Modelling Variability in the Branching Structure of Strawberry Inflorescences

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.     

A modified Kolmogorov-Smirnov test for a rectangular distribution with unknown parameters: Computation of the distribution of the test statistic

A recursive scheme for the calculation of the distribution of the test statistic of a modified Kolmogorov-Smirnov-test for a rectangular distribution with unknown parameters is given.     

英语俚语汉译初探

英语俚语难以辨认和理解,因而在翻译中其意义和风格难以得以充分传达。为了保证其意义和风格在译文中充分再现,译者必须准确理解原文,再现原文特色以及说话者的个性     

Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non-linear dependencies in stock returns

The main purpose of this work is to decompose the predictive performance of the moving average (MA) trading rule and find out the portion that could be attributed to the possible exploitation of linear and non-linear dependencies in stock returns. Data from the General Index of the Athens Stock Exchange, from the Standard and Poor-500 Index of the New York Stock Exchange and from the Austrian Traded Index of the Vienna Stock Exchange are filtered by linear filters so as the resulting simulated ‘returns’ exhibit no serial correlation. Applying MA trading rules to both the original and the simulated indices and using a new statistical testing procedure that takes into account the sensitivity of the performance of the trading rule as a function of the length of the MA it is found that the predictive performance of the trading rule is clearly weakened when applied to the simulated indices indicating that a substantial part of the rule's predictive performance is due to the exploitation of linear dependencies in stock returns. This weakening is uneven; in general the shorter the MA length the more pronounced the attenuation.     

Non-Normal Bivariate Distributions with Normal Marginals

The purpose of this note is to indicate that Fieller's Theorem can be expressed in the matrix formulation of the general linear model. The practical consequence is that one general computer program which can estimate the parameters and test the validity of a pertinent model, can also compute confidence limits for the ratios of any linear combinations of the parameters.     

Some exact tables for the squared ranks test

Since the squared ranks test was first proposed by Taha in 1964 it has been mentioned by several authors as a test that is easy to use, with good power in many situations. It is almost as easy to use as the Wilcoxon rank sum test, and has greater power when two populations differ in their scale parameters rather than in their location parameters. This paper discuss the versatility of the squared ranks test, introduces a test which uses squared ranks, and presents some exact tables     

Tests of hypotheses based on ranks in the general linear model

A unified approach is developed for testing hypotheses in the general linear model based on the ranks of the residuals. It complements the nonparametric estimation procedures recently reported in the literature. The testing and estimation procedures together provide a robust alternative to least squares. The methods are similar in spirit to least squares so that results are simple to interpret. Hypotheses concerning a subset of specified parameters can be tested, while the remaining parameters are treated as nuisance parameters. Asymptotically, the test statistic is shown to have a chi-square distribution under the null hypothesis. This result is then extended to cover a sequence of contiguous alternatives from which the Pitman efficacy is derived. The general application of the test requires the consistent estimation of a functional of the underlying distribution and one such estimate is furnished.     

Demand Systems Estimation With Microdata: A Censored Regression Approach

Demand systems estimation increasingly makes use of household-level microdata, mainly to measure the effects of demographic variables. Data based on these household-expenditure surveys present a major estimation problem. For any given household, many of the goods have zero consumption, implying a censored dependent variable. Techniques which do not take this censored dependent variable into account will yield biased results. We utilize a censored regression approach that is computationally simple, consistent, and asymptotically efficient. The results are then presented and compared with those obtained using an uncensored technique.     

Serials Clutter in Online Catalogs

Abstract

Finding and deciphering serials records in online catalogs is a challenge to many library users. To understand and analyze these challenges, the author conducted searches for scientific journal titles in the online catalogs of Committee on Institutional Cooperation (CIC) libraries. The first part of the study measures the difficulty of retrieving serial records from online catalogs comparing one-word versus multiple-word titles. The second part analyzes displays for complexity by measuring the length of the complete record and the length of the holdings statements. These data show the complexity of displays and indicate the potential confusion that these displays may induce in library users.     

Fisher's Hypergeometric Test for a Comparison in a Finite Population

Graphical methods have played a central role in the development of statistical theory and practice. This presentation briefly reviews some of the highlights in the historical development of statistical graphics and gives a simple taxonomy that can be used to characterize the current use of graphical methods. This taxonomy is used to describe the evolution of the use of graphics in some major statistical and related scientific journals.

Some recent advances in the use of graphical methods for statistical analysis are reviewed, and several graphical methods for the statistical presentation of data are illustrated, including the use of multicolor maps.