共查询到20条相似文献,搜索用时 15 毫秒
1.
Ehab F. Abd-Elfattah 《统计学通讯:模拟与计算》2017,46(6):4274-4280
Many nonparametric tests in one sample problem, matched pairs, and competingrisks under censoring have the same underlying permutation distribution. This article proposes a saddlepoint approximation to the exact p-values of these tests instead of the asymptotic approximations. The performance of the saddlepoint approximation is assessed by using simulation studies that show the superiority of the saddlepoint methods over the asymptotic approximations in several settings. The use of the saddlepoint to approximate the p-values of class of two sample tests under complete randomized design is also discussed. 相似文献
2.
Test statistics from the class of two-sample linear rank tests are commonly used to compare a treatment group with a control group. Two independent random samples of sizes m and n are drawn from two populations. As a result, N = m + n observations in total are obtained. The aim is to test the null hypothesis of identical distributions. The alternative hypothesis is that the populations are of the same form but with a different measure of central tendency. This article examines mid p-values from the null permutation distributions of tests based on the class of two-sample linear rank statistics. The results obtained indicate that normal approximation-based computations are very close to the permutation simulations, and they provide p-values that are close to the exact mid p-values for all practical purposes. 相似文献
3.
Donald W. Zimmerman 《Journal of applied statistics》2013,40(1):169-193
This study examined the influence of heterogeneity of variance on Type I error rates and power of the independent-samples Student's t-test of equality of means on samples of scores from normal and 10 non-normal distributions. The same test of equality of means was performed on corresponding rank-transformed scores. For many non-normal distributions, both versions produced anomalous power functions, resulting partly from the fact that the hypothesis test was biased, so that under some conditions, the probability of rejecting H 0 decreased as the difference between means increased. In all cases where bias occurred, the t-test on ranks exhibited substantially greater bias than the t-test on scores. This anomalous result was independent of the more familiar changes in Type I error rates and power attributable to unequal sample sizes combined with unequal variances. 相似文献
4.
Heteroscedasticity testing has a long history and is still an important matter in the linear model. There exist many types of tests, but they are limited in use to their own specific cases and sensitive to normality. Here, we propose a dimension test approach to heteroscedasticity. The proposed test overcomes the shortcomings of the existing methods, so that it is robust to normality and is unified in sense that it is applicable in the linear model with multi-dimensional response. Numerical studies confirm that the proposed test is favorable over the existing tests with moderate sample sizes, and real data analysis is presented. 相似文献
5.
When using nonparametric methods to analyze factorial designs with repeated measures, the ANOVA-type rank test has gained popularity due to its robustness and appropriate type I error control. This article proposes power and sample size calculation formulas under two scenarios where the nonparametric regression coefficients are known or they are unknown but a pilot study is available. When a pilot study is available, the formulas do not need any assumption on the underlying population distributions. Simulation results confirm the accuracy of the proposed methods. An STZ rat excisional wound study is used to demonstrate the application of the methods. 相似文献
6.
《Journal of Statistical Computation and Simulation》2012,82(10):701-726
Two analysis of means type randomization tests for testing the equality of I variances for unbalanced designs are presented. Randomization techniques for testing statistical hypotheses can be used when parametric tests are inappropriate. Suppose that I independent samples have been collected. Randomization tests are based on shuffles or rearrangements of the (combined) sample. Putting each of the I samples ‘in a bowl’ forms the combined sample. Drawing samples ‘from the bowl’ forms a shuffle. Shuffles can be made with replacement (bootstrap shuffling) or without replacement (permutation shuffling). The tests that are presented offer two advantages. They are robust to non-normality and they allow the user to graphically present the results via a decision chart similar to a Shewhart control chart. A Monte Carlo study is used to verify that the permutation version of the tests exhibit excellent power when compared to other robust tests. The Monte Carlo study also identifies circumstances under which the popular Levene's test fails. 相似文献
7.
S. Shirahata 《统计学通讯:理论与方法》2013,42(15):1707-1721
Three nonparametric measures of intraclass correlation based on the notion of concordance are considered. Their unbiased estimators and nonparametric tests based on the estimators are studied and it is shown that an analogue of the Kendall's tau provides small variance estimator and relatively powerful test. Furthermore, the approximate variance of the estimator is given when the correlation is small in the normal model. 相似文献
8.
《Australian & New Zealand Journal of Statistics》2002,44(4):505-506
Books reviewed:
M Hollander and D Wolfe, Nonparametric Statistical Methods
T Leonard and J.S.J Hsu, Bayesian Methods 相似文献
M Hollander and D Wolfe, Nonparametric Statistical Methods
T Leonard and J.S.J Hsu, Bayesian Methods 相似文献
9.
Aaron Tenenbein 《The American statistician》2013,67(1):38-40
An approach to teaching linear regression with unbalanced data is outlined that emphasizes its role as a method of adjustment for associated regressors. The method is introduced via direct standardization, a simple form of regression for categorical regressors. Properties of regression in the presence of association and interaction are emphasized. Least squares is introduced as a more efficient way of calculating adjusted effects for which exact decompositions of the variance are possible. Interval-scaled regressors are initially grouped and treated as categorical; polynomial regression and analysis of covariance can be introduced later as alternative methods. 相似文献
10.
《Journal of Statistical Computation and Simulation》2012,82(6):907-914
When carrying out data analysis, a practitioner has to decide on a suitable test for hypothesis testing, and as such, would look for a test that has a high relative power. Tests for paired data tests are usually conducted using t-test, Wilcoxon signed-rank test or the sign test. Some adaptive tests have also been suggested in the literature by O'Gorman, who found that no single member of that family performed well for all sample sizes and different tail weights, and hence, he recommended that choice of a member of that family be made depending on both the sample size and the tail weight. In this paper, we propose a new adaptive test. Simulation studies for n=25 and n=50 show that it works well for nearly all tail weights ranging from the light-tailed beta and uniform distributions to t(4) distributions. More precisely, our test has both robustness of level (in keeping the empirical levels close to the nominal level) and efficiency of power. The results of our study contribute to the area of statistical inference. 相似文献
11.
Sorana Froda 《Revue canadienne de statistique》1986,14(1):75-79
Scholz (1974) proved that the asymptotic variance of an R-estimator of location is no larger than that of an L-estimator when the observations come from a distribution G different from the distribution F for which the two estimators are efficient. This note extends this result to distributions F whose density has a first but no second derivative. 相似文献
12.
We study an AMOC model with an abrupt change in the mean and dependent errors that form a linear process. Different kinds of statistics are considered, such as maximum-type statistics (particularly different CUSUM procedures) or sum-type statistics. Approximations of the critical values for change-point tests are obtained through permutation methods. The theoretical results show that the original test statistics and their corresponding block permutation counterparts follow the same distributional asymptotics. The main step in the proof is to obtain limit theorems for the corresponding rank statistics and then use laws of large numbers to obtain the permutation asymptotics conditionally on the given data. 相似文献
13.
This note presents tables for Friedman's test for two-way analysis of variance by ranks. These tables are more accurate than those that are presented in the literature. After intensive simulations, we have found for particular critical values some discrepancies with tables published earlier. The tables are also more extensive than those previously available. 相似文献
14.
《Australian & New Zealand Journal of Statistics》2000,42(2):247-254
Books reviewed:
Bosq, D. Nonparametric Statistics for Stochastic Processes: Estimation and Prediction
Khuri, A.I., Mathew, T. & Sinha, B.K. Statistical Tests for Mixed Linear Models
Latouche, G. & Ramaswami, V. Introduction to Matrix Analytic Methods in Stochastic Modeling
Maitra, A.P. & Sudderth, W.D. Discrete Gambling and Stochastic Games
Rolski, T., Schmidli, H., Schmidt, V. & Teugels, J. Stochastic Processes for Insurance and Finance
Chung, K.L. & Williams, R.J. Introduction to Stochastic Integration 相似文献
Bosq, D. Nonparametric Statistics for Stochastic Processes: Estimation and Prediction
Khuri, A.I., Mathew, T. & Sinha, B.K. Statistical Tests for Mixed Linear Models
Latouche, G. & Ramaswami, V. Introduction to Matrix Analytic Methods in Stochastic Modeling
Maitra, A.P. & Sudderth, W.D. Discrete Gambling and Stochastic Games
Rolski, T., Schmidli, H., Schmidt, V. & Teugels, J. Stochastic Processes for Insurance and Finance
Chung, K.L. & Williams, R.J. Introduction to Stochastic Integration 相似文献
15.
Robb J. Muirhead Alan J. Oppenheim Keith N. Johnson William Greene Halina Frydman 《商业与经济统计学杂志》2013,31(1):135-141
This article examines some difficulties associated with the Haynes–Stone model and attempts to clarify how the model can be justified as representing the hypothesis that “quantity is demand determined and price is supply determined.” It also argues that the applications of such a model as was done by Haynes and Stone might not have resolved the controversies related to the Phillips curve and the supply function of exports (or imports). 相似文献
16.
Reprinted by special permission of “The Iron Age”, this article describes how the statistical method used in control of product quality can be used as a technique for the control of accidents. Preliminary studies of this new approach indicate that it will aid materially in reducing accident rates, the authors declare. 相似文献
17.
Distributional properties are given for a statistic T*, which has previously been reported to have power properties as a test of normality as attractive as those of the sample kurtosis or perhaps slightly more attractive. Asymptotic results, the mean and variance under normality, the range of variation, and approximation of critical values for testing normality are obtained 相似文献
18.
《Australian & New Zealand Journal of Statistics》1999,41(4):493-501
Book Reviews
Chris Wild & George Seber, Chance Encounters: a First Course in Data Analysis and Inference
A. J. Underwood, Experiments in Ecology
Lawrence L. Lapin, Modern Engineering Statistics
M. E. Thompson, Theory of Sample Surveys
Fima C. Klebaner, Introduction to Stochastic Calculus with Applications
Frank Lad, Operational Subjective Statistical Methods: a Mathematical, Philosophical, and Historical Introduction 相似文献
Chris Wild & George Seber, Chance Encounters: a First Course in Data Analysis and Inference
A. J. Underwood, Experiments in Ecology
Lawrence L. Lapin, Modern Engineering Statistics
M. E. Thompson, Theory of Sample Surveys
Fima C. Klebaner, Introduction to Stochastic Calculus with Applications
Frank Lad, Operational Subjective Statistical Methods: a Mathematical, Philosophical, and Historical Introduction 相似文献
19.
《统计学通讯:理论与方法》2012,41(16-17):3020-3029
Standard asymptotic chi-square distribution of the likelihood ratio and score statistics under the null hypothesis does not hold when the parameter value is on the boundary of the parameter space. In mixed models it is of interest to test for a zero random effect variance component. Some available tests for the variance component are reviewed and a new test within the permutation framework is presented. The power and significance level of the different tests are investigated by means of a Monte Carlo simulation study. The proposed test has a significance level closer to the nominal one and it is more powerful. 相似文献
20.
《Australian & New Zealand Journal of Statistics》2002,44(2):247-255
Books reviewed:
R-D. Reiss and M. Thomas, Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
W. N. Venables and B. D. Ripley, Modern Applied Statistics with S-PLUS
Abhaya Indrayan and S. B. Sarmukaddam, Medical Biostatistics
Galen R. Shorack, Probability for Statisticians
J. Scott Armstrong, Principles of Forecasting: A Handbook for Researchers and Practitioners 相似文献
R-D. Reiss and M. Thomas, Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields
W. N. Venables and B. D. Ripley, Modern Applied Statistics with S-PLUS
Abhaya Indrayan and S. B. Sarmukaddam, Medical Biostatistics
Galen R. Shorack, Probability for Statisticians
J. Scott Armstrong, Principles of Forecasting: A Handbook for Researchers and Practitioners 相似文献