All Questions
9
questions
1
vote
2
answers
82
views
Are t-tests good choices here?
I would like to test if two groups of participants (dark-eyed and light-eyed individuals) respond to a drug differently over time. The hypothesis is that the drug reaches its peak effects sooner but ...
- 13
1
vote
0
answers
42
views
K-sample test for equality of distribution in time series
I have a set of time series, with potentially very weird behavior (i.e. I'd prefer to make as few observations about them as possible, apart from stationarity, and don't want to model the time series ...
- 1,145
32
votes
2
answers
746
views
StackExchange fires a moderator, and now in response hundreds of moderators resign: is the increase in resignations statistically significant?
I am doing a study on StackExchange. The management of StackExchange has demodded (for unclear reasons) a moderator, and now the network is on fire.
Currently many moderators resign or suspend their ...
- 82.3k
1
vote
0
answers
895
views
Understanding Sharpe Ratio Hypothesis Testing - Ledoit + Wolf
I've been poring over this paper written by Ledoit and Wolf regarding their approach to constructing hypothesis tests for Sharpe Ratios.
In short, they see that running circular block bootstrap ...
- 41
1
vote
0
answers
12
views
Comparison between series of two continuous monitor sampling the same parameter
Object: understand if the series collected by two dirrerent continuous samplers on the same sample are equivalent.
General description: I have two different continuous monitors, determinating the ...
- 11
1
vote
0
answers
613
views
Testing difference between two portions of a time series with Chebyshev Theorem
I have a time series which presents two different patterns during time. These patterns are related to two different events that happen during the experiment.
I can manually select the temporal ...
- 11
4
votes
1
answer
1k
views
The test procedure of significant differences in count data over time
The data below are from a health testing centre over 8 years so there are different people being tested there each year. All I really want to show is that the amount of females being tested is ...
- 3,605
4
votes
1
answer
5k
views
Nonparametric test for comparing trends in two time series
I am interested in doing a nonparametric hypothesis test in Stata. I have 2 series of data, each time series and that overlap in time period. 10 time periods each.
I am interested in a test that ...
- 815
2
votes
1
answer
123
views
Is there a non-parametric test for whether a series' unconditional variance has changed over time?
I'm not sure how this would look. It seems you've have to specify regime breakpoints within the data, right? Or is there some rolling method that could compare window sizes against each other?
Also ...
- 543