OBJECTIVE To present and demonstrate a new simplified method for synthesizing results of multiple clinical trials in resuscitation research. METHODS The mean difference across studies in the proportion of favorable outcomes between experimental and control groups is calculated. This difference is shown to have a t-distribution. Its significance can be ascertained with a simple t-test. The ana...

For testing problems of the form Ho : v = Vo with unknown nuisance parameter (). a variety of methods are used to deal with (). The simplest approach is exemplified by the t test where the unknown variance is replaced by the sample variance. and the t distribution accounts for estimation of the variance. In other problems such as the two by two contingency table. one conditions on a sufficient ...

Traditional GARCH models fail to explain at least two of the stylized facts found in financial series: the asymmetry of the distribution of errors and the leverage effect. The leverage effect stems from the fact that losses have a greater influence on future volatilities than do gains. Asymmetry means that the distribution of losses has a heavier tail than the distribution of gains. We test whe...

In this report, we propose a robust mixture of regression based on t-distribution by extending the mixture of t-distributions proposed by Peel and McLachlan (2000) to the regression setting. This new mixture of regression model is robust to outliers in y direction but not robust to the outliers with high leverage points. In order to combat this, we also propose a modified version of the propose...

We examine certain Generalized Hyperbolic (GH) distributions for modeling equity returns, compared to usual Normal distributions. We describe these GH distributions and some of their properties, and test them against six years of daily S&P500 index prices. We estimate Value-at-Risk from calibrated distributions, and show that the Normal distribution leads to V aR estimates that significantly un...

Exponential Smooth Transition Autoregressive (ESTAR) models can capture non-linear adjustment of the deviations from equilibrium conditions which may explain the economic behavior of many variables that appear non stationary from a linear viewpoint. Many researchers employ the Kapetanios test which has a unit root as the null and a stationary nonlinear model as the alternative. However this tes...

The cross section for elastic vector meson production in photon-proton interactions at large t is considered using the exact analytic solution of the BFKL equation in the azimuthally symmetric n = 0 limit. We use a non-relativistic model for the vector meson production and find a small shrinkage in the t-distribution with increasing energy.

In this paper, we establish sharp bounds on the distribution of the treatment effect in switching regimes models or generalized sample selection models in Heckman (1990). These bounds depend on the identified model parameters only and hence are themselves identified. Their estimation is straightforward once the identified model parameters are estimated. We compare our bounds when the identified...