Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach

Traditional Box–Jenkins prediction intervals perform poorly when the innovations are not Gaussian. Nonparametric bootstrap procedures overcome this handicap, but most existing methods assume that the AR and MA orders of the process are known. The sieve bootstrap approach requires no such assumption but produces liberal coverage due to the use of residuals that underestimate the actual variance of the innovations and the failure of the methods to capture variations due to sampling error of the mean. A modified approach, that corrects these deficiencies, is implemented. Monte Carlo simulations results show that the modified version achieves nominal or near nominal coverage.     

Inference for the common mean of several Birnbaum–Saunders populations

The Birnbaum–Saunders distribution is a widely used distribution in reliability applications to model failure times. For several samples from possible different Birnbaum–Saunders distributions, if their means can be considered as the same, it is of importance to make inference for the common mean. This paper presents procedures for interval estimation and hypothesis testing for the common mean of several Birnbaum–Saunders populations. The proposed approaches are hybrids between the generalized inference method and the large sample theory. Some simulation results are conducted to present the performance of the proposed approaches. The simulation results indicate that our proposed approaches perform well. Finally, the proposed approaches are applied to analyze a real example on the fatigue life of 6061-T6 aluminum coupons for illustration.     

Unraveling the Source of African American Children's Positively Biased Perceptions of Peer Acceptance

The present study investigated possible ethnic contributions to overly positive self‐perceptions in middle childhood. The goals of this study were threefold. First, the present study sought to replicate the intriguing findings reported by Zakriski and Coie that African American children overestimate their acceptance, and European American children underestimate acceptance by other‐ethnicity peers. Second, this study examined possible explanations for ethnic differences in the pattern of perceptual bias. Finally, this study extended prior research by examining ethnic differences in the accuracy of children's perceived peer acceptance. Archival data consisting of 826 children in third (N = 284), fourth (N = 241), and fifth grades (N = 301) were used in the present investigation; 237 of which were African American children, and 589 were European American children. Results of this study replicated the findings of Zakriski and Coie . Moreover, African Americans' overestimation and European Americans' underestimation of acceptance by other‐ethnicity peers was found to be attributable to more positive views of self and others among African American children relative to European American children. Finally, children were found to be more accurate about judging their acceptance by peers of the same ethnicity than those of a different ethnicity. Possible explanations of what causes African American children to have more positive views of self and others than European American children are discussed.     

ROBUSTNESS PROPERTIES OF LOGNORMAL CONFIDENCE INTERVALS FOR LOGNORMAL AND GAMMA DISTRIBUTED DATA

ABSTRACT

The performances of six confidence intervals for estimating the arithmetic mean of a lognormal distribution are compared using simulated data. The first interval considered is based on an exact method and is recommended in U.S. EPA guidance documents for calculating upper confidence limits for contamination data. Two intervals are based on asymptotic properties due to the Central Limit Theorem, and the other three are based on transformations and maximum likelihood estimation. The effects of departures from lognormality on the performance of these intervals are also investigated. The gamma distribution is considered to represent departures from the lognormal distribution. The average width and coverage of each confidence interval is reported for varying mean, variance, and sample size. In the lognormal case, the exact interval gives good coverage, but for small sample sizes and large variances the confidence intervals are too wide. In these cases, an approximation that incorporates sampling variability of the sample variance tends to perform better. When the underlying distribution is a gamma distribution, the intervals based upon the Central Limit Theorem tend to perform better than those based upon lognormal assumptions.     

On the relative performance of the block bootstrap for dependent data

In the independent setting, both Efron's bootstrap and “empiricai Edgeworth expansion” (E.E-expansion) give second-order accurate approximations to distributions of standardized and studentized statistics in the smooth function model. As a result, Efron's bootstrap was often regarded as roughly equivalent to the one-term E.E-expansion. However, a more detailed analysis shows that Efron's bootstrap outperforms the E.E-expansion in terms of loss functions by Bhattacharya and Qumsiyeh (1989) and in terms of probabilities for large deviations by Hall (1990) and Jing et a1 (1994). in this paper, we shall study the performances of the block bootstrap and the E.E-expansion for the weakly dependent data. It turns out that similar properties hold:both perform equally well at the center of the distribution but the block bootstrap provides accurate approximations even in the tails of the distributions. The study is focued on the simple case of standardized and studentized sample mean, but the conclusions can be easily extended to the smooth function of multivariate means.     

Empathic Accuracy and Aggression in Couples: Individual and Dyadic Links

The authors examined links between intimate partner aggression and empathic accuracy—how accurately partners can read one another's emotions—during highly affective moments from couples' (N = 109) video recall of laboratory‐based discussions of upsetting events. Less empathic accuracy between partners was generally related to higher levels of aggression by both partners. More specific patterns emerged based on the type of aggression and emotion being expressed. Women's poorer ability to read their partners' vulnerable and positive emotions was linked to both men's and women's greater physical and psychological aggression. Moreover, women's inaccuracy in reading their partner's hostility was linked to women's greater psychological aggression toward the men. Men's inaccuracy in reading their partner's hostility was linked to women's (not men's) greater physical and psychological aggression. The results suggest important nuances in the links between empathic inaccuracy and aggression, and implications for prevention and treatment of partner aggression are discussed.     

Validation of qualitative microbiological test methods

This paper considers a statistical model for the detection mechanism of qualitative microbiological test methods with a parameter for the detection proportion (the probability to detect a single organism) and a parameter for the false positive rate. It is demonstrated that the detection proportion and the bacterial density cannot be estimated separately, not even in a multiple dilution experiment. Only the product can be estimated, changing the interpretation of the most probable number estimator. The asymptotic power of the likelihood ratio statistic for comparing an alternative method with the compendial method, is optimal for a single dilution experiment. The bacterial density should either be close to two CFUs per test unit or equal to zero, depending on differences in the model parameters between the two test methods. The proposed strategy for method validation is to use these two dilutions and test for differences in the two model parameters, addressing the validation parameters specificity and accuracy. Robustness of these two parameters might still be required, but all other validation parameters can be omitted. A confidence interval‐based approach for the ratio of the detection proportions for the two methods is recommended, since it is most informative and close to the power of the likelihood ratio test. Copyright © 2014 John Wiley & Sons, Ltd.     

Reflections on Accuracy

The difference between test accuracy and predictive accuracy is presented and defined. The failure to distinguish between these two types of measures is shown to have led to a misguided debate over the interpretation of prevalence estimates. The distinction between test accuracy defined as sensitivity and specificity, and predictive accuracy defined as positive and negative predictive value is shown to reflect the choice of the denominator used to calculate true positive, false positive, false negative, and true negative rates. It is further shown that any instrument will tend to overestimate prevalence in low base rate populations and underestimate it in those populations where prevalence is high. The implications of these observations are then discussed in terms of the need to define diagnostic thresholds that have clinical and policy relevance.     

英语学习者朗读错误对比分析

不同水平的英语学习者在朗读中的各类错误方面存在差异。高水平组在准确性错误中的增减音、重音误置、错词方面显著少于低水平组;而在流利性错误中的重复、修补、不当停顿方面,两组之间无显著差异。高水平组中,只有错音和修补有显著区别;低水平组中,只有重音误置和修补、加减词和错音有显著区别。     

基于步进电机控制的伺服钻孔机设计

采用高性能的STC89C516RD+单片机,控制步进电机完成点动、快进、工进以及精确定位的任务。定位系统是通过设定原点和精确控制脉冲数来实现的。解决了钻头在刚性材料表面上不能精确定位以及金属屑不易排出去的难题。与传统的手动钻孔机相比,该伺服钻孔机控制方便、精度高、生产效率高。