Testing and Estimating Ratios of Scale Parameters
作者:
GalenR. Shorack,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1969)
卷期:
Volume 64,
issue 327
页码: 999-1013
ISSN:0162-1459
年代: 1969
DOI:10.1080/01621459.1969.10501032
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
LetX1, …,XmandY1, …,Ynbe independent random samples from populations having continuous d.f.'s Ψ((x-μ)/σ) and Ψ ((y-v)/τ) respectively. The classicalF-test of a hypothesis concerning λ = τ/σ is known to be non-robust. This paper examines several robust alternative procedures and compares them on the basis of Pitman a.r.e. and Monte Carlo studies of power functions. An approximate permutation test [13] and a “jackknife” procedure [9] are found to be most satisfactory; while a class of “rank-like” tests [10] are found to be “useful inefficient statistics”
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