Rank tests in the two-sample scale problem with unequal and unknown locations

The two-sample scale problem is studied in the case of unequal and unknown location parameters. The method proposed is based on the idea of Moses (1963) and it is distribution-free. The two samples are separated into random subgroups of the same sizek. It is proposed to choosek=4 and to apply the Wilconxon test or the Savage test to the ranges or sample variances of the subgroups. The asymptotic power functions of the tests are compared. For small and moderate sample sizes simulations are carried out. Relations to some other procedures, especially to the method of Compagnone and Denker (1996) are briefly discussed.     

中国杠杆率合理波动区间测度

针对当前去杠杆中亟需解决的阀值测度问题,通过搜集我国工业各个行业的相关数据,尝试测算其合理的波动区间。一方面,基于国民收入循环流,以货币流量理论和存款准备率上限为基础,对我国工业各行业杠杆率的下限进行测算;另一方面,根据企业利润的不确定性,以企业收益流能够覆盖成本流为基准,以银行信贷风险有效控制为目标,测算了工业各行业杠杆率的上限。得出三个结论：第一,我国目前以工业企业为代表的微观杠杆率仍然在相对合理的范围内;第二,各个行业的波动区间有所不同;第三,去杠杆政策制定应该根据不同行业,不能一刀切。     

Network-building behavioral tendencies,range, and promotion speed

We studied 459 Ukrainian civil servants to determine how career network-building behavioral tendencies relate to network range and promotion speed. We identify two main behavioral tendencies for initiating social relationships: (a) networking within formal structured groups organized around activities created specifically to encourage members to form personal bonds (structured foci) and (b) individually driven networking outside these structured foci. The study shows that individually driven networking is related to broader network range, while structured foci networking has an inverted-U relationship to network range. The optimal networking for range involves a moderate level of structural foci networking and high levels of individually driven networking. Broad network range is related to faster promotion speed to higher organizational levels. Extroverts have a tendency toward individually driven networking, while high Machiavellians have a tendency toward both individually driven and structured foci networking.     

On expected sample range from heterogeneous symmetric distributions

It is shown that for independent (but not necessarily identically distributed) random variables with distributions symmetric about the respective medians (means), the expected value of the sample range is a minimum when these means are all equal.     

Preliminary Estimation in Gaussian Stationary Processes

Preliminary estimation of the kth Lag autocorrelation function in the Gaussian stationary processes is considered. An estimation procedure is derived from the ratio of the sum filter and the difference filter. The performance of this estimator is compared to the sample estimator through a Monte Carlo study.     

Likelihood Ratio Tests for the Non Equivalence of Means

We derive likelihood ratio (LR) tests for the null hypothesis of equivalence that the normal means fall into a practical indifference zone. The LR test can easily be constructed and applied to k ≥ 2 treatments. Simulation results indicate that the LR test might be slightly anticonservative statistically, but when the sample sizes are large, it always produces the nominal level for mean configurations under the null hypothesis. More powerful than the studentized range test, the LR test is a straightforward application that requires only current existing statistical tables, with no complicated computations.     

A Detrended Range Unit Root (DRUR) Test

We extend the Range Unit Root test in two directions. First, we consider the process with time trend and prove that the modified standardized number of new records converges to a sum of two Rayleigh distributions. Second, more general structures of autocorrelated disturbances are also taken into account. Monte Carlo experiments show the good sample properties of this nonparametric unit root test.     

对"国家赔偿法"的几点思考

国家赔偿法的颁布，是我国社会主义民主与法制建设的一个里程碑。国家赔偿法对于监督和促使国家机关依法行使职权具有重要意义。但是，从国家赔偿法这几年的贯彻实施情况看，也存在着如赔偿范围、赔偿程序、赔偿经费等方面的问题。因此，有必要进一步完善国家赔偿法。     

Estimating the Standard Deviation From the Range: a Replication of Analysis of Demographic Data Reported in Marriage & Family Review, 2016-2017

Abstract

A major concern in the social sciences is lack of replication of previous studies. An important methodological concern in the social sciences is the ability to determine effect sizes in addition to statistical significance levels. Effect sizes cannot be easily calculated in the absence of sufficient data; usually standard deviations are needed. If standard deviations are not available, how can they be estimated? Various proposals have been offered to solve this question. One solution is to divide the range (maximum–minimum) by four; a variety of more complicated solutions, based on sample size or the skew of the variable’s distribution, have been suggested (Schumm, Higgins, et al., 2017). Here, 30 cases involving the demographic variable of age, from 23 articles published in Marriage & Family Review between 2016 and 2017, are assessed to replicate the previous report of Schumm, Higgins et al. (2017). Our results indicated that both linear and power functions significantly predicted the size of standard deviations, with larger samples featuring smaller standard deviations. Aside from sample size, the best solution appears to be to divide the range by 4.5–5.0; although for very small samples (N?<?50), it is probably better to divide by 3.5–4.0 whereas for larger samples, especially those that involve higher levels of skew, it may be better to divide by 5.0 or higher. The Wan et al. (2014) estimation procedure appears to be approximately a power function of sample size. For samples up to several thousand in size, the range of divisors appears to run between 3.0 and 8.0, extremes that could be used to determine the largest or smallest possible standard deviations, respectively. Values far below 3.0 or above 8.0 may reflect typographical errors in data reports or possibly be evidence of artificially generated data, if not scientific fraud. When a variable is split into subsamples, its standard deviations should usually increase for the subsamples compared with the total sample. Similar assessments remain in progress for non-demographic variables in social sciences.