Modifications and Alternatives to the Tests of Levene and Brown & Forsythe for Equality of Variances and Means

The usual tests to compare variances and means (e. g. Bartlett`s test and F-test) assume that the sample comes from a normal distribution. In addition, the test for equality of means requires the assumption of homogeneity of variances. In some situation those assumptions are not satisfied, hence we may face problems like excessive size and low power. In this paper, we describe two tests, namely the Levene`s test for equality of variances, which is robust under nonnormality; and the Brown and Forsythe`s test for equality of means. We also present some modifications of the Levene`s test and Brown and Forsythe`s test, proposed by different authors. We analyzed and applied one modified form of Brown and Forsythe`s test to a real data set. This test is a robust alternative under nonnormality, heteroscedasticity and also when the data set has influential observations. The equality of variance can be well tested by Levene`s test with centering at the sample median.

An accelerating cosmology without dark energy

The negative pressure accompanying gravitationally-induced particle creation can lead to a cold dark matter (CDM) dominated, accelerating Universe (Lima et al. 1996 [1]) without requiring the presence of dark energy or a cosmological constant. In a recent study, Lima et al. 2008 [2] (LSS) demonstrated that particle creation driven cosmological models are capable of accounting for the SNIa observations [3] of the recent transition from a decelerating to an accelerating Universe, without the need for Dark Energy. Here we consider a class of such models where the particle creation rate is assumed to be of the form Gamma = beta H + gamma H(0), where H is the Hubble parameter and H(0) is its present value. The evolution of such models is tested at low redshift by the latest SNe Ia data provided by the Union compilation [4] and at high redshift using the value of z(eq), the redshift of the epoch of matter - radiation equality, inferred from the WMAP constraints on the early Integrated Sachs-Wolfe (ISW) effect [5]. Since the contributions of baryons and radiation were ignored in the work of LSS, we include them in our study of this class of models. The parameters of these more realistic models with continuous creation of CDM are constrained at widely-separated epochs (z(eq) approximate to 3000 and z approximate to 0) in the evolution of the Universe. The comparison of the parameter values, {beta, gamma}, determined at these different epochs reveals a tension between the values favored by the high redshift CMB constraint on z(eq) from the ISW and those which follow from the low redshift SNIa data, posing a potential challenge to this class of models. While for beta = 0 this conflict is only at less than or similar to 2 sigma, it worsens as beta increases from zero.

Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.

Local Influence Under Parameter Constraints

Calculations of local influence curvatures and leverage have been well developed when the parameters are unrestricted. In this article, we discuss the assessment of local influence and leverage under linear equality parameter constraints with extensions to inequality constraints. Using a penalized quadratic function we express the normal curvature of local influence for arbitrary perturbation schemes and the generalized leverage matrix in interpretable forms, which depend on restricted and unrestricted components. The results are quite general and can be applied in various statistical models. In particular, we derive the normal curvature under three useful perturbation schemes for generalized linear models. Four illustrative examples are analyzed by the methodology developed in the article.

Crossed products by twisted partial actions and graded algebras

For a twisted partial action e of a group G on an (associative non-necessarily unital) algebra A over a commutative unital ring k, the crossed product A x(Theta) G is proved to be associative. Given a G-graded k-algebra B = circle plus(g is an element of G) B-g with the mild restriction of homogeneous non-degeneracy, a criteria is established for B to be isomorphic to the crossed product B-1 x(Theta) G for some twisted partial action of G on B-1. The equality BgBg-1 B-g = B-g (for all g is an element of G) is one of the ingredients of the criteria, and if it holds and, moreover, B has enough local units, then it is shown that B is stably isomorphic to a crossed product by a twisted partial action of G. (c) 2008 Elsevier Inc. All rights reserved.