Displaying similar documents to “Behaviour of higher-order approximations of the tests in the single parameter Cox proportional hazards model”

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

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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.

Unit root test under innovation outlier contamination small sample case

Lynda Atil, Hocine Fellag, Karima Nouali (2006)

Discussiones Mathematicae Probability and Statistics

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The two sided unit root test of a first-order autoregressive model in the presence of an innovation outlier is considered. In this paper, we present three tests; two are usual and one is new. We give formulas computing the size and the power of the three tests when an innovation outlier (IO) occurs at a specified time, say k. Using a comparative study, we show that the new statistic performs better under contamination. A Small sample case is considered only.

The behavior of locally most powerful tests

Marek Omelka (2005)

Kybernetika

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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...

Normalization of the Kolmogorov–Smirnov and Shapiro–Wilk tests of normality

Zofia Hanusz, Joanna Tarasińska (2015)

Biometrical Letters

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Two very well-known tests for normality, the Kolmogorov-Smirnov and the Shapiro- Wilk tests, are considered. Both of them may be normalized using Johnson’s (1949) SB distribution. In this paper, functions for normalizing constants, dependent on the sample size, are given. These functions eliminate the need to use non-standard statistical tables with normalizing constants, and make it easy to obtain p-values for testing normality.

Sample size determination in the Mann–Whitney test

Andrzej Kornacki, Andrzej Bochniak, Agnieszka Kubik-Komar (2017)

Biometrical Letters

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This paper discusses the problem of determining the number of observations necessary to apply the nonparametric Mann-Whitney test. We describe the method given by Noether (1987) for determining a sample size which guarantees that the Mann-Whitney test at a given significance level α has a predetermined power 1-β. The presented theory is tested by calculating the empirical power in computer simulations. The paper also raises the issue of the method of rounding the determined sample size...