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61.
Helmut Schellhaas 《Statistical Papers》1999,40(3):343-349
A recursive scheme for the calculation of the distribution of the test statistic of a modified Kolmogorov-Smirnov-test for
a rectangular distribution with unknown parameters is given. 相似文献
62.
In this paper we study the sampling properties of a test statistic which has important applications in the area of linear stochastic control systems with multi-inputs and multi-outputs. The statistic is the ratio of a partial sum of the eigenvalues of a sample covariance matrix and its trace. It turns out that using a method due to Sugiura we may derive a useful approximation for its distribution up to and including terms of order l/n, where n denotes the appropriate size. Numerical illustrations using real data are given. 相似文献
63.
Hideyuki Douke 《统计学通讯:理论与方法》2013,42(12):3015-3029
In this study we discuss the group sequential procedures for comparing two treatments based on multivariate observations in clinical trials. Also we suppose that a response vector on each of two treatments has a multivariate normal distribution with unknown covariance matrix. Then we propose a group sequential x2 statistic in order to carry out repeated significance test for hypothesis of no difference between two population mean vectors. In order to realize the group sequential test where average sample number is reduced, we propose another modified group sequential x2 statistic by extension of Jennison and Turnbull ( 1991 ). After construction of repeated confidence boundaries for making the repeated significance test, we compare two group sequential procedures based on two statistics regarding the average sample number and the power of the test in the simulations. 相似文献
64.
James A. Koziol 《统计学通讯:理论与方法》2013,42(10):3739-3747
A modification of Watson's statistic is suggested for dealing with stochastically ordered alternatives in the goodness-of-fit setting. 相似文献
65.
《统计学通讯:理论与方法》2013,42(5):1041-1055
ABSTRACT In this article we derive third-order asymptotic expansions for the non null distribution functions of four classic statistics under a sequence of local alternatives in one-parameter exponential family models. Our results are quite general and cover a wide range of important distributions. 相似文献
66.
Tests based on the Anderson–Darling statistic, a third moment statistic and the classical Pearson–Fisher X 2 statistic, along with its third-order component, are considered. A small critical value and power study are given. Some examples illustrate important applications. 相似文献
67.
An improved likelihood-based method based on Fraser et al. (1999) is proposed in this paper to test the significance of the second lag of the stationary AR(2) model. Compared with the test proposed by Fan and Yao (2003) and the signed log-likelihood ratio test, the proposed method has remarkable accuracy. Simulation studies are performed to illustrate the accuracy of the proposed method. Application of the proposed method on historical data is presented to demonstrate the implementation of this method. Furthermore, the method can be extended to the general AR(p) model. 相似文献
68.
Christy Chuang 《统计学通讯:理论与方法》2013,42(24):2871-2885
Multiplicative-interaction (M-I) logit models are proposed for three-way IxJx2 contingency tables where the third variable constitutes a binary response. Models are derived by assigning unknown scores to the categories and forming product interactions from them. Asymptotic results under special sampling constraints are derived for maximum likelihood estimates and the goodness-of-fit statistics. The class of models proposed in this paper are found to be useful when no obvious scores are available. An example is included. 相似文献
69.
We consider the problem of testing the equality of two population means when the population variances are not necessarily equal. We propose a Welch-type statistic, say T* c, based on Tiku!s ‘1967, 1980’ modified maximum likelihood estimators, and show that this statistic is robust to symmetric and moderately skew distributions. We investigate the power properties of the statistic T* c; T* c clearly seems to be more powerful than Yuen's ‘1974’ Welch-type robust statistic based on the trimmed sample means and the matching sample variances. We show that the analogous statistics based on the ‘adaptive’ robust estimators give misleading Type I errors. We generalize the results to testing linear contrasts among k population means 相似文献
70.
Jiin-Huarng Guo 《Australian & New Zealand Journal of Statistics》1999,41(1):59-65
A nonparametric testing procedure for the parallelism of two first-order autoregressive processes is presented. This paper discuss the Mann–Whitney statistic, its natural competitor two-sample t -test, and the bootstrap method. It studies the asymptotic efficacies of the studentized Mann–Whitney statistic and the t -test statistic with their relative efficiency. Simulation results for comparing the powers of these test statistics are also presented. 相似文献