Statistical tests for scaling in the inter-event times of earthquakes in California

We explore in depth the validity of a recently proposed scaling law for earthquake inter-event time distributions in the case of the Southern California, using the waveform cross-correlation catalog of Shearer et al. Two statistical tests are used: on the one hand, the standard two-sample Kolmogorov-Smirnov test is in agreement with the scaling of the distributions. On the other hand, the one-sample Kolmogorov-Smirnov statistic complemented with Monte Carlo simulation of the inter-event times, as done by Clauset et al., supports the validity of the gamma distribution as a simple model of the scaling function appearing on the scaling law, for rescaled inter-event times above 0.01, except for the largest data set (magnitude greater than 2). A discussion of these results is provided.

The adequacy of different robust statistical tests in comparing two independent groups

In the current study, we evaluated various robust statistical methods for comparing two independent groups. Two scenarios for simulation were generated: one of equality and another of population mean differences. In each of the scenarios, 33 experimental conditions were used as a function of sample size, standard deviation and asymmetry. For each condition, 5000 replications per group were generated. The results obtained by this study show an adequate type error I rate but not a high power for the confidence intervals. In general, for the two scenarios studied (mean population differences and not mean population differences) in the different conditions analysed, the Mann-Whitney U-test demonstrated strong performance, and a little worse the t-test of Yuen-Welch.

Statistical properties of new neutrality tests against population growth.

A number of statistical tests for detecting population growth are described. We compared the statistical power of these tests with that of others available in the literature. The tests evaluated fall into three categories: those tests based on the distribution of the mutation frequencies, on the haplotype distribution, and on the mismatch distribution. We found that, for an extensive variety of cases, the most powerful tests for detecting population growth are Fu"s FS test and the newly developed R2 test. The behavior of the R2 test is superior for small sample sizes, whereas FS is better for large sample sizes. We also show that some popular statistics based on the mismatch distribution are very conservative. Key words: population growth, population expansion, coalescent simulations, neutrality tests

A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate

Ever since the appearance of the ARCH model [Engle(1982a)], an impressive array of variance specifications belonging to the same class of models has emerged [i.e. Bollerslev's (1986) GARCH; Nelson's (1990) EGARCH]. This recent domain has achieved very successful developments. Nevertheless, several empirical studies seem to show that the performance of such models is not always appropriate [Boulier(1992)]. In this paper we propose a new specification: the Quadratic Moving Average Conditional heteroskedasticity model. Its statistical properties, such as the kurtosis and the symmetry, as well as two estimators (Method of Moments and Maximum Likelihood) are studied. Two statistical tests are presented, the first one tests for homoskedasticity and the second one, discriminates between ARCH and QMACH specification. A Monte Carlo study is presented in order to illustrate some of the theoretical results. An empirical study is undertaken for the DM-US exchange rate.

Determinació de la deposició atmosfèrica de metalls pesants a les Muntanyes de Prades (Tarragona) a partir dels bioindicadors Xanthoria parietina i Hypnum cupressiforme

En aquest estudi s’ha determinat la deposició atmosfèrica de metalls pesants a partir dels bioindicadors Xanthoria parietina (liquen) i Hypnum cupressiforme (molsa), en 16 punts de mostreig repartits per la zona on s’ubicarà el futur parc natural de les Muntanyes de Prades (Tarragona). A partir de la comparació de les concentracions obtingudes en aquest treball amb les d’altres estudis de plantejament equiparable, es va comprovar que la majoria de valors de concentració dels metalls eren similars als d’altres zones geogràfiques estudiades, a excepció del crom i el níquel, que presentaven valors clarament més elevats. A partir de proves estadístiques (ANOVA, regressions múltiples) es va determinar que existien diferències significatives entre les concentracions de metalls dels diferents punts de mostreig. També es van detectar correlacions significatives entre les concentracions dels punts de mostreig i la distància d’aquests respecte els focus potencials de contaminació que s’havien considerat prèviament. Amb les dades obtingudes a partir un petit anàlisi de la riquesa liquènica dels punts de mostreig, es va disposar d’informació extra per poder avaluar les fonts i el patró de distribució d’aquests contaminants.

Testing for poverty dominance: an application to Canada

The paper proposes and applies statistical tests for poverty dominance that check for whether poverty comparisons can be made robustly over ranges of poverty lines and classes of poverty indices. This helps provide both normative and statistical confidence in establishing poverty rankings across distributions. The tests, which can take into account the complex sampling procedures that are typically used by statistical agencies to generate household-level surveys, are implemented using the Canadian Survey of Labour and Income Dynamics (SLID) for 1996, 1999 and 2002. Although the yearly cumulative distribution functions cross at the lower tails of the distributions, the more recent years tend to dominate earlier years for a relatively wide range of poverty lines. Failing to take into account SLID's sampling variability (as is sometimes done) can inflate significantly one's confidence in ranking poverty. Taking into account SLID's complex sampling design (as has not been done before) can also decrease substantially the range of poverty lines over which a poverty ranking can be inferred.

Inflation dynamics and the New Keynesian Phillips curve in EU-4

The paper seeks to shed light on inflation dynamics of four new EU member states: the Czech Republic, Hungary, Poland and Slovakia. To this end, the New Keynesian Phillips curve augmented for open economies is estimated and additional statistical tests applied. We find the following. (1) The claim of New Keynesians that the real marginal cost is the main inflation-forcing variable is fragile. (2) Inflation seems to be driven by external factors. (3) Although inflation holds a forward-looking component, the backward-looking component is substantial. An intuitive explanation for higher inflation persistence may be rather adaptive than rational price setting of local firms.

Hardy-Weinberg Equilibrium and the Ternary Plot

The Hardy-Weinberg law, formulated about 100 years ago, states that under certainassumptions, the three genotypes AA, AB and BB at a bi-allelic locus are expected to occur inthe proportions p2, 2pq, and q2 respectively, where p is the allele frequency of A, and q = 1-p.There are many statistical tests being used to check whether empirical marker data obeys theHardy-Weinberg principle. Among these are the classical xi-square test (with or withoutcontinuity correction), the likelihood ratio test, Fisher's Exact test, and exact tests in combinationwith Monte Carlo and Markov Chain algorithms. Tests for Hardy-Weinberg equilibrium (HWE)are numerical in nature, requiring the computation of a test statistic and a p-value.There is however, ample space for the use of graphics in HWE tests, in particular for the ternaryplot. Nowadays, many genetical studies are using genetical markers known as SingleNucleotide Polymorphisms (SNPs). SNP data comes in the form of counts, but from the countsone typically computes genotype frequencies and allele frequencies. These frequencies satisfythe unit-sum constraint, and their analysis therefore falls within the realm of compositional dataanalysis (Aitchison, 1986). SNPs are usually bi-allelic, which implies that the genotypefrequencies can be adequately represented in a ternary plot. Compositions that are in exactHWE describe a parabola in the ternary plot. Compositions for which HWE cannot be rejected ina statistical test are typically “close" to the parabola, whereas compositions that differsignificantly from HWE are “far". By rewriting the statistics used to test for HWE in terms ofheterozygote frequencies, acceptance regions for HWE can be obtained that can be depicted inthe ternary plot. This way, compositions can be tested for HWE purely on the basis of theirposition in the ternary plot (Graffelman & Morales, 2008). This leads to nice graphicalrepresentations where large numbers of SNPs can be tested for HWE in a single graph. Severalexamples of graphical tests for HWE (implemented in R software), will be shown, using SNPdata from different human populations

El clima social i emocional en els mòduls de participació i convivència dels centres penitenciaris catalans

Aquest estudi es proposa valorar indicadors descriptius de la població penitenciària estudiada, analitzar les diferències entre programes d’organització (mòduls de participació i convivència versus ordinaris), i avaluar els indicadors de clima (social i emocional), per tal d’establir hipòtesi explicatives de la comparació dels resultats entre els mòduls de participació i convivència i altres mòduls de la mateixa àrea especialitzada (violència, drogodependències o preparació per a la vida en llibertat). Per això, s’han recollit dades de 14 indicadors descriptius de població i de 18 indicadors d’organització i participació de 1124 interns, dels 10 mòduls residencials estudiats de 3 de les presons catalanes. A més, s’han recollit 327 inventaris d’interns i 57 de professionals de clima emocional, i 331 escales d’interns i 92 de professionals de clima social per a Institucions Penitenciàries (Moos). Els resultats de les respostes als dos instruments de clima emocional i clima social emprats, ofereixen un índex de consistència interna o fiabilitat molt elevada, considerant que tenen una validesa predictiva molt potent. D’aquests resultats, s’analitzen les diferències en el clima emocional i social en relació al tipus d’organització de la unitat (participació i convivència o ordinària), al col·lectiu d’interns i al de professionals, i en relació a les variables descriptives de la població de cada unitat residencial d’estudi. Finalment s’estableixen unes hipòtesi explicatives d’aquests resultats, per tal de plantejar propostes de millora per al funcionament dels mòduls estudiats i per a l’avaluació futura, alhora que es valoren les possibilitats de generalització dels mòduls de participació i convivència als centres penitenciaris catalans en general i s’efectuen recomanacions per a l’adequada implantació dels mateixos (condicions mínimes d’execució): establiment d’un programa marc per part del centre directiu, que comprometi els centres al compliment d’uns estàndards de qualitat.

Measuring the efficiency in Spanish municipal refuse collection services

The objective of this study is to analyse the technical or productive efficiency ofthe refuse collection services in 75 municipalities located in the Spanish regionof Catalonia. The analysis has been carried out using various techniques. Firstly we have calculated a deterministic parametric frontier, then a stochastic parametric frontier, and finally, various non-parametric approaches (DEA and FDH). Concerning the results, these naturally differ according to the technique used to approach the frontier. Nevertheless, they have an appearance of solidity, at least with regard to the ordinal concordance among the indices of efficiency obtained by the different approaches, as is demonstrated by the statistical tests used. Finally, we have attempted to search for any relation existing between efficiency and the method (public or private) of managing the services. No significant relation was found between the type of management and efficiencyindices

Measuring the efficiency in Spanish municipal refuse collection services

The objective of this study is to analyse the technical or productive efficiency ofthe refuse collection services in 75 municipalities located in the Spanish regionof Catalonia. The analysis has been carried out using various techniques. Firstly we have calculated a deterministic parametric frontier, then a stochastic parametric frontier, and finally, various non-parametric approaches (DEA and FDH). Concerning the results, these naturally differ according to the technique used to approach the frontier. Nevertheless, they have an appearance of solidity, at least with regard to the ordinal concordance among the indices of efficiency obtained by the different approaches, as is demonstrated by the statistical tests used. Finally, we have attempted to search for any relation existing between efficiency and the method (public or private) of managing the services. No significant relation was found between the type of management and efficiencyindices

Scaling and data collapse for the mean exit time of asset prices

We study theoretical and empirical aspects of the mean exit time (MET) of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law and it has associated a prefactor which is specific to the analyzed stock. We perform a series of statistical tests to determine which kind of correlation are responsible for this specificity. The main contribution is associated with the autocorrelation property of stock returns. We introduce and solve analytically both two-state and three-state Markov chain models. The analytical results obtained with the two-state Markov chain model allows us to obtain a data collapse of the 20 measured MET profiles in a single master curve.

To select or to weigh: a comparative study of linear combination schemes for superparent-one-dependence estimators

We conduct a large-scale comparative study on linearly combining superparent-one-dependence estimators (SPODEs), a popular family of seminaive Bayesian classifiers. Altogether, 16 model selection and weighing schemes, 58 benchmark data sets, and various statistical tests are employed. This paper's main contributions are threefold. First, it formally presents each scheme's definition, rationale, and time complexity and hence can serve as a comprehensive reference for researchers interested in ensemble learning. Second, it offers bias-variance analysis for each scheme's classification error performance. Third, it identifies effective schemes that meet various needs in practice. This leads to accurate and fast classification algorithms which have an immediate and significant impact on real-world applications. Another important feature of our study is using a variety of statistical tests to evaluate multiple learning methods across multiple data sets.

R functions for quantifying nonindependence in standard dyadic and SRM designs

Interdependence is the main feature of dyadic relationships and, in recent years, various statistical procedures have been proposed for quantifying and testing this social attribute in different dyadic designs. The purpose of this paper is to develop several functions for this kind of statistical tests in an R package, known as nonindependence, for use by applied social researchers. A Graphical User Interface (GUI) is also developed to facilitate the use of the functions included in this package. Examples drawn from psychological research and simulated data are used to illustrate how the software works.

Bioavailability of sinking organic matter in the Blanes canyon and the adjacent open slope (NW Mediterranean Sea)

Submarine canyons are sites of intense energy and material exchange between the shelf and the deep adjacent basins. To test the hypothesis that active submarine canyons represent preferential conduits of available food for the deep-sea benthos, two mooring lines were deployed at 1200 m depth from November 2008 to November 2009 inside the Blanes canyon and on the adjacent open slope (Catalan Margin, NW Mediterranean Sea). We investigated the fluxes, biochemical composition and food quality of sinking organic carbon (OC). OC fluxes in the canyon and the open slope varied among sampling periods, though not onsistently in the two sites. In particular, while in the open slope the highest OC fluxes were observed in August 2009, in the canyon the highest OC fluxes occurred in AprilMay 2009. For almost the entire study period, the OC fluxes in the canyon were significantly higher than those in the open slope, whereas OC contents of sinking particles collected in the open slope were consistently higher than those in the canyon. This result confirms that submarine canyons are effective conveyors of OC to the deep sea. Particles transferred to the deep sea floor through the canyons are predominantly of inorganic origin, significantly higher than that reaching the open slope at a similar water depth. Using multivariate statistical tests, two major clusters of sampling periods were identified: one in the canyon that grouped trap samples collected in December 2008, oncurrently with the occurrence of a major storm at the sea surface, and associated with increased fluxes of nutritionally available particles from the upper shelf. Another cluster grouped samples from both the canyon and the open slope collected in March 2009, concurrently with the occurrence of the seasonal phytoplankton bloom at the sea surface, and associated with increased fluxes of total phytopigments. Our results confirm the key ecological role of submarine canyons for the functioning of deep-sea ecosystems, and highlight the importance of canyons in linking episodic storms and primary production occurring at the sea surface to the deep sea floor.