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用于稳健位置估计的分布空间表示AI 解读

In many situations it is useful to have a low-dimensional representation of the space of distributions. This paper gives one-, two- and three-dimensional representations which are particularly relevant to the study of robust estimation of location based on rank estimators. The distances are defined as functions of the asymptotic relative efficiency of the most efficient rank estimator for one distribution when used on data from another distribution. Values of these distance…

用于稳健位置估计的分布空间表示AI 解读

In many situations it is useful to have a low-dimensional representation of the space of distributions. This paper gives one-, two- and three-dimensional representations which are particularly relevant to the study of robust estimation of location based on rank estimators. The distances are defined as functions of the asymptotic relative efficiency of the most efficient rank estimator for one distribution when used on data from another distribution. Values of these distance…

中位显著性水平及其他小样本检验效能指标AI 解读

The concepts of the “median significance level” (MSL) and the “significance level of the average” (SLA) are introduced and some relationships among these measures and the recently introduced “expected significance level” (ESL), “average critical value” (ACV), and “median critical value” (MCV) are considered. The median significance level is defined as the median of the distribution of the observed significance level for a given alternative and is shown to be equivalent to…

中位显著性水平及其他小样本检验效能指标AI 解读

The concepts of the “median significance level” (MSL) and the “significance level of the average” (SLA) are introduced and some relationships among these measures and the recently introduced “expected significance level” (ESL), “average critical value” (ACV), and “median critical value” (MCV) are considered. The median significance level is defined as the median of the distribution of the observed significance level for a given alternative and is shown to be equivalent to…