Search results for "statistical [methods]"
showing 10 items of 1664 documents
A Log-Rank Test for Equivalence of Two Survivor Functions
1993
We consider a hypothesis testing problem in which the alternative states that the vertical distance between the underlying survivor functions nowhere exceeds some prespecified bound delta0. Under the assumption of proportional hazards, this hypothesis is shown to be (logically) equivalent to the statement [beta[log(1 + epsilon), where beta denotes the regression coefficient associated with the treatment group indicator, and epsilon is a simple strictly increasing function of delta. The testing procedure proposed consists of carrying out in terms of beta (i.e., the standard Cox likelihood estimator of beta) the uniformly most powerful level alpha test for a suitable interval hypothesis about…
Covid-19 in Italy: Modelling, Communications, and Collaborations
2022
Abstract When Covid-19 arrived in Italy in early 2020, a group of statisticians came together to provide tools to make sense of the unfolding epidemic and to counter misleading media narratives. Here, members of StatGroup-19 reflect on their work to date
A Stochastic Approach to Quantum Statistics Distributions: Theoretical Derivation and Monte Carlo Modelling
2009
Abstract. We present a method aimed at a stochastic derivation of the equilibrium distribution of a classical/quantum ideal gas in the framework of the canonical ensemble. The time evolution of these ideal systems is modelled as a series of transitions from one system microstate to another one and thermal equilibrium is reached via a random walk in the single-particle state space. We look at this dynamic process as a Markov chain satisfying the condition of detailed balance and propose a variant of the Monte Carlo Metropolis algorithm able to take into account indistinguishability of identical quantum particles. Simulations performed on different two-dimensional (2D) systems are revealed to…
Opportunities and challenges of combined effect measures based on prioritized outcomes
2013
Many authors have proposed different approaches to combine multiple endpoints in a univariate outcome measure in the literature. In case of binary or time-to-event variables, composite endpoints, which combine several event types within a single event or time-to-first-event analysis are often used to assess the overall treatment effect. A main drawback of this approach is that the interpretation of the composite effect can be difficult as a negative effect in one component can be masked by a positive effect in another. Recently, some authors proposed more general approaches based on a priority ranking of outcomes, which moreover allow to combine outcome variables of different scale levels. …
An interest rates cluster analysis
2004
An empirical analysis of interest rates in money and capital markets is performed. We investigate a set of 34 different weekly interest rate time series during a time period of 16 years between 1982 and 1997. Our study is focused on the collective behavior of the stochastic fluctuations of these time-series which is investigated by using a clustering linkage procedure. Without any a priori assumption, we individuate a meaningful separation in 6 main clusters organized in a hierarchical structure.
A Unified Approach to Likelihood Inference on Stochastic Orderings in a Nonparametric Context
1998
Abstract For data in a two-way contingency table with ordered margins, we consider various hypotheses of stochastic orders among the conditional distributions considered by rows and show that each is equivalent to requiring that an invertible transformation of the vectors of conditional row probabilities satisfies an appropriate set of linear inequalities. This leads to the construction of a general algorithm for maximum likelihood estimation under multinomial sampling and provides a simple framework for deriving the asymptotic distribution of log-likelihood ratio tests. The usual stochastic ordering and the so called uniform and likelihood ratio orderings are considered as special cases. I…
Entropic descriptor of a complex behaviour
2009
We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex behaviour) by taking simultaneously into account the average departures of a system's entropy S from both its maximum possible value Smax and its minimum possible value Smin. When these two departures are similar to each other, the statistical complexity is maximal. We apply the new concept to the variability, over a range of length scales, of spatial or grey-level pattern arrangements in simple models. The pertinent results confirm the fact that a highly non-trivial, length-scale dependence of the entropic descriptor makes it an adequate complexity-measure, able to disting…
Anthropometry: An R Package for Analysis of Anthropometric Data
2017
The development of powerful new 3D scanning techniques has enabled the generation of large up-to-date anthropometric databases which provide highly valued data to improve the ergonomic design of products adapted to the user population. As a consequence, Ergonomics and Anthropometry are two increasingly quantitative fields, so advanced statistical methodologies and modern software tools are required to get the maximum benefit from anthropometric data. This paper presents a new R package, called Anthropometry, which is available on the Comprehensive R Archive Network. It brings together some statistical methodologies concerning clustering, statistical shape analysis, statistical archetypal an…
The angle of repose of spherical grains in granular Hele-Shaw cells: A molecular dynamics study
2007
We report the results of three dimensional molecular dynamic simulations on the angle of repose of a sandpile formed by pouring mono-sized cohesionless spherical grains into a granular Hele-Shaw cell. In particular, we are interested to investigate the effects of those variables which may impact significantly on pattern formation of granular mixtures in Hele-Shaw cells. The results indicate that the frictional forces influence remarkably the formation of pile on the grain level. Furthermore, We see that increasing grain insertion rate decreases slightly the angle of repose. We also find that in accordance with experimental results, the cell thickness is another significant factor and the an…
Kinetics of domain growth in finite Ising strips
1992
Abstract Monte Carlo simulations are presented for the kinetics of ordering of the two-dimensional nearest-neighbor Ising models in an L x M geometry with two free boundaries of length M ⪢ L . This geometry models a “terrace” of width L on regularly stepped surfaces, adatoms adsorbed on neighboring terraces being assumed to be noninteracting. Starting out with an initially random configuration of the atoms in the lattice gas at coverage θ = 1 2 in the square lattice, quenching experiments to temperatures in the range 0.85⩽ T / T c ⩽1 are considered, assuming a dynamics of the Glauber model type (no conservation laws being operative). At T c the ordering behavior can be described in terms of…