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Power of the Scan Statistic in Detecting a Changed Segment in a Bernoulli Sequence

扫描统计量检测伯努利序列变化区段的功效

Fu & Curnow (1990) derive recursive equations to find the level of significance and power of a likelihood ratio test for a changed segment of specified length, based on the scan statistic, the maximum number of successes within the specified length. Their method is computationally feasible for segment lengths of 20 or less. We present and evaluate highly accurate approximations as well as bounds for the power function of this test that are computationally feasible even for…

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Power of the scan statistic in detecting a changed segment in a Bernoulli sequence

扫描统计量检测伯努利序列变化区段的功效

Fu & Curnow (1990) derive recursive equations to find the level of significance and power of a likelihood ratio test for a changed segment of specified length, based on the scan statistic, the maximum number of successes within the specified length. Their method is computationally feasible for segment lengths of 20 or less. We present and evaluate highly accurate approximations as well as bounds for the power function of this test that are computationally feasible even for…

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The Power of the Mantel—Haenszel Test

Mantel–Haenszel 检验的功效

The Mantel-Haenszel (MH) test (Mantel and Haenszel 1959) is a widely used method for analyzing sets of two-by-two tables that compare the outcome of two treatments in several strata (Bailar and Anthony 1977). The procedure tests the null hypothesis of no partial association between treatment and outcome in any of the strata, or tables, against the alternative that the partial association, as measured by the common odds ratio, differs from 1. Birch (1964) showed that for a…

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Pharmaceutical Statistics: Practical and Clinical Applications.

药学统计:实践与临床应用

Basic definitions and concepts data graphics introduction to probability - the binomial and normal probability distributions choosing samples statistical inference - estimation and hypothesis testing sample size and power linear regression andcorrelation analysis of variance factorial designs transformations and outliers experimental design in clinical trials quality control validation computer-intensive methods nonparametric methods optimization techniques and screening…

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On the Asymptotic Power of Tests for Comparing K Correlated Proportions

比较多个相关比例的检验的渐近功效

The limit distribution of Cochran's Q statistic for testing the equality of k proportions in matched samples is obtained for sequences of Pitman alternatives. Comparison of the asymptotic power of the test based on the Q statistic with that of the test based on Wald's statistic for the same asymptotic level shows that neither test is uniformly better than the other. We study by simulation a modified Q test using an estimated critical value obtained from a Satterthwaite-type…

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Distributions of Some One-Sided k -Sample Smirnov-Type Statistics

若干单侧多样本Smirnov型统计量的分布

Consider the problem of testing the equality of k populations in cases in which the populations can be ordered a priori from low to high on the basis of some underlying variable. This article proposes a new statistic based on the sums of the Smirnov-type statistic and provides evidence that the test based on this statistic has high power for a wide range of alternatives suggested by this problem. To construct the statistic, let Fj (x) be the empirical distribution for the…

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