The use of Statistical Hypothesis Testing procedure to determine type I and type II errors was linked to the measurement of sensitivity and specificity in clinical trial test and experimental pathogen detection techni...The use of Statistical Hypothesis Testing procedure to determine type I and type II errors was linked to the measurement of sensitivity and specificity in clinical trial test and experimental pathogen detection techniques. A theoretical analysis of establishing these types of errors was made and compared to determination of False Positive, False Negative, True Positive and True Negative. Experimental laboratory detection methods used to detect Cryptosporidium spp. were used to highlight the relationship between hypothesis testing, sensitivity, specificity and predicted values. The study finds that, sensitivity and specificity for the two laboratory methods used for Cryptosporidium detection were low hence lowering the probability of detecting a “false null hypothesis” for the presence of cryptosporidium in the water samples using either Microscopic or PCR. Nevertheless, both procedures for cryptosporidium detection had higher “true negatives” increasing its probability of failing to reject a “true null hypothesis” with specificity of 1.00 for both Microscopic and PCR laboratory detection methods.展开更多
The aim of this paper is to present a generalization of the Shapiro-Wilk W-test or Shapiro-Francia W'-test for application to two or more variables. It consists of calculating all the unweighted linear combination...The aim of this paper is to present a generalization of the Shapiro-Wilk W-test or Shapiro-Francia W'-test for application to two or more variables. It consists of calculating all the unweighted linear combinations of the variables and their W- or W'-statistics with the Royston’s log-transformation and standardization, zln(1-W) or zln(1-W'). Because the calculation of the probability of zln(1-W) or zln(1-W') is to the right tail, negative values are truncated to 0 before doing their sum of squares. Independence in the sequence of these half-normally distributed values is required for the test statistic to follow a chi-square distribution. This assumption is checked using the robust Ljung-Box test. One degree of freedom is lost for each cancelled value. Defined the new test with its two variants (Q-test or Q'-test), 50 random samples with 4 variables and 20 participants were generated, 20% following a multivariate normal distribution and 80% deviating from this distribution. The new test was compared with Mardia’s, runs, and Royston’s tests. Central tendency differences in type II error and statistical power were tested using the Friedman’s test and pairwise comparisons using the Wilcoxon’s test. Differences in the frequency of successes in statistical decision making were compared using the Cochran’s Q test and pairwise comparisons using the McNemar’s test. Sensitivity, specificity and efficiency proportions were compared using the McNemar’s Z test. The generated 50 samples were classified into five ordered categories of deviation from multivariate normality, the correlation between this variable and p-value of each test was calculated using the Spearman’s coefficient and these correlations were compared. Family-wise error rate corrections were applied. The new test and the Royston’s test were the best choices, with a very slight advantage Q-test over Q'-test. Based on these promising results, further study and use of this new sensitive, specific and effective test are suggested.展开更多
对基金的超额收益进行假设检验是判断基金是否具有投资能力的重要方法。在多重假设检验中必须采用合适的调整方法以控制第一类错误和第二类错误。本文研究多重假设检验各种调整方法的两类错误,并在筛选各种调整方法基础上检验国内基金...对基金的超额收益进行假设检验是判断基金是否具有投资能力的重要方法。在多重假设检验中必须采用合适的调整方法以控制第一类错误和第二类错误。本文研究多重假设检验各种调整方法的两类错误,并在筛选各种调整方法基础上检验国内基金经理的投资能力。本文发现,在2011—2015年,Storey(2002)的方法是更为合理的多重假设检验调整方法,而在2016—2020年,Benjamini and Hochberg(1995)的方法更为合理。运用筛选出来的多重假设检验调整方法,本文检验了国内开放式股票型以及偏股型基金的投资能力,研究发现,在2011—2015年,基金经理整体上并不具有投资能力,而在2016—2020年,半数以上的基金经理表现出了显著的投资能力。展开更多
摘要The use of Statistical Hypothesis Testing procedure to determine type I and type II errors was linked to the measurement of sensitivity and specificity in clinical trial test and experimental pathogen detection techniques. A theoretical analysis of establishing these types of errors was made and compared to determination of False Positive, False Negative, True Positive and True Negative. Experimental laboratory detection methods used to detect Cryptosporidium spp. were used to highlight the relationship between hypothesis testing, sensitivity, specificity and predicted values. The study finds that, sensitivity and specificity for the two laboratory methods used for Cryptosporidium detection were low hence lowering the probability of detecting a “false null hypothesis” for the presence of cryptosporidium in the water samples using either Microscopic or PCR. Nevertheless, both procedures for cryptosporidium detection had higher “true negatives” increasing its probability of failing to reject a “true null hypothesis” with specificity of 1.00 for both Microscopic and PCR laboratory detection methods.
摘要The aim of this paper is to present a generalization of the Shapiro-Wilk W-test or Shapiro-Francia W'-test for application to two or more variables. It consists of calculating all the unweighted linear combinations of the variables and their W- or W'-statistics with the Royston’s log-transformation and standardization, zln(1-W) or zln(1-W'). Because the calculation of the probability of zln(1-W) or zln(1-W') is to the right tail, negative values are truncated to 0 before doing their sum of squares. Independence in the sequence of these half-normally distributed values is required for the test statistic to follow a chi-square distribution. This assumption is checked using the robust Ljung-Box test. One degree of freedom is lost for each cancelled value. Defined the new test with its two variants (Q-test or Q'-test), 50 random samples with 4 variables and 20 participants were generated, 20% following a multivariate normal distribution and 80% deviating from this distribution. The new test was compared with Mardia’s, runs, and Royston’s tests. Central tendency differences in type II error and statistical power were tested using the Friedman’s test and pairwise comparisons using the Wilcoxon’s test. Differences in the frequency of successes in statistical decision making were compared using the Cochran’s Q test and pairwise comparisons using the McNemar’s test. Sensitivity, specificity and efficiency proportions were compared using the McNemar’s Z test. The generated 50 samples were classified into five ordered categories of deviation from multivariate normality, the correlation between this variable and p-value of each test was calculated using the Spearman’s coefficient and these correlations were compared. Family-wise error rate corrections were applied. The new test and the Royston’s test were the best choices, with a very slight advantage Q-test over Q'-test. Based on these promising results, further study and use of this new sensitive, specific and effective test are suggested.
摘要对基金的超额收益进行假设检验是判断基金是否具有投资能力的重要方法。在多重假设检验中必须采用合适的调整方法以控制第一类错误和第二类错误。本文研究多重假设检验各种调整方法的两类错误,并在筛选各种调整方法基础上检验国内基金经理的投资能力。本文发现,在2011—2015年,Storey(2002)的方法是更为合理的多重假设检验调整方法,而在2016—2020年,Benjamini and Hochberg(1995)的方法更为合理。运用筛选出来的多重假设检验调整方法,本文检验了国内开放式股票型以及偏股型基金的投资能力,研究发现,在2011—2015年,基金经理整体上并不具有投资能力,而在2016—2020年,半数以上的基金经理表现出了显著的投资能力。