首页> 外文期刊>statistics >Testing Homogeneity of Scale Parameters Against Ordered Alternatives Using Hodges-Lehmann Estimators
【24h】

Testing Homogeneity of Scale Parameters Against Ordered Alternatives Using Hodges-Lehmann Estimators

机译:使用 Hodges-Lehmann 估计器根据有序备择方案测试标度参数的同质性

获取原文
获取外文期刊封面目录资料

摘要

LetXi1#x2026;Xin, be a random sample from a symmetric distribution with absolutely continuous cumulative distribution function (cdf)Fi(x) =F(x/#x3B8;i) for some unknown distribution functionF(.) and unknown scale parameter#x3B8;i0, i = l,#x2026;,k. The problem of testing the null hypothesisHo:#x3B8;1= #x2026; =#x3B8;kagainst the ordered alternativeH1:#x3B8;1#x2264; #x2026; #x2264;#x3B8;k, with at least one strict inequality is considered. The proposed test statistics, for testingHoagainstH1, are linear combinations of Hodges-Lehmann (1963) type of estimators of#x3B8;i+1/#x3B8;i,i= l,#x2026;,k-l, given by Bhattacharyya (1977). Optimum weights of linear combinations are obtained and asymptotic relative efficiencies have been computed. A numerical example is also given to demonstrate the implementation of the proposed test.
机译:LetXi1...Xin,是具有绝对连续累积分布函数 (cdf)Fi(x) =F(x/θi) 的对称分布的随机样本,对于某些未知分布函数 F(.) 和未知尺度参数 θi>0,i = l,...,k。检验原假设Ho:θ1= ... =θk对有序备择项H1:θ1≤ ...≤θk,至少考虑一个严格的不等式。用于测试HoagainstH1的拟议检验统计量是Hodges-Lehmann(1963)类型的估计量的线性组合,由Bhattacharyya(1977)给出θi+1/θi,i= l,...,k-l。获得了线性组合的最佳权重,并计算了渐近相对效率。还给出了一个数值算例来演示所提出的测试的实现。

著录项

获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号