Displaying similar documents to “Nonsensitiveness regions for threshold ellipsoids”

Optimization of the size of nonsensitiveness regions

Eva Lešanská (2002)

Applications of Mathematics

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The problem is to determine the optimum size of nonsensitiveness regions for the level of statistical tests. This is closely connected with the problem of the distribution of quadratic forms.

On testing variance components in unbalanced mixed linear model

Lýdia Širková, Viktor Witkovský (2001)

Applications of Mathematics

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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.

Selective generalized F tests

C. Nunes, J. T. Mexia (2004)

Discussiones Mathematicae Probability and Statistics

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Generalized F tests were introduced by Michalski and Zmyślony (1996) for variance components and later (1999) for linear functions of parameters in mixed linear models. We now use generalized polar coordinates to obtain, for the second case, tests that are more powerful for selected families of alternatives.

Tests of independence of normal random variables with known and unknown variance ratio

Edward Gąsiorek, Andrzej Michalski, Roman Zmyślony (2000)

Discussiones Mathematicae Probability and Statistics

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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...