Concerning the actual significance level, we investigate the commonly used combined test procedures of meta-analysis, which contain the choice of the model, in which the analysis is carried out, and the commonly used tests for treatment effect in the fixed and random effects model, and some new combined test procedures, which use an alternative test statistic in the random effects model or the ...

In this paper, we analyze the returns of stocks comprising the German stock index DAX with respect to the α-stable distribution. We apply nonparametric estimation methods such as the Hill estimator as well as parametric estimation methods conditional on the α-stable distribution. We find for both the nonparametric and parametric estimation methods that the α-stable hypothesis cannot be rejected...

The tail dependence indexes of a multivariate distribution describe the amount of dependence in the upper right tail or lower left tail of the distribution and can be used to analyze the dependence among extremal random events. This paper examines the tail dependence of multivariate t-distributions whose copulas are not explicitly accessible. The tractable formulas of tail dependence indexes of...

Five inferential methods employed in single-case studies to compare a case to controls are examined; all of these make use of a t-distribution. It is shown that three of these ostensibly different methods are in fact strictly equivalent and are not fit for purpose; they are associated with grossly inflated Type I errors (these exceed even the error rate obtained when a case's score is converted...

coincides with the standard (central) tν distribution. In the following, represents the effect size; by convention, a of 0.5 is considered a "medium" effect size. In Figure 1 are shown three instances of the t′ density envelope for ν = 10, one with δ = 0 (a standard t), and two with δ = 3 and δ = 6 : one may note that, whereas t10(δ = 0) is centered at 0 and symmetrical, the non-central t′’s ar...

The aim of the paper is to study the robustness features of the generalized normal distribution. To this end the properties of maximum likelihood estimators of the location and scale parameters are investigated and compared with those of the Huber proposal II estimator and with those of the estimators of the Student t distribution.

A modified Student’s t distribution is suggested for small scale fading statistics in line of sight and non line of sight conditions where the number of scatterers is small, and the central limit theorem does not hold. The new model is superior to the previously suggested POCA distribution, and has the natural characteristic of radial symmetry. The new model was tested against channel response ...

Multivariate statistical process control deserves particular attention in the recent scenario. Though, Hotelling control chart is quite popular and widely used technique in this field but its performance is deteriorated when the underlying distribution of the quality characteristics is not following multivariate normal distribution. Hence the need of developing a non-parametric multivariate con...

It is often a difficult task to accurately segment brain magnetic resonance (MR) images with intensity in-homogeneity and noise. This paper introduces a novel level set method for simultaneous brain MR image segmentation and intensity inhomogeneity correction. To reduce the effect of noise, novel anisotropic spatial information, which can preserve more details of edges and corners, is proposed ...