Search results for "Test statistic"
showing 10 items of 29 documents
Assessing self-criticism and self-reassurance: Examining psychometric properties and clinical usefulness of the Short-Form of the Forms of Self-Criti…
2021
The Forms of Self-Criticizing/Attacking and Self-Reassuring Scale (FSCRS) was designed to measure self-criticism (SC) through Inadequate Self (IS) and Hated Self (HS) factors, as well as self-reassurance (RS). However, its long and short forms have yet to be validated in the Spanish Population. The present study examines the psychometric properties of the short form (FSCRS-SF) and its clinical usefulness in a sample of 576 adult individuals, 77 with psychiatric disorders and 499 without. Non-clinical participants were split according to their previous experience with meditation (active meditators, n = 133; non-active meditators, n = 41; and non-meditators, n = 325) and differences between t…
Supplementing sleep actigraphy with button pressing while awake
2020
Objective/backgroundWrist-worn sleep actigraphs are limited for evaluating sleep, especially in sleepers who lie awake in bed without moving for extended periods. Sleep logs depend on the accuracy of perceiving and remembering times of being awake. Here we evaluated pressing an event-marker button while lying awake under two conditions: self-initiated pressing every 5 to 10 minutes or pressing when signaled every 5 minutes by a vibration pulse from a wristband. We evaluated the two conditions for acceptability and their concordance with actigraphically scored sleep.Participants and methodsTwenty-nine adults wore actigraphs on six nights. On nights 1 and 4, they pressed the marker to a vibra…
Secular Mean Reversion and Long-Run Predictability of the Stock Market
2013
Empirical financial literature documents the evidence of mean reversion in stock prices and the absence of out-of-sample return predictability over periods shorter than 10 years. The goal of this paper is to test the random walk hypothesis in stock prices and return predictability over periods longer than 10 years. Specifically, using 141 years of data, this paper begins by performing formal tests of the random walk hypothesis in the prices of the real S&P Composite Index over increasing time horizons up to 40 years. Even though our results cannot support the conventional wisdom which says that the stock market is safer for long-term investors, our findings speak in favor of the mean revers…
Multivariate nonparametric tests in a randomized complete block design
2003
AbstractIn this paper multivariate extensions of the Friedman and Page tests for the comparison of several treatments are introduced. Related unadjusted and adjusted treatment effect estimates for the multivariate response variable are also found and their properties discussed. The test statistics and estimates are analogous to the traditional univariate methods. In test constructions, the univariate ranks are replaced by multivariate spatial ranks (J. Nonparam. Statist. 5 (1995) 201). Asymptotic theory is developed to provide approximations for the limiting distributions of the test statistics and estimates. Limiting efficiencies of the tests and treatment effect estimates are found in the…
Likelihood approach to the first dark matter results from XENON100
2011
Many experiments that aim at the direct detection of Dark Matter are able to distinguish a dominant background from the expected feeble signals, based on some measured discrimination parameter. We develop a statistical model for such experiments using the Profile Likelihood ratio as a test statistic in a frequentist approach. We take data from calibrations as control measurements for signal and background, and the method allows the inclusion of data from Monte Carlo simulations. Systematic detector uncertainties, such as uncertainties in the energy scale, as well as astrophysical uncertainties, are included in the model. The statistical model can be used to either set an exclusion limit or …
BICKEL–ROSENBLATT TEST FOR WEAKLY DEPENDENT DATA
2012
The aim of this paper is to analyze the Bickel–Rosenblatt test for simple hypothesis in case of weakly dependent data. Although the test has nice theoretical properties, it is not clear how to implement it in practice. Choosing different band-width sequences first we analyze percentage rejections of the test statistic under H0 by some empirical simulation analysis. This can serve as an approximate rule for choosing the bandwidth in case of simple hypothesis for practical implementation of the test. In the recent paper [12] a version of Neyman goodness-of-fit test was established for weakly dependent data in the case of simple hypotheses. In this paper we also aim to compare and discuss the …
Effects of the Best Possible Self intervention: A systematic review and meta-analysis
2019
The Best Possible Self (BPS) exercise promotes a positive view of oneself in the best possible future, after working hard towards it. Since the first work that attempted to examine the benefits of this intervention in 2001, studies on the BPS have grown exponentially and, currently, this is one of the most widely used Positive Psychology Interventions. However, little is yet known about its overall effectiveness in increasing wellbeing outcomes. Thus, the aim of this meta-analysis is to shed light on this question. A systematic literature search was conducted, and 29 studies (in 26 articles) met the inclusion criteria of empirically testing the intervention and comparing it to a control con…
ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up-STATISTIC
1985
Abstract. In this paper the asymptotic behaviour of Bartlett's Up-statistic for a goodness-of-fit test for stationary processes, is considered. The asymptotic distribution of the test process is given under the assumption that a central limit theorem for the empirical spectral distribution function holds. It is shown that the Up-statistic tends to the supremum of a tied down Brownian motion. By a counterexample we refute the conjecture that this distribution is in general of the Kolmogorov-Smirnov type. The validity of the central limit theorem for the spectral distribution function is then discussed. Finally a goodness-of-fit test for ARMA-processes based on the estimated innovation sequen…
The size of Simes’ global test for discrete test statistics
1999
Abstract To increase the power of the Bonferroni–Holm procedure several modified Bonferroni procedures have been proposed (for example, Hochberg, 1988. Biometrika 75, 800–802; Hommel, 1988. Biometrika 75, 383–386), which are based on Simes’ global test (Simes, 1986. Biometrika 73, 751–754). By several simulation studies which, in particular, considered multinormal test statistics, it has been suggested that the Simes test is a level α test. However, an exact proof exists for only few situations one of them assuming independence of test statistics. We studied the behaviour of Simes’ test for discrete test statistics. Due to discreteness one can expect more conservative decisions whereas depe…
Optimal signed-rank tests based on hyperplanes
2005
Abstract For analysing k -variate data sets, Randles (J. Amer. Statist. Assoc. 84 (1989) 1045) considered hyperplanes going through k - 1 data points and the origin. He then introduced an empirical angular distance between two k -variate data vectors based on the number of hyperplanes (the so-called interdirections ) that separate these two points, and proposed a multivariate sign test based on those interdirections. In this paper, we present an analogous concept (namely, lift-interdirections ) to measure the regular distances between data points. The empirical distance between two k -variate data vectors is again determined by the number of hyperplanes that separate these two points; in th…