Methods for Equivalence and Noninferiority Testing

Classical hypothesis testing focuses on testing whether treatments have differential effects on outcome. However, sometimes clinicians may be more interested in determining whether treatments are equivalent or whether one has noninferior outcomes. We review the hypotheses for these noninferiority and equivalence research questions, consider power and sample size issues, and discuss how to perform such a test for both binary and survival outcomes. The methods are illustrated on 2 recent studies in hematopoietic cell transplantation.

Local power of some tests in exponential family nonlinear models

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

Testing linear cointegration against smooth-transition cointegration

This paper studies a smooth-transition (ST) type cointegration. The proposed ST cointegration allows for regime switching structure in a cointegrated system. It nests the linear cointegration developed by Engle and Granger (1987) and the threshold cointegration studied by Balke and Fomby (1997). We develop F-type tests to examine linear cointegration against ST cointegration in ST-type cointegrating regression models with or without time trends. The null asymptotic distributions of the tests are derived with stationary transition variables in ST cointegrating regression models. And it is shown that our tests have nonstandard limiting distributions expressed in terms of standard Brownian motion when regressors are pure random walks, while have standard asymptotic distributions when regressors contain random walks with nonzero drift. Finite-sample distributions of those tests are studied by Monto Carlo simulations. The small-sample performance of the tests states that our F-type tests have a better power when the system contains ST cointegration than when the system is linearly cointegrated. An empirical example for the purchasing power parity (PPP) data (monthly US dollar, Italy lira and dollar-lira exchange rate from 1973:01 to 1989:10) is illustrated by applying the testing procedures in this paper. It is found that there is no linear cointegration in the system, but there exits the ST-type cointegration in the PPP data.

Testing Seasonal Unit Roots in Data at Any Frequency, an HEGY approach

This paper generalizes the HEGY-type test to detect seasonal unit roots in data at any frequency, based on the seasonal unit root tests in univariate time series by Hylleberg, Engle, Granger and Yoo (1990). We introduce the seasonal unit roots at first, and then derive the mechanism of the HEGY-type test for data with any frequency. Thereafter we provide the asymptotic distributions of our test statistics when different test regressions are employed. We find that the F-statistics for testing conjugation unit roots have the same asymptotic distributions. Then we compute the finite-sample and asymptotic critical values for daily and hourly data by a Monte Carlo method. The power and size properties of our test for hourly data is investigated, and we find that including lag augmentations in auxiliary regression without lag elimination have the smallest size distortion and tests with seasonal dummies included in auxiliary regression have more power than the tests without seasonal dummies. At last we apply the our test to hourly wind power production data in Sweden and shows there are no seasonal unit roots in the series.

Testing for Seasonal Unit Roots when Residuals Contain Serial Correlations under HEGY Test Framework

This paper introduces a corrected test statistic for testing seasonal unit roots when residuals contain serial correlations, based on the HEGY test proposed by Hylleberg,Engle, Granger and Yoo (1990). The serial correlations in the residuals of test regressionare accommodated by making corrections to the commonly used HEGY t statistics. Theasymptotic distributions of the corrected t statistics are free from nuisance parameters.The size and power properties of the corrected statistics for quarterly and montly data are investigated. Based on our simulations, the corrected statistics for monthly data havemore power compared with the commonly used HEGY test statistics, but they also have size distortions when there are strong negative seasonal correlations in the residuals.

Testing covariance stationarity

In this paper, we show that the widely used stationarity tests such as the KPSS test have power close to size in the presence of time-varying unconditional variance. We propose a new test as a complement of the existing tests. Monte Carlo experiments show that the proposed test possesses the following characteristics: (i) In the presence of unit root or a structural change in the mean, the proposed test is as powerful as the KPSS and other tests; (ii) In the presence a changing variance, the traditional tests perform badly whereas the proposed test has high power comparing to the existing tests; (iii) The proposed test has the same size as traditional stationarity tests under the null hypothesis of stationarity. An application to daily observations of return on US Dollar/Euro exchange rate reveals the existence of instability in the unconditional variance when the entire sample is considered, but stability is found in subsamples.

Testing covariance stationarity

In this paper, we show that the widely used stationarity tests such as the KPSS test has power close to size in the presence of time-varying unconditional variance. We propose a new test as a complement of the existing tests. Monte Carlo experiments show that the proposed test possesses the following characteristics: (i) In the presence of unit root or a structural change in the mean, the proposed test is as powerful as the KPSS and other tests; (ii) In the presence a changing variance, the traditional tests perform badly whereas the proposed test has high power comparing to the existing tests; (iii) The proposed test has the same size as traditional stationarity tests under the null hypothesis of covariance stationarity. An application to daily observations of return on US Dollar/Euro exchange rate reveals the existence of instability in the unconditional variance when the entire sample is considered, but stability is found in sub-samples.

Primary power distribution systems planning taking into account reliability, operation and expansion costs

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

There is no anaerobic work capacity replenishment at critical power intensity: An indirect evidence

Aim. - This study aimed to test if investigate whether the anaerobic work capacity is replenished while exercising at critical power intensity. Then, a known exercise duration, which demands high anaerobic energy contribution, was compared to intermittent exercise duration with passive and active (cycling at critical power intensity) rest periods.Methods. - Nine participants performed five sessions of testing. From the 1st to the 3rd sessions, individuals cycled continuously at different workloads (P-high, P-intermediate and P-low) in order to estimate the critical power and the anaerobic work capacity. The 4th and 5th sessions were performed in order to determine the influence of anaerobic work capacity replenishment oil exercise duration. They consisted of manipulating the resting type (passive or active) between two cycling efforts. The total exercise duration was determined by the sum of the two cycling efforts duration.Results. - The exercise duration under passive resting condition (408.0 +/- 42.0 s) was longer (p<0.05) than known exercise duration at P-intermediate (T-intermediate = 305.8 +/- 30.5 s) and than exercise duration performed under active resting conditions (T-active = 304.4 +/- 30.7s). However, there was no significant difference between T-intermediate and T-active.Conclusion. - These results demonstrated indirect evidence that the anaerobic work capacity is not replenished while exercising at critical power intensity. (C) 2008 Elsevier Masson SAS. All rights reserved.

Development and testing of anode-supported solid oxide fuel cells with slurry-coated electrolyte and cathode

A laboratory setup was designed and put into operation for the development of solid oxide fuel cells (SOFCs). The whole project consisted of the preparation of the component materials: anode, cathode and electrolyte, and the buildup of a hydrogen leaking-free sample chamber with platinum leads and current collectors for measuring the electrochemical properties of single SOFCs. Several anode-supported single SOFCs of the type (ZrO(2):Y(2)O(3)+NiO) thick anode/(ZrO(2):Y(2)O(3)) thin electrolyte/(La(0.65)Sr(0.35)MnO(3)+ZrO(2):Y(2)O(3)) thin cathode have been prepared and tested at 700 and 800 degrees C after in situ H(2) anode reduction. The main results show that the slurry-coating method resulted in single-cells with good reproducibility and reasonable performance, suggesting that this method can be considered for fabrication of SOFCs. (c) 2005 Elsevier B.V. All rights reserved.

A Semi-Tethered Test for Power Assessment in Running

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Negative dimensional integration: Lab testing at two loops

Negative dimensional integration method (NDIM) is a technique to deal with D-dimensional Feynman loop integrals. Since most of the physical quantities in perturbative Quantum Field Theory (pQFT) require the ability of solving them, the quicker and easier the method to evaluate them the better. The NDIM is a novel and promising technique, ipso facto requiring that we put it to test in different contexts and situations and compare the results it yields with those that we already know by other well-established methods. It is in this perspective that we consider here the calculation of an on-shell two-loop three point function in a massless theory. Surprisingly this approach provides twelve non-trivial results in terms of double power series. More astonishing than this is the fact that we can show these twelve solutions to be different representations for the same well-known single result obtained via other methods. It really comes to us as a surprise that the solution for the particular integral we are dealing with is twelvefold degenerate.

Comparison of algorithms for loss allocation in transmission networks considering power redispatch

An analysis of the performances of three important methods for generators and loads loss allocation is presented. The discussed methods are: based on pro-rata technique; based on the incremental technique; and based on matrices of circuit. The algorithms are tested considering different generation conditions, using a known electric power system: IEEE 14 bus. Presented and discussed results verify: the location and the magnitude of generators and loads; the possibility to have agents well or poorly located in each network configuration; the discriminatory behavior considering variations in the power flow in the transmission lines. © 2004 IEEE.

Technology assessment for power quality mitigation devices - Micro-DVR case study

This work presents a case study on technology assessment for power quality devices. A system compatibility test protocol for power quality mitigation devices was developed in order to evaluate the functionality of three-phase voltage restoration devices. In order to case test this test protocol, a development platform with reduced power for DVR (Dynamic Voltage Restorer), the Micro-DVR, was tested, and results were discussed based on voltage disturbances standards. ©2008 IEEE.

Dynamic voltage restorer development and testing

The growing use of sensitive loads in the electric power system, especially in industrial applications, increases voltage sags related production losses considerably, stimulating a demand for power electronics' based solutions to mitigate the effects of such problems. This paper shows the implementation and some industrial certification tests of a power equipment prototype designed to correct sags and swells, a dynamic voltage restorer, which is one of the many possible solutions for voltage sags and swells problems Experimental results of a 75kVA prototype are shown both in laboratory and full load conditions, in a certification institution (IEE-USP). © 2011 IEEE.