AOAC INTERNATIONAL recommends an outlier test that is based on the "percent reduction in standard deviation" (PRSD) for screening the highest or lowest and 2-highest or 2-lowest laboratory means from a collaborative study. The original critical values that were developed to assess the significance of the test statistics associated with the PRSD test were obtained by simulation. In this paper, w...

This paper compares the type I error and power of the one- and two-sample t-tests, and the one- and two-sample permutation tests for detecting differences in gene expression between two microarray samples with replicates using Monte Carlo simulations. When data are generated from a normal distribution, type I errors and powers of the one-sample parametric t-test and one-sample permutation test ...

The paper aims at finding widely and smoothly defined nonparametric location and scatter functionals. As a convenient vehicle, maximum likelihood estimation of the location vector μ and scatter matrix Σ of an elliptically symmetric t distribution on R with degrees of freedom ν > 1 extends to an M-functional defined on all probability distributions P in a weakly open, weakly dense domain U . Her...

The one-sample paired t-test may be used to test whether the mean difference of two populations is greater than, less than, or not equal to a specific value. Because the t distribution is used to calculate critical values for the test, this test is often called the paired t-test. If the standard deviation of the differences is known, the normal distribution is used instead of the t distribution...

The paper aims at finding widely and smoothly defined nonparametric location and scatter functionals. As a convenient vehicle, maximum likelihood estimation of the location vector μ and scatter matrix Σ of an elliptically symmetric t distribution on R with degrees of freedom ν > 1 extends to an M-functional defined on all probability distributions P in a weakly open, weakly dense domain U . Her...

This paper is mainly talking about several volatility models and its ability to predict and capture the distinctive characteristics of conditional variance about the empirical financial data. In my paper, I choose basic GARCH model and two important models of the GARCH family which are E-GARCH model and GJR-GARCH model to estimate. At the same time, in order to acquire the forecasting performan...

After the tremendous progress achieved at HERA in the field of diffraction, a new level of statistical and systematic precision is needed. H1 will install a very forward proton spectrometer in the cold section of HERA, with ≃ 100 % acceptance down to |t| = 0 for xIP = 0.01. Large statistics of data, in particular in the presence of a hard scale, will be collected with unambiguous proton tagging...

Abstract. Sarkar (1998) showed that certain positively dependent (MTP2) random variables satisfy the Simes Inequality. The multivariate-t distribution does not satisfy this property, so other means are necessary to show that it also satisfies the Simes inequality. A corollary was given in Sarkar (1998) to handle this distribution, but there is an error. In this paper a direct proof is given to ...

In this paper, we generalize the parametric ∆-VaR method from portfolios with normally distributed risk factors to portfolios with elliptically distributed ones. We treat both the expected shortfall and the Value-at-Risk of such portfolios. Special attention is given to the particular case of a multivariate t-distribution.

It is crucially important to differentiate between the descriptive statistics on one side and inferential, inductive, mathematical statistics on the other. Only the latter is useful for obtaining the optimal information and for making effective decisions under conditions of uncertainty, because it defines probabilities of conclusions. That, of course, gains the real importance only in situation...