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尺度备择下线性秩统计量的 Bahadur 效率
Exact limiting Bahadur efficiencies of linear rank tests for scale are derived using a minor extension of the results of Hoadley. Efficiency curves are derived for the linear rank statistics of Mood, Freund and Ansari, and Capon and Klotz relative to the F test for normal scale alternatives when the null hypothesis is that of common normality.
方差分量估计量的均方误差效率
Various estimators of components of variance for the balanced one way layout are compared using mean squared error as a measure of performance. Several modifications of the maximum likelihood estimator and several formal Bayes estimators are compared and mean square error relationships are given. Inadmissibility is established for a large class of translation and scale invariant estimators. Numerical results are tabled and graphed to exhibit the relative efficiency of the…
Wilcoxon 检验、并列值与计算机
In testing for equality of distribution in two unpaired samples with ordered categorical data or data with many ties, the two sample Wilcoxon average rank test is attractive. Unfortunately, the null distribution of the statistic depends upon the pattern of ties and is generally difficult to compute. In an attempt to improve existing approximations, moments through order four are derived. It is regretted that in small to moderate sample sizes, no consistent improvement over…
Wilcoxon 检验、并列值与计算机计算
In testing for equality of distribution in two unpaired samples with ordered categorical data or data with many ties, the two sample Wilcoxon average rank test is attractive. Unfortunately, the null distribution of the statistic depends upon the pattern of ties and is generally difficult to compute. In an attempt to improve existing approximations, moments through order four are derived. It is regretted that in small to moderate sample sizes, no consistent improvement over…
正态分数两样本秩检验
A simplification using symmetry is applied to the null distribution of the Fisher-Yates test or c 1 test of Hoeffding and Terry. A computer is used to extend existing tables to combined sample size N ≤ 20. The t approximation of Hoeffding and Terry and the normal approximation are investigated with the former found to be satisfactory at the limit of the tables when the ratio of sample sizes is not too extreme. Selected power calculations for N ≤ 10 are given for normal shift…