Assessing the performance of the bootstrap in simulated assemblage networks

Archaeologists are increasingly interested in networks constructed from site assemblage data, in which weighted network ties reflect sites’ assemblage similarity. Equivalent networks would arise in other scientific fields where actors’ similarity is assessed by comparing distributions of observed counts, so the assemblages studied here can represent other kinds of distributions in other domains. One concern with such work is that sampling variability in the assemblage network and, in turn, sampling variability in measures calculated from the network must be recognized in any comprehensive analysis. In this study, we investigated the use of the bootstrap as a means of estimating sampling variability in measures of assemblage networks. We evaluated the performance of the bootstrap in simulated assemblage networks, using a probability structure based on the actual distribution of sherds of ceramic wares in a region with 25 archaeological sites. Results indicated that the bootstrap was successful in estimating the true sampling variability of eigenvector centrality for the 25 sites. This held both for centrality scores and for centrality ranks, as well as the ratio of first to second eigenvalues of the network (similarity) matrix. Findings encourage the use of the bootstrap as a tool in analyses of network data derived from counts.     

Trend and Return Level of Extreme Snow Events in New York City

Abstract

A major winter storm brought up to 42 inches of snow in parts of the Mid-Atlantic and Northeast states for January 22–24, 2016. The blizzard of January 2016 impacted about 102.8 million people, claiming at least 55 lives and $500 million to $3 billion in economic losses. This article studies two important aspects of extreme snowfall events: 1. trends in annual maxima and threshold exceedances and 2. return levels for extreme snowfall. Applying extreme value methods to the extreme snow data in the New York City area, we quantify linear trends in extreme snowfall and assess how severe the 2016 blizzard is in terms of return levels. To find a more realistic standard error for the extreme value methods, we extend Smith’s method to adapt to both spatial and temporal correlations in the snow data. Our results show increasing, but insignificant trends in the annual maximum snowfall series. However, we find that the 87.5th percentile snowfall has significantly increased by 0.564 inches per decade, suggesting that, while the maximum snowfall is not significantly increasing, there have been increases in the snowfall among the larger storms. We also find that the 2016 blizzard is indeed an extreme snow event equivalent to about a 40-year return level in the New York City area. The extreme value methods used in this study are thoroughly illustrated for general readers. Data and modularized programming codes are to be available online to aid practitioners in using extreme value methods in applications.     

Using a Lag Reinforcement Schedule to Increase Phonemic Variability in Children With Autism Spectrum Disorders

Shaping functional vocal language is difficult when an individual has not yet acquired an echoic repertoire and does not emit sufficient phonemes (i.e., speech sounds) for shaping. Few studies have evaluated interventions to increase the frequency and breadth of phonemes. The current study extended Esch, Esch, and Love (2009) by evaluating the effects of a Lag 1 reinforcement schedule on vocal variability and limiting the definition of variability to responses that incorporated a novel phoneme. For 2 of the 3 participants, the cumulative number of novel phonemes, the percentage of trials with variability, and the number of different phonemes emitted per session increased during the Lag 1 intervention phase.     

大学生学习成绩等分组间的长期变动性研究

为了对大学生学习成绩的长期变动性进行研究,将某专业299名学生按第一学期成绩排名分为1个5等分组,再将他们按大学毕业成绩排名分为第2个5等分组,观察2个5等分组间人员的流动情况并据此构建大学期间学生在2个5等分组间的成绩转移矩阵;在此基础上分析了每个等分组的成绩转移情况;计算了平均5等分组间的流动率、停留在同一5等分组的比率;与“数学意义上的完美转移矩阵”指标进行比较的结论是该专业学生大学期间成绩变动性不大。     

Bootstrap confidence intervals for the coefficient of quartile variation

ABSTRACT

In non-normal populations, it is more convenient to use the coefficient of quartile variation rather than the coefficient of variation. This study compares the percentile and t-bootstrap confidence intervals with Bonett's confidence interval for the quartile variation. We show that empirical coverage of the bootstrap confidence intervals is closer to the nominal coverage (0.95) for small sample sizes (n = 5, 6, 7, 8, 9, 10 and 15) for most distributions studied. Bootstrap confidence intervals also have smaller average width. Thus, we propose using bootstrap confidence intervals for the coefficient of quartile variation when the sample size is small.     

Edgeworth Expansion and Bootstrap Approximation for Studentized Product-Limit Estimator with Truncated and Censored Data

The Yule-Walker estimators of the AR coefficients of a causal multidimensional AR model are obtained by replacing the autocovariances with their estimators in the Yule-Walker equations. It is shown that only unbiased-type estimators of the autocovariances yield consistency of the Yule-Walker estimators. Also, the asymptotic joint distribution of the Yule-Walker estimators is presented.     

Bootstrap Testing for Changes in Persistence with Heavy-Tailed Innovations

This article considers the problem of detection for changes in persistence with heavy-tailed innovations. We adopt a ratio type test and derive its null asymptotic distribution which is dependent on the stable index. Then a residual-based bootstrap is proposed when the stable index is unknown. Our procedure requires drawing bootstrap samples of size m < T, T being the size of original sample. We establish the convergence in probability of the bootstrap distribution function assuming that m → ∞ and m/T → 0. A Monte Carlo study has shown that the bootstrap improve the finite sample size and power compared to the asymptotic test, especially for small stable index.     

Multivariate Process Variability Monitoring

Understanding multivariate variability is a difficult task because there is no single measure that can be properly used. This article presents a new measure that features good properties. If this measure is simultaneously used with generalized variance, it will give a better understanding of multivariate variability. It can also efficiently be used for large data sets with high dimensions. Furthermore, when it is used for constructing a Shewhart-type chart to monitor multivariate variability, the resulting chart has a much better out-of-control ARL than the generalized variance chart. An example illustrates its advantage.     

A Classification Method for Directional Data with Application to the Human Skull

There are many well-known methods applied in classification problem for linear data with both known and unknown distribution. Here, we deal with classification involving data on torus and cylinder. A new method involving a generalized likelihood ratio test is developed for classifying in two populations using directional data. The approach assumes that one of the probabilities of misclassification is known. The procedure is constructed by applying Gibbs sampler on the conditionally specified distribution. A parametric bootstrap approach is also presented. An application to data involving linear and circular measurements on human skull from two tribal populations is given.     

Conditional Maximum Likelihood and Interval Estimation for Two Weibull Populations under Joint Type-II Progressive Censoring

Comparative lifetime experiments are important when the object of a study is to determine the relative merits of two competing duration of life products. This study considers the interval estimation for two Weibull populations when joint Type-II progressive censoring is implemented. We obtain the conditional maximum likelihood estimators of the two Weibull parameters under this scheme. Moreover, simultaneous approximate confidence region based on the asymptotic normality of the maximum likelihood estimators are also discussed and compared with two Bootstrap confidence regions. We consider the behavior of probability of failure structure with different schemes. A simulation study is performed and an illustrative example is also given.