Einfache Begründung für die Irrtumswahrscheinlichkeitsschranke der HOMMEL'schen Mehrheitstestkombination.
El contraste de hipótesis compuesta frente a alternativa simple como problema de programación matemática infinita.
Empirical Comparisons of Some Tests of Separate Families of Hypotheses.
Estimating the contamination level of data in the framework of linear regression analysis.
An estimator of the contamination level of data is proposed in the framework of linear models and its asymptotic behavior is investigated. A numerical study illustrates its finite sample performance under an alternative.
Estimation and bimodality testing in the cusp model
The probability density function of the stochastic cusp model belongs to the class of generalized exponential distributions. It accommodates variable skewness, kurtosis, and bimodality. A statistical test for bimodality of the stochastic cusp model using the maximum likelihood estimation and delta method for Cardan's discriminant is introduced in this paper, as is a necessary condition for bimodality, which can be used for simplified testing to reject bimodality. Numerical maximum likelihood estimation...
Estimation and tests of the discrete probability law based on the empirical generating function, (two dimensional case).
Estimation functions and uniformly most powerful tests for inverse Gaussian distribution
The aim of this article is to develop estimation functions by confidence regions for the inverse Gaussian distribution with two parameters and to construct tests for hypotheses testing concerning the parameter when the mean parameter is known. The tests constructed are uniformly most powerful tests and for testing the point null hypothesis it is also unbiased.
Estimation in models driven by fractional brownian motion
Let {bH(t), t∈ℝ} be the fractional brownian motion with parameter 0<H<1. When 1/2<H, we consider diffusion equations of the type X(t)=c+∫0tσ(X(u)) dbH(u)+∫0tμ(X(u)) du. In different particular models where σ(x)=σ or σ(x)=σ x and μ(x)=μ or μ(x)=μ x, we propose a central limit theorem for estimators of H and of σ based on regression methods. Then we give tests of the hypothesis on σ for these models. We also consider functional estimation on σ(⋅)...
Estimation of a Regression Coefficient After two Preliminary Tests of Significance.
Exact Critical Values of Bartlett's Test of Homogeneity of Variances for Unequal Sample Sizes for two Populations and Power of the Test.
Exact distributions in the model of a regression line for the threshold parameter with exponential distribution of errors
In this paper it is shown how one can work out exact distributions of estimators and test statistics in the model of a regression line for the threshold parameter with exponential distribution of errors. This is done on a test statistics which is related to a problem of Zvára [Zvara95].
Exact simultaneous location-scale tests for two shifted exponential samples
The failure time distribution for various items often follows a shifted (two-parameter) exponential model and not the traditional (one-parameter) exponential model. The shifted exponential is very useful in practice, in particular in the engineering, biomedical sciences and industrial quality control when modeling time to event or survival data. The open problem of simultaneous testing for differences in origin and scale parameters of two shifted exponential distributions is addressed. Two exact...
Exemple de test statistique non standard
Exponential inequalities for self-normalized processes with applications.
F and selective F tests with balanced cross-nesting and associated models
F tests and selective F tests for fixed effects part of balanced models with cross-nesting are derived. The effects of perturbations in the numerator and denominator of the F statistics are considered.
Fixed-α and fixed-β efficiencies
Consider testing H0 : F ∈ ω0 against H1 : F ∈ ω1 for a random sample X1, ..., Xn from F, where ω0 and ω1 are two disjoint sets of cdfs on ℝ = (−∞, ∞). Two non-local types of efficiencies, referred to as the fixed-α and fixed-β efficiencies, are introduced for this two-hypothesis testing situation. Theoretical tools are developed to evaluate these efficiencies for some of the most usual goodness of fit tests (including the Kolmogorov–Smirnov tests). Numerical comparisons are provided using several...
F-tests for generalized linear hypotheses in subnormal models
When the measurement errors may be assumed to be normal and independent from what is measured a subnormal model may be used. We define a linear and generalized linear hypotheses for these models, and derive F-tests for them. These tests are shown to be UMP for linear hypotheses as well as strictly unbiased and strongly consistent for these hypotheses. It is also shown that the F-tests are invariant for regular transformations, possess structural stability and are almost strongly consistent for generalized...
Generalised score and Wald tests.
Generalization of discrimination-rate theorems of Chernoff and Stein
Generalized F tests and selective generalized F tests for orthogonal and associated mixed models
The statistics of generalized F tests are quotients of linear combinations of independent chi-squares. Given a parameter, θ, for which we have a quadratic unbiased estimator, θ̃, the test statistic, for the hypothesis of nullity of that parameter, is the quotient of the positive part by the negative part of such estimator. Using generalized polar coordinates it is possible to obtain selective generalized F tests which are especially powerful for selected families of alternatives. We build both classes...