共查询到20条相似文献,搜索用时 46 毫秒
1.
Lee-Shen Chen 《统计学通讯:理论与方法》2013,42(10):1649-1663
This article considers the problem of testing marginal homogeneity in a 2 × 2 contingency table. We first review some well-known conditional and unconditional p-values appeared in the statistical literature. Then we treat the p-value as the test statistic and use the unconditional approach to obtain the modified p-value, which is shown to be valid. For a given nominal level, the rejection region of the modified p-value test contains that of the original p-value test. Some nice properties of the modified p-value are given. Especially, under mild conditions the rejection region of the modified p-value test is shown to be the Barnard convex set as described by Barnard (1947). If the one-sided null hypothesis has two nuisance parameters, we show that this result can reduce the dimension of the nuisance parameter space from two to one for computing modified p-values and sizes of tests. Numerical studies including an illustrative example are given. Numerical comparisons show that the sizes of the modified p-value tests are closer to a nominal level than those of the original p-value tests for many cases, especially in the case of small to moderate sample sizes. 相似文献
2.
Lee-Shen Chen 《统计学通讯:理论与方法》2013,42(10):1635-1648
This article considers Bayesian p-values for testing independence in 2 × 2 contingency tables with cell counts observed from the two independent binomial sampling scheme and the multinomial sampling scheme. From the frequentist perspective, Fisher's p-value (p F ) is the most commonly used p-value but it can be conservative for small to moderate sample sizes. On the other hand, from the Bayesian perspective, Bayarri and Berger (2000) first proposed the partial posterior predictive p-value (p PPOST ), which can avoid the double use of the data that occurs in another Bayesian p-value proposed by Guttman (1967) and Rubin (1984), called the posterior predictive p-value (p POST ). The subjective and objective Bayesian p-values in terms of p POST and p PPOST are derived under the beta prior and the (noninformative) Jeffreys prior, respectively. Numerical comparisons among p F , p POST , and p PPOST reveal that p PPOST performs much better than p F and p POST for small to moderate sample sizes from the frequentist perspective. 相似文献
3.
This article presents procedures for testing hypothesis and interval estimation of the common mean vector in MANOVA models when the covariance matrices are unknown and unequal. The methods are based on the concepts of generalized p-value and generalized confidence interval. Some important statistical properties of the exact test and confidence region are given. For two multivariate normal populations, a minor modification to the combined tests given by Zhou and Mathew (1994a) is proposed. Some simulation results to compare the performance of the proposed tests with others are reported. The simulation results indicate that new tests have significant gain in the power. 相似文献
4.
Kim and Hayter (2008) showed that testing the difference of the non centralities of two non central t distributions, which have identical degrees of freedom, is the equivalent to testing the difference of two signal-to-noise ratios for two independent samples from different normal distributions. Moreover, from a biomedical research point of view, the above test is also equivalent to testing the existence of the effect size when the sample sizes of the control group and treatment group are the same. In this article, two third-order likelihood-based methods are proposed to approximate the p-value for this significance test problem. A real life example is used to illustrate that results from the proposed methods and the existing methods can be quite different. Simulation results show that the proposed methods give remarkable accuracy even when sample size reaches the smallest possible value. 相似文献
5.
《统计学通讯:理论与方法》2013,42(12):2339-2352
Abstract This article mainly analyzes estimating and testing problems for scale models from grouped samples. Suppose the support region of a density function, which does not depend on parameters, is divided into some disjoint intervals, grouped samples are the number of observations falling in each intervals respectively. The studying of grouped samples may be dated back to the beginning of the century, in which only one sample location and/or scale models is considered. (Shi, N.-Z., Gao, W., Zhang, B.-X. (2001). One-sided estimating and testing problems for location models from grouped samples. Comm. Statist.—Simul. Comput. 30(4)) had investigated one-sided problems for location models, this article discusses one-sided estimating and testing problems for scale models. Some algorithms for obtaining the maximum likelihood estimates of the parameters subject to order restrictions are proposed. 相似文献
6.
Abouzar Bazyari 《统计学通讯:模拟与计算》2017,46(9):7194-7209
Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are unknown, arbitrary positive definite and unequal are considered. This problem of testing has been studied to some extent, for example, by Kulatunga and Sasabuchi (1984) when the covariance matrices are known and also Sasabuchi et al. (2003) and Sasabuchi (2007) when the covariance matrices are unknown but common. In this paper, a test statistic is proposed and because of the main advantage of the bootstrap test is that it avoids the derivation of the complex null distribution analytically, a bootstrap test statistic is derived and since the proposed test statistic is location invariance the bootstrap p-value defined logical and some steps are presented to estimate it. Our numerical studies via Monte Carlo simulation show that the proposed bootstrap test can correctly control the type I error rates. The power of the test for some of the p-dimensional normal distributions is computed by Monte Carlo simulation. Also, the null distribution of test statistic is estimated using kernel density. Finally, the bootstrap test is illustrated using a real data. 相似文献
7.
Haibing Zhao 《统计学通讯:理论与方法》2014,43(6):1179-1191
In this article, we consider investigating whether any of k treatments are better than a control under the assumption of each treatment mean being no less than the control mean. A classic problem is to find the simultaneous confidence bounds for the difference between each treatment and the control. Compared with hypothesis testing, confidence bounds have the attractive advantage of telling more information about the effective treatment. Generally, the one-sided lower bounds are provided as it's enough for detecting effective treatment and the one-sided lower bounds has sharper lower bands than two-sided ones. However, a two-sided procedure provides both upper and lower bounds on the differences. In this article, we develop a new procedure which combines the good aspects of both the one-sided and the two-sided procedures. This new procedure has the same inferential sensitivity of the one-sided procedure proposed by Zhao (2007) while also providing simultaneous two-sided bounds for the differences between treatments and the control. By our computation results, we find the new procedure is better than Hayter, Miwa and Liu's procedure (Hayter et al., 2000), when the sample size is balanced. We also illustrate the new procedure by an example. 相似文献
8.
Jie Li 《统计学通讯:理论与方法》2014,43(22):4845-4855
This article investigates the asymptotic behavior of the error density function in nonlinear autoregressive stationary time series regression models. For any 1 ? p < ∞, the kernel density estimator of residuals is shown to be consistent for the error estimator concerning the Lp-distance, which extends the result developed by Cheng and Sun (2008) in L2-norm. Moreover, the result developed in this article is extended the results of Horváth and Zitikis (2003) to nonlinear autoregressive models. 相似文献
9.
Hafiz M. R. Khan 《统计学通讯:理论与方法》2013,42(24):4427-4438
The purpose of this article is to investigate the predictive inference for responses from the location parameter mean as well as from the median given a doubly censored sample from the two-parameter Rayleigh model. The predictive results by Khan et al. (2010) are used to obtain the predictive inference for responses from the median, where Khan et al. (2010) obtained the future estimates from the mean. A numerical example representing 66 liver cancer patients is used for predictive analysis. It is concluded that the predictive inference from the median gives precise results as compared with the location parameter mean. 相似文献
10.
In this article, the problems of testing homogeneity of several exponential location parameters against simple and tree ordered alternatives are considered separately. Test procedures for both the alternatives are proposed using restricted maximum likelihood estimators (RMLE) of exponential location parameters under the respective orderings. Critical constants for the implementation of the proposed procedures are tabulated. Power comparison of the proposed test procedure under the simple ordered alternative with the procedure of Chen (1982) and of Dhawan and Gill (1999) is carried out using Monte-Carlo simulation. 相似文献
11.
This study is mainly concerned with estimating a shift parameter in the two-sample location problem. The proposed Smoothed Mann–Whitney–Wilcoxon method smooths the empirical distribution functions of each sample by using convolution technique, and it replaces unknown distribution functions F(x) and G(x ? Δ0) with the new smoothed distribution functions F s (x) and G s (x ? Δ0), respectively. The unknown shift parameter Δ0 is estimated by solving the gradient function S n (Δ) with respect to an arbitrary variable Δ. The asymptotic properties of the new estimator are established under some conditions that are similar to the Generalized Wilcoxon procedure proposed by Anderson and Hettmansperger (1996). Some of these properties are asymptotic normality, asymptotic level confidence interval, and hypothesis testing for Δ0. Asymptotic relative efficiency of the proposed method with respect to the least squares, Generalized Wilcoxon and Hodges and Lehmann (1963) procedures are also calculated under the contaminated normal model. 相似文献
12.
13.
Shuenn-Ren Cheng 《统计学通讯:理论与方法》2013,42(10):1553-1560
We observe X 1,…,X k , where X i has density f(x,θ i ) possessing monotone likelihood ratio. The best population corresponds to the largest θ i . We select the population corresponding to the largest X i . The goal is to attach the best possible p-value to the inference: the selected population has the uniquely largest θ i . Gutmann and Maymin (1987) considered the location parameter case and derived the supremum of the error probability by conditioning on S, the index of the largest X i . Using this conditioning approach, Kannan and Panchapakesan (2009) considered the problem for the gamma family. We consider here a unified approach to both the location and scale parameter cases, and obtain the supremum of the error probability without using conditioning. 相似文献
14.
In this article, we consider the unbalanced case of the three fold nested random effects model under partial balance. The distributions of unweighted sums of squares are obtained first. Using the method of generalized p value introduced in Tsui and Weerahandi (1989), a new method is proposed for hypothesis tests involving functions of variance components. To evaluate the sizes of the generalized p value, a simulation study is conducted. The results indicate that the proposed method performs well under all examined conditions. 相似文献
15.
The problem of finding D-optimal designs in the presence of a number of covariates has been considered in the one-way set-up. This is an extension of Dey and Mukerjee (2006) in the sense that for fixed replication numbers of each treatment, an alternative upper bound to the determinant of the information matrix has been found through completely symmetric C-matrices for the regression coefficients; this upper bound includes the upper bound given in Dey and Mukerjee (2006) obtained through diagonal C-matrices. Because of the fact that a smaller class of C-matrices was used at the intermediate stage where the replication numbers were fixed, ultimately some optimal designs remained unidentified there. These designs have been identified here and thereby the conjecture made in Dey and Mukerjee (2006) has been settled. 相似文献
16.
Equivalence tests are used when the objective is to find that two or more groups are nearly equivalent on some outcome, such that any difference is inconsequential. Equivalence tests are available for several research designs, however, paired-samples equivalence tests that are accessible and relevant to the research performed by psychologists have been understudied. This study evaluated parametric and nonparametric two one-sided paired-samples equivalence tests and a standardized paired-samples equivalence test developed by Wellek (2003). The two one-sided procedures had better Type I error control and greater power than Wellek's test, with the nonparametric procedure having increased power with non normal distributions. 相似文献
17.
Guimei Zhao 《统计学通讯:模拟与计算》2017,46(6):4828-4840
In this article, we focus on the one-sided hypothesis testing for the univariate linear calibration, where a normally distributed response variable and an explanatory variable are involved. The observations of the response variable corresponding to known values of the explanatory variable are used to make inferences on a single unknown value of the explanatory variable. We apply the generalized inference to the calibration problem, and take the generalized p-value as the test statistic to develop a new p-value for one-sided hypothesis testing, which we refer to as the one-sided posterior predictive p-value. The behavior of the one-sided posterior predictive p-value is numerically compared with that of the generalized p-value, and simulations show that the proposed p-value is quite satisfactory in the frequentist performance. 相似文献
18.
《统计学通讯:理论与方法》2013,42(9):1789-1799
Abstract In a recent article Hsueh et al. (Hsueh, H.-M., Liu, J.-P., Chen, J. J. (2001). Unconditional exact tests for equivalence or noninferiority for paired binary endpoints. Biometrics 57:478–483.) considered unconditional exact tests for paired binary endpoints. They suggested two statistics one of which is based on the restricted maximum-likelihood estimator. Properties of these statistics and the related tests are treated in this article. 相似文献
19.
Consider the problem of discriminating between the polynomial regression models on [?1, 1] and estimating parameters in the models. Zen and Tsai (2002) proposed a multiple-objective optimality criterion, M γ-criterion, which uses weight γ (0 ≤ γ ≤ 1) for model discrimination and α = β = (1 ? γ)/2 for parameter estimation in each model. In this article, we generalize it to a wider setup with different values of α and β. For instance, α = 2 β suggests that the “smaller” model is more likely to be the true model. Using similar techniques, the corresponding criterion-robust optimal design is investigated. A study for the original criterion-robust optimal design with α = β, through M-efficiency, shows that it is good enough for any wider setup. 相似文献
20.
Minxian Yang 《Econometric Reviews》2014,33(1-4):305-336
We examine the large sample properties of Bayes procedures in a general framework, where data may be dependent and models may be misspecified and nonsmooth. The posterior distribution of parameters is shown to be asymptotically normal, centered at the quasi maximum likelihood estimator, under mild conditions. In this framework, the Bayes factor for the test problem of Davies (1997, 1987), where a parameter is unidentified under the null hypothesis, is analyzed. The probability that the Bayes factor leads to a correct conclusion about the hypotheses in Davies’ problem is shown to approach to one. 相似文献