Displaying similar documents to “A robust test for variance”

On testing variance components in unbalanced mixed linear model

Lýdia Širková, Viktor Witkovský (2001)

Applications of Mathematics

Similarity:

The paper presents some approximate and exact tests for testing variance components in general unbalanced mixed linear model. It extends the results presented by Seifert (1992) with emphasis on the computational aspects of the problem.

The behavior of locally most powerful tests

Marek Omelka (2005)

Kybernetika

Similarity:

The locally most powerful (LMP) tests of the hypothesis H : θ = θ 0 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...

Power comparison of Rao′s score test, the Wald test and the likelihood ratio test in (2xc) contingency tables

Anita Dobek, Krzysztof Moliński, Ewa Skotarczak (2015)

Biometrical Letters

Similarity:

There are several statistics for testing hypotheses concerning the independence of the distributions represented by two rows in contingency tables. The most famous are Rao′s score, the Wald and the likelihood ratio tests. A comparison of the power of these tests indicates the Wald test as the most powerful.