scholarly journals Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails

2004 ◽  
Vol 34 (02) ◽  
pp. 285-298 ◽  
Author(s):  
Zinoviy Landsman

Second order Bayes estimators, being the main tool in second order optimal statistical theory, provide a natural basis for a new approach to the problem of the prediction of functions of expectation functional for members of an exponential dispersion family. A general formula, providing such prediction up to the term of the order 1/n, is suggested and the application to the problem of the prediction of the tail of distributions is demonstrated. The results are illustrated with normal and gamma claim sizes. The numerical experiment demonstrates the high effectiveness of the approach even for small sample sizes.

2004 ◽  
Vol 34 (2) ◽  
pp. 285-298
Author(s):  
Zinoviy Landsman

Second order Bayes estimators, being the main tool in second order optimal statistical theory, provide a natural basis for a new approach to the problem of the prediction of functions of expectation functional for members of an exponential dispersion family. A general formula, providing such prediction up to the term of the order 1/n, is suggested and the application to the problem of the prediction of the tail of distributions is demonstrated. The results are illustrated with normal and gamma claim sizes. The numerical experiment demonstrates the high effectiveness of the approach even for small sample sizes.


2019 ◽  
Author(s):  
Elodie M Garnier ◽  
Nastasia Fouret ◽  
Médéric Descoins

The scientific community encourages the use of raw data graphs to improve the reliability and transparency of the results presented in articles. However, the current methods used to visualize raw data are limited to one or two numerical variables per graph and/or small sample sizes. In the behavioral sciences, numerous variables must be plotted together in order to gain insight into the behavior in question. In this paper, we present ViSiElse, an R-package offering a new approach in the visualization of raw data. ViSiElse was developed with the open-source software R to visualize behavioral observations over time based on raw time data extracted from visually recorded sessions of experimental observations. ViSiElse gives a global overview of a process by creating a visualization of the timestamps for multiple actions and all participants into a single graph; individual or group behavior can then be easily assessed. Additional features allow users to further inspect their data by including summary statistics and time constraints.


PeerJ ◽  
2020 ◽  
Vol 8 ◽  
pp. e8341
Author(s):  
Elodie M. Garnier ◽  
Nastasia Fouret ◽  
Médéric Descoins

The scientific community encourages the use of raw data graphs to improve the reliability and transparency of the results presented in articles. However, the current methods used to visualize raw data are limited to one or two numerical variables per graph and/or small sample sizes. In the behavioral sciences, numerous variables must be plotted together in order to gain insight into the behavior in question. In this article, we present ViSiElse, an R-package offering a new approach in the visualization of raw data. ViSiElse was developed with the open-source software R to visualize behavioral observations over time based on raw time data extracted from visually recorded sessions of experimental observations. ViSiElse gives a global overview of a process by creating a visualization of the timestamps for multiple actions and all participants into a single graph; individual or group behavior can then be easily assessed. Additional features allow users to further inspect their data by including summary statistics and time constraints.


2011 ◽  
Vol 35 (4) ◽  
pp. 370-379 ◽  
Author(s):  
Asko Tolvanen ◽  
Noona Kiuru ◽  
Esko Leskinen ◽  
Kai Hakkarainen ◽  
Mikko Inkinen ◽  
...  

This study presents a new approach to estimation of a nonlinear growth curve component with fixed and random effects in multilevel modeling. This approach can be used to estimate change in longitudinal data, such as day-of-the-week fluctuation. The motivation of the new approach is to avoid spurious estimates in a random coefficient regression model due to the synchronized periodical effect (e.g., day-of-the-week fluctuation) appearing both in independent and dependent variables. First, the new approach is introduced. Second, a Monte Carlo simulation study is carried out to examine the functioning of the proposed new approach in the case of small sample sizes. Third, the use of the approach is illustrated by using an empirical example.


2019 ◽  
Author(s):  
Elodie M Garnier ◽  
Nastasia Fouret ◽  
Médéric Descoins

The scientific community encourages the use of raw data graphs to improve the reliability and transparency of the results presented in articles. However, the current methods used to visualize raw data are limited to one or two numerical variables per graph and/or small sample sizes. In the behavioral sciences, numerous variables must be plotted together in order to gain insight into the behavior in question. In this paper, we present ViSiElse, an R-package offering a new approach in the visualization of raw data. ViSiElse was developed with the open-source software R to visualize behavioral observations over time based on raw time data extracted from visually recorded sessions of experimental observations. ViSiElse gives a global overview of a process by creating a visualization of the timestamps for multiple actions and all participants into a single graph; individual or group behavior can then be easily assessed. Additional features allow users to further inspect their data by including summary statistics and time constraints.


2018 ◽  
Author(s):  
Prathiba Natesan ◽  
Smita Mehta

Single case experimental designs (SCEDs) have become an indispensable methodology where randomized control trials may be impossible or even inappropriate. However, the nature of SCED data presents challenges for both visual and statistical analyses. Small sample sizes, autocorrelations, data types, and design types render many parametric statistical analyses and maximum likelihood approaches ineffective. The presence of autocorrelation decreases interrater reliability in visual analysis. The purpose of the present study is to demonstrate a newly developed model called the Bayesian unknown change-point (BUCP) model which overcomes all the above-mentioned data analytic challenges. This is the first study to formulate and demonstrate rate ratio effect size for autocorrelated data, which has remained an open question in SCED research until now. This expository study also compares and contrasts the results from BUCP model with visual analysis, and rate ratio effect size with nonoverlap of all pairs (NAP) effect size. Data from a comprehensive behavioral intervention are used for the demonstration.


2018 ◽  
Author(s):  
Christopher Chabris ◽  
Patrick Ryan Heck ◽  
Jaclyn Mandart ◽  
Daniel Jacob Benjamin ◽  
Daniel J. Simons

Williams and Bargh (2008) reported that holding a hot cup of coffee caused participants to judge a person’s personality as warmer, and that holding a therapeutic heat pad caused participants to choose rewards for other people rather than for themselves. These experiments featured large effects (r = .28 and .31), small sample sizes (41 and 53 participants), and barely statistically significant results. We attempted to replicate both experiments in field settings with more than triple the sample sizes (128 and 177) and double-blind procedures, but found near-zero effects (r = –.03 and .02). In both cases, Bayesian analyses suggest there is substantially more evidence for the null hypothesis of no effect than for the original physical warmth priming hypothesis.


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