One‐sample and two‐sample analysis of heterogeneous person–time data in clinical trials

In this paper, we investigate the performance of different parametric and nonparametric approaches for analyzing overdispersed person–time–event rates in the clinical trial setting. We show that the likelihood‐based parametric approach may not maintain the right size for the tested overdispersed person–time–event data. The nonparametric approaches may use an estimator as either the mean of the ratio of number of events over follow‐up time within each subjects or the ratio of the mean of the number of events over the mean follow‐up time in all the subjects. Among these, the ratio of the means is a consistent estimator and can be studied analytically. Asymptotic properties of all estimators were studied through numerical simulations. This research shows that the nonparametric ratio of the mean estimator is to be recommended in analyzing overdispersed person–time data. When sample size is small, some resampling‐based approaches can yield satisfactory results. Copyright © 2012 John Wiley & Sons, Ltd.     

Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics

Non-Gaussian processes of Ornstein–Uhlenbeck (OU) type offer the possibility of capturing important distributional deviations from Gaussianity and for flexible modelling of dependence structures. This paper develops this potential, drawing on and extending powerful results from probability theory for applications in statistical analysis. Their power is illustrated by a sustained application of OU processes within the context of finance and econometrics. We construct continuous time stochastic volatility models for financial assets where the volatility processes are superpositions of positive OU processes, and we study these models in relation to financial data and theory.     

高密度可读写DVD技术分析

对高密度可读写DVD光盘所采用的相变记录技术、增加记录密度的方法、轨道格式的确定、前置技术、ZCLV转动控制技术、绿色和兰色激光技术等关键技术作了介绍和分析。     

抗氧化修饰低密度脂蛋白单克隆抗体的制备及其初步应用

用氧化修饰脂蛋白（ａ）对Ｂａｌｂ／ｃ小鼠免疫．利用淋巴细胞杂交瘤技术制备了鼠抗人氧化修饰低密度脂蛋白（ｏｘｉｄａｔｉｖｅｌｙｍｏｄｉｆｉｅｄｌｏｗｄｅｎｓｉｔｙｌｉｐｏｐｒｏｔｅｉｎ，ｏｘＬＤＬ）单克隆抗体细胞株．以单克隆抗体包被建立了酶联免疫吸附（ＥＬＩＳＡ）双抗夹心法．用此法对１０例冠心病患者、６例其他心脏病患者、１０例正常健康人血浆中ｏｘＬＤＬ的含量进行了测定．结果表明，冠心病患者血浆中ｏｘＬＤＬ水平明显高于其他心脏病组和正常对照组．本实验所建立的方法对诊断冠心病患者血浆中的ｏｘＬＤＬ具有重要意义     

Error reduction in density estimation under shape restrictions

For the problems of nonparametric estimation of nonincreasing and symmetric unimodal density functions with bounded supports we determine the projections of estimates onto the convex families of possible parent densities with respect to the weighted integrated squared error. We also describe the method of approximating the analogous projections onto the respective density classes satisfying some general moment conditions. The method of projections reduces the estimation errors for all possible values of observations of a given finite sample size in a uniformly optimal way and provides estimates sharing the properties of the parent densities.     

Modified weighted squared error estimation procedures with special emphasis on the stable laws

Two families of parameter estimation procedures for the stable laws based on a variant of the characteristic function are provided. The methodology which produces viable computational procedures for the stable laws is generally applicable to other families of distributions across a variety of settings. Both families of procedures may be described as a modified weighted chi-squared minimization procedure, and both explicitly take account of constraints on the parameter space. Influence func-tions for and efficiencies of the estimators are given. If x₁, x₂, …x_n random sample from an unknown distribution F , a method for determining the stable law to which F is attracted is developed. Procedures for regression and autoregres-sion with stable error structure are provided. A number of examples are given.     

Cross-Validated Assessments of Test Scoring Models

On a multiple choice test in which each item has r alternative options, a given number c of which are correct, various scoring models have been proposed. In one case the test-taker is allowed to choose any size solution subset and he/she is graded according to whether the subset is small and according to how many correct answers the subset contains. In a second case the test-taker is allowed to select only solution subsets of a prespecified maximum size and is graded as above. The first case is analogous to the situation where the test-taker is given a set of r options with each question; each question calls for a solution which consists of selecting that subset of the r responses which he/she believes to be correct. In the second case, when the prespecified solution subset is restricted to be of size at most one, the resulting scoring model corresponds to the usual model, referred to below as standard. The number c of correct options per item is usually known to the test-taker in this case.

Scoring models are evaluated according to how well they correctly identify the total scores of the individuals in the class of test-takers. Loss functions are constructed which penalize scoring models resulting in student scores which are not associated with the students true (or average) total score on the exam. Scoring models are compared on the basis of cross-validated assessments of the loss incurred by using each of the given models. It is shown that in many cases the assessment of the loss for scoring models which allow students the opportunity to choose more than one option for each question are smaller than the assessment of the loss for the standard scoring model.     

Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval

This paper investigates nonparametric estimation of density on [0, 1]. The kernel estimator of density on [0, 1] has been found to be sensitive to both bandwidth and kernel. This paper proposes a unified Bayesian framework for choosing both the bandwidth and kernel function. In a simulation study, the Bayesian bandwidth estimator performed better than others, and kernel estimators were sensitive to the choice of the kernel and the shapes of the population densities on [0, 1]. The simulation and empirical results demonstrate that the methods proposed in this paper can improve the way the probability densities on [0, 1] are presently estimated.     

几种药物对降低尿素分解液中氨浓度的试验

在相同的外界条件下,在相同浓度的等量脲酶尿素液中加入脲酶抑制剂、吸附剂,在不同时间进行pH值和NH_3—N值的测定,研究各药物对降低氨浓度的强弱。结果表明:各试验组氨浓度极显著低于对照组(P<0.01);在添加剂量相同的情况下,脲酶抑制剂和药用炭的作用较强(P<0.05),二者之间差异不显著(P>0.05);浮石、滑石粉、BIO—ADE作用较弱且三者之间差异不显著(P>0.05),三者中以选择滑石粉较好(价格较便宜)。     

Uniform in Bandwidth Estimation of Integral Functionals of the Density Function

Abstract. We apply recent results on local U‐statistics to obtain uniform in bandwidth consistency and central limit theorems for some commonly used estimators of integral functionals of density functions.