General expressions are obtained for the mean and variance of the number of events in a fixed but arbitrary sampling time for a nonparalyzable dead-time counter. The input is assumed to be a Poisson point process whose rate is a stochastic process, and the dead time is assumed to be small in comparison with the fluctuation time of the driving process. The mean is shown to depend only on the fir...

Although genome-wide association studies (GWASs) have discovered numerous novel genetic variants associated with many complex traits and diseases, those genetic variants typically explain only a small fraction of phenotypic variance. Factors that account for phenotypic variance include environmental factors and gene-by-environment interactions (GEIs). Recently, several studies have conducted ge...

MOTIVATION The numerical values of gene expression measured using microarrays are usually presented to the biological end-user as summary statistics of spot pixel data, such as the spot mean, median and mode. Much of the subsequent data analysis reported in the literature, however, uses only one of these spot statistics. This results in sub-optimal estimates of gene expression levels and a need...

In this paper we analyse the editing of ITV news bulletins using robust statistics to describe the distribution of shot lengths and its editing structure. Commonly cited statistics of film style such as the mean and variance do not accurately describe the style of a motion picture and reflect the influence of a small number of extreme values. Analysis based on such statistics will inevitably le...

The mean prediction error of a classification or regression procedure can be estimated using resampling designs such as the cross-validation design. We decompose the variance of such an estimator associated with an arbitrary resampling procedure into a small linear combination of covariances between elementary estimators, each of which is a regular parameter as described in the theory of U-stat...

The contribution of this paper is two-fold. First, we derive the asymptotic null distribution of the familiar augmented Dickey-Fuller [ADF] statistics in the case where the shocks follow a linear process driven by infinite variance innovations. We show that these distributions are free of serial correlation nuisance parameters but depend on the tail index of the infinite variance process. These...

Identifying genomic regions that descended from a common ancestor is important for understanding the function and evolution of genomes. In related genomes, clusters of homologous gene pairs serve as evidence for candidate homologous regions, which make up genomic core. Previous studies on the structural organization of bacterial genomes revealed that basic backbone of genomic core is interrupte...

The “Huber Sandwich Estimator” can be used to estimate the variance of the MLE when the underlying model is incorrect. If the model is nearly correct, so are the usual standard errors, and robustification is unlikely to help much. On the other hand, if the model is seriously in error, the sandwich may help on the variance side, but the parameters being estimated by the MLE are likely to be mean...

The information of interest is contained in the variance matrix, σ − = 2 1 V Q , or equivalently in the information matrix Q . The problem of finding estimators minimizing a decreasing convex functional of the variance matrix or maximizing an increasing concave functional of the information matrix is crucial in statistics. There are several optimality criteria in bibliography. We explain how th...

In the present paper, we propose an exact test on the structure of the covariance matrix. In its development the properties of the Wishart distribution are used. Unlike the classical likelihood-ratio type tests and the tests based on the empirical distance, whose statistics depend on the total variance and the generalized variance only, the proposed approach provides more information about the ...