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61.
Kevin J. Carroll 《Pharmaceutical statistics》2009,8(4):333-345
Time to event outcome trials in clinical research are typically large, expensive and high‐profile affairs. Such trials are commonplace in oncology and cardiovascular therapeutic areas but are also seen in other areas such as respiratory in indications like chronic obstructive pulmonary disease. Their progress is closely monitored and results are often eagerly awaited. Once available, the top line result is often big news, at least within the therapeutic area in which it was conducted, and the data are subsequently fully scrutinized in a series of high‐profile publications. In such circumstances, the statistician has a vital role to play in the design, conduct, analysis and reporting of the trial. In particular, in drug development it is incumbent on the statistician to ensure at the outset that the sizing of the trial is fully appreciated by their medical, and other non‐statistical, drug development team colleagues and that the risk of delivering a statistically significant but clinically unpersuasive result is minimized. The statistician also has a key role in advising the team when, early in the life of an outcomes trial, a lower than anticipated event rate appears to be emerging. This paper highlights some of the important features relating to outcome trial sample sizing and makes a number of simple recommendations aimed at ensuring a better, common understanding of the interplay between sample size and power and the final result required to provide a statistically positive and clinically persuasive outcome. Copyright © 2009 John Wiley & Sons, Ltd. 相似文献
62.
A pivotal characteristic of credit defaults that is ignored by most credit scoring models is the rarity of the event. The most widely used model to estimate the probability of default is the logistic regression model. Since the dependent variable represents a rare event, the logistic regression model shows relevant drawbacks, for example, underestimation of the default probability, which could be very risky for banks. In order to overcome these drawbacks, we propose the generalized extreme value regression model. In particular, in a generalized linear model (GLM) with the binary-dependent variable we suggest the quantile function of the GEV distribution as link function, so our attention is focused on the tail of the response curve for values close to one. The estimation procedure used is the maximum-likelihood method. This model accommodates skewness and it presents a generalisation of GLMs with complementary log–log link function. We analyse its performance by simulation studies. Finally, we apply the proposed model to empirical data on Italian small and medium enterprises. 相似文献
63.
The most popular approach in extreme value statistics is the modelling of threshold exceedances using the asymptotically motivated generalised Pareto distribution. This approach involves the selection of a high threshold above which the model fits the data well. Sometimes, few observations of a measurement process might be recorded in applications and so selecting a high quantile of the sample as the threshold leads to almost no exceedances. In this paper we propose extensions of the generalised Pareto distribution that incorporate an additional shape parameter while keeping the tail behaviour unaffected. The inclusion of this parameter offers additional structure for the main body of the distribution, improves the stability of the modified scale, tail index and return level estimates to threshold choice and allows a lower threshold to be selected. We illustrate the benefits of the proposed models with a simulation study and two case studies. 相似文献
64.
Zhihua Liu 《统计学通讯:模拟与计算》2013,42(1):85-100
For a segmented regression system with an unknown changepoint over two domains of a predictor, a new empirical likelihood ratio statistic is proposed to test the null hypothesis of no change. Under the null hypothesis of no change, the proposed test statistic is shown empirically to be Gumbel distributed with robust location and scale estimators against various parameter settings and error distributions. A power analysis is conducted to illustrate the performance of the test. Under the alternative hypothesis with a changepoint, the test statistic is utilized to estimate the changepoint between the two domains. A comparison of the frequency distributions between the proposed estimator and two parametric methods indicates that the proposed method is effective in capturing the true changepoint. 相似文献
65.
Elizabeth González-Estrada 《统计学通讯:模拟与计算》2013,42(3):557-562
In this article, a technique based on the sample correlation coefficient to construct goodness-of-fit tests for max-stable distributions with unknown location and scale parameters and finite second moment is proposed. Specific details to test for the Gumbel distribution are given, including critical values for small sample sizes as well as approximate critical values for larger sample sizes by using normal quantiles. A comparison by Monte Carlo simulation shows that the proposed test for the Gumbel hypothesis is substantially more powerful than some other known tests against some alternative distributions with positive skewness coefficient. 相似文献
66.
Evaluation of a method for setting confidence intervals on the common mean of two normal populations
Let X1, , X2, …, X be distributed N(µ, σ2 x), let Y1, Y2, …, Y"n be distributed N(µ, σ2 y), and let X , X , … Xm, Y1, Y2, …, Yn be mutually independent. In this paper a method for setting confidence intervals on the common mean µ is proposed and evaluated. 相似文献
67.
Correlation-Type Goodness of Fit Test for Extreme Value Distribution Based on Simultaneous Closeness
In reliability studies, one typically would assume a lifetime distribution for the units under study and then carry out the required analysis. One popular choice for the lifetime distribution is the family of two-parameter Weibull distributions (with scale and shape parameters) which, through a logarithmic transformation, can be transformed to the family of two-parameter extreme value distributions (with location and scale parameters). In carrying out a parametric analysis of this type, it is highly desirable to be able to test the validity of such a model assumption. A basic tool that is useful for this purpose is a quantile–quantile (QQ) plot, but in its use, the issue of the choice of plotting position arises. Here, by adopting the optimal plotting points based on Pitman closeness criterion proposed recently by Balakrishnan et al. (2010b), and referred to as simultaneous closeness probability (SCP) plotting points, we propose a correlation-type goodness of fit test for the extreme value distribution. We compute the SCP plotting points for various sample sizes and use them to determine the mean, standard deviation and critical values for the proposed correlation-type test statistic. Using these critical values, we carry out a power study, similar to the one carried out by Kinnison (1989), through which we demonstrate that the use of SCP plotting points results in better power than with the use of mean ranks as plotting points and nearly the same power as with the use of median ranks. We then demonstrate the use of the SCP plotting points and the associated correlation-type test for Weibull analysis with an illustrative example. Finally, for the sake of comparison, we also adapt two statistics proposed by Gan and Koehler (1990), in the context of probability–probability (PP) plots, based on SCP plotting points and compare their performance to those based on mean ranks. The empirical study also reveals that the tests from the QQ plot have better power than those from the PP plot. 相似文献
68.
F. K. Hwang 《统计学通讯:理论与方法》2013,42(15):1533-1538
Let S be a set of tm distinct real numbers and R a random t × m matrix of these tm numbers with rows {ri} and columns (ci}. Define b = Max Min x. l≤i≤t x?ri. Let c be the event Max Min x = Min Max x. l≤i≤t x?ri l≤i≤m x?ci. This paper derives the probability distribution of the rank of b in S, as well as the same distribution conditional on c. 相似文献
69.
S. Kalke 《Journal of Statistical Computation and Simulation》2013,83(4):641-667
In this paper, we introduce the p-generalized polar methods for the simulation of the p-generalized Gaussian distribution. On the basis of geometric measure representations, the well-known Box–Muller method and the Marsaglia–Bray rejecting polar method for the simulation of the Gaussian distribution are generalized to simulate the p-generalized Gaussian distribution, which fits much more flexibly to data than the Gaussian distribution and has already been applied in various fields of modern sciences. To prove the correctness of the p-generalized polar methods, we give stochastic representations, and to demonstrate their adequacy, we perform a comparison of six simulation techniques w.r.t. the goodness of fit and the complexity. The competing methods include adapted general methods and another special method. Furthermore, we prove stochastic representations for all the adapted methods. 相似文献
70.
Sara Randall 《Serials Review》2013,39(3):181-182
With the ubiquity of federated search tools as viable solutions for students and researchers to search across external sources and internal repositories, users have become more sophisticated in their application of this technology. With the goal of optimizing the user experience of its newly introduced federated search offering, Endeavor Information Systems employed usability testing to gain insights into the critical requirements of librarians and information professionals for this solution. The results of this analysis, conducted in concert with market research and customer focus groups, and their relevance to Endeavor's federated search technology are the focus of this article. 相似文献