This paper investigates the modified likelihood ratio test（LRT） for homogeneity in normal mixtures of two samples with mixing proportions unknown. It is proved that the limit distribution of the modified likelihood ...This paper investigates the modified likelihood ratio test（LRT） for homogeneity in normal mixtures of two samples with mixing proportions unknown. It is proved that the limit distribution of the modified likelihood ratio test is X^2（1）.展开更多
We consider an extension to Sequential Probability Ratio Tests for when we have uncertain costs, but also opportunity to learn about these in an adaptive manner. In doing so we demonstrate the effects that allowing un...We consider an extension to Sequential Probability Ratio Tests for when we have uncertain costs, but also opportunity to learn about these in an adaptive manner. In doing so we demonstrate the effects that allowing uncertainty has on observation cost, and the costs associated with Type I and Type II error. The value of information relating to modelled uncertainties is derived and the case of statistical dependence between the parameter affecting decision outcome and the parameter affecting unknown cost is also examined. Numerical examples of the derived theory are provided, along with a simulation comparing this adaptive learning framework to the classical one.展开更多
One of the important fields in statistics is testing hypothesis of correlation coefficient. The extension of the idea of testing correlation to fuzzy hypothesis is of great interesting. In this study, we examined the ...One of the important fields in statistics is testing hypothesis of correlation coefficient. The extension of the idea of testing correlation to fuzzy hypothesis is of great interesting. In this study, we examined the use of fuzzy hypothesis testing approach for the Sequential Probability Ratio Test (SPRT) of correlation coefficient. Use of fuzzy hypothesis testing for correlation coefficient with SPRT is illustrated by an example.展开更多
We prove that any collection which tiles the positive integers must contain one of two types of sub-collections. We then use this result to prove a variation of the Ratio Test for convergence of series. This version o...We prove that any collection which tiles the positive integers must contain one of two types of sub-collections. We then use this result to prove a variation of the Ratio Test for convergence of series. This version of the Ratio Test shows the convergence of certain series for which the Root Test (which is known to be more powerful than the conventional Ratio Test) fails. This version of the Ratio Test is also used to prove a version of the Banach Contraction Principle for self-maps of a complete metric space.展开更多
In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null d...In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.展开更多
To date, Wald sequential probability ratio test(WSPRT) has been widely applied to track management of multiple hypothesis tracking(MHT). But in a real situation, if the false alarm spatial density is much larger than ...To date, Wald sequential probability ratio test(WSPRT) has been widely applied to track management of multiple hypothesis tracking(MHT). But in a real situation, if the false alarm spatial density is much larger than the new target spatial density, the original track score will be very close to the deletion threshold of the WSPRT. Consequently, all tracks, including target tracks, may easily be deleted, which means that the tracking performance is sensitive to the tracking environment. Meanwhile, if a target exists for a long time, its track will have a high score, which will make the track survive for a long time even after the target has disappeared. In this paper, to consider the relationship between the hypotheses of the test, we adopt the Shiryayev SPRT(SSPRT) for track management in MHT. By introducing a hypothesis transition probability, the original track score can increase faster, which solves the first problem. In addition, by setting an independent SSPRT for track deletion, the track score can decrease faster, which solves the second problem. The simulation results show that the proposed SSPRT-based MHT can achieve better tracking performance than MHT based on the WSPRT under a high false alarm spatial density.展开更多
This paper investigates the asymptotic properties of the modified likelihood ratio statistic for testing homogeneity in bivariate normal mixture models with an unknown structural parameter. It is shown that the modifi...This paper investigates the asymptotic properties of the modified likelihood ratio statistic for testing homogeneity in bivariate normal mixture models with an unknown structural parameter. It is shown that the modified likelihood ratio statistic has χ22 null limiting distribution.展开更多
This paper investigates the asymptotic properties of a modified likelihood ratio statistic for testing homogeneity in bivariate normal mixture models of two samples.The asymptotic null distribution of the modified lik...This paper investigates the asymptotic properties of a modified likelihood ratio statistic for testing homogeneity in bivariate normal mixture models of two samples.The asymptotic null distribution of the modified likelihood ratio statistic is found to be X2^2,where X2^2 is a chi-squared distribution with 2 degrees of freedom.展开更多
This paper proposes a moving ratio test, which is a modified version of ratio test by involving a bandwidth parameter, to detect multiple changes in persistence, and to determine the direction of switch. The asymptoti...This paper proposes a moving ratio test, which is a modified version of ratio test by involving a bandwidth parameter, to detect multiple changes in persistence, and to determine the direction of switch. The asymptotic distribution as well as its consistency are established. In order to estimate the change points, the authors propose a two step estimate approach. Simulations illustrate the performance of the test and estimate procedures in finite samples. An application to the analysis of Sweden/US foreign exchange rate demonstrates the validity of the procedure in practice.展开更多
In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose ...In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose to the null hypothesis. These expansions are given in series form of beta distributions.展开更多
There are a few statistics testing the homogeneity of odds ratios across strata. Asymptotic statistics lose their power in the “sparse-data” setting. Both asymptotic statistics and exact tests have low power when th...There are a few statistics testing the homogeneity of odds ratios across strata. Asymptotic statistics lose their power in the “sparse-data” setting. Both asymptotic statistics and exact tests have low power when the sample sizes are small. We created a set of U statistics and compared them with some existing statistics in testing homogeneity of OR at different data settings. We evaluated their performance in terms of the empirical size and power via Monto Carlo simulations. Our results showed that two of the U-statistics under our study had higher power for testing homogeneity of odds ratios for 2 by 2 contingency tables. The application of the tests was illustrated in two real examples.展开更多
The effect of structural discontinuities on the progressive failure process of anisotropic rocks should be paid particular attention.The crack damage stress σ_(cd),also considered as the yield strength,and the relati...The effect of structural discontinuities on the progressive failure process of anisotropic rocks should be paid particular attention.The crack damage stress σ_(cd),also considered as the yield strength,and the relationship between σ_(cd) and the uniaxial peak strength σ_(ucs) of anisotropic rocks for different orientations 8 of the isotropy planes with respect to the loading directions were investigated theoretically and experimentally.A theoretical relation of σ_(cd)/σ_(ucs) with the function of the shape parameter m was established.Additionally,uniaxial compression tests of shale samples were conducted for several inclinations θ.The test result of σ_(cd)/σ_(ucs) was close to the theoretical value for a given orientation.Furthermore,both experimental results and theoretical solutions of σ_(cd)/σ_(ucs) were independent of the inclination θ while σ_(cd) andσ_(ucs) were strongly affected by θ.The strength ratio σ_(cd)/σ_(ucs) may therefore be an intrinsic property of anisotropic rocks and could be used to predict the failure of rock samples.展开更多
It is well-known that the power of Cochran’s Q test to assess the presence of heterogeneity among treatment effects in a clinical meta-analysis is low due to the small number of studies combined. Two modified tests (...It is well-known that the power of Cochran’s Q test to assess the presence of heterogeneity among treatment effects in a clinical meta-analysis is low due to the small number of studies combined. Two modified tests (PL1, PL2) were proposed by replacing the profile maximum likelihood estimator (PMLE) into the variance formula of logarithm of risk ratio in the standard chi-square test statistic for testing the null common risk ratios across all k studies (i = 1, L, k). The simply naive test (SIM) as another comparative candidate has considerably arisen. The performance of tests in terms of type I error rate under the null hypothesis and power of test under the random effects hypothesis was done via a simulation plan with various combinations of significance levels, numbers of studies, sample sizes in treatment and control arms, and true risk ratios as effect sizes of interest. The results indicated that for moderate to large study sizes (k?≥ 16)?in combination with moderate to large sample sizes?(?≥ 50), three tests (PL1, PL2, and Q) could control type I error rates in almost all situations. Two proposed tests (PL1, PL2) performed best with the highest power when?k?≥ 16?and moderate sample sizes (= 50,100);this finding was very useful to make a recommendation to use them in practical situations. Meanwhile, the standard Q test performed best when?k?≥ 16 and large sample sizes (≥ 500). Moreover, no tests were reasonable for small sample sizes (≤ 10), regardless of study size k. The simply naive test (SIM) is recommended to be adopted with high performance when k = 4 in combination with (≥ 500).展开更多
基金Supported by the National Natural Science Foundation of China(10661003)the SRF for ROCS,SEM([2004]527)the NSF of Guangxi(0728092)
文摘This paper investigates the modified likelihood ratio test（LRT） for homogeneity in normal mixtures of two samples with mixing proportions unknown. It is proved that the limit distribution of the modified likelihood ratio test is X^2（1）.
文摘We consider an extension to Sequential Probability Ratio Tests for when we have uncertain costs, but also opportunity to learn about these in an adaptive manner. In doing so we demonstrate the effects that allowing uncertainty has on observation cost, and the costs associated with Type I and Type II error. The value of information relating to modelled uncertainties is derived and the case of statistical dependence between the parameter affecting decision outcome and the parameter affecting unknown cost is also examined. Numerical examples of the derived theory are provided, along with a simulation comparing this adaptive learning framework to the classical one.
文摘One of the important fields in statistics is testing hypothesis of correlation coefficient. The extension of the idea of testing correlation to fuzzy hypothesis is of great interesting. In this study, we examined the use of fuzzy hypothesis testing approach for the Sequential Probability Ratio Test (SPRT) of correlation coefficient. Use of fuzzy hypothesis testing for correlation coefficient with SPRT is illustrated by an example.
文摘We prove that any collection which tiles the positive integers must contain one of two types of sub-collections. We then use this result to prove a variation of the Ratio Test for convergence of series. This version of the Ratio Test shows the convergence of certain series for which the Root Test (which is known to be more powerful than the conventional Ratio Test) fails. This version of the Ratio Test is also used to prove a version of the Banach Contraction Principle for self-maps of a complete metric space.
文摘In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.
基金supported by National Natural Science Foundation of China (Grant Nos. 61471019, 61501011)
文摘To date, Wald sequential probability ratio test(WSPRT) has been widely applied to track management of multiple hypothesis tracking(MHT). But in a real situation, if the false alarm spatial density is much larger than the new target spatial density, the original track score will be very close to the deletion threshold of the WSPRT. Consequently, all tracks, including target tracks, may easily be deleted, which means that the tracking performance is sensitive to the tracking environment. Meanwhile, if a target exists for a long time, its track will have a high score, which will make the track survive for a long time even after the target has disappeared. In this paper, to consider the relationship between the hypotheses of the test, we adopt the Shiryayev SPRT(SSPRT) for track management in MHT. By introducing a hypothesis transition probability, the original track score can increase faster, which solves the first problem. In addition, by setting an independent SSPRT for track deletion, the track score can decrease faster, which solves the second problem. The simulation results show that the proposed SSPRT-based MHT can achieve better tracking performance than MHT based on the WSPRT under a high false alarm spatial density.
基金the National Natural Science Foundation of China (Grant No. 10661003)the Natural Science Foundation of Guangxi (Grant No. 0728092) SRF for ROCS, SEM (Grant No. [2004]527)
文摘This paper investigates the asymptotic properties of the modified likelihood ratio statistic for testing homogeneity in bivariate normal mixture models with an unknown structural parameter. It is shown that the modified likelihood ratio statistic has χ22 null limiting distribution.
基金supported by the National Natural Science Foundation of China under Grant No.10661003SRF for ROCS,SEM under Grant No.[2004]527the Natm'aI Science Foundation of Guangxi under Grant No.0728092
文摘This paper investigates the asymptotic properties of a modified likelihood ratio statistic for testing homogeneity in bivariate normal mixture models of two samples.The asymptotic null distribution of the modified likelihood ratio statistic is found to be X2^2,where X2^2 is a chi-squared distribution with 2 degrees of freedom.
基金supported by the National Natural Science Foundation of China under Grant Nos.61065009 and 60972150
文摘This paper proposes a moving ratio test, which is a modified version of ratio test by involving a bandwidth parameter, to detect multiple changes in persistence, and to determine the direction of switch. The asymptotic distribution as well as its consistency are established. In order to estimate the change points, the authors propose a two step estimate approach. Simulations illustrate the performance of the test and estimate procedures in finite samples. An application to the analysis of Sweden/US foreign exchange rate demonstrates the validity of the procedure in practice.
文摘In this paper, asymptotic expansions of the distribution of the likelihood ratio statistic for testing sphericity in a crowth curve model have been derived in the null and nonnull cases when the alternatives are dose to the null hypothesis. These expansions are given in series form of beta distributions.
文摘There are a few statistics testing the homogeneity of odds ratios across strata. Asymptotic statistics lose their power in the “sparse-data” setting. Both asymptotic statistics and exact tests have low power when the sample sizes are small. We created a set of U statistics and compared them with some existing statistics in testing homogeneity of OR at different data settings. We evaluated their performance in terms of the empirical size and power via Monto Carlo simulations. Our results showed that two of the U-statistics under our study had higher power for testing homogeneity of odds ratios for 2 by 2 contingency tables. The application of the tests was illustrated in two real examples.
基金supported by the Strategic Priority Research Program of the Chinese Academy of Sciences (No.XDB10030302)the National Natural Science Foundation of China (No.41302233)the Project funded by China Postdoctoral Science Foundation (No.2014T70121)
文摘The effect of structural discontinuities on the progressive failure process of anisotropic rocks should be paid particular attention.The crack damage stress σ_(cd),also considered as the yield strength,and the relationship between σ_(cd) and the uniaxial peak strength σ_(ucs) of anisotropic rocks for different orientations 8 of the isotropy planes with respect to the loading directions were investigated theoretically and experimentally.A theoretical relation of σ_(cd)/σ_(ucs) with the function of the shape parameter m was established.Additionally,uniaxial compression tests of shale samples were conducted for several inclinations θ.The test result of σ_(cd)/σ_(ucs) was close to the theoretical value for a given orientation.Furthermore,both experimental results and theoretical solutions of σ_(cd)/σ_(ucs) were independent of the inclination θ while σ_(cd) andσ_(ucs) were strongly affected by θ.The strength ratio σ_(cd)/σ_(ucs) may therefore be an intrinsic property of anisotropic rocks and could be used to predict the failure of rock samples.
文摘It is well-known that the power of Cochran’s Q test to assess the presence of heterogeneity among treatment effects in a clinical meta-analysis is low due to the small number of studies combined. Two modified tests (PL1, PL2) were proposed by replacing the profile maximum likelihood estimator (PMLE) into the variance formula of logarithm of risk ratio in the standard chi-square test statistic for testing the null common risk ratios across all k studies (i = 1, L, k). The simply naive test (SIM) as another comparative candidate has considerably arisen. The performance of tests in terms of type I error rate under the null hypothesis and power of test under the random effects hypothesis was done via a simulation plan with various combinations of significance levels, numbers of studies, sample sizes in treatment and control arms, and true risk ratios as effect sizes of interest. The results indicated that for moderate to large study sizes (k?≥ 16)?in combination with moderate to large sample sizes?(?≥ 50), three tests (PL1, PL2, and Q) could control type I error rates in almost all situations. Two proposed tests (PL1, PL2) performed best with the highest power when?k?≥ 16?and moderate sample sizes (= 50,100);this finding was very useful to make a recommendation to use them in practical situations. Meanwhile, the standard Q test performed best when?k?≥ 16 and large sample sizes (≥ 500). Moreover, no tests were reasonable for small sample sizes (≤ 10), regardless of study size k. The simply naive test (SIM) is recommended to be adopted with high performance when k = 4 in combination with (≥ 500).
