Bayes Factors Based on Test Statistics

Traditionally, the use of Bayes factors has required the specification of proper prior distributions on model parameters implicit to both null and alternative hypotheses. In this paper, I describe an approach to defining Bayes factors based on modeling test statistics. Because the distributions of test statistics do not depend on unknown model parameters, this approach eliminates the subjectivity normally associated with the definition of Bayes factors. For standard test statistics, including the _2, F, t and z statistics, the values of Bayes factors that result from this approach can be simply expressed in closed form.

Development of record-breaking statistics for climatological time-series analysis

The number of record-breaking events expected to occur in a strictly stationary time-series depends only on the number of values in the time-series, regardless of distribution. This holds whether the events are record-breaking highs or lows and whether we count from past to present or present to past. However, these symmetries are broken in distinct ways by trends in the mean and variance. We define indices that capture this information and use them to detect weak trends from multiple time-series. Here, we use these methods to answer the following questions: (1) Is there a variability trend among globally distributed surface temperature time-series? We find a significant decreasing variability over the past century for the Global Historical Climatology Network (GHCN). This corresponds to about a 10% change in the standard deviation of inter-annual monthly mean temperature distributions. (2) How are record-breaking high and low surface temperatures in the United States affected by time period? We investigate the United States Historical Climatology Network (USHCN) and find that the ratio of record-breaking highs to lows in 2006 increases as the time-series extend further into the past. When we consider the ratio as it evolves with respect to a fixed start year, we find it is strongly correlated with the ensemble mean. We also compare the ratios for USHCN and GHCN (minus USHCN stations). We find the ratios grow monotonically in the GHCN data set, but not in the USHCN data set. (3) Do we detect either mean or variance trends in annual precipitation within the United States? We find that the total annual and monthly precipitation in the United States (USHCN) has increased over the past century. Evidence for a trend in variance is inconclusive.

Bayesian change-point analysis in linear regression model with scale mixtures of normal distributions

In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.

On low-dimensional projections of high-dimensional distributions

Let P be a probability distribution on q -dimensional space. The so-called Diaconis-Freedman effect means that for a fixed dimension d<distributions. The present paper provides necessary and sufficient conditions for this phenomenon in a suitable asymptotic framework with increasing dimension q . It turns out, that the conditions formulated by Diaconis and Freedman (1984) are not only sufficient but necessary as well. Moreover, letting P ^ be the empirical distribution of n independent random vectors with distribution P , we investigate the behavior of the empirical process n √ (P ^ −P) under random projections, conditional on P ^ .

Estimating the mean and standard deviation of concentration distributions using censored samples

Environmental data sets of pollutant concentrations in air, water, and soil frequently include unquantified sample values reported only as being below the analytical method detection limit. These values, referred to as censored values, should be considered in the estimation of distribution parameters as each represents some value of pollutant concentration between zero and the detection limit. Most of the currently accepted methods for estimating the population parameters of environmental data sets containing censored values rely upon the assumption of an underlying normal (or transformed normal) distribution. This assumption can result in unacceptable levels of error in parameter estimation due to the unbounded left tail of the normal distribution. With the beta distribution, which is bounded by the same range of a distribution of concentrations, $\rm\lbrack0\le x\le1\rbrack,$ parameter estimation errors resulting from improper distribution bounds are avoided. This work developed a method that uses the beta distribution to estimate population parameters from censored environmental data sets and evaluated its performance in comparison to currently accepted methods that rely upon an underlying normal (or transformed normal) distribution. Data sets were generated assuming typical values encountered in environmental pollutant evaluation for mean, standard deviation, and number of variates. For each set of model values, data sets were generated assuming that the data was distributed either normally, lognormally, or according to a beta distribution. For varying levels of censoring, two established methods of parameter estimation, regression on normal ordered statistics, and regression on lognormal ordered statistics, were used to estimate the known mean and standard deviation of each data set. The method developed for this study, employing a beta distribution assumption, was also used to estimate parameters and the relative accuracy of all three methods were compared. For data sets of all three distribution types, and for censoring levels up to 50%, the performance of the new method equaled, if not exceeded, the performance of the two established methods. Because of its robustness in parameter estimation regardless of distribution type or censoring level, the method employing the beta distribution should be considered for full development in estimating parameters for censored environmental data sets. ^

Non-exponential return time distributions for vorticity extremes explained by fractional Poisson processes

Serial correlation of extreme midlatitude cyclones observed at the storm track exits is explained by deviations from a Poisson process. To model these deviations, we apply fractional Poisson processes (FPPs) to extreme midlatitude cyclones, which are defined by the 850 hPa relative vorticity of the ERA interim reanalysis during boreal winter (DJF) and summer (JJA) seasons. Extremes are defined by a 99% quantile threshold in the grid-point time series. In general, FPPs are based on long-term memory and lead to non-exponential return time distributions. The return times are described by a Weibull distribution to approximate the Mittag–Leffler function in the FPPs. The Weibull shape parameter yields a dispersion parameter that agrees with results found for midlatitude cyclones. The memory of the FPP, which is determined by detrended fluctuation analysis, provides an independent estimate for the shape parameter. Thus, the analysis exhibits a concise framework of the deviation from Poisson statistics (by a dispersion parameter), non-exponential return times and memory (correlation) on the basis of a single parameter. The results have potential implications for the predictability of extreme cyclones.

Statistics of the National soil test database of France

In France, farmers commission about 250,000 soil-testing analyses per year to assist them managing soil fertility. The number and diversity of origin of the samples make these analyses an interesting and original information source regarding cultivated topsoil variability. Moreover, these analyses relate to several parameters strongly influenced by human activity (macronutrient contents, pH...), for which existing cartographic information is not very relevant. Compiling the results of these analyses into a database makes it possible to re-use these data within both a national and temporal framework. A database compilation relating to data collected over the period 1990-2009 has been recently achieved. So far, commercial soil-testing laboratories approved by the Ministry of Agriculture have provided analytical results from more than 2,000,000 samples. After the initial quality control stage, analytical results from more than 1,900,000 samples were available in the database. The anonymity of the landholders seeking soil analyses is perfectly preserved, as the only identifying information stored is the location of the nearest administrative city to the sample site. We present in this dataset a set of statistical parameters of the spatial distributions for several agronomic soil properties. These statistical parameters are calculated for 4 different nested spatial entities (administrative areas: e.g. regions, departments, counties and agricultural areas) and for 4 time periods (1990-1994, 1995-1999, 2000-2004, 2005-2009). Two kinds of agronomic soil properties are available: the firs one correspond to the quantitative variables like the organic carbon content and the second one corresponds to the qualitative variables like the texture class. For each spatial unit and temporal period, we calculated the following statistics stets: the first set is calculated for the quantitative variables and corresponds to the number of samples, the mean, the standard deviation and, the 2-,4-,10-quantiles; the second set is calculated for the qualitative variables and corresponds to the number of samples, the value of the dominant class, the number of samples of the dominant class, the second dominant class, the number of samples of the second dominant class.

(Table 2) Ice, snow and freeboard statistics from measurement transects at 11 ice stations during Aurora Australis cruise SIPEX in 2007

The Sea Ice Physics and Ecosystem experiment (SIPEX) was conducted in the East Antarctic pack ice zone between 115-130°E from 9 September - 11 October, 2007. In situ measurements of sea-ice and snow properties were conducted at 15 ice stations, together with ship-based ASPeCt observations. The ice and snow thickness varied considerably in different regions of the pack ice, with particularly thick ice associated with deformation and a strong slope jet in the southwest of the study region. The mean ice thickness was 0.99 m (1.57 m excluding the northern marginal ice zones), but varied from 0.61 m along the southern leg to 1.80 m along the western leg, with pockets of considerably thicker ice in some regions. Swell was observed on two occasions penetrating more than 330 km south of the ice edge into regions with 80-100% ice concentration. Ice thicknesses calculated from near coincident ICESat laser altimetry (1.74 m) are similar to the in-situ observations in the central pack (1.57 m).

Wisconsin individual income tax statistics: 1935 income. Prepared under the supervision of Frank A. Hanna ... Wisconsin Tax commission.

Reproduced from type-written copy.

Recent changes in earnings distributions in the U. S. : age and cohort effects /

"Draft, April 1999."

Earnings distributions in the United States.

Published: -1974: U.S. Dept. of Health and Human Services, Social Security Administration, Office of Policy, Office of Research and Statistics.