The generalized inference on the sign testing problem about the normal variances |
| |
Authors: | Wei-Ya Wu Wei-Hwa Wu Hsin-Neng Hsieh |
| |
Institution: | 1. Institute of Medicine, Chung Shan Medical University, Taichung, Taiwan;2. Department of Finance, Ming Chuan University, Taipei, Taiwan;3. Department of Statistics and Information Science, Fu Jen Catholic University, New Taipei, Taiwan |
| |
Abstract: | For the sign testing problem about the normal variances, we develop the heuristic testing procedure based on the concept of generalized test variable and generalized p-value. A detailed simulation study is conducted to empirically investigate the performance of the proposed method. Through the simulation study, especially in small sample sizes, the proposed test not only adequately controls empirical size at the nominal level, but also uniformly more powerful than likelihood ratio test, Gutmann's test, Li and Sinha's test and Liu and Chan's test, showing that the proposed method can be recommended in practice. The proposed method is illustrated with the published data. |
| |
Keywords: | Generalized test variable generalized p-value likelihood ratio test sign test of normal variances uniformly more powerful test |
|
|