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題名 More powerful tests for the sign testing problem about gamma scale parameters
作者 劉惠美
Chan, Chia-Hao ; Liu, Huimei ; Zen, Mei-Mei
貢獻者 統計系
關鍵詞 intersection–union test; likelihood ratio test; more powerful test; normal variance; sign testing; two-parameter exponential distribution
日期 2013.12
上傳時間 11-Feb-2014 17:30:16 (UTC+8)
摘要 For i=1, … , p, let denote independent random samples from gamma distributions with unknown scale parameters θi and known shape parameters ηi. Consider testing H0:θi≤θi0 for some i=1, … , p versus H1:θi>θi0 for all i=1, … , p, where θ10, … , θp0 are fixed constants. For any 0<α<0.4, we construct two new tests that have the same size as the likelihood ratio test (LRT) and are uniformly more powerful than it. Power comparisons of our tests with other tests are given. The proposed tests are intersection–union tests. We apply the results to test the variances of normal distributions and scale parameters of two-parameter exponential distributions. Finally, we illustrate our proposed tests with an example.
關聯 Statistics:A Journal of Theoretical and Applied Statistics,
資料類型 article
DOI http://dx.doi.org/10.1080/02331888.2013.863887
dc.contributor 統計系en_US
dc.creator (作者) 劉惠美zh_TW
dc.creator (作者) Chan, Chia-Hao ; Liu, Huimei ; Zen, Mei-Meien_US
dc.date (日期) 2013.12en_US
dc.date.accessioned 11-Feb-2014 17:30:16 (UTC+8)-
dc.date.available 11-Feb-2014 17:30:16 (UTC+8)-
dc.date.issued (上傳時間) 11-Feb-2014 17:30:16 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/63810-
dc.description.abstract (摘要) For i=1, … , p, let denote independent random samples from gamma distributions with unknown scale parameters θi and known shape parameters ηi. Consider testing H0:θi≤θi0 for some i=1, … , p versus H1:θi>θi0 for all i=1, … , p, where θ10, … , θp0 are fixed constants. For any 0<α<0.4, we construct two new tests that have the same size as the likelihood ratio test (LRT) and are uniformly more powerful than it. Power comparisons of our tests with other tests are given. The proposed tests are intersection–union tests. We apply the results to test the variances of normal distributions and scale parameters of two-parameter exponential distributions. Finally, we illustrate our proposed tests with an example.en_US
dc.format.extent 140 bytes-
dc.format.mimetype text/html-
dc.language.iso en_US-
dc.relation (關聯) Statistics:A Journal of Theoretical and Applied Statistics,en_US
dc.subject (關鍵詞) intersection–union test; likelihood ratio test; more powerful test; normal variance; sign testing; two-parameter exponential distributionen_US
dc.title (題名) More powerful tests for the sign testing problem about gamma scale parametersen_US
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1080/02331888.2013.863887en_US
dc.doi.uri (DOI) http://dx.doi.org/10.1080/02331888.2013.863887en_US