Hypotheses testing for structural calibration model

The main objective of this paper is to discuss maximum likelihood inference for the comparative structural calibration model (Barnett, in Biometrics 25:129-142, 1969), which is frequently used in the problem of assessing the relative calibrations and relative accuracies of a set of p instruments, each designed to measure the same characteristic on a common group of n experimental units. We consider asymptotic tests to answer the outlined questions. The methodology is applied to a real data set and a small simulation study is presented.

Improved testing inference in mixed linear models

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Often, the number of observations is small, and it is thus important to use inference strategies that incorporate small sample corrections. In this paper, we develop modified versions of the likelihood ratio test for fixed effects inference in mixed linear models. In particular, we derive a Bartlett correction to such a test, and also to a test obtained from a modified profile likelihood function. Our results generalize those in [Zucker, D.M., Lieberman, O., Manor, O., 2000. Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood. Journal of the Royal Statistical Society B, 62,827-838] by allowing the parameter of interest to be vector-valued. Additionally, our Bartlett corrections allow for random effects nonlinear covariance matrix structure. We report simulation results which show that the proposed tests display superior finite sample behavior relative to the standard likelihood ratio test. An application is also presented and discussed. (C) 2008 Elsevier B.V. All rights reserved.

Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples

The two-parameter Birnbaum-Saunders distribution has been used successfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data for this distribution. In this paper, we address the issue of performing testing inference on the two parameters of the Birnbaum-Saunders distribution under type-II right censored samples. The likelihood ratio statistic and a recently proposed statistic, the gradient statistic, provide a convenient framework for statistical inference in such a case, since they do not require to obtain, estimate or invert an information matrix, which is an advantage in problems involving censored data. An extensive Monte Carlo simulation study is carried out in order to investigate and compare the finite sample performance of the likelihood ratio and the gradient tests. Our numerical results show evidence that the gradient test should be preferred. Further, we also consider the generalized Birnbaum-Saunders distribution under type-II right censored samples and present some Monte Carlo simulations for testing the parameters in this class of models using the likelihood ratio and gradient tests. Three empirical applications are presented. (C) 2011 Elsevier B.V. All rights reserved.

Electrical conductivity testing of corn seeds as influenced by temperature and period of storage

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

Testing option pricing with the Edgeworth expansion

There is a well-developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns of the underlying asset is a Gaussian distribution. However, it is observed in the market that this hypothesis is flawed, leading to the introduction of a fudge factor, the so-called volatility smile. Therefore, it would be interesting to explore extensions of the Black-Scholes theory to non-Gaussian distributions. In this paper, we provide an explicit formula for the price of an option when the distributions of the returns of the underlying asset is parametrized by an Edgeworth expansion, which allows for the introduction of higher independent moments of the probability distribution, namely skewness and kurtosis. We test our formula with options in the Brazilian and American markets, showing that the volatility smile can be reduced. We also check whether our approach leads to more efficient hedging strategies of these instruments. (C) 2004 Elsevier B.V. All rights reserved.

The STATFLUX code: a statistical method for calculation of flow and set of parameters, based on the Multiple-Compartment Biokinetical Model

The code STATFLUX, implementing a new and simple statistical procedure for the calculation of transfer coefficients in radionuclide transport to animals and plants, is proposed. The method is based on the general multiple-compartment model, which uses a system of linear equations involving geometrical volume considerations. Flow parameters were estimated by employing two different least-squares procedures: Derivative and Gauss-Marquardt methods, with the available experimental data of radionuclide concentrations as the input functions of time. The solution of the inverse problem, which relates a given set of flow parameter with the time evolution of concentration functions, is achieved via a Monte Carlo Simulation procedure.Program summaryTitle of program: STATFLUXCatalogue identifier: ADYS_v1_0Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADYS_v1_0Program obtainable from: CPC Program Library, Queen's University of Belfast, N. IrelandLicensing provisions: noneComputer for which the program is designed and others on which it has been tested: Micro-computer with Intel Pentium III, 3.0 GHzInstallation: Laboratory of Linear Accelerator, Department of Experimental Physics, University of São Paulo, BrazilOperating system: Windows 2000 and Windows XPProgramming language used: Fortran-77 as implemented in Microsoft Fortran 4.0. NOTE: Microsoft Fortran includes non-standard features which are used in this program. Standard Fortran compilers such as, g77, f77, ifort and NAG95, are not able to compile the code and therefore it has not been possible for the CPC Program Library to test the program.Memory, required to execute with typical data: 8 Mbytes of RAM memory and 100 MB of Hard disk memoryNo. of bits in a word: 16No. of lines in distributed program, including test data, etc.: 6912No. of bytes in distributed Program, including test data, etc.: 229 541Distribution format: tar.gzNature of the physical problem: the investigation of transport mechanisms for radioactive substances, through environmental pathways, is very important for radiological protection of populations. One such pathway, associated with the food chain, is the grass-animal-man sequence. The distribution of trace elements in humans and laboratory animals has been intensively studied over the past 60 years [R.C. Pendlenton, C.W. Mays, R.D. Lloyd, A.L. Brooks, Differential accumulation of iodine-131 from local fallout in people and milk, Health Phys. 9 (1963) 1253-1262]. In addition, investigations on the incidence of cancer in humans, and a possible causal relationship to radioactive fallout, have been undertaken [E.S. Weiss, M.L. Rallison, W.T. London, W.T. Carlyle Thompson, Thyroid nodularity in southwestern Utah school children exposed to fallout radiation, Amer. J. Public Health 61 (1971) 241-249; M.L. Rallison, B.M. Dobyns, F.R. Keating, J.E. Rall, F.H. Tyler, Thyroid diseases in children, Amer. J. Med. 56 (1974) 457-463; J.L. Lyon, M.R. Klauber, J.W. Gardner, K.S. Udall, Childhood leukemia associated with fallout from nuclear testing, N. Engl. J. Med. 300 (1979) 397-402]. From the pathways of entry of radionuclides in the human (or animal) body, ingestion is the most important because it is closely related to life-long alimentary (or dietary) habits. Those radionuclides which are able to enter the living cells by either metabolic or other processes give rise to localized doses which can be very high. The evaluation of these internally localized doses is of paramount importance for the assessment of radiobiological risks and radiological protection. The time behavior of trace concentration in organs is the principal input for prediction of internal doses after acute or chronic exposure. The General Multiple-Compartment Model (GMCM) is the powerful and more accepted method for biokinetical studies, which allows the calculation of concentration of trace elements in organs as a function of time, when the flow parameters of the model are known. However, few biokinetics data exist in the literature, and the determination of flow and transfer parameters by statistical fitting for each system is an open problem.Restriction on the complexity of the problem: This version of the code works with the constant volume approximation, which is valid for many situations where the biological half-live of a trace is lower than the volume rise time. Another restriction is related to the central flux model. The model considered in the code assumes that exist one central compartment (e.g., blood), that connect the flow with all compartments, and the flow between other compartments is not included.Typical running time: Depends on the choice for calculations. Using the Derivative Method the time is very short (a few minutes) for any number of compartments considered. When the Gauss-Marquardt iterative method is used the calculation time can be approximately 5-6 hours when similar to 15 compartments are considered. (C) 2006 Elsevier B.V. All rights reserved.

Testing gaussianity, homogeneity, and isotropy with the cosmic microwave background

We review the basic hypotheses which motivate the statistical framework used to analyze the cosmic microwave background, and how that framework can be enlarged as we relax those hypotheses. In particular, we try to separate as much as possible the questions of gaussianity, homogeneity, and isotropy from each other. We focus both on isotropic estimators of nongaussianity as well as statistically anisotropic estimators of gaussianity, giving particular emphasis on their signatures and the enhanced cosmic variances that become increasingly important as our putative Universe becomes less symmetric. After reviewing the formalism behind some simple model-independent tests, we discuss how these tests can be applied to CMBdata when searching for large-scale anomalies. Copyright © 2010 L. Raul Abramo and Thiago S. Pereira.

Allelic frequencies and statistical data obtained from 12 codis STR loci in an admixed population of the Brazilian Amazon

The allelic frequencies of 12 short tandem repeat loci were obtained from a sample of 307 unrelated individuals living in Macapá, a city in the northern Amazon region, Brazil. These loci are the most commonly used in forensics and paternity testing. Based on the allele frequency obtained for the population of Macapá, we estimated an interethnic admixture for the three parental groups (European, Native American and African) of, respectively, 46%, 35% and 19%. Comparing these allele frequencies with those of other Brazilian populations and of the Iberian Peninsula population, no significant distances were observed. The interpopulation genetic distances (F_ST coefficients) to the present database ranged from F_ST = 0.0016 between Macapá and Belém to F_ST = 0.0036 between Macapá and the Iberian Peninsula.

Schizophrenia, brain disease and meta-analyses: Integrating the pieces and testing Fusar-Poli`s hypothesis

This paper aims to discuss and test the hypothesis raised by Fusar-Poli [Fusar-Poli P. Can neuroimaging prove that schizophrenia is a brain disease? A radical hypothesis. Medical Hypotheses in press, corrected proof] that ""on the basis of the available imaging literature there is no consistent evidence to reject the radical and provocative hypothesis that schizophrenia is not a brain disease"". To achieve this goal, all meta-analyses on `fMRI and schizophrenia` published during the current decade and indexed in Pubmed were summarized, as much as some other useful information, e.g., meta-analyses on genetic risk factors. Our main conclusion is that the literature fully supports the hypothesis that schizophrenia is a syndrome (not a disease) associated with brain abnormalities, despite the fact that there is no singular and reductionist pathway from the nosographic entity (schizophrenia) to its causes. This irreducibility is due to the fact that the syndrome has more than one dimension (e.g., cognitive, psychotic and negative) and each of them is related to abnormalities in specific neuronal networks. A psychiatric diagnosis is a statistical procedure; these dimensions are not identically represented in each diagnosticated case and this explains the existence of more than one pattern of brain abnormalities related to schizophrenia. For example, chronification is associated with negativism while the first psychotic episode is not; in that sense, the same person living with schizophrenia may reveal different symptoms and fMRI patterns along the course of his life, and this is precisely what defines schizophrenia since the time when it was called Dementia Praecox (first by pick then by Kraepelin). It is notable that 100% of the collected meta-analyses on `fMRI and schizophrenia` reveal positive findings. Moreover, all meta-analyses that found positive associations between schizophrenia and genetic risk factors have to do with genes (SNPs) especially activated in neuronal tissue of the central nervous system (CNS), suggesting that, to the extent these polymorphisms are related to schizophrenia`s etiology, they are also related to abnormal brain activity. (C) 2009 Elsevier Ltd. All rights reserved.

STATISTICAL TEST FOR GENOTYPE AND ENVIRONMENT CONTRIBUTION IN THE GENOTYPES x ENVIRONMENTS INTERACTION MATRIX

The objective of the present work was to propose a method for testing the contribution of each level of the factors in a genotypes x environments (GxE) interaction using multi-environment trials analyses by means of an F test. The study evaluated a data set, with twenty genotypes and thirty-four environments, in a block design with four replications. The sum of squares within rows (genotypes) and columns (environments) of the GxE matrix was simulated, generating 10000 experiments to verify the empirical distribution. Results indicate a noncentral chi-square distribution for rows and columns of the GxE interaction matrix, which was also verified by the Kolmogorov-Smirnov test and Q-Q plot. Application of the F test identified the genotypes and environments that contributed the most to the GxE interaction. In this way, geneticists can select good genotypes in their studies.

Testing zooplankton secondary production against growth in the marine mysid, "Leptomysis lingvura" (G.O. Sars, 1866)

[EN]Zooplankton growth and secondary production are key input parameters in marine ecosystem modelling, but their direct measurement is difficult to make. Accordingly, zooplanktologists have developed several statistical-based secondary production models. Here, three of these secondary production models are tested in Leptomysis lingvura (Mysidacea, Crustacea). Mysid length was measured in two cultures grown on two different food concentrations. The relationship between length and dry-mass was determined in a pilot study and used to calculate dry-mass from the experimental length data. Growth rates ranged from 0.11 to 0.64 , while secondary production rates ranged from 1.77 to 12.23 mg dry-mass . None of the three selected models were good predictors of growth and secondary production in this species of mysid.

The electron antineutrino angular correlation coefficient a in free neutron decay: Testing the standard model with the aSPECT-spectrometer

The beta-decay of free neutrons is a strongly over-determined process in the Standard Model (SM) of Particle Physics and is described by a multitude of observables. Some of those observables are sensitive to physics beyond the SM. For example, the correlation coefficients of the involved particles belong to them. The spectrometer aSPECT was designed to measure precisely the shape of the proton energy spectrum and to extract from it the electron anti-neutrino angular correlation coefficient "a". A first test period (2005/ 2006) showed the “proof-of-principles”. The limiting influence of uncontrollable background conditions in the spectrometer made it impossible to extract a reliable value for the coefficient "a" (publication: Baessler et al., 2008, Europhys. Journ. A, 38, p.17-26). A second measurement cycle (2007/ 2008) aimed to under-run the relative accuracy of previous experiments (Stratowa et al. (1978), Byrne et al. (2002)) da/a =5%. I performed the analysis of the data taken there which is the emphasis of this doctoral thesis. A central point are background studies. The systematic impact of background on a was reduced to da/a(syst.)=0.61 %. The statistical accuracy of the analyzed measurements is da/a(stat.)=1.4 %. Besides, saturation effects of the detector electronics were investigated which were initially observed. These turned out not to be correctable on a sufficient level. An applicable idea how to avoid the saturation effects will be discussed in the last chapter.

Earthquake forecasting and seismic hazard analysis: some insights on the testing phase and the modeling

This thesis is divided in three chapters. In the first chapter we analyse the results of the world forecasting experiment run by the Collaboratory for the Study of Earthquake Predictability (CSEP). We take the opportunity of this experiment to contribute to the definition of a more robust and reliable statistical procedure to evaluate earthquake forecasting models. We first present the models and the target earthquakes to be forecast. Then we explain the consistency and comparison tests that are used in CSEP experiments to evaluate the performance of the models. Introducing a methodology to create ensemble forecasting models, we show that models, when properly combined, are almost always better performing that any single model. In the second chapter we discuss in depth one of the basic features of PSHA: the declustering of the seismicity rates. We first introduce the Cornell-McGuire method for PSHA and we present the different motivations that stand behind the need of declustering seismic catalogs. Using a theorem of the modern probability (Le Cam's theorem) we show that the declustering is not necessary to obtain a Poissonian behaviour of the exceedances that is usually considered fundamental to transform exceedance rates in exceedance probabilities in the PSHA framework. We present a method to correct PSHA for declustering, building a more realistic PSHA. In the last chapter we explore the methods that are commonly used to take into account the epistemic uncertainty in PSHA. The most widely used method is the logic tree that stands at the basis of the most advanced seismic hazard maps. We illustrate the probabilistic structure of the logic tree, and then we show that this structure is not adequate to describe the epistemic uncertainty. We then propose a new probabilistic framework based on the ensemble modelling that properly accounts for epistemic uncertainties in PSHA.

A graph theoretic approach to testing associations between disparate sources of functional genomic data

The last few years have seen the advent of high-throughput technologies to analyze various properties of the transcriptome and proteome of several organisms. The congruency of these different data sources, or lack thereof, can shed light on the mechanisms that govern cellular function. A central challenge for bioinformatics research is to develop a unified framework for combining the multiple sources of functional genomics information and testing associations between them, thus obtaining a robust and integrated view of the underlying biology. We present a graph theoretic approach to test the significance of the association between multiple disparate sources of functional genomics data by proposing two statistical tests, namely edge permutation and node label permutation tests. We demonstrate the use of the proposed tests by finding significant association between a Gene Ontology-derived "predictome" and data obtained from mRNA expression and phenotypic experiments for Saccharomyces cerevisiae. Moreover, we employ the graph theoretic framework to recast a surprising discrepancy presented in Giaever et al. (2002) between gene expression and knockout phenotype, using expression data from a different set of experiments.