This paper suggests Monte Carlo multiple test procedures which are provably valid in finite samples. These include combination methods originally proposed for independent statistics and further improvements which formalize statistical practice. We also adapt the Monte Carlo test method to non-continuous combined statistics. The methods suggested are applied to test serial dependence and predict...

We analyze the effect of a heterogeneous variance on bump detection in a Gaussian regression model. To this end we allow for a simultaneous bump in the variance and specify its impact on the difficulty to detect the null signal against a single bump with known signal strength. This is done by calculating lower and upper bounds, both based on the likelihood ratio. Lower and upper bounds together...

Heterogeneity of (co)variances for US Jersey linear and final scores was investigated with data from February 2000 USDA genetic evaluations. (Co)variances were estimated from datasets defined by parity, contemporary group size, and mean final score. First-appraisal scores during first or second parity from records that included all traits were studied. Contemporary groups within each parity wer...

The power of mean reversion tests has long been a tacit issue of the market efficiency literature. Early tests of market efficiency, as summarized in Fama Ž . 1970 , found no economically significant evidence of serial correlation in stock Ž . returns. However, Summers 1986 later suggested that this was because these tests lacked power: Summers suggested a model of AfadsB in which stock prices ...

Our research in statistical cognition uses both qualitative and quantitative methods. A mixed method approach makes our research more comprehensive, and provides us with new directions, unexpected insights, and alternative explanations for previously established concepts. In this paper, we review four statistical cognition studies that used mixed methods and explain the contributions of both th...

Traditionally, an ?̄? chart is used to control the process mean and an R chart is used to control the variance. However, these charts are not sensitive to the small shifts in the processes. The adaptive charts might be considered if the aim is to detect process changes quickly. In this paper, we propose a new adaptive single control chart which integrates the exponentially weighted moving averag...

abstract the objective of current research is to investigate distribution patterns of vegetation types and its relation with environmental factors in southern margin of haj aligholi kavir of damghan. three vegetation types including halecnemum strobilaceum, sedlitzia rosmarinus and artemisia sieberi were studied in marginal arid regions and uplands of the study area. firstly, geographic locatio...