Search results for "Statistical"
showing 10 items of 4960 documents
A critical evaluation of the current “p-value controversy”
2017
This article has been triggered by the initiative launched in March 2016 by the Board of Directors of the American Statistical Association (ASA) to counteract the current p-value focus of statistical research practices that allegedly "have contributed to a reproducibility crisis in science." It is pointed out that in the very wide field of statistics applied to medicine, many of the problems raised in the ASA statement are not as severe as in the areas the authors may have primarily in mind, although several of them are well-known experts in biostatistics and epidemiology. This is mainly due to the fact that a large proportion of medical research falls under the realm of a well developed bo…
Adaptive designs with correlated test statistics
2009
In clinical trials, the collected observations such as clustered data or repeated measurements are often correlated. As a consequence, test statistics in a multistage design are correlated. Adaptive designs were originally developed for independent test statistics. We present a general framework for two-stage adaptive designs with correlated test statistics. We show that the significance level for the Bauer-Köhne design is inflated for positively correlated test statistics from a bivariate normal distribution. The decision boundary for the second stage can be modified so that type one error is controlled. This general concept is expandable to other adaptive designs. In order to use these de…
Tests of Linearity, Multivariate Normality and the Adequacy of Linear Scores
1994
After some discussion of the purposes of testing multivariate normality, the paper concentrates on two different approaches to testing linearity: on repeated regression tests of non-linearity and on exploiting properties of a dichotomized normal distribution. Regression tests of linearity are used to examine the adequacy of linear scoring systems for explanatory variables, initially recorded on an ordinal scale. Examples from recent psychological and medical research are given in which the methods have led to some insight into subject-matter.
A Hooke's law-based approach to protein folding rate
2014
Kinetics is a key aspect of the renowned protein folding problem. Here, we propose a comprehensive approach to folding kinetics where a polypeptide chain is assumed to behave as an elastic material described by the Hooke[U+05F3]s law. A novel parameter called elastic-folding constant results from our model and is suggested to distinguish between protein with two-state and multi-state folding pathways. A contact-free descriptor, named folding degree, is introduced as a suitable structural feature to study protein-folding kinetics. This approach generalizes the observed correlations between varieties of structural descriptors with the folding rate constant. Additionally several comparisons am…
On multi-scale percolation behaviour of the effective conductivity for the lattice model
2015
Macroscopic properties of heterogeneous media are frequently modelled by regular lattice models, which are based on a relatively small basic cluster of lattice sites. Here, we extend one of such models to any cluster's size kxk. We also explore its modified form. The focus is on the percolation behaviour of the effective conductivity of random two- and three-phase systems. We consider only the influence of geometrical features of local configurations at different length scales k. At scales accessible numerically, we find that an increase in the size of the basic cluster leads to characteristic displacements of the percolation threshold. We argue that the behaviour is typical of materials, w…
Critical phenomena at surfaces
1990
Abstract The presence of free surfaces adds a rich and interesting complexity to critical phenomena associated with phase transitions occurring in bulk materials. We shall review Monte Carlo computer simulation studies of surface critical behavior in simple cubic Ising- and XY-models with nearest-neighbor interactions J in the bulk and Js at the surface. These studies allow the identification of various critical exponents and critical amplitude ratios involving both the critical behavior of local quantities and of surface excess corrections to the bulk. We consider both the “ordinary” transition (surface criticality controlled by the bulk) and the “special transition” (a multicritical point…
Haldane Model at finite temperature
2019
We consider the Haldane model, a 2D topological insulator whose phase is defined by the Chern number. We study its phases as temperature varies by means of the Uhlmann number, a finite temperature generalization of the Chern number. Because of the relation between the Uhlmann number and the dynamical transverse conductivity of the system, we evaluate also the conductivity of the model. This analysis does not show any sign of a phase transition induced by the temperature, nonetheless it gives a better understanding of the fate of the topological phase with the increase of the temperature, and it provides another example of the usefulness of the Uhlmann number as a novel tool to study topolog…
Fisher Renormalization for Logarithmic Corrections
2008
For continuous phase transitions characterized by power-law divergences, Fisher renormalization prescribes how to obtain the critical exponents for a system under constraint from their ideal counterparts. In statistical mechanics, such ideal behaviour at phase transitions is frequently modified by multiplicative logarithmic corrections. Here, Fisher renormalization for the exponents of these logarithms is developed in a general manner. As for the leading exponents, Fisher renormalization at the logarithmic level is seen to be involutory and the renormalized exponents obey the same scaling relations as their ideal analogs. The scheme is tested in lattice animals and the Yang-Lee problem at t…
Generalized Heisenberg algebra and (non linear) pseudo-bosons
2018
We propose a deformed version of the generalized Heisenberg algebra by using techniques borrowed from the theory of pseudo-bosons. In particular, this analysis is relevant when non self-adjoint Hamiltonians are needed to describe a given physical system. We also discuss relations with nonlinear pseudo-bosons. Several examples are discussed.
Hitting Time Distributions in Financial Markets
2006
We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the 12-year period 1987-1998, the second one is composed by high frequency data for 100 stocks for the 4-year period 1995-1998. We compare the probability distribution obtained by our empirical analysis with those obtained from different models for stock market evolution. Specifically by focusing on the statistical properties of the hitting times to reach a barrier or a given threshold, we compare the prob…