A bibliography of statistical tolerance regions,II

This bibiliography (completing the previous one, JILEK 1981a) contains about 130 references dealing with statistical tolerance regions. References are classified according to the type of probability distribution concerned and according to some other criteria as well     

Effects of urbanization on trust: Evidence from an experiment in the field

I conducted a trust game in the field within a natural experiment paradigm to test the effects of urbanization on both in- and out-group trust. I found that urbanization has a larger positive effect on out-group trust than on in-group trust. My findings provide new knowledge to the literature on the intricacy of the urbanization-trust relationship and contribute to the ongoing discourse on the different foundations underpinning in-group and out-group trust.     

脐橙氮、磷矿质营养的运转分配规律和座果机制的研究

本试验选择朋娜脐橙（Skagg’sBonanzaNavel）,在萌芽期和花芽分化期叶片施用15N硫铵,(32)P磷酸二氢纳和(15)N尿素,研究脐橙在萌芽期、初花期、生理落果期以及花芽分化期氮、磷营养吸收运转分配规律．结果表明开花这个生理过程需消耗大量氮、磷营养．同时在落花落果期,落花落果的(32)P放射比强度和NDFF％都比座果的小,说明,氮磷营养条件是引起脐橙落花落果的主要原因之一．而且,GA3＋BA,GA3激素处理能吸引氮磷营养向幼果运输,此结果与GA3＋BA,GA3处理提高座果率和减少落果率相一致．     

Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results

Alternative ways of using Monte Carlo methods to implement a Cox-type test for separate families of hypotheses are considered. Monte Carlo experiments are designed to compare the finite sample performances of Pesaran and Pesaran's test, a RESET test, and two Monte Carlo hypothesis test procedures. One of the Monte Carlo tests is based on the distribution of the log-likelihood ratio and the other is based on an asymptotically pivotal statistic. The Monte Carlo results provide strong evidence that the size of the Pesaran and Pesaran test is generally incorrect, except for very large sample sizes. The RESET test has lower power than the other tests. The two Monte Carlo tests perform equally well for all sample sizes and are both clearly preferred to the Pesaran and Pesaran test, even in large samples. Since the Monte Carlo test based on the log-likelihood ratio is the simplest to calculate, we recommend using it.     

Effectiveness of the Coral Tree Family Service family inpatient unit: a longitudinal study exploring change in family functioning

Child mental health disorders represent a major burden to public health in Australia due to high prevalence rates, the widespread impact across domains, and the potential for difficulties to persist into adolescence and adulthood. Extensive evidence exists for the use of parent management training and cognitive behavioural therapy to treat difficulties experienced by children; however, a proportion of children do not benefit as expected from these treatments. The use of complementary therapeutic approaches and variations to the mode and intensity of existing intervention is warranted; family inpatient units represent a unique example of this. The aim of this study is to evaluate the effectiveness of a well-established Australian inpatient unit that admits the whole family, for children aged 12 years and younger referred with mental health, behavioural, or emotional difficulties. This study's longitudinal within-subject study design utilised routinely collected outcome data from the systemic clinical outcome and routine evaluation, 15 item (SCORE-15)—a valid and reliable measure of family functioning—from a sample of 980 participants attending the Family Residential Program. This study reported significant improvement in family functioning across all outcome variables between baseline and post-intervention, with no variables returning to pre-intervention levels at follow-up. Clinically significant changes in overall family functioning showed that 37% of participant scores moved from the clinical range at baseline to the nonclinical range post-intervention. This study represents the first empirical evaluation of the Family Residential Program, and the reported results provide compelling evidence for the program to effect improvement in family functioning for families with long-standing and severe difficulties. Poor rates of questionnaire completion following intervention frequent the literature base of family inpatient units, with low post-intervention (56%) and follow-up (12%) rates evident in this study. This study uniquely contributes to the growing evidence base of family inpatient units using rigorous evaluation methods.     

ON FRAGILE GROUNDS: A REPLICATION OF “ARE MUSLIM IMMIGRANTS DIFFERENT IN TERMS OF CULTURAL INTEGRATION?”

This study is a replication of “Are Muslim Immigrants Different in terms of Cultural Integration?” by Alberto Bisin, Eleonora Patacchini, Thierry Verdier and Yves Zenou, published in the Journal of the European Economic Association, 6, 445–456, 2008. Bisin et al. (2008) report that they have 5,963 observations in their study. Using their empirical setup, we can only identify 1,901 relevant observations in the original data. After removing missing values we are left with 818 observations. We cannot replicate any of their results and our estimations yield no support for their claims.     

Smoothed empirical likelihood confidence intervals for the relative distribution with left‐truncated and right‐censored data

The study of differences among groups is an interesting statistical topic in many applied fields. It is very common in this context to have data that are subject to mechanisms of loss of information, such as censoring and truncation. In the setting of a two‐sample problem with data subject to left truncation and right censoring, we develop an empirical likelihood method to do inference for the relative distribution. We obtain a nonparametric generalization of Wilks' theorem and construct nonparametric pointwise confidence intervals for the relative distribution. Finally, we analyse the coverage probability and length of these confidence intervals through a simulation study and illustrate their use with a real data set on gastric cancer. The Canadian Journal of Statistics 38: 453–473; 2010 © 2010 Statistical Society of Canada     

Uncertainty Quantification in Case of Imperfect Models: A Non‐Bayesian Approach

The starting point in uncertainty quantification is a stochastic model, which is fitted to a technical system in a suitable way, and prediction of uncertainty is carried out within this stochastic model. In any application, such a model will not be perfect, so any uncertainty quantification from such a model has to take into account the inadequacy of the model. In this paper, we rigorously show how the observed data of the technical system can be used to build a conservative non‐asymptotic confidence interval on quantiles related to experiments with the technical system. The construction of this confidence interval is based on concentration inequalities and order statistics. An asymptotic bound on the length of this confidence interval is presented. Here we assume that engineers use more and more of their knowledge to build models with order of errors bounded by . The results are illustrated by applying the newly proposed approach to real and simulated data.     

Valuing equity-indexed annuities with icicled barrier options

Inspired by the recent popularity of autocallable structured products, this paper intends to enhance equity-indexed annuities (EIAs) by introducing a new class of barrier options, termed icicled barrier options. The new class of options has a vertical (icicled) barrier along with the horizontal one of the ordinary barrier options, which may act as an additional knock-in or knock-out trigger. To improve the crediting method of EIAs, we propose a new EIA design, termed autocallable EIA, with payoff structure similar to the autocallable products except for the minimum guarantee, and further investigate the possibility of embedding various icicled barrier options into the plain point-to-point or the ratchet EIAs. Explicit pricing formulas for the proposed EIAs and the icicled barrier options are obtained under the Black–Scholes model. To the purpose, we derive the joint distribution of the logarithmic returns at the icicled time and the maturity, and their running maximum. As an application of the well-known reflection principle, the derivation itself is an interesting probability problem and the joint distribution plays a key role in the subsequent pricing stage. Our option pricing result can be easily transferred to EIAs or other equity-linked products. The pricing formulas for the EIAs and the options are illustrated through numerical examples.