Empirical evidence of asset price discontinuities or ‘‘jumps’’ in financial markets has been well documented in the literature. Recently, Aït-Sahalia and Jacod (2009b) defined a general ‘‘jump activity index’’ to describe the degree of jump activities for asset price semimartingales, and provided a consistent estimatorwhen the underlying process contains both a continuous and a jump component. ...

The problem of the impact on power and sample size calculation for routine QT studies with ECG recording replicates under a parallel-group design and a crossover design is examined. Replicate ECGs are defined as single ECG recorded within several minutes of a nominal time (PhRMA, 2003). Formulas for sample size calculations with and without adjustment for covariates such as some pharmacokinetic...

We are motivated by applications that need rich model classes to represent the application, such as the set of all discrete distributions over large, countably infinite supports. But such rich classes may be too complex to admit estimators that converge to the truth with convergence rates that can be uniformly bounded over the entire model class as the sample size increases (uniform consistency...

1 Some prosocial behaviors, such as giving and volunteering to organized groups, have been examined in large-scale, national studies such as the Giving and Volunteering Surveys by Independent Sector and on the 1996 General Social Survey. But most research on empathy and altruism has been restricted to small samples of students. For example, in the bibliography by Post and others (2002), 43 stud...

OBJECTIVE This study examined the influence ofpencil grasp on handwriting legibility during both short and long writing tasks in 46fourth-grade students who were typically developing. Matched samples were used to controlfor variability. METHOD Regular classroom writing assignments were scoredfor word and letter legibility, and scores were compared using a mixed repeated-measures analysis of v...

It has recently become possible to screen thousands of markers to detect genetic causes of common diseases. Along with this potential comes analytical challenges, and it is important to develop new statistical tools to identify markers with causal effects and accurately estimate their effect sizes. Knowledge of the proportion of markers without true effects (p0) and the effect sizes of markers ...

Results With a little simplification, the sample size calculations for the traditional power-based approach, for equivalence studies, and following the new proposal can be shown to be much the same. The single fundamental difference is that the new proposal does not include a multiplier to increase the statistical power beyond 50% (i.e. only a 50:50 chance of detecting a true treatment effect o...

Clinical investigators often find the thought of writing the statistical analysis plan daunting. Early collaboration between the clinical investigator and statistician can improve the study design and validity of the results by developing the statistical methodology that specifically addresses the research hypothesis. With the clinical investigator, a statistician often writes the statistical m...

When designing a study to compare the outcomes of an intervention, an essential step is the calculation of sample sizes that will allow a reasonable chance (power) of detecting a predetermined difference (effect size) in the outcome variable, at a given level of significance. Sample size is critically dependent on the proposed effect size: half the effect size and the sample size is quadrupled....

Background. Averaged Norbeck Social Support Questionnaire (NSSQ) support scores remove the influence of network size variability but may unduly lower scores for participants with large networks. Objectives. To evaluate the use of averaged NSSQ scores. Method. Pearson correlations determined if averaged scores decreased as network size increased across three samples. Then, Pearson correlations b...