In this note we establish the existence of the first two moments of the asymptotic trace statistic, which appears as weak limit of the likelihood ratio statistic for testing the cointegration rank in a vector autoregressive model and whose moments may be used to develop panel cointegration tests. Moreover, we justify the common practice to approximate these moments by simulating a certain stati...

In the case of two signals with independent pairs of observations (xn; yn) a statistic to estimate the variance of the mutual information estimator has been derived earlier. We present such a statistic for dependent pairs. To derive this statistic it is necessary to avail of a reliable statistic to estimate the variance of the sample mean in case of dependent observations. We derive and discuss...

We express some criticism about the definition of an algorithmic sufficient statistic and, in particular, of an algorithmic minimal sufficient statistic. We propose another definition, which might have better properties.

Inspired by the k-inversion statistic for LLT polynomials, we define a k-inversion number and k-descent set for words. Using these, we define a new statistic on words, called the k-major index, that interpolates between the major index and inversion number. We give a bijective proof that the k-major index is equi-distributed with the major index, generalizing a classical result of Foata and red...

The LMS-based adaptive order-statistic filters are presented in this paper. The adaptive Ll-filters as extension of the adaptive L-filter for two-dimensional filtering of noisy greyscale images is studied too. Their adaptation properties are studied by three types of noise, the additive white Gaussian noise, the impulsive noise or both, respectively. Moreover, the impulsive noise has the fixed ...

In this paper we derive a one-sample multivariate empirical Bayes statistic (the MB-statistic) to rank genes in the order of differential expression from replicated microarray time course experiments . We do this by testing the null hypothesis that the expectation of a k-vector of a gene’s expression levels is a multiple of 1k, the vector of k 1s. The importance of moderation in this context is...

Construing a collection of values of a sample statistic as a distribution is central to developing a coherent understanding of statistical inference. This paper discusses key developments that unfolded over three consecutive lessons in a classroom teaching experiment designed to support a group of high school students in developing such a construal. Instruction began by engaging students in act...

S tatistical analysis is an important tool in experimental research and is essential for the reliable interpretation of experimental results. It is essential that statistical design should be considered at the very beginning of a research project, not merely as an afterthought. For example if the sample size for an experiment only allows for an underpowered statistical analysis, then the interp...