共查询到12条相似文献,搜索用时 5 毫秒
1.
We derive locally most powerful tests for the two sample problem when the combined sample is type II censored. Both middle-censored and doubly-censored cases are considered. These include, in particular, the left- and right-censored cases. The main contribution of this paper is to provide extensive small sample size tables of critical values for Wilcoxon. normal scores, Freund-Ansari-Bradley and Capon tests. 相似文献
2.
We investigate the properties of the locally most powerful nonparametric criterion against logistic alternatives developed by Govindarajulu (1975) for testing one-way random effects modcls. We deduce the appropriate computational forms for the test criterion T and tabulate the critical values of T for α = .01, .05 and 0.10, and various sample sizes. Certain features of the computational methods are discussed. In the tables we retain only those sample sizes beyond which the asymptotic theory is meaningful. We also study the power comparison of the test for two populations with the classical F-test under a range of normal alternatives. 相似文献
3.
Ashis SenGupta & Arnab Kumar Laha 《Australian & New Zealand Journal of Statistics》2001,43(4):461-471
The slippage problem occurs when an unspecified observation in a given random sample is from a distribution other than that for all the remaining observations. This paper studies the problem in terms of the 'slip' in the mean direction of a circular normal distribution. The slippage problem is first treated as a multiple decision problem with a prior which is invariant under the permutations of the hypotheses. The probabilities of accepting the various hypotheses for the Bayes rule with respect to this prior are explicitly obtained. The likelihood ratio tests for this slippage problem, for the cases when the mean directions are both known and unknown, are shown to be easily computable. The tests are illustrated through two well-known datasets. The performances of a range of tests are compared using extensive simulation. 相似文献
4.
In this paper, we develop Bayes factor based testing procedures for the presence of a correlation or a partial correlation. The proposed Bayesian tests are obtained by restricting the class of the alternative hypotheses to maximize the probability of rejecting the null hypothesis when the Bayes factor is larger than a specified threshold. It turns out that they depend simply on the frequentist t-statistics with the associated critical values and can thus be easily calculated by using a spreadsheet in Excel and in fact by just adding one more step after one has performed the frequentist correlation tests. In addition, they are able to yield an identical decision with the frequentist paradigm, provided that the evidence threshold of the Bayesian tests is determined by the significance level of the frequentist paradigm. We illustrate the performance of the proposed procedures through simulated and real-data examples. 相似文献
5.
Yves Lepage 《统计学通讯:理论与方法》2013,42(13):1257-1274
The asymptotic power efficiency of the class of linear rank tests relative to the asymptotically most powerful rank test is derived for a two sample location and scale problem and numerical evaluations are presented for two special tests. 相似文献
6.
N. Reid 《Revue canadienne de statistique》1985,13(2):155-165
7.
《Journal of Statistical Computation and Simulation》2012,82(14):2761-2770
When differences of survival functions are located in early time, a Wilcoxon test is the best test, but when differences of survival functions are located in late time, using a log-rank test is better. Therefore, a researcher needs a stable test in these situations. In this paper, a new two-sample test is proposed and considered. This test is distribution-free. This test is useful for choosing between log-rank and Wilcoxon tests. Its power is roughly the maximal power of the log-rank test and Wilcoxon test. 相似文献
8.
The purpose of this paper is twofold:On one hand we want to give a very simple algorithm for evaluating a special rank estimator of the type given in Behnen, Neuhaus, and Ruymgaart (1983) for the approximate optimal choice of the scores-generating function of a two-sample linear rank test for the general testing problem Ho:F=G versus H1:F ≤ G, F ≠ G, in order to demonstrate that the corresponding adaptive rank statistic is simple enough for practical applications. On the other hand we prove the asymptotic normality of the adaptive rank statistic under H (leading to approximate critical values) and demonstrate the adaptive behavior of the corresponding rank test by a Monte Carlo power simulation for sample sizes as low as m=10, n=10. 相似文献
9.
Zohreh Mohammadi 《统计学通讯:理论与方法》2013,42(12):3675-3691
ABSTRACTThis paper is concerned with the problem of estimation for the mean of the selected population from two normal populations with unknown means and common known variance in a Bayesian framework. The empirical Bayes estimator, when there are available additional observations, is derived and its bias and risk function are computed. The expected bias and risk of the empirical Bayes estimator and the intuitive estimator are compared. It is shown that the empirical Bayes estimator is asymptotically optimal and especially dominates the intuitive estimator in terms of Bayes risk, with respect to any normal prior. Also, the Bayesian correlation between the mean of the selected population (random parameter) and some interested estimators are obtained and compared. 相似文献
10.
In many case-control studies, it is common to utilize paired data when treatments are being evaluated. In this article, we propose and examine an efficient distribution-free test to compare two independent samples, where each is based on paired observations. We extend and modify the density-based empirical likelihood ratio test presented by Gurevich and Vexler [7] to formulate an appropriate parametric likelihood ratio test statistic corresponding to the hypothesis of our interest and then to approximate the test statistic nonparametrically. We conduct an extensive Monte Carlo study to evaluate the proposed test. The results of the performed simulation study demonstrate the robustness of the proposed test with respect to values of test parameters. Furthermore, an extensive power analysis via Monte Carlo simulations confirms that the proposed method outperforms the classical and general procedures in most cases related to a wide class of alternatives. An application to a real paired data study illustrates that the proposed test can be efficiently implemented in practice. 相似文献
11.
Interval censoring appears when the event of interest is only known to have occurred within a random time interval. Estimation
and hypothesis testing procedures for interval-censored data are surveyed. We distinguish between frequentist and Bayesian
approaches. Computational aspects for every proposed method are described and solutions with S-Plus, whenever are feasible,
are mentioned. Three real data sets are analyzed. 相似文献
12.
Ioannis A. Koutrouvelis 《统计学通讯:理论与方法》2013,42(8):2450-2464
ABSTRACTThe compound Poisson-exponential distribution is a basic model in risk analysis and stochastic hydrology. Graphical procedures for assessing this distribution are proposed which utilize the residuals from a regression involving the moment generating function. Plots furnished with a 95% simultaneous confidence band are constructed. The band and critical points of the equivalent goodness-of-fit test are found by utilizing asymptotic results and fitted regressions involving the supremum of the standardized residuals, the sample size, and the estimated Poisson mean. Simulation results indicate that the tests have good level stability and appreciable power against competing compound Poisson distributions of a mixed type. 相似文献