Search results for "statistical [methods]"
showing 10 items of 1664 documents
Extended quasi-additivity of Tsallis entropies
2006
We consider statistically independent non-identical subsystems with different entropic indices q1 and q2. A relation between q1, q2 and q' (for the entire system) extends a power law for entropic index as a function of distance r. A few examples illustrate a role of the proposed constraint q' < min(q1, q2) for the Beck's concept of quasi-additivity.
Test Procedures in Configural Frequency Analysis (CFA) Controlling the Local and Multiple Level
1987
The test statistics used until now in the CFA have been developed under the assumption of the overall hypothesis of total independence. Therefore, the multiple test procedures based on these statistics are really only different tests of the overall hypothesis. If one likes to test a special cell hypothesis, one should only assume that this hypothesis is true and not the whole overall hypothesis. Such cell tests can then be used as elements of a multiple test procedure. In this paper it is shown that the usual test procedures can be very anticonservative (except of the two-dimensional, and, for some procedures, the three-dimensional case), and corrected test procedures are developed. Further…
Pandemetrics: systematically assessing, monitoring, and controlling the evolution of a pandemic
2022
AbstractThe still ongoing pandemic of SARS-CoV-2 virus and COVID-19 disease, affecting the population worldwide, has demonstrated the need of more accurate methodologies for assessing, monitoring, and controlling an outbreak of such devastating proportions. Authoritative attempts have been made in traditional fields of medicine (epidemiology, virology, infectiology) to address these shortcomings, mainly by relying on mathematical and statistical modeling. However, here, we propose approaching the methodological work from a different, and to some extent alternative, standpoint. Applied systematically, the concepts and tools of statistical engineering and quality management, developed not onl…
Statistical inference and Monte Carlo algorithms
1996
This review article looks at a small part of the picture of the interrelationship between statistical theory and computational algorithms, especially the Gibbs sampler and the Accept-Reject algorithm. We pay particular attention to how the methodologies affect and complement each other.
Olley–Pakes productivity decomposition: computation and inference
2016
Summary We show how a moment-based estimation procedure can be used to compute point estimates and standard errors for the two components of the widely used Olley–Pakes decomposition of aggregate (weighted average) productivity. When applied to business level microdata, the procedure allows for autocovariance and heteroscedasticity robust inference and hypothesis testing about, for example, the coevolution of the productivity components in different groups of firms. We provide an application to Finnish firm level data and find that formal statistical inference casts doubt on the conclusions that one might draw on the basis of a visual inspection of the components of the decomposition.
Stochastic resonance and noise delayed extinction in a model of two competing species
2003
We study the role of the noise in the dynamics of two competing species. We consider generalized Lotka-Volterra equations in the presence of a multiplicative noise, which models the interaction between the species and the environment. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence of a periodic driving term, which accounts for the environment temperature variation. We find noise-induced periodic oscillations of the species concentrations and stochastic resonance phenomenon. We find also a nonmonotonic behavior of the mean extinction time of one of the two competing species…
Applications of statistical mechanics to finance
1999
Abstract We discuss some apparently “universal” aspects observed in the empirical analysis of stock price dynamics in financial markets. Specifically we consider (i) the empirical behavior of the return probability density function and (ii) the content of economic information in financial time series.
Improvements and Modifications of Tarone's Multiple Test Procedure for Discrete Data
1998
Tarone (1990, Biometrics 46, 515-522) proposed a multiple test procedure for discrete test statistics improving the usual Bonferroni procedure. However, Tarone's procedure is not monotone depending on the predetermined multiple level a. Roth (1998, Journal of Statistical Planning and Inference, in press) developed a monotone version of Tarone's procedure. We present a similar procedure that is both monotone and an improvement of Tarone's proposal. Based on this extension, we derive a step-down procedure that is a corresponding improvement of Holm's (1979, Scandinavian Journal of Statistics 6, 65-70) sequentially rejective procedure. It is shown how adjusted p-values can be computed for the …
Global and multiple test procedures using ordered p-values—a review
2004
This paper reviews global and multiple tests for the combination ofn hypotheses using the orderedp-values of then individual tests. In 1987, Rohmel and Streitberg presented a general method to construct global level α tests based on orderedp-values when there exists no prior knowledge regarding the joint distribution of the corresponding test statistics. In the case of independent test statistics, construction of global tests is available by means of recursive formulae presented by Bicher (1989), Kornatz (1994) and Finner and Roters (1994). Multiple test procedures can be developed by applying the closed test principle using these global tests as building blocks. Liu (1996) proposed represe…
Extending conventional priors for testing general hypotheses in linear models
2007
We consider that observations come from a general normal linear model and that it is desirable to test a simplifying null hypothesis about the parameters. We approach this problem from an objective Bayesian, model-selection perspective. Crucial ingredients for this approach are 'proper objective priors' to be used for deriving the Bayes factors. Jeffreys-Zellner-Siow priors have good properties for testing null hypotheses defined by specific values of the parameters in full-rank linear models. We extend these priors to deal with general hypotheses in general linear models, not necessarily of full rank. The resulting priors, which we call 'conventional priors', are expressed as a generalizat…