New recursive estimators of the time-average variance constant

Estimation of the time-average variance constant (TAVC) of a stationary process plays a fundamental role in statistical inference for the mean of a stochastic process. Wu (2009) proposed an efficient algorithm to recursively compute the TAVC with \(O(1)\) memory and computational complexity. In this paper, we propose two new recursive TAVC estimators that can compute TAVC estimate with \(O(1)\) computational complexity. One of them is uniformly better than Wu’s estimator in terms of asymptotic mean squared error (MSE) at a cost of slightly higher memory complexity. The other preserves the \(O(1)\) memory complexity and is better then Wu’s estimator in most situations. Moreover, the first estimator is nearly optimal in the sense that its asymptotic MSE is \(2^{10/3}3^{-2} \fallingdotseq 1.12\) times that of the optimal off-line TAVC estimator.     

A direct procedure for monitoring the coefficient of variation using a variable sample size scheme

A variable sample size (VSS) scheme directly monitoring the coefficient of variation (CV), instead of monitoring the transformed statistics, is proposed. Optimal chart parameters are computed based on two criteria: (i) minimizing the out-of-control ARL (ARL₁) and (ii) minimizing the out-of-control ASS (ASS₁). Then the performances are compared between these two criteria. The advantages of the proposed chart over the VSS chart based on the transformed statistics in the existing literature are: the former (i) provides an easier alternative as no transformation is involved and (ii) requires less number of observations to detect a shift when ASS₁ is minimized.     

Monitoring the coefficient of variation using a variable sample size and sampling interval control chart

This article proposes a CV chart by using the variable sample size and sampling interval (VSSI) feature to improve the performance of the basic CV chart, for detecting small and moderate shifts in the CV. The proposed VSSI CV chart is designed by allowing the sample size and the sampling interval to vary. The VSSI CV chart's statistical performance is measured by using the average time to signal (ATS) and expected average time to signal (EATS) criteria and is compared with that of existing CV charts. The Markov chain approach is employed in the design of the chart.     

Predictors of Treatment Outcome Among Asian Pathological Gamblers (PGs): Clinical,Behavioural, Demographic,and Treatment Process Factors

Research on predictors of treatment outcome among pathological gamblers (PGs) is inconclusive and dominated by studies from Western countries. Using a prospective longitudinal design, the current study examined demographic, clinical, behavioural and treatment programme predictors of gambling frequency at 3, 6 and 12-months, among PGs treated at an addiction clinic in Singapore. Measures included the Hospital anxiety and depression scale, gambling symptom assessment scale (GSAS), personal well-being index (PWI), treatment perception questionnaire and gambling readiness to change scale. Treatment response in relation to changes in symptom severity, personal wellbeing and abstinence were also assessed. Abstinence rates were 38.6, 46.0 and 44.4 % at 3, 6 and 12-months respectively. Significant reductions in gambling frequency, GSAS, and improvement in PWI were reported between baseline and subsequent outcome assessments, with the greatest change occurring in the initial three months. No demographic, clinical, behavioural or treatment programme variable consistently predicted outcome at all three assessments, though treatment satisfaction was the most frequent significant predictor. However, being unemployed, having larger than average debts, poor treatment satisfaction and attending fewer sessions at the later stages of treatment were associated with significantly poorer outcomes, up to 1-year after initiating treatment. These findings show promise for the effectiveness of a CBT-based treatment approach for the treatment of predominantly Chinese PGs. Clinical implications and suggestions for future research are discussed. Taken together, the findings suggest early treatment satisfaction is paramount in improving short-term outcomes, with baseline gambling behaviour and treatment intensity playing a more significant role in the longer term.     

Child‐caregiver Attachment Representations in a Non‐Western Context: The Feasibility and Cultural Equivalence of Story Stems in Urban Ghana

Story stem measures are an increasingly popular method for assessing the attachment representations of young children, but little is known of their cross‐cultural applicability. This study aimed to characterise the attachment representations in 73 five‐ to eight‐year‐old children in urban Ghana, West Africa, using the Manchester Child Attachment Story Task (MCAST) to test its feasibility, psychometric characteristics and concurrent associations with caregiver‐ and teacher‐rated child behaviour, and to conduct a qualitative thematic analysis of methodological observations. Among the classifiable cases (92 percent), all attachment classifications were observed, yielding a higher rate of secure attachment than in European samples. Inter‐rater reliability, internal consistency, and internal structure were reasonable and largely similar to European studies, although one structural difference was the separation of ‘child assuagement of distress’ from other secure‐related items. MCAST narratives were associated with teacher‐ and caregiver‐rated hyperactivity, but internal consistency was low in most Strengths and Difficulties Questionnaire scales. Possible culturally‐sensitive explanations for our psychometric and qualitative findings are discussed. Overall, story stems are a promising tool for accessing attachment representations in non‐Western samples, although modifications are likely to improve cross‐cultural equivalence when applied to non‐Western cultures. Further investigation is needed to link MCAST outcomes to parenting and socio‐emotional development.     

美国后备军官训练团人才培养模式分析及启示

自1862年美国的莫利尔法案(The Morrill Act)提出后备军官训练团这一概念后,美国便走上了利用国民教育资源培育后备军官之路。经过近一个世纪的发展,美国后备军官训练团在法律制度建设、人员构成和管理体系、考核奖惩机制以及培养方式方法等方面都取得了明显成绩,基本上形成了一套具有美军特色的教育管理体系。积极探索和认真研究美军后备军官训练团培养人才模式,总结其先进经验,对促进我国国防生培养工作法制化建设、生源渠道与管理体系建设、考核奖惩机制建设以及国防生军政训练等方面具有重要意义。     

Bayesian adaptive dose‐escalation procedures for binary and continuous responses utilizing a gain function

One of the main aims of early phase clinical trials is to identify a safe dose with an indication of therapeutic benefit to administer to subjects in further studies. Ideally therefore, dose‐limiting events (DLEs) and responses indicative of efficacy should be considered in the dose‐escalation procedure. Several methods have been suggested for incorporating both DLEs and efficacy responses in early phase dose‐escalation trials. In this paper, we describe and evaluate a Bayesian adaptive approach based on one binary response (occurrence of a DLE) and one continuous response (a measure of potential efficacy) per subject. A logistic regression and a linear log‐log relationship are used respectively to model the binary DLEs and the continuous efficacy responses. A gain function concerning both the DLEs and efficacy responses is used to determine the dose to administer to the next cohort of subjects. Stopping rules are proposed to enable efficient decision making. Simulation results shows that our approach performs better than taking account of DLE responses alone. To assess the robustness of the approach, scenarios where the efficacy responses of subjects are generated from an E _max model, but modelled by the linear log–log model are also considered. This evaluation shows that the simpler log–log model leads to robust recommendations even under this model showing that it is a useful approximation to the difficulty in estimating E _max model. Additionally, we find comparable performance to alternative approaches using efficacy and safety for dose‐finding. Copyright © 2015 John Wiley & Sons, Ltd.     

On diagnostic checking of the autoregressive conditional intensity model

The autoregressive conditional intensity model proposed by Russell (1998) is a promising option for fitting multivariate high frequency irregularly spaced data. The authors acknowledge the validity of this model by showing the independence of its generalized residuals, a crucial assumption of the model formulation not readily recognized by researchers. The authors derive the large‐sample distribution of the autocorrelations of the generalized residual series and use it to construct a goodness‐of‐fit test for the model. Empirical results compare the performance of their test with other off‐the‐shelf tests such as the Ljung–Box test. They illustrate the use of their test with transaction records of the HSBC stock.