Search results for "Statistical Hypothesis Testing"
showing 10 items of 110 documents
General framework for testing Poisson-Voronoi assumption for real microstructures
2020
Modeling microstructures is an interesting problem not just in Materials Science but also in Mathematics and Statistics. The most basic model for steel microstructure is the Poisson-Voronoi diagram. It has mathematically attractive properties and it has been used in the approximation of single phase steel microstructures. The aim of this paper is to develop methods that can be used to test whether a real steel microstructure can be approximated by such a model. Therefore, a general framework for testing the Poisson-Voronoi assumption based on images of 2D sections of real metals is set out. Following two different approaches, according to the use or not of periodic boundary conditions, thre…
Can visualization alleviate dichotomous thinking? Effects of visual representations on the cliff effect
2021
Common reporting styles for statistical results in scientific articles, such as $p$ p -values and confidence intervals (CI), have been reported to be prone to dichotomous interpretations, especially with respect to the null hypothesis significance testing framework. For example when the $p$ p -value is small enough or the CIs of the mean effects of a studied drug and a placebo are not overlapping, scientists tend to claim significant differences while often disregarding the magnitudes and absolute differences in the effect sizes. This type of reasoning has been shown to be potentially harmful to science. Techniques relying on the visual estimation of the strength of evidence have been recom…
Educación XX1 : revista de la Facultad de Educación
2017
Introducción: La institucionalización del Aprendizaje-Servicio (ApS) en la universidad recomienda, en primer lugar, el análisis de la cultura docente del profesorado y su actitud hacia la innovación. Precisamente, lo que este trabajo pretende es aportar un modelo teórico integrador desarrollando tres escalas de evaluación, contrastadas a través de pruebas estadísticas, para el contexto de la enseñanza universitaria en España. Metodología: A fin de elaborar el modelo de medida se aplicaron tres escalas a 1903 profesoras y profesores de 6 universidades españolas: una escala de práctica docente (18 ítems), otra sobre compromiso social de la Universidad (9 ítems), y una tercera, sobre prácticas…
Empirical Analyses of Networks in Finance
2018
Abstract The recent global financial crisis has triggered a huge interest in the use of network concepts and network tools to better understand how instabilities can propagate through the financial system. The literature is today quite vast, covering both theoretical and empirical aspects. This review concentrates on empirical work, and associated methodologies, concerned with the evaluation of the fragility and resilience of financial and credit markets. The first part of the review examines the literature on systemic risk that arise from banks mutual exposures. These exposures stem primarily from interbank lending and derivative positions, but also, indirectly, from common holdings of oth…
Modeling the Dynamics of a Financial Index after a Crash
2004
Supply and demand are perhaps the most fundamental concepts in economics. In a financial market they reflects the orders of the agents to buy or sell a given asset. In turn the fluctuations of supply and demand influence the dynamics of the price of an asset, as, for example, a stock or a financial index. Therefore the dynamics of the price of an asset is affected by the actions and of the beliefs of the agents. It is known that the dynamics of the price of an asset is far from simple, Several stylized facts has been empirically discovered such as, for example, the fat tails in the return distribution and the clustered volatility. These stylized facts has been detected by considering long t…
Content quality assessment and acceptance testing in location‐based services
2006
In this paper, we develop and evaluate an approach to assessing the content quality in a location‐based service (LBS). The proposed approach, instead of assessing the quality in absolute terms such as completeness or accuracy, measures the effect that the imperfection of the content is having on the reliability of that specific LBS. We apply the basic ideas from Software Reliability Engineering (SRE), but develop a modification of SRE, 2‐Branch, in order to separate content quality from other factors, such as positioning imprecision, and to reduce the measurement error. In our experimental study, we first compare 2‐Branch to the standard SRE, after which we experimentally analyze some prope…
Estimating the Number of Changepoints in Segmented Regression Models: Comparative Study and Application
2020
This paper deals with the problem of selecting the number of changepoints in segmented regression models. The aim is to review selection criteria, namely information criteria and hypothesis testing, and to propose a novel application in the context of students' careers in higher education. The performance of the selection criteria is assessed through simulation studies. Furthermore, we investigate the relationship between University students' performance and one of its main determinants, finding out that this relationship is actually broken-line.
Time Series Momentum in the US Stock Market: Empirical Evidence and Theoretical Implications
2020
There is much controversy in the academic literature on the presence of short-term trends in financial markets and the trend-following strategy's profitability. This paper restricts its attention to the study of time-series momentum (TSMOM) in the US stock market. The paper aims to suggest answers to several important questions regarding TSMOM and to explain the existing controversy. Our answer to the question, whether short-term trends exist, is strongly affirmative. For the first time, we suppose that the returns follow a p-order autoregressive process with p>1 and evaluate this process's parameters. Fairly accurate knowledge of the momentum generating process allows us to provide analyti…
Interval Length Analysis in Multi Layer Model
2009
In this paper we present an hypothesis test of randomness based on the probability density function of the symmetrized Kulback-Leibler distance estimated, via a Monte Carlo simulation, by the distributions of the interval lengths detected using the Multi-Layer Model (MLM). The $MLM$ is based on the generation of several sub-samples of an input signal; in particular a set of optimal cut-set thresholds are applied to the data to detect signal properties. In this sense MLM is a general pattern detection method and it can be considered a preprocessing tool for pattern discovery. At the present the test has been evaluated on simulated signals which respect a particular tiled microarray approach …
Logit analysis in L2 research: measuring L1 and L2/Ln effects
1998
In quantitatively oriented L2 studies, we normally contrast two phenomena at a time, both at the group and individual level. However, it is generally acknowledged that what a learner produces is determined by a multitude of factors influencing the interlanguage (IL) simultaneously. When dealing with discrete, nominal categories, the numerical and causal relations between the variables involved cannot be adequately captured in an analysis where the phenomenon to be studied and the explanatory factors are subjected to a series of pairwise statistical tests. Instead of the two-variable approach, multivariate techniques should be applied, since they allow for the examination of the effects of m…