论文检索

检验顺序约束均值齐性的简便方法AI 解读

The likelihood-ratio test for equality of partially ordered means, first proposed by Bartholomew, is known to possess power characteristics that are generally superior to those of competing procedures. A limitation of this test, however, is that the null distribution of the test statistic is heavily dependent on both the specific form of the order restriction and the group sample sizes. It is not readily available for most orderings, especially when the group sample sizes…

比较拟合优度检验的图形方法AI 解读

SUMMARY A method for comparing tests of normality using their ‘isotones‘, i.e. contours on the surfaces representing p-values, is proposed. Select a family of distributions labelled by two parameters λ1 and λ2 to represent the null and alternative hypotheses. For each (λ1, λ2) take an ‘ideal sample’ from that distribution, calculate the value of the goodness-of-fit statistic and determine the corresponding P-value under the normality assumption. This generates a surface of…

三种简单稳健估计量的 Student t 近似AI 解读

Suppose that Tn is an estimator of a location parameter θ, Sn is an estimator of its standard error, and both are based on a random sample of size n. Then, approximations of (Tn – θ)/Sn in terms of Student's t are convenient and useful in confidence-interval estimation and tests of hypotheses of θ. In this article some moment-based t approximations of studentized trimmed means, the trimean, and Gastwirth's estimator are constructed at the normal and several near-normal…

摘要暂缺

比较异方差回归的保守检验与置信域AI 解读

The problem of comparing two regression planes without the assumption of equal variances is considered. A natural analogue of the Behrens-Fisher statistic is proposed and its distribution bounded in terms of the studentized maximum and minimum chi-squared distributions. The results are used to construct conservative tests and confidence regions for comparing the regression parameters. Numerical comparisons with more specialized bounds due to Hsu (1938), Hájek (1962) and…

比较异方差回归的保守检验与置信域AI 解读

The problem of comparing two regression planes without the assumption of equal variances is considered. A natural analogue of the Behrens-Fisher statistic is proposed and its distribution bounded in terms of the studentized maximum and minimum chi-squared distributions. The results are used to construct conservative tests and confidence regions for comparing the regression parameters. Numerical comparisons with more specialized bounds due to Hsu (1938), Hájek (1962) and…

学生化极差检验的一种多元对应形式AI 解读

It is well known that T max 2 test procedure, a multivariate analog of studentized range test, can be derived by using Roy's union intersection principle with a bilinear decomposition of the MANOVA hypothesis that is response-wise infinite and contrastwise finite. In this article an alternative union intersection derivation of T max 2 test is presented using the matrix decomposition of the MAN-OVA hypothesis. This decomposition is responsewise as well as contrastwise…

学生化极差检验的一个多元对应形式AI 解读

It is well known that T max 2 test procedure, a multivariate analog of studentized range test, can be derived by using Roy's union intersection principle with a bilinear decomposition of the MANOVA hypothesis that is response-wise infinite and contrastwise finite. In this article an alternative union intersection derivation of T max 2 test is presented using the matrix decomposition of the MAN-OVA hypothesis. This decomposition is responsewise as well as contrastwise…

非正态总体下样本方差分布的高斯近似AI 解读

A Gaussian approximation to the distribution of the sample variance is developed using the Wilson-Hilferty (1931) approach. This approximation is compared with the well-known approximations due to Box (1953), Roy and Tiku (1962), and Tan and Wong (1977) by taking the exponential, Laplace, uniform, product normal, Weibull, lognormal, Tine, logistic, and various mixtures of normal distributions as parent populations. The Gaussian approximation, which can be used for…

多元方差分析中似然比统计量分布的正态近似AI 解读

A normal approximation to the null distribution of the likelihood ratio statistic for testing the multivariate general linear hypothesis is developed. This approximation is compared with the well-known approximations due to Box (1949) and Rao (1948). It is found that the approximations due to Box and Rao deteriorate as the number of variables or, in the terminology of one-way classification, the number of groups increases. Moreover, both approximations give poor results when…

多元方差分析中似然比统计量分布的正态近似AI 解读

SUMMARY A normal approximation to the null distribution of the likelihood ratio statistic for testing the multivariate general linear hypothesis is developed. This approximation is compared with the well-known approximations due to Box (1949) and Rao (1948). It is found that the approximations due to Box and Rao deteriorate as the number of variables or, in the terminology of one-way classification, the number of groups increases. Moreover, both approximations give poor…

非标准随机区组设计中精度不等的多重比较AI 解读

A multiple comparison technique for simultaneous inference in the nonstandard randomized block design models considered by Graybill [3] and Scheffé [11] is developed. Its computation and properties are discussed in terms of a clinical trial. The technique involving a number of independent tests with possibly unequal sizes, not the well-known Bonferroni tests [5], is appropriate when most contrasts between the treatments are of interest, but a few of the comparisons are of…

非标准随机区组设计中精度不等的多重比较AI 解读

A multiple comparison technique for simultaneous inference in the nonstandard randomized block design models considered by Graybill [3] and Scheffé [11] is developed. Its computation and properties are discussed in terms of a clinical trial. The technique involving a number of independent tests with possibly unequal sizes, not the well-known Bonferroni tests [5], is appropriate when most contrasts between the treatments are of interest, but a few of the comparisons are of…

有限总体均值的广义多元估计量AI 解读

Just as ratio estimators are often indicated when the variable y is positively correlated with an auxiliary variable x so product estimators are indicated when y is negatively correlated with x. The method of estimation suggested by Olkin [4] is extended to the case where some or all of the auxiliary variables are positively correlated and some or all are negatively correlated with y.