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Tables for the two-sample Haga test of location

Stanislav Hojek (1978)

Aplikace matematiky

The rank statistic H based on the number of exceeding observations in two samples is suitable for testing difference in location of two samples. This paper contains tables of one-sides significance levels P { H k } for k = 7 , 8 , ... , 11 ; m a x ( 2 , n - 10 ) < m n 25 , k = 9 , 10 , ... , 13 ; m a x ( 2 , n - 15 ) < m n - 10 ; 13 n 25 ; k = 11 , 12 , ... , 15 ; 2 < m n - 15 , 18 n 25 , which includes almost all practically used significance levels for 3 m n 25 , where m , n are the sample sizes.

Tail approximations for samples from a finite population with applications to permutation tests

Zhishui Hu, John Robinson, Qiying Wang (2012)

ESAIM: Probability and Statistics

This paper derives an explicit approximation for the tail probability of a sum of sample values taken without replacement from an unrestricted finite population. The approximation is shown to hold under no conditions in a wide range with relative error given in terms of the standardized absolute third moment of the population, β3N. This approximation is used to obtain a result comparable to the well-known Cramér large deviation result in the independent case, but with no restrictions on the sampled...

Tail approximations for samples from a finite population with applications to permutation tests

Zhishui Hu, John Robinson, Qiying Wang (2012)

ESAIM: Probability and Statistics

This paper derives an explicit approximation for the tail probability of a sum of sample values taken without replacement from an unrestricted finite population. The approximation is shown to hold under no conditions in a wide range with relative error given in terms of the standardized absolute third moment of the population, β3N. This approximation is used to obtain a result comparable to the well-known Cramér large deviation result in the independent ...

Tail orderings and the total time on test transform

Jarosław Bartoszewicz (1996)

Applicationes Mathematicae

The paper presents some connections between two tail orderings of distributions and the total time on test transform. The procedure for testing the pure-tail ordering is proposed.

Test for exponentiality against Weibull and gamma decreasing hazard rate alternatives

Simos G. Meintanis (2007)

Kybernetika

A sub-exponential Weibull random variable may be expressed as a quotient of a unit exponential to an independent strictly positive stable random variable. Based on this property, we propose a test for exponentiality which is consistent against Weibull and Gamma distributions with shape parameter less than unity. A comparison with other procedures is also included.

Testing in locally conic models, and application to mixture models

Didier Dacunha-Castelle, Elisabeth Gassiat (2010)

ESAIM: Probability and Statistics

In this paper, we address the problem of testing hypotheses using maximum likelihood statistics in non identifiable models. We derive the asymptotic distribution under very general assumptions. The key idea is a local reparameterization, depending on the underlying distribution, which is called locally conic. This method enlights how the general model induces the structure of the limiting distribution in terms of dimensionality of some derivative space. We present various applications of...

Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility

D. Feldmann, W. Härdle, C. Hafner, M. Hoffmann, O. Lepski, A. Tsybakov (2003)

Applicationes Mathematicae

Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given data set, a statistical test is required. In this paper, we develop such a test of a linear hypothesis versus a general composite nonparametric alternative using the state space representation of the SV model as an errors-in-variables AR(1) model. The power of the test is analyzed. We provide a simulation study and apply the test to the HFDF96...

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