The F test for comparing two normal variances: correct and incorrect calculation of the two-sided p-value?

This article illustrates that not all statistical software packages are correctly calculating a p-value for the classical F test comparison of two independent Normal variances. This is illustrated with a simple example, and the reasons why are discussed. Eight different software packages are considered.

Small time two-sided LIL behavior for Lévy processes at zero

We wish to characterize when a Lévy process X t crosses boundaries b(t), in a two-sided sense, for small times t, where b(t) satisfies very mild conditions. An integral test is furnished for computing the value of sup t→0|X t |/b(t) = c. In some cases, we also specify a function b(t) in terms of the Lévy triplet, such that sup t→0 |X t |/b(t) = 1.

On the principal eigenvalue of a Robin problem with a large parameter

We study the asymptotic behaviour of the principal eigenvalue of a Robin (or generalised Neumann) problem with a large parameter in the boundary condition for the Laplacian in a piecewise smooth domain. We show that the leading asymptotic term depends only on the singularities of the boundary of the domain, and give either explicit expressions or two-sided estimates for this term in a variety of situations.

Extended factorizations of exponential functionals of Lévy processes

Pardo, Patie, and Savov derived, under mild conditions, a Wiener-Hopf type factorization for the exponential functional of proper Lévy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by considering the exponential functional for killed Lévy processes. As a by-product, we derive some interesting fine distributional properties enjoyed by a large class of this random variable, such as the absolute continuity of its distribution and the smoothness, boundedness or complete monotonicity of its density. This type of results is then used to derive similar properties for the law of maxima and first passage time of some stable Lévy processes. Thus, for example, we show that for any stable process with $\rho\in(0,\frac{1}{\alpha}-1]$, where $\rho\in[0,1]$ is the positivity parameter and $\alpha$ is the stable index, then the first passage time has a bounded and non-increasing density on $\mathbb{R}_+$. We also generate many instances of integral or power series representations for the law of the exponential functional of Lévy processes with one or two-sided jumps. The proof of our main results requires different devices from the one developed by Pardo, Patie, Savov. It relies in particular on a generalization of a transform recently introduced by Chazal et al together with some extensions to killed Lévy process of Wiener-Hopf techniques. The factorizations developed here also allow for further applications which we only indicate here also allow for further applications which we only indicate here.

Application of the direct Liapunov method to the problem of symmetric stability in the atmosphere

The problem of symmetric stability is examined within the context of the direct Liapunov method. The sufficient conditions for stability derived by Fjørtoft are shown to imply finite-amplitude, normed stability. This finite-amplitude stability theorem is then used to obtain rigorous upper bounds on the saturation amplitude of disturbances to symmetrically unstable flows.By employing a virial functional, the necessary conditions for instability implied by the stability theorem are shown to be in fact sufficient for instability. The results of Ooyama are improved upon insofar as a tight two-sided (upper and lower) estimate is obtained of the growth rate of (modal or nonmodal) symmetric instabilities.The case of moist adiabatic systems is also considered.

A Wiener-Hopf type factorization for the exponential functional of Levy processes

For a Lévy process ξ=(ξt)t≥0 drifting to −∞, we define the so-called exponential functional as follows: Formula Under mild conditions on ξ, we show that the following factorization of exponential functionals: Formula holds, where × stands for the product of independent random variables, H− is the descending ladder height process of ξ and Y is a spectrally positive Lévy process with a negative mean constructed from its ascending ladder height process. As a by-product, we generate an integral or power series representation for the law of Iξ for a large class of Lévy processes with two-sided jumps and also derive some new distributional properties. The proof of our main result relies on a fine Markovian study of a class of generalized Ornstein–Uhlenbeck processes, which is itself of independent interest. We use and refine an alternative approach of studying the stationary measure of a Markov process which avoids some technicalities and difficulties that appear in the classical method of employing the generator of the dual Markov process.

Stress-induced changes in the Schizosaccharomyces pombe proteome using two-dimensional difference gel electrophoresis, mass spectrometry and a novel integrated robotics platform

Robotic and manual methods have been used to obtain identification of significantly changing proteins regulated when Schizosaccharomyces pombe is exposed to oxidative stress. Differently treated S. pombe cells were lysed, labelled with CyDye and analysed by two-dimensional difference gel electrophoresis. Gel images analysed off-line, using the DeCyder image analysis software [GE Healthcare, Amersham, UK] allowed selection of significantly regulated proteins. Proteins displaying differential expression were excised robotically for manual digestion and identified by matrix-assisted laser desorption/ionisation - mass spectrometry (MALDI-MS). Additionally the same set of proteins displaying differential expression were automatically cut and digested using a prototype robotic platform. Automated MALDI-MS, peak label assignment and database searching were utilised to identify as many proteins as possible. The results achieved by the robotic system were compared to manual methods. The identification of all significantly altered proteins provides an annotated peroxide stress-related proteome that can be used as a base resource against which other stress-induced proteomic changes can be compared.

Stress-induced changes in the Schizosaccharomyces pombe proteome using two-dimensional difference gel electrophoresis, mass spectrometry and a novel integrated robotics platform

Robotic and manual methods have been used to obtain identification of significantly changing proteins regulated when Schizosaccharomyces pombe is exposed to oxidative stress. Differently treated S. pombe cells were lysed, labelled with CyDye (TM) and analysed by two-dimensional difference gel. electrophoresis. Gel images analysed off-line, using the DeCyder (TM) image analysis software [GE Healthcare, Amersham, UK] allowed selection of significantly regulated proteins. Proteins displaying differential expression were excised robotically for manual digestion and identified by matrix-assisted laser desorption/ionisation - mass spectrometry (MALDI-MS). Additionally the same set of proteins displaying differential expression were automatically cut and digested using a prototype robotic platform. Automated MALDI-MS, peak label assignment and database searching were utilised to identify as many proteins as possible. The results achieved by the robotic system were compared to manual methods. The identification of all significantly altered proteins provides an annotated peroxide stress-related proteome that can be used as a base resource against which other stress-induced proteomic changes can be compared.

Reactions to peripheral image motion using a head/eye platform

The authors demonstrate four real-time reactive responses to movement in everyday scenes using an active head/eye platform. They first describe the design and realization of a high-bandwidth four-degree-of-freedom head/eye platform and visual feedback loop for the exploration of motion processing within active vision. The vision system divides processing into two scales and two broad functions. At a coarse, quasi-peripheral scale, detection and segmentation of new motion occurs across the whole image, and at fine scale, tracking of already detected motion takes place within a foveal region. Several simple coarse scale motion sensors which run concurrently at 25 Hz with latencies around 100 ms are detailed. The use of these sensors are discussed to drive the following real-time responses: (1) head/eye saccades to moving regions of interest; (2) a panic response to looming motion; (3) an opto-kinetic response to continuous motion across the image and (4) smooth pursuit of a moving target using motion alone.

Characterization of the Salmonella typhimurium proteome by semi-automated two dimensional HPLC-mass spectrometry: detection of proteins implicated in multiple antibiotic resistance

The proteome of Salmonella enterica serovar Typhimurium was characterized by 2-dimensional HPLC mass spectrometry to provide a platform for subsequent proteomic investigations of low level multiple antibiotic resistance (MAR). Bacteria (2.15 +/- 0.23 x 10(10) cfu; mean +/- s.d.) were harvested from liquid culture and proteins differentially fractionated, on the basis of solubility, into preparations representative of the cytosol, cell envelope and outer membrane proteins (OMPs). These preparations were digested by treatment with trypsin and peptides separated into fractions (n = 20) by strong cation exchange chromatography (SCX). Tryptic peptides in each SCX fraction were further separated by reversed-phase chromatography and detected by mass spectrometry. Peptides were assigned to proteins and consensus rank listings compiled using SEQUEST. A total of 816 +/- 11 individual proteins were identified which included 371 +/- 33, 565 +/- 15 and 262 +/- 5 from the cytosolic, cell envelope and OMP preparations, respectively. A significant correlation was observed (r(2) = 0.62 +/- 0.10; P < 0.0001) between consensus rank position for duplicate cell preparations and an average of 74 +/- 5% of proteins were common to both replicates. A total of 34 outer membrane proteins were detected, 20 of these from the OMP preparation. A range of proteins (n = 20) previously associated with the mar locus in E. coli were also found including the key MAR effectors AcrA, TolC and OmpF.