APPROXIMATIONS TO THE DISTRIBUTION OF A COMBINATION OF THE WILCOXON AND MOOD STATISTICS : A NUMERICAL COMPARISON
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概要
- 論文の詳細を見る
On testing hypotheses in two-sample problems, the Lepage-type statistic is often used for testing the location and scale parameters. Various Lepage-type statistics have been proposed and discussed by many authors over the course of many years. One of the most famous and powerful Lepage-type statistics is a combination of the Wilcoxon and Mood statistics, namely <I>T</I>. Deriving the exact critical value of the <I>T</I> statistic is difficult when the sample sizes are increased. In that situation, an approximation to the distribution function of a test statistic is extremely important in statistics. The gamma approximation and the saddlepoint approximations are used to evaluate in upper tail probability for the <I>T</I> statistic under finite sample sizes. The accuracy of various approximations to the exact probability of the <I>T</I> statistic is investigated.
- 日本計算機統計学会の論文
- 2011-12-01
著者
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Murakami Hidetoshi
Department Of Applied Physics Hokkaido University
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MURAKAMI Hidetoshi
Department of Mathematics, National Defense Academy
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