[Do we always correctly interpret the results of statistical nonparametric tests].

Science.gov (United States)

Moczko, Jerzy A

2014-01-01

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.

Nonparametric predictive inference in statistical process control

NARCIS (Netherlands)

Arts, G.R.J.; Coolen, F.P.A.; Laan, van der P.

2004-01-01

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

Statistical analysis of water-quality data containing multiple detection limits II: S-language software for nonparametric distribution modeling and hypothesis testing

Science.gov (United States)

Lee, L.; Helsel, D.

2007-01-01

Analysis of low concentrations of trace contaminants in environmental media often results in left-censored data that are below some limit of analytical precision. Interpretation of values becomes complicated when there are multiple detection limits in the data-perhaps as a result of changing analytical precision over time. Parametric and semi-parametric methods, such as maximum likelihood estimation and robust regression on order statistics, can be employed to model distributions of multiply censored data and provide estimates of summary statistics. However, these methods are based on assumptions about the underlying distribution of data. Nonparametric methods provide an alternative that does not require such assumptions. A standard nonparametric method for estimating summary statistics of multiply-censored data is the Kaplan-Meier (K-M) method. This method has seen widespread usage in the medical sciences within a general framework termed "survival analysis" where it is employed with right-censored time-to-failure data. However, K-M methods are equally valid for the left-censored data common in the geosciences. Our S-language software provides an analytical framework based on K-M methods that is tailored to the needs of the earth and environmental sciences community. This includes routines for the generation of empirical cumulative distribution functions, prediction or exceedance probabilities, and related confidence limits computation. Additionally, our software contains K-M-based routines for nonparametric hypothesis testing among an unlimited number of grouping variables. A primary characteristic of K-M methods is that they do not perform extrapolation and interpolation. Thus, these routines cannot be used to model statistics beyond the observed data range or when linear interpolation is desired. For such applications, the aforementioned parametric and semi-parametric methods must be used.

A NONPARAMETRIC HYPOTHESIS TEST VIA THE BOOTSTRAP RESAMPLING

OpenAIRE

Temel, Tugrul T.

2001-01-01

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.

Examples of the Application of Nonparametric Information Geometry to Statistical Physics

Directory of Open Access Journals (Sweden)

Giovanni Pistone

2013-09-01

Full Text Available We review a nonparametric version of Amari’s information geometry in which the set of positive probability densities on a given sample space is endowed with an atlas of charts to form a differentiable manifold modeled on Orlicz Banach spaces. This nonparametric setting is used to discuss the setting of typical problems in machine learning and statistical physics, such as black-box optimization, Kullback-Leibler divergence, Boltzmann-Gibbs entropy and the Boltzmann equation.

1st Conference of the International Society for Nonparametric Statistics

CERN Document Server

Lahiri, S; Politis, Dimitris

2014-01-01

This volume is composed of peer-reviewed papers that have developed from the First Conference of the International Society for NonParametric Statistics (ISNPS). This inaugural conference took place in Chalkidiki, Greece, June 15-19, 2012. It was organized with the co-sponsorship of the IMS, the ISI, and other organizations. M.G. Akritas, S.N. Lahiri, and D.N. Politis are the first executive committee members of ISNPS, and the editors of this volume. ISNPS has a distinguished Advisory Committee that includes Professors R.Beran, P.Bickel, R. Carroll, D. Cook, P. Hall, R. Johnson, B. Lindsay, E. Parzen, P. Robinson, M. Rosenblatt, G. Roussas, T. SubbaRao, and G. Wahba. The Charting Committee of ISNPS consists of more than 50 prominent researchers from all over the world.   The chapters in this volume bring forth recent advances and trends in several areas of nonparametric statistics. In this way, the volume facilitates the exchange of research ideas, promotes collaboration among researchers from all over the wo...

STATCAT, Statistical Analysis of Parametric and Non-Parametric Data

International Nuclear Information System (INIS)

David, Hugh

1990-01-01

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

Parametric and nonparametric Granger causality testing: Linkages between international stock markets

Science.gov (United States)

De Gooijer, Jan G.; Sivarajasingham, Selliah

2008-04-01

This study investigates long-term linear and nonlinear causal linkages among eleven stock markets, six industrialized markets and five emerging markets of South-East Asia. We cover the period 1987-2006, taking into account the on-set of the Asian financial crisis of 1997. We first apply a test for 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.

Non-parametric tests of productive efficiency with errors-in-variables

NARCIS (Netherlands)

Kuosmanen, T.K.; Post, T.; Scholtes, S.

2007-01-01

We develop a non-parametric test of productive efficiency that accounts for errors-in-variables, following the approach of Varian. [1985. Nonparametric analysis of optimizing behavior with measurement error. Journal of Econometrics 30(1/2), 445-458]. The test is based on the general Pareto-Koopmans

Analysis of small sample size studies using nonparametric bootstrap test with pooled resampling method.

Science.gov (United States)

Dwivedi, Alok Kumar; Mallawaarachchi, Indika; Alvarado, Luis A

2017-06-30

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.

Nonparametric functional mapping of quantitative trait loci.

Science.gov (United States)

Yang, Jie; Wu, Rongling; Casella, George

2009-03-01

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.

Speeding Up Non-Parametric Bootstrap Computations for Statistics Based on Sample Moments in Small/Moderate Sample Size Applications.

Directory of Open Access Journals (Sweden)

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.

[The research protocol VI: How to choose the appropriate statistical test. Inferential statistics].

Science.gov (United States)

Flores-Ruiz, Eric; Miranda-Novales, María Guadalupe; Villasís-Keever, Miguel Ángel

2017-01-01

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.

The research protocol VI: How to choose the appropriate statistical test. Inferential statistics

Directory of Open Access Journals (Sweden)

Eric Flores-Ruiz

2017-10-01

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.

Nonparametric tests for equality of psychometric functions.

Science.gov (United States)

García-Pérez, Miguel A; Núñez-Antón, Vicente

2017-12-07

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.

Log-concave Probability Distributions: Theory and Statistical Testing

DEFF Research Database (Denmark)

An, Mark Yuing

1996-01-01

This paper studies the broad class of log-concave probability distributions that arise in economics of uncertainty and information. For univariate, continuous, and log-concave random variables we prove useful properties without imposing the differentiability of density functions. Discrete...... and multivariate distributions are also discussed. We propose simple non-parametric testing procedures for log-concavity. The test statistics are constructed to test one of the two implicati ons of log-concavity: increasing hazard rates and new-is-better-than-used (NBU) property. The test for increasing hazard...... rates are based on normalized spacing of the sample order statistics. The tests for NBU property fall into the category of Hoeffding's U-statistics...

Nonparametric Change Point Diagnosis Method of Concrete Dam Crack Behavior Abnormality

Directory of Open Access Journals (Sweden)

Zhanchao Li

2013-01-01

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.

Nonparametric predictive inference for combining diagnostic tests with parametric copula

Science.gov (United States)

Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.

2017-09-01

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. The Receiver Operating Characteristic (ROC) curve is a popular statistical tool for describing the performance of diagnostic tests. The area under the ROC curve (AUC) is often used as a measure of the overall performance of the diagnostic test. In this paper, we interest in developing strategies for combining test results in order to increase the diagnostic accuracy. We introduce nonparametric predictive inference (NPI) for combining two diagnostic test results with considering dependence structure using parametric copula. NPI is a frequentist statistical framework for inference on a future observation based on past data observations. NPI uses lower and upper probabilities to quantify uncertainty and is based on only a few modelling assumptions. While copula is a well-known statistical concept for modelling dependence of random variables. A copula is a joint distribution function whose marginals are all uniformly distributed and it can be used to model the dependence separately from the marginal distributions. In this research, we estimate the copula density using a parametric method which is maximum likelihood estimator (MLE). We investigate the performance of this proposed method via data sets from the literature and discuss results to show how our method performs for different family of copulas. Finally, we briefly outline related challenges and opportunities for future research.

Recent Advances and Trends in Nonparametric Statistics

CERN Document Server

Akritas, MG

2003-01-01

The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric procedures, such as function smoothing, suddenly lost their abstract flavour as they became practically implementable. In addition, many previously unthinkable possibilities became mainstream; prime examples include the bootstrap and resampling methods, wavelets and nonlinear smoothers, graphical methods, data mining, bioinformatics, as well as the more recent algorithmic approaches such as bagging and boosting. This volume is a collection o

Non-parametric Tuning of PID Controllers A Modified Relay-Feedback-Test Approach

CERN Document Server

Boiko, Igor

2013-01-01

The relay feedback test (RFT) has become a popular and efficient  tool used in process identification and automatic controller tuning. Non-parametric Tuning of PID Controllers couples new modifications of classical RFT with application-specific optimal tuning rules to form a non-parametric method of test-and-tuning. Test and tuning are coordinated through a set of common parameters so that a PID controller can obtain the desired gain or phase margins in a system exactly, even with unknown process dynamics. The concept of process-specific optimal tuning rules in the nonparametric setup, with corresponding tuning rules for flow, level pressure, and temperature control loops is presented in the text.   Common problems of tuning accuracy based on parametric and non-parametric approaches are addressed. In addition, the text treats the parametric approach to tuning based on the modified RFT approach and the exact model of oscillations in the system under test using the locus of a perturbedrelay system (LPRS) meth...

Testing for constant nonparametric effects in general semiparametric regression models with interactions

KAUST Repository

Wei, Jiawei; Carroll, Raymond J.; Maity, Arnab

2011-01-01

We consider the problem of testing for a constant nonparametric effect in a general semi-parametric regression model when there is the potential for interaction between the parametrically and nonparametrically modeled variables. The work

A Nonparametric Test for Seasonal Unit Roots

OpenAIRE

Kunst, Robert M.

2009-01-01

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...

Nonparametric Statistics Test Software Package.

Science.gov (United States)

1983-09-01

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

Statistical analysis using the Bayesian nonparametric method for irradiation embrittlement of reactor pressure vessels

Energy Technology Data Exchange (ETDEWEB)

Takamizawa, Hisashi, E-mail: takamizawa.hisashi@jaea.go.jp; Itoh, Hiroto, E-mail: ito.hiroto@jaea.go.jp; Nishiyama, Yutaka, E-mail: nishiyama.yutaka93@jaea.go.jp

2016-10-15

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.

Multivariate nonparametric regression and visualization with R and applications to finance

CERN Document Server

Klemelä, Jussi

2014-01-01

A modern approach to statistical learning and its applications through visualization methods With a unique and innovative presentation, Multivariate Nonparametric Regression and Visualization provides readers with the core statistical concepts to obtain complete and accurate predictions when given a set of data. Focusing on nonparametric methods to adapt to the multiple types of data generatingmechanisms, the book begins with an overview of classification and regression. The book then introduces and examines various tested and proven visualization techniques for learning samples and functio

Nonparametric identification of copula structures

KAUST Repository

Li, Bo

2013-06-01

We propose a unified framework for testing a variety of assumptions commonly made about the structure of copulas, including symmetry, radial symmetry, joint symmetry, associativity and Archimedeanity, and max-stability. Our test is nonparametric and based on the asymptotic distribution of the empirical copula process.We perform simulation experiments to evaluate our test and conclude that our method is reliable and powerful for assessing common assumptions on the structure of copulas, particularly when the sample size is moderately large. We illustrate our testing approach on two datasets. © 2013 American Statistical Association.

Nonparametric analysis of blocked ordered categories data: some examples revisited

Directory of Open Access Journals (Sweden)

O. Thas

2006-08-01

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.

A nonparametric empirical Bayes framework for large-scale multiple testing.

Science.gov (United States)

Martin, Ryan; Tokdar, Surya T

2012-07-01

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.

Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data

OpenAIRE

CORNELIS A. LOS

2004-01-01

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 ...

Nonparametric regression using the concept of minimum energy

International Nuclear Information System (INIS)

Williams, Mike

2011-01-01

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.

Notes on the Implementation of Non-Parametric Statistics within the Westinghouse Realistic Large Break LOCA Evaluation Model (ASTRUM)

International Nuclear Information System (INIS)

Frepoli, Cesare; Oriani, Luca

2006-01-01

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)

Nonparametric Inference for Periodic Sequences

KAUST Repository

Sun, Ying

2012-02-01

This article proposes a nonparametric method for estimating the period and values of a periodic sequence when the data are evenly spaced in time. The period is estimated by a "leave-out-one-cycle" version of cross-validation (CV) and complements the periodogram, a widely used tool for period estimation. The CV method is computationally simple and implicitly penalizes multiples of the smallest period, leading to a "virtually" consistent estimator of integer periods. This estimator is investigated both theoretically and by simulation.We also propose a nonparametric test of the null hypothesis that the data have constantmean against the alternative that the sequence of means is periodic. Finally, our methodology is demonstrated on three well-known time series: the sunspots and lynx trapping data, and the El Niño series of sea surface temperatures. © 2012 American Statistical Association and the American Society for Quality.

Nonparametric test of consistency between cosmological models and multiband CMB measurements

Energy Technology Data Exchange (ETDEWEB)

Aghamousa, Amir [Asia Pacific Center for Theoretical Physics, Pohang, Gyeongbuk 790-784 (Korea, Republic of); Shafieloo, Arman, E-mail: amir@apctp.org, E-mail: shafieloo@kasi.re.kr [Korea Astronomy and Space Science Institute, Daejeon 305-348 (Korea, Republic of)

2015-06-01

We present a novel approach to test the consistency of the cosmological models with multiband CMB data using a nonparametric approach. In our analysis we calibrate the REACT (Risk Estimation and Adaptation after Coordinate Transformation) confidence levels associated with distances in function space (confidence distances) based on the Monte Carlo simulations in order to test the consistency of an assumed cosmological model with observation. To show the applicability of our algorithm, we confront Planck 2013 temperature data with concordance model of cosmology considering two different Planck spectra combination. In order to have an accurate quantitative statistical measure to compare between the data and the theoretical expectations, we calibrate REACT confidence distances and perform a bias control using many realizations of the data. Our results in this work using Planck 2013 temperature data put the best fit 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.

A simple non-parametric goodness-of-fit test for elliptical copulas

Directory of Open Access Journals (Sweden)

Jaser Miriam

2017-12-01

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.

Zero- vs. one-dimensional, parametric vs. non-parametric, and confidence interval vs. hypothesis testing procedures in one-dimensional biomechanical trajectory analysis.

Science.gov (United States)

Pataky, Todd C; Vanrenterghem, Jos; Robinson, Mark A

2015-05-01

Biomechanical processes are often manifested as one-dimensional (1D) trajectories. It has been shown that 1D confidence intervals (CIs) are biased when based on 0D statistical procedures, and the non-parametric 1D bootstrap CI has emerged in the Biomechanics literature as a viable solution. The primary purpose of this paper was to clarify that, for 1D biomechanics datasets, the distinction between 0D and 1D methods is much more important than the distinction between parametric and non-parametric procedures. A secondary purpose was to demonstrate that a parametric equivalent to the 1D bootstrap exists in the form of a random field theory (RFT) correction for multiple comparisons. To emphasize these points we analyzed six datasets consisting of force and kinematic trajectories in one-sample, paired, two-sample and regression designs. Results showed, first, that the 1D bootstrap and other 1D non-parametric CIs were qualitatively identical to RFT CIs, and all were very different from 0D CIs. Second, 1D parametric and 1D non-parametric hypothesis testing results were qualitatively identical for all six datasets. Last, we highlight the limitations of 1D CIs by demonstrating that they are complex, design-dependent, and thus non-generalizable. These results suggest that (i) analyses of 1D data based on 0D models of randomness are generally biased unless one explicitly identifies 0D variables before the experiment, and (ii) parametric and non-parametric 1D hypothesis testing provide an unambiguous framework for analysis when one׳s hypothesis explicitly or implicitly pertains to whole 1D trajectories. Copyright © 2015 Elsevier Ltd. All rights reserved.

Testing discontinuities in nonparametric regression

KAUST Repository

Dai, Wenlin

2017-01-19

In nonparametric regression, it is often needed to detect whether there are jump discontinuities in the mean function. In this paper, we revisit the difference-based method in [13 H.-G. Müller and U. Stadtmüller, Discontinuous versus smooth regression, Ann. Stat. 27 (1999), pp. 299–337. doi: 10.1214/aos/1018031100

Testing discontinuities in nonparametric regression

KAUST Repository

Dai, Wenlin; Zhou, Yuejin; Tong, Tiejun

2017-01-01

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

A Structural Labor Supply Model with Nonparametric Preferences

NARCIS (Netherlands)

van Soest, A.H.O.; Das, J.W.M.; Gong, X.

2000-01-01

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

Mathematical statistics

CERN Document Server

Pestman, Wiebe R

2009-01-01

This textbook provides a broad and solid introduction to mathematical statistics, including the classical subjects hypothesis testing, normal regression analysis, and normal analysis of variance. In addition, non-parametric statistics and vectorial statistics are considered, as well as applications of stochastic analysis in modern statistics, e.g., Kolmogorov-Smirnov testing, smoothing techniques, robustness and density estimation. For students with some elementary mathematical background. With many exercises. Prerequisites from measure theory and linear algebra are presented.

A nonparametric statistical method for determination of a confidence interval for the mean of a set of results obtained in a laboratory intercomparison

International Nuclear Information System (INIS)

Veglia, A.

1981-08-01

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

The application of non-parametric statistical method for an ALARA implementation

International Nuclear Information System (INIS)

Cho, Young Ho; Herr, Young Hoi

2003-01-01

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

kruX: matrix-based non-parametric eQTL discovery.

Science.gov (United States)

Qi, Jianlong; Asl, Hassan Foroughi; Björkegren, Johan; Michoel, Tom

2014-01-14

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.

Using Cochran's Z Statistic to Test the Kernel-Smoothed Item Response Function Differences between Focal and Reference Groups

Science.gov (United States)

Zheng, Yinggan; Gierl, Mark J.; Cui, Ying

2010-01-01

This study combined the kernel smoothing procedure and a nonparametric differential item functioning statistic--Cochran's Z--to statistically test the difference between the kernel-smoothed item response functions for reference and focal groups. Simulation studies were conducted to investigate the Type I error and power of the proposed…

On the use of permutation in and the performance of a class of nonparametric methods to detect differential gene expression.

Science.gov (United States)

Pan, Wei

2003-07-22

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.

Spurious Seasonality Detection: A Non-Parametric Test Proposal

Directory of Open Access Journals (Sweden)

Aurelio F. Bariviera

2018-01-01

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.

Robust non-parametric one-sample tests for the analysis of recurrent events.

Science.gov (United States)

Rebora, Paola; Galimberti, Stefania; Valsecchi, Maria Grazia

2010-12-30

One-sample non-parametric tests are proposed here for inference on recurring events. The focus is on the marginal mean function of events and the basis for inference is the standardized distance between the observed and the expected number of events under a specified reference rate. Different weights are considered in order to account for various types of alternative hypotheses on the mean function of the recurrent events process. A robust version and a stratified version of the test are also proposed. The performance of these tests was investigated through simulation studies under various underlying event generation processes, such as homogeneous and nonhomogeneous Poisson processes, autoregressive and renewal processes, with and without frailty effects. The robust versions of the test have been shown to be suitable in a wide variety of event generating processes. The motivating context is a study on gene therapy in a very rare immunodeficiency in children, where a major end-point is the recurrence of severe infections. Robust non-parametric one-sample tests for recurrent events can be useful to assess efficacy and especially safety in non-randomized studies or in epidemiological studies for comparison with a standard population. Copyright © 2010 John Wiley & Sons, Ltd.

Testing a parametric function against a nonparametric alternative in IV and GMM settings

DEFF Research Database (Denmark)

Gørgens, Tue; Wurtz, Allan

This paper develops a specification test for functional form for models identified by moment restrictions, including IV and GMM settings. The general framework is one where the moment restrictions are specified as functions of data, a finite-dimensional parameter vector, and a nonparametric real ...

Non-parametric order statistics method applied to uncertainty propagation in fuel rod calculations

International Nuclear Information System (INIS)

Arimescu, V.E.; Heins, L.

2001-01-01

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

Comparative analysis of automotive paints by laser induced breakdown spectroscopy and nonparametric permutation tests

International Nuclear Information System (INIS)

McIntee, Erin; Viglino, Emilie; Rinke, Caitlin; Kumor, Stephanie; Ni Liqiang; Sigman, Michael E.

2010-01-01

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.

Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error

KAUST Repository

Carroll, Raymond J.

2011-03-01

In many applications we can expect that, or are interested to know if, a density function or a regression curve satisfies some specific shape constraints. For example, when the explanatory variable, X, represents the value taken by a treatment or dosage, the conditional mean of the response, Y , is often anticipated to be a monotone function of X. Indeed, if this regression mean is not monotone (in the appropriate direction) then the medical or commercial value of the treatment is likely to be significantly curtailed, at least for values of X that lie beyond the point at which monotonicity fails. In the case of a density, common shape constraints include log-concavity and unimodality. If we can correctly guess the shape of a curve, then nonparametric estimators can be improved by taking this information into account. Addressing such problems requires a method for testing the hypothesis that the curve of interest satisfies a shape constraint, and, if the conclusion of the test is positive, a technique for estimating the curve subject to the constraint. Nonparametric methodology for solving these problems already exists, but only in cases where the covariates are observed precisely. However in many problems, data can only be observed with measurement errors, and the methods employed in the error-free case typically do not carry over to this error context. In this paper we develop a novel approach to hypothesis testing and function estimation under shape constraints, which is valid in the context of measurement errors. Our method is based on tilting an estimator of the density or the regression mean until it satisfies the shape constraint, and we take as our test statistic the distance through which it is tilted. Bootstrap methods are used to calibrate the test. The constrained curve estimators that we develop are also based on tilting, and in that context our work has points of contact with methodology in the error-free case.

Testing independence of bivariate interval-censored data using modified Kendall's tau statistic.

Science.gov (United States)

Kim, Yuneung; Lim, Johan; Park, DoHwan

2015-11-01

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.

Performances of non-parametric statistics in sensitivity analysis and parameter ranking

International Nuclear Information System (INIS)

Saltelli, A.

1987-01-01

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

Modern nonparametric, robust and multivariate methods festschrift in honour of Hannu Oja

CERN Document Server

Taskinen, Sara

2015-01-01

Written by leading experts in the field, this edited volume brings together the latest findings in the area of nonparametric, robust and multivariate statistical methods. The individual contributions cover a wide variety of topics ranging from univariate nonparametric methods to robust methods for complex data structures. Some examples from statistical signal processing are also given. The volume is dedicated to Hannu Oja on the occasion of his 65th birthday and is intended for researchers as well as PhD students with a good knowledge of statistics.

Smooth semi-nonparametric (SNP) estimation of the cumulative incidence function.

Science.gov (United States)

Duc, Anh Nguyen; Wolbers, Marcel

2017-08-15

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.

Nonparametric identification of copula structures

KAUST Repository

Li, Bo; Genton, Marc G.

2013-01-01

We propose a unified framework for testing a variety of assumptions commonly made about the structure of copulas, including symmetry, radial symmetry, joint symmetry, associativity and Archimedeanity, and max-stability. Our test is nonparametric

Post-fire debris flow prediction in Western United States: Advancements based on a nonparametric statistical technique

Science.gov (United States)

Nikolopoulos, E. I.; Destro, E.; Bhuiyan, M. A. E.; Borga, M., Sr.; Anagnostou, E. N.

2017-12-01

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.

Speaker Linking and Applications using Non-Parametric Hashing Methods

Science.gov (United States)

2016-09-08

nonparametric estimate of a multivariate density function,” The Annals of Math- ematical Statistics , vol. 36, no. 3, pp. 1049–1051, 1965. [9] 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 [2], but the methods apply to any embedding. For the task of speaker QBE and

Parametric vs. Nonparametric Regression Modelling within Clinical Decision Support

Czech Academy of Sciences Publication Activity Database

Kalina, Jan; Zvárová, Jana

2017-01-01

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

Statistical decisions under nonparametric a priori information

International Nuclear Information System (INIS)

Chilingaryan, A.A.

1985-01-01

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

A Non-Parametric Surrogate-based Test of Significance for T-Wave Alternans Detection

Science.gov (United States)

Nemati, Shamim; Abdala, Omar; Bazán, Violeta; Yim-Yeh, Susie; Malhotra, Atul; Clifford, Gari

2010-01-01

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

Efficiency Analysis of German Electricity Distribution Utilities : Non-Parametric and Parametric Tests

OpenAIRE

von Hirschhausen, Christian R.; Cullmann, Astrid

2005-01-01

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) ...

Applied statistical designs for the researcher

CERN Document Server

Paulson, Daryl S

2003-01-01

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.

Nonparametric Estimation of Distributions in Random Effects Models

KAUST Repository

Hart, Jeffrey D.

2011-01-01

We propose using minimum distance to obtain nonparametric estimates of the distributions of components in random effects models. A main setting considered is equivalent to having a large number of small datasets whose locations, and perhaps scales, vary randomly, but which otherwise have a common distribution. Interest focuses on estimating the distribution that is common to all datasets, knowledge of which is crucial in multiple testing problems where a location/scale invariant test is applied to every small dataset. A detailed algorithm for computing minimum distance estimates is proposed, and the usefulness of our methodology is illustrated by a simulation study and an analysis of microarray data. Supplemental materials for the article, including R-code and a dataset, are available online. © 2011 American Statistical Association.

Nonparametric Bayes Classification and Hypothesis Testing on Manifolds

Science.gov (United States)

Bhattacharya, Abhishek; Dunson, David

2012-01-01

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

CADDIS Volume 4. Data Analysis: PECBO Appendix - R Scripts for Non-Parametric Regressions

Science.gov (United States)

Script for computing nonparametric regression analysis. Overview of using scripts to infer environmental conditions from biological observations, statistically estimating species-environment relationships, statistical scripts.

A new powerful non-parametric two-stage approach for testing multiple phenotypes in family-based association studies

NARCIS (Netherlands)

Lange, C; Lyon, H; DeMeo, D; Raby, B; Silverman, EK; Weiss, ST

2003-01-01

We introduce a new powerful nonparametric testing strategy for family-based association studies in which multiple quantitative traits are recorded and the phenotype with the strongest genetic component is not known prior to the analysis. In the first stage, using a population-based test based on the

Generative Temporal Modelling of Neuroimaging - Decomposition and Nonparametric Testing

DEFF Research Database (Denmark)

Hald, Ditte Høvenhoff

The goal of this thesis is to explore two improvements for functional magnetic resonance imaging (fMRI) analysis; namely our proposed decomposition method and an extension to the non-parametric testing framework. Analysis of fMRI allows researchers to investigate the functional processes...... of the brain, and provides insight into neuronal coupling during mental processes or tasks. The decomposition method is a Gaussian process-based independent components analysis (GPICA), which incorporates a temporal dependency in the sources. A hierarchical model specification is used, featuring both...... 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...

Rank-based permutation approaches for non-parametric factorial designs.

Science.gov (United States)

Umlauft, Maria; Konietschke, Frank; Pauly, Markus

2017-11-01

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.

Statistical analysis applied to safety culture self-assessment

International Nuclear Information System (INIS)

Macedo Soares, P.P.

2002-01-01

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)

Simple nonparametric checks for model data fit in CAT

NARCIS (Netherlands)

Meijer, R.R.

2005-01-01

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

Statistical approach for selection of regression model during validation of bioanalytical method

Directory of Open Access Journals (Sweden)

Natalija Nakov

2014-06-01

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.

Screen Wars, Star Wars, and Sequels: Nonparametric Reanalysis of Movie Profitability

OpenAIRE

W. D. Walls

2012-01-01

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...

Nonparametric predictive inference in reliability

International Nuclear Information System (INIS)

Coolen, F.P.A.; Coolen-Schrijner, P.; Yan, K.J.

2002-01-01

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

Statistical trend analysis methods for temporal phenomena

Energy Technology Data Exchange (ETDEWEB)

Lehtinen, E.; Pulkkinen, U. [VTT Automation, (Finland); Poern, K. [Poern Consulting, Nykoeping (Sweden)

1997-04-01

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.

Statistical trend analysis methods for temporal phenomena

International Nuclear Information System (INIS)

Lehtinen, E.; Pulkkinen, U.; Poern, K.

1997-04-01

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

Adaptive nonparametric Bayesian inference using location-scale mixture priors

NARCIS (Netherlands)

Jonge, de R.; Zanten, van J.H.

2010-01-01

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

Exact nonparametric inference for detection of nonlinear determinism

OpenAIRE

Luo, Xiaodong; Zhang, Jie; Small, Michael; Moroz, Irene

2005-01-01

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...

Nonparametric Change Point Diagnosis Method of Concrete Dam Crack Behavior Abnormality

OpenAIRE

Li, Zhanchao; Gu, Chongshi; Wu, Zhongru

2013-01-01

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 ...

Statistical inference a short course

CERN Document Server

Panik, Michael J

2012-01-01

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

Estimation of the limit of detection with a bootstrap-derived standard error by a partly non-parametric approach. Application to HPLC drug assays

DEFF Research Database (Denmark)

Linnet, Kristian

2005-01-01

Bootstrap, HPLC, limit of blank, limit of detection, non-parametric statistics, type I and II errors......Bootstrap, HPLC, limit of blank, limit of detection, non-parametric statistics, type I and II errors...

Statistical testing and power analysis for brain-wide association study.

Science.gov (United States)

Gong, Weikang; Wan, Lin; Lu, Wenlian; Ma, Liang; Cheng, Fan; Cheng, Wei; Grünewald, Stefan; Feng, Jianfeng

2018-04-05

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.

Statistics Anxiety and Business Statistics: The International Student

Science.gov (United States)

Bell, James A.

2008-01-01

Does the international student suffer from statistics anxiety? To investigate this, the Statistics Anxiety Rating Scale (STARS) was administered to sixty-six beginning statistics students, including twelve international students and fifty-four domestic students. Due to the small number of international students, nonparametric methods were used to…

100 statistical tests

CERN Document Server

Kanji, Gopal K

2006-01-01

This expanded and updated Third Edition of Gopal K. Kanji's best-selling resource on statistical tests covers all the most commonly used tests with information on how to calculate and interpret results with simple datasets. Each entry begins with a short summary statement about the test's purpose, and contains details of the test objective, the limitations (or assumptions) involved, a brief outline of the method, a worked example, and the numerical calculation. 100 Statistical Tests, Third Edition is the one indispensable guide for users of statistical materials and consumers of statistical information at all levels and across all disciplines.

The geometry of distributional preferences and a non-parametric identification approach: The Equality Equivalence Test.

Science.gov (United States)

Kerschbamer, Rudolf

2015-05-01

This paper proposes a geometric delineation of distributional preference types and a non-parametric approach for their identification in a two-person context. It starts with a small set of assumptions on preferences and shows that this set (i) naturally results in a taxonomy of distributional archetypes that nests all empirically relevant types considered in previous work; and (ii) gives rise to a clean experimental identification procedure - the Equality Equivalence Test - that discriminates between archetypes according to core features of preferences rather than properties of specific modeling variants. As a by-product the test yields a two-dimensional index of preference intensity.

All of statistics a concise course in statistical inference

CERN Document Server

Wasserman, Larry

2004-01-01

This book is for people who want to learn probability and statistics quickly It brings together many of the main ideas in modern statistics in one place The book is suitable for students and researchers in statistics, computer science, data mining and machine learning This book covers a much wider range of topics than a typical introductory text on mathematical statistics It includes modern topics like nonparametric curve estimation, bootstrapping and classification, topics that are usually relegated to follow-up courses The reader is assumed to know calculus and a little linear algebra No previous knowledge of probability and statistics is required The text can be used at the advanced undergraduate and graduate level Larry Wasserman is Professor of Statistics at Carnegie Mellon University He is also a member of the Center for Automated Learning and Discovery in the School of Computer Science His research areas include nonparametric inference, asymptotic theory, causality, and applications to astrophysics, bi...

A semi-nonparametric mixture model for selecting functionally consistent proteins.

Science.gov (United States)

Yu, Lianbo; Doerge, Rw

2010-09-28

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.

A non-parametric consistency test of the ΛCDM model with Planck CMB data

Energy Technology Data Exchange (ETDEWEB)

Aghamousa, Amir; Shafieloo, Arman [Korea Astronomy and Space Science Institute, Daejeon 305-348 (Korea, Republic of); Hamann, Jan, E-mail: amir@aghamousa.com, E-mail: jan.hamann@unsw.edu.au, E-mail: shafieloo@kasi.re.kr [School of Physics, The University of New South Wales, Sydney NSW 2052 (Australia)

2017-09-01

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.

A Powerful Test for Comparing Multiple Regression Functions.

Science.gov (United States)

Maity, Arnab

2012-09-01

In this article, we address the important problem of comparison of two or more population regression functions. Recently, Pardo-Fernández, Van Keilegom and González-Manteiga (2007) developed test statistics for simple nonparametric regression models: Y(ij) = θ(j)(Z(ij)) + σ(j)(Z(ij))∊(ij), based on empirical distributions of the errors in each population j = 1, … , J. In this paper, we propose a test for equality of the θ(j)(·) based on the concept of generalized likelihood ratio type statistics. We also generalize our test for other nonparametric regression setups, e.g, nonparametric logistic regression, where the loglikelihood for population j is any general smooth function [Formula: see text]. We describe a resampling procedure to obtain the critical values of the test. In addition, we present a simulation study to evaluate the performance of the proposed test and compare our results to those in Pardo-Fernández et al. (2007).

Statistics 101 for Radiologists.

Science.gov (United States)

Anvari, Arash; Halpern, Elkan F; Samir, Anthony E

2015-10-01

Diagnostic tests have wide clinical applications, including screening, diagnosis, measuring treatment effect, and determining prognosis. Interpreting diagnostic test results requires an understanding of key statistical concepts used to evaluate test efficacy. This review explains descriptive statistics and discusses probability, including mutually exclusive and independent events and conditional probability. In the inferential statistics section, a statistical perspective on study design is provided, together with an explanation of how to select appropriate statistical tests. Key concepts in recruiting study samples are discussed, including representativeness and random sampling. Variable types are defined, including predictor, outcome, and covariate variables, and the relationship of these variables to one another. In the hypothesis testing section, we explain how to determine if observed differences between groups are likely to be due to chance. We explain type I and II errors, statistical significance, and study power, followed by an explanation of effect sizes and how confidence intervals can be used to generalize observed effect sizes to the larger population. Statistical tests are explained in four categories: t tests and analysis of variance, proportion analysis tests, nonparametric tests, and regression techniques. We discuss sensitivity, specificity, accuracy, receiver operating characteristic analysis, and likelihood ratios. Measures of reliability and agreement, including κ statistics, intraclass correlation coefficients, and Bland-Altman graphs and analysis, are introduced. © RSNA, 2015.

A SAS macro for testing differences among three or more independent groups using Kruskal-Wallis and Nemenyi tests.

Science.gov (United States)

Liu, Yuewei; Chen, Weihong

2012-02-01

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.

A non-parametric method for correction of global radiation observations

DEFF Research Database (Denmark)

Bacher, Peder; Madsen, Henrik; Perers, Bengt

2013-01-01

in the observations are corrected. These are errors such as: tilt in the leveling of the sensor, shadowing from surrounding objects, clipping and saturation in the signal processing, and errors from dirt and wear. The method is based on a statistical non-parametric clear-sky model which is applied to both...

Nonparametric method for failures diagnosis in the actuating subsystem of aircraft control system

Science.gov (United States)

Terentev, M. N.; Karpenko, S. S.; Zybin, E. Yu; Kosyanchuk, V. V.

2018-02-01

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.

Nonparametric Bayesian density estimation on manifolds with applications to planar shapes.

Science.gov (United States)

Bhattacharya, Abhishek; Dunson, David B

2010-12-01

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.

Comparing parametric and nonparametric regression methods for panel data

DEFF Research Database (Denmark)

Czekaj, Tomasz Gerard; Henningsen, Arne

We investigate and compare the suitability of parametric and non-parametric stochastic regression methods for analysing production technologies and the optimal firm size. Our theoretical analysis shows that the most commonly used functional forms in empirical production analysis, Cobb......-Douglas and Translog, are unsuitable for analysing the optimal firm size. We show that the Translog functional form implies an implausible linear relationship between the (logarithmic) firm size and the elasticity of scale, where the slope is artificially related to the substitutability between the inputs....... The practical applicability of the parametric and non-parametric regression methods is scrutinised and compared by an empirical example: we analyse the production technology and investigate the optimal size of Polish crop farms based on a firm-level balanced panel data set. A nonparametric specification test...

Nonparametric correlation models for portfolio allocation

DEFF Research Database (Denmark)

Aslanidis, Nektarios; Casas, Isabel

2013-01-01

This article proposes time-varying nonparametric and semiparametric estimators of the conditional cross-correlation matrix in the context of portfolio allocation. Simulations results show that the nonparametric and semiparametric models are best in DGPs with substantial variability or structural ...... 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....

Single versus mixture Weibull distributions for nonparametric satellite reliability

International Nuclear Information System (INIS)

Castet, Jean-Francois; Saleh, Joseph H.

2010-01-01

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.

Statistical methods for ranking data

CERN Document Server

Alvo, Mayer

2014-01-01

This book introduces advanced undergraduate, graduate students and practitioners to statistical methods for ranking data. An important aspect of nonparametric statistics is oriented towards the use of ranking data. Rank correlation is defined through the notion of distance functions and the notion of compatibility is introduced to deal with incomplete data. Ranking data are also modeled using a variety of modern tools such as CART, MCMC, EM algorithm and factor analysis. This book deals with statistical methods used for analyzing such data and provides a novel and unifying approach for hypotheses testing. The techniques described in the book are illustrated with examples and the statistical software is provided on the authors’ website.

NONPARAMETRIC FIXED EFFECT PANEL DATA MODELS: RELATIONSHIP BETWEEN AIR POLLUTION AND INCOME FOR TURKEY

Directory of Open Access Journals (Sweden)

Rabia Ece OMAY

2013-06-01

Full Text Available In this study, relationship between gross domestic product (GDP per capita and sulfur dioxide (SO2 and particulate matter (PM10 per capita is modeled for Turkey. Nonparametric fixed effect panel data analysis is used for the modeling. The panel data covers 12 territories, in first level of Nomenclature of Territorial Units for Statistics (NUTS, for period of 1990-2001. Modeling of the relationship between GDP and SO2 and PM10 for Turkey, the non-parametric models have given good results.

A method of statistical analysis in the field of sports science when assumptions of parametric tests are not violated

Directory of Open Access Journals (Sweden)

Elżbieta Sandurska

2016-12-01

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.

Comparing nonparametric Bayesian tree priors for clonal reconstruction of tumors.

Science.gov (United States)

Deshwar, Amit G; Vembu, Shankar; Morris, Quaid

2015-01-01

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…

Bayesian nonparametric system reliability using sets of priors

NARCIS (Netherlands)

Walter, G.M.; Aslett, L.J.M.; Coolen, F.P.A.

2016-01-01

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

NParCov3: A SAS/IML Macro for Nonparametric Randomization-Based Analysis of Covariance

Directory of Open Access Journals (Sweden)

Richard C. Zink

2012-07-01

Full Text Available Analysis of covariance serves two important purposes in a randomized clinical trial. First, there is a reduction of variance for the treatment effect which provides more powerful statistical tests and more precise confidence intervals. Second, it provides estimates of the treatment effect which are adjusted for random imbalances of covariates between the treatment groups. The nonparametric analysis of covariance method of Koch, Tangen, Jung, and Amara (1998 defines a very general methodology using weighted least-squares to generate covariate-adjusted treatment effects with minimal assumptions. This methodology is general in its applicability to a variety of outcomes, whether continuous, binary, ordinal, incidence density or time-to-event. Further, its use has been illustrated in many clinical trial settings, such as multi-center, dose-response and non-inferiority trials.NParCov3 is a SAS/IML macro written to conduct the nonparametric randomization-based covariance analyses of Koch et al. (1998. The software can analyze a variety of outcomes and can account for stratification. Data from multiple clinical trials will be used for illustration.

Exact nonparametric confidence bands for the survivor function.

Science.gov (United States)

Matthews, David

2013-10-12

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.

Evaluation of model-based versus non-parametric monaural noise-reduction approaches for hearing aids.

Science.gov (United States)

Harlander, Niklas; Rosenkranz, Tobias; Hohmann, Volker

2012-08-01

Single channel noise reduction has been well investigated and seems to have reached its limits in terms of speech intelligibility improvement, however, the quality of such schemes can still be advanced. This study tests to what extent novel model-based processing schemes might improve performance in particular for non-stationary noise conditions. Two prototype model-based algorithms, a speech-model-based, and a auditory-model-based algorithm were compared to a state-of-the-art non-parametric minimum statistics algorithm. A speech intelligibility test, preference rating, and listening effort scaling were performed. Additionally, three objective quality measures for the signal, background, and overall distortions were applied. For a better comparison of all algorithms, particular attention was given to the usage of the similar Wiener-based gain rule. The perceptual investigation was performed with fourteen hearing-impaired subjects. The results revealed that the non-parametric algorithm and the auditory model-based algorithm did not affect speech intelligibility, whereas the speech-model-based algorithm slightly decreased intelligibility. In terms of subjective quality, both model-based algorithms perform better than the unprocessed condition and the reference in particular for highly non-stationary noise environments. Data support the hypothesis that model-based algorithms are promising for improving performance in non-stationary noise conditions.

Methodology in robust and nonparametric statistics

CERN Document Server

Jurecková, Jana; Picek, Jan

2012-01-01

Introduction and SynopsisIntroductionSynopsisPreliminariesIntroductionInference in Linear ModelsRobustness ConceptsRobust and Minimax Estimation of LocationClippings from Probability and Asymptotic TheoryProblemsRobust Estimation of Location and RegressionIntroductionM-EstimatorsL-EstimatorsR-EstimatorsMinimum Distance and Pitman EstimatorsDifferentiable Statistical FunctionsProblemsAsymptotic Representations for L-Estimators

Nonparametric factor analysis of time series

OpenAIRE

Rodríguez-Poo, Juan M.; Linton, Oliver Bruce

1998-01-01

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.

Incorporating Nonparametric Statistics into Delphi Studies in Library and Information Science

Science.gov (United States)

Ju, Boryung; Jin, Tao

2013-01-01

Introduction: The Delphi technique is widely used in library and information science research. However, many researchers in the field fail to employ standard statistical tests when using this technique. This makes the technique vulnerable to criticisms of its reliability and validity. The general goal of this article is to explore how…

Basic statistical tools in research and data analysis

Directory of Open Access Journals (Sweden)

Zulfiqar Ali

2016-01-01

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.

Nonparametric Bayesian Modeling of Complex Networks

DEFF Research Database (Denmark)

Schmidt, Mikkel Nørgaard; Mørup, Morten

2013-01-01

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...

Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models

DEFF Research Database (Denmark)

Kristensen, Dennis

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....

Robust variable selection method for nonparametric differential equation models with application to nonlinear dynamic gene regulatory network analysis.

Science.gov (United States)

Lu, Tao

2016-01-01

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.

SOCR Analyses: Implementation and Demonstration of a New Graphical Statistics Educational Toolkit

Directory of Open Access Journals (Sweden)

Annie Chu

2009-04-01

Full Text Available The web-based, Java-written SOCR (Statistical Online Computational Resource toolshave been utilized in many undergraduate and graduate level statistics courses for sevenyears now (Dinov 2006; Dinov et al. 2008b. It has been proven that these resourcescan successfully improve students' learning (Dinov et al. 2008b. Being rst publishedonline in 2005, SOCR Analyses is a somewhat new component and it concentrate on datamodeling for both parametric and non-parametric data analyses with graphical modeldiagnostics. One of the main purposes of SOCR Analyses is to facilitate statistical learn-ing for high school and undergraduate students. As we have already implemented SOCRDistributions and Experiments, SOCR Analyses and Charts fulll the rest of a standardstatistics curricula. Currently, there are four core components of SOCR Analyses. Linearmodels included in SOCR Analyses are simple linear regression, multiple linear regression,one-way and two-way ANOVA. Tests for sample comparisons include t-test in the para-metric category. Some examples of SOCR Analyses' in the non-parametric category areWilcoxon rank sum test, Kruskal-Wallis test, Friedman's test, Kolmogorov-Smirno testand Fligner-Killeen test. Hypothesis testing models include contingency table, Friedman'stest and Fisher's exact test. The last component of Analyses is a utility for computingsample sizes for normal distribution. In this article, we present the design framework,computational implementation and the utilization of SOCR Analyses.

Field-scale sensitivity of vegetation discrimination to hyperspectral reflectance and coupled statistics

DEFF Research Database (Denmark)

Manevski, Kiril; Jabloun, Mohamed; Gupta, Manika

2016-01-01

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...

Testing isotropy in the local Universe

Energy Technology Data Exchange (ETDEWEB)

Appleby, Stephen; Shafieloo, Arman, E-mail: stephen.appleby@apctp.org, E-mail: arman@apctp.org [Asia Pacific Center for Theoretical Physics, Pohang, Gyeongbuk 790-784 (Korea, Republic of)

2014-10-01

We test the isotropy of the local distribution of galaxies using the 2MASS extended source catalogue. By decomposing the full sky survey into distinct patches and using a combination of photometric and spectroscopic redshift data, we use both parametric and non-parametric methods to obtain the shape of the luminosity function in each patch. We use the shape of the luminosity function to test the statistical isotropy of the underlying galaxy distribution. The parametric estimator shows some evidence of a hemispherical asymmetry in the north/south Galactic plane. However the non-parametric estimator exhibits no significant anisotropy, with the galaxy distribution being consistent with the assumption of isotropy in all regions considered. The parametric asymmetry is attributed to the relatively poor fit of the functional form to the underlying data. When using the non-parametric estimator, we do find a dipole in the shape of the luminosity function, with maximal deviation from isotropy at galactic coordinate (b,l)=(30{sup o},315{sup o}). However we can ascribe no strong statistical significance to this observation.

Nonparametric Bayes Modeling of Multivariate Categorical Data.

Science.gov (United States)

Dunson, David B; Xing, Chuanhua

2012-01-01

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.

SOCR Analyses - an Instructional Java Web-based Statistical Analysis Toolkit.

Science.gov (United States)

Chu, Annie; Cui, Jenny; Dinov, Ivo D

2009-03-01

The Statistical Online Computational Resource (SOCR) designs web-based tools for educational use in a variety of undergraduate courses (Dinov 2006). Several studies have demonstrated that these resources significantly improve students' motivation and learning experiences (Dinov et al. 2008). SOCR Analyses is a new component that concentrates on data modeling and analysis using parametric and non-parametric techniques supported with graphical model diagnostics. Currently implemented analyses include commonly used models in undergraduate statistics courses like linear models (Simple Linear Regression, Multiple Linear Regression, One-Way and Two-Way ANOVA). In addition, we implemented tests for sample comparisons, such as t-test in the parametric category; and Wilcoxon rank sum test, Kruskal-Wallis test, Friedman's test, in the non-parametric category. SOCR Analyses also include several hypothesis test models, such as Contingency tables, Friedman's test and Fisher's exact test.The code itself is open source (http://socr.googlecode.com/), hoping to contribute to the efforts of the statistical computing community. The code includes functionality for each specific analysis model and it has general utilities that can be applied in various statistical computing tasks. For example, concrete methods with API (Application Programming Interface) have been implemented in statistical summary, least square solutions of general linear models, rank calculations, etc. HTML interfaces, tutorials, source code, activities, and data are freely available via the web (www.SOCR.ucla.edu). Code examples for developers and demos for educators are provided on the SOCR Wiki website.In this article, the pedagogical utilization of the SOCR Analyses is discussed, as well as the underlying design framework. As the SOCR project is on-going and more functions and tools are being added to it, these resources are constantly improved. The reader is strongly encouraged to check the SOCR site for most

A non-parametric meta-analysis approach for combining independent microarray datasets: application using two microarray datasets pertaining to chronic allograft nephropathy

Directory of Open Access Journals (Sweden)

Archer Kellie J

2008-02-01

Full Text Available Abstract Background With the popularity of DNA microarray technology, multiple groups of researchers have studied the gene expression of similar biological conditions. Different methods have been developed to integrate the results from various microarray studies, though most of them rely on distributional assumptions, such as the t-statistic based, mixed-effects model, or Bayesian model methods. However, often the sample size for each individual microarray experiment is small. Therefore, in this paper we present a non-parametric meta-analysis approach for combining data from independent microarray studies, and illustrate its application on two independent Affymetrix GeneChip studies that compared the gene expression of biopsies from kidney transplant recipients with chronic allograft nephropathy (CAN to those with normal functioning allograft. Results The simulation study comparing the non-parametric meta-analysis approach to a commonly used t-statistic based approach shows that the non-parametric approach has better sensitivity and specificity. For the application on the two CAN studies, we identified 309 distinct genes that expressed differently in CAN. By applying Fisher's exact test to identify enriched KEGG pathways among those genes called differentially expressed, we found 6 KEGG pathways to be over-represented among the identified genes. We used the expression measurements of the identified genes as predictors to predict the class labels for 6 additional biopsy samples, and the predicted results all conformed to their pathologist diagnosed class labels. Conclusion We present a new approach for combining data from multiple independent microarray studies. This approach is non-parametric and does not rely on any distributional assumptions. The rationale behind the approach is logically intuitive and can be easily understood by researchers not having advanced training in statistics. Some of the identified genes and pathways have been

Testing statistical hypotheses

CERN Document Server

Lehmann, E L

2005-01-01

The third edition of Testing Statistical Hypotheses updates and expands upon the classic graduate text, emphasizing optimality theory for hypothesis testing and confidence sets. The principal additions include a rigorous treatment of large sample optimality, together with the requisite tools. In addition, an introduction to the theory of resampling methods such as the bootstrap is developed. The sections on multiple testing and goodness of fit testing are expanded. The text is suitable for Ph.D. students in statistics and includes over 300 new problems out of a total of more than 760. E.L. Lehmann is Professor of Statistics Emeritus at the University of California, Berkeley. He is a member of the National Academy of Sciences and the American Academy of Arts and Sciences, and the recipient of honorary degrees from the University of Leiden, The Netherlands and the University of Chicago. He is the author of Elements of Large-Sample Theory and (with George Casella) he is also the author of Theory of Point Estimat...

USING A DEA MANAGEMENT TOOLTHROUGH A NONPARAMETRIC APPROACH: AN EXAMINATION OF URBAN-RURAL EFFECTS ON THAI SCHOOL EFFICIENCY

Directory of Open Access Journals (Sweden)

SANGCHAN KANTABUTRA

2009-04-01

Full Text Available This paper examines urban-rural effects on public upper-secondary school efficiency in northern Thailand. In the study, efficiency was measured by a nonparametric technique, data envelopment analysis (DEA. Urban-rural effects were examined through a Mann-Whitney nonparametric statistical test. Results indicate that urban schools appear to have access to and practice different production technologies than rural schools, and rural institutions appear to operate less efficiently than their urban counterparts. In addition, a sensitivity analysis, conducted to ascertain the robustness of the analytical framework, revealed the stability of urban-rural effects on school efficiency. Policy to improve school eff iciency should thus take varying geographical area differences into account, viewing rural and urban schools as different from one another. Moreover, policymakers might consider shifting existing resources from urban schools to rural schools, provided that the increase in overall rural efficiency would be greater than the decrease, if any, in the city. Future research directions are discussed.

Theoretical remarks on the statistics of three discriminants in Piety's automated signature analysis of PSD [Power Spectral Density] data

International Nuclear Information System (INIS)

Behringer, K.; Spiekerman, G.

1984-01-01

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)

THE GROWTH POINTS OF STATISTICAL METHODS

OpenAIRE

Orlov A. I.

2014-01-01

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

Nonparametric Transfer Function Models

Science.gov (United States)

Liu, Jun M.; Chen, Rong; Yao, Qiwei

2009-01-01

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

Bayesian nonparametric data analysis

CERN Document Server

Müller, Peter; Jara, Alejandro; Hanson, Tim

2015-01-01

This book reviews nonparametric Bayesian methods and models that have proven useful in the context of data analysis. Rather than providing an encyclopedic review of probability models, the book’s structure follows a data analysis perspective. As such, the chapters are organized by traditional data analysis problems. In selecting specific nonparametric models, simpler and more traditional models are favored over specialized ones. The discussed methods are illustrated with a wealth of examples, including applications ranging from stylized examples to case studies from recent literature. The book also includes an extensive discussion of computational methods and details on their implementation. R code for many examples is included in on-line software pages.

CATDAT - A program for parametric and nonparametric categorical data analysis user's manual, Version 1.0

International Nuclear Information System (INIS)

Peterson, James R.; Haas, Timothy C.; Lee, Danny C.

2000-01-01

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

Using non-parametric methods in econometric production analysis

DEFF Research Database (Denmark)

Czekaj, Tomasz Gerard; Henningsen, Arne

2012-01-01

by investigating the relationship between the elasticity of scale and the farm size. We use a balanced panel data set of 371~specialised crop farms for the years 2004-2007. A non-parametric specification test shows that neither the Cobb-Douglas function nor the Translog function are consistent with the "true......Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify a functional form of the production function of which the Cobb...... parameter estimates, but also in biased measures which are derived from the parameters, such as elasticities. Therefore, we propose to use non-parametric econometric methods. First, these can be applied to verify the functional form used in parametric production analysis. Second, they can be directly used...

Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

Science.gov (United States)

Feng, Jinchao; Lansford, Joshua; Mironenko, Alexander; Pourkargar, Davood Babaei; Vlachos, Dionisios G.; Katsoulakis, Markos A.

2018-03-01

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.

Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

Directory of Open Access Journals (Sweden)

Jinchao Feng

2018-03-01

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.

Geostatistical radar-raingauge combination with nonparametric correlograms: methodological considerations and application in Switzerland

Science.gov (United States)

Schiemann, R.; Erdin, R.; Willi, M.; Frei, C.; Berenguer, M.; Sempere-Torres, D.

2011-05-01

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

Bayesian nonparametric areal wombling for small-scale maps with an application to urinary bladder cancer data from Connecticut.

Science.gov (United States)

Guhaniyogi, Rajarshi

2017-11-10

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.

Statistical significance of trends in monthly heavy precipitation over the US

KAUST Repository

Mahajan, Salil

2011-05-11

Trends in monthly heavy precipitation, defined by a return period of one year, are assessed for statistical significance in observations and Global Climate Model (GCM) simulations over the contiguous United States using Monte Carlo non-parametric and parametric bootstrapping techniques. The results from the two Monte Carlo approaches are found to be similar to each other, and also to the traditional non-parametric Kendall\\'s τ test, implying the robustness of the approach. Two different observational data-sets are employed to test for trends in monthly heavy precipitation and are found to exhibit consistent results. Both data-sets demonstrate upward trends, one of which is found to be statistically significant at the 95% confidence level. Upward trends similar to observations are observed in some climate model simulations of the twentieth century, but their statistical significance is marginal. For projections of the twenty-first century, a statistically significant upwards trend is observed in most of the climate models analyzed. The change in the simulated precipitation variance appears to be more important in the twenty-first century projections than changes in the mean precipitation. Stochastic fluctuations of the climate-system are found to be dominate monthly heavy precipitation as some GCM simulations show a downwards trend even in the twenty-first century projections when the greenhouse gas forcings are strong. © 2011 Springer-Verlag.

Cluster-level statistical inference in fMRI datasets: The unexpected behavior of random fields in high dimensions.

Science.gov (United States)

Bansal, Ravi; Peterson, Bradley S

2018-06-01

Identifying regional effects of interest in MRI datasets usually entails testing a priori hypotheses across many thousands of brain voxels, requiring control for false positive findings in these multiple hypotheses testing. Recent studies have suggested that parametric statistical methods may have incorrectly modeled functional MRI data, thereby leading to higher false positive rates than their nominal rates. Nonparametric methods for statistical inference when conducting multiple statistical tests, in contrast, are thought to produce false positives at the nominal rate, which has thus led to the suggestion that previously reported studies should reanalyze their fMRI data using nonparametric tools. To understand better why parametric methods may yield excessive false positives, we assessed their performance when applied both to simulated datasets of 1D, 2D, and 3D Gaussian Random Fields (GRFs) and to 710 real-world, resting-state fMRI datasets. We showed that both the simulated 2D and 3D GRFs and the real-world data contain a small percentage (<6%) of very large clusters (on average 60 times larger than the average cluster size), which were not present in 1D GRFs. These unexpectedly large clusters were deemed statistically significant using parametric methods, leading to empirical familywise error rates (FWERs) as high as 65%: the high empirical FWERs were not a consequence of parametric methods failing to model spatial smoothness accurately, but rather of these very large clusters that are inherently present in smooth, high-dimensional random fields. In fact, when discounting these very large clusters, the empirical FWER for parametric methods was 3.24%. Furthermore, even an empirical FWER of 65% would yield on average less than one of those very large clusters in each brain-wide analysis. Nonparametric methods, in contrast, estimated distributions from those large clusters, and therefore, by construct rejected the large clusters as false positives at the nominal

Transformation-invariant and nonparametric monotone smooth estimation of ROC curves.

Science.gov (United States)

Du, Pang; Tang, Liansheng

2009-01-30

When a new diagnostic test is developed, it is of interest to evaluate its accuracy in distinguishing diseased subjects from non-diseased subjects. The accuracy of the test is often evaluated by receiver operating characteristic (ROC) curves. Smooth ROC estimates are often preferable for continuous test results when the underlying ROC curves are in fact continuous. Nonparametric and parametric methods have been proposed by various authors to obtain smooth ROC curve estimates. However, there are certain drawbacks with the existing methods. Parametric methods need specific model assumptions. Nonparametric methods do not always satisfy the inherent properties of the ROC curves, such as monotonicity and transformation invariance. In this paper we propose a monotone spline approach to obtain smooth monotone ROC curves. Our method ensures important inherent properties of the underlying ROC curves, which include monotonicity, transformation invariance, and boundary constraints. We compare the finite sample performance of the newly proposed ROC method with other ROC smoothing methods in large-scale simulation studies. We illustrate our method through a real life example. Copyright (c) 2008 John Wiley & Sons, Ltd.

An Evaluation of Parametric and Nonparametric Models of Fish Population Response.

Energy Technology Data Exchange (ETDEWEB)

Haas, Timothy C.; Peterson, James T.; Lee, Danny C.

1999-11-01

Predicting the distribution or status of animal populations at large scales often requires the use of broad-scale information describing landforms, climate, vegetation, etc. These data, however, often consist of mixtures of continuous and categorical covariates and nonmultiplicative interactions among covariates, complicating statistical analyses. Using data from the interior Columbia River Basin, USA, we compared four methods for predicting the distribution of seven salmonid taxa using landscape information. Subwatersheds (mean size, 7800 ha) were characterized using a set of 12 covariates describing physiography, vegetation, and current land-use. The techniques included generalized logit modeling, classification trees, a nearest neighbor technique, and a modular neural network. We evaluated model performance using out-of-sample prediction accuracy via leave-one-out cross-validation and introduce a computer-intensive Monte Carlo hypothesis testing approach for examining the statistical significance of landscape covariates with the non-parametric methods. We found the modular neural network and the nearest-neighbor techniques to be the most accurate, but were difficult to summarize in ways that provided ecological insight. The modular neural network also required the most extensive computer resources for model fitting and hypothesis testing. The generalized logit models were readily interpretable, but were the least accurate, possibly due to nonlinear relationships and nonmultiplicative interactions among covariates. Substantial overlap among the statistically significant (P<0.05) covariates for each method suggested that each is capable of detecting similar relationships between responses and covariates. Consequently, we believe that employing one or more methods may provide greater biological insight without sacrificing prediction accuracy.

Impulse response identification with deterministic inputs using non-parametric methods

International Nuclear Information System (INIS)

Bhargava, U.K.; Kashyap, R.L.; Goodman, D.M.

1985-01-01

This paper addresses the problem of impulse response identification using non-parametric methods. Although the techniques developed herein apply to the truncated, untruncated, and the circulant models, we focus on the truncated model which is useful in certain applications. Two methods of impulse response identification will be presented. The first is based on the minimization of the C/sub L/ Statistic, which is an estimate of the mean-square prediction error; the second is a Bayesian approach. For both of these methods, we consider the effects of using both the identity matrix and the Laplacian matrix as weights on the energy in the impulse response. In addition, we present a method for estimating the effective length of the impulse response. Estimating the length is particularly important in the truncated case. Finally, we develop a method for estimating the noise variance at the output. Often, prior information on the noise variance is not available, and a good estimate is crucial to the success of estimating the impulse response with a nonparametric technique

Bayesian Nonparametric Longitudinal Data Analysis.

Science.gov (United States)

Quintana, Fernando A; Johnson, Wesley O; Waetjen, Elaine; Gold, Ellen

2016-01-01

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.

Statistical Analysis of Data for Timber Strengths

DEFF Research Database (Denmark)

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...

Nonparametric model validations for hidden Markov models with applications in financial econometrics.

Science.gov (United States)

Zhao, Zhibiao

2011-06-01

We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.

Bayesian nonparametric meta-analysis using Polya tree mixture models.

Science.gov (United States)

Branscum, Adam J; Hanson, Timothy E

2008-09-01

Summary. A common goal in meta-analysis is estimation of a single effect measure using data from several studies that are each designed to address the same scientific inquiry. Because studies are typically conducted in geographically disperse locations, recent developments in the statistical analysis of meta-analytic data involve the use of random effects models that account for study-to-study variability attributable to differences in environments, demographics, genetics, and other sources that lead to heterogeneity in populations. Stemming from asymptotic theory, study-specific summary statistics are modeled according to normal distributions with means representing latent true effect measures. A parametric approach subsequently models these latent measures using a normal distribution, which is strictly a convenient modeling assumption absent of theoretical justification. To eliminate the influence of overly restrictive parametric models on inferences, we consider a broader class of random effects distributions. We develop a novel hierarchical Bayesian nonparametric Polya tree mixture (PTM) model. We present methodology for testing the PTM versus a normal random effects model. These methods provide researchers a straightforward approach for conducting a sensitivity analysis of the normality assumption for random effects. An application involving meta-analysis of epidemiologic studies designed to characterize the association between alcohol consumption and breast cancer is presented, which together with results from simulated data highlight the performance of PTMs in the presence of nonnormality of effect measures in the source population.

A nonparametric mixture model for cure rate estimation.

Science.gov (United States)

Peng, Y; Dear, K B

2000-03-01

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.

A Bayesian Beta-Mixture Model for Nonparametric IRT (BBM-IRT)

Science.gov (United States)

Arenson, Ethan A.; Karabatsos, George

2017-01-01

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…

Statistical analysis of random duration times

International Nuclear Information System (INIS)

Engelhardt, M.E.

1996-04-01

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

CONFIDENCE LEVELS AND/VS. STATISTICAL HYPOTHESIS TESTING IN STATISTICAL ANALYSIS. CASE STUDY

Directory of Open Access Journals (Sweden)

ILEANA BRUDIU

2009-05-01

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.

The insignificance of statistical significance testing

Science.gov (United States)

Johnson, Douglas H.

1999-01-01

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.

A statistical approach to bioclimatic trend detection in the airborne pollen records of Catalonia (NE Spain)

Science.gov (United States)

Fernández-Llamazares, Álvaro; Belmonte, Jordina; Delgado, Rosario; De Linares, Concepción

2014-04-01

Airborne pollen records are a suitable indicator for the study of climate change. The present work focuses on the role of annual pollen indices for the detection of bioclimatic trends through the analysis of the aerobiological spectra of 11 taxa of great biogeographical relevance in Catalonia over an 18-year period (1994-2011), by means of different parametric and non-parametric statistical methods. Among others, two non-parametric rank-based statistical tests were performed for detecting monotonic trends in time series data of the selected airborne pollen types and we have observed that they have similar power in detecting trends. Except for those cases in which the pollen data can be well-modeled by a normal distribution, it is better to apply non-parametric statistical methods to aerobiological studies. Our results provide a reliable representation of the pollen trends in the region and suggest that greater pollen quantities are being liberated to the atmosphere in the last years, specially by Mediterranean taxa such as Pinus, Total Quercus and Evergreen Quercus, although the trends may differ geographically. Longer aerobiological monitoring periods are required to corroborate these results and survey the increasing levels of certain pollen types that could exert an impact in terms of public health.

Statistical Significance of the Contribution of Variables to the PCA Solution: An Alternative Permutation Strategy

Science.gov (United States)

Linting, Marielle; van Os, Bart Jan; Meulman, Jacqueline J.

2011-01-01

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…

Nonparametric Bayesian inference for multidimensional compound Poisson processes

NARCIS (Netherlands)

Gugushvili, S.; van der Meulen, F.; Spreij, P.

2015-01-01

Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density r0 and intensity λ0. We take a nonparametric Bayesian approach to the problem and determine posterior contraction rates in this context,

Non-parametric estimation of the individual's utility map

OpenAIRE

Noguchi, Takao; Sanborn, Adam N.; Stewart, Neil

2013-01-01

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...

Testing statistical hypotheses of equivalence

CERN Document Server

Wellek, Stefan

2010-01-01

Equivalence testing has grown significantly in importance over the last two decades, especially as its relevance to a variety of applications has become understood. Yet published work on the general methodology remains scattered in specialists' journals, and for the most part, it focuses on the relatively narrow topic of bioequivalence assessment.With a far broader perspective, Testing Statistical Hypotheses of Equivalence provides the first comprehensive treatment of statistical equivalence testing. The author addresses a spectrum of specific, two-sided equivalence testing problems, from the

Nonparametric inference of network structure and dynamics

Science.gov (United States)

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

Robustness of S1 statistic with Hodges-Lehmann for skewed distributions

Science.gov (United States)

Ahad, Nor Aishah; Yahaya, Sharipah Soaad Syed; Yin, Lee Ping

2016-10-01

Analysis of variance (ANOVA) is a common use parametric method to test the differences in means for more than two groups when the populations are normally distributed. ANOVA is highly inefficient under the influence of non- normal and heteroscedastic settings. When the assumptions are violated, researchers are looking for alternative such as Kruskal-Wallis under nonparametric or robust method. This study focused on flexible method, S1 statistic for comparing groups using median as the location estimator. S1 statistic was modified by substituting the median with Hodges-Lehmann and the default scale estimator with the variance of Hodges-Lehmann and MADn to produce two different test statistics for comparing groups. Bootstrap method was used for testing the hypotheses since the sampling distributions of these modified S1 statistics are unknown. The performance of the proposed statistic in terms of Type I error was measured and compared against the original S1 statistic, ANOVA and Kruskal-Wallis. The propose procedures show improvement compared to the original statistic especially under extremely skewed distribution.

Statistical hypothesis testing with SAS and R

CERN Document Server

Taeger, Dirk

2014-01-01

A comprehensive guide to statistical hypothesis testing with examples in SAS and R When analyzing datasets the following questions often arise:Is there a short hand procedure for a statistical test available in SAS or R?If so, how do I use it?If not, how do I program the test myself? This book answers these questions and provides an overview of the most commonstatistical test problems in a comprehensive way, making it easy to find and performan appropriate statistical test. A general summary of statistical test theory is presented, along with a basicdescription for each test, including the

Mathematical statistics and stochastic processes

CERN Document Server

Bosq, Denis

2013-01-01

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

A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic

DEFF Research Database (Denmark)

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...

On the Choice of Difference Sequence in a Unified Framework for Variance Estimation in Nonparametric Regression

KAUST Repository

Dai, Wenlin; Tong, Tiejun; Zhu, Lixing

2017-01-01

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/.

On the Choice of Difference Sequence in a Unified Framework for Variance Estimation in Nonparametric Regression

KAUST Repository

Dai, Wenlin

2017-09-01

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/.

Bayesian nonparametric hierarchical modeling.

Science.gov (United States)

Dunson, David B

2009-04-01

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.

Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology

Directory of Open Access Journals (Sweden)

Mohamed Chikhi

2018-02-01

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.

An introduction to inferential statistics: A review and practical guide

International Nuclear Information System (INIS)

Marshall, Gill; Jonker, Leon

2011-01-01

Building on the first part of this series regarding descriptive statistics, this paper demonstrates why it is advantageous for radiographers to understand the role of inferential statistics in deducing conclusions from a sample and their application to a wider population. This is necessary so radiographers can understand the work of others, can undertake their own research and evidence base their practice. This article explains p values and confidence intervals. It introduces the common statistical tests that comprise inferential statistics, and explains the use of parametric and non-parametric statistics. To do this, the paper reviews relevant literature, and provides a checklist of points to consider before and after applying statistical tests to a data set. The paper provides a glossary of relevant terms and the reader is advised to refer to this when any unfamiliar terms are used in the text. Together with the information provided on descriptive statistics in an earlier article, it can be used as a starting point for applying statistics in radiography practice and research.

An introduction to inferential statistics: A review and practical guide

Energy Technology Data Exchange (ETDEWEB)

Marshall, Gill, E-mail: gill.marshall@cumbria.ac.u [Faculty of Health, Medical Sciences and Social Care, University of Cumbria, Lancaster LA1 3JD (United Kingdom); Jonker, Leon [Faculty of Health, Medical Sciences and Social Care, University of Cumbria, Lancaster LA1 3JD (United Kingdom)

2011-02-15

Building on the first part of this series regarding descriptive statistics, this paper demonstrates why it is advantageous for radiographers to understand the role of inferential statistics in deducing conclusions from a sample and their application to a wider population. This is necessary so radiographers can understand the work of others, can undertake their own research and evidence base their practice. This article explains p values and confidence intervals. It introduces the common statistical tests that comprise inferential statistics, and explains the use of parametric and non-parametric statistics. To do this, the paper reviews relevant literature, and provides a checklist of points to consider before and after applying statistical tests to a data set. The paper provides a glossary of relevant terms and the reader is advised to refer to this when any unfamiliar terms are used in the text. Together with the information provided on descriptive statistics in an earlier article, it can be used as a starting point for applying statistics in radiography practice and research.

A new non-parametric stationarity test of time series in the time domain

KAUST Repository

Jin, Lei

2014-11-07

© 2015 The Royal Statistical Society and Blackwell Publishing Ltd. We propose a new double-order selection test for checking second-order stationarity of a time series. To develop the test, a sequence of systematic samples is defined via Walsh functions. Then the deviations of the autocovariances based on these systematic samples from the corresponding autocovariances of the whole time series are calculated and the uniform asymptotic joint normality of these deviations over different systematic samples is obtained. With a double-order selection scheme, our test statistic is constructed by combining the deviations at different lags in the systematic samples. The null asymptotic distribution of the statistic proposed is derived and the consistency of the test is shown under fixed and local alternatives. Simulation studies demonstrate well-behaved finite sample properties of the method proposed. Comparisons with some existing tests in terms of power are given both analytically and empirically. In addition, the method proposed is applied to check the stationarity assumption of a chemical process viscosity readings data set.

The Use of Nonparametric Kernel Regression Methods in Econometric Production Analysis

DEFF Research Database (Denmark)

Czekaj, Tomasz Gerard

and nonparametric estimations of production functions in order to evaluate the optimal firm size. The second paper discusses the use of parametric and nonparametric regression methods to estimate panel data regression models. The third paper analyses production risk, price uncertainty, and farmers' risk preferences...... within a nonparametric panel data regression framework. The fourth paper analyses the technical efficiency of dairy farms with environmental output using nonparametric kernel regression in a semiparametric stochastic frontier analysis. The results provided in this PhD thesis show that nonparametric......This PhD thesis addresses one of the fundamental problems in applied econometric analysis, namely the econometric estimation of regression functions. The conventional approach to regression analysis is the parametric approach, which requires the researcher to specify the form of the regression...

Statistical concepts a second course

CERN Document Server

Lomax, Richard G

2012-01-01

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

Nonparametric Bayesian predictive distributions for future order statistics

Science.gov (United States)

Richard A. Johnson; James W. Evans; David W. Green

1999-01-01

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...

Inflation of type I error rates by unequal variances associated with parametric, nonparametric, and Rank-Transformation Tests

Directory of Open Access Journals (Sweden)

Donald W. Zimmerman

2004-01-01

Full Text Available It is well known that the two-sample Student t test fails to maintain its significance level when the variances of treatment groups are unequal, and, at the same time, sample sizes are unequal. However, introductory textbooks in psychology and education often maintain that the test is robust to variance heterogeneity when sample sizes are equal. The present study discloses that, for a wide variety of non-normal distributions, especially skewed distributions, the Type I error probabilities of both the t test and the Wilcoxon-Mann-Whitney test are substantially inflated by heterogeneous variances, even when sample sizes are equal. The Type I error rate of the t test performed on ranks replacing the scores (rank-transformed data is inflated in the same way and always corresponds closely to that of the Wilcoxon-Mann-Whitney test. For many probability densities, the distortion of the significance level is far greater after transformation to ranks and, contrary to known asymptotic properties, the magnitude of the inflation is an increasing function of sample size. Although nonparametric tests of location also can be sensitive to differences in the shape of distributions apart from location, the Wilcoxon-Mann-Whitney test and rank-transformation tests apparently are influenced mainly by skewness that is accompanied by specious differences in the means of ranks.

rSeqNP: a non-parametric approach for detecting differential expression and splicing from RNA-Seq data.

Science.gov (United States)

Shi, Yang; Chinnaiyan, Arul M; Jiang, Hui

2015-07-01

High-throughput sequencing of transcriptomes (RNA-Seq) has become a powerful tool to study gene expression. Here we present an R package, rSeqNP, which implements a non-parametric approach to test for differential expression and splicing from RNA-Seq data. rSeqNP uses permutation tests to access statistical significance and can be applied to a variety of experimental designs. By combining information across isoforms, rSeqNP is able to detect more differentially expressed or spliced genes from RNA-Seq data. The R package with its source code and documentation are freely available at http://www-personal.umich.edu/∼jianghui/rseqnp/. jianghui@umich.edu Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Trend Analysis of Pahang River Using Non-Parametric Analysis: Mann Kendalls Trend Test

International Nuclear Information System (INIS)

Nur Hishaam Sulaiman; Mohd Khairul Amri Kamarudin; Mohd Khairul Amri Kamarudin; Ahmad Dasuki Mustafa; Muhammad Azizi Amran; Fazureen Azaman; Ismail Zainal Abidin; Norsyuhada Hairoma

2015-01-01

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)

Polarimetric Segmentation Using Wishart Test Statistic

DEFF Research Database (Denmark)

Skriver, Henning; Schou, Jesper; Nielsen, Allan Aasbjerg

2002-01-01

A newly developed test statistic for equality of two complex covariance matrices following the complex Wishart distribution and an associated asymptotic probability for the test statistic has been used in a segmentation algorithm. The segmentation algorithm is based on the MUM (merge using moments......) approach, which is a merging algorithm for single channel SAR images. The polarimetric version described in this paper uses the above-mentioned test statistic for merging. The segmentation algorithm has been applied to polarimetric SAR data from the Danish dual-frequency, airborne polarimetric SAR, EMISAR...

Testing the Weak Form Efficiency of Karachi Stock Exchange

Directory of Open Access Journals (Sweden)

Muhammad Arshad Haroon

2012-12-01

Full Text Available In an efficient market, share prices reflect all available information. The study of efficient market hypothesis helps to take right decisions related to investments. In this research,weak form efficiency has been tested of Karachi Stock Exchange—KSE covering the period of 2nd November 1991 to 2nd November 2011. Descriptive statistics indicated the absence of weak form efficiency while results of non-parametric tests, showed consistency as well. We employed non-parametric tests were KS Goodness-of-Fit test,run test and autocorrelation test to find out serial independency of the data. Results prove that KSE is not weak-form-efficient. This happens because KSE is an emerging market and there, it has been observed that information take time to be processed. Thus it can besaid that technical analysis may be applied to gain abnormal returns.

Surface Estimation, Variable Selection, and the Nonparametric Oracle Property.

Science.gov (United States)

Storlie, Curtis B; Bondell, Howard D; Reich, Brian J; Zhang, Hao Helen

2011-04-01

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.

Nonparametric and group-based person-fit statistics : a validity study and an empirical example

NARCIS (Netherlands)

Meijer, R.R.

1994-01-01

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

A simplification of the likelihood ratio test statistic for testing ...

African Journals Online (AJOL)

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 ...

Practical statistics in pain research.

Science.gov (United States)

Kim, Tae Kyun

2017-10-01

Pain is subjective, while statistics related to pain research are objective. This review was written to help researchers involved in pain research make statistical decisions. The main issues are related with the level of scales that are often used in pain research, the choice of statistical methods between parametric or nonparametric statistics, and problems which arise from repeated measurements. In the field of pain research, parametric statistics used to be applied in an erroneous way. This is closely related with the scales of data and repeated measurements. The level of scales includes nominal, ordinal, interval, and ratio scales. The level of scales affects the choice of statistics between parametric or non-parametric methods. In the field of pain research, the most frequently used pain assessment scale is the ordinal scale, which would include the visual analogue scale (VAS). There used to be another view, however, which considered the VAS to be an interval or ratio scale, so that the usage of parametric statistics would be accepted practically in some cases. Repeated measurements of the same subjects always complicates statistics. It means that measurements inevitably have correlations between each other, and would preclude the application of one-way ANOVA in which independence between the measurements is necessary. Repeated measures of ANOVA (RMANOVA), however, would permit the comparison between the correlated measurements as long as the condition of sphericity assumption is satisfied. Conclusively, parametric statistical methods should be used only when the assumptions of parametric statistics, such as normality and sphericity, are established.

Likelihood devices in spatial statistics

NARCIS (Netherlands)

Zwet, E.W. van

1999-01-01

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

Statistical studies of powerful extragalactic radio sources

Energy Technology Data Exchange (ETDEWEB)

Macklin, J T

1981-01-01

This dissertation is mainly about the use of efficient statistical tests to study the properties of powerful extragalactic radio sources. Most of the analysis is based on subsets of a sample of 166 bright (3CR) sources selected at 178 MHz. The first chapter is introductory and it is followed by three on the misalignment and symmetry of double radio sources. The properties of nuclear components in extragalactic sources are discussed in the next chapter, using statistical tests which make efficient use of upper limits, often the only available information on the flux density from the nuclear component. Multifrequency observations of four 3CR sources are presented in the next chapter. The penultimate chapter is about the analysis of correlations involving more than two variables. The Spearman partial rank correlation coefficient is shown to be the most powerful test available which is based on non-parametric statistics. It is therefore used to study the dependences of the properties of sources on their size at constant redshift, and the results are interpreted in terms of source evolution. Correlations of source properties with luminosity and redshift are then examined.

A ¤nonparametric dynamic additive regression model for longitudinal data

DEFF Research Database (Denmark)

Martinussen, T.; Scheike, T. H.

2000-01-01

dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models......dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models...

Explorations in Statistics: Hypothesis Tests and P Values

Science.gov (United States)

Curran-Everett, Douglas

2009-01-01

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…

Robust inference from multiple test statistics via permutations: a better alternative to the single test statistic approach for randomized trials.

Science.gov (United States)

Ganju, Jitendra; Yu, Xinxin; Ma, Guoguang Julie

2013-01-01

Formal inference in randomized clinical trials is based on controlling the type I error rate associated with a single pre-specified statistic. The deficiency of using just one method of analysis is that it depends on assumptions that may not be met. For robust inference, we propose pre-specifying multiple test statistics and relying on the minimum p-value for testing the null hypothesis of no treatment effect. The null hypothesis associated with the various test statistics is that the treatment groups are indistinguishable. The critical value for hypothesis testing comes from permutation distributions. Rejection of the null hypothesis when the smallest p-value is less than the critical value controls the type I error rate at its designated value. Even if one of the candidate test statistics has low power, the adverse effect on the power of the minimum p-value statistic is not much. Its use is illustrated with examples. We conclude that it is better to rely on the minimum p-value rather than a single statistic particularly when that single statistic is the logrank test, because of the cost and complexity of many survival trials. Copyright © 2013 John Wiley & Sons, Ltd.

Nonparametric Mixture Models for Supervised Image Parcellation.

Science.gov (United States)

Sabuncu, Mert R; Yeo, B T Thomas; Van Leemput, Koen; Fischl, Bruce; Golland, Polina

2009-09-01

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.

Distinguish Dynamic Basic Blocks by Structural Statistical Testing

DEFF Research Database (Denmark)

Petit, Matthieu; Gotlieb, Arnaud

Statistical testing aims at generating random test data that respect selected probabilistic properties. A distribution probability is associated with the program input space in order to achieve statistical test purpose: to test the most frequent usage of software or to maximize the probability of...... 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...

An improved nonparametric lower bound of species richness via a modified good-turing frequency formula.

Science.gov (United States)

Chiu, Chun-Huo; Wang, Yi-Ting; Walther, Bruno A; Chao, Anne

2014-09-01

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.

A new non-parametric stationarity test of time series in the time domain

KAUST Repository

Jin, Lei; Wang, Suojin; Wang, Haiyan

2014-01-01

© 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

Statistical methods for determination of background levels for naturally occuring radionuclides in soil at a RCRA facility

International Nuclear Information System (INIS)

Guha, S.; Taylor, J.H.

1996-01-01

It is critical that summary statistics on background data, or background levels, be computed based on standardized and defensible statistical methods because background levels are frequently used in subsequent analyses and comparisons performed by separate analysts over time. The final background for naturally occurring radionuclide concentrations in soil at a RCRA facility, and the associated statistical methods used to estimate these concentrations, are presented. The primary objective is to describe, via a case study, the statistical methods used to estimate 95% upper tolerance limits (UTL) on radionuclide background soil data sets. A 95% UTL on background samples can be used as a screening level concentration in the absence of definitive soil cleanup criteria for naturally occurring radionuclides. The statistical methods are based exclusively on EPA guidance. This paper includes an introduction, a discussion of the analytical results for the radionuclides and a detailed description of the statistical analyses leading to the determination of 95% UTLs. Soil concentrations reported are based on validated data. Data sets are categorized as surficial soil; samples collected at depths from zero to one-half foot; and deep soil, samples collected from 3 to 5 feet. These data sets were tested for statistical outliers and underlying distributions were determined by using the chi-squared test for goodness-of-fit. UTLs for the data sets were then computed based on the percentage of non-detects and the appropriate best-fit distribution (lognormal, normal, or non-parametric). For data sets containing greater than approximately 50% nondetects, nonparametric UTLs were computed

CATDAT : A Program for Parametric and Nonparametric Categorical Data Analysis : User's Manual Version 1.0, 1998-1999 Progress Report.

Energy Technology Data Exchange (ETDEWEB)

Peterson, James T.

1999-12-01

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.

Nonparametric Monitoring for Geotechnical Structures Subject to Long-Term Environmental Change

Directory of Open Access Journals (Sweden)

Hae-Bum Yun

2011-01-01

Full Text Available A nonparametric, data-driven methodology of monitoring for geotechnical structures subject to long-term environmental change is discussed. Avoiding physical assumptions or excessive simplification of the monitored structures, the nonparametric monitoring methodology presented in this paper provides reliable performance-related information particularly when the collection of sensor data is limited. For the validation of the nonparametric methodology, a field case study was performed using a full-scale retaining wall, which had been monitored for three years using three tilt gauges. Using the very limited sensor data, it is demonstrated that important performance-related information, such as drainage performance and sensor damage, could be disentangled from significant daily, seasonal and multiyear environmental variations. Extensive literature review on recent developments of parametric and nonparametric data processing techniques for geotechnical applications is also presented.

Nonparametric predictive pairwise comparison with competing risks

International Nuclear Information System (INIS)

Coolen-Maturi, Tahani

2014-01-01

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

Empirical validation of statistical parametric mapping for group imaging of fast neural activity using electrical impedance tomography.

Science.gov (United States)

Packham, B; Barnes, G; Dos Santos, G Sato; Aristovich, K; Gilad, O; Ghosh, A; Oh, T; Holder, D

2016-06-01

Electrical impedance tomography (EIT) allows for the reconstruction of internal conductivity from surface measurements. A change in conductivity occurs as ion channels open during neural activity, making EIT a potential tool for functional brain imaging. EIT images can have  >10 000 voxels, which means statistical analysis of such images presents a substantial multiple testing problem. One way to optimally correct for these issues and still maintain the flexibility of complicated experimental designs is to use random field theory. This parametric method estimates the distribution of peaks one would expect by chance in a smooth random field of a given size. Random field theory has been used in several other neuroimaging techniques but never validated for EIT images of fast neural activity, such validation can be achieved using non-parametric techniques. Both parametric and non-parametric techniques were used to analyze a set of 22 images collected from 8 rats. Significant group activations were detected using both techniques (corrected p  <  0.05). Both parametric and non-parametric analyses yielded similar results, although the latter was less conservative. These results demonstrate the first statistical analysis of such an image set and indicate that such an analysis is an approach for EIT images of neural activity.

Statistical Analysis for High-Dimensional Data : The Abel Symposium 2014

CERN Document Server

Bühlmann, Peter; Glad, Ingrid; Langaas, Mette; Richardson, Sylvia; Vannucci, Marina

2016-01-01

This book features research contributions from The Abel Symposium on Statistical Analysis for High Dimensional Data, held in Nyvågar, Lofoten, Norway, in May 2014. The focus of the symposium was on statistical and machine learning methodologies specifically developed for inference in “big data” situations, with particular reference to genomic applications. The contributors, who are among the most prominent researchers on the theory of statistics for high dimensional inference, present new theories and methods, as well as challenging applications and computational solutions. Specific themes include, among others, variable selection and screening, penalised regression, sparsity, thresholding, low dimensional structures, computational challenges, non-convex situations, learning graphical models, sparse covariance and precision matrices, semi- and non-parametric formulations, multiple testing, classification, factor models, clustering, and preselection. Highlighting cutting-edge research and casting light on...

portfolio optimization based on nonparametric estimation methods

Directory of Open Access Journals (Sweden)

mahsa ghandehari

2017-03-01

Full Text Available One of the major issues investors are facing with in capital markets is decision making about select an appropriate stock exchange for investing and selecting an optimal portfolio. This process is done through the risk and expected return assessment. On the other hand in portfolio selection problem if the assets expected returns are normally distributed, variance and standard deviation are used as a risk measure. But, the expected returns on assets are not necessarily normal and sometimes have dramatic differences from normal distribution. This paper with the introduction of conditional value at risk ( CVaR, as a measure of risk in a nonparametric framework, for a given expected return, offers the optimal portfolio and this method is compared with the linear programming method. The data used in this study consists of monthly returns of 15 companies selected from the top 50 companies in Tehran Stock Exchange during the winter of 1392 which is considered from April of 1388 to June of 1393. The results of this study show the superiority of nonparametric method over the linear programming method and the nonparametric method is much faster than the linear programming method.

Robustifying Bayesian nonparametric mixtures for count data.

Science.gov (United States)

Canale, Antonio; Prünster, Igor

2017-03-01

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.

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.

Science.gov (United States)

Mura, Maria Chiara; De Felice, Marco; Morlino, Roberta; Fuselli, Sergio

2010-01-01

In step with the need to develop statistical procedures to manage small-size environmental samples, in this work we have used concentration values of benzene (C6H6), concurrently detected by seven outdoor and indoor monitoring stations over 12 000 minutes, in order to assess the representativeness of collected data and the impact of the pollutant on indoor environment. Clearly, the former issue is strictly connected to sampling-site geometry, which proves critical to correctly retrieving information from analysis of pollutants of sanitary interest. Therefore, according to current criteria for network-planning, single stations have been interpreted as nodes of a set of adjoining triangles; then, a) node pairs have been taken into account in order to estimate pollutant stationarity on triangle sides, as well as b) node triplets, to statistically associate data from air-monitoring with the corresponding territory area, and c) node sextuplets, to assess the impact probability of the outdoor pollutant on indoor environment for each area. Distributions from the various node combinations are all non-Gaussian, in the consequently, Kruskal-Wallis (KW) non-parametric statistics has been exploited to test variability on continuous density function from each pair, triplet and sextuplet. Results from the above-mentioned statistical analysis have shown randomness of site selection, which has not allowed a reliable generalization of monitoring data to the entire selected territory, except for a single "forced" case (70%); most important, they suggest a possible procedure to optimize network design.

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

Directory of Open Access Journals (Sweden)

Maria Chiara Mura

2010-12-01

Full Text Available In step with the need to develop statistical procedures to manage small-size environmental samples, in this work we have used concentration values of benzene (C6H6, concurrently detected by seven outdoor and indoor monitoring stations over 12 000 minutes, in order to assess the representativeness of collected data and the impact of the pollutant on indoor environment. Clearly, the former issue is strictly connected to sampling-site geometry, which proves critical to correctly retrieving information from analysis of pollutants of sanitary interest. Therefore, according to current criteria for network-planning, single stations have been interpreted as nodes of a set of adjoining triangles; then, a node pairs have been taken into account in order to estimate pollutant stationarity on triangle sides, as well as b node triplets, to statistically associate data from air-monitoring with the corresponding territory area, and c node sextuplets, to assess the impact probability of the outdoor pollutant on indoor environment for each area. Distributions from the various node combinations are all non-Gaussian, in the consequently, Kruskal-Wallis (KW non-parametric statistics has been exploited to test variability on continuous density function from each pair, triplet and sextuplet. Results from the above-mentioned statistical analysis have shown randomness of site selection, which has not allowed a reliable generalization of monitoring data to the entire selected territory, except for a single "forced" case (70%; most important, they suggest a possible procedure to optimize network design.

Integration of association statistics over genomic regions using Bayesian adaptive regression splines

Directory of Open Access Journals (Sweden)

Zhang Xiaohua

2003-11-01

Full Text Available Abstract In the search for genetic determinants of complex disease, two approaches to association analysis are most often employed, testing single loci or testing a small group of loci jointly via haplotypes for their relationship to disease status. It is still debatable which of these approaches is more favourable, and under what conditions. The former has the advantage of simplicity but suffers severely when alleles at the tested loci are not in linkage disequilibrium (LD with liability alleles; the latter should capture more of the signal encoded in LD, but is far from simple. The complexity of haplotype analysis could be especially troublesome for association scans over large genomic regions, which, in fact, is becoming the standard design. For these reasons, the authors have been evaluating statistical methods that bridge the gap between single-locus and haplotype-based tests. In this article, they present one such method, which uses non-parametric regression techniques embodied by Bayesian adaptive regression splines (BARS. For a set of markers falling within a common genomic region and a corresponding set of single-locus association statistics, the BARS procedure integrates these results into a single test by examining the class of smooth curves consistent with the data. The non-parametric BARS procedure generally finds no signal when no liability allele exists in the tested region (ie it achieves the specified size of the test and it is sensitive enough to pick up signals when a liability allele is present. The BARS procedure provides a robust and potentially powerful alternative to classical tests of association, diminishes the multiple testing problem inherent in those tests and can be applied to a wide range of data types, including genotype frequencies estimated from pooled samples.

A Rank Test on Equality of Population Medians

OpenAIRE

Pooi Ah Hin

2012-01-01

The Kruskal-Wallis test is a non-parametric test for the equality of K population medians. The test statistic involved is a measure of the overall closeness of the K average ranks in the individual samples to the average rank in the combined sample. The resulting acceptance region of the test however may not be the smallest region with the required acceptance probability under the null hypothesis. Presently an alternative acceptance region is constructed such that it has the smallest size, ap...

Privacy-preserving Kruskal-Wallis test.

Science.gov (United States)

Guo, Suxin; Zhong, Sheng; Zhang, Aidong

2013-10-01

Statistical tests are powerful tools for data analysis. Kruskal-Wallis test is a non-parametric statistical test that evaluates whether two or more samples are drawn from the same distribution. It is commonly used in various areas. But sometimes, the use of the method is impeded by privacy issues raised in fields such as biomedical research and clinical data analysis because of the confidential information contained in the data. In this work, we give a privacy-preserving solution for the Kruskal-Wallis test which enables two or more parties to coordinately perform the test on the union of their data without compromising their data privacy. To the best of our knowledge, this is the first work that solves the privacy issues in the use of the Kruskal-Wallis test on distributed data. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

The interaction of physical properties of seawater via statistical approach

Science.gov (United States)

Hamzah, Firdaus Mohamad; Jaafar, Othman; Sabri, Samsul Rijal Mohd; Ismail, Mohd Tahir; Jaafar, Khamisah; Arbin, Norazman

2015-09-01

It is of importance to determine the relationships between physical parameters in marine ecology. Model and expert opinion are needed for exploration of the form of relationship between two parameters due to the complexity of the ecosystems. These need justification with observed data over a particular periods. Novel statistical techniques such as nonparametric regression is presented to investigate the ecological relationships. These are achieved by demonstrating the features of pH, salinity and conductivity at in Straits of Johor. The monthly data measurements from 2004 until 2013 at a chosen sampling location are examined. Testing for no-effect followed by linearity testing for the relationships between salinity and pH; conductivity and pH, and conductivity and salinity are carried out, with the ecological objectives of investigating the evidence of changes in each of the above physical parameters. The findings reveal the appropriateness of smooth function to explain the variation of pH in response to the changes in salinity whilst the changes in conductivity with regards to different concentrations of salinity could be modelled parametrically. The analysis highlights the importance of both parametric and nonparametric models for assessing ecological response to environmental change in seawater.

Simplified Freeman-Tukey test statistics for testing probabilities in ...

African Journals Online (AJOL)

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 ...

Analysis of Preference Data Using Intermediate Test Statistic Abstract

African Journals Online (AJOL)

PROF. O. E. OSUAGWU

2013-06-01

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 ...

Parametric and Non-Parametric System Modelling

DEFF Research Database (Denmark)

Nielsen, Henrik Aalborg

1999-01-01

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...

New Graphical Methods and Test Statistics for Testing Composite Normality

Directory of Open Access Journals (Sweden)

Marc S. Paolella

2015-07-01

Full Text Available Several graphical methods for testing univariate composite normality from an i.i.d. sample are presented. They are endowed with correct simultaneous error bounds and yield size-correct tests. As all are based on the empirical CDF, they are also consistent for all alternatives. For one test, called the modified stabilized probability test, or MSP, a highly simplified computational method is derived, which delivers the test statistic and also a highly accurate p-value approximation, essentially instantaneously. The MSP test is demonstrated to have higher power against asymmetric alternatives than the well-known and powerful Jarque-Bera test. A further size-correct test, based on combining two test statistics, is shown to have yet higher power. The methodology employed is fully general and can be applied to any i.i.d. univariate continuous distribution setting.

Non-parametric model selection for subject-specific topological organization of resting-state functional connectivity.

Science.gov (United States)

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

2011-06-01

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.

Nonparametric Methods in Astronomy: Think, Regress, Observe—Pick Any Three

Science.gov (United States)

Steinhardt, Charles L.; Jermyn, Adam S.

2018-02-01

Telescopes are much more expensive than astronomers, so it is essential to minimize required sample sizes by using the most data-efficient statistical methods possible. However, the most commonly used model-independent techniques for finding the relationship between two variables in astronomy are flawed. In the worst case they can lead without warning to subtly yet catastrophically wrong results, and even in the best case they require more data than necessary. Unfortunately, there is no single best technique for nonparametric regression. Instead, we provide a guide for how astronomers can choose the best method for their specific problem and provide a python library with both wrappers for the most useful existing algorithms and implementations of two new algorithms developed here.

Statistical Methods for Environmental Pollution Monitoring

Energy Technology Data Exchange (ETDEWEB)

Gilbert, Richard O. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States)

1987-01-01

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.

An ANOVA approach for statistical comparisons of brain networks.

Science.gov (United States)

Fraiman, Daniel; Fraiman, Ricardo

2018-03-16

The study of brain networks has developed extensively over the last couple of decades. By contrast, techniques for the statistical analysis of these networks are less developed. In this paper, we focus on the statistical comparison of brain networks in a nonparametric framework and discuss the associated detection and identification problems. We tested network differences between groups with an analysis of variance (ANOVA) test we developed specifically for networks. We also propose and analyse the behaviour of a new statistical procedure designed to identify different subnetworks. As an example, we show the application of this tool in resting-state fMRI data obtained from the Human Connectome Project. We identify, among other variables, that the amount of sleep the days before the scan is a relevant variable that must be controlled. Finally, we discuss the potential bias in neuroimaging findings that is generated by some behavioural and brain structure variables. Our method can also be applied to other kind of networks such as protein interaction networks, gene networks or social networks.

Network structure exploration via Bayesian nonparametric models

International Nuclear Information System (INIS)

Chen, Y; Wang, X L; Xiang, X; Tang, B Z; Bu, J Z

2015-01-01

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)

Bioprocess iterative batch-to-batch optimization based on hybrid parametric/nonparametric models.

Science.gov (United States)

Teixeira, Ana P; Clemente, João J; Cunha, António E; Carrondo, Manuel J T; Oliveira, Rui

2006-01-01

This paper presents a novel method for iterative batch-to-batch dynamic optimization of bioprocesses. The relationship between process performance and control inputs is established by means of hybrid grey-box models combining parametric and nonparametric structures. The bioreactor dynamics are defined by material balance equations, whereas the cell population subsystem is represented by an adjustable mixture of nonparametric and parametric models. Thus optimizations are possible without detailed mechanistic knowledge concerning the biological system. A clustering technique is used to supervise the reliability of the nonparametric subsystem during the optimization. Whenever the nonparametric outputs are unreliable, the objective function is penalized. The technique was evaluated with three simulation case studies. The overall results suggest that the convergence to the optimal process performance may be achieved after a small number of batches. The model unreliability risk constraint along with sampling scheduling are crucial to minimize the experimental effort required to attain a given process performance. In general terms, it may be concluded that the proposed method broadens the application of the hybrid parametric/nonparametric modeling technique to "newer" processes with higher potential for optimization.

Nonparametric identification of nonlinear dynamic systems using a synchronisation-based method

Science.gov (United States)

Kenderi, Gábor; Fidlin, Alexander

2014-12-01

The present study proposes an identification method for highly nonlinear mechanical systems that does not require a priori knowledge of the underlying nonlinearities to reconstruct arbitrary restoring force surfaces between degrees of freedom. This approach is based on the master-slave synchronisation between a dynamic model of the system as the slave and the real system as the master using measurements of the latter. As the model synchronises to the measurements, it becomes an observer of the real system. The optimal observer algorithm in a least-squares sense is given by the Kalman filter. Using the well-known state augmentation technique, the Kalman filter can be turned into a dual state and parameter estimator to identify parameters of a priori characterised nonlinearities. The paper proposes an extension of this technique towards nonparametric identification. A general system model is introduced by describing the restoring forces as bilateral spring-dampers with time-variant coefficients, which are estimated as augmented states. The estimation procedure is followed by an a posteriori statistical analysis to reconstruct noise-free restoring force characteristics using the estimated states and their estimated variances. Observability is provided using only one measured mechanical quantity per degree of freedom, which makes this approach less demanding in the number of necessary measurement signals compared with truly nonparametric solutions, which typically require displacement, velocity and acceleration signals. Additionally, due to the statistical rigour of the procedure, it successfully addresses signals corrupted by significant measurement noise. In the present paper, the method is described in detail, which is followed by numerical examples of one degree of freedom (1DoF) and 2DoF mechanical systems with strong nonlinearities of vibro-impact type to demonstrate the effectiveness of the proposed technique.

Statistical analysis of the electric energy production from photovoltaic conversion using mobile and fixed constructions

Science.gov (United States)

Bugała, Artur; Bednarek, Karol; Kasprzyk, Leszek; Tomczewski, Andrzej

2017-10-01

The paper presents the most representative - from the three-year measurement time period - characteristics of daily and monthly electricity production from a photovoltaic conversion using modules installed in a fixed and 2-axis tracking construction. Results are presented for selected summer, autumn, spring and winter days. Analyzed measuring stand is located on the roof of the Faculty of Electrical Engineering Poznan University of Technology building. The basic parameters of the statistical analysis like mean value, standard deviation, skewness, kurtosis, median, range, or coefficient of variation were used. It was found that the asymmetry factor can be useful in the analysis of the daily electricity production from a photovoltaic conversion. In order to determine the repeatability of monthly electricity production, occurring between the summer, and summer and winter months, a non-parametric Mann-Whitney U test was used as a statistical solution. In order to analyze the repeatability of daily peak hours, describing the largest value of the hourly electricity production, a non-parametric Kruskal-Wallis test was applied as an extension of the Mann-Whitney U test. Based on the analysis of the electric energy distribution from a prepared monitoring system it was found that traditional forecasting methods of the electricity production from a photovoltaic conversion, like multiple regression models, should not be the preferred methods of the analysis.

Nonparametric methods for volatility density estimation

NARCIS (Netherlands)

Es, van Bert; Spreij, P.J.C.; Zanten, van J.H.

2009-01-01

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

Quantal Response: Nonparametric Modeling

Science.gov (United States)

2017-01-01

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

Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

Science.gov (United States)

Park, Saerom; Lee, Jaewook; Son, Youngdoo

2016-01-01

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.

Modified Distribution-Free Goodness-of-Fit Test Statistic.

Science.gov (United States)

Chun, So Yeon; Browne, Michael W; Shapiro, Alexander

2018-03-01

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.

Different modes of data processing and statistical testing applied to the same set of pharmaco-EEG recordings: effects on the evaluation of a selective and reversible MAO A inhibitor (brofaromine).

Science.gov (United States)

Reimann, I W; Jobert, M; Gleiter, C H; Turri, M; Bieck, P R; Herrmann, W M

1996-01-01

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.

Nonparametric estimation of benchmark doses in environmental risk assessment

Science.gov (United States)

Piegorsch, Walter W.; Xiong, Hui; Bhattacharya, Rabi N.; Lin, Lizhen

2013-01-01

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

Power of non-parametric linkage analysis in mapping genes contributing to human longevity in long-lived sib-pairs

DEFF Research Database (Denmark)

Tan, Qihua; Zhao, J H; Iachine, I

2004-01-01

This report investigates the power issue in applying the non-parametric linkage analysis of affected sib-pairs (ASP) [Kruglyak and Lander, 1995: Am J Hum Genet 57:439-454] to localize genes that contribute to human longevity using long-lived sib-pairs. Data were simulated by introducing a recently...... developed statistical model for measuring marker-longevity associations [Yashin et al., 1999: Am J Hum Genet 65:1178-1193], enabling direct power comparison between linkage and association approaches. The non-parametric linkage (NPL) scores estimated in the region harboring the causal allele are evaluated...... in case of a dominant effect. Although the power issue may depend heavily on the true genetic nature in maintaining survival, our study suggests that results from small-scale sib-pair investigations should be referred with caution, given the complexity of human longevity....

A powerful nonparametric method for detecting differentially co-expressed genes: distance correlation screening and edge-count test.

Science.gov (United States)

Zhang, Qingyang

2018-05-16

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.

Demonstration of statistical approaches to identify component's ageing by operational data analysis-A case study for the ageing PSA network

International Nuclear Information System (INIS)

Rodionov, Andrei; Atwood, Corwin L.; Kirchsteiger, Christian; Patrik, Milan

2008-01-01

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

Non-Parametric Estimation of Correlation Functions

DEFF Research Database (Denmark)

Brincker, Rune; Rytter, Anders; Krenk, Steen

In this paper three methods of non-parametric correlation function estimation are reviewed and evaluated: the direct method, estimation by the Fast Fourier Transform and finally estimation by the Random Decrement technique. The basic ideas of the techniques are reviewed, sources of bias are point...

Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

Directory of Open Access Journals (Sweden)

Saerom Park

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.

Similar tests and the standardized log likelihood ratio statistic

DEFF Research Database (Denmark)

Jensen, Jens Ledet

1986-01-01

When testing an affine hypothesis in an exponential family the 'ideal' procedure is to calculate the exact similar test, or an approximation to this, based on the conditional distribution given the minimal sufficient statistic under the null hypothesis. By contrast to this there is a 'primitive......' approach in which the marginal distribution of a test statistic considered and any nuisance parameter appearing in the test statistic is replaced by an estimate. We show here that when using standardized likelihood ratio statistics the 'primitive' procedure is in fact an 'ideal' procedure to order O(n -3...

Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic

NARCIS (Netherlands)

Kleibergen, F.R.

2002-01-01

We extend the novel pivotal statistics for testing the parameters in the instrumental variables regression model. We show that these statistics result from a decomposition of the Anderson-Rubin statistic into two independent pivotal statistics. The first statistic is a score statistic that tests

Triangles in ROC space: History and theory of "nonparametric" measures of sensitivity and response bias.

Science.gov (United States)

Macmillan, N A; Creelman, C D

1996-06-01

Can accuracy and response bias in two-stimulus, two-response recognition or detection experiments be measured nonparametrically? Pollack and Norman (1964) answered this question affirmatively for sensitivity, Hodos (1970) for bias: Both proposed measures based on triangular areas in receiver-operating characteristic space. Their papers, and especially a paper by Grier (1971) that provided computing formulas for the measures, continue to be heavily cited in a wide range of content areas. In our sample of articles, most authors described triangle-based measures as making fewer assumptions than measures associated with detection theory. However, we show that statistics based on products or ratios of right triangle areas, including a recently proposed bias index and a not-yetproposed but apparently plausible sensitivity index, are consistent with a decision process based on logistic distributions. Even the Pollack and Norman measure, which is based on non-right triangles, is approximately logistic for low values of sensitivity. Simple geometric models for sensitivity and bias are not nonparametric, even if their implications are not acknowledged in the defining publications.

Modern applied U-statistics

CERN Document Server

Kowalski, Jeanne

2008-01-01

A timely and applied approach to the newly discovered methods and applications of U-statisticsBuilt on years of collaborative research and academic experience, Modern Applied U-Statistics successfully presents a thorough introduction to the theory of U-statistics using in-depth examples and applications that address contemporary areas of study including biomedical and psychosocial research. Utilizing a "learn by example" approach, this book provides an accessible, yet in-depth, treatment of U-statistics, as well as addresses key concepts in asymptotic theory by integrating translational and cross-disciplinary research.The authors begin with an introduction of the essential and theoretical foundations of U-statistics such as the notion of convergence in probability and distribution, basic convergence results, stochastic Os, inference theory, generalized estimating equations, as well as the definition and asymptotic properties of U-statistics. With an emphasis on nonparametric applications when and where applic...

Multi-sample nonparametric treatments comparison in medical ...

African Journals Online (AJOL)

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 ...

Intuitive introductory statistics

CERN Document Server

Wolfe, Douglas A

2017-01-01

This textbook is designed to give an engaging introduction to statistics and the art of data analysis. The unique scope includes, but also goes beyond, classical methodology associated with the normal distribution. What if the normal model is not valid for a particular data set? This cutting-edge approach provides the alternatives. It is an introduction to the world and possibilities of statistics that uses exercises, computer analyses, and simulations throughout the core lessons. These elementary statistical methods are intuitive. Counting and ranking features prominently in the text. Nonparametric methods, for instance, are often based on counts and ranks and are very easy to integrate into an introductory course. The ease of computation with advanced calculators and statistical software, both of which factor into this text, allows important techniques to be introduced earlier in the study of statistics. This book's novel scope also includes measuring symmetry with Walsh averages, finding a nonp...

Nonparametric method for failures detection and localization in the actuating subsystem of aircraft control system

Science.gov (United States)

Karpenko, S. S.; Zybin, E. Yu; Kosyanchuk, V. V.

2018-02-01

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.

Statistical intervals a guide for practitioners

CERN Document Server

Hahn, Gerald J

2011-01-01

Presents a detailed exposition of statistical intervals and emphasizes applications in industry. The discussion differentiates at an elementary level among different kinds of statistical intervals and gives instruction with numerous examples and simple math on how to construct such intervals from sample data. This includes confidence intervals to contain a population percentile, confidence intervals on probability of meeting specified threshold value, and prediction intervals to include observation in a future sample. Also has an appendix containing computer subroutines for nonparametric stati

Using exogenous variables in testing for monotonic trends in hydrologic time series

Science.gov (United States)

Alley, William M.

1988-01-01

One approach that has been used in performing a nonparametric test for monotonic trend in a hydrologic time series consists of a two-stage analysis. First, a regression equation is estimated for the variable being tested as a function of an exogenous variable. A nonparametric trend test such as the Kendall test is then performed on the residuals from the equation. By analogy to stagewise regression and through Monte Carlo experiments, it is demonstrated that this approach will tend to underestimate the magnitude of the trend and to result in some loss in power as a result of ignoring the interaction between the exogenous variable and time. An alternative approach, referred to as the adjusted variable Kendall test, is demonstrated to generally have increased statistical power and to provide more reliable estimates of the trend slope. In addition, the utility of including an exogenous variable in a trend test is examined under selected conditions.

Caveats for using statistical significance tests in research assessments

DEFF Research Database (Denmark)

Schneider, Jesper Wiborg

2013-01-01

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...

Teaching Statistics in Language Testing Courses

Science.gov (United States)

Brown, James Dean

2013-01-01

The purpose of this article is to examine the literature on teaching statistics for useful ideas that teachers of language testing courses can draw on and incorporate into their teaching toolkits as they see fit. To those ends, the article addresses eight questions: What is known generally about teaching statistics? Why are students so anxious…

Testing for Change in Mean of Independent Multivariate Observations with Time Varying Covariance

Directory of Open Access Journals (Sweden)

Mohamed Boutahar

2012-01-01

Full Text Available We consider a nonparametric CUSUM test for change in the mean of multivariate time series with time varying covariance. We prove that under the null, the test statistic has a Kolmogorov limiting distribution. The asymptotic consistency of the test against a large class of alternatives which contains abrupt, smooth and continuous changes is established. We also perform a simulation study to analyze the size distortion and the power of the proposed test.

Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models.

Science.gov (United States)

Cruz-Marcelo, Alejandro; Rosner, Gary L; Müller, Peter; Stewart, Clinton F

2013-04-01

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.

Bayesian models based on test statistics for multiple hypothesis testing problems.

Science.gov (United States)

Ji, Yuan; Lu, Yiling; Mills, Gordon B

2008-04-01

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.

Extending the linear model with R generalized linear, mixed effects and nonparametric regression models

CERN Document Server

Faraway, Julian J

2005-01-01

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 ...

Parametric and non-parametric approach for sensory RATA (Rate-All-That-Apply) method of ledre profile attributes

Science.gov (United States)

Hastuti, S.; Harijono; Murtini, E. S.; Fibrianto, K.

2018-03-01

This current study is aimed to investigate the use of parametric and non-parametric approach for sensory RATA (Rate-All-That-Apply) method. Ledre as Bojonegoro unique local food product was used as point of interest, in which 319 panelists were involved in the study. The result showed that ledre is characterized as easy-crushed texture, sticky in mouth, stingy sensation and easy to swallow. It has also strong banana flavour with brown in colour. Compared to eggroll and semprong, ledre has more variances in terms of taste as well the roll length. As RATA questionnaire is designed to collect categorical data, non-parametric approach is the common statistical procedure. However, similar results were also obtained as parametric approach, regardless the fact of non-normal distributed data. Thus, it suggests that parametric approach can be applicable for consumer study with large number of respondents, even though it may not satisfy the assumption of ANOVA (Analysis of Variances).

Improved estimation of the noncentrality parameter distribution from a large number of t-statistics, with applications to false discovery rate estimation in microarray data analysis.

Science.gov (United States)

Qu, Long; Nettleton, Dan; Dekkers, Jack C M

2012-12-01

Given a large number of t-statistics, we consider the problem of approximating the distribution of noncentrality parameters (NCPs) by a continuous density. This problem is closely related to the control of false discovery rates (FDR) in massive hypothesis testing applications, e.g., microarray gene expression analysis. Our methodology is similar to, but improves upon, the existing approach by Ruppert, Nettleton, and Hwang (2007, Biometrics, 63, 483-495). We provide parametric, nonparametric, and semiparametric estimators for the distribution of NCPs, as well as estimates of the FDR and local FDR. In the parametric situation, we assume that the NCPs follow a distribution that leads to an analytically available marginal distribution for the test statistics. In the nonparametric situation, we use convex combinations of basis density functions to estimate the density of the NCPs. A sequential quadratic programming procedure is developed to maximize the penalized likelihood. The smoothing parameter is selected with the approximate network information criterion. A semiparametric estimator is also developed to combine both parametric and nonparametric fits. Simulations show that, under a variety of situations, our density estimates are closer to the underlying truth and our FDR estimates are improved compared with alternative methods. Data-based simulations and the analyses of two microarray datasets are used to evaluate the performance in realistic situations. © 2012, The International Biometric Society.

Inferential, non-parametric statistics to assess the quality of probabilistic forecast systems

NARCIS (Netherlands)

Maia, A.H.N.; Meinke, H.B.; Lennox, S.; Stone, R.C.

2007-01-01

Many statistical forecast systems are available to interested users. To be useful for decision making, these systems must be based on evidence of underlying mechanisms. Once causal connections between the mechanism and its statistical manifestation have been firmly established, the forecasts must

Tips and Tricks for Successful Application of Statistical Methods to Biological Data.

Science.gov (United States)

Schlenker, Evelyn

2016-01-01

This chapter discusses experimental design and use of statistics to describe characteristics of data (descriptive statistics) and inferential statistics that test the hypothesis posed by the investigator. Inferential statistics, based on probability distributions, depend upon the type and distribution of the data. For data that are continuous, randomly and independently selected, as well as normally distributed more powerful parametric tests such as Student's t test and analysis of variance (ANOVA) can be used. For non-normally distributed or skewed data, transformation of the data (using logarithms) may normalize the data allowing use of parametric tests. Alternatively, with skewed data nonparametric tests can be utilized, some of which rely on data that are ranked prior to statistical analysis. Experimental designs and analyses need to balance between committing type 1 errors (false positives) and type 2 errors (false negatives). For a variety of clinical studies that determine risk or benefit, relative risk ratios (random clinical trials and cohort studies) or odds ratios (case-control studies) are utilized. Although both use 2 × 2 tables, their premise and calculations differ. Finally, special statistical methods are applied to microarray and proteomics data, since the large number of genes or proteins evaluated increase the likelihood of false discoveries. Additional studies in separate samples are used to verify microarray and proteomic data. Examples in this chapter and references are available to help continued investigation of experimental designs and appropriate data analysis.

Cliff´s Delta Calculator: A non-parametric effect size program for two groups of observations

Directory of Open Access Journals (Sweden)

Guillermo Macbeth

2011-05-01

Full Text Available The Cliff´s Delta statistic is an effect size measure that quantifies the amount of difference between two non-parametric variables beyond p-values interpretation. This measure can be understood as a useful complementary analysis for the corresponding hypothesis testing. During the last two decades the use of effect size measures has been strongly encouraged by methodologists and leading institutions of behavioral sciences. The aim of this contribution is to introduce the Cliff´s Delta Calculator software that performs such analysis and offers some interpretation tips. Differences and similarities with the parametric case are analysed and illustrated. The implementation of this free program is fully described and compared with other calculators. Alternative algorithmic approaches are mathematically analysed and a basic linear algebra proof of its equivalence is formally presented. Two worked examples in cognitive psychology are commented. A visual interpretation of Cliff´s Delta is suggested. Availability, installation and applications of the program are presented and discussed.

Essays on nonparametric econometrics of stochastic volatility

NARCIS (Netherlands)

Zu, Y.

2012-01-01

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.

Nonparametric predictive inference for reliability of a k-out-of-m:G system with multiple component types

International Nuclear Information System (INIS)

Aboalkhair, Ahmad M.; Coolen, Frank P.A.; MacPhee, Iain M.

2014-01-01

Nonparametric predictive inference for system reliability has recently been presented, with specific focus on k-out-of-m:G systems. The reliability of systems is quantified by lower and upper probabilities of system functioning, given binary test results on components, taking uncertainty about component functioning and indeterminacy due to limited test information explicitly into account. Thus far, systems considered were series configurations of subsystems, with each subsystem i a k i -out-of-m i :G system which consisted of only one type of components. Key results are briefly summarized in this paper, and as an important generalization new results are presented for a single k-out-of-m:G system consisting of components of multiple types. The important aspects of redundancy and diversity for such systems are discussed. - Highlights: • New results on nonparametric predictive inference for system reliability. • Prediction of system reliability based on test data for components. • New insights on system redundancy optimization and diversity. • Components that appear inferior in tests may be included to enhance redundancy

Significance levels for studies with correlated test statistics.

Science.gov (United States)

Shi, Jianxin; Levinson, Douglas F; Whittemore, Alice S

2008-07-01

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.

A nonparametric approach to medical survival data: Uncertainty in the context of risk in mortality analysis

International Nuclear Information System (INIS)

Janurová, Kateřina; Briš, Radim

2014-01-01

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

A nonparametric approach to calculate critical micelle concentrations: the local polynomial regression method

Energy Technology Data Exchange (ETDEWEB)

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)

2004-02-01

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.)

A new efficient statistical test for detecting variability in the gene expression data.

Science.gov (United States)

Mathur, Sunil; Dolo, Samuel

2008-08-01

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

SPSS for applied sciences basic statistical testing

CERN Document Server

Davis, Cole

2013-01-01

This book offers a quick and basic guide to using SPSS and provides a general approach to solving problems using statistical tests. It is both comprehensive in terms of the tests covered and the applied settings it refers to, and yet is short and easy to understand. Whether you are a beginner or an intermediate level test user, this book will help you to analyse different types of data in applied settings. It will also give you the confidence to use other statistical software and to extend your expertise to more specific scientific settings as required.The author does not use mathematical form

Statistical Modeling of Energy Production by Photovoltaic Farms

Czech Academy of Sciences Publication Activity Database

Brabec, Marek; Pelikán, Emil; Krč, Pavel; Eben, Kryštof; Musílek, P.

2011-01-01

Roč. 5, č. 9 (2011), s. 785-793 ISSN 1934-8975 Grant - others:GA AV ČR(CZ) M100300904 Institutional research plan: CEZ:AV0Z10300504 Keywords : electrical energy * solar energy * numerical weather prediction model * nonparametric regression * beta regression Subject RIV: BB - Applied Statistics, Operational Research

Dependence between fusion temperatures and chemical components of a certain type of coal using classical, non-parametric and bootstrap techniques

Energy Technology Data Exchange (ETDEWEB)

Gonzalez-Manteiga, W.; Prada-Sanchez, J.M.; Fiestras-Janeiro, M.G.; Garcia-Jurado, I. (Universidad de Santiago de Compostela, Santiago de Compostela (Spain). Dept. de Estadistica e Investigacion Operativa)

1990-11-01

A statistical study of the dependence between various critical fusion temperatures of a certain kind of coal and its chemical components is carried out. As well as using classical dependence techniques (multiple, stepwise and PLS regression, principal components, canonical correlation, etc.) together with the corresponding inference on the parameters of interest, non-parametric regression and bootstrap inference are also performed. 11 refs., 3 figs., 8 tabs.

Nonparametric instrumental regression with non-convex constraints

International Nuclear Information System (INIS)

Grasmair, M; Scherzer, O; Vanhems, A

2013-01-01

This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental variables are observed. A classical example in microeconomics considers the consumer demand function as a function of the price of goods and the income, both variables often considered as endogenous. In this framework, the economic theory also imposes shape restrictions on the demand function, such as integrability conditions. Motivated by this illustration in microeconomics, we study an estimator of a nonparametric constrained regression function using instrumental variables by means of Tikhonov regularization. We derive rates of convergence for the regularized model both in a deterministic and stochastic setting under the assumption that the true regression function satisfies a projected source condition including, because of the non-convexity of the imposed constraints, an additional smallness condition. (paper)

Nonparametric instrumental regression with non-convex constraints

Science.gov (United States)

Grasmair, M.; Scherzer, O.; Vanhems, A.

2013-03-01

This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental variables are observed. A classical example in microeconomics considers the consumer demand function as a function of the price of goods and the income, both variables often considered as endogenous. In this framework, the economic theory also imposes shape restrictions on the demand function, such as integrability conditions. Motivated by this illustration in microeconomics, we study an estimator of a nonparametric constrained regression function using instrumental variables by means of Tikhonov regularization. We derive rates of convergence for the regularized model both in a deterministic and stochastic setting under the assumption that the true regression function satisfies a projected source condition including, because of the non-convexity of the imposed constraints, an additional smallness condition.

Statistical reliability analyses of two wood plastic composite extrusion processes

International Nuclear Information System (INIS)

Crookston, Kevin A.; Mark Young, Timothy; Harper, David; Guess, Frank M.

2011-01-01

Estimates of the reliability of wood plastic composites (WPC) are explored for two industrial extrusion lines. The goal of the paper is to use parametric and non-parametric analyses to examine potential differences in the WPC metrics of reliability for the two extrusion lines that may be helpful for use by the practitioner. A parametric analysis of the extrusion lines reveals some similarities and disparities in the best models; however, a non-parametric analysis reveals unique and insightful differences between Kaplan-Meier survival curves for the modulus of elasticity (MOE) and modulus of rupture (MOR) of the WPC industrial data. The distinctive non-parametric comparisons indicate the source of the differences in strength between the 10.2% and 48.0% fractiles [3,183-3,517 MPa] for MOE and for MOR between the 2.0% and 95.1% fractiles [18.9-25.7 MPa]. Distribution fitting as related to selection of the proper statistical methods is discussed with relevance to estimating the reliability of WPC. The ability to detect statistical differences in the product reliability of WPC between extrusion processes may benefit WPC producers in improving product reliability and safety of this widely used house-decking product. The approach can be applied to many other safety and complex system lifetime comparisons.

Mapping cell populations in flow cytometry data for cross‐sample comparison using the Friedman–Rafsky test statistic as a distance measure

Science.gov (United States)

Hsiao, Chiaowen; Liu, Mengya; Stanton, Rick; McGee, Monnie; Qian, Yu

2015-01-01

Abstract Flow cytometry (FCM) is a fluorescence‐based single‐cell experimental technology that is routinely applied in biomedical research for identifying cellular biomarkers of normal physiological responses and abnormal disease states. While many computational methods have been developed that focus on identifying cell populations in individual FCM samples, very few have addressed how the identified cell populations can be matched across samples for comparative analysis. This article presents FlowMap‐FR, a novel method for cell population mapping across FCM samples. FlowMap‐FR is based on the Friedman–Rafsky nonparametric test statistic (FR statistic), which quantifies the equivalence of multivariate distributions. As applied to FCM data by FlowMap‐FR, the FR statistic objectively quantifies the similarity between cell populations based on the shapes, sizes, and positions of fluorescence data distributions in the multidimensional feature space. To test and evaluate the performance of FlowMap‐FR, we simulated the kinds of biological and technical sample variations that are commonly observed in FCM data. The results show that FlowMap‐FR is able to effectively identify equivalent cell populations between samples under scenarios of proportion differences and modest position shifts. As a statistical test, FlowMap‐FR can be used to determine whether the expression of a cellular marker is statistically different between two cell populations, suggesting candidates for new cellular phenotypes by providing an objective statistical measure. In addition, FlowMap‐FR can indicate situations in which inappropriate splitting or merging of cell populations has occurred during gating procedures. We compared the FR statistic with the symmetric version of Kullback–Leibler divergence measure used in a previous population matching method with both simulated and real data. The FR statistic outperforms the symmetric version of KL‐distance in distinguishing

Mapping cell populations in flow cytometry data for cross-sample comparison using the Friedman-Rafsky test statistic as a distance measure.

Science.gov (United States)

Hsiao, Chiaowen; Liu, Mengya; Stanton, Rick; McGee, Monnie; Qian, Yu; Scheuermann, Richard H

2016-01-01

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

A comparison of test statistics for the recovery of rapid growth-based enumeration tests

NARCIS (Netherlands)

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

Nonparametric conditional predictive regions for time series

NARCIS (Netherlands)

de Gooijer, J.G.; Zerom Godefay, D.

2000-01-01

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

Nonparametric e-Mixture Estimation.

Science.gov (United States)

Takano, Ken; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru

2016-12-01

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.

Application of a nonparametric approach to analyze delta-pCO2 data from the Southern Ocean

CSIR Research Space (South Africa)

Pretorius, WB

2011-11-01

Full Text Available NONPARAMETRIC APPROACH TO ANALYZE ?pCO2 DATA FROM THE SOUTHERN OCEAN Wesley B. Pretorius*1, Sonali Das2 and Paul J. Mostert1 *1 Cell: 0722897595, Department of Statistics and Actuarial Science, University of Stellenbosch, Private Bag X1, Matieland 7602...(9-10):1601-1622. Tans, P.P., Fung, I. Y. & Takahashi, T. 1990 Observational constraints on the global atmospheric CO2-budget. Science, 247:1431-1438. Telszewski, M., Chazottes, A., Schuster, U., Watson, A.J., Moulin, C., Bakker, D.C.E., Gonzalez-Davila, M...

Nonparametric estimation in models for unobservable heterogeneity

OpenAIRE

Hohmann, Daniel

2014-01-01

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.

Nonparametric estimation of location and scale parameters

KAUST Repository

Potgieter, C.J.; Lombard, F.

2012-01-01

Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ and σ under minimal

A Bayesian Nonparametric Approach to Factor Analysis

DEFF Research Database (Denmark)

Piatek, Rémi; Papaspiliopoulos, Omiros

2018-01-01

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...

Panel data specifications in nonparametric kernel regression

DEFF Research Database (Denmark)

Czekaj, Tomasz Gerard; Henningsen, Arne

parametric panel data estimators to analyse the production technology of Polish crop farms. The results of our nonparametric kernel regressions generally differ from the estimates of the parametric models but they only slightly depend on the choice of the kernel functions. Based on economic reasoning, we...

Bayesian Nonparametric Statistical Inference for Shock Models and Wear Processes.

Science.gov (United States)

1979-12-01

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

Assessing T cell clonal size distribution: a non-parametric approach.

Science.gov (United States)

Bolkhovskaya, Olesya V; Zorin, Daniil Yu; Ivanchenko, Mikhail V

2014-01-01

Clonal structure of the human peripheral T-cell repertoire is shaped by a number of homeostatic mechanisms, including antigen presentation, cytokine and cell regulation. Its accurate tuning leads to a remarkable ability to combat pathogens in all their variety, while systemic failures may lead to severe consequences like autoimmune diseases. Here we develop and make use of a non-parametric statistical approach to assess T cell clonal size distributions from recent next generation sequencing data. For 41 healthy individuals and a patient with ankylosing spondylitis, who undergone treatment, we invariably find power law scaling over several decades and for the first time calculate quantitatively meaningful values of decay exponent. It has proved to be much the same among healthy donors, significantly different for an autoimmune patient before the therapy, and converging towards a typical value afterwards. We discuss implications of the findings for theoretical understanding and mathematical modeling of adaptive immunity.

Nonparametric Analyses of Log-Periodic Precursors to Financial Crashes

Science.gov (United States)

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.

Is the diurnal pattern sufficient to explain the intraday variation in volatility? A nonparametric assessment

DEFF Research Database (Denmark)

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...

Statistics and finance an introduction

CERN Document Server

Ruppert, David

2004-01-01

This textbook emphasizes the applications of statistics and probability to finance. Students are assumed to have had a prior course in statistics, but no background in finance or economics. The basics of probability and statistics are reviewed and more advanced topics in statistics, such as regression, ARMA and GARCH models, the bootstrap, and nonparametric regression using splines, are introduced as needed. The book covers the classical methods of finance such as portfolio theory, CAPM, and the Black-Scholes formula, and it introduces the somewhat newer area of behavioral finance. Applications and use of MATLAB and SAS software are stressed. The book will serve as a text in courses aimed at advanced undergraduates and masters students in statistics, engineering, and applied mathematics as well as quantitatively oriented MBA students. Those in the finance industry wishing to know more statistics could also use it for self-study. David Ruppert is the Andrew Schultz, Jr. Professor of Engineering, School of Oper...

A Monte Carlo Study of the Effect of Item Characteristic Curve Estimation on the Accuracy of Three Person-Fit Statistics

Science.gov (United States)

St-Onge, Christina; Valois, Pierre; Abdous, Belkacem; Germain, Stephane

2009-01-01

To date, there have been no studies comparing parametric and nonparametric Item Characteristic Curve (ICC) estimation methods on the effectiveness of Person-Fit Statistics (PFS). The primary aim of this study was to determine if the use of ICCs estimated by nonparametric methods would increase the accuracy of item response theory-based PFS for…

Nonparametric Information Geometry: From Divergence Function to Referential-Representational Biduality on Statistical Manifolds

Directory of Open Access Journals (Sweden)

Jun Zhang

2013-12-01

Full Text Available Divergence functions are the non-symmetric “distance” on the manifold, Μθ, of parametric probability density functions over a measure space, (Χ,μ. Classical information geometry prescribes, on Μθ: (i a Riemannian metric given by the Fisher information; (ii a pair of dual connections (giving rise to the family of α-connections that preserve the metric under parallel transport by their joint actions; and (iii a family of divergence functions ( α-divergence defined on Μθ x Μθ, which induce the metric and the dual connections. Here, we construct an extension of this differential geometric structure from Μθ (that of parametric probability density functions to the manifold, Μ, of non-parametric functions on X, removing the positivity and normalization constraints. The generalized Fisher information and α-connections on M are induced by an α-parameterized family of divergence functions, reflecting the fundamental convex inequality associated with any smooth and strictly convex function. The infinite-dimensional manifold, M, has zero curvature for all these α-connections; hence, the generally non-zero curvature of M can be interpreted as arising from an embedding of Μθ into Μ. Furthermore, when a parametric model (after a monotonic scaling forms an affine submanifold, its natural and expectation parameters form biorthogonal coordinates, and such a submanifold is dually flat for α = ± 1, generalizing the results of Amari’s α-embedding. The present analysis illuminates two different types of duality in information geometry, one concerning the referential status of a point (measurable function expressed in the divergence function (“referential duality” and the other concerning its representation under an arbitrary monotone scaling (“representational duality”.

Appraisal of within- and between-laboratory reproducibility of non-radioisotopic local lymph node assay using flow cytometry, LLNA:BrdU-FCM: comparison of OECD TG429 performance standard and statistical evaluation.

Science.gov (United States)

Yang, Hyeri; Na, Jihye; Jang, Won-Hee; Jung, Mi-Sook; Jeon, Jun-Young; Heo, Yong; Yeo, Kyung-Wook; Jo, Ji-Hoon; Lim, Kyung-Min; Bae, SeungJin

2015-05-05

Mouse local lymph node assay (LLNA, OECD TG429) is an alternative test replacing conventional guinea pig tests (OECD TG406) for the skin sensitization test but the use of a radioisotopic agent, (3)H-thymidine, deters its active dissemination. New non-radioisotopic LLNA, LLNA:BrdU-FCM employs a non-radioisotopic analog, 5-bromo-2'-deoxyuridine (BrdU) and flow cytometry. For an analogous method, OECD TG429 performance standard (PS) advises that two reference compounds be tested repeatedly and ECt(threshold) values obtained must fall within acceptable ranges to prove within- and between-laboratory reproducibility. However, this criteria is somewhat arbitrary and sample size of ECt is less than 5, raising concerns about insufficient reliability. Here, we explored various statistical methods to evaluate the reproducibility of LLNA:BrdU-FCM with stimulation index (SI), the raw data for ECt calculation, produced from 3 laboratories. Descriptive statistics along with graphical representation of SI was presented. For inferential statistics, parametric and non-parametric methods were applied to test the reproducibility of SI of a concurrent positive control and the robustness of results were investigated. Descriptive statistics and graphical representation of SI alone could illustrate the within- and between-laboratory reproducibility. Inferential statistics employing parametric and nonparametric methods drew similar conclusion. While all labs passed within- and between-laboratory reproducibility criteria given by OECD TG429 PS based on ECt values, statistical evaluation based on SI values showed that only two labs succeeded in achieving within-laboratory reproducibility. For those two labs that satisfied the within-lab reproducibility, between-laboratory reproducibility could be also attained based on inferential as well as descriptive statistics. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices

OpenAIRE

Hiroyuki Kasahara; Katsumi Shimotsu

2006-01-01

In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component distributions in finite mixture models of dynamic discrete choices. We derive sufficient conditions for nonparametric identification for various finite mixture models of dynamic discrete choices used in appli...

Non-parametric smoothing of experimental data

International Nuclear Information System (INIS)

Kuketayev, A.T.; Pen'kov, F.M.

2007-01-01

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

Statistical Analysis of Data for Timber Strengths

DEFF Research Database (Denmark)

Sørensen, John Dalsgaard

2003-01-01

Statistical analyses are performed for material strength parameters from a large number of specimens of structural timber. Non-parametric statistical analysis and fits have been investigated for the following distribution types: Normal, Lognormal, 2 parameter Weibull and 3-parameter Weibull...... fits to the data available, especially if tail fits are used whereas the Log Normal distribution generally gives a poor fit and larger coefficients of variation, especially if tail fits are used. The implications on the reliability level of typical structural elements and on partial safety factors...... for timber are investigated....

Ensuring Positiveness of the Scaled Difference Chi-square Test Statistic.

Science.gov (United States)

Satorra, Albert; Bentler, Peter M

2010-06-01

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.

New applications of statistical tools in plant pathology.

Science.gov (United States)

Garrett, K A; Madden, L V; Hughes, G; Pfender, W F

2004-09-01

ABSTRACT The series of papers introduced by this one address a range of statistical applications in plant pathology, including survival analysis, nonparametric analysis of disease associations, multivariate analyses, neural networks, meta-analysis, and Bayesian statistics. Here we present an overview of additional applications of statistics in plant pathology. An analysis of variance based on the assumption of normally distributed responses with equal variances has been a standard approach in biology for decades. Advances in statistical theory and computation now make it convenient to appropriately deal with discrete responses using generalized linear models, with adjustments for overdispersion as needed. New nonparametric approaches are available for analysis of ordinal data such as disease ratings. Many experiments require the use of models with fixed and random effects for data analysis. New or expanded computing packages, such as SAS PROC MIXED, coupled with extensive advances in statistical theory, allow for appropriate analyses of normally distributed data using linear mixed models, and discrete data with generalized linear mixed models. Decision theory offers a framework in plant pathology for contexts such as the decision about whether to apply or withhold a treatment. Model selection can be performed using Akaike's information criterion. Plant pathologists studying pathogens at the population level have traditionally been the main consumers of statistical approaches in plant pathology, but new technologies such as microarrays supply estimates of gene expression for thousands of genes simultaneously and present challenges for statistical analysis. Applications to the study of the landscape of the field and of the genome share the risk of pseudoreplication, the problem of determining the appropriate scale of the experimental unit and of obtaining sufficient replication at that scale.

A parametric interpretation of Bayesian Nonparametric Inference from Gene Genealogies: Linking ecological, population genetics and evolutionary processes.

Science.gov (United States)

Ponciano, José Miguel

2017-11-22

Using a nonparametric Bayesian approach Palacios and Minin (2013) dramatically improved the accuracy, precision of Bayesian inference of population size trajectories from gene genealogies. These authors proposed an extension of a Gaussian Process (GP) nonparametric inferential method for the intensity function of non-homogeneous Poisson processes. They found that not only the statistical properties of the estimators were improved with their method, but also, that key aspects of the demographic histories were recovered. The authors' work represents the first Bayesian nonparametric solution to this inferential problem because they specify a convenient prior belief without a particular functional form on the population trajectory. Their approach works so well and provides such a profound understanding of the biological process, that the question arises as to how truly "biology-free" their approach really is. Using well-known concepts of stochastic population dynamics, here I demonstrate that in fact, Palacios and Minin's GP model can be cast as a parametric population growth model with density dependence and environmental stochasticity. Making this link between population genetics and stochastic population dynamics modeling provides novel insights into eliciting biologically meaningful priors for the trajectory of the effective population size. The results presented here also bring novel understanding of GP as models for the evolution of a trait. Thus, the ecological principles foundation of Palacios and Minin (2013)'s prior adds to the conceptual and scientific value of these authors' inferential approach. I conclude this note by listing a series of insights brought about by this connection with Ecology. Copyright © 2017 The Author. Published by Elsevier Inc. All rights reserved.

Longitudinal data analysis a handbook of modern statistical methods

CERN Document Server

Fitzmaurice, Garrett; Verbeke, Geert; Molenberghs, Geert

2008-01-01

Although many books currently available describe statistical models and methods for analyzing longitudinal data, they do not highlight connections between various research threads in the statistical literature. Responding to this void, Longitudinal Data Analysis provides a clear, comprehensive, and unified overview of state-of-the-art theory and applications. It also focuses on the assorted challenges that arise in analyzing longitudinal data. After discussing historical aspects, leading researchers explore four broad themes: parametric modeling, nonparametric and semiparametric methods, joint

Statistical tests for person misfit in computerized adaptive testing

NARCIS (Netherlands)

Glas, Cornelis A.W.; Meijer, R.R.; van Krimpen-Stoop, Edith

1998-01-01

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

Assessing T cell clonal size distribution: a non-parametric approach.

Directory of Open Access Journals (Sweden)

Olesya V Bolkhovskaya

Full Text Available Clonal structure of the human peripheral T-cell repertoire is shaped by a number of homeostatic mechanisms, including antigen presentation, cytokine and cell regulation. Its accurate tuning leads to a remarkable ability to combat pathogens in all their variety, while systemic failures may lead to severe consequences like autoimmune diseases. Here we develop and make use of a non-parametric statistical approach to assess T cell clonal size distributions from recent next generation sequencing data. For 41 healthy individuals and a patient with ankylosing spondylitis, who undergone treatment, we invariably find power law scaling over several decades and for the first time calculate quantitatively meaningful values of decay exponent. It has proved to be much the same among healthy donors, significantly different for an autoimmune patient before the therapy, and converging towards a typical value afterwards. We discuss implications of the findings for theoretical understanding and mathematical modeling of adaptive immunity.

[Clinical research IV. Relevancy of the statistical test chosen].

Science.gov (United States)

Talavera, Juan O; Rivas-Ruiz, Rodolfo

2011-01-01

When we look at the difference between two therapies or the association of a risk factor or prognostic indicator with its outcome, we need to evaluate the accuracy of the result. This assessment is based on a judgment that uses information about the study design and statistical management of the information. This paper specifically mentions the relevance of the statistical test selected. Statistical tests are chosen mainly from two characteristics: the objective of the study and type of variables. The objective can be divided into three test groups: a) those in which you want to show differences between groups or inside a group before and after a maneuver, b) those that seek to show the relationship (correlation) between variables, and c) those that aim to predict an outcome. The types of variables are divided in two: quantitative (continuous and discontinuous) and qualitative (ordinal and dichotomous). For example, if we seek to demonstrate differences in age (quantitative variable) among patients with systemic lupus erythematosus (SLE) with and without neurological disease (two groups), the appropriate test is the "Student t test for independent samples." But if the comparison is about the frequency of females (binomial variable), then the appropriate statistical test is the χ(2).

Investigation of MLE in nonparametric estimation methods of reliability function

International Nuclear Information System (INIS)

Ahn, Kwang Won; Kim, Yoon Ik; Chung, Chang Hyun; Kim, Kil Yoo

2001-01-01

There have been lots of trials to estimate a reliability function. In the ESReDA 20 th seminar, a new method in nonparametric way was proposed. The major point of that paper is how to use censored data efficiently. Generally there are three kinds of approach to estimate a reliability function in nonparametric way, i.e., Reduced Sample Method, Actuarial Method and Product-Limit (PL) Method. The above three methods have some limits. So we suggest an advanced method that reflects censored information more efficiently. In many instances there will be a unique maximum likelihood estimator (MLE) of an unknown parameter, and often it may be obtained by the process of differentiation. It is well known that the three methods generally used to estimate a reliability function in nonparametric way have maximum likelihood estimators that are uniquely exist. So, MLE of the new method is derived in this study. The procedure to calculate a MLE is similar just like that of PL-estimator. The difference of the two is that in the new method, the mass (or weight) of each has an influence of the others but the mass in PL-estimator not

Statistical analysis and planning of multihundred-watt impact tests

International Nuclear Information System (INIS)

Martz, H.F. Jr.; Waterman, M.S.

1977-10-01

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

EPA/NMED/LANL 1998 water quality results: Statistical analysis and comparison to regulatory standards

International Nuclear Information System (INIS)

Gallaher, B.; Mercier, T.; Black, P.; Mullen, K.

2000-01-01

Four governmental agencies conducted a round of groundwater, surface water, and spring water sampling at the Los Alamos National Laboratory during 1998. Samples were split among the four parties and sent to independent analytical laboratories. Results from three of the agencies were available for this study. Comparisons of analytical results that were paired by location and date were made between the various analytical laboratories. The results for over 50 split samples analyzed for inorganic chemicals, metals, and radionuclides were compared. Statistical analyses included non-parametric (sign test and signed-ranks test) and parametric (paired t-test and linear regression) methods. The data pairs were tested for statistically significant differences, defined by an observed significance level, or p-value, less than 0.05. The main conclusion is that the laboratories' performances are similar across most of the analytes that were measured. In some 95% of the laboratory measurements there was agreement on whether contaminant levels exceeded regulatory limits. The most significant differences in performance were noted for the radioactive suite, particularly for gross alpha particle activity and Sr-90

Nonparametric estimation for censored mixture data with application to the Cooperative Huntington's Observational Research Trial.

Science.gov (United States)

Wang, Yuanjia; Garcia, Tanya P; Ma, Yanyuan

2012-01-01

This work presents methods for estimating genotype-specific distributions from genetic epidemiology studies where the event times are subject to right censoring, the genotypes are not directly observed, and the data arise from a mixture of scientifically meaningful subpopulations. Examples of such studies include kin-cohort studies and quantitative trait locus (QTL) studies. Current methods for analyzing censored mixture data include two types of nonparametric maximum likelihood estimators (NPMLEs) which do not make parametric assumptions on the genotype-specific density functions. Although both NPMLEs are commonly used, we show that one is inefficient and the other inconsistent. To overcome these deficiencies, we propose three classes of consistent nonparametric estimators which do not assume parametric density models and are easy to implement. They are based on the inverse probability weighting (IPW), augmented IPW (AIPW), and nonparametric imputation (IMP). The AIPW achieves the efficiency bound without additional modeling assumptions. Extensive simulation experiments demonstrate satisfactory performance of these estimators even when the data are heavily censored. We apply these estimators to the Cooperative Huntington's Observational Research Trial (COHORT), and provide age-specific estimates of the effect of mutation in the Huntington gene on mortality using a sample of family members. The close approximation of the estimated non-carrier survival rates to that of the U.S. population indicates small ascertainment bias in the COHORT family sample. Our analyses underscore an elevated risk of death in Huntington gene mutation carriers compared to non-carriers for a wide age range, and suggest that the mutation equally affects survival rates in both genders. The estimated survival rates are useful in genetic counseling for providing guidelines on interpreting the risk of death associated with a positive genetic testing, and in facilitating future subjects at risk

The nonparametric bootstrap for the current status model

NARCIS (Netherlands)

Groeneboom, P.; Hendrickx, K.

2017-01-01

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

Statistical tests to compare motif count exceptionalities

Directory of Open Access Journals (Sweden)

Vandewalle Vincent

2007-03-01

Full Text Available Abstract Background Finding over- or under-represented motifs in biological sequences is now a common task in genomics. Thanks to p-value calculation for motif counts, exceptional motifs are identified and represent candidate functional motifs. The present work addresses the related question of comparing the exceptionality of one motif in two different sequences. Just comparing the motif count p-values in each sequence is indeed not sufficient to decide if this motif is significantly more exceptional in one sequence compared to the other one. A statistical test is required. Results We develop and analyze two statistical tests, an exact binomial one and an asymptotic likelihood ratio test, to decide whether the exceptionality of a given motif is equivalent or significantly different in two sequences of interest. For that purpose, motif occurrences are modeled by Poisson processes, with a special care for overlapping motifs. Both tests can take the sequence compositions into account. As an illustration, we compare the octamer exceptionalities in the Escherichia coli K-12 backbone versus variable strain-specific loops. Conclusion The exact binomial test is particularly adapted for small counts. For large counts, we advise to use the likelihood ratio test which is asymptotic but strongly correlated with the exact binomial test and very simple to use.

Testing the statistical compatibility of independent data sets

International Nuclear Information System (INIS)

Maltoni, M.; Schwetz, T.

2003-01-01

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

Some statistical issues important to future developments in human radiation research

International Nuclear Information System (INIS)

Vaeth, Michael

1991-01-01

Using his two years experience at the Radiation Effects Research Foundation at Hiroshima, the author tries to outline some of the areas of statistics where methodologies relevant to the future developments in human radiation research are likely to be found. Problems related to statistical analysis of existing data are discussed, together with methodological developments in non-parametric and semi-parametric regression modelling, and interpretation and presentation of results. (Author)

Non-parametric early seizure detection in an animal model of temporal lobe epilepsy

Science.gov (United States)

Talathi, Sachin S.; Hwang, Dong-Uk; Spano, Mark L.; Simonotto, Jennifer; Furman, Michael D.; Myers, Stephen M.; Winters, Jason T.; Ditto, William L.; Carney, Paul R.

2008-03-01

The performance of five non-parametric, univariate seizure detection schemes (embedding delay, Hurst scale, wavelet scale, nonlinear autocorrelation and variance energy) were evaluated as a function of the sampling rate of EEG recordings, the electrode types used for EEG acquisition, and the spatial location of the EEG electrodes in order to determine the applicability of the measures in real-time closed-loop seizure intervention. The criteria chosen for evaluating the performance were high statistical robustness (as determined through the sensitivity and the specificity of a given measure in detecting a seizure) and the lag in seizure detection with respect to the seizure onset time (as determined by visual inspection of the EEG signal by a trained epileptologist). An optimality index was designed to evaluate the overall performance of each measure. For the EEG data recorded with microwire electrode array at a sampling rate of 12 kHz, the wavelet scale measure exhibited better overall performance in terms of its ability to detect a seizure with high optimality index value and high statistics in terms of sensitivity and specificity.

Nonparametric evaluation of quantitative traits in population-based association studies when the genetic model is unknown.

Science.gov (United States)

Konietschke, Frank; Libiger, Ondrej; Hothorn, Ludwig A

2012-01-01

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

Parametric, nonparametric and parametric modelling of a chaotic circuit time series

Science.gov (United States)

Timmer, J.; Rust, H.; Horbelt, W.; Voss, H. U.

2000-09-01

The determination of a differential equation underlying a measured time series is a frequently arising task in nonlinear time series analysis. In the validation of a proposed model one often faces the dilemma that it is hard to decide whether possible discrepancies between the time series and model output are caused by an inappropriate model or by bad estimates of parameters in a correct type of model, or both. We propose a combination of parametric modelling based on Bock's multiple shooting algorithm and nonparametric modelling based on optimal transformations as a strategy to test proposed models and if rejected suggest and test new ones. We exemplify this strategy on an experimental time series from a chaotic circuit where we obtain an extremely accurate reconstruction of the observed attractor.

HOW TO SELECT APPROPRIATE STATISTICAL TEST IN SCIENTIFIC ARTICLES

Directory of Open Access Journals (Sweden)

Vladimir TRAJKOVSKI

2016-09-01

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.

Nonparametric Regression Estimation for Multivariate Null Recurrent Processes

Directory of Open Access Journals (Sweden)

Biqing Cai

2015-04-01

Full Text Available This paper discusses nonparametric kernel regression with the regressor being a \\(d\\-dimensional \\(\\beta\\-null recurrent process in presence of conditional heteroscedasticity. We show that the mean function estimator is consistent with convergence rate \\(\\sqrt{n(Th^{d}}\\, where \\(n(T\\ is the number of regenerations for a \\(\\beta\\-null recurrent process and the limiting distribution (with proper normalization is normal. Furthermore, we show that the two-step estimator for the volatility function is consistent. The finite sample performance of the estimate is quite reasonable when the leave-one-out cross validation method is used for bandwidth selection. We apply the proposed method to study the relationship of Federal funds rate with 3-month and 5-year T-bill rates and discover the existence of nonlinearity of the relationship. Furthermore, the in-sample and out-of-sample performance of the nonparametric model is far better than the linear model.

A Bayesian nonparametric estimation of distributions and quantiles

International Nuclear Information System (INIS)

Poern, K.

1988-11-01

The report describes a Bayesian, nonparametric method for the estimation of a distribution function and its quantiles. The method, presupposing random sampling, is nonparametric, so the user has to specify a prior distribution on a space of distributions (and not on a parameter space). In the current application, where the method is used to estimate the uncertainty of a parametric calculational model, the Dirichlet prior distribution is to a large extent determined by the first batch of Monte Carlo-realizations. In this case the results of the estimation technique is very similar to the conventional empirical distribution function. The resulting posterior distribution is also Dirichlet, and thus facilitates the determination of probability (confidence) intervals at any given point in the space of interest. Another advantage is that also the posterior distribution of a specified quantitle can be derived and utilized to determine a probability interval for that quantile. The method was devised for use in the PROPER code package for uncertainty and sensitivity analysis. (orig.)

Monte Carlo testing in spatial statistics, with applications to spatial residuals

DEFF Research Database (Denmark)

Mrkvička, Tomáš; Soubeyrand, Samuel; Myllymäki, Mari

2016-01-01

This paper reviews recent advances made in testing in spatial statistics and discussed at the Spatial Statistics conference in Avignon 2015. The rank and directional quantile envelope tests are discussed and practical rules for their use are provided. These tests are global envelope tests...... with an 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...

Kolmogorov complexity, pseudorandom generators and statistical models testing

Czech Academy of Sciences Publication Activity Database

Šindelář, Jan; Boček, Pavel

2002-01-01

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

statistical tests for frequency distribution of mean gravity anomalies

African Journals Online (AJOL)

ES Obe

1980-03-01

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 ...

Autonomic Differentiation Map: A Novel Statistical Tool for Interpretation of Heart Rate Variability

Directory of Open Access Journals (Sweden)

Daniela Lucini

2018-04-01

Full Text Available In spite of the large body of evidence suggesting Heart Rate Variability (HRV alone or combined with blood pressure variability (providing an estimate of baroreflex gain as a useful technique to assess the autonomic regulation of the cardiovascular system, there is still an ongoing debate about methodology, interpretation, and clinical applications. In the present investigation, we hypothesize that non-parametric and multivariate exploratory statistical manipulation of HRV data could provide a novel informational tool useful to differentiate normal controls from clinical groups, such as athletes, or subjects affected by obesity, hypertension, or stress. With a data-driven protocol in 1,352 ambulant subjects, we compute HRV and baroreflex indices from short-term data series as proxies of autonomic (ANS regulation. We apply a three-step statistical procedure, by first removing age and gender effects. Subsequently, by factor analysis, we extract four ANS latent domains that detain the large majority of information (86.94%, subdivided in oscillatory (40.84%, amplitude (18.04%, pressure (16.48%, and pulse domains (11.58%. Finally, we test the overall capacity to differentiate clinical groups vs. control. To give more practical value and improve readability, statistical results concerning individual discriminant ANS proxies and ANS differentiation profiles are displayed through peculiar graphical tools, i.e., significance diagram and ANS differentiation map, respectively. This approach, which simultaneously uses all available information about the system, shows what domains make up the difference in ANS discrimination. e.g., athletes differ from controls in all domains, but with a graded strength: maximal in the (normalized oscillatory and in the pulse domains, slightly less in the pressure domain and minimal in the amplitude domain. The application of multiple (non-parametric and exploratory statistical and graphical tools to ANS proxies defines

Understanding the Sampling Distribution and Its Use in Testing Statistical Significance.

Science.gov (United States)

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…

A weighted generalized score statistic for comparison of predictive values of diagnostic tests.

Science.gov (United States)

Kosinski, Andrzej S

2013-03-15

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.

Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure

DEFF Research Database (Denmark)

Effraimidis, Georgios; Dahl, Christian Møller

In this paper, we develop a fully nonparametric approach for the estimation of the cumulative incidence function with Missing At Random right-censored competing risks data. We obtain results on the pointwise asymptotic normality as well as the uniform convergence rate of the proposed nonparametric...

Statistical modelling approach to derive quantitative nanowastes classification index; estimation of nanomaterials exposure

CSIR Research Space (South Africa)

Ntaka, L

2013-08-01

Full Text Available . In this work, statistical inference approach specifically the non-parametric bootstrapping and linear model were applied. Data used to develop the model were sourced from the literature. 104 data points with information on aggregation, natural organic matter...

Normal Approximations to the Distributions of the Wilcoxon Statistics: Accurate to What "N"? Graphical Insights

Science.gov (United States)

Bellera, Carine A.; Julien, Marilyse; Hanley, James A.

2010-01-01

The Wilcoxon statistics are usually taught as nonparametric alternatives for the 1- and 2-sample Student-"t" statistics in situations where the data appear to arise from non-normal distributions, or where sample sizes are so small that we cannot check whether they do. In the past, critical values, based on exact tail areas, were…

Statistical inferences for bearings life using sudden death test

Directory of Open Access Journals (Sweden)

Morariu Cristin-Olimpiu

2017-01-01

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.

Bayesian Non-Parametric Mixtures of GARCH(1,1 Models

Directory of Open Access Journals (Sweden)

John W. Lau

2012-01-01

Full Text Available Traditional GARCH models describe volatility levels that evolve smoothly over time, generated by a single GARCH regime. However, nonstationary time series data may exhibit abrupt changes in volatility, suggesting changes in the underlying GARCH regimes. Further, the number and times of regime changes are not always obvious. This article outlines a nonparametric mixture of GARCH models that is able to estimate the number and time of volatility regime changes by mixing over the Poisson-Kingman process. The process is a generalisation of the Dirichlet process typically used in nonparametric models for time-dependent data provides a richer clustering structure, and its application to time series data is novel. Inference is Bayesian, and a Markov chain Monte Carlo algorithm to explore the posterior distribution is described. The methodology is illustrated on the Standard and Poor's 500 financial index.

Weak Disposability in Nonparametric Production Analysis with Undesirable Outputs

NARCIS (Netherlands)

Kuosmanen, T.K.

2005-01-01

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.

Selecting the most appropriate inferential statistical test for your quantitative research study.

Science.gov (United States)

Bettany-Saltikov, Josette; Whittaker, Victoria Jane

2014-06-01

To discuss the issues and processes relating to the selection of the most appropriate statistical test. A review of the basic research concepts together with a number of clinical scenarios is used to illustrate this. Quantitative nursing research generally features the use of empirical data which necessitates the selection of both descriptive and statistical tests. Different types of research questions can be answered by different types of research designs, which in turn need to be matched to a specific statistical test(s). Discursive paper. This paper discusses the issues relating to the selection of the most appropriate statistical test and makes some recommendations as to how these might be dealt with. When conducting empirical quantitative studies, a number of key issues need to be considered. Considerations for selecting the most appropriate statistical tests are discussed and flow charts provided to facilitate this process. When nursing clinicians and researchers conduct quantitative research studies, it is crucial that the most appropriate statistical test is selected to enable valid conclusions to be made. © 2013 John Wiley & Sons Ltd.

Testing the Difference of Correlated Agreement Coefficients for Statistical Significance

Science.gov (United States)

Gwet, Kilem L.

2016-01-01

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…

Nonparametric estimation for censored mixture data with application to the Cooperative Huntington’s Observational Research Trial

Science.gov (United States)

Wang, Yuanjia; Garcia, Tanya P.; Ma, Yanyuan

2012-01-01

This work presents methods for estimating genotype-specific distributions from genetic epidemiology studies where the event times are subject to right censoring, the genotypes are not directly observed, and the data arise from a mixture of scientifically meaningful subpopulations. Examples of such studies include kin-cohort studies and quantitative trait locus (QTL) studies. Current methods for analyzing censored mixture data include two types of nonparametric maximum likelihood estimators (NPMLEs) which do not make parametric assumptions on the genotype-specific density functions. Although both NPMLEs are commonly used, we show that one is inefficient and the other inconsistent. To overcome these deficiencies, we propose three classes of consistent nonparametric estimators which do not assume parametric density models and are easy to implement. They are based on the inverse probability weighting (IPW), augmented IPW (AIPW), and nonparametric imputation (IMP). The AIPW achieves the efficiency bound without additional modeling assumptions. Extensive simulation experiments demonstrate satisfactory performance of these estimators even when the data are heavily censored. We apply these estimators to the Cooperative Huntington’s Observational Research Trial (COHORT), and provide age-specific estimates of the effect of mutation in the Huntington gene on mortality using a sample of family members. The close approximation of the estimated non-carrier survival rates to that of the U.S. population indicates small ascertainment bias in the COHORT family sample. Our analyses underscore an elevated risk of death in Huntington gene mutation carriers compared to non-carriers for a wide age range, and suggest that the mutation equally affects survival rates in both genders. The estimated survival rates are useful in genetic counseling for providing guidelines on interpreting the risk of death associated with a positive genetic testing, and in facilitating future subjects at risk

Statistical Estimation of Heterogeneities: A New Frontier in Well Testing

Science.gov (United States)

Neuman, S. P.; Guadagnini, A.; Illman, W. A.; Riva, M.; Vesselinov, V. V.

2001-12-01

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.

Statistical learning from a regression perspective

CERN Document Server

Berk, Richard A

2016-01-01

This textbook considers statistical learning applications when interest centers on the conditional distribution of the response variable, given a set of predictors, and when it is important to characterize how the predictors are related to the response. As a first approximation, this can be seen as an extension of nonparametric regression. This fully revised new edition includes important developments over the past 8 years. Consistent with modern data analytics, it emphasizes that a proper statistical learning data analysis derives from sound data collection, intelligent data management, appropriate statistical procedures, and an accessible interpretation of results. A continued emphasis on the implications for practice runs through the text. Among the statistical learning procedures examined are bagging, random forests, boosting, support vector machines and neural networks. Response variables may be quantitative or categorical. As in the first edition, a unifying theme is supervised learning that can be trea...

The Galker test of speech reception in noise

DEFF Research Database (Denmark)

Lauritsen, Maj-Britt Glenn; Söderström, Margareta; Kreiner, Svend

2016-01-01

PURPOSE: We tested "the Galker test", a speech reception in noise test developed for primary care for Danish preschool children, to explore if the children's ability to hear and understand speech was associated with gender, age, middle ear status, and the level of background noise. METHODS......: The Galker test is a 35-item audio-visual, computerized word discrimination test in background noise. Included were 370 normally developed children attending day care center. The children were examined with the Galker test, tympanometry, audiometry, and the Reynell test of verbal comprehension. Parents...... and daycare teachers completed questionnaires on the children's ability to hear and understand speech. As most of the variables were not assessed using interval scales, non-parametric statistics (Goodman-Kruskal's gamma) were used for analyzing associations with the Galker test score. For comparisons...

Location tests for biomarker studies: a comparison using simulations for the two-sample case.

Science.gov (United States)

Scheinhardt, M O; Ziegler, A

2013-01-01

Gene, protein, or metabolite expression levels are often non-normally distributed, heavy tailed and contain outliers. Standard statistical approaches may fail as location tests in this situation. In three Monte-Carlo simulation studies, we aimed at comparing the type I error levels and empirical power of standard location tests and three adaptive tests [O'Gorman, Can J Stat 1997; 25: 269 -279; Keselman et al., Brit J Math Stat Psychol 2007; 60: 267- 293; Szymczak et al., Stat Med 2013; 32: 524 - 537] for a wide range of distributions. We simulated two-sample scenarios using the g-and-k-distribution family to systematically vary tail length and skewness with identical and varying variability between groups. All tests kept the type I error level when groups did not vary in their variability. The standard non-parametric U-test performed well in all simulated scenarios. It was outperformed by the two non-parametric adaptive methods in case of heavy tails or large skewness. Most tests did not keep the type I error level for skewed data in the case of heterogeneous variances. The standard U-test was a powerful and robust location test for most of the simulated scenarios except for very heavy tailed or heavy skewed data, and it is thus to be recommended except for these cases. The non-parametric adaptive tests were powerful for both normal and non-normal distributions under sample variance homogeneity. But when sample variances differed, they did not keep the type I error level. The parametric adaptive test lacks power for skewed and heavy tailed distributions.

A Third Moment Adjusted Test Statistic for Small Sample Factor Analysis.

Science.gov (United States)

Lin, Johnny; Bentler, Peter M

2012-01-01

Goodness of fit testing in factor analysis is based on the assumption that the test statistic is asymptotically chi-square; but this property may not hold in small samples even when the factors and errors are normally distributed in the population. Robust methods such as Browne's asymptotically distribution-free method and Satorra Bentler's mean scaling statistic were developed under the presumption of non-normality in the factors and errors. This paper finds new application to the case where factors and errors are normally distributed in the population but the skewness of the obtained test statistic is still high due to sampling error in the observed indicators. An extension of Satorra Bentler's statistic is proposed that not only scales the mean but also adjusts the degrees of freedom based on the skewness of the obtained test statistic in order to improve its robustness under small samples. A simple simulation study shows that this third moment adjusted statistic asymptotically performs on par with previously proposed methods, and at a very small sample size offers superior Type I error rates under a properly specified model. Data from Mardia, Kent and Bibby's study of students tested for their ability in five content areas that were either open or closed book were used to illustrate the real-world performance of this statistic.

Evaluating the statistical methodology of randomized trials on dentin hypersensitivity management.

Science.gov (United States)

Matranga, Domenica; Matera, Federico; Pizzo, Giuseppe

2017-12-27

The present study aimed to evaluate the characteristics and quality of statistical methodology used in clinical studies on dentin hypersensitivity management. An electronic search was performed for data published from 2009 to 2014 by using PubMed, Ovid/MEDLINE, and Cochrane Library databases. The primary search terms were used in combination. Eligibility criteria included randomized clinical trials that evaluated the efficacy of desensitizing agents in terms of reducing dentin hypersensitivity. A total of 40 studies were considered eligible for assessment of quality statistical methodology. The four main concerns identified were i) use of nonparametric tests in the presence of large samples, coupled with lack of information about normality and equality of variances of the response; ii) lack of P-value adjustment for multiple comparisons; iii) failure to account for interactions between treatment and follow-up time; and iv) no information about the number of teeth examined per patient and the consequent lack of cluster-specific approach in data analysis. Owing to these concerns, statistical methodology was judged as inappropriate in 77.1% of the 35 studies that used parametric methods. Additional studies with appropriate statistical analysis are required to obtain appropriate assessment of the efficacy of desensitizing agents.

A weighted U-statistic for genetic association analyses of sequencing data.

Science.gov (United States)

Wei, Changshuai; Li, Ming; He, Zihuai; Vsevolozhskaya, Olga; Schaid, Daniel J; Lu, Qing

2014-12-01

With advancements in next-generation sequencing technology, a massive amount of sequencing data is generated, which offers a great opportunity to comprehensively investigate the role of rare variants in the genetic etiology of complex diseases. Nevertheless, the high-dimensional sequencing data poses a great challenge for statistical analysis. The association analyses based on traditional statistical methods suffer substantial power loss because of the low frequency of genetic variants and the extremely high dimensionality of the data. We developed a Weighted U Sequencing test, referred to as WU-SEQ, for the high-dimensional association analysis of sequencing data. Based on a nonparametric U-statistic, WU-SEQ makes no assumption of the underlying disease model and phenotype distribution, and can be applied to a variety of phenotypes. Through simulation studies and an empirical study, we showed that WU-SEQ outperformed a commonly used sequence kernel association test (SKAT) method when the underlying assumptions were violated (e.g., the phenotype followed a heavy-tailed distribution). Even when the assumptions were satisfied, WU-SEQ still attained comparable performance to SKAT. Finally, we applied WU-SEQ to sequencing data from the Dallas Heart Study (DHS), and detected an association between ANGPTL 4 and very low density lipoprotein cholesterol. © 2014 WILEY PERIODICALS, INC.

688,112 statistical results : Content mining psychology articles for statistical test results

NARCIS (Netherlands)

Hartgerink, C.H.J.

2016-01-01

In this data deposit, I describe a dataset that is the result of content mining 167,318 published articles for statistical test results reported according to the standards prescribed by the American Psychological Association (APA). Articles published by the APA, Springer, Sage, and Taylor & Francis

EVALUATION OF A NEW MEAN SCALED AND MOMENT ADJUSTED TEST STATISTIC FOR SEM.

Science.gov (United States)

Tong, Xiaoxiao; Bentler, Peter M

2013-01-01

Recently a new mean scaled and skewness adjusted test statistic was developed for evaluating structural equation models in small samples and with potentially nonnormal data, but this statistic has received only limited evaluation. The performance of this statistic is compared to normal theory maximum likelihood and two well-known robust test statistics. A modification to the Satorra-Bentler scaled statistic is developed for the condition that sample size is smaller than degrees of freedom. The behavior of the four test statistics is evaluated with a Monte Carlo confirmatory factor analysis study that varies seven sample sizes and three distributional conditions obtained using Headrick's fifth-order transformation to nonnormality. The new statistic performs badly in most conditions except under the normal distribution. The goodness-of-fit χ(2) test based on maximum-likelihood estimation performed well under normal distributions as well as under a condition of asymptotic robustness. The Satorra-Bentler scaled test statistic performed best overall, while the mean scaled and variance adjusted test statistic outperformed the others at small and moderate sample sizes under certain distributional conditions.

Non-Parametric Analysis of Rating Transition and Default Data

DEFF Research Database (Denmark)

Fledelius, Peter; Lando, David; Perch Nielsen, Jens

2004-01-01

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...

Non-parametric analysis of production efficiency of poultry egg ...

African Journals Online (AJOL)

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 ...

A Nonparametric Bayesian Approach For Emission Tomography Reconstruction

International Nuclear Information System (INIS)

Barat, Eric; Dautremer, Thomas

2007-01-01

We introduce a PET reconstruction algorithm following a nonparametric Bayesian (NPB) approach. In contrast with Expectation Maximization (EM), the proposed technique does not rely on any space discretization. Namely, the activity distribution--normalized emission intensity of the spatial poisson process--is considered as a spatial probability density and observations are the projections of random emissions whose distribution has to be estimated. This approach is nonparametric in the sense that the quantity of interest belongs to the set of probability measures on R k (for reconstruction in k-dimensions) and it is Bayesian in the sense that we define a prior directly on this spatial measure. In this context, we propose to model the nonparametric probability density as an infinite mixture of multivariate normal distributions. As a prior for this mixture we consider a Dirichlet Process Mixture (DPM) with a Normal-Inverse Wishart (NIW) model as base distribution of the Dirichlet Process. As in EM-family reconstruction, we use a data augmentation scheme where the set of hidden variables are the emission locations for each observed line of response in the continuous object space. Thanks to the data augmentation, we propose a Markov Chain Monte Carlo (MCMC) algorithm (Gibbs sampler) which is able to generate draws from the posterior distribution of the spatial intensity. A difference with EM is that one step of the Gibbs sampler corresponds to the generation of emission locations while only the expected number of emissions per pixel/voxel is used in EM. Another key difference is that the estimated spatial intensity is a continuous function such that there is no need to compute a projection matrix. Finally, draws from the intensity posterior distribution allow the estimation of posterior functionnals like the variance or confidence intervals. Results are presented for simulated data based on a 2D brain phantom and compared to Bayesian MAP-EM

International Conference on Robust Rank-Based and Nonparametric Methods

CERN Document Server

McKean, Joseph

2016-01-01

The contributors to this volume include many of the distinguished researchers in this area. Many of these scholars have collaborated with Joseph McKean to develop underlying theory for these methods, obtain small sample corrections, and develop efficient algorithms for their computation. The papers cover the scope of the area, including robust nonparametric rank-based procedures through Bayesian and big data rank-based analyses. Areas of application include biostatistics and spatial areas. Over the last 30 years, robust rank-based and nonparametric methods have developed considerably. These procedures generalize traditional Wilcoxon-type methods for one- and two-sample location problems. Research into these procedures has culminated in complete analyses for many of the models used in practice including linear, generalized linear, mixed, and nonlinear models. Settings are both multivariate and univariate. With the development of R packages in these areas, computation of these procedures is easily shared with r...

Bayesian nonparametric dictionary learning for compressed sensing MRI.

Science.gov (United States)

Huang, Yue; Paisley, John; Lin, Qin; Ding, Xinghao; Fu, Xueyang; Zhang, Xiao-Ping

2014-12-01

We develop a Bayesian nonparametric model for reconstructing magnetic resonance images (MRIs) from highly undersampled k -space data. We perform dictionary learning as part of the image reconstruction process. To this end, we use the beta process as a nonparametric dictionary learning prior for representing an image patch as a sparse combination of dictionary elements. The size of the dictionary and patch-specific sparsity pattern are inferred from the data, in addition to other dictionary learning variables. Dictionary learning is performed directly on the compressed image, and so is tailored to the MRI being considered. In addition, we investigate a total variation penalty term in combination with the dictionary learning model, and show how the denoising property of dictionary learning removes dependence on regularization parameters in the noisy setting. We derive a stochastic optimization algorithm based on Markov chain Monte Carlo for the Bayesian model, and use the alternating direction method of multipliers for efficiently performing total variation minimization. We present empirical results on several MRI, which show that the proposed regularization framework can improve reconstruction accuracy over other methods.

An appraisal of statistical procedures used in derivation of reference intervals.

Science.gov (United States)

Ichihara, Kiyoshi; Boyd, James C

2010-11-01

When conducting studies to derive reference intervals (RIs), various statistical procedures are commonly applied at each step, from the planning stages to final computation of RIs. Determination of the necessary sample size is an important consideration, and evaluation of at least 400 individuals in each subgroup has been recommended to establish reliable common RIs in multicenter studies. Multiple regression analysis allows identification of the most important factors contributing to variation in test results, while accounting for possible confounding relationships among these factors. Of the various approaches proposed for judging the necessity of partitioning reference values, nested analysis of variance (ANOVA) is the likely method of choice owing to its ability to handle multiple groups and being able to adjust for multiple factors. Box-Cox power transformation often has been used to transform data to a Gaussian distribution for parametric computation of RIs. However, this transformation occasionally fails. Therefore, the non-parametric method based on determination of the 2.5 and 97.5 percentiles following sorting of the data, has been recommended for general use. The performance of the Box-Cox transformation can be improved by introducing an additional parameter representing the origin of transformation. In simulations, the confidence intervals (CIs) of reference limits (RLs) calculated by the parametric method were narrower than those calculated by the non-parametric approach. However, the margin of difference was rather small owing to additional variability in parametrically-determined RLs introduced by estimation of parameters for the Box-Cox transformation. The parametric calculation method may have an advantage over the non-parametric method in allowing identification and exclusion of extreme values during RI computation.

CUSUM-based person-fit statistics for adaptive testing

NARCIS (Netherlands)

van Krimpen-Stoop, Edith; Meijer, R.R.

2001-01-01

Item scores that do not fit an assumed item response theory model may cause the latent trait value to be inaccurately estimated. Several person-fit statistics for detecting nonfitting score patterns for paper-and-pencil tests have been proposed. In the context of computerized adaptive tests (CAT),

CUSUM-based person-fit statistics for adaptive testing

NARCIS (Netherlands)

van Krimpen-Stoop, Edith; Meijer, R.R.

1999-01-01

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),

Statistical test of anarchy

International Nuclear Information System (INIS)

Gouvea, Andre de; Murayama, Hitoshi

2003-01-01

'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

Corrections of the NIST Statistical Test Suite for Randomness

OpenAIRE

Kim, Song-Ju; Umeno, Ken; Hasegawa, Akio

2004-01-01

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.

The choice of statistical methods for comparisons of dosimetric data in radiotherapy.

Science.gov (United States)

Chaikh, Abdulhamid; Giraud, Jean-Yves; Perrin, Emmanuel; Bresciani, Jean-Pierre; Balosso, Jacques

2014-09-18

Novel irradiation techniques are continuously introduced in radiotherapy to optimize the accuracy, the security and the clinical outcome of treatments. These changes could raise the question of discontinuity in dosimetric presentation and the subsequent need for practice adjustments in case of significant modifications. This study proposes a comprehensive approach to compare different techniques and tests whether their respective dose calculation algorithms give rise to statistically significant differences in the treatment doses for the patient. Statistical investigation principles are presented in the framework of a clinical example based on 62 fields of radiotherapy for lung cancer. The delivered doses in monitor units were calculated using three different dose calculation methods: the reference method accounts the dose without tissues density corrections using Pencil Beam Convolution (PBC) algorithm, whereas new methods calculate the dose with tissues density correction for 1D and 3D using Modified Batho (MB) method and Equivalent Tissue air ratio (ETAR) method, respectively. The normality of the data and the homogeneity of variance between groups were tested using Shapiro-Wilks and Levene test, respectively, then non-parametric statistical tests were performed. Specifically, the dose means estimated by the different calculation methods were compared using Friedman's test and Wilcoxon signed-rank test. In addition, the correlation between the doses calculated by the three methods was assessed using Spearman's rank and Kendall's rank tests. The Friedman's test showed a significant effect on the calculation method for the delivered dose of lung cancer patients (p Wilcoxon signed-rank test of paired comparisons indicated that the delivered dose was significantly reduced using density-corrected methods as compared to the reference method. Spearman's and Kendall's rank tests indicated a positive correlation between the doses calculated with the different methods

Functional summary statistics for the Johnson-Mehl model

DEFF Research Database (Denmark)

Møller, Jesper; Ghorbani, Mohammad

The Johnson-Mehl germination-growth model is a spatio-temporal point process model which among other things have been used for the description of neurotransmitters datasets. However, for such datasets parametric Johnson-Mehl models fitted by maximum likelihood have yet not been evaluated by means...... of functional summary statistics. This paper therefore invents four functional summary statistics adapted to the Johnson-Mehl model, with two of them based on the second-order properties and the other two on the nuclei-boundary distances for the associated Johnson-Mehl tessellation. The functional summary...... statistics theoretical properties are investigated, non-parametric estimators are suggested, and their usefulness for model checking is examined in a simulation study. The functional summary statistics are also used for checking fitted parametric Johnson-Mehl models for a neurotransmitters dataset....

Statistical alignment: computational properties, homology testing and goodness-of-fit

DEFF Research Database (Denmark)

Hein, J; Wiuf, Carsten; Møller, Martin

2000-01-01

The model of insertions and deletions in biological sequences, first formulated by Thorne, Kishino, and Felsenstein in 1991 (the TKF91 model), provides a basis for performing alignment within a statistical framework. Here we investigate this model.Firstly, we show how to accelerate the statistical...... 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...

Seismic Signal Compression Using Nonparametric Bayesian Dictionary Learning via Clustering

Directory of Open Access Journals (Sweden)

Xin Tian

2017-06-01

Full Text Available We introduce a seismic signal compression method based on nonparametric Bayesian dictionary learning method via clustering. The seismic data is compressed patch by patch, and the dictionary is learned online. Clustering is introduced for dictionary learning. A set of dictionaries could be generated, and each dictionary is used for one cluster’s sparse coding. In this way, the signals in one cluster could be well represented by their corresponding dictionaries. A nonparametric Bayesian dictionary learning method is used to learn the dictionaries, which naturally infers an appropriate dictionary size for each cluster. A uniform quantizer and an adaptive arithmetic coding algorithm are adopted to code the sparse coefficients. With comparisons to other state-of-the art approaches, the effectiveness of the proposed method could be validated in the experiments.

Statistical treatment of fatigue test data

International Nuclear Information System (INIS)

Raske, D.T.

1980-01-01

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

Comparison of Parametric and Nonparametric Methods for Analyzing the Bias of a Numerical Model

Directory of Open Access Journals (Sweden)

Isaac Mugume

2016-01-01

Full Text Available Numerical models are presently applied in many fields for simulation and prediction, operation, or research. The output from these models normally has both systematic and random errors. The study compared January 2015 temperature data for Uganda as simulated using the Weather Research and Forecast model with actual observed station temperature data to analyze the bias using parametric (the root mean square error (RMSE, the mean absolute error (MAE, mean error (ME, skewness, and the bias easy estimate (BES and nonparametric (the sign test, STM methods. The RMSE normally overestimates the error compared to MAE. The RMSE and MAE are not sensitive to direction of bias. The ME gives both direction and magnitude of bias but can be distorted by extreme values while the BES is insensitive to extreme values. The STM is robust for giving the direction of bias; it is not sensitive to extreme values but it does not give the magnitude of bias. The graphical tools (such as time series and cumulative curves show the performance of the model with time. It is recommended to integrate parametric and nonparametric methods along with graphical methods for a comprehensive analysis of bias of a numerical model.

Tremor Detection Using Parametric and Non-Parametric Spectral Estimation Methods: A Comparison with Clinical Assessment

Science.gov (United States)

Martinez Manzanera, Octavio; Elting, Jan Willem; van der Hoeven, Johannes H.; Maurits, Natasha M.

2016-01-01

In the clinic, tremor is diagnosed during a time-limited process in which patients are observed and the characteristics of tremor are visually assessed. For some tremor disorders, a more detailed analysis of these characteristics is needed. Accelerometry and electromyography can be used to obtain a better insight into tremor. Typically, routine clinical assessment of accelerometry and electromyography data involves visual inspection by clinicians and occasionally computational analysis to obtain objective characteristics of tremor. However, for some tremor disorders these characteristics may be different during daily activity. This variability in presentation between the clinic and daily life makes a differential diagnosis more difficult. A long-term recording of tremor by accelerometry and/or electromyography in the home environment could help to give a better insight into the tremor disorder. However, an evaluation of such recordings using routine clinical standards would take too much time. We evaluated a range of techniques that automatically detect tremor segments in accelerometer data, as accelerometer data is more easily obtained in the home environment than electromyography data. Time can be saved if clinicians only have to evaluate the tremor characteristics of segments that have been automatically detected in longer daily activity recordings. We tested four non-parametric methods and five parametric methods on clinical accelerometer data from 14 patients with different tremor disorders. The consensus between two clinicians regarding the presence or absence of tremor on 3943 segments of accelerometer data was employed as reference. The nine methods were tested against this reference to identify their optimal parameters. Non-parametric methods generally performed better than parametric methods on our dataset when optimal parameters were used. However, one parametric method, employing the high frequency content of the tremor bandwidth under consideration

Decompounding random sums: A nonparametric approach

DEFF Research Database (Denmark)

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...

Nonparametric modeling of dynamic functional connectivity in fmri data

DEFF Research Database (Denmark)

Nielsen, Søren Føns Vind; Madsen, Kristoffer H.; Røge, Rasmus

2015-01-01

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...

Genomic outlier profile analysis: mixture models, null hypotheses, and nonparametric estimation.

Science.gov (United States)

Ghosh, Debashis; Chinnaiyan, Arul M

2009-01-01

In most analyses of large-scale genomic data sets, differential expression analysis is typically assessed by testing for differences in the mean of the distributions between 2 groups. A recent finding by Tomlins and others (2005) is of a different type of pattern of differential expression in which a fraction of samples in one group have overexpression relative to samples in the other group. In this work, we describe a general mixture model framework for the assessment of this type of expression, called outlier profile analysis. We start by considering the single-gene situation and establishing results on identifiability. We propose 2 nonparametric estimation procedures that have natural links to familiar multiple testing procedures. We then develop multivariate extensions of this methodology to handle genome-wide measurements. The proposed methodologies are compared using simulation studies as well as data from a prostate cancer gene expression study.

Generalized Correlation Coefficient for Non-Parametric Analysis of Microarray Time-Course Data.

Science.gov (United States)

Tan, Qihua; Thomassen, Mads; Burton, Mark; Mose, Kristian Fredløv; Andersen, Klaus Ejner; Hjelmborg, Jacob; Kruse, Torben

2017-06-06

Modeling complex time-course patterns is a challenging issue in microarray study due to complex gene expression patterns in response to the time-course experiment. We introduce the generalized correlation coefficient and propose a combinatory approach for detecting, testing and clustering the heterogeneous time-course gene expression patterns. Application of the method identified nonlinear time-course patterns in high agreement with parametric analysis. We conclude that the non-parametric nature in the generalized correlation analysis could be an useful and efficient tool for analyzing microarray time-course data and for exploring the complex relationships in the omics data for studying their association with disease and health.

Comparing statistical tests for detecting soil contamination greater than background

International Nuclear Information System (INIS)

Hardin, J.W.; Gilbert, R.O.

1993-12-01

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)

Testing jumps via false discovery rate control.

Science.gov (United States)

Yen, Yu-Min

2013-01-01

Many recently developed nonparametric jump tests can be viewed as multiple hypothesis testing problems. For such multiple hypothesis tests, it is well known that controlling type I error often makes a large proportion of erroneous rejections, and such situation becomes even worse when the jump occurrence is a rare event. To obtain more reliable results, we aim to control the false discovery rate (FDR), an efficient compound error measure for erroneous rejections in multiple testing problems. We perform the test via the Barndorff-Nielsen and Shephard (BNS) test statistic, and control the FDR with the Benjamini and Hochberg (BH) procedure. We provide asymptotic results for the FDR control. From simulations, we examine relevant theoretical results and demonstrate the advantages of controlling the FDR. The hybrid approach is then applied to empirical analysis on two benchmark stock indices with high frequency data.

Testing and qualification of confidence in statistical procedures

Energy Technology Data Exchange (ETDEWEB)

Serghiuta, D.; Tholammakkil, J.; Hammouda, N. [Canadian Nuclear Safety Commission (Canada); O' Hagan, A. [Sheffield Univ. (United Kingdom)

2014-07-01

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

Test for the statistical significance of differences between ROC curves

International Nuclear Information System (INIS)

Metz, C.E.; Kronman, H.B.

1979-01-01

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

Nonparametric Mixture of Regression Models.

Science.gov (United States)

Huang, Mian; Li, Runze; Wang, Shaoli

2013-07-01

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.

Analysis of Statistical Methods and Errors in the Articles Published in the Korean Journal of Pain

Science.gov (United States)

Yim, Kyoung Hoon; Han, Kyoung Ah; Park, Soo Young

2010-01-01

Background Statistical analysis is essential in regard to obtaining objective reliability for medical research. However, medical researchers do not have enough statistical knowledge to properly analyze their study data. To help understand and potentially alleviate this problem, we have analyzed the statistical methods and errors of articles published in the Korean Journal of Pain (KJP), with the intention to improve the statistical quality of the journal. Methods All the articles, except case reports and editorials, published from 2004 to 2008 in the KJP were reviewed. The types of applied statistical methods and errors in the articles were evaluated. Results One hundred and thirty-nine original articles were reviewed. Inferential statistics and descriptive statistics were used in 119 papers and 20 papers, respectively. Only 20.9% of the papers were free from statistical errors. The most commonly adopted statistical method was the t-test (21.0%) followed by the chi-square test (15.9%). Errors of omission were encountered 101 times in 70 papers. Among the errors of omission, "no statistics used even though statistical methods were required" was the most common (40.6%). The errors of commission were encountered 165 times in 86 papers, among which "parametric inference for nonparametric data" was the most common (33.9%). Conclusions We found various types of statistical errors in the articles published in the KJP. This suggests that meticulous attention should be given not only in the applying statistical procedures but also in the reviewing process to improve the value of the article. PMID:20552071

Statistical strategies to reveal potential vibrational markers for in vivo analysis by confocal Raman spectroscopy

Science.gov (United States)

Oliveira Mendes, Thiago de; Pinto, Liliane Pereira; Santos, Laurita dos; Tippavajhala, Vamshi Krishna; Téllez Soto, Claudio Alberto; Martin, Airton Abrahão

2016-07-01

The analysis of biological systems by spectroscopic techniques involves the evaluation of hundreds to thousands of variables. Hence, different statistical approaches are used to elucidate regions that discriminate classes of samples and to propose new vibrational markers for explaining various phenomena like disease monitoring, mechanisms of action of drugs, food, and so on. However, the technical statistics are not always widely discussed in applied sciences. In this context, this work presents a detailed discussion including the various steps necessary for proper statistical analysis. It includes univariate parametric and nonparametric tests, as well as multivariate unsupervised and supervised approaches. The main objective of this study is to promote proper understanding of the application of various statistical tools in these spectroscopic methods used for the analysis of biological samples. The discussion of these methods is performed on a set of in vivo confocal Raman spectra of human skin analysis that aims to identify skin aging markers. In the Appendix, a complete routine of data analysis is executed in a free software that can be used by the scientific community involved in these studies.

Normality Tests for Statistical Analysis: A Guide for Non-Statisticians

Science.gov (United States)

Ghasemi, Asghar; Zahediasl, Saleh

2012-01-01

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

On the robust nonparametric regression estimation for a functional regressor

OpenAIRE

Azzedine , Nadjia; Laksaci , Ali; Ould-Saïd , Elias

2009-01-01

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...

Bayesian Nonparametric Clustering for Positive Definite Matrices.

Science.gov (United States)

Cherian, Anoop; Morellas, Vassilios; Papanikolopoulos, Nikolaos

2016-05-01

Symmetric Positive Definite (SPD) matrices emerge as data descriptors in several applications of computer vision such as object tracking, texture recognition, and diffusion tensor imaging. Clustering these data matrices forms an integral part of these applications, for which soft-clustering algorithms (K-Means, expectation maximization, etc.) are generally used. As is well-known, these algorithms need the number of clusters to be specified, which is difficult when the dataset scales. To address this issue, we resort to the classical nonparametric Bayesian framework by modeling the data as a mixture model using the Dirichlet process (DP) prior. Since these matrices do not conform to the Euclidean geometry, rather belongs to a curved Riemannian manifold,existing DP models cannot be directly applied. Thus, in this paper, we propose a novel DP mixture model framework for SPD matrices. Using the log-determinant divergence as the underlying dissimilarity measure to compare these matrices, and further using the connection between this measure and the Wishart distribution, we derive a novel DPM model based on the Wishart-Inverse-Wishart conjugate pair. We apply this model to several applications in computer vision. Our experiments demonstrate that our model is scalable to the dataset size and at the same time achieves superior accuracy compared to several state-of-the-art parametric and nonparametric clustering algorithms.

A course in statistics with R

CERN Document Server

Tattar, Prabhanjan N; Manjunath, B G

2016-01-01

Integrates the theory and applications of statistics using R A Course in Statistics with R has been written to bridge the gap between theory and applications and explain how mathematical expressions are converted into R programs. The book has been primarily designed as a useful companion for a Masters student during each semester of the course, but will also help applied statisticians in revisiting the underpinnings of the subject. With this dual goal in mind, the book begins with R basics and quickly covers visualization and exploratory analysis. Probability and statistical inference, inclusive of classical, nonparametric, and Bayesian schools, is developed with definitions, motivations, mathematical expression and R programs in a way which will help the reader to understand the mathematical development as well as R implementation. Linear regression models, experimental designs, multivariate analysis, and categorical data analysis are treated in a way which makes effective use of visualization techniques and...

A nonparametric test for industrial specialization

OpenAIRE

Billings, Stephen B.; Johnson, Erik B.

2010-01-01

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...

Comparison of small n statistical tests of differential expression applied to microarrays

Directory of Open Access Journals (Sweden)

Lee Anna Y

2009-02-01

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.

A critique of statistical hypothesis testing in clinical research

Directory of Open Access Journals (Sweden)

Somik Raha

2011-01-01

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.

Statistical test theory for the behavioral sciences

CERN Document Server

de Gruijter, Dato N M

2007-01-01

Since the development of the first intelligence test in the early 20th century, educational and psychological tests have become important measurement techniques to quantify human behavior. Focusing on this ubiquitous yet fruitful area of research, Statistical Test Theory for the Behavioral Sciences provides both a broad overview and a critical survey of assorted testing theories and models used in psychology, education, and other behavioral science fields. Following a logical progression from basic concepts to more advanced topics, the book first explains classical test theory, covering true score, measurement error, and reliability. It then presents generalizability theory, which provides a framework to deal with various aspects of test scores. In addition, the authors discuss the concept of validity in testing, offering a strategy for evidence-based validity. In the two chapters devoted to item response theory (IRT), the book explores item response models, such as the Rasch model, and applications, incl...

Nonparametric combinatorial sequence models.

Science.gov (United States)

Wauthier, Fabian L; Jordan, Michael I; Jojic, Nebojsa

2011-11-01

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.

Non-parametric production analysis of pesticides use in the Netherlands

NARCIS (Netherlands)

Oude Lansink, A.G.J.M.; Silva, E.

2004-01-01

Many previous empirical studies on the productivity of pesticides suggest that pesticides are under-utilized in agriculture despite the general held believe that these inputs are substantially over-utilized. This paper uses data envelopment analysis (DEA) to calculate non-parametric measures of the

Nonparametric adaptive age replacement with a one-cycle criterion

International Nuclear Information System (INIS)

Coolen-Schrijner, P.; Coolen, F.P.A.

2007-01-01

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

An empirical likelihood ratio test robust to individual heterogeneity for differential expression analysis of RNA-seq.

Science.gov (United States)

Xu, Maoqi; Chen, Liang

2018-01-01

The individual sample heterogeneity is one of the biggest obstacles in biomarker identification for complex diseases such as cancers. Current statistical models to identify differentially expressed genes between disease and control groups often overlook the substantial human sample heterogeneity. Meanwhile, traditional nonparametric tests lose detailed data information and sacrifice the analysis power, although they are distribution free and robust to heterogeneity. Here, we propose an empirical likelihood ratio test with a mean-variance relationship constraint (ELTSeq) for the differential expression analysis of RNA sequencing (RNA-seq). As a distribution-free nonparametric model, ELTSeq handles individual heterogeneity by estimating an empirical probability for each observation without making any assumption about read-count distribution. It also incorporates a constraint for the read-count overdispersion, which is widely observed in RNA-seq data. ELTSeq demonstrates a significant improvement over existing methods such as edgeR, DESeq, t-tests, Wilcoxon tests and the classic empirical likelihood-ratio test when handling heterogeneous groups. It will significantly advance the transcriptomics studies of cancers and other complex disease. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Genomic breeding value estimation using nonparametric additive regression models

Directory of Open Access Journals (Sweden)

Solberg Trygve

2009-01-01

Full Text Available Abstract Genomic selection refers to the use of genomewide dense markers for breeding value estimation and subsequently for selection. The main challenge of genomic breeding value estimation is the estimation of many effects from a limited number of observations. Bayesian methods have been proposed to successfully cope with these challenges. As an alternative class of models, non- and semiparametric models were recently introduced. The present study investigated the ability of nonparametric additive regression models to predict genomic breeding values. The genotypes were modelled for each marker or pair of flanking markers (i.e. the predictors separately. The nonparametric functions for the predictors were estimated simultaneously using additive model theory, applying a binomial kernel. The optimal degree of smoothing was determined by bootstrapping. A mutation-drift-balance simulation was carried out. The breeding values of the last generation (genotyped was predicted using data from the next last generation (genotyped and phenotyped. The results show moderate to high accuracies of the predicted breeding values. A determination of predictor specific degree of smoothing increased the accuracy.

Testing jumps via false discovery rate control.

Directory of Open Access Journals (Sweden)

Yu-Min Yen

Full Text Available Many recently developed nonparametric jump tests can be viewed as multiple hypothesis testing problems. For such multiple hypothesis tests, it is well known that controlling type I error often makes a large proportion of erroneous rejections, and such situation becomes even worse when the jump occurrence is a rare event. To obtain more reliable results, we aim to control the false discovery rate (FDR, an efficient compound error measure for erroneous rejections in multiple testing problems. We perform the test via the Barndorff-Nielsen and Shephard (BNS test statistic, and control the FDR with the Benjamini and Hochberg (BH procedure. We provide asymptotic results for the FDR control. From simulations, we examine relevant theoretical results and demonstrate the advantages of controlling the FDR. The hybrid approach is then applied to empirical analysis on two benchmark stock indices with high frequency data.

Bayesian Nonparametric Mixture Estimation for Time-Indexed Functional Data in R

Directory of Open Access Journals (Sweden)

Terrance D. Savitsky

2016-08-01

Full Text Available We present growfunctions for R that offers Bayesian nonparametric estimation models for analysis of dependent, noisy time series data indexed by a collection of domains. This data structure arises from combining periodically published government survey statistics, such as are reported in the Current Population Study (CPS. The CPS publishes monthly, by-state estimates of employment levels, where each state expresses a noisy time series. Published state-level estimates from the CPS are composed from household survey responses in a model-free manner and express high levels of volatility due to insufficient sample sizes. Existing software solutions borrow information over a modeled time-based dependence to extract a de-noised time series for each domain. These solutions, however, ignore the dependence among the domains that may be additionally leveraged to improve estimation efficiency. The growfunctions package offers two fully nonparametric mixture models that simultaneously estimate both a time and domain-indexed dependence structure for a collection of time series: (1 A Gaussian process (GP construction, which is parameterized through the covariance matrix, estimates a latent function for each domain. The covariance parameters of the latent functions are indexed by domain under a Dirichlet process prior that permits estimation of the dependence among functions across the domains: (2 An intrinsic Gaussian Markov random field prior construction provides an alternative to the GP that expresses different computation and estimation properties. In addition to performing denoised estimation of latent functions from published domain estimates, growfunctions allows estimation of collections of functions for observation units (e.g., households, rather than aggregated domains, by accounting for an informative sampling design under which the probabilities for inclusion of observation units are related to the response variable. growfunctions includes plot

Non-parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods

DEFF Research Database (Denmark)

Høg, Esben

In continuous time, diffusion processes have been used for modelling financial dynamics for a long time. For example the Ornstein-Uhlenbeck process (the simplest mean-reverting process) has been used to model non-speculative price processes. We discuss non--parametric estimation of these processes...

Non-Parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods

DEFF Research Database (Denmark)

Høg, Esben

2003-01-01

In continuous time, diffusion processes have been used for modelling financial dynamics for a long time. For example the Ornstein-Uhlenbeck process (the simplest mean--reverting process) has been used to model non-speculative price processes. We discuss non--parametric estimation of these processes...

Hierarchical Bayesian nonparametric mixture models for clustering with variable relevance determination.

Science.gov (United States)

Yau, Christopher; Holmes, Chris

2011-07-01

We propose a hierarchical Bayesian nonparametric mixture model for clustering when some of the covariates are assumed to be of varying relevance to the clustering problem. This can be thought of as an issue in variable selection for unsupervised learning. We demonstrate that by defining a hierarchical population based nonparametric prior on the cluster locations scaled by the inverse covariance matrices of the likelihood we arrive at a 'sparsity prior' representation which admits a conditionally conjugate prior. This allows us to perform full Gibbs sampling to obtain posterior distributions over parameters of interest including an explicit measure of each covariate's relevance and a distribution over the number of potential clusters present in the data. This also allows for individual cluster specific variable selection. We demonstrate improved inference on a number of canonical problems.

Efficient statistical tests to compare Youden index: accounting for contingency correlation.

Science.gov (United States)

Chen, Fangyao; Xue, Yuqiang; Tan, Ming T; Chen, Pingyan

2015-04-30

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.

How to analyze germination of species with empty seeds using contemporary statistical methods?

Directory of Open Access Journals (Sweden)

Denise Garcia de Santana

2018-02-01

Full Text Available ABSTRACT Statistical analysis is considered an important tool for scientific studies, including those on seeds. However, seed scientists and statisticians often disagree on the nature of variables addressed in germination experiments. Statisticians consider the number of germinated seeds to be a binomially distributed variable, whereas seed scientists convert it into a percentage and often analyze it as a normally distributed variable. The requirement for normal adjustment restricts the models of analysis of variance that can be used. Lack of fit requires nonparametric tests, but they are known by their inferential problems. Generalized Linear Models (GLM can provide better fit to germination variables for any species, including Lychnophora ericoides Mart., because they allow wider probability distributions with fewer requirements. Here we suggest the use of relative germination besides absolute germination for species with seed development problems, such for L. ericoides and others from the campos rupestres. This paper introduces the most current statistical advancements and increases the possibilities for their application in seed science research.

Developing an immigration policy for Germany on the basis of a nonparametric labor market classification

OpenAIRE

Froelich, Markus; Puhani, Patrick

2004-01-01

Based on a nonparametrically estimated model of labor market classifications, this paper makes suggestions for immigration policy using data from western Germany in the 1990s. It is demonstrated that nonparametric regression is feasible in higher dimensions with only a few thousand observations. In sum, labor markets able to absorb immigrants are characterized by above average age and by professional occupations. On the other hand, labor markets for young workers in service occupations are id...

Applications of quantum entropy to statistics

International Nuclear Information System (INIS)

Silver, R.N.; Martz, H.F.

1994-01-01

This paper develops two generalizations of the maximum entropy (ME) principle. First, Shannon classical entropy is replaced by von Neumann quantum entropy to yield a broader class of information divergences (or penalty functions) for statistics applications. Negative relative quantum entropy enforces convexity, positivity, non-local extensivity and prior correlations such as smoothness. This enables the extension of ME methods from their traditional domain of ill-posed in-verse problems to new applications such as non-parametric density estimation. Second, given a choice of information divergence, a combination of ME and Bayes rule is used to assign both prior and posterior probabilities. Hyperparameters are interpreted as Lagrange multipliers enforcing constraints. Conservation principles are proposed to act statistical regularization and other hyperparameters, such as conservation of information and smoothness. ME provides an alternative to heirarchical Bayes methods

A comparative study of non-parametric models for identification of ...

African Journals Online (AJOL)

However, the frequency response method using random binary signals was good for unpredicted white noise characteristics and considered the best method for non-parametric system identifica-tion. The autoregressive external input (ARX) model was very useful for system identification, but on applicati-on, few input ...

Potential applications of rapid/elementary nonparametric statistical techniques (NST) to electrochemical problems

International Nuclear Information System (INIS)

Fahidy, Thomas Z.

2009-01-01

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.

A course in mathematical statistics and large sample theory

CERN Document Server

Bhattacharya, Rabi; Patrangenaru, Victor

2016-01-01

This graduate-level textbook is primarily aimed at graduate students of statistics, mathematics, science, and engineering who have had an undergraduate course in statistics, an upper division course in analysis, and some acquaintance with measure theoretic probability. It provides a rigorous presentation of the core of mathematical statistics. Part I of this book constitutes a one-semester course on basic parametric mathematical statistics. Part II deals with the large sample theory of statistics — parametric and nonparametric, and its contents may be covered in one semester as well. Part III provides brief accounts of a number of topics of current interest for practitioners and other disciplines whose work involves statistical methods. Large Sample theory with many worked examples, numerical calculations, and simulations to illustrate theory Appendices provide ready access to a number of standard results, with many proofs Solutions given to a number of selected exercises from Part I Part II exercises with ...

On Parametric (and Non-Parametric Variation

Directory of Open Access Journals (Sweden)

Neil Smith

2009-11-01

Full Text Available This article raises the issue of the correct characterization of ‘Parametric Variation’ in syntax and phonology. After specifying their theoretical commitments, the authors outline the relevant parts of the Principles–and–Parameters framework, and draw a three-way distinction among Universal Principles, Parameters, and Accidents. The core of the contribution then consists of an attempt to provide identity criteria for parametric, as opposed to non-parametric, variation. Parametric choices must be antecedently known, and it is suggested that they must also satisfy seven individually necessary and jointly sufficient criteria. These are that they be cognitively represented, systematic, dependent on the input, deterministic, discrete, mutually exclusive, and irreversible.

Probit vs. semi-nonparametric estimation: examining the role of disability on institutional entry for older adults.

Science.gov (United States)

Sharma, Andy

2017-06-01

The purpose of this study was to showcase an advanced methodological approach to model disability and institutional entry. Both of these are important areas to investigate given the on-going aging of the United States population. By 2020, approximately 15% of the population will be 65 years and older. Many of these older adults will experience disability and require formal care. A probit analysis was employed to determine which disabilities were associated with admission into an institution (i.e. long-term care). Since this framework imposes strong distributional assumptions, misspecification leads to inconsistent estimators. To overcome such a short-coming, this analysis extended the probit framework by employing an advanced semi-nonparamertic maximum likelihood estimation utilizing Hermite polynomial expansions. Specification tests show semi-nonparametric estimation is preferred over probit. In terms of the estimates, semi-nonparametric ratios equal 42 for cognitive difficulty, 64 for independent living, and 111 for self-care disability while probit yields much smaller estimates of 19, 30, and 44, respectively. Public health professionals can use these results to better understand why certain interventions have not shown promise. Equally important, healthcare workers can use this research to evaluate which type of treatment plans may delay institutionalization and improve the quality of life for older adults. Implications for rehabilitation With on-going global aging, understanding the association between disability and institutional entry is important in devising successful rehabilitation interventions. Semi-nonparametric is preferred to probit and shows ambulatory and cognitive impairments present high risk for institutional entry (long-term care). Informal caregiving and home-based care require further examination as forms of rehabilitation/therapy for certain types of disabilities.

The Benefits of the 3T3 NRU Test in the Safety Assessment of Cosmetics: Long-Term Experience from Pre-Marketing Testing in the Czech Republic.

Czech Academy of Sciences Publication Activity Database

Jírová, D.; Kejlová, K.; Brabec, Marek; Bendová, H.; Kolářová, H.

2003-01-01

Roč. 174, č. 5-6 (2003), s. 791-796 ISSN 0887-2333 Source of funding: V - iné verejné zdroje Keywords : cytotoxicity * 3T3 NRU assay * irritation * nonparametric statistical model Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.642, year: 2003

The choice of statistical methods for comparisons of dosimetric data in radiotherapy

International Nuclear Information System (INIS)

Chaikh, Abdulhamid; Giraud, Jean-Yves; Perrin, Emmanuel; Bresciani, Jean-Pierre; Balosso, Jacques

2014-01-01

Novel irradiation techniques are continuously introduced in radiotherapy to optimize the accuracy, the security and the clinical outcome of treatments. These changes could raise the question of discontinuity in dosimetric presentation and the subsequent need for practice adjustments in case of significant modifications. This study proposes a comprehensive approach to compare different techniques and tests whether their respective dose calculation algorithms give rise to statistically significant differences in the treatment doses for the patient. Statistical investigation principles are presented in the framework of a clinical example based on 62 fields of radiotherapy for lung cancer. The delivered doses in monitor units were calculated using three different dose calculation methods: the reference method accounts the dose without tissues density corrections using Pencil Beam Convolution (PBC) algorithm, whereas new methods calculate the dose with tissues density correction for 1D and 3D using Modified Batho (MB) method and Equivalent Tissue air ratio (ETAR) method, respectively. The normality of the data and the homogeneity of variance between groups were tested using Shapiro-Wilks and Levene test, respectively, then non-parametric statistical tests were performed. Specifically, the dose means estimated by the different calculation methods were compared using Friedman’s test and Wilcoxon signed-rank test. In addition, the correlation between the doses calculated by the three methods was assessed using Spearman’s rank and Kendall’s rank tests. The Friedman’s test showed a significant effect on the calculation method for the delivered dose of lung cancer patients (p <0.001). The density correction methods yielded to lower doses as compared to PBC by on average (−5 ± 4.4 SD) for MB and (−4.7 ± 5 SD) for ETAR. Post-hoc Wilcoxon signed-rank test of paired comparisons indicated that the delivered dose was significantly reduced using density

A Modified Jonckheere Test Statistic for Ordered Alternatives in Repeated Measures Design

Directory of Open Access Journals (Sweden)

Hatice Tül Kübra AKDUR

2016-09-01

Full Text Available In this article, a new test based on Jonckheere test [1] 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.

Use of run statistics to validate tensile tests

International Nuclear Information System (INIS)

Eatherly, W.P.

1981-01-01

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

Nonparametric Bayesian models through probit stick-breaking processes.

Science.gov (United States)

Rodríguez, Abel; Dunson, David B

2011-03-01

We describe a novel class of Bayesian nonparametric priors based on stick-breaking constructions where the weights of the process are constructed as probit transformations of normal random variables. We show that these priors are extremely flexible, allowing us to generate a great variety of models while preserving computational simplicity. Particular emphasis is placed on the construction of rich temporal and spatial processes, which are applied to two problems in finance and ecology.

Glaucoma Monitoring in a Clinical Setting Glaucoma Progression Analysis vs Nonparametric Progression Analysis in the Groningen Longitudinal Glaucoma Study

NARCIS (Netherlands)

Wesselink, Christiaan; Heeg, Govert P.; Jansonius, Nomdo M.

Objective: To compare prospectively 2 perimetric progression detection algorithms for glaucoma, the Early Manifest Glaucoma Trial algorithm (glaucoma progression analysis [GPA]) and a nonparametric algorithm applied to the mean deviation (MD) (nonparametric progression analysis [NPA]). Methods:

A Bayesian approach to the analysis of quantal bioassay studies using nonparametric mixture models.

Science.gov (United States)

Fronczyk, Kassandra; Kottas, Athanasios

2014-03-01

We develop a Bayesian nonparametric mixture modeling framework for quantal bioassay settings. The approach is built upon modeling dose-dependent response distributions. We adopt a structured nonparametric prior mixture model, which induces a monotonicity restriction for the dose-response curve. Particular emphasis is placed on the key risk assessment goal of calibration for the dose level that corresponds to a specified response. The proposed methodology yields flexible inference for the dose-response relationship as well as for other inferential objectives, as illustrated with two data sets from the literature. © 2013, The International Biometric Society.

A menu-driven software package of Bayesian nonparametric (and parametric) mixed models for regression analysis and density estimation.

Science.gov (United States)

Karabatsos, George

2017-02-01

Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected

Kernel bandwidth estimation for non-parametric density estimation: a comparative study

CSIR Research Space (South Africa)

Van der Walt, CM

2013-12-01

Full Text Available We investigate the performance of conventional bandwidth estimators for non-parametric kernel density estimation on a number of representative pattern-recognition tasks, to gain a better understanding of the behaviour of these estimators in high...

A general approach to posterior contraction in nonparametric inverse problems

NARCIS (Netherlands)

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

Your Chi-Square Test Is Statistically Significant: Now What?

Science.gov (United States)

Sharpe, Donald

2015-01-01

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…

Properties of permutation-based gene tests and controlling type 1 error using a summary statistic based gene test.

Science.gov (United States)

Swanson, David M; Blacker, Deborah; Alchawa, Taofik; Ludwig, Kerstin U; Mangold, Elisabeth; Lange, Christoph

2013-11-07

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

Reliability Evaluation of Concentric Butterfly Valve Using Statistical Hypothesis Test

Energy Technology Data Exchange (ETDEWEB)

Chang, Mu Seong; Choi, Jong Sik; Choi, Byung Oh; Kim, Do Sik [Korea Institute of Machinery and Materials, Daejeon (Korea, Republic of)

2015-12-15

A butterfly valve is a type of flow-control device typically used to regulate a fluid flow. This paper presents an estimation of the shape parameter of the Weibull distribution, characteristic life, and B10 life for a concentric butterfly valve based on a statistical analysis of the reliability test data taken before and after the valve improvement. The difference in the shape and scale parameters between the existing and improved valves is reviewed using a statistical hypothesis test. The test results indicate that the shape parameter of the improved valve is similar to that of the existing valve, and that the scale parameter of the improved valve is found to have increased. These analysis results are particularly useful for a reliability qualification test and the determination of the service life cycles.

Reliability Evaluation of Concentric Butterfly Valve Using Statistical Hypothesis Test

International Nuclear Information System (INIS)

Chang, Mu Seong; Choi, Jong Sik; Choi, Byung Oh; Kim, Do Sik

2015-01-01

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

Scalable Bayesian nonparametric measures for exploring pairwise dependence via Dirichlet Process Mixtures.

Science.gov (United States)

Filippi, Sarah; Holmes, Chris C; Nieto-Barajas, Luis E

2016-11-16

In this article we propose novel Bayesian nonparametric methods using Dirichlet Process Mixture (DPM) models for detecting pairwise dependence between random variables while accounting for uncertainty in the form of the underlying distributions. A key criteria is that the procedures should scale to large data sets. In this regard we find that the formal calculation of the Bayes factor for a dependent-vs.-independent DPM joint probability measure is not feasible computationally. To address this we present Bayesian diagnostic measures for characterising evidence against a "null model" of pairwise independence. In simulation studies, as well as for a real data analysis, we show that our approach provides a useful tool for the exploratory nonparametric Bayesian analysis of large multivariate data sets.

Evaluating statistical tests on OLAP cubes to compare degree of disease.

Science.gov (United States)

Ordonez, Carlos; Chen, Zhibo

2009-09-01

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.

Statistical test for the distribution of galaxies on plates

International Nuclear Information System (INIS)

Garcia Lambas, D.

1985-01-01

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)

Assessment of the beryllium lymphocyte proliferation test using statistical process control.

Science.gov (United States)

Cher, Daniel J; Deubner, David C; Kelsh, Michael A; Chapman, Pamela S; Ray, Rose M

2006-10-01

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

Study designs, use of statistical tests, and statistical analysis software choice in 2015: Results from two Pakistani monthly Medline indexed journals.

Science.gov (United States)

Shaikh, Masood Ali

2017-09-01

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.

Performance of non-parametric algorithms for spatial mapping of tropical forest structure

Directory of Open Access Journals (Sweden)

Liang Xu

2016-08-01

Full Text Available Abstract Background Mapping tropical forest structure is a critical requirement for accurate estimation of emissions and removals from land use activities. With the availability of a wide range of remote sensing imagery of vegetation characteristics from space, development of finer resolution and more accurate maps has advanced in recent years. However, the mapping accuracy relies heavily on the quality of input layers, the algorithm chosen, and the size and quality of inventory samples for calibration and validation. Results By using airborne lidar data as the “truth” and focusing on the mean canopy height (MCH as a key structural parameter, we test two commonly-used non-parametric techniques of maximum entropy (ME and random forest (RF for developing maps over a study site in Central Gabon. Results of mapping show that both approaches have improved accuracy with more input layers in mapping canopy height at 100 m (1-ha pixels. The bias-corrected spatial models further improve estimates for small and large trees across the tails of height distributions with a trade-off in increasing overall mean squared error that can be readily compensated by increasing the sample size. Conclusions A significant improvement in tropical forest mapping can be achieved by weighting the number of inventory samples against the choice of image layers and the non-parametric algorithms. Without future satellite observations with better sensitivity to forest biomass, the maps based on existing data will remain slightly biased towards the mean of the distribution and under and over estimating the upper and lower tails of the distribution.

Appropriate statistical methods are required to assess diagnostic tests for replacement, add-on, and triage

NARCIS (Netherlands)

Hayen, Andrew; Macaskill, Petra; Irwig, Les; Bossuyt, Patrick

2010-01-01

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

THE ATKINSON INDEX, THE MORAN STATISTIC, AND TESTING EXPONENTIALITY

OpenAIRE

Nao, Mimoto; Ricardas, Zitikis; Department of Statistics and Probability, Michigan State University; Department of Statistical and Actuarial Sciences, University of Western Ontario

2008-01-01

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.

Promotion time cure rate model with nonparametric form of covariate effects.

Science.gov (United States)

Chen, Tianlei; Du, Pang

2018-05-10

Survival data with a cured portion are commonly seen in clinical trials. Motivated from a biological interpretation of cancer metastasis, promotion time cure model is a popular alternative to the mixture cure rate model for analyzing such data. The existing promotion cure models all assume a restrictive parametric form of covariate effects, which can be incorrectly specified especially at the exploratory stage. In this paper, we propose a nonparametric approach to modeling the covariate effects under the framework of promotion time cure model. The covariate effect function is estimated by smoothing splines via the optimization of a penalized profile likelihood. Point-wise interval estimates are also derived from the Bayesian interpretation of the penalized profile likelihood. Asymptotic convergence rates are established for the proposed estimates. Simulations show excellent performance of the proposed nonparametric method, which is then applied to a melanoma study. Copyright © 2018 John Wiley & Sons, Ltd.

Statistical Analysis of Environmental Tritium around Wolsong Site

Energy Technology Data Exchange (ETDEWEB)

Kim, Ju Youl [FNC Technology Co., Yongin (Korea, Republic of)

2010-04-15

To find the relationship among airborne tritium, tritium in rainwater, TFWT (Tissue Free Water Tritium) and TBT (Tissue Bound Tritium), statistical analysis is conducted based on tritium data measured at KHNP employees' house around Wolsong nuclear power plants during 10 years from 1999 to 2008. The results show that tritium in such media exhibits a strong seasonal and annual periodicity. Tritium concentration in rainwater is observed to be highly correlated with TFWT and directly transmitted to TFWT without delay. The response of environmental radioactivity of tritium around Wolsong site is analyzed using time-series technique and non-parametric trend analysis. Tritium in the atmosphere and rainwater is strongly auto-correlated by seasonal and annual periodicity. TFWT concentration in pine needle is proven to be more sensitive to rainfall phenomenon than other weather variables. Non-parametric trend analysis of TFWT concentration within pine needle shows a increasing slope in terms of confidence level of 95%. This study demonstrates a usefulness of time-series and trend analysis for the interpretation of environmental radioactivity relationship with various environmental media.

688,112 statistical results: Content mining psychology articles for statistical test results

OpenAIRE

Hartgerink, C.H.J.

2016-01-01

In this data deposit, I describe a dataset that is the result of content mining 167,318 published articles for statistical test results reported according to the standards prescribed by the American Psychological Association (APA). Articles published by the APA, Springer, Sage, and Taylor & Francis 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...

Bootstrap Prediction Intervals in Non-Parametric Regression with Applications to Anomaly Detection

Science.gov (United States)

Kumar, Sricharan; Srivistava, Ashok N.

2012-01-01

Prediction intervals provide a measure of the probable interval in which the outputs of a regression model can be expected to occur. Subsequently, these prediction intervals can be used to determine if the observed output is anomalous or not, conditioned on the input. In this paper, a procedure for determining prediction intervals for outputs of nonparametric regression models using bootstrap methods is proposed. Bootstrap methods allow for a non-parametric approach to computing prediction intervals with no specific assumptions about the sampling distribution of the noise or the data. The asymptotic fidelity of the proposed prediction intervals is theoretically proved. Subsequently, the validity of the bootstrap based prediction intervals is illustrated via simulations. Finally, the bootstrap prediction intervals are applied to the problem of anomaly detection on aviation data.

A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems

Science.gov (United States)

Merkatas, Christos; Kaloudis, Konstantinos; Hatjispyros, Spyridon J.

2017-06-01

We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods. Our results can be used by researchers in physical modeling interested in a fast and accurate estimation of low dimensional stochastic models when the size of the observed time series is small and the noise process (perhaps) is non-Gaussian. The inference procedure is demonstrated specifically in the case of polynomial maps of an arbitrary degree and when a Geometric Stick Breaking mixture process prior over the space of densities, is applied to the additive errors. Our method is parsimonious compared to Bayesian nonparametric techniques based on Dirichlet process mixtures, flexible and general. Simulations based on synthetic time series are presented.

A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems.

Science.gov (United States)

Merkatas, Christos; Kaloudis, Konstantinos; Hatjispyros, Spyridon J

2017-06-01

We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods. Our results can be used by researchers in physical modeling interested in a fast and accurate estimation of low dimensional stochastic models when the size of the observed time series is small and the noise process (perhaps) is non-Gaussian. The inference procedure is demonstrated specifically in the case of polynomial maps of an arbitrary degree and when a Geometric Stick Breaking mixture process prior over the space of densities, is applied to the additive errors. Our method is parsimonious compared to Bayesian nonparametric techniques based on Dirichlet process mixtures, flexible and general. Simulations based on synthetic time series are presented.

Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks

Science.gov (United States)

Gray-Davies, Tristan; Holmes, Chris C.; Caron, François

2018-01-01

We present a novel Bayesian nonparametric regression model for covariates X and continuous response variable Y ∈ ℝ. The model is parametrized in terms of marginal distributions for Y and X and a regression function which tunes the stochastic ordering of the conditional distributions F (y|x). By adopting an approximate composite likelihood approach, we show that the resulting posterior inference can be decoupled for the separate components of the model. This procedure can scale to very large datasets and allows for the use of standard, existing, software from Bayesian nonparametric density estimation and Plackett-Luce ranking estimation to be applied. As an illustration, we show an application of our approach to a US Census dataset, with over 1,300,000 data points and more than 100 covariates. PMID:29623150

A structural nonparametric reappraisal of the CO2 emissions-income relationship

NARCIS (Netherlands)

Azomahou, T.T.; Goedhuys - Degelin, Micheline; Nguyen-Van, P.

Relying on a structural nonparametric estimation, we show that co2 emissions clearly increase with income at low income levels. For higher income levels, we observe a decreasing relationship, though not significant. We also find thatco2 emissions monotonically increases with energy use at a

Nonparametric estimation of the stationary M/G/1 workload distribution function

DEFF Research Database (Denmark)

Hansen, Martin Bøgsted

2005-01-01

In this paper it is demonstrated how a nonparametric estimator of the stationary workload distribution function of the M/G/1-queue can be obtained by systematic sampling the workload process. Weak convergence results and bootstrap methods for empirical distribution functions for stationary associ...

A statistical methodology for quantification of uncertainty in best estimate code physical models

International Nuclear Information System (INIS)

Vinai, Paolo; Macian-Juan, Rafael; Chawla, Rakesh

2007-01-01

A novel uncertainty assessment methodology, based on a statistical non-parametric approach, is presented in this paper. It achieves quantification of code physical model uncertainty by making use of model performance information obtained from studies of appropriate separate-effect tests. Uncertainties are quantified in the form of estimated probability density functions (pdf's), calculated with a newly developed non-parametric estimator. The new estimator objectively predicts the probability distribution of the model's 'error' (its uncertainty) from databases reflecting the model's accuracy on the basis of available experiments. The methodology is completed by applying a novel multi-dimensional clustering technique based on the comparison of model error samples with the Kruskall-Wallis test. This takes into account the fact that a model's uncertainty depends on system conditions, since a best estimate code can give predictions for which the accuracy is affected by the regions of the physical space in which the experiments occur. The final result is an objective, rigorous and accurate manner of assigning uncertainty to coded models, i.e. the input information needed by code uncertainty propagation methodologies used for assessing the accuracy of best estimate codes in nuclear systems analysis. The new methodology has been applied to the quantification of the uncertainty in the RETRAN-3D void model and then used in the analysis of an independent separate-effect experiment. This has clearly demonstrated the basic feasibility of the approach, as well as its advantages in yielding narrower uncertainty bands in quantifying the code's accuracy for void fraction predictions

Risk Factors for Visual Field Progression in the Groningen Longitudinal Glaucoma Study : A Comparison of Different Statistical Approaches

NARCIS (Netherlands)

Wesselink, Christiaan; Marcus, Michael W.; Jansonius, Nomdo M.

2012-01-01

Purpose: To identify risk factors for visual field progression in glaucoma and to compare different statistical approaches with this risk factor analysis. Patients and Methods: We included 221 eyes of 221 patients. Progression was analyzed using Nonparametric Progression Analysis applied to Humphrey

Clinical Laboratory Tests in Some Acute Exogenous Poisonings.

Science.gov (United States)

Tufkova, Stoilka G; Yankov, Ivan V; Paskaleva, Diana A

2017-09-01

There is no specific toxicological screening of clinical laboratory parameters in clinical toxicology when it comes to acute exogenous poisoning. To determine routine clinical laboratory parameters and indicators for assessment of vital functions in patients with acute intoxications. One hundred and fifty-three patients were included in the present study. They were hospitalized in the Department of Clinical Toxicology at St. George University Hospital, Plovdiv for cerebral toxicity inducing medication (n = 45), alcohol (n = 40), heroin abuse (n = 33). The controls were 35. The laboratory tests were conducted in compliance with the standards of the clinical laboratory. We used the following statistical analyses: analysis of variance (the ucriterion of normal distribution, the Student's t-test, dispersion analysis based on ANOVA) and non-parametric analysis. Based on the routine hematological parameters with statistically significant changes in three groups of poisoning are: red blood cells, hematocrit, hemoglobin (except alcohol intoxication) and leukocytes. We found statistically significant changes in serum total protein, sodium and bilirubin. The highest statistical significance is the increased activity of AST and ALT. We present a model for selection of clinical laboratory tests for severe acute poisoning with modern equipment under standardized conditions. The results of the study suggest that the clinical laboratory constellation we used can be used as a mandatory element in the diagnosis of moderate and severe intoxication with the mentioned toxic substances.

Test Statistics and Confidence Intervals to Establish Noninferiority between Treatments with Ordinal Categorical Data.

Science.gov (United States)

Zhang, Fanghong; Miyaoka, Etsuo; Huang, Fuping; Tanaka, Yutaka

2015-01-01

The problem for establishing noninferiority is discussed between a new treatment and a standard (control) treatment with ordinal categorical data. A measure of treatment effect is used and a method of specifying noninferiority margin for the measure is provided. Two Z-type test statistics are proposed where the estimation of variance is constructed under the shifted null hypothesis using U-statistics. Furthermore, the confidence interval and the sample size formula are given based on the proposed test statistics. The proposed procedure is applied to a dataset from a clinical trial. A simulation study is conducted to compare the performance of the proposed test statistics with that of the existing ones, and the results show that the proposed test statistics are better in terms of the deviation from nominal level and the power.

Testing statistical isotropy in cosmic microwave background polarization maps

Science.gov (United States)

Rath, Pranati K.; Samal, Pramoda Kumar; Panda, Srikanta; Mishra, Debesh D.; Aluri, Pavan K.

2018-04-01

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.

Kappa statistic for clustered matched-pair data.

Science.gov (United States)

Yang, Zhao; Zhou, Ming

2014-07-10

Kappa statistic is widely used to assess the agreement between two procedures in the independent matched-pair data. For matched-pair data collected in clusters, on the basis of the delta method and sampling techniques, we propose a nonparametric variance estimator for the kappa statistic without within-cluster correlation structure or distributional assumptions. The results of an extensive Monte Carlo simulation study demonstrate that the proposed kappa statistic provides consistent estimation and the proposed variance estimator behaves reasonably well for at least a moderately large number of clusters (e.g., K ≥50). Compared with the variance estimator ignoring dependence within a cluster, the proposed variance estimator performs better in maintaining the nominal coverage probability when the intra-cluster correlation is fair (ρ ≥0.3), with more pronounced improvement when ρ is further increased. To illustrate the practical application of the proposed estimator, we analyze two real data examples of clustered matched-pair data. Copyright © 2014 John Wiley & Sons, Ltd.

Comparison between linear and non-parametric regression models for genome-enabled prediction in wheat.

Science.gov (United States)

Pérez-Rodríguez, Paulino; Gianola, Daniel; González-Camacho, Juan Manuel; Crossa, José; Manès, Yann; Dreisigacker, Susanne

2012-12-01

In genome-enabled prediction, parametric, semi-parametric, and non-parametric regression models have been used. This study assessed the predictive ability of linear and non-linear models using dense molecular markers. The linear models were linear on marker effects and included the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B. The non-linear models (this refers to non-linearity on markers) were reproducing kernel Hilbert space (RKHS) regression, Bayesian regularized neural networks (BRNN), and radial basis function neural networks (RBFNN). These statistical models were compared using 306 elite wheat lines from CIMMYT genotyped with 1717 diversity array technology (DArT) markers and two traits, days to heading (DTH) and grain yield (GY), measured in each of 12 environments. It was found that the three non-linear models had better overall prediction accuracy than the linear regression specification. Results showed a consistent superiority of RKHS and RBFNN over the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B models.

Estimation from PET data of transient changes in dopamine concentration induced by alcohol: support for a non-parametric signal estimation method

Energy Technology Data Exchange (ETDEWEB)

Constantinescu, C C; Yoder, K K; Normandin, M D; Morris, E D [Department of Radiology, Indiana University School of Medicine, Indianapolis, IN (United States); Kareken, D A [Department of Neurology, Indiana University School of Medicine, Indianapolis, IN (United States); Bouman, C A [Weldon School of Biomedical Engineering, Purdue University, West Lafayette, IN (United States); O' Connor, S J [Department of Psychiatry, Indiana University School of Medicine, Indianapolis, IN (United States)], E-mail: emorris@iupui.edu

2008-03-07

We previously developed a model-independent technique (non-parametric ntPET) for extracting the transient changes in neurotransmitter concentration from paired (rest and activation) PET studies with a receptor ligand. To provide support for our method, we introduced three hypotheses of validation based on work by Endres and Carson (1998 J. Cereb. Blood Flow Metab. 18 1196-210) and Yoder et al (2004 J. Nucl. Med. 45 903-11), and tested them on experimental data. All three hypotheses describe relationships between the estimated free (synaptic) dopamine curves (F{sup DA}(t)) and the change in binding potential ({delta}BP). The veracity of the F{sup DA}(t) curves recovered by nonparametric ntPET is supported when the data adhere to the following hypothesized behaviors: (1) {delta}BP should decline with increasing DA peak time, (2) {delta}BP should increase as the strength of the temporal correlation between F{sup DA}(t) and the free raclopride (F{sup RAC}(t)) curve increases, (3) {delta}BP should decline linearly with the effective weighted availability of the receptor sites. We analyzed regional brain data from 8 healthy subjects who received two [{sup 11}C]raclopride scans: one at rest, and one during which unanticipated IV alcohol was administered to stimulate dopamine release. For several striatal regions, nonparametric ntPET was applied to recover F{sup DA}(t), and binding potential values were determined. Kendall rank-correlation analysis confirmed that the F{sup DA}(t) data followed the expected trends for all three validation hypotheses. Our findings lend credence to our model-independent estimates of F{sup DA}(t). Application of nonparametric ntPET may yield important insights into how alterations in timing of dopaminergic neurotransmission are involved in the pathologies of addiction and other psychiatric disorders.

Nonparametric Estimation of Interval Reliability for Discrete-Time Semi-Markov Systems

DEFF Research Database (Denmark)

Georgiadis, Stylianos; Limnios, Nikolaos

2016-01-01

In this article, we consider a repairable discrete-time semi-Markov system with finite state space. The measure of the interval reliability is given as the probability of the system being operational over a given finite-length time interval. A nonparametric estimator is proposed for the interval...

Assessing pupil and school performance by non-parametric and parametric techniques

NARCIS (Netherlands)

de Witte, K.; Thanassoulis, E.; Simpson, G.; Battisti, G.; Charlesworth-May, A.

2010-01-01

This paper discusses the use of the non-parametric free disposal hull (FDH) and the parametric multi-level model (MLM) as alternative methods for measuring pupil and school attainment where hierarchical structured data are available. Using robust FDH estimates, we show how to decompose the overall

Supremum Norm Posterior Contraction and Credible Sets for Nonparametric Multivariate Regression

NARCIS (Netherlands)

Yoo, W.W.; Ghosal, S

2016-01-01

In the setting of nonparametric multivariate regression with unknown error variance, we study asymptotic properties of a Bayesian method for estimating a regression function f and its mixed partial derivatives. We use a random series of tensor product of B-splines with normal basis coefficients as a

A non-parametric hierarchical model to discover behavior dynamics from tracks

NARCIS (Netherlands)

Kooij, J.F.P.; Englebienne, G.; Gavrila, D.M.

2012-01-01

We present a novel non-parametric Bayesian model to jointly discover the dynamics of low-level actions and high-level behaviors of tracked people in open environments. Our model represents behaviors as Markov chains of actions which capture high-level temporal dynamics. Actions may be shared by

Changing world extreme temperature statistics

Science.gov (United States)

Finkel, J. M.; Katz, J. I.

2018-04-01

We use the Global Historical Climatology Network--daily database to calculate a nonparametric statistic that describes the rate at which all-time daily high and low temperature records have been set in nine geographic regions (continents or major portions of continents) during periods mostly from the mid-20th Century to the present. This statistic was defined in our earlier work on temperature records in the 48 contiguous United States. In contrast to this earlier work, we find that in every region except North America all-time high records were set at a rate significantly (at least $3\\sigma$) higher than in the null hypothesis of a stationary climate. Except in Antarctica, all-time low records were set at a rate significantly lower than in the null hypothesis. In Europe, North Africa and North Asia the rate of setting new all-time highs increased suddenly in the 1990's, suggesting a change in regional climate regime; in most other regions there was a steadier increase.

Kepler Planet Detection Metrics: Statistical Bootstrap Test

Science.gov (United States)

Jenkins, Jon M.; Burke, Christopher J.

2016-01-01

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.

The Relationship between Test Anxiety and Academic Performance of Students in Vital Statistics Course

Directory of Open Access Journals (Sweden)

Shirin Iranfar

2013-12-01

Full Text Available Introduction: Test anxiety is a common phenomenon among students and is one of the problems of educational system. The present study was conducted to investigate the test anxiety in vital statistics course and its association with academic performance of students at Kermanshah University of Medical Sciences. This study was descriptive-analytical and the study sample included the students studying in nursing and midwifery, paramedicine and health faculties that had taken vital statistics course and were selected through census method. Sarason questionnaire was used to analyze the test anxiety. Data were analyzed by descriptive and inferential statistics. The findings indicated no significant correlation between test anxiety and score of vital statistics course.

Towards an Industrial Application of Statistical Uncertainty Analysis Methods to Multi-physical Modelling and Safety Analyses

International Nuclear Information System (INIS)

Zhang, Jinzhao; Segurado, Jacobo; Schneidesch, Christophe

2013-01-01

Since 1980's, Tractebel Engineering (TE) has being developed and applied a multi-physical modelling and safety analyses capability, based on a code package consisting of the best estimate 3D neutronic (PANTHER), system thermal hydraulic (RELAP5), core sub-channel thermal hydraulic (COBRA-3C), and fuel thermal mechanic (FRAPCON/FRAPTRAN) codes. A series of methodologies have been developed to perform and to license the reactor safety analysis and core reload design, based on the deterministic bounding approach. Following the recent trends in research and development as well as in industrial applications, TE has been working since 2010 towards the application of the statistical sensitivity and uncertainty analysis methods to the multi-physical modelling and licensing safety analyses. In this paper, the TE multi-physical modelling and safety analyses capability is first described, followed by the proposed TE best estimate plus statistical uncertainty analysis method (BESUAM). The chosen statistical sensitivity and uncertainty analysis methods (non-parametric order statistic method or bootstrap) and tool (DAKOTA) are then presented, followed by some preliminary results of their applications to FRAPCON/FRAPTRAN simulation of OECD RIA fuel rod codes benchmark and RELAP5/MOD3.3 simulation of THTF tests. (authors)

Using non-parametric methods in econometric production analysis

DEFF Research Database (Denmark)

Czekaj, Tomasz Gerard; Henningsen, Arne

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 the functional form of the production function. Most often, the Cobb...... results—including measures that are of interest of applied economists, such as elasticities. Therefore, we propose to use nonparametric econometric methods. First, they can be applied to verify the functional form used in parametric estimations of production functions. Second, they can be directly used...

Estimation of Stochastic Volatility Models by Nonparametric Filtering

DEFF Research Database (Denmark)

Kanaya, Shin; Kristensen, Dennis

2016-01-01

/estimated volatility process replacing the latent process. Our estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps and market microstructure noise. The resulting estimators of the stochastic volatility model will carry additional biases...... and variances due to the first-step estimation, but under regularity conditions we show that these vanish asymptotically and our estimators inherit the asymptotic properties of the infeasible estimators based on observations of the volatility process. A simulation study examines the finite-sample properties...

Nonparametric Bayesian inference in biostatistics

CERN Document Server

Müller, Peter

2015-01-01

As chapters in this book demonstrate, BNP has important uses in clinical sciences and inference for issues like unknown partitions in genomics. Nonparametric Bayesian approaches (BNP) play an ever expanding role in biostatistical inference from use in proteomics to clinical trials. Many research problems involve an abundance of data and require flexible and complex probability models beyond the traditional parametric approaches. As this book's expert contributors show, BNP approaches can be the answer. Survival Analysis, in particular survival regression, has traditionally used BNP, but BNP's potential is now very broad. This applies to important tasks like arrangement of patients into clinically meaningful subpopulations and segmenting the genome into functionally distinct regions. This book is designed to both review and introduce application areas for BNP. While existing books provide theoretical foundations, this book connects theory to practice through engaging examples and research questions. Chapters c...

Common pitfalls in statistical analysis: The perils of multiple testing

Science.gov (United States)

Ranganathan, Priya; Pramesh, C. S.; Buyse, Marc

2016-01-01

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

Testing statistical self-similarity in the topology of river networks

Science.gov (United States)

Troutman, Brent M.; Mantilla, Ricardo; Gupta, Vijay K.

2010-01-01

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.

High throughput nonparametric probability density estimation.

Science.gov (United States)

Farmer, Jenny; Jacobs, Donald

2018-01-01

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.

Hadron Energy Reconstruction for ATLAS Barrel Combined Calorimeter Using Non-Parametrical Method

CERN Document Server

Kulchitskii, Yu A

2000-01-01

Hadron energy reconstruction for the ATLAS barrel prototype combined calorimeter in the framework of the non-parametrical method is discussed. The non-parametrical method utilizes only the known e/h ratios and the electron calibration constants and does not require the determination of any parameters by a minimization technique. Thus, this technique lends itself to fast energy reconstruction in a first level trigger. The reconstructed mean values of the hadron energies are within \\pm1% of the true values and the fractional energy resolution is [(58\\pm 3)%{\\sqrt{GeV}}/\\sqrt{E}+(2.5\\pm0.3)%]\\bigoplus(1.7\\pm0.2) GeV/E. The value of the e/h ratio obtained for the electromagnetic compartment of the combined calorimeter is 1.74\\pm0.04. Results of a study of the longitudinal hadronic shower development are also presented.

Machine learning and statistical techniques : an application to the prediction of insolvency in Spanish non-life insurance companies

OpenAIRE

Díaz, Zuleyka; Segovia, María Jesús; Fernández, José

2005-01-01

Prediction of insurance companies insolvency has arisen as an important problem in the field of financial research. Most methods applied in the past to tackle this issue are traditional statistical techniques which use financial ratios as explicative variables. However, these variables often do not satisfy statistical assumptions, which complicates the application of the mentioned methods. In this paper, a comparative study of the performance of two non-parametric machine learning techniques ...

Normality of raw data in general linear models: The most widespread myth in statistics

Science.gov (United States)

Kery, Marc; Hatfield, Jeff S.

2003-01-01

In years of statistical consulting for ecologists and wildlife biologists, by far the most common misconception we have come across has been the one about normality in general linear models. These comprise a very large part of the statistical models used in ecology and include t tests, simple and multiple linear regression, polynomial regression, and analysis of variance (ANOVA) and covariance (ANCOVA). There is a widely held belief that the normality assumption pertains to the raw data rather than to the model residuals. We suspect that this error may also occur in countless published studies, whenever the normality assumption is tested prior to analysis. This may lead to the use of nonparametric alternatives (if there are any), when parametric tests would indeed be appropriate, or to use of transformations of raw data, which may introduce hidden assumptions such as multiplicative effects on the natural scale in the case of log-transformed data. Our aim here is to dispel this myth. We very briefly describe relevant theory for two cases of general linear models to show that the residuals need to be normally distributed if tests requiring normality are to be used, such as t and F tests. We then give two examples demonstrating that the distribution of the response variable may be nonnormal, and yet the residuals are well behaved. We do not go into the issue of how to test normality; instead we display the distributions of response variables and residuals graphically.

Bayesian nonparametric estimation of continuous monotone functions with applications to dose-response analysis.

Science.gov (United States)

Bornkamp, Björn; Ickstadt, Katja

2009-03-01

In this article, we consider monotone nonparametric regression in a Bayesian framework. The monotone function is modeled as a mixture of shifted and scaled parametric probability distribution functions, and a general random probability measure is assumed as the prior for the mixing distribution. We investigate the choice of the underlying parametric distribution function and find that the two-sided power distribution function is well suited both from a computational and mathematical point of view. The model is motivated by traditional nonlinear models for dose-response analysis, and provides possibilities to elicitate informative prior distributions on different aspects of the curve. The method is compared with other recent approaches to monotone nonparametric regression in a simulation study and is illustrated on a data set from dose-response analysis.

Low default credit scoring using two-class non-parametric kernel density estimation

CSIR Research Space (South Africa)

Rademeyer, E

2016-12-01

Full Text Available This paper investigates the performance of two-class classification credit scoring data sets with low default ratios. The standard two-class parametric Gaussian and non-parametric Parzen classifiers are extended, using Bayes’ rule, to include either...

Comparison of parametric and bootstrap method in bioequivalence test.

Science.gov (United States)

Ahn, Byung-Jin; Yim, Dong-Seok

2009-10-01

The estimation of 90% parametric confidence intervals (CIs) of mean AUC and Cmax ratios in bioequivalence (BE) tests are based upon the assumption that formulation effects in log-transformed data are normally distributed. To compare the parametric CIs with those obtained from nonparametric methods we performed repeated estimation of bootstrap-resampled datasets. The AUC and Cmax values from 3 archived datasets were used. BE tests on 1,000 resampled datasets from each archived dataset were performed using SAS (Enterprise Guide Ver.3). Bootstrap nonparametric 90% CIs of formulation effects were then compared with the parametric 90% CIs of the original datasets. The 90% CIs of formulation effects estimated from the 3 archived datasets were slightly different from nonparametric 90% CIs obtained from BE tests on resampled datasets. Histograms and density curves of formulation effects obtained from resampled datasets were similar to those of normal distribution. However, in 2 of 3 resampled log (AUC) datasets, the estimates of formulation effects did not follow the Gaussian distribution. Bias-corrected and accelerated (BCa) CIs, one of the nonparametric CIs of formulation effects, shifted outside the parametric 90% CIs of the archived datasets in these 2 non-normally distributed resampled log (AUC) datasets. Currently, the 80~125% rule based upon the parametric 90% CIs is widely accepted under the assumption of normally distributed formulation effects in log-transformed data. However, nonparametric CIs may be a better choice when data do not follow this assumption.

From statistics to mathematical finance festschrift in honour of Winfried Stute

CERN Document Server

Manteiga, Wenceslao; Schmidt, Thorsten; Wang, Jane-Ling

2017-01-01

This book, dedicated to Winfried Stute on the occasion of his 70th birthday, presents a unique collection of contributions by leading experts in statistics, stochastic processes, mathematical finance and insurance. The individual chapters cover a wide variety of topics ranging from nonparametric estimation, regression modelling and asymptotic bounds for estimators, to shot-noise processes in finance, option pricing and volatility modelling. The book also features review articles, e.g. on survival analysis.

Operational statistical analysis of the results of computer-based testing of students

Directory of Open Access Journals (Sweden)

Виктор Иванович Нардюжев

2018-12-01

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.

A comparison of parametric and nonparametric methods for normalising cDNA microarray data.

Science.gov (United States)

Khondoker, Mizanur R; Glasbey, Chris A; Worton, Bruce J

2007-12-01

Normalisation is an essential first step in the analysis of most cDNA microarray data, to correct for effects arising from imperfections in the technology. Loess smoothing is commonly used to correct for trends in log-ratio data. However, parametric models, such as the additive plus multiplicative variance model, have been preferred for scale normalisation, though the variance structure of microarray data may be of a more complex nature than can be accommodated by a parametric model. We propose a new nonparametric approach that incorporates location and scale normalisation simultaneously using a Generalised Additive Model for Location, Scale and Shape (GAMLSS, Rigby and Stasinopoulos, 2005, Applied Statistics, 54, 507-554). We compare its performance in inferring differential expression with Huber et al.'s (2002, Bioinformatics, 18, 96-104) arsinh variance stabilising transformation (AVST) using real and simulated data. We show GAMLSS to be as powerful as AVST when the parametric model is correct, and more powerful when the model is wrong. (c) 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

A non-parametric peak calling algorithm for DamID-Seq.