Testing on the recurrence of coefficients in the linear regressional model.
Testing randomness of spatial point patterns with the Ripley statistic
Aggregation patterns are often visually detected in sets of location data. These clusters may be the result of interesting dynamics or the effect of pure randomness. We build an asymptotically Gaussian test for the hypothesis of randomness corresponding to a homogeneous Poisson point process. We first compute the exact first and second moment of the Ripley K-statistic under the homogeneous Poisson point process model. Then we prove the asymptotic normality of a vector of such statistics for different...
Tests for relation type - equivalence or tolerance - in a finite set of elements
Tests for the presence of trends in linear processes [Book]
Tests in weakly nonlinear regression model
In weakly nonlinear regression model a weakly nonlinear hypothesis can be tested by linear methods if an information on actual values of model parameters is at our disposal and some condition is satisfied. In other words we must know that unknown parameters are with sufficiently high probability in so called linearization region. The aim of the paper is to determine this region.
Tests lineales para contrastes con hipótesis oblicuas.
En contrastes de hipótesis oblicuas para medias normales se ha demostrado la dominación del test de razón de verosimilitud (TRV). En este contexto consideramos estadísticos definidos por combinaciones lineales de las medias muestrales obteniendo tests para coeficientes fijos y aleatorios. En ambos casos los tests óptimos no tienen en cuenta toda la información del modelo original siendo adecuados para situaciones con hipótesis menos restrictivas. En la obtención de tests con coeficientes aleatorios...
Tests of independence of normal random variables with known and unknown variance ratio
In the paper, a new approach to construction test for independenceof two-dimensional normally distributed random vectors is given under the assumption that the ratio of the variances is known. This test is uniformly better than the t-Student test. A comparison of the power of these two tests is given. A behaviour of this test forsome ε-contamination of the original model is also shown. In the general case when the variance ratio is unknown, an adaptive test is presented. The equivalence between...
Tests of Significance for the Average Square Deviation from Target in a Finite Lot.
Tests of Significance for the Mean of a Finite Lot.
Tests optimaux sur les paramètres des lois de von Mises
Tests statistiques sur les distributions de Dirichlet
The behavior of locally most powerful tests
The locally most powerful (LMP) tests of the hypothesis against one-sided as well as two-sided alternatives are compared with several competitive tests, as the likelihood ratio tests, the Wald-type tests and the Rao score tests, for several distribution shapes and for location, shape and vector parameters. A simulation study confirms the importance of the condition of local unbiasedness of the test, and shows that the LMP test can sometimes dominate the other tests only in a very restricted neighborhood...
The Behrens-Fisher Problem, an Old Solution Revisited.
The infinitesimal robustness of tests against dependence
The Necessity of Strongly Subadditive Capacities for Neyman-Pearson Minimax Tests.
The p and the Peas: An Intuitive Modeling Approach to Hypothesis Testing
We propose a novel approach to introducing hypothesis testing into the biology curriculum. Instead of telling students the hypothesis and what kind of data to collect followed by a rigid recipe of testing the hypothesis with a given test statistic, we ask students to develop a hypothesis and a mathematical model that describes the null hypothesis. Simulation of the model under the null hypothesis allows students to compare their experimental data...
Theorie ověřování statistických hypotes
Towards a notion of testability
The problem of testability has been undertaken many times in the context of linear hypotheses. Almost all these considerations restricted to some algebraical conditions without reaching the nature of the problem. Therefore, a general and commonly acceptable notion of testability is still wanted. Our notion is based on a simple and natural decision theoretic requirement and is characterized in terms of the families of distributions corresponding to the null and the alternative hypothesis. Its consequences...
Trend estimation problems in time-series analysis [Book]
Über die Existenz überall trennscharfer Tests im nicht-dominierten Fall.