Testing Whether F is More IFR than G .
I.A. Ahmad, S.G. Kochar (1990)
Metrika
B. Garel (1978)
Annales de l'I.H.P. Probabilités et statistiques
José Antonio Menéndez Fernández (1984)
Trabajos de Estadística e Investigación Operativa
This paper shows the statistics that define the likelihood ratio tests about the mean of a k-dimensional normal population, when the hypotheses to test are H0: θ = 0; H0*: θ ∈ τφ; H1: θ ∈ τ; H2: θ ∈ Rk, being τ a closed and poliedric convex cone in Rk, and τφ the minima dimension face in τ.It is proved that the obtained statistics distributions are certain combinations of chi-squared distributions, when θ = 0.At last, it is proved that the power functions of the tests satisfy some desirable properties....
J.-M. Tricot, Y. Lepage (1992)
Revue de Statistique Appliquée
K. W. Morris, D. Szynal (2003)
Applicationes Mathematicae
We derive tests of fit from characterizations of continuous distributions via moments of the kth upper record values.
A. Lazraq, R. Cléroux (1992)
Revue de Statistique Appliquée
A. Azuara, Angel Villarroya, Joan Saldaña, Martín Ríos (1991)
Qüestiió
En este artículo se construyen varios tests sobre el parámetro de la distribución exponencial, basados en la distancia de Rao. Los tests así desarrollados son comparados con los tests básicos de la inferencia estadística.
B.M. Bennett (1972)
Metrika
Mizuki Onozawa, Sho Takahashi, Takashi Seo (2013)
Discussiones Mathematicae Probability and Statistics
In this paper, we consider profile analysis for the observations with two-step monotone missing data. There exist three interesting hypotheses - the parallelism hypothesis, level hypothesis, and flatness hypothesis - when comparing the profiles of some groups. The T²-type statistics and their asymptotic null distributions for the three hypotheses are given for two-sample profile analysis. We propose the approximate upper percentiles of these test statistics. When the data do not have missing observations,...
Leszek Klukowski (2006)
Control and Cybernetics
S. K. Zaremba (1972)
Lubomír Kubáček, Eva Tesaříková (2005)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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.
Cristina Rueda Sabater (1991)
Trabajos de Estadística
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...
Best, D.J., Rayner, J.C.W., Thas, O. (2008)
Journal of Applied Mathematics and Decision Sciences
Edward Gąsiorek, Andrzej Michalski, Roman Zmyślony (2000)
Discussiones Mathematicae Probability and Statistics
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...
Rainer Göb (1997)
Metrika
Rainer Göb (1996)
Metrika
František Rublík (2001)
Kybernetika
Test statistics for testing some hypotheses on characteristic roots of covariance matrices are presented, their asymptotic distribution is derived and a confidence interval for the proportional sum of the characteristic roots is constructed. The resulting procedures are robust against violation of the normality assumptions in the sense that they asymptotically possess chosen significance level provided that the population characteristic roots are distinct and the covariance matrices of certain quadratic...
Serge Degerine (1979)
Annales de l'I.H.P. Probabilités et statistiques
L. Birge (1982)
Annales scientifiques de l'Université de Clermont. Mathématiques