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In this article, we propose a novel approach for testing the equality of two log-normal populations using a computational approach test (CAT) that does not require explicit knowledge of the sampling distribution of the test statistic. Simulation studies demonstrate that the proposed approach can perform hypothesis testing with satisfying actual size even at small sample sizes. Overall, it is superior to other existing methods. Also, a CAT is proposed for testing about reliability of two log-normal populations when the means are the same. Simulations show that the actual size of this new approach is close to nominal level and better than the score test. At the end, the proposed methods are illustrated using two examples. 相似文献
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Cancho Vicente G. Macera Márcia A. C. Suzuki Adriano K. Louzada Francisco Zavaleta Katherine E. C. 《Lifetime data analysis》2020,26(2):221-244
Lifetime Data Analysis - Frailty models are generally used to model heterogeneity between the individuals. The distribution of the frailty variable is often assumed to be continuous. However, there... 相似文献
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Generally, the semiclosed-form option pricing formula for complex financial models depends on unobservable factors such as stochastic volatility and jump intensity. A popular practice is to use an estimate of these latent factors to compute the option price. However, in many situations this plug-and-play approximation does not yield the appropriate price. This article examines this bias and quantifies its impacts. We decompose the bias into terms that are related to the bias on the unobservable factors and to the precision of their point estimators. The approximated price is found to be highly biased when only the history of the stock price is used to recover the latent states. This bias is corrected when option prices are added to the sample used to recover the states' best estimate. We also show numerically that such a bias is propagated on calibrated parameters, leading to erroneous values. The Canadian Journal of Statistics 48: 8–35; 2020 © 2019 Statistical Society of Canada 相似文献
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Aging in the Era of Regenerative Medicine: Analysis of Aging‐Related Representations among Canadian Researchers
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Céline Lafontaine 《The Sociological quarterly》2015,56(1):62-79
Explicitly aimed at understanding and controlling molecular and cellular processes at the root of senescence and biological aging, regenerative medicine aspires to artificially reproduce the biological processes that enable the body to regenerate itself. This no longer involves conserving the body's state of balance by combating disease, as in clinical medicine, but rather fighting degeneration itself. From stem cell research to gene therapy to the production of replacement tissues, regenerative medicine perfectly corresponds to the logic of biomedicalization specific to postmodern society. Based on a series of 18 interviews conducted with Canadian researchers and clinicians in the field of regenerative medicine, this article seeks to understand representations of the aging body among researchers in this field. Seen from a strictly negative angle, aging is assimilated by researchers to an inevitable catastrophe that nevertheless must be combated. More closely observing the theoretical model of regenerative biology and the types of treatments developed, it can be observed, however, that this medicine of the future does not target the elderly, but rather promises youth the ability to regenerate themselves to avoid aging. 相似文献
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Laurent Gardes Stéphane Girard Gilles Stupfler 《Scandinavian Journal of Statistics》2020,47(3):922-949
The conditional tail expectation (CTE) is an indicator of tail behavior that takes into account both the frequency and magnitude of a tail event. However, the asymptotic normality of its empirical estimator requires that the underlying distribution possess a finite variance; this can be a strong restriction in actuarial and financial applications. A valuable alternative is the median shortfall (MS), although it only gives information about the frequency of a tail event. We construct a class of tail Lp-medians encompassing the MS and CTE. For p in (1,2), a tail Lp-median depends on both the frequency and magnitude of tail events, and its empirical estimator is, within the range of the data, asymptotically normal under a condition weaker than a finite variance. We extrapolate this estimator and another technique to extreme levels using the heavy-tailed framework. The estimators are showcased on a simulation study and on real fire insurance data. 相似文献
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Thomas K. Kenemore 《Child and Adolescent Social Work Journal》2002,19(4):269-270
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Abstract In recent years, church burnings in the South have attracted a great deal of attention. Many commentators have charged that they are a product of strained race relations throughout the South, and particularly of severe racial tensions in Southern rural areas. In this study we evaluate these claims. We begin by mapping the spatial coordinates of recorded church burnings from 1990 to 1997, and find that church arsons indeed are concentrated in the South. Church burnings, however, are a more urban phenomenon than popular media accounts would suggest. Our analysis then explores the influence of contextual factors (population and locale, racial composition and inequality, so‐cioeconomic conditions, local religious ecology, and patterns of reported crime) on church burnings in counties located in the study region. Logistic regression models confirm that church arsons are most likely to occur in small metropolitan statistical areas (MSAs) and non‐MSA counties containing a city of at least 10,000 residents. Church burnings also are especially likely in counties with a higher percentage of black residents, a larger number of churches relative to the rest of the state, and a higher arson rate. We conclude by discussing the implications of these findings for future research and public policy. 相似文献