5 resultados para VaR Estimation methods, Statistical Methods, Risk managment, Investments

em National Center for Biotechnology Information - NCBI


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The distribution of optimal local alignment scores of random sequences plays a vital role in evaluating the statistical significance of sequence alignments. These scores can be well described by an extreme-value distribution. The distribution’s parameters depend upon the scoring system employed and the random letter frequencies; in general they cannot be derived analytically, but must be estimated by curve fitting. For obtaining accurate parameter estimates, a form of the recently described ‘island’ method has several advantages. We describe this method in detail, and use it to investigate the functional dependence of these parameters on finite-length edge effects.

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This paper describes a variety of statistical methods for obtaining precise quantitative estimates of the similarities and differences in the structures of semantic domains in different languages. The methods include comparing mean correlations within and between groups, principal components analysis of interspeaker correlations, and analysis of variance of speaker by question data. Methods for graphical displays of the results are also presented. The methods give convergent results that are mutually supportive and equivalent under suitable interpretation. The methods are illustrated on the semantic domain of emotion terms in a comparison of the semantic structures of native English and native Japanese speaking subjects. We suggest that, in comparative studies concerning the extent to which semantic structures are universally shared or culture-specific, both similarities and differences should be measured and compared rather than placing total emphasis on one or the other polar position.

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We present statistical methods for analyzing replicated cDNA microarray expression data and report the results of a controlled experiment. The study was conducted to investigate inherent variability in gene expression data and the extent to which replication in an experiment produces more consistent and reliable findings. We introduce a statistical model to describe the probability that mRNA is contained in the target sample tissue, converted to probe, and ultimately detected on the slide. We also introduce a method to analyze the combined data from all replicates. Of the 288 genes considered in this controlled experiment, 32 would be expected to produce strong hybridization signals because of the known presence of repetitive sequences within them. Results based on individual replicates, however, show that there are 55, 36, and 58 highly expressed genes in replicates 1, 2, and 3, respectively. On the other hand, an analysis by using the combined data from all 3 replicates reveals that only 2 of the 288 genes are incorrectly classified as expressed. Our experiment shows that any single microarray output is subject to substantial variability. By pooling data from replicates, we can provide a more reliable analysis of gene expression data. Therefore, we conclude that designing experiments with replications will greatly reduce misclassification rates. We recommend that at least three replicates be used in designing experiments by using cDNA microarrays, particularly when gene expression data from single specimens are being analyzed.

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Pairwise sequence comparison methods have been assessed using proteins whose relationships are known reliably from their structures and functions, as described in the scop database [Murzin, A. G., Brenner, S. E., Hubbard, T. & Chothia C. (1995) J. Mol. Biol. 247, 536–540]. The evaluation tested the programs blast [Altschul, S. F., Gish, W., Miller, W., Myers, E. W. & Lipman, D. J. (1990). J. Mol. Biol. 215, 403–410], wu-blast2 [Altschul, S. F. & Gish, W. (1996) Methods Enzymol. 266, 460–480], fasta [Pearson, W. R. & Lipman, D. J. (1988) Proc. Natl. Acad. Sci. USA 85, 2444–2448], and ssearch [Smith, T. F. & Waterman, M. S. (1981) J. Mol. Biol. 147, 195–197] and their scoring schemes. The error rate of all algorithms is greatly reduced by using statistical scores to evaluate matches rather than percentage identity or raw scores. The E-value statistical scores of ssearch and fasta are reliable: the number of false positives found in our tests agrees well with the scores reported. However, the P-values reported by blast and wu-blast2 exaggerate significance by orders of magnitude. ssearch, fasta ktup = 1, and wu-blast2 perform best, and they are capable of detecting almost all relationships between proteins whose sequence identities are >30%. For more distantly related proteins, they do much less well; only one-half of the relationships between proteins with 20–30% identity are found. Because many homologs have low sequence similarity, most distant relationships cannot be detected by any pairwise comparison method; however, those which are identified may be used with confidence.