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On Bartlett's test for correlation between time series

Jiří Anděl, Jaromír Antoch (1998)

Kybernetika

An explicit formula for the correlation coefficient in a two-dimensional AR(1) process is derived. Approximate critical values for the correlation coefficient between two one-dimensional AR(1) processes are tabulated. They are based on Bartlett’s approximation and on an asymptotic distribution derived by McGregor. The results are compared with critical values obtained from a simulation study.

On the Behrens-Fisher distribution and its generalization to the pairwise comparisons

Viktor Witkovský (2002)

Discussiones Mathematicae Probability and Statistics

Weerahandi (1995b) suggested a generalization of the Fisher's solution of the Behrens-Fisher problem to the problem of multiple comparisons with unequal variances by the method of generalized p-values. In this paper, we present a brief outline of the Fisher's solution and its generalization as well as the methods to calculate the p-values required for deriving the conservative joint confidence interval estimates for the pairwise mean differences, refered to as the generalized Scheffé intervals....

On the computation of the exact distribution of power divergence test statistics

Marco A. Marhuenda, Yolanda Marhuenda, Domingo Morales (2003)

Kybernetika

In this paper we introduce several algorithms to generate all the vectors in the support of a multinomial distribution. Computational studies are carried out to analyze their efficiency with respect to the CPU time and to calculate their efficiency frontiers. The proposed algorithm is used to calculate exact distributions of power divergence test statistics under the hypothesis of uniformity. Finally, several exact power comparisons are done for different divergence statistics and families of alternatives...

Tables for a statistical quality control test

František Rublík, Marta Bognárová (1992)

Applications of Mathematics

Critical constants for a test of the hypothesis that the mean μ and the standard deviation σ of the normal N ( μ , σ 2 ) population satisfy the constrains μ + c σ M , μ - c σ m , are presented. In this setup m < M are prescribed tolerance limits and c > 0 in a chosen constant.

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