Test of Homogeneity for Some Population Models Based on Counting Processes

This work deals with hypothesis testing for some population models based on counting processes. An asymptotic hypothesis testing to find out certain homogeneity conditions about the parameters of these models is carried out. Some local alternatives are considered and these results are applied to prove homogeneity of the resistance level of susceptible individuals in a population which is subdivided into sub populations and is being attacked by an infectious disease.     

Normality testing: two new tests using L-moments

Establishing that there is no compelling evidence that some population is not normally distributed is fundamental to many statistical inferences, and numerous approaches to testing the null hypothesis of normality have been proposed. Fundamentally, the power of a test depends on which specific deviation from normality may be presented in a distribution. Knowledge of the potential nature of deviation from normality should reasonably guide the researcher's selection of testing for non-normality. In most settings, little is known aside from the data available for analysis, so that selection of a test based on general applicability is typically necessary. This research proposes and reports the power of two new tests of normality. One of the new tests is a version of the R-test that uses the L-moments, respectively, L-skewness and L-kurtosis and the other test is based on normalizing transformations of L-skewness and L-kurtosis. Both tests have high power relative to alternatives. The test based on normalized transformations, in particular, shows consistently high power and outperforms other normality tests against a variety of distributions.     

A bayesian approach to the comparison of two means

A hierarchical Bayesian approach to the problem of comparison of two means is considered. Hypothesis testing, ranking and selection, and estimation (after selection) are treated. Under the hypothesis that two means are different, it is desired to select the population which has the larger mean. Expressions for the ranking probability of each mean being the larger and the corresponding estimate of each mean are given. For certain priors, it is possible to express the quantities of interest in closed form. A simulation study has been done to compare mean square errors of a hierarchical Bayesian estimator and some of the existing estimators of the selected mean. The case of comparing two means in the presence of block effects has also been considered and an example is presented to illustrate the methodology.     

Γ-Optimal decision procedures for selecting the best population in randomized complete block design

In randomized complete block design, we face the problem of selecting the best population. If some partial information about the unknown parameters is available, then we wish to delermine the optimal decisin rule to select the best population.

In this paper, in the class of natural selection rules, we employ the Γ-optimal criterion to determine optimal decision rules that will minimize the maximum expected risk over the class of some partial information. Furthermore, the traditional hypothesis testing is briefly discussed from the view point of ranking and selecting.     

DETECTING NATURAL SELECTION: THE STEPWISE MUTATION MODEL WITH HETEROSIS

The problem of testing whether heterozygotes have a selective advantage is considered, assuming the stepwise mutation model for electrophoretic alleles. The population is observed for a number of generations, and the likelihoods of the changes in allele frequencies under the heterozygote advantage model and under the strict neutrality model are compared. It is shown by simulation that statistical tests based on the likelihoods have little power to detect selection if only a few generations of data are available.
Many population genetic models, including the stepwise mutation model, have been formulated as diffusion processes in continuous time. The paper gives expressions for the likelihoods of multivariate diffusions observed over a time interval.     

A model-based sample selection procedure for one-stage sampling

The problem of sample selection, when a one-stage superpopulation model-based approach is used to predict individual variate values for each unit in a finite population based on a sample of only some of the units, is investigated. The model framework is discussed and a sample selection scheme based on the model is derived. The sample selection scheme is evaluated using actual data. Future research topics including multiple predictions per unit are suggested.     

Conditional probability of correct selection under the continuum partition with applications

The problem of selecting the best population from among a finite number of populations in the presence of uncertainty is a problem one faces in many scientific investigations, and has been studied extensively, Many selection procedures have been derived for different selection goals. However, most of these selection procedures, being frequentist in nature, don't tell how to incorporate the information in a particular sample to give a data-dependent measure of correct selection achieved for this particular sample. They often assign the same decision and probability of correct selection for two different sample values, one of which actually seems intuitively much more conclusive than the other. The methodology of conditional inference offers an approach which achieves both frequentist interpret ability and a data-dependent measure of conclusiveness. By partitioning the sample space into a family of subsets, the achieved probability of correct selection is computed by conditioning on which subset the sample falls in. In this paper, the partition considered is the so called continuum partition, while the selection rules are both the fixed-size and random-size subset selection rules. Under the distributional assumption of being monotone likelihood ratio, results on least favourable configuration and alpha-correct selection are established. These re-sults are not only useful in themselves, but also are used to design a new sequential procedure with elimination for selecting the best of k Binomial populations. Comparisons between this new procedure and some other se-quential selection procedures with regard to total expected sample size and some risk functions are carried out by simulations.     

Percentage points of the statistics for testing hypotheses on mean vectors of multivariate normal distributions with missing observations

A problem of testing of hypotheses on the mean vector of a multivariate normal distribution with unknown and positive definite covariance matrix is considered when a sample with a special, though not unusual, pattern of missing observations from that population is available. The approximate percentage points of the test statistic are obtained and their accuracy has been checked by comparing them with some exact percentage points which are calculated for complete samples and some special incomplete samples. The approximate percentage points are in good agreement with exact percentage points. The above work is extended to the problem of testing the hypothesis of equality of two mean vectors of two multivariate normal distributions with the same, unknown covariance matrix     

Inferential properties of an individual-based survival model using release-recapture data: Sample size,validity and power

A model for analyzing release-recapture data is presented that generalizes a previously existing individual covariate model to include multiple groups of animals. As in the previous model, the generalized version includes selection parameters that relate individual covariates to survival potential. Significance of the selection parameters was equivalent to significance of the individual covariates. Simulation studies were conducted to investigate three inferential properties with respect to the selection parameters: (1) sample size requirements, (2) validity of the likelihood ratio test (LRT) and (3) power of the LRT. When the survival and capture probabilities ranged from 0.5 to 1.0, a total sample size of 300 was necessary to achieve a power of 0.80 at a significance level of 0.1 when testing the significance of the selection parameters. However, only half that (a total of 150) was necessary for the distribution of the maximum likelihood estimators of the selection parameters to approximate their asymptotic distributions. In general, as the survival and capture probabilities decreased, the sample size requirements increased. The validity of the LRT for testing the significance of the selection parameters was confirmed because the LRT statistic was distributed as theoretically expected under the null hypothesis, i.e. like a chi 2 random variable. When the baseline survival model was fully parameterized with population and interval effects, the LRT was also valid in the presence of unaccounted for random variation. The power of the LRT for testing the selection parameters was unaffected by over-parameterization of the baseline survival and capture models. The simulation studies showed that for testing the significance of individual covariates to survival the LRT was remarkably robust to assumption violations.     

Inferential properties of an individual-based survival model using release-recapture data: sample size, validity and power

A model for analyzing release-recapture data is presented that generalizes a previously existing individual covariate model to include multiple groups of animals. As in the previous model, the generalized version includes selection parameters that relate individual covariates to survival potential. Significance of the selection parameters was equivalent to significance of the individual covariates. Simulation studies were conducted to investigate three inferential properties with respect to the selection parameters: (1) sample size requirements, (2) validity of the likelihood ratio test (LRT) and (3) power of the LRT. When the survival and capture probabilities ranged from 0.5 to 1.0, a total sample size of 300 was necessary to achieve a power of 0.80 at a significance level of 0.1 when testing the significance of the selection parameters. However, only half that (a total of 150) was necessary for the distribution of the maximum likelihood estimators of the selection parameters to approximate their asymptotic distributions. In general, as the survival and capture probabilities decreased, the sample size requirements increased. The validity of the LRT for testing the significance of the selection parameters was confirmed because the LRT statistic was distributed as theoretically expected under the null hypothesis, i.e. like a chi 2 random variable. When the baseline survival model was fully parameterized with population and interval effects, the LRT was also valid in the presence of unaccounted for random variation. The power of the LRT for testing the selection parameters was unaffected by over-parameterization of the baseline survival and capture models. The simulation studies showed that for testing the significance of individual covariates to survival the LRT was remarkably robust to assumption violations.     

Multivariate attribute control chart using Mahalanobis D2 statistic

Process control involves repeated hypothesis testing based on several samples. However, process control is not exactly hypothesis testing as such since it deals with detection of non-random patterns of variation as well in a fleeting kind of population. Compare this with hypothesis testing which is principally meant for a stagnant population. Dr Walter A. Shewhart introduced a graphic method for doing this testing in a fleeting population in 1924. This graphic method came to be known as control chart and is widely used throughout the world today for process management purposes. Subsequently there was much advancement in process control techniques. In particular, when more than one variable was involved, process control techniques were developed mainly by Hicks (1955), Jackson (1956 and 1959) and Montgomery and Wadsworth (1972) based on the pioneering work of Hotelling in 1931. Most of them have worked in the area of multivariate variable control chart with the underlying distribution as multivariate normal. When more than one attribute variables are involved some works relating to test of hypothesis was done by Mahalanobis (1946). These works were also based on the Hotelling T² test. This paper expands the concept of 'Mahalanobis Distance' in case of a multinomial distribution and thereby proposes a multivariate attribute control chart.     

Kernel smoothing for finite populations

We identify a role for smooth curve provision in the finite population context. The performance of kernel density estimates in this scenario is explored, and they are tailored to the finite population situation especially by developing a method of data-based selection of the smoothing parameter appropriate to this problem. Simulated examples are given, including some from the particular context of permutation distributions which first motivated this investigation.     

A TEST OF HOMOGENEITY AGAINST SCALE ALTERNATIVES USING SUBSAMPLE EXTREMA1

In this paper a new class of non-parametric tests for testing homogeneity of several populations against scale alternatives is proposed. For this, independent samples of fixed sizes are drawn from each population and from these samples, all possible sub-samples of the same size are drawn and their maxima and minima are computed. Using these extreme the class of tests is obtained. Tests of this type have been offered for the two-sample slippage problem by Kochar (1978). Under certain conditions, this class of tests is shown to be consistent against ‘difference in scale’ alternatives. The test has been compared with Bhapkar's V-test (1961), Deshpande's D-test (1965), Sugiura's D_rs-test (1965) and with a classical test given by Lehmann (1959, pp. 273–275). It is shown that some members of this proposed class of tests are more efficient than the first three tests in the case of uniform, Laplace and normal distributions, when the number of populations compared is small.     

Selection and Ranking Procedures for Type I Extreme Value Populations and a Related Homogeneity Test

Consider k (≥2) independent Type I extreme value populations with unknown location parameters and common known scale parameter. With samples of same size, we study procedures based on the sample means for (1) selecting the population having the largest location parameter, (2) selecting the population having the smallest location parameter, and (3) testing for equality of all the location parameters. We use Bechhofer's indifference-zone and Gupta's subset selection formulations. Tables of constants for implemention are provided based on approximation for the distribution of the standardized sample mean by a generalized Tukey's lambda distribution. Examples are provided for all procedures.     

Objective Bayesian hypothesis testing in regression models with first-order autoregressive residuals

This article considers the objective Bayesian testing in the normal regression models with first-order autoregressive residuals. We propose some solutions based on a Bayesian model selection procedure to this problem where no subjective input is considered. We construct the proper priors for testing the autocorrelation coefficient based on measures of divergence between competing models, which is called the divergence-based (DB) priors and then propose the objective Bayesian decision-theoretic rule, which is called the Bayesian reference criterion (BRC). Finally, we derive the intrinsic test statistic for testing the autocorrelation coefficient. The behavior of the Bayes factor-based DB priors is examined by comparing with the BRC in a simulation study and an example.     

Contributions to adaptive estimation

There are many statistics which can be used to characterize data sets and provide valuable information regarding the data distribution, even for large samples. Traditional measures, such as skewness and kurtosis, mentioned in introductory statistics courses, are rarely applied. A variety of other measures of tail length, skewness and tail weight have been proposed, which can be used to describe the underlying population distribution. Adaptive statistical procedures change the estimator of location, depending on sample characteristics. The success of these estimators depends on correctly classifying the underlying distribution model. Advocates of adaptive distribution testing propose to proceed by assuming (1) that an appropriate model, say Omega , is such that Omega { Omega , Omega , i i 1 2 … , Omega }, and (2) that the character of the model selection process is statistically k independent of the hypothesis testing. We review the development of adaptive linear estimators and adaptive maximum-likelihood estimators.     

Occam's shadow: levels of analysis in evolutionary ecology--where to next?

Evolutionary ecology is the study of evolutionary processes, and the ecological conditions that influence them. A fundamental paradigm underlying the study of evolution is natural selection. Although there are a variety of operational definitions for natural selection in the literature, perhaps the most general one is that which characterizes selection as the process whereby heritable variation in fitness associated with variation in one or more phenotypic traits leads to intergenerational change in the frequency distribution of those traits. The past 20 years have witnessed a marked increase in the precision and reliability of our ability to estimate one or more components of fitness and characterize natural selection in wild populations, owing particularly to significant advances in methods for analysis of data from marked individuals. In this paper, we focus on several issues that we believe are important considerations for the application and development of these methods in the context of addressing questions in evolutionary ecology. First, our traditional approach to estimation often rests upon analysis of aggregates of individuals, which in the wild may reflect increasingly non-random (selected) samples with respect to the trait(s) of interest. In some cases, analysis at the aggregate level, rather than the individual level, may obscure important patterns. While there are a growing number of analytical tools available to estimate parameters at the individual level, and which can cope (to varying degrees) with progressive selection of the sample, the advent of new methods does not reduce the need to consider carefully the appropriate level of analysis in the first place. Estimation should be motivated a priori by strong theoretical analysis. Doing so provides clear guidance, in terms of both (i) assisting in the identification of realistic and meaningful models to include in the candidate model set, and (ii) providing the appropriate context under which the results are interpreted. Second, while it is true that selection (as defined) operates at the level of the individual, the selection gradient is often (if not generally) conditional on the abundance of the population. As such, it may be important to consider estimating transition rates conditional on both the parameter values of the other individuals in the population (or at least their distribution), and population abundance. This will undoubtedly pose a considerable challenge, for both single- and multi-strata applications. It will also require renewed consideration of the estimation of abundance, especially for open populations. Thirdly, selection typically operates on dynamic, individually varying traits. Such estimation may require characterizing fitness in terms of individual plasticity in one or more state variables, constituting analysis of the norms of reaction of individuals to variable environments. This can be quite complex, especially for traits that are under facultative control. Recent work has indicated that the pattern of selection on such traits is conditional on the relative rates of movement among and frequency of spatially heterogeneous habitats, suggesting analyses of evolution of life histories in open populations can be misleading in some cases.     

Detecting multiple change points in piecewise constant hazard functions

The National Cancer Institute (NCI) suggests a sudden reduction in prostate cancer mortality rates, likely due to highly successful treatments and screening methods for early diagnosis. We are interested in understanding the impact of medical breakthroughs, treatments, or interventions, on the survival experience for a population. For this purpose, estimating the underlying hazard function, with possible time change points, would be of substantial interest, as it will provide a general picture of the survival trend and when this trend is disrupted. Increasing attention has been given to testing the assumption of a constant failure rate against a failure rate that changes at a single point in time. We expand the set of alternatives to allow for the consideration of multiple change-points, and propose a model selection algorithm using sequential testing for the piecewise constant hazard model. These methods are data driven and allow us to estimate not only the number of change points in the hazard function but where those changes occur. Such an analysis allows for better understanding of how changing medical practice affects the survival experience for a patient population. We test for change points in prostate cancer mortality rates using the NCI Surveillance, Epidemiology, and End Results dataset.     

Two‐Sample Test Against One‐Sided Alternatives

Abstract. This paper proposes, implements and investigates a new non‐parametric two‐sample test for detecting stochastic dominance. We pose the question of detecting the stochastic dominance in a non‐standard way. This is motivated by existing evidence showing that standard formulations and pertaining procedures may lead to serious errors in inference. The procedure that we introduce matches testing and model selection. More precisely, we reparametrize the testing problem in terms of Fourier coefficients of well‐known comparison densities. Next, the estimated Fourier coefficients are used to form a kind of signed smooth rank statistic. In such a setting, the number of Fourier coefficients incorporated into the statistic is a smoothing parameter. We determine this parameter via some flexible selection rule. We establish the asymptotic properties of the new test under null and alternative hypotheses. The finite sample performance of the new solution is demonstrated through Monte Carlo studies and an application to a set of survival times.     

Variational discriminant analysis with variable selection

A fast Bayesian method that seamlessly fuses classification and hypothesis testing via discriminant analysis is developed. Building upon the original discriminant analysis classifier, modelling components are added to identify discriminative variables. A combination of cake priors and a novel form of variational Bayes we call reverse collapsed variational Bayes gives rise to variable selection that can be directly posed as a multiple hypothesis testing approach using likelihood ratio statistics. Some theoretical arguments are presented showing that Chernoff-consistency (asymptotically zero type I and type II error) is maintained across all hypotheses. We apply our method on some publicly available genomics datasets and show that our method performs well in practice for its computational cost. An R package VaDA has also been made available on Github.