved exam…
Schiemann, R.; Erdin, R.; Willi, M.; Frei, C.; Berenguer, M.; Sempere-Torres, D.
Modelling spatial covariance is an essential part of all geostatistical methods. Traditionally, parametric semivariogram models are fit from available data. More recently, it has been suggested to use nonparametric correlograms obtained from spatially complete data fields. Here, both estimation techniques are compared. Nonparametric correlograms are shown to have a substantial negative bias. Nonetheless, when combined with the sample variance of the spatial field under consideration, they yield an estimate of the semivariogram that is unbiased for small lag distances. This justifies the use of this estimation technique in geostatistical applications. Various formulations of geostatistical combination (Kriging) methods are used here for the construction of hourly precipitation grids for Switzerland based on data from a sparse realtime network of raingauges and from a spatially complete radar composite. Two variants of Ordinary Kriging (OK) are used to interpolate the sparse gauge observations. In both OK variants, the radar data are only used to determine the semivariogram model. One variant relies on a traditional parametric semivariogram estimate, whereas the other variant uses the nonparametric correlogram. The variants are tested for three cases and the impact of the semivariogram model on the Kriging prediction is illustrated. For the three test cases, the method using nonparametric correlograms performs equally well or better than the traditional method, and at the same time offers great practical advantages. Furthermore, two variants of Kriging with external drift (KED) are tested, both of which use the radar data to estimate nonparametric correlograms, and as the external drift variable. The first KED variant has been used previously for geostatistical radar-raingauge merging in Catalonia (Spain). The second variant is newly proposed here and is an extension of the first. Both variants are evaluated for the three test cases as well as an extended evaluation
Rodionov, Andrei; Atwood, Corwin L.; Kirchsteiger, Christian; Patrik, Milan
The paper presents some results of a case study on 'Demonstration of statistical approaches to identify the component's ageing by operational data analysis', which was done in the frame of the EC JRC Ageing PSA Network. Several techniques: visual evaluation, nonparametric and parametric hypothesis tests, were proposed and applied in order to demonstrate the capacity, advantages and limitations of statistical approaches to identify the component's ageing by operational data analysis. Engineering considerations are out of the scope of the present study
Denwood, M.J.; McKendrick, I.J.; Matthews, L.
Introduction. There is an urgent need for a method of analysing FECRT data that is computationally simple and statistically robust. A method for evaluating the statistical power of a proposed FECRT study would also greatly enhance the current guidelines. Methods. A novel statistical framework has...... been developed that evaluates observed FECRT data against two null hypotheses: (1) the observed efficacy is consistent with the expected efficacy, and (2) the observed efficacy is inferior to the expected efficacy. The method requires only four simple summary statistics of the observed data. Power...... that the notional type 1 error rate of the new statistical test is accurate. Power calculations demonstrate a power of only 65% with a sample size of 20 treatment and control animals, which increases to 69% with 40 control animals or 79% with 40 treatment animals. Discussion. The method proposed is simple...
Karpenko, S. S.; Zybin, E. Yu; Kosyanchuk, V. V.
In this paper we design a nonparametric method for failures detection and localization in the aircraft control system that uses the measurements of the control signals and the aircraft states only. It doesn’t require a priori information of the aircraft model parameters, training or statistical calculations, and is based on algebraic solvability conditions for the aircraft model identification problem. This makes it possible to significantly increase the efficiency of detection and localization problem solution by completely eliminating errors, associated with aircraft model uncertainties.
Lopez Fontan, J.L.; Costa, J.; Ruso, J.M.; Prieto, G. [Dept. of Applied Physics, Univ. of Santiago de Compostela, Santiago de Compostela (Spain); Sarmiento, F. [Dept. of Mathematics, Faculty of Informatics, Univ. of A Coruna, A Coruna (Spain)
The application of a statistical method, the local polynomial regression method, (LPRM), based on a nonparametric estimation of the regression function to determine the critical micelle concentration (cmc) is presented. The method is extremely flexible because it does not impose any parametric model on the subjacent structure of the data but rather allows the data to speak for themselves. Good concordance of cmc values with those obtained by other methods was found for systems in which the variation of a measured physical property with concentration showed an abrupt change. When this variation was slow, discrepancies between the values obtained by LPRM and others methods were found. (orig.)
Zwet, E.W. van
One of the main themes of this thesis is the application to spatial data of modern semi- and nonparametric methods. Another, closely related theme is maximum likelihood estimation from spatial data. Maximum likelihood estimation is not common practice in spatial statistics. The method of moments
Beylerian, Emily N; Slavkovsky, Rose C; Holme, Francesca M; Jeronimo, Jose A
Our objective was to simulate the distribution of human papillomavirus (HPV) DNA test results from a 96-well microplate assay to identify results that may be consistent with well-to-well contamination, enabling programs to apply specific quality assurance parameters. For this modeling study, we designed an algorithm that generated the analysis population of 900,000 to simulate the results of 10,000 microplate assays, assuming discrete HPV prevalences of 12%, 13%, 14%, 15%, and 16%. Using binomial draws, the algorithm created a vector of results for each prevalence and reassembled them into 96-well matrices for results distribution analysis of the number of positive cells and number and size of cell clusters (≥2 positive cells horizontally or vertically adjacent) per matrix. For simulation conditions of 12% and 16% HPV prevalence, 95% of the matrices displayed the following characteristics: 5 to 17 and 8 to 22 total positive cells, 0 to 4 and 0 to 5 positive cell clusters, and largest cluster sizes of up to 5 and up to 6 positive cells, respectively. Our results suggest that screening programs in regions with an oncogenic HPV prevalence of 12% to 16% can expect 5 to 22 positive results per microplate in approximately 95% of assays and 0 to 5 positive results clusters with no cluster larger than 6 positive results. Results consistently outside of these ranges deviate from what is statistically expected and could be the result of well-to-well contamination. Our results provide guidance that laboratories can use to identify microplates suspicious for well-to-well contamination, enabling improved quality assurance.This is an open-access article distributed under the terms of the Creative Commons Attribution-Non Commercial-No Derivatives License 4.0 (CCBY-NC-ND), where it is permissible to download and share the work provided it is properly cited. The work cannot be changed in any way or used commercially without permission from the journal.
Full Text Available This data article describes a controlled, spiked proteomic dataset for which the “ground truth” of variant proteins is known. It is based on the LC-MS analysis of samples composed of a fixed background of yeast lysate and different spiked amounts of the UPS1 mixture of 48 recombinant proteins. It can be used to objectively evaluate bioinformatic pipelines for label-free quantitative analysis, and their ability to detect variant proteins with good sensitivity and low false discovery rate in large-scale proteomic studies. More specifically, it can be useful for tuning software tools parameters, but also testing new algorithms for label-free quantitative analysis, or for evaluation of downstream statistical methods. The raw MS files can be downloaded from ProteomeXchange with identifier http://www.ebi.ac.uk/pride/archive/projects/PXD001819. Starting from some raw files of this dataset, we also provide here some processed data obtained through various bioinformatics tools (including MaxQuant, Skyline, MFPaQ, IRMa-hEIDI and Scaffold in different workflows, to exemplify the use of such data in the context of software benchmarking, as discussed in details in the accompanying manuscript . The experimental design used here for data processing takes advantage of the different spike levels introduced in the samples composing the dataset, and processed data are merged in a single file to facilitate the evaluation and illustration of software tools results for the detection of variant proteins with different absolute expression levels and fold change values.
Wang, Hao; Wang, Qunwei; He, Ming
In order to investigate and improve the level of detection technology of water content in liquid chemical reagents of domestic laboratories, proficiency testing provider PT0031 (CNAS) has organized proficiency testing program of water content in toluene, 48 laboratories from 18 provinces/cities/municipals took part in the PT. This paper introduces the implementation process of proficiency testing for determination of water content in toluene, including sample preparation, homogeneity and stability test, the results of statistics of iteration robust statistic technique and analysis, summarized and analyzed those of the different test standards which are widely used in the laboratories, put forward the technological suggestions for the improvement of the test quality of water content. Satisfactory results were obtained by 43 laboratories, amounting to 89.6% of the total participating laboratories.
Manevski, Kiril; Jabloun, Mohamed; Gupta, Manika
a more powerful input to a nonparametric analysis for discrimination at the field scale, when compared with unaltered reflectance and parametric analysis. However, the discrimination outputs interact and are very sensitive to the number of observations - an important implication for the design......Remote sensing of land covers utilizes an increasing number of methods for spectral reflectance processing and its accompanying statistics to discriminate between the covers’ spectral signatures at various scales. To this end, the present chapter deals with the field-scale sensitivity...... of the vegetation spectral discrimination to the most common types of reflectance (unaltered and continuum-removed) and statistical tests (parametric and nonparametric analysis of variance). It is divided into two distinct parts. The first part summarizes the current knowledge in relation to vegetation...
RETURN YOUR FORM TO THE ABOVE ADDRESS. North Carolina State University 2701 Sullivan Drive Admin Srvcs III, Box 7514 Raleigh, NC 27695 -7514 ABSTRACT...the conference. The findings from the conference is widely disseminated. The conference web site displays slides of the talks presented in the...being published by the Electronic Journal of Statistics consisting of about 20 papers read at the conference. The conference web site displays
Full Text Available Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.
Park, Saerom; Lee, Jaewook; Son, Youngdoo
Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.
Christensen, Kim; Hounyo, Ulrich; Podolskij, Mark
In this paper, we propose a nonparametric way to test the hypothesis that time-variation in intraday volatility is caused solely by a deterministic and recurrent diurnal pattern. We assume that noisy high-frequency data from a discretely sampled jump-diffusion process are available. The test...... inference, we propose a new bootstrap approach, which leads to almost correctly sized tests of the null hypothesis. We apply the developed framework to a large cross-section of equity high-frequency data and find that the diurnal pattern accounts for a rather significant fraction of intraday variation...
Fang, Yongxiang; Wit, Ernst
Fisher’s combined probability test is the most commonly used method to test the overall significance of a set independent p-values. However, it is very obviously that Fisher’s statistic is more sensitive to smaller p-values than to larger p-value and a small p-value may overrule the other p-values
Akhtar, Naveed; Mian, Ajmal
We present a principled approach to learn a discriminative dictionary along a linear classifier for hyperspectral classification. Our approach places Gaussian Process priors over the dictionary to account for the relative smoothness of the natural spectra, whereas the classifier parameters are sampled from multivariate Gaussians. We employ two Beta-Bernoulli processes to jointly infer the dictionary and the classifier. These processes are coupled under the same sets of Bernoulli distributions. In our approach, these distributions signify the frequency of the dictionary atom usage in representing class-specific training spectra, which also makes the dictionary discriminative. Due to the coupling between the dictionary and the classifier, the popularity of the atoms for representing different classes gets encoded into the classifier. This helps in predicting the class labels of test spectra that are first represented over the dictionary by solving a simultaneous sparse optimization problem. The labels of the spectra are predicted by feeding the resulting representations to the classifier. Our approach exploits the nonparametric Bayesian framework to automatically infer the dictionary size--the key parameter in discriminative dictionary learning. Moreover, it also has the desirable property of adaptively learning the association between the dictionary atoms and the class labels by itself. We use Gibbs sampling to infer the posterior probability distributions over the dictionary and the classifier under the proposed model, for which, we derive analytical expressions. To establish the effectiveness of our approach, we test it on benchmark hyperspectral images. The classification performance is compared with the state-of-the-art dictionary learning-based classification methods.
Morales, D.; Pardo, L.; Pardo, M. C.; Vajda, Igor
Roč. 38, č. 2 (2004), s. 133-147 ISSN 0233-1888 R&D Projects: GA ČR GA201/02/1391 Grant - others:BMF(ES) 2003-00892; BMF(ES) 2003-04820 Institutional research plan: CEZ:AV0Z1075907 Keywords : natural exponential models * Levy processes * generalized Wald statistics Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.323, year: 2004
Nicholson, W.L.; Anderson, K.K.
The Symposium concluded with prepared summaries by four experts in the involved disciplines. These experts made no mention of statistics and/or the statistical content of issues. The first author contributed an extemporaneous statement at the Symposium because there are important issues associated with conducting and evaluating numerical modeling that are familiar to statisticians and often treated successfully by them. This note expands upon these extemporaneous remarks
Faraway, Julian J
Linear models are central to the practice of statistics and form the foundation of a vast range of statistical methodologies. Julian J. Faraway''s critically acclaimed Linear Models with R examined regression and analysis of variance, demonstrated the different methods available, and showed in which situations each one applies. Following in those footsteps, Extending the Linear Model with R surveys the techniques that grow from the regression model, presenting three extensions to that framework: generalized linear models (GLMs), mixed effect models, and nonparametric regression models. The author''s treatment is thoroughly modern and covers topics that include GLM diagnostics, generalized linear mixed models, trees, and even the use of neural networks in statistics. To demonstrate the interplay of theory and practice, throughout the book the author weaves the use of the R software environment to analyze the data of real examples, providing all of the R commands necessary to reproduce the analyses. All of the ...
Weerasinghe, Dash; Orsak, Timothy; Mendro, Robert
In an age of student accountability, public school systems must find procedures for identifying effective schools, classrooms, and teachers that help students continue to learn academically. As a result, researchers have been modeling schools and classrooms to calculate productivity indicators that will withstand not only statistical review but…
Ferrarini, Luca; Veer, Ilya M; van Lew, Baldur; Oei, Nicole Y L; van Buchem, Mark A; Reiber, Johan H C; Rombouts, Serge A R B; Milles, J
In recent years, graph theory has been successfully applied to study functional and anatomical connectivity networks in the human brain. Most of these networks have shown small-world topological characteristics: high efficiency in long distance communication between nodes, combined with highly interconnected local clusters of nodes. Moreover, functional studies performed at high resolutions have presented convincing evidence that resting-state functional connectivity networks exhibits (exponentially truncated) scale-free behavior. Such evidence, however, was mostly presented qualitatively, in terms of linear regressions of the degree distributions on log-log plots. Even when quantitative measures were given, these were usually limited to the r(2) correlation coefficient. However, the r(2) statistic is not an optimal estimator of explained variance, when dealing with (truncated) power-law models. Recent developments in statistics have introduced new non-parametric approaches, based on the Kolmogorov-Smirnov test, for the problem of model selection. In this work, we have built on this idea to statistically tackle the issue of model selection for the degree distribution of functional connectivity at rest. The analysis, performed at voxel level and in a subject-specific fashion, confirmed the superiority of a truncated power-law model, showing high consistency across subjects. Moreover, the most highly connected voxels were found to be consistently part of the default mode network. Our results provide statistically sound support to the evidence previously presented in literature for a truncated power-law model of resting-state functional connectivity. Copyright © 2010 Elsevier Inc. All rights reserved.
Berti, Matteo; Corsini, Alessandro; Franceschini, Silvia; Iannacone, Jean Pascal
The application of space borne synthetic aperture radar interferometry has progressed, over the last two decades, from the pioneer use of single interferograms for analyzing changes on the earth's surface to the development of advanced multi-interferogram techniques to analyze any sort of natural phenomena which involves movements of the ground. The success of multi-interferograms techniques in the analysis of natural hazards such as landslides and subsidence is widely documented in the scientific literature and demonstrated by the consensus among the end-users. Despite the great potential of this technique, radar interpretation of slope movements is generally based on the sole analysis of average displacement velocities, while the information embraced in multi interferogram time series is often overlooked if not completely neglected. The underuse of PS time series is probably due to the detrimental effect of residual atmospheric errors, which make the PS time series characterized by erratic, irregular fluctuations often difficult to interpret, and also to the difficulty of performing a visual, supervised analysis of the time series for a large dataset. In this work is we present a procedure for automatic classification of PS time series based on a series of statistical characterization tests. The procedure allows to classify the time series into six distinctive target trends (0=uncorrelated; 1=linear; 2=quadratic; 3=bilinear; 4=discontinuous without constant velocity; 5=discontinuous with change in velocity) and retrieve for each trend a series of descriptive parameters which can be efficiently used to characterize the temporal changes of ground motion. The classification algorithms were developed and tested using an ENVISAT datasets available in the frame of EPRS-E project (Extraordinary Plan of Environmental Remote Sensing) of the Italian Ministry of Environment (track "Modena", Northern Apennines). This dataset was generated using standard processing, then the
Heat can flow from cold to hot at any phase separation even in macroscopic systems. Therefore also Lynden-Bell's famous gravo-thermal catastrophe must be reconsidered. In contrast to traditional canonical Boltzmann-Gibbs statistics this is correctly described only by microcanonical statistics. Systems studied in chemical thermodynamics (ChTh) by using canonical statistics consist of several homogeneous macroscopic phases. Evidently, macroscopic statistics as in chemistry cannot and should not be applied to non-extensive or inhomogeneous systems like nuclei or galaxies. Nuclei are small and inhomogeneous. Multifragmented nuclei are even more inhomogeneous and the fragments even smaller. Phase transitions of first order and especially phase separations therefore cannot be described by a (homogeneous) canonical ensemble. Taking this serious, fascinating perspectives open for statistical nuclear fragmentation as test ground for the basic principles of statistical mechanics, especially of phase transitions, without the use of the thermodynamic limit. Moreover, there is also a lot of similarity between the accessible phase space of fragmenting nuclei and inhomogeneous multistellar systems. This underlines the fundamental significance for statistical physics in general. (orig.)
... Testing Treatment & Outcomes Health Professionals Statistics More Resources Candidiasis Candida infections of the mouth, throat, and esophagus Vaginal candidiasis Invasive candidiasis Definition Symptoms Risk & Prevention Sources Diagnosis ...
McArtor, Daniel B; Lubke, Gitta H; Bergeman, C S
Person-centered methods are useful for studying individual differences in terms of (dis)similarities between response profiles on multivariate outcomes. Multivariate distance matrix regression (MDMR) tests the significance of associations of response profile (dis)similarities and a set of predictors using permutation tests. This paper extends MDMR by deriving and empirically validating the asymptotic null distribution of its test statistic, and by proposing an effect size for individual outcome variables, which is shown to recover true associations. These extensions alleviate the computational burden of permutation tests currently used in MDMR and render more informative results, thus making MDMR accessible to new research domains.
McAlinden, Colm; Khadka, Jyoti; Pesudovs, Konrad
The ever-expanding choice of ocular metrology and imaging equipment has driven research into the validity of their measurements. Consequently, studies of the agreement between two instruments or clinical tests have proliferated in the ophthalmic literature. It is important that researchers apply the appropriate statistical tests in agreement studies. Correlation coefficients are hazardous and should be avoided. The 'limits of agreement' method originally proposed by Altman and Bland in 1983 is the statistical procedure of choice. Its step-by-step use and practical considerations in relation to optometry and ophthalmology are detailed in addition to sample size considerations and statistical approaches to precision (repeatability or reproducibility) estimates. Ophthalmic & Physiological Optics © 2011 The College of Optometrists.
Kehshih Chuang; Huang, H.K.
It is assumed that data bits of a pixel in digital images can be divided into signal and noise bits. The signal bits occupy the most significant part of the pixel. The signal parts of each pixel are correlated while the noise parts are uncorrelated. Two statistical methods, the Moran test and the join-count statistic, are used to examine the noise parts. Images from computerized tomography, magnetic resonance and computed radiography are used for the evaluation of the noise bits. A residual image is formed by subtracting the original image from its smoothed version. The noise level in the residual image is then identical to that in the original image. Both statistical tests are then performed on the bit planes of the residual image. Results show that most digital images contain only 8-9 bits of correlated information. Both methods are easy to implement and fast to perform. (author)
Groeneboom, P.; Hendrickx, K.
It has been proved that direct bootstrapping of the nonparametric maximum likelihood estimator (MLE) of the distribution function in the current status model leads to inconsistent confidence intervals. We show that bootstrapping of functionals of the MLE can however be used to produce valid
Fledelius, Peter; Lando, David; Perch Nielsen, Jens
We demonstrate the use of non-parametric intensity estimation - including construction of pointwise confidence sets - for analyzing rating transition data. We find that transition intensities away from the class studied here for illustration strongly depend on the direction of the previous move b...
Cruz-Marcelo, Alejandro; Rosner, Gary L; Müller, Peter; Stewart, Clinton F
In biomedical research, it is often of interest to characterize biologic processes giving rise to observations and to make predictions of future observations. Bayesian nonparametric methods provide a means for carrying out Bayesian inference making as few assumptions about restrictive parametric models as possible. There are several proposals in the literature for extending Bayesian nonparametric models to include dependence on covariates. Limited attention, however, has been directed to the following two aspects. In this article, we examine the effect on fitting and predictive performance of incorporating covariates in a class of Bayesian nonparametric models by one of two primary ways: either in the weights or in the locations of a discrete random probability measure. We show that different strategies for incorporating continuous covariates in Bayesian nonparametric models can result in big differences when used for prediction, even though they lead to otherwise similar posterior inferences. When one needs the predictive density, as in optimal design, and this density is a mixture, it is better to make the weights depend on the covariates. We demonstrate these points via a simulated data example and in an application in which one wants to determine the optimal dose of an anticancer drug used in pediatric oncology.
Nielsen, Søren Føns Vind; Madsen, Kristoffer H.; Røge, Rasmus
dynamic changes. The existing approaches modeling dynamic connectivity have primarily been based on time-windowing the data and k-means clustering. We propose a nonparametric generative model for dynamic FC in fMRI that does not rely on specifying window lengths and number of dynamic states. Rooted...
Storlie, Curtis B; Bondell, Howard D; Reich, Brian J; Zhang, Hao Helen
Variable selection for multivariate nonparametric regression is an important, yet challenging, problem due, in part, to the infinite dimensionality of the function space. An ideal selection procedure should be automatic, stable, easy to use, and have desirable asymptotic properties. In particular, we define a selection procedure to be nonparametric oracle (np-oracle) if it consistently selects the correct subset of predictors and at the same time estimates the smooth surface at the optimal nonparametric rate, as the sample size goes to infinity. In this paper, we propose a model selection procedure for nonparametric models, and explore the conditions under which the new method enjoys the aforementioned properties. Developed in the framework of smoothing spline ANOVA, our estimator is obtained via solving a regularization problem with a novel adaptive penalty on the sum of functional component norms. Theoretical properties of the new estimator are established. Additionally, numerous simulated and real examples further demonstrate that the new approach substantially outperforms other existing methods in the finite sample setting.
Azzedine , Nadjia; Laksaci , Ali; Ould-Saïd , Elias
On the robust nonparametric regression estimation for a functional regressor correspondance: Corresponding author. (Ould-Said, Elias) (Azzedine, Nadjia) (Laksaci, Ali) (Ould-Said, Elias) Departement de Mathematiques--> , Univ. Djillali Liabes--> , BP 89--> , 22000 Sidi Bel Abbes--> - ALGERIA (Azzedine, Nadjia) Departement de Mathema...
Knapik, Bartek; Salomond, Jean Bernard
In this paper, we propose a general method to derive an upper bound for the contraction rate of the posterior distribution for nonparametric inverse problems. We present a general theorem that allows us to derive contraction rates for the parameter of interest from contraction rates of the related
Non-parametric analysis of production efficiency of poultry egg farmers in Delta ... analysis of factors affecting the output of poultry farmers showed that stock ... should be put in place for farmers to learn the best farm practices carried out on the ...
Yu, Lianbo; Doerge, Rw
High-throughput technologies have led to a new era of proteomics. Although protein microarray experiments are becoming more common place there are a variety of experimental and statistical issues that have yet to be addressed, and that will carry over to new high-throughput technologies unless they are investigated. One of the largest of these challenges is the selection of functionally consistent proteins. We present a novel semi-nonparametric mixture model for classifying proteins as consistent or inconsistent while controlling the false discovery rate and the false non-discovery rate. The performance of the proposed approach is compared to current methods via simulation under a variety of experimental conditions. We provide a statistical method for selecting functionally consistent proteins in the context of protein microarray experiments, but the proposed semi-nonparametric mixture model method can certainly be generalized to solve other mixture data problems. The main advantage of this approach is that it provides the posterior probability of consistency for each protein.
Lomax, Richard G
Statistical Concepts consists of the last 9 chapters of An Introduction to Statistical Concepts, 3rd ed. Designed for the second course in statistics, it is one of the few texts that focuses just on intermediate statistics. The book highlights how statistics work and what they mean to better prepare students to analyze their own data and interpret SPSS and research results. As such it offers more coverage of non-parametric procedures used when standard assumptions are violated since these methods are more frequently encountered when working with real data. Determining appropriate sample sizes
Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today's practitioners.Mathematical Statistics and Stochastic Processes is based on decision theory and asymptotic statistics and contains up-to-date information on the relevant topics of theory of probability, estimation, confidence intervals, non-parametric statistics and rob
Foldnes, Njal; Foss, Tron; Olsson, Ulf Henning
The residuals obtained from fitting a structural equation model are crucial ingredients in obtaining chi-square goodness-of-fit statistics for the model. The authors present a didactic discussion of the residuals, obtaining a geometrical interpretation by recognizing the residuals as the result of oblique projections. This sheds light on the…
Fonteyne, Lot; De Fruyt, Filip; Dewulf, Nele; Duyck, Wouter; Erauw, Kris; Goeminne, Katy; Lammertyn, Jan; Marchant, Thierry; Moerkerke, Beatrijs; Oosterlinck, Tom; Rosseel, Yves
In the psychology and educational science programs at Ghent University, only 36.1% of the new incoming students in 2011 and 2012 passed all exams. Despite availability of information, many students underestimate the scientific character of social science programs. Statistics courses are a major obstacle in this matter. Not all enrolling students…
With increasingly abundant spatial data in the form of case counts or rates combined over areal regions (eg, ZIP codes, census tracts, or counties), interest turns to formal identification of difference "boundaries," or barriers on the map, in addition to the estimated statistical map itself. "Boundary" refers to a border that describes vastly disparate outcomes in the adjacent areal units, perhaps caused by latent risk factors. This article focuses on developing a model-based statistical tool, equipped to identify difference boundaries in maps with a small number of areal units, also referred to as small-scale maps. This article proposes a novel and robust nonparametric boundary detection rule based on nonparametric Dirichlet processes, later referred to as Dirichlet process wombling (DPW) rule, by employing Dirichlet process-based mixture models for small-scale maps. Unlike the recently proposed nonparametric boundary detection rules based on false discovery rates, the DPW rule is free of ad hoc parameters, computationally simple, and readily implementable in freely available software for public health practitioners such as JAGS and OpenBUGS and yet provides statistically interpretable boundary detection in small-scale wombling. We offer a detailed simulation study and an application of our proposed approach to a urinary bladder cancer incidence rates dataset between 1990 and 2012 in the 8 counties in Connecticut. Copyright © 2017 John Wiley & Sons, Ltd.
Rigby, A S
The odds ratio is an appropriate method of analysis for data in 2 x 2 contingency tables. However, other methods of analysis exist. One such method is based on the chi2 test of goodness-of-fit. Key players in the development of statistical theory include Pearson, Fisher and Yates. Data are presented in the form of 2 x 2 contingency tables and a method of analysis based on the chi2 test is introduced. There are many variations of the basic test statistic, one of which is the chi2 test with Yates' continuity correction. The usefulness (or not) of Yates' continuity correction is discussed. Problems of interpretation when the method is applied to k x m tables are highlighted. Some properties of the chi2 the test are illustrated by taking examples from the author's teaching experiences. Journal editors should be encouraged to give both observed and expected cell frequencies so that better information comes out of the chi2 test statistic.
Janczura, J.; Weron, R.
We develop a simple test for deviations from power law tails. Actually, from the tails of any distribution. We use this test - which is based on the asymptotic properties of the empirical distribution function - to answer the question whether great natural disasters, financial crashes or electricity price spikes should be classified as dragon-kings or `only' as black swans.