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41.
Vadim Teverovsky Murad S. Taqqu Walter Willinger 《Journal of statistical planning and inference》1999,80(1-2):211-227
We report on an empirical investigation of the modified rescaled adjusted range or R/S statistic that was proposed by Lo, 1991. Econometrica 59, 1279–1313, as a test for long-range dependence with good robustness properties under ‘extra’ short-range dependence. In contrast to the classical R/S statistic that uses the standard deviation S to normalize the rescaled range R, Lo's modified R/S-statistic Vq is normalized by a modified standard deviation Sq which takes into account the covariances of the first q lags, so as to discount the influence of the short-range dependence structure that might be present in the data. Depending on the value of the resulting test-statistic Vq, the null hypothesis of no long-range dependence is either rejected or accepted. By performing Monte-Carlo simulations with ‘truly’ long-range- and short-range dependent time series, we study the behavior of Vq, as a function of q, and uncover a number of serious drawbacks to using Lo's method in practice. For example, we show that as the truncation lag q increases, the test statistic Vq has a strong bias toward accepting the null hypothesis (i.e., no long-range dependence), even in ideal situations of ‘purely’ long-range dependent data. 相似文献
42.
S. D. Oman N. Meir & N. Halm 《Journal of the Royal Statistical Society. Series C, Applied statistics》1999,48(1):39-52
Two indices of creatinine clearance (an index of kidney function) are compared on a group of cancer patients who underwent chemotherapy with a potentially nephrotoxic drug. The standard index, measured creatinine clearance MCC, is cumbersome to use, whereas the more convenient alternative, estimated creatinine clearance ECC, has not yet been conclusively evaluated on cancer patients. We conclude that under certain clinical conditions ECC and MCC are identically calibrated for males, but not for females, and we obtain estimated true and false positive rates for assessing the use of ECC instead of MCC as a diagnostic tool. We use a model that is formally equivalent to an errors-in-variables model with (unbalanced) repeated observations and correlated measurement errors. The bootstrap is used to obtain standard errors and confidence limits. 相似文献
43.
Martin S. Ridout Byron J. T. Morgan & David R. Taylor 《Journal of the Royal Statistical Society. Series C, Applied statistics》1999,48(2):185-196
The branching structure of inflorescences of the cultivated strawberry ( Fragaria × ananassa Duch.) is very variable. This paper demonstrates that some aspects of this variability are well described by a simple stochastic model of branching that has two adjustable parameters. The model is shown to provide a good fit to data from a set of almost 700 inflorescences of the cultivar Elsanta, collected over two successive years. For one parameter the maximum likelihood estimator is a moment estimator which is fully efficient even if the detailed branching structure of the inflorescences is not recorded. This parameter provides a convenient summary of branching vigour. The maximum likelihood estimator of the second parameter must be determined iteratively and can be quite inefficient unless the full branching structure is recorded. The model demonstrates that branching structure is affected by the order in which inflorescences emerge on the plant. 相似文献
44.
A variety of methods of eliciting a prior distribution for a multivariate normal (MVN) distribution have recently been proposed. This paper reports an experiment in which 16 meteorologists used the methods to quantify their opinions about climatology variables. Our results compare prior models and show, in particular, that it can be better to assume the mean and variance of an MVN distribution are independent a priori, rather than to model opinion by the conjugate prior distribution. Using a proper scoring rule, different forms of assessment task are examined and alternative ways of estimating parameters are compared. To quantify opinion about means, it proved preferable to ask directly about the means rather than individual observations while, to quantify opinion about the variance matrix, it was best to ask about deviations from the mean. Further results include recommendations for the way parameters of the prior distribution are estimated. 相似文献
45.
Dilated cardiomyopathy is a disease of unknown cause characterized by dilation and impaired function of one or both ventricles. Most cases are believed to be sporadic, although familial forms have been detected. The familial form has been estimated to have a relative frequency of about 25%. Since, except for familial history, familial form has no other characteristics that could help in classifying the two diseases, the estimate of the frequency of the familial form should take into account a possible misclassification error. In our study, 100 cases were randomly selected in a prospective series of 350 patients. Out of them, 28 index cases were included in the analysis: 12 were known to be familial, and 88 were believed to be sporadic. After extensive clinical examination of the relatives, 3 patients supposed to have a sporadic form were found to have a familial form. 13 cases had a confirmed sporadic disease. Models in the Log-Linear Product class (LLP) have been used to separate classification errors from underlying patterns of disease incidence. The most conservative crude estimate of the misclassification error is 16.1% (CI 0.22- 23.27%), which leads to a crude estimate of the frequency of the familiar form of about 60%. An estimate of the disease frequency, adjusted for taking into consideration the sampling plan, is 40.93% (CI 32.29-44.17%). The results are consistent with the hypothesis that genetic factors are still underestimated, although they represent a major cause of the disease. 相似文献
46.
This paper describes an innovative application of statistical process control to the online remote control of the UK's gas transportation networks. The gas industry went through a number of changes in ownership, regulation, access to networks, organization and management culture in the 1990s. The application of SPC was motivated by these changes along with the desire to apply the best industrial statistics theory to practical problems. The work was initiated by a studentship, with the technology gradually being transferred to the industry. The combined efforts of control engineers and statisticians helped develop a novel SPC system. Having set up the control limits, a system was devised to automatically update and publish the control charts on a daily basis. The charts and an associated discussion forum are available to both managers and control engineers throughout the country at their desktop PCs. The paper describes methods of involving people to design first-class systems to achieve continual process improvement. It describes how the traditional benefits of SPC can be realized in a 'distal team working', and 'soft systems', context of four Area Control Centres, controlling a system delivering two thirds of the UK's energy needs. 相似文献
47.
Differences between plant varieties are based on phenotypic observations, which are both space and time consuming. Moreover, the phenotypic data result from the combined effects of genotype and environment. On the contrary, molecular data are easier to obtain and give a direct access to the genotype. In order to save experimental trials and to concentrate efforts on the relevant comparisons between varieties, the relationship between phenotypic and genetic distances is studied. It appears that the classical genetic distances based on molecular data are not appropriate for predicting phenotypic distances. In the linear model framework, we define a new pseudo genetic distance, which is a prediction of the phenotypic one. The distribution of this distance given the pseudo genetic distance is established. Statistical properties of the predicted distance are derived when the parameters of the model are either given or estimated. We finally apply these results to distinguishing between 144 maize lines. This case study is very satisfactory because the use of anonymous molecular markers (RFLP) leads to saving 29% of the trials with an acceptable error risk. These results need to be confirmed on other varieties and species and would certainly be improved by using genes coding for phenotypic traits. 相似文献
48.
We define a notion of de-initializing Markov chains. We prove that to analyse convergence of Markov chains to stationarity, it suffices to analyse convergence of a de-initializing chain. Applications are given to Markov chain Monte Carlo algorithms and to convergence diagnostics. 相似文献
49.
C. E. Stein S. Bennett S. Crook & F. Maddison 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》2001,164(1):23-27
In 1997 intense media coverage raised public concerns about germ warfare simulation experiments conducted by the Ministry of Defence during the 1960s, which included the release of bacteria over Dorset. Families in East Lulworth, Dorset, have linked this with allegedly high rates of miscarriages, still-births, congenital malformations, learning and other neurodevelopmental disabilities in their village. The response of the Dorset Health Authority (DHA) included the examination of background information from the Ministry of Defence, national data on congenital malformations in Dorset, health information collected by campaigners and a systematic health survey conducted by the DHA among former and current residents of East Lulworth. The investigation did not confirm the presence of a cluster. It is debatable whether the DHA should have proceeded with their survey when none of the other more immediately available results indicated the presence of a cluster. 相似文献
50.
For two-level factorials, we consider designs in N=2 (mod 4) runs as obtained by adding two runs, with a certain coincidence pattern, to an orthogonal array of strength two. These designs are known to be optimal main effect plans in a very broad sense in the absence of interactions. Among them, we explore the ones having minimum aberration, with a view to ensuring maximum model robustness even when interactions are possibly present. This is done by sequentially minimizing a measure of the bias caused by interactions of successively higher orders. 相似文献